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 20 1 1 13 41
A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes 0 0 0 15 1 2 21 50
A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools 0 0 3 75 0 2 21 283
Are Courts Slow? Exposing and Measuring the Invisible Determinants of Case Disposition Time 0 0 0 25 1 2 17 291
Canadian Money Demand Functions Cointegration¨CRank Stability 0 0 0 51 0 0 6 246
Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy 0 0 0 108 0 0 17 283
Combining monetary and fiscal policy in an SVAR for a small open economy 0 0 0 53 3 4 37 223
Conflicts Among Tests For Cointegration 0 0 0 0 0 0 8 336
Currency Invoicing of U.S. Imports 0 0 0 137 1 1 9 523
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 1 18 117
Empirical Evidence on Inflation and Unemployment in the Long Run 0 0 1 101 1 1 17 363
Empirical Evidence on Inflation and Unemployment in the Long Run 0 0 0 64 0 0 23 300
Empirical evidence on inflation and unemployment in the long run 0 0 0 55 0 0 17 133
Estimating quarterly GDP Data for the South Pacific Island Nations 0 0 0 34 1 1 12 165
Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach 0 0 0 33 1 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 2 3 9 121
Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship? 0 0 0 25 0 1 8 129
Local linear impulse responses for a small open economy 0 0 0 26 2 2 20 152
Local linear impulse responses for a small open economy 0 0 0 86 0 3 20 285
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 2 3 13 356
Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union 0 0 0 31 2 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 9 87
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 3 3 4 382 5 9 37 1,480
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 2 5 6 41 1,632
Oil Prices, Exchange Rates and Emerging Stock Markets 0 0 0 285 3 5 16 1,198
Oil prices, exchange rates and emerging stock markets 0 0 5 206 3 4 31 565
On Real Interest Rate Persistence: The Role of Breaks 0 0 0 30 1 1 16 106
On real interest rate persistence: the role of breaks 0 0 0 51 0 0 14 122
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 2 25 515
Testing linear restrictions on cointegration vectors: Sizes and powers of Wald tests in finite samples 0 0 0 9 0 1 13 56
Tests for Cointegration: A Monte Carlo Comparison 0 0 0 0 1 2 15 244
The Effects of Fiscal Policy Shocks: Evidence from a Bayesian SVAR Model With Uncertain Identifying Assumptions 0 0 0 0 0 1 3 3
The Power of Cointegration Tests: Does the Frequency of Observations Matter? 0 0 0 0 0 0 9 145
The Role of the Monetary Policy Stance for the Goverment Spending Multiplier in Poland ​ 0 0 1 9 1 3 18 30
The Term Spread International Evidence of Non-Linear Adjustment 0 0 0 63 1 1 6 258
The Twin Deficits: Empirical for Canada 0 0 0 0 0 0 7 368
The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility 0 1 1 76 3 5 25 264
The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach 0 0 0 116 0 1 15 362
The impact of oil shocks on exchange rates: A Markov-switching approach 0 0 0 156 0 0 26 335
The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach 0 0 0 51 0 2 26 88
The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach 0 0 1 78 0 1 15 169
Unit Roots, Nonlinear Cointegration and Purchasing Power Parity 0 0 0 514 1 1 12 990
Unit Roots, Nonlinear Cointegration and Purchasing Power Parity 0 0 0 152 2 2 11 356
Total Working Papers 3 4 18 3,820 45 79 786 16,606


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 4 101 0 4 27 363
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 0 1 4 545
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 1 1 3 8
Critical Values for the Z (circumflex) (subscript alpha)-Phillips-Ouliaris Test for Cointegration 0 0 0 1 1 2 6 1,010
Currency Invoicing in International Trade: an Empirical Investigation 0 0 0 281 0 0 14 779
Currency invoicing of US imports 0 0 0 108 0 2 8 327
Do the determinants of foreign direct investment have a reverse and symmetric impact on foreign direct divestment? 0 0 0 3 1 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 1 1 123 0 1 8 508
Exchange rates of oil exporting countries and global oil price shocks: a nonlinear smooth-transition approach 0 0 1 1 1 1 15 38
Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand 0 0 0 1 0 1 16 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 0 11 66
Government spending multipliers: Is there a difference between government consumption and investment purchases? 0 0 2 14 1 1 28 69
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 13 340
Income inequality and FDI: evidence with Turkish data 0 0 0 40 3 4 20 201
Linear or nonlinear cointegration in the purchasing power parity relationship? 0 0 0 27 2 3 12 108
Local Linear Impulse Responses for a Small Open Economy 0 0 1 26 0 0 11 131
Long-Run Money Demand in Canada: In Search of Stability 0 0 1 94 1 1 11 270
Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment 0 0 2 90 1 1 14 312
MONEY, OUTPUT, AND INFLATION IN THE LONGER TERM: MAJOR INDUSTRIAL COUNTRIES, 1880–2001 0 0 0 18 1 1 13 90
Mixed signals among tests for cointegration 0 0 0 116 1 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 3 18 169
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 3 3 6 831 5 13 70 3,016
Oil prices, exchange rates and emerging stock markets 0 1 17 304 1 12 98 1,105
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 2 10 69
Ricardian Equivalence, Rational Expectations, and the Permanent Income Hypothesis 0 0 0 256 1 1 23 1,042
Structural Breaks and the Fisher Effect 0 0 0 66 0 0 16 204
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 1 18 398
Testing Ricardian Equivalence with the Narrative Record on Tax Changes 0 0 0 6 1 2 12 34
Tests for cointegration a Monte Carlo comparison 0 0 0 266 0 1 15 613
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 2 4 36 435
The impact of oil-market shocks on stock returns in major oil-exporting countries 1 2 7 55 5 7 29 258
The random walk hypothesis of consumption and time aggregation 0 0 2 100 0 3 16 401
The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships 0 1 4 85 0 1 17 270
What drives bilateral foreign direct investment among Asian economies? 0 0 2 12 0 0 15 62
Total Journal Articles 4 10 68 3,753 30 83 824 15,864
1 registered items for which data could not be found


Statistics updated 2026-09-10