Access Statistics for Alfred A. Haug

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
: Income Inequality and FDI: Evidence with Turkish Data 0 0 0 47 0 1 15 179
A Closer Look at Long Run Money Demand 0 0 0 120 0 1 11 328
A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes 0 0 0 15 1 6 20 49
A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes 0 0 0 20 0 1 13 40
A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools 0 0 3 75 0 3 20 281
Are Courts Slow? Exposing and Measuring the Invisible Determinants of Case Disposition Time 0 0 1 25 1 4 19 290
Canadian Money Demand Functions Cointegration¨CRank Stability 0 0 0 51 0 1 6 246
Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy 0 0 0 108 0 3 17 283
Combining monetary and fiscal policy in an SVAR for a small open economy 0 0 0 53 0 4 35 219
Conflicts Among Tests For Cointegration 0 0 0 0 0 3 9 336
Currency Invoicing of U.S. Imports 0 0 1 137 0 1 10 522
Efficiency Aspects of Government Secondary School Finances in New South Wales: Results from a Two-Stage Double-Bootstrap DEA at the School Level 0 0 1 38 0 6 17 116
Empirical Evidence on Inflation and Unemployment in the Long Run 0 0 0 64 0 1 24 300
Empirical Evidence on Inflation and Unemployment in the Long Run 0 0 1 101 0 1 17 362
Empirical evidence on inflation and unemployment in the long run 0 0 0 55 0 1 17 133
Estimating quarterly GDP Data for the South Pacific Island Nations 0 0 0 34 0 3 11 164
Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach 0 0 0 33 0 2 13 89
Has Federal Budget Deficit Policy Changed in Recent Years? 0 0 0 0 0 1 5 551
Income Inequality and FDI: Evidence with Turkish Data 0 0 0 42 1 3 8 119
Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship? 0 0 0 25 1 3 8 129
Local linear impulse responses for a small open economy 0 0 0 86 2 7 20 284
Local linear impulse responses for a small open economy 0 0 0 26 0 6 19 150
Long-Run Money Demand in Canada: In Search of Stability 0 0 0 0 0 5 8 340
Longer-term effects of monetary growth on real and nominal variables, major industrial countries, 1880-2001 0 0 1 86 1 5 11 354
Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union 0 0 0 31 0 2 14 151
Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union 0 0 0 157 0 5 23 1,090
Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001 0 0 0 22 0 0 8 86
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 2 0 14 36 1,626
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 1 379 2 14 31 1,473
Oil Prices, Exchange Rates and Emerging Stock Markets 0 0 0 285 2 5 13 1,195
Oil prices, exchange rates and emerging stock markets 0 1 6 206 1 6 30 562
On Real Interest Rate Persistence: The Role of Breaks 0 0 0 30 0 5 15 105
On real interest rate persistence: the role of breaks 0 0 0 51 0 3 15 122
Residual Based Tests for Cointegration: A Monte Carlo Study 0 0 0 0 0 2 5 104
Structural breaks, cointegration and the Fisher effect 0 0 0 189 0 7 24 513
Testing linear restrictions on cointegration vectors: Sizes and powers of Wald tests in finite samples 0 0 0 9 1 6 13 56
Tests for Cointegration: A Monte Carlo Comparison 0 0 0 0 0 2 13 242
The Power of Cointegration Tests: Does the Frequency of Observations Matter? 0 0 0 0 0 1 9 145
The Role of the Monetary Policy Stance for the Goverment Spending Multiplier in Poland ​ 0 0 1 9 0 5 16 27
The Term Spread International Evidence of Non-Linear Adjustment 0 0 0 63 0 2 6 257
The Twin Deficits: Empirical for Canada 0 0 0 0 0 2 7 368
The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility 0 0 0 75 0 10 21 259
The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach 0 0 0 116 1 5 15 362
The impact of oil shocks on exchange rates: A Markov-switching approach 0 0 0 156 0 2 26 335
The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach 0 1 1 78 0 2 17 168
The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach 0 0 0 51 1 5 25 87
Unit Roots, Nonlinear Cointegration and Purchasing Power Parity 0 0 0 514 0 5 11 989
Unit Roots, Nonlinear Cointegration and Purchasing Power Parity 0 0 0 152 0 2 9 354
Total Working Papers 0 2 17 3,816 15 184 755 16,540


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CLOSER LOOK AT LONG‐RUN U.S. MONEY DEMAND: LINEAR OR NONLINEAR ERROR‐CORRECTION WITH M0, M1, OR M2? 0 1 1 54 0 3 17 141
A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools 0 0 3 100 1 5 26 360
Bayesian VARs of the U.S. economy before and during the pandemic 0 1 4 8 0 9 19 31
Blanchard's Model of Consumption: An Empirical Study 0 0 0 0 0 1 4 544
CANADIAN MONEY DEMAND FUNCTIONS: COINTEGRATION‐RANK STABILITY* 0 0 0 26 0 5 17 100
Cointegration and Government Borrowing Constraints: Evidence for the United States 0 0 0 0 0 1 16 371
Co‐Movement Towards a Currency or Monetary Union? An Empirical Study for New Zealand 0 0 0 0 0 0 2 7
Critical Values for the Z (circumflex) (subscript alpha)-Phillips-Ouliaris Test for Cointegration 0 0 0 1 1 3 6 1,009
Currency Invoicing in International Trade: an Empirical Investigation 0 0 0 281 0 5 15 779
Currency invoicing of US imports 0 0 0 108 1 1 8 326
Do the determinants of foreign direct investment have a reverse and symmetric impact on foreign direct divestment? 0 0 0 3 0 5 12 21
ESTIMATING QUARTERLY GDP DATA FOR THE SOUTH PACIFIC ISLAND NATIONS 0 0 1 3 0 2 9 31
European Monetary Union: a cointegration analysis 1 1 1 123 1 4 9 508
Exchange rates of oil exporting countries and global oil price shocks: a nonlinear smooth-transition approach 0 0 1 1 0 0 14 37
Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand 0 0 0 1 1 5 17 29
Government secondary school finances in New South Wales: accounting for students’ prior achievements in a two-stage DEA at the school level 0 0 0 11 0 3 12 66
Government spending multipliers: Is there a difference between government consumption and investment purchases? 0 0 3 14 0 4 33 68
Has Federal Budget Deficit Policy Changed in Recent Years? 0 0 0 0 0 0 14 618
In the long run, US unemployment follows inflation like a faithful dog 0 0 2 96 0 0 15 340
Income inequality and FDI: evidence with Turkish data 0 0 0 40 1 6 18 198
Linear or nonlinear cointegration in the purchasing power parity relationship? 0 0 1 27 0 2 10 105
Local Linear Impulse Responses for a Small Open Economy 0 0 2 26 0 2 12 131
Long-Run Money Demand in Canada: In Search of Stability 0 0 1 94 0 1 11 269
Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment 0 0 2 90 0 1 15 311
MONEY, OUTPUT, AND INFLATION IN THE LONGER TERM: MAJOR INDUSTRIAL COUNTRIES, 1880–2001 0 0 0 18 0 4 13 89
Mixed signals among tests for cointegration 0 0 0 116 0 3 10 444
Monetary and fiscal policy transmission in Poland 0 0 2 46 0 5 25 184
Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union 0 0 1 42 1 7 16 167
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 1 3 828 4 20 62 3,007
Oil prices, exchange rates and emerging stock markets 0 6 17 303 6 28 101 1,099
On real interest rate persistence: the role of breaks 0 0 0 15 0 7 15 72
Residual based tests for cointegration: A Monte Carlo study of size distortions 0 0 0 16 1 2 9 68
Ricardian Equivalence, Rational Expectations, and the Permanent Income Hypothesis 0 0 1 256 0 2 24 1,041
Structural Breaks and the Fisher Effect 0 0 0 66 0 8 17 204
TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES 0 0 0 22 0 1 13 109
Tariffs and quotas under dynamic duopolistic competition 0 0 1 42 0 3 6 97
Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study 0 1 3 141 0 5 19 397
Testing Ricardian Equivalence with the Narrative Record on Tax Changes 0 0 0 6 0 8 11 32
Tests for cointegration a Monte Carlo comparison 0 0 0 266 1 4 17 613
The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment 0 0 0 53 0 3 14 214
The Closed-Loop Motive for Voluntary Export Restraints 0 0 0 17 0 2 10 152
The impact of oil shocks on exchange rates: A Markov-switching approach 0 1 4 135 0 5 35 431
The impact of oil-market shocks on stock returns in major oil-exporting countries 0 2 6 53 1 7 27 252
The random walk hypothesis of consumption and time aggregation 0 0 2 100 2 3 16 400
The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships 1 3 4 85 1 6 19 270
What drives bilateral foreign direct investment among Asian economies? 0 1 2 12 0 7 18 62
Total Journal Articles 2 18 68 3,745 23 208 828 15,804
1 registered items for which data could not be found


Statistics updated 2026-07-10