R Scott Hacker
R Scott Hacker
Professor in Applied Econometrics and International Economics, Jönköping International Business School
Verified email at ihh.hj.se - Homepage
Title
Cited by
Cited by
Year
Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application
RS Hacker, A Hatemi-J
Applied Economics 38 (13), 1489-1500, 2006
5852006
Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH
R Scott Hacker, A Hatemi-J
Journal of Applied Statistics 35 (6), 601-615, 2008
1102008
A bootstrap test for causality with endogenous lag length choice: theory and application in finance
S Hacker, A Hatemi‐J
Journal of Economic Studies, 2012
992012
Is the J-curve effect observable for small North European economies?
RS Hacker, A Hatemi-j
Open economies review 14 (2), 119-134, 2003
962003
The effect of exchange rate changes on trade balances in the short and long run: Evidence from German trade with transitional Central European economies*
RS Hacker, A Hatemi‐J
Economics of transition 12 (4), 777-799, 2004
922004
A test for multivariate ARCH effects
R Scott Hacker, A Hatemi-J*
Applied Economics Letters 12 (7), 411-417, 2005
712005
An investigation of the causal relations between exchange rates and interest rate differentials using wavelets
RS Hacker, HK Karlsson, K Månsson
International Review of Economics & Finance 29, 321-329, 2014
612014
The relationship between exchange rates and interest rate differentials: a wavelet approach
R Scott Hacker, HK Karlsson, K Månsson
The World Economy 35 (9), 1162-1185, 2012
532012
A multivariate test for ARCH effects
RS Hacker, A Hatemi-J
Applied Economics Letters 12 (7), 411-417, 2005
382005
HHcte: GAUSS module to apply a bootstrap test for causality with endogenous lag order
RS Hacker, A Hatemi-J
Boston College Department of Economics, 2010
262010
An alternative method to test for contagion with an application to the Asian financial crisis
A Hatemi-J, RS Hacker
Applied Financial Economics Letters 1 (6), 343-347, 2005
262005
The pattern, pull, and potential of Baltic Sea trade
RS Hacker, H Einarsson
The Annals of Regional Science 37 (1), 15-29, 2003
242003
Mobility and regional economic downturns
RS Hacker
Journal of regional science 40 (1), 45-65, 2000
232000
Sweden and the Baltic Sea Region: Transaction costs and trade intensities
S Hacker, B Johansson
Spatial Change and Interregional Flows in the Integrating Europe, 75-85, 2001
182001
The properties of procedures dealing with uncertainty about intercept and deterministic trend in unit root testing
S Hacker, A Hatemi-J
Working Paper Series in Economics and Institutions of Innovation, 2010
162010
The effect of regime shifts on the long-run relationships for Swedish money demand
R Scott Hacker*, A Hatemi-J
Applied Economics 37 (15), 1731-1736, 2005
142005
Hatemi-J., A.(2010),“A Bootstrap Test for Causality with Endogenous Lag Length Choice-theory and application in finance”
RS Hacker
Working Paper Series in Economics and Institutions of Innovation, 0
14
MV-ARCH: GAUSS module to implement the multivariate ARCH test
RS Hacker, A Hatemi-J
Boston College Department of Economics, 2009
132009
How productivity and domestic output are related to exports and foreign output in the case of Sweden
RS Hacker, A Hatemi-J
Empirical Economics 28 (4), 767-782, 2003
132003
The effect of residential crowding on labor productivity with evidence from the twilight of Polish socialism
RS Hacker
Real Estate Economics 27 (1), 135-167, 1999
131999
The system can't perform the operation now. Try again later.
Articles 1–20