Craig S. Hakkio : Citation Profile


Are you Craig S. Hakkio?

Federal Reserve Bank of Kansas City

13

H index

16

i10 index

1214

Citations

RESEARCH PRODUCTION:

44

Articles

25

Papers

RESEARCH ACTIVITY:

   39 years (1979 - 2018). See details.
   Cites by year: 31
   Journals where Craig S. Hakkio has often published
   Relations with other researchers
   Recent citing documents: 86.    Total self citations: 1 (0.08 %)

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   Permalink: http://citec.repec.org/pha431
   Updated: 2020-01-18    RAS profile: 2008-03-04    
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Relations with other researchers


Works with:

Nie, Jun (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Craig S. Hakkio.

Is cited by:

Afonso, Antonio (26)

Sarno, Lucio (19)

Rault, Christophe (17)

Holmes, Mark (16)

Grossmann, Axel (13)

Aggarwal, Raj (11)

Panagiotidis, Theodore (11)

Otero, Jesus (9)

Taylor, Mark (9)

MacDonald, Ronald (9)

Ito, Takatoshi (8)

Cites to:

Barro, Robert (5)

Hamilton, James (3)

King, Robert (3)

Prescott, Edward (3)

White, Halbert (3)

Morris, Stephen (2)

Clark, Todd (2)

Frankel, Jeffrey (2)

Bernanke, Ben (2)

pagan, adrian (2)

Sly, Nicholas (2)

Main data


Where Craig S. Hakkio has published?


Journals with more than one article published# docs
Economic Review17
Macro Bulletin4
Journal of International Money and Finance3
Economic Inquiry2
Journal of Monetary Economics2
Journal of International Economics2
Stata Technical Bulletin2

Working Papers Series with more than one paper published# docs
Research Working Paper / Federal Reserve Bank of Kansas City18

Recent works citing Craig S. Hakkio (2018 and 2017)


YearTitle of citing document
2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Giri, A K ; Shastri, Shruti ; Mohapatra, Geetilaxmi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:163-178.

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2018Tax smoothing hypothesis: The Tunisian case. (2018). OMRANE BELGUITH, Samia ; Mtibaa, Ameni ; Gabsi, Foued Badr. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(617):y:2018:i:4(617):p:169-178.

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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178.

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2017Was Colonialism Fiscally Sustainable? An Empirical Examination of the Colonial Finances of Spanish America.. (2017). Arnaut, Javier L. In: Documentos de Trabajo (DT-AEHE). RePEc:ahe:dtaehe:1703.

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2019Wavelet Leader and Multifractal Detrended Fluctuation Analysis of Market Efficiency: Evidence from WAEMU Market Index. (2019). Mendy, Pierre ; Diallo, Oumou Kalsoum. In: World Journal of Applied Economics. RePEc:ana:journl:v:5:y:2019:i:1:p:1-23.

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2017Fiscal sustainability of the Visegrad Group countries in the aftermath of global economic crisis. (2017). Włodarczyk, Przemysław. In: Lodz Economics Working Papers. RePEc:ann:wpaper:2/2017.

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2018Analysis of Ghana,s Imports and Exports. (2018). Mensah, Alice Constance ; Okyere, Ebenezer. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:1-6.

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2018Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691.

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2018A time series model of interest rates with the effective lower bound. (2018). Mertens, Elmar ; Johannsen, Benjamin K. In: BIS Working Papers. RePEc:bis:biswps:715.

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2017Using a functional approach to test trending volatility in the price of Mexican and international agricultural products. (2017). Guerrero, Santiago ; Torres, Miriam Jureza ; dela Valle, Gerardo Hernndeza. In: Agricultural Economics. RePEc:bla:agecon:v:48:y:2017:i:1:p:3-13.

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2019PURCHASING POWER PARITY TESTING UNIT ROOT TESTS WITH STRUCTURAL BREAK IN TURKEY. (2019). KULA, FERT ; Tolgay, Selma Buyukkantarci. In: Revista Economica. RePEc:blg:reveco:v:71:y:2019:i:1:p:89-98.

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2018Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --. (2018). Sudo, Nao ; Okazaki, Yosuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e06.

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2018Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics. (2018). Kishor, N ; Kundan, Kishor N ; Omid, Ardakani. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:1:p:19:n:7.

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2019Fully Modified Least Squares for Multicointegrated Systems. (2019). , Peter ; PEter, ; Kheifets, Igor. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2210.

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2019LONG-RUN SUSTAINABILITY OF CURRENT ACCOUNT BALANCE: EVIDENCE FROM TWENTY NORTH AND LATIN AMERICAN ECONOMIES. (2019). Pier, Chuck ; HUSEIN, Jamal . In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:19:y:2019:i:2_5.

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2019Testing the Current Account Sustainability for BRICS Countries: Evidence from a Nonlinear Framework. (2019). Omay, Tolga ; Denaux, Zulal S ; Hasdemir, Esra. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00827.

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2017How to predict financial stress? An assessment of Markov switching models. (2017). Klaus, Benjamin ; Duprey, Thibaut. In: Working Paper Series. RePEc:ecb:ecbwps:20172057.

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2017Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction. (2017). Tianqiong, Wang ; Saddique, Shamila ; Yang, Shu. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-83.

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2017Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications. (2017). Dasgupta, Ranjan . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-89.

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2017Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises. (2017). Leung, Henry ; Schroeder, Florian ; Schiereck, Dirk. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:169-180.

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2019Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates. (2019). Kaizoji, Taisei ; Nan, Zheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:273-281.

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2019The effectiveness of foreign exchange intervention in Latin America: A nonlinear approach to the coordination channel. (2019). Gamboa-Estrada, Fredy. In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:13-27.

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2017Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries. (2017). Kouretas, Georgios ; Zarangas, Leonidas ; Stavroyiannis, Stavros ; Drakos, Anastassios A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:76-88.

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2017Fiscal sustainability in EMU countries: A continued fiscal commitment?. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:85-97.

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2018Nonfinancial debt and economic growth in euro-area countries. (2018). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:17-37.

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2019Intraday effects of the currency market. (2019). Narayan, Paresh Kumar ; Khademalomoom, Siroos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:65-77.

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2017The impact of uncertainty on professional exchange rate forecasts. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:296-316.

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2017The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities. (2017). Grossmann, Axel ; Simpson, Marc W ; Paul, Chris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:57-76.

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2019The implications of central bank transparency for uncertainty and disagreement. (2019). Jitmaneeroj, Boonlert ; Wood, Andrew ; Lamla, Michael J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:222-240.

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2018Public debt sustainability: An empirical study on OECD countries. (2018). Beqiraj, Elton ; Forte, Francesco ; Fedeli, Silvia. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:238-248.

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2019Debt stabilization games in a monetary union: What are the effects of introducing eurobonds?. (2019). van Aarle, Bas ; Engwerda, Jacob ; Anevlavis, Tzanis. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:78-102.

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2017The asymmetric impact of currency purchasing power imparities on ADR mispricing. (2017). Grossmann, Axel ; Simpson, Marc W ; Ngo, Thanh. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:74-94.

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2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices. (2017). Yoon, Seong-Min ; Tiwari, Aviral ; Albulescu, Claudiu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:182-192.

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2017What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions. (2017). Krištoufek, Ladislav ; Ferreira, Paulo ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:554-566.

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2018A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets. (2018). Das, Debojyoti ; Jana, R K ; Bhowmik, Puja. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:379-393.

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2019Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes. (2019). Stanley, Eugene H ; Shao, Hao-Lin ; Yang, Yan-Hong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:734-746.

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2017Exchange rate expectations and economic policy uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162.

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2018The knotty interplay between credit and housing. (2018). Lastauskas, Povilas ; Constantinescu, Mihnea. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:241-266.

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2018Trade liberalization, financial modernization and economic development: An empirical study of selected Asia–Pacific countries. (2018). LE, Thai-Ha ; Tran-Nam, Binh. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:2:p:343-355.

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2018Is there a bubble component in government debt? New international evidence. (2018). Chen, Shyh-Wei ; Wu, An-Chi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:467-486.

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2019Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach. (2019). Viola, Alessandra Pasqualina ; da Silveira, Claudio Henrique ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:251-263.

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2018Explaining price differences between physical and derivative freight contracts. (2018). Adland, Roar ; Alizadeh, Amir H. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:118:y:2018:i:c:p:20-33.

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2018Kirilgan Beslide Cari Aciklarin Surdurulebilirligi: Dogrusal Olmayan Birim Kok Testleri Ile Kanitlar. (2018). CEYLAN, Resat . In: Ege Academic Review. RePEc:ege:journl:v:18:y:2018:i:1:p:121-134.

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2018Does the law of one price hold for hedonic prices?. (2018). Waights, Sevrin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86418.

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2019Sustainability of the Brazilian public pebt an analysis using multicointegration. (2019). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:805.

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2017Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Globalization Institute Working Papers. RePEc:fip:feddgw:311.

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2017Forecasting the Stance of Monetary Policy under Balance Sheet Adjustments. (2017). Smith, Andrew ; Davig, Troy. In: Macro Bulletin. RePEc:fip:fedkmb:00053.

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2019Currency Market Efficiency Revisited: Evidence from Korea. (2019). Kang, Min-Woo. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:3:p:52-:d:267714.

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2017Debt Sustainability and Fiscal Policy Rules in the European Union. (2017). Marinescu, Ada. In: Hyperion Economic Journal. RePEc:hyp:journl:v:5:y:2017:i:4:p:41-47.

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2019The behavior of U.S. States’ debts and deficits. (2019). Kula, Maria Cornachione . In: Public Sector Economics. RePEc:ipf:psejou:v:43:y:2019:i:3:p:267-289.

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2017Office Market Dynamics in Madrid: Modelling with a Single-Equation Error Correction Mechanism. (2017). Sosvilla-Rivero, Simon ; Rodriguez, Ramiro J. In: International Real Estate Review. RePEc:ire:issued:v:20:n:04:2017:p:451-491.

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2017Assessing the Sustainability of External Imbalances in the European Union. (2017). Stanek, Piotr ; Jalles, Joao ; Huart, Florence ; Afonso, Antonio. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp102017.

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2017Fiscal Sustainability Analysis: The Case of PALOP Economies. (2017). Bhimjee, Diptes ; Afonso, Antonio ; Tiny, Dilson ; Leo, Emanuel Reis . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp142017.

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2017Assessing the Sustainability of External Imbalances in the European Union. (2017). Stanek, Piotr ; Jalles, Joao ; Huart, Florence ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0012017.

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2019Long-run relationship between exports and imports: current account sustainability tests for the EU. (2019). Stanek, Piotr ; Jalles, Joao ; Huart, Florence ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0992019.

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2019Comparative analysis of debt sustainability of EU countries and EU candidates: the Promethee-Gaia approach. (2019). Uri, Mihailo ; Durkali, Danijela. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:67-92.

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2018Fiscal Sustainability in the EU. (2018). Magazzino, Cosimo ; Brady, Gordon L. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:46:y:2018:i:3:d:10.1007_s11293-018-9588-4.

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2018A Hybrid Metaheuristic for the Efficient Solution of GARCH with Trend Models. (2018). Uribe, Lourdes ; Schutze, Oliver ; Hernandez-Del, Gerardo ; Perea, Benjamin. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9666-8.

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2019Testing for Periodic Integration with a Changing Mean. (2019). Tamarit, Cecilio ; del Barrio Castro, Tomás ; Camarero, Mariam. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9680-x.

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2018A test of fiscal sustainability in the EU countries. (2018). Sung, Taeyoon ; Kim, Jong-Hee ; Lee, Kyung-Woo. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:25:y:2018:i:5:d:10.1007_s10797-018-9488-1.

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2018Are fiscal budgets sustainable in South Africa? Evidence from provincial level data. (2018). Phiri, Andrew ; Kavese, Kambale. In: Working Papers. RePEc:mnd:wpaper:1804.

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2018Fiscal sustainability in BRICS countries: Evidence from asymmetric unit root test augmented with Fourier function. (2018). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1814.

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2019Fiscal Sustainability in Flow Model: Panel Cointegration Approach for the EU-28. (2019). Pucar, Emilija Beker ; Glavaki, Olgica ; Mitrovia, Radmila Dragutinovia. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xix:y:2019:i:1:p:15-24.

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2018Are fiscal budgets sustainable in South Africa? Evidence from provincial level data. (2018). Phiri, Andrew ; Kavase, Kambale. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:2:p:415-423.

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2017Growth of Public Debt in Haryana – Dynamism or Misplaced Priorities. (2017). Narayan, Laxmi . In: MPRA Paper. RePEc:pra:mprapa:79431.

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2017Structural change in non-stationary AR(1) models. (2017). CHONG, Terence Tai Leung ; Liang, Yanling ; Zhang, Danna ; Pang, Tianxiao . In: MPRA Paper. RePEc:pra:mprapa:80510.

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2018Are fiscal budgets sustainable in South Africa? Evidence from provincial level data?. (2018). Phiri, Andrew ; Kavese, Kambale. In: MPRA Paper. RePEc:pra:mprapa:84034.

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2018Fiscal sustainability in BRICS countries: Evidence from asymmetric unit root tests augmented with Fourier fucntion. (2018). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:85501.

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2019Модель реального обменного курса рубля с марковскими переключениями режимов. (2019). Shumilov, Andrei ; Polbin, Andrey ; Kulikov, Alexander ; Bedin, Andrey. In: MPRA Paper. RePEc:pra:mprapa:93310.

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2017Openness and Growth: Is the Relationship Non-Linear?. (2017). Stander, Lardo ; GUPTA, RANGAN ; Vaona, Andrea . In: Working Papers. RePEc:pre:wpaper:201703.

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2027Perspectives on PPP and Long-Run Real Exchange Rates. (2027). Rogoff, Kenneth ; Froot, Ken . In: Working Paper. RePEc:qsh:wpaper:32027.

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2018Do US Government Tax Revenues and Expenditures Respond to Debt Levels and Economic Conditions Asymmetrically over the Business Cycle?. (2018). Cassou, Steven P ; Shadmani, Hedieh. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:5:y:2018:i:3:p:8-21.

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2018Intertemporal current account sustainability in the presence of structural breaks. (2018). Jei, Milutin ; Fabris, Nikola ; Jaki, Miomir. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:36:y:2018:i:2:p:413-442.

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2019Modeling real exchange rate of the Russian ruble using Markov regime switching approach. (2019). Shumilov, Andrei ; Kulikov, Alexander ; Bedin, Andrei ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0373.

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2017TESTING FISCAL SUSTAINABILITY IN THE TRANSITION ECONOMIES OF EASTERN EUROPE: THE CASE OF POLAND (1999-2015). (2017). Tronzano, Marco. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0796.

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2017Fiscal policy asymmetries and the sustainability of US government debt revisited. (2017). Vázquez, Jesús ; Cassou, Steven ; Vazquez, Jesus ; Shadmani, Hedieh. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1159-4.

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2018Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis. (2018). Xu, Xiaojie. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1245-2.

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2018Size-corrected inference in fiscal policy reaction functions: a three country assessment. (2018). Herwartz, Helmut ; Rengel, Malte. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1282-x.

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2017Modeling and forecasting exchange rate volatility in Bangladesh using GARCH models: a comparison based on normal and Student’s t-error distribution. (2017). Abdullah, S M ; Hossain, Nazmul ; Siddiqua, Salina. In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0071-z.

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2018The Swiss franc safety premium. (2018). Leutert, Jessica. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:154:y:2018:i:1:d:10.1186_s41937-017-0014-7.

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2017Do Remittances Promote Labor Productivity Growth in Mexico? An Empirical Analysis, 1970-2014.. (2017). Ramirez, Miguel. In: Working Papers. RePEc:tri:wpaper:1702.

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2019Public and Foreign Investment Spending in the Argentine Case.A Cointegration Analysis with Structural Breaks, 1960-2015.. (2019). Ramirez, Miguel. In: Working Papers. RePEc:tri:wpaper:1904.

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2017Public debt and economic growth: Further evidence for the euro area. (2017). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:1709.

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2017Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities. (2017). Sola, Martin ; Psaradakis, Zacharias. In: Department of Economics Working Papers. RePEc:udt:wpecon:2017_01.

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2017Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities. (2017). Psaradakis, Zacharias ; Sola, Martin. In: Department of Economics Working Papers. RePEc:udt:wpecon:2017_1.

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2018DOES INVESTOR ATTENTION MATTER TO RENMINBI TRADING?. (2018). Chen, Tao. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:63:y:2018:i:03:n:s0217590815500721.

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Works by Craig S. Hakkio:


YearTitleTypeCited
1992Exchange-rate management and monetary-policy mismanagement: A study of Germany, Japan, United Kingdom, and United States after plaza : A comment In: Carnegie-Rochester Conference Series on Public Policy.
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1990A note on physical depreciation and the capital accumulation process In: Journal of Development Economics.
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article1
1980Country-specific and time-specific factors in the demand for international reserves In: Economics Letters.
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article1
1986Intertemporal asset pricing and the term structures of exchange rates and interest rates: The eurocurrency market In: European Economic Review.
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article3
1984A re-examination of purchasing power parity : A multi-country and multi-period study In: Journal of International Economics.
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article62
1982A Reexamination of Purchasing Power Parity: A Multicountry and Multiperiod Study.(1982) In: NBER Working Papers.
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This paper has another version. Agregated cites: 62
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1985Conditional variance and the risk premium in the foreign exchange market In: Journal of International Economics.
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2001Economic policy for the information economy : a summary of the Banks 2001 Economic Symposium In: Economic Review.
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