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 0 14 179
A Closer Look at Long Run Money Demand 0 0 0 120 0 0 8 328
A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes 0 0 0 15 0 1 20 50
A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes 0 0 0 20 1 2 14 42
A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools 0 0 2 75 0 2 20 283
Are Courts Slow? Exposing and Measuring the Invisible Determinants of Case Disposition Time 1 1 1 26 4 5 20 295
Canadian Money Demand Functions Cointegration¨CRank Stability 0 0 0 51 1 1 7 247
Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy 0 0 0 108 1 1 18 284
Combining monetary and fiscal policy in an SVAR for a small open economy 0 0 0 53 0 4 30 223
Conflicts Among Tests For Cointegration 0 0 0 0 0 0 8 336
Currency Invoicing of U.S. Imports 0 0 0 137 1 2 10 524
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 0 38 0 1 14 117
Empirical Evidence on Inflation and Unemployment in the Long Run 0 0 1 101 0 1 17 363
Empirical Evidence on Inflation and Unemployment in the Long Run 0 0 0 64 0 0 22 300
Empirical evidence on inflation and unemployment in the long run 0 0 0 55 0 0 15 133
Estimating quarterly GDP Data for the South Pacific Island Nations 0 0 0 34 0 1 11 165
Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach 0 0 0 33 0 1 12 90
Has Federal Budget Deficit Policy Changed in Recent Years? 0 0 0 0 0 0 5 551
Income Inequality and FDI: Evidence with Turkish Data 0 0 0 42 0 2 9 121
Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship? 0 0 0 25 0 0 8 129
Local linear impulse responses for a small open economy 1 1 1 87 1 2 21 286
Local linear impulse responses for a small open economy 0 0 0 26 0 2 20 152
Long-Run Money Demand in Canada: In Search of Stability 0 0 0 0 0 1 9 341
Longer-term effects of monetary growth on real and nominal variables, major industrial countries, 1880-2001 0 0 1 86 1 3 14 357
Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union 0 0 0 31 0 2 16 153
Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union 0 0 0 157 0 0 21 1,090
Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001 0 0 0 22 0 1 8 87
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 3 4 382 1 8 38 1,481
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 2 0 6 41 1,632
Oil Prices, Exchange Rates and Emerging Stock Markets 0 0 0 285 0 3 14 1,198
Oil prices, exchange rates and emerging stock markets 0 0 5 206 0 3 30 565
On Real Interest Rate Persistence: The Role of Breaks 0 0 0 30 0 1 15 106
On real interest rate persistence: the role of breaks 0 0 0 51 1 1 15 123
Residual Based Tests for Cointegration: A Monte Carlo Study 0 0 0 0 0 0 5 104
Structural breaks, cointegration and the Fisher effect 0 0 0 189 1 3 25 516
Testing linear restrictions on cointegration vectors: Sizes and powers of Wald tests in finite samples 0 0 0 9 0 0 13 56
Tests for Cointegration: A Monte Carlo Comparison 0 0 0 0 0 2 15 244
The Effects of Fiscal Policy Shocks: Evidence from a Bayesian SVAR Model With Uncertain Identifying Assumptions 0 0 0 0 2 2 5 5
The Power of Cointegration Tests: Does the Frequency of Observations Matter? 0 0 0 0 1 1 10 146
The Role of the Monetary Policy Stance for the Goverment Spending Multiplier in Poland ​ 0 0 1 9 0 3 17 30
The Term Spread International Evidence of Non-Linear Adjustment 0 0 0 63 0 1 6 258
The Twin Deficits: Empirical for Canada 0 0 0 0 0 0 6 368
The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility 0 1 1 76 1 6 26 265
The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach 0 0 0 116 1 1 15 363
The impact of oil shocks on exchange rates: A Markov-switching approach 0 0 0 156 1 1 27 336
The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach 0 0 1 78 2 3 16 171
The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach 0 0 0 51 0 1 26 88
Unit Roots, Nonlinear Cointegration and Purchasing Power Parity 0 0 0 152 1 3 11 357
Unit Roots, Nonlinear Cointegration and Purchasing Power Parity 0 0 0 514 0 1 12 990
Total Working Papers 2 6 18 3,822 22 85 779 16,628


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 0 1 54 0 0 17 141
A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools 0 1 2 101 0 3 25 363
Bayesian VARs of the U.S. economy before and during the pandemic 0 0 3 8 0 0 17 31
Blanchard's Model of Consumption: An Empirical Study 0 0 0 0 1 2 5 546
CANADIAN MONEY DEMAND FUNCTIONS: COINTEGRATION‐RANK STABILITY* 0 0 0 26 0 1 18 101
Cointegration and Government Borrowing Constraints: Evidence for the United States 0 0 0 0 0 0 16 371
Co‐Movement Towards a Currency or Monetary Union? An Empirical Study for New Zealand 0 0 0 0 0 1 3 8
Critical Values for the Z (circumflex) (subscript alpha)-Phillips-Ouliaris Test for Cointegration 0 0 0 1 0 1 5 1,010
Currency Invoicing in International Trade: an Empirical Investigation 1 1 1 282 1 1 15 780
Currency invoicing of US imports 0 0 0 108 1 2 9 328
Do the determinants of foreign direct investment have a reverse and symmetric impact on foreign direct divestment? 0 0 0 3 0 2 12 23
ESTIMATING QUARTERLY GDP DATA FOR THE SOUTH PACIFIC ISLAND NATIONS 0 0 1 3 0 0 9 31
European Monetary Union: a cointegration analysis 0 0 1 123 1 1 9 509
Exchange rates of oil exporting countries and global oil price shocks: a nonlinear smooth-transition approach 0 0 1 1 0 1 11 38
Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand 0 0 0 1 0 0 14 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 1 1 12 67
Government spending multipliers: Is there a difference between government consumption and investment purchases? 0 0 2 14 0 1 27 69
Has Federal Budget Deficit Policy Changed in Recent Years? 0 0 0 0 1 1 15 619
In the long run, US unemployment follows inflation like a faithful dog 0 0 1 96 0 0 11 340
Income inequality and FDI: evidence with Turkish data 1 1 1 41 3 6 23 204
Linear or nonlinear cointegration in the purchasing power parity relationship? 0 0 0 27 1 4 13 109
Local Linear Impulse Responses for a Small Open Economy 1 1 2 27 2 2 12 133
Long-Run Money Demand in Canada: In Search of Stability 0 0 1 94 1 2 11 271
Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment 0 0 2 90 2 3 16 314
MONEY, OUTPUT, AND INFLATION IN THE LONGER TERM: MAJOR INDUSTRIAL COUNTRIES, 1880–2001 0 0 0 18 1 2 13 91
Mixed signals among tests for cointegration 0 0 0 116 0 2 12 446
Monetary and fiscal policy transmission in Poland 0 0 2 46 0 1 25 185
Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union 0 1 2 43 0 2 17 169
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 3 5 831 0 9 67 3,016
Oil prices, exchange rates and emerging stock markets 1 2 15 305 2 8 96 1,107
On real interest rate persistence: the role of breaks 0 0 0 15 0 1 14 73
Residual based tests for cointegration: A Monte Carlo study of size distortions 0 0 0 16 0 1 10 69
Ricardian Equivalence, Rational Expectations, and the Permanent Income Hypothesis 0 0 0 256 0 1 23 1,042
Structural Breaks and the Fisher Effect 0 0 0 66 0 0 15 204
TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES 0 0 0 22 0 0 11 109
Tariffs and quotas under dynamic duopolistic competition 0 0 1 42 0 0 6 97
Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study 0 0 3 141 1 2 18 399
Testing Ricardian Equivalence with the Narrative Record on Tax Changes 0 0 0 6 0 2 12 34
Tests for cointegration a Monte Carlo comparison 0 0 0 266 5 5 20 618
The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment 0 0 0 53 0 0 14 214
The Closed-Loop Motive for Voluntary Export Restraints 0 0 0 17 0 2 12 154
The impact of oil shocks on exchange rates: A Markov-switching approach 0 0 3 135 1 5 37 436
The impact of oil-market shocks on stock returns in major oil-exporting countries 0 2 7 55 0 6 29 258
The random walk hypothesis of consumption and time aggregation 0 0 2 100 0 1 16 401
The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships 0 0 4 85 1 1 18 271
What drives bilateral foreign direct investment among Asian economies? 0 0 2 12 1 1 16 63
Total Journal Articles 4 12 65 3,757 27 87 826 15,891
1 registered items for which data could not be found


Statistics updated 2026-10-11