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 2 15 179
A Closer Look at Long Run Money Demand 0 0 0 120 1 1 11 328
A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes 0 0 0 20 0 2 13 40
A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes 0 0 0 15 1 7 19 48
A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools 0 0 3 75 1 6 20 281
Are Courts Slow? Exposing and Measuring the Invisible Determinants of Case Disposition Time 0 0 1 25 0 3 20 289
Canadian Money Demand Functions Cointegration¨CRank Stability 0 0 0 51 1 1 6 246
Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy 0 0 0 108 1 6 17 283
Combining monetary and fiscal policy in an SVAR for a small open economy 0 0 0 53 2 6 35 219
Conflicts Among Tests For Cointegration 0 0 0 0 1 3 9 336
Currency Invoicing of U.S. Imports 0 0 1 137 1 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 1 6 17 116
Empirical Evidence on Inflation and Unemployment in the Long Run 0 0 1 101 0 2 17 362
Empirical Evidence on Inflation and Unemployment in the Long Run 0 0 0 64 0 4 25 300
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 1 5 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 2 7 118
Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship? 0 0 0 25 0 2 7 128
Local linear impulse responses for a small open economy 0 0 0 26 4 8 19 150
Local linear impulse responses for a small open economy 0 0 1 86 3 6 19 282
Long-Run Money Demand in Canada: In Search of Stability 0 0 0 0 0 5 9 340
Longer-term effects of monetary growth on real and nominal variables, major industrial countries, 1880-2001 0 0 1 86 1 4 10 353
Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union 0 0 0 31 1 3 14 151
Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union 0 0 0 157 2 6 23 1,090
Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001 0 0 0 22 0 1 8 86
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 1 379 2 14 30 1,471
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 2 1 16 37 1,626
Oil Prices, Exchange Rates and Emerging Stock Markets 0 0 0 285 0 3 11 1,193
Oil prices, exchange rates and emerging stock markets 0 1 6 206 1 5 29 561
On Real Interest Rate Persistence: The Role of Breaks 0 0 0 30 0 8 15 105
On real interest rate persistence: the role of breaks 0 0 1 51 0 3 16 122
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 1 7 25 513
Testing linear restrictions on cointegration vectors: Sizes and powers of Wald tests in finite samples 0 0 0 9 2 7 12 55
Tests for Cointegration: A Monte Carlo Comparison 0 0 0 0 0 3 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 1 6 17 27
The Term Spread International Evidence of Non-Linear Adjustment 0 0 0 63 1 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 12 22 259
The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach 0 0 0 116 1 4 14 361
The impact of oil shocks on exchange rates: A Markov-switching approach 0 0 0 156 0 7 27 335
The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach 0 1 1 78 0 4 18 168
The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach 0 0 0 51 0 6 24 86
Unit Roots, Nonlinear Cointegration and Purchasing Power Parity 0 0 0 514 1 5 12 989
Unit Roots, Nonlinear Cointegration and Purchasing Power Parity 0 0 0 152 1 3 9 354
Total Working Papers 0 2 19 3,816 35 216 754 16,525


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? 1 1 1 54 1 7 17 141
A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools 0 0 3 100 1 6 27 359
Bayesian VARs of the U.S. economy before and during the pandemic 1 1 5 8 2 10 20 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 1 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 0 2 5 1,008
Currency Invoicing in International Trade: an Empirical Investigation 0 0 0 281 0 6 15 779
Currency invoicing of US imports 0 0 0 108 0 0 7 325
Do the determinants of foreign direct investment have a reverse and symmetric impact on foreign direct divestment? 0 0 0 3 0 6 12 21
ESTIMATING QUARTERLY GDP DATA FOR THE SOUTH PACIFIC ISLAND NATIONS 0 0 1 3 1 2 9 31
European Monetary Union: a cointegration analysis 0 0 1 122 1 3 9 507
Exchange rates of oil exporting countries and global oil price shocks: a nonlinear smooth-transition approach 0 0 1 1 0 1 14 37
Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand 0 0 0 1 0 4 16 28
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 2 3 13 66
Government spending multipliers: Is there a difference between government consumption and investment purchases? 0 0 3 14 0 7 34 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 1 2 96 0 2 15 340
Income inequality and FDI: evidence with Turkish data 0 0 0 40 2 6 17 197
Linear or nonlinear cointegration in the purchasing power parity relationship? 0 0 1 27 0 2 11 105
Local Linear Impulse Responses for a Small Open Economy 0 1 2 26 0 6 13 131
Long-Run Money Demand in Canada: In Search of Stability 0 0 2 94 0 1 12 269
Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment 0 0 2 90 0 1 16 311
MONEY, OUTPUT, AND INFLATION IN THE LONGER TERM: MAJOR INDUSTRIAL COUNTRIES, 1880–2001 0 0 0 18 0 5 13 89
Mixed signals among tests for cointegration 0 0 0 116 0 5 10 444
Monetary and fiscal policy transmission in Poland 0 0 3 46 2 6 26 184
Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union 0 1 1 42 0 8 15 166
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 1 4 828 4 24 62 3,003
Oil prices, exchange rates and emerging stock markets 2 8 18 303 10 32 97 1,093
On real interest rate persistence: the role of breaks 0 0 1 15 1 7 17 72
Residual based tests for cointegration: A Monte Carlo study of size distortions 0 0 0 16 0 1 8 67
Ricardian Equivalence, Rational Expectations, and the Permanent Income Hypothesis 0 0 1 256 0 3 24 1,041
Structural Breaks and the Fisher Effect 0 0 0 66 2 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 3 13 109
Tariffs and quotas under dynamic duopolistic competition 0 0 1 42 1 3 6 97
Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study 0 1 4 141 1 6 21 397
Testing Ricardian Equivalence with the Narrative Record on Tax Changes 0 0 0 6 6 8 11 32
Tests for cointegration a Monte Carlo comparison 0 0 0 266 0 3 16 612
The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment 0 0 0 53 1 3 14 214
The Closed-Loop Motive for Voluntary Export Restraints 0 0 1 17 0 4 12 152
The impact of oil shocks on exchange rates: A Markov-switching approach 0 2 4 135 1 8 35 431
The impact of oil-market shocks on stock returns in major oil-exporting countries 2 2 6 53 3 8 27 251
The random walk hypothesis of consumption and time aggregation 0 0 2 100 0 3 15 398
The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships 1 2 3 84 2 8 23 269
What drives bilateral foreign direct investment among Asian economies? 0 2 2 12 0 8 18 62
Total Journal Articles 7 23 75 3,743 45 246 835 15,781
1 registered items for which data could not be found


Statistics updated 2026-06-04