This study examines the nature of the linkages between stock market prices and exchange rates in six advanced economies, namely the US, the UK, Canada, Japan, the euro area, and Switzerland, using data on the banking crisis between 2007 and 2010. Bivariate GARCH-BEKK models are estimated...

This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...

This paper presents two new tools for the identification of faking interviewers in surveys. One method is based on Benford's Law, and the other exploits the empirical observation that fakers most often produce answers with less variability than could be expected from the whole survey. We focus...

To the best of our knowledge, most of the few methodological studies which analyze the impact of faked interviews on survey results are based on “artificial fakes” generated by project students in a “laboratory environment”. In contrast, panel data provide a unique opportunity to...

This paper investigates the empirical relevance of different unemployment theories in three major economies, namely the UK, the US and Japan, by estimating the degree of dependence in the unemployment series. Both univariate and multivariate long memory methods are used. The results vary...