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The Fisher effect: a Kalman filter approach to detecting structural change
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Applied economics letters 15 (2008) 7/9, pp. 619-624
Persistent link: https://www.econbiz.de/10003741551
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On the interaction between government spending and economic performance in Sweden : an asymmetric approach
Hatemi-J, Abdulnasser - In: Applied economics letters 21 (2014) 13/15, pp. 1099-1103
Persistent link: https://www.econbiz.de/10010418179
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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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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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Is the tourism-led growth hypothesis valid for Turkey?
Gunduz, Lokman; Hatemi-J, Abdulnasser - In: Applied economics letters 12 (2005) 8, pp. 499-504
Persistent link: https://www.econbiz.de/10002982958
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A test for multivariate ARCH effects
Hacker, R. Scott; Hatemi-J, Abdulnasser - In: Applied economics letters 12 (2005) 7, pp. 411-417
Persistent link: https://www.econbiz.de/10002937921
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Stochastic optimal hedge ratio : theory and evidence
Hatemi-J, Abdulnasser; El-Khatib, Youssef - In: Applied economics letters 19 (2012) 7/9, pp. 699-703
Persistent link: https://www.econbiz.de/10009630993
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A re-examination of the Fisher effect using an alternative approach
Hatemi-J, Abdulnasser - In: Applied economics letters 18 (2011) 7/9, pp. 855-858
Persistent link: https://www.econbiz.de/10009230817
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Calculating the optimal hedge ratio : constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics letters 13 (2006) 5, pp. 293-299
Persistent link: https://www.econbiz.de/10003320433
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Capital mobility in Sweden : a time-varying parameter approach
Hatemi-J, Abdulnasser; Hacker, R. Scott - In: Applied economics letters 14 (2007) 13/15, pp. 1115-1118
Persistent link: https://www.econbiz.de/10003606889