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