The debate that rapid globalization over the past decades is a leading cause of increased income inequality within developed economies has been far from conclusive, including Dorn et al. (2018). We depart from existing studies by extending an earlier empirical framework by Gaston and Rajaguru...

The growing affluence of the East and Southeast Asian economies has come about through a substantial increase in their economic links with the rest of the world, the OECD economies in particular. Econometric studies that try to quantify these links face a severe shortage of high frequency time...

Regional integration of the financial markets is the building-block for globalisation and internationalisation. Many regions around the world have recently been engaged in such regional economic and financial market integration to form the basis of a more complex international financial system....

We use a mixed-frequency regression technique to develop a test for cointegration under the null of stationarity of the deviations from a long-run relationship. What is noteworthy about this MA unit root test, based on a variance-difference, is that, instead of having to deal with non-standard...

In applied econometric literature, the causal inferences are often made based on highly temporally aggregated or systematically sampled data. A number of theoretical studies have pointed out that temporal aggregation has distorting effects on causal inference and systematic sampling preserves...