The Dynamic Relationship between the Exchange Rate of theYen/USD and the StockPrices in the Financial Market of United StatesBy Jishu ZongThis paper studies the relationship between U.S. stock prices andthe exchange rate of theJapanese Yen to the U.S. Dollar. The motivation is to establish...

Electricity demand analysis using cointegration and error-correction models with time varying parameters: The Mexican case. In this essay we show how some flexibility can be allowed in modeling the parameters of the electricity demand function by employing the time varying coefficient (TVC)...

This dissertation consists of three essays on time series and panel data econometrics. The first essay considers the bootstrap method for the covariates augmented Dickey-Fuller (CADF) unit root test suggested by Hansen (1995). It is known that the CADF test is very powerful. However, its limit...