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Original Articles

Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models

Pages 239-243 | Published online: 25 Feb 2008

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (11)

Muhammad Luqman & Ugur Soytas. (2023) Asymmetric role of human capital and trade liberalization in the economic growth of Pakistan: Fresh evidence from the nonlinear analysis. The Journal of International Trade & Economic Development 32:3, pages 475-493.
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S. Papavlasopoulos. (2019) Data mining of small sample times series on detection non-stationarity properties. Journal of Statistics and Management Systems 22:5, pages 943-959.
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Abdulnasser Hatemi-J, Abdulrahman Al Shayeb & Eduardo Roca. (2017) The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests. Applied Economics 49:16, pages 1584-1592.
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Abdulnasser Hatemi-J & Eduardo Roca. (2016) BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests. Applied Economics 48:59, pages 5772-5778.
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Abdulnasser Hatemi-J & Mrittika Shamsuddin. (2016) The causal interaction between financial development and human development in Bangladesh. Applied Economics Letters 23:14, pages 995-998.
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Abdulnasser Hatemi-J & Youssef El-Khatib. (2016) An extension of the asymmetric causality tests for dealing with deterministic trend components. Applied Economics 48:42, pages 4033-4041.
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Abdulnasser Hatemi-J. (2016) On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments. Applied Economics Letters 23:6, pages 424-427.
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Abdulnasser Hatemi-J. (2014) On the interaction between government spending and economic performance in Sweden: an asymmetric approach. Applied Economics Letters 21:15, pages 1099-1103.
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Abdulnasser Hatemi-J & Gazi Salah Uddin. (2014) On the causal nexus of remittances and poverty reduction in Bangladesh. Applied Economics 46:4, pages 374-382.
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Abdulnasser Hatemi-J & Eduardo Roca. (2012) A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks. Applied Economics 44:11, pages 1443-1448.
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MazinA. M. Al Janabi, Abdulnasser Hatemi-J & Manuchehr Irandoust. (2010) Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions. Emerging Markets Finance and Trade 46:5, pages 39-47.
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Abdulnasser Hatemi-J, Eduardo Roca & Alan Mustafa. (2022) Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches. Journal of Economic Studies 50:4, pages 790-805.
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