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Comovements among U.S. state housing prices : evidence from fractional cointegration

Barros, Carlos Pestana; Gil-Alaña, Luis A.; Payne, James E. - In: Economic modelling 29 (2012) 3, pp. 936-942

Persistent link: https://www.econbiz.de/10009545491

The paper-bill spread and real output : what matters more, a change in the paper rate or a change in the bill rate?

Ewing, Bradley T.; Lynch, Gerald J.; Payne, James E. - In: Review of financial economics : RFE 12 (2003) 3, pp. 233-246

Persistent link: https://www.econbiz.de/10001780006

Resurrecting the size effect : evidence from a panel nonlinear cointegration model for the G7 stock markets

Apergēs, Nikolaos; Payne, James E. - In: Review of financial economics : RFE 23 (2014) 1, pp. 46-53

Persistent link: https://www.econbiz.de/10010442637

Convergence in OPEC carbon dioxide emissions : evidence from new panel stationarity tests with factors and breaks

Nazlıoğlu, Şaban; Payne, James E.; Lee, Junsoo; … - In: Economic modelling 100 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012795916

Spillovers from the beer market to U.S. cigarette demand

Goel, Rajeev K.; Payne, James E.; Saunoris, James W. - In: Economic modelling 55 (2016), pp. 292-297

Persistent link: https://www.econbiz.de/10011642523

Monetary policy rules and the equity risk premium : evidence from the US experience

Apergēs, Nikolaos; Payne, James E. - In: Review of financial economics : RFE 36 (2018) 4, pp. 287-299

Persistent link: https://www.econbiz.de/10011948609

Dynamics of U.S. State Cigarette Consumption: Evidence from Panel Error Correction Modeling

Apergis, Nicholas; Goel, Rajeev; Payne, James - In: Atlantic Economic Journal 42 (2014) 1, pp. 3-20

This study uses state-level data for nearly four decades to study the dynamic demand for cigarettes, focusing especially on the long-run equilibrium relationship between cigarette consumption and its determinants as well as the short-run and long-run causal dynamics. We find the presence of...

Persistent link: https://www.econbiz.de/10010866490

Are Adjustments in the U.S. Budget Deficit Asymmetric? Another Look at Sustainability

Payne, James; Mohammadi, Hassan - In: Atlantic Economic Journal 34 (2006) 1, pp. 15-22

This study examines the sustainability along with the structural stability of the U.S. federal budget deficit over the post World War II period. Allowing for an endogenously determined structural break in 1982:1, tests of unit roots based on Perron's [<CitationRef CitationID="CR20">1997</CitationRef>] methodology suggest a stationary and...</citationref>

Persistent link: https://www.econbiz.de/10005716356

Political and Institutional Factors in the Convergence of International Equity Markets: Evidence from the Club Convergence and Clustering Procedure

Apergis, Nicholas; Christou, Christina; Payne, James - In: Atlantic Economic Journal 39 (2011) 1, pp. 7-18

Persistent link: https://www.econbiz.de/10008926145