All Stories

  1. Demonstrating That the Autoregressive Distributed Lag Bounds Test Can Detect a Long-Run Levels Relationship When the Dependent Variable Is I(0)
  2. Investigating the impact of tourism market diversification on the shadow economy in OECD and non-OECD countries
  3. IS THE REPORTS-BASED MEASURE OF UNCERTAINTY STATIONARY? EVIDENCE FROM A NEW PANEL RESIDUAL AUGMENTED LEAST SQUARES UNIT ROOT TEST
  4. Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test
  5. Testing for causality between FDI and economic growth using heterogeneous panel data
  6. Measuring the volatility spill-over effects of crude oil prices on the exchange rate and stock market in Ghana
  7. Do rating agencies exhibit herding behaviour? Evidence from sovereign ratings
  8. Absolute income inequality and rising house prices
  9. Is the consumption-income ratio stationary in African countries? Evidence from new time series tests that allow for structural breaks
  10. Market structure in the Vietnamese banking system: a non-structural approach
  11. RISK MANAGEMENT OF THE BANKING SYSTEM: AN EMERGING MARKET SURVEY
  12. Note on a non-structural model using the disequilibrium approach: Evidence from Vietnamese banks
  13. Identifying the robust economic, geographical and political determinants of FDI: an Extreme Bounds Analysis
  14. Efficiency in the Vietnamese banking system: A DEA double bootstrap approach
  15. Absolute Income Inequality and Rising House Prices
  16. Performance of the Banking Sector of a Developing Country: A Non-Structural Model Using the Disequilibrium Approach
  17. Monetary policy and the banking sector in Turkey
  18. The contribution of US bond demand to the US bond yield conundrum
  19. Concentration and efficiency in the Vietnamese banking system between 1999 and 2009
  20. Ratings assignments: Lessons from international banks
  21. IS THE CONSUMPTION-INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON-LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON-OECD COUNTRIES*
  22. Monetary Policy and Banking Sector: Lessons from Turkey
  23. A note comparing support vector machines and ordered choice models’ predictions of international banks’ ratings
  24. Are rating agencies’ assignments opaque? Evidence from international banks
  25. EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries?
  26. The Contribution of US Bond Demand to the US Bond Yield Conundrum of 2004 to 2007: An Empirical Investigation
  27. A note on spurious significance in regressions involving I(0) and I(1) variables
  28. EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries?
  29. A note on ratings of international banks
  30. Rating Assignments: Lessons from International Banks
  31. Determinants of Turkish fund managers' performance
  32. Determinants of non-performing loans and banking costs during the 1999-2001 Turkish banking crisis
  33. Partner Selection Criteria as Determinants of Firm Performance in Joint Ventures: Evidence from Greek Joint Ventures in Eastern Europe
  34. The interpretation of CPT data from hydraulically placed PFA
  35. Regional Development of Small Firms in Poland
  36. Liquidity constraints, precautionary saving and aggregate consumption: an international comparison
  37. Determinants of intended expansion of Polish small firms
  38. Unobserved components in an error-correction model of consumption for Southern European countries
  39. Saving Behaviour in OECD Countries: Evidence from Panel Cointegration Tests
  40. The ERM Effect, Conflict and Inflation in the European Union
  41. Is the consumption–income ratio stationary? Evidence from panel unit root tests
  42. Long and short run determinants of small and medium size enterprise share: the case of Venezuela
  43. Reinterpreting the DHSY (1978) consumption function with hindsight
  44. Structural, VAR and BVAR models of exchange rate determination: A comparison of their forecasting performance
  45. Monetary and Asset Market Models for Sterling Exchange Rates: A Cointegration Approach
  46. Seasonality, cointegration and the long-run purchasing power parity: evidence for sterling exchange rates