This study examines the statistical properties required to model the dynamics of both the returns and volatility series of the daily stock market returns in six Gulf Cooperation Council countries, namely Bahrain, Oman, Kuwait, Qatar, Saudi Arabia, and the United Arab Emirates, under different...

The paper's primary purpose is to better monitor shocks; therefore, reliable scientific methods should be used to predict, monitor, and implement those events. In this paper, tourism prices are studied as an economic, I(2) and social phenomenon for better performance. The selection of...

For the past 15 years, the rural employment guarantee scheme has been providing employment to rural households when there is a demand. In practice, the demand for MGNREGS employment will not arise uniformly throughout the year. This article aims at analysing the households’ dependency on...

COVID-19 has hit the economy in an unprecedented way, abruptly changing the data generating process of many economic time series. This has triggered one of the highest policy interventions that we have ever seen. Policy assessment relies on real time monitoring of the economy using seasonally...

This study shows that mergers’ price effects can vary seasonally. I document countercyclical price increases due to the Coors and Miller merger, which is consistent with models of coordinated pricing that predict lower equilibrium prices during high-demand states