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Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models
Hatemi-J, Abdulnasser - In: Applied economics letters 15 (2008) 4/6, pp. 239-243
Persistent link: https://www.econbiz.de/10003727223
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Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser - In: Economic modelling 36 (2014), pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
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Fiscal policy in Sweden : effects of EMU criteria convergence
Hatemi-J, Abdulnasser - In: Economic modelling 19 (2002) 1, pp. 121-136
Persistent link: https://www.econbiz.de/10001638855
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Multivariate tests for autocorrelation in the stable and unstable VAR models
Hatemi-J, Abdulnasser - In: Economic modelling 21 (2004) 4, pp. 661-683
Persistent link: https://www.econbiz.de/10002068720
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Which way does water flow? : an econometric analysis of the global price integration of water stocks
Roca, Eduardo; Tularam, Gurudeo Anand - In: Applied economics 44 (2012) 22/24, pp. 2935-2944
Persistent link: https://www.econbiz.de/10009616393
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Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?
Hatemi-J, Abdulnasser; Hacker, R. Scott - In: Applied economics 41 (2009) 7/9, pp. 1121-1125
Persistent link: https://www.econbiz.de/10003842340
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On the causality between exchange rates and stock prices : a note
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Bulletin of economic research 54 (2002) 2, pp. 197-203
Persistent link: https://www.econbiz.de/10001659554
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Exchange rates and the Marshall-Lerner condition: evidence from trade flows between Sweden and Germany
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Applied economics quarterly 49 (2003) 1, pp. 65-73
Persistent link: https://www.econbiz.de/10001786234
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A new method to choose optimal lag order in stable and unstable VAR models
Hatemi-J, Abdulnasser - In: Applied economics letters 10 (2003) 3, pp. 135-137
Persistent link: https://www.econbiz.de/10001747201
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Time-series evidence for Balassa's export-led growth hypothesis
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: The journal of international trade & economic development 9 (2000) 3, pp. 355-365
Persistent link: https://www.econbiz.de/10001510796