Skip to menu Skip to content Skip to footer

1997

Journal Article

Bivariate and multivariate tests of money-price causality: robust evidence from a small developing country

Masih, Abul M. M. and Masih, Rumi (1997). Bivariate and multivariate tests of money-price causality: robust evidence from a small developing country. Journal of International Development, 9 (6), 803-825. doi: 10.1002/(sici)1099-1328(199709)9:63.0.co;2-h

Bivariate and multivariate tests of money-price causality: robust evidence from a small developing country

1997

Journal Article

Can family-planning programs “cause” a significant fertility decline in countries characterized by very low levels of socioeconomic development? New evidence from Bangladesh based on dynamic multivariate and cointegrated time-series techniques, 1965–1991

Masih, Abul M.M. and Masih, Rumi (1997). Can family-planning programs “cause” a significant fertility decline in countries characterized by very low levels of socioeconomic development? New evidence from Bangladesh based on dynamic multivariate and cointegrated time-series techniques, 1965–1991. Journal of Policy Modeling, 19 (4), 441-468. doi: 10.1016/s0161-8938(96)00064-6

Can family-planning programs “cause” a significant fertility decline in countries characterized by very low levels of socioeconomic development? New evidence from Bangladesh based on dynamic multivariate and cointegrated time-series techniques, 1965–1991

1997

Journal Article

On the temporal causal relationship between energy consumption, real income, and prices: some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correction approach

Masih, Abul M.M. and Masih, Rumi (1997). On the temporal causal relationship between energy consumption, real income, and prices: some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correction approach. Journal of Policy Modeling, 19 (4), 417-440. doi: 10.1016/s0161-8938(96)00063-4

On the temporal causal relationship between energy consumption, real income, and prices: some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correction approach

1997

Journal Article

New evidence from an alternative methodological approach to the defence spending‐economic growth causality issue in the case of mainland China

Masih, Abdul M.M., Masih, Rumi and Hasan, Mohammad S. (1997). New evidence from an alternative methodological approach to the defence spending‐economic growth causality issue in the case of mainland China. Journal of Economic Studies, 24 (3), 123-140. doi: 10.1108/01443589710167347

New evidence from an alternative methodological approach to the defence spending‐economic growth causality issue in the case of mainland China

1997

Journal Article

A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages

Masih, Abul M. M. and Masih, Rumi (1997). A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages. Applied Financial Economics, 7 (1), 59-74. doi: 10.1080/096031097333853

A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages

1997

Journal Article

Dynamic linkages and the propagation mechanism driving major international stock markets: an analysis of the pre- and post-crash eras

Masih, Abul M. M. and Masih, Rumi (1997). Dynamic linkages and the propagation mechanism driving major international stock markets: an analysis of the pre- and post-crash eras. The Quarterly Review of Economics and Finance, 37 (4), 859-885. doi: 10.1016/s1062-9769(97)90008-9

Dynamic linkages and the propagation mechanism driving major international stock markets: an analysis of the pre- and post-crash eras

1996

Journal Article

Stock-Watson dynamic OLS (DOLS) and error-correction modelling approaches to estimating long- and short-run elasticities in a demand function: New evidence and methodological implications from an application to the demand for coal in mainland China

Masih, R. and Masih, A.M.M. (1996). Stock-Watson dynamic OLS (DOLS) and error-correction modelling approaches to estimating long- and short-run elasticities in a demand function: New evidence and methodological implications from an application to the demand for coal in mainland China. Energy Economics, 18 (4), 315-334. doi: 10.1016/s0140-9883(96)00016-3

Stock-Watson dynamic OLS (DOLS) and error-correction modelling approaches to estimating long- and short-run elasticities in a demand function: New evidence and methodological implications from an application to the demand for coal in mainland China

1996

Journal Article

Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach

Masih, Abul M. M. and Masih, Rumi (1996). Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach. Journal of Policy Modeling, 18 (5), 531-560. doi: 10.1016/0161-8938(95)00133-6

Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach

1996

Journal Article

Temporal causality and the dynamics of different categories of crime and their socioeconomic determinants: evidence from Australia

Masih, Abul M. M. and Masih, Rumi (1996). Temporal causality and the dynamics of different categories of crime and their socioeconomic determinants: evidence from Australia. Applied Economics, 28 (9), 1093-1104. doi: 10.1080/000368496327949

Temporal causality and the dynamics of different categories of crime and their socioeconomic determinants: evidence from Australia

1996

Journal Article

Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques

Masih, A. M. M. and Masih, R. (1996). Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques. Energy Economics, 18 (3), 165-183. doi: 10.1016/0140-9883(96)00009-6

Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques

1996

Journal Article

Macroeconomic activity dynamics and Granger causality: new evidence from a small developing economy based on a vector error-correction modelling analysis

Masih, Rumi and Masih, Abul M. M. (1996). Macroeconomic activity dynamics and Granger causality: new evidence from a small developing economy based on a vector error-correction modelling analysis. Economic Modelling, 13 (3), 407-426. doi: 10.1016/0264-9993(96)01013-9

Macroeconomic activity dynamics and Granger causality: new evidence from a small developing economy based on a vector error-correction modelling analysis

1996

Journal Article

Common stochastic trends, multivariate market efficiency and the temporal causal dynamics in a system of daily spot exchange rates

Masih, Abul M. M. and Masih, Rumi (1996). Common stochastic trends, multivariate market efficiency and the temporal causal dynamics in a system of daily spot exchange rates. Applied Financial Economics, 6 (6), 495-504. doi: 10.1080/096031096333944

Common stochastic trends, multivariate market efficiency and the temporal causal dynamics in a system of daily spot exchange rates

1996

Journal Article

Modelling the dynamics of macroeconomic activity: new evidence from a developing economy

Masih, Abul M. and Masih, Rumi (1996). Modelling the dynamics of macroeconomic activity: new evidence from a developing economy. Journal of Quantitative Economics, 12 (2), 85-105.

Modelling the dynamics of macroeconomic activity: new evidence from a developing economy

1996

Journal Article

On the measurement of development: some alternative perspectives

Masih, Rumi (1996). On the measurement of development: some alternative perspectives. Asian Economic Review, 38 (2), 308-311.

On the measurement of development: some alternative perspectives

1996

Journal Article

Analysing unemployment, vacancies and the role of long-term unemployment in the Beveridge curve using a cointegration/vector error-correction modelling approach

Masih, Rumi (1996). Analysing unemployment, vacancies and the role of long-term unemployment in the Beveridge curve using a cointegration/vector error-correction modelling approach. Rivista Internazionale di Scienze Economiche e Commerciali, 43 (1), 63-80.

Analysing unemployment, vacancies and the role of long-term unemployment in the Beveridge curve using a cointegration/vector error-correction modelling approach

1995

Journal Article

A fractional cointegration approach to empirical tests of PPP: New evidence and methodological implications from an application to the Taiwan/US dollar relationship

Masih, Rumi and Masih, Abul M. M. (1995). A fractional cointegration approach to empirical tests of PPP: New evidence and methodological implications from an application to the Taiwan/US dollar relationship. Weltwirtschaftliches Archiv - Review of World Economics, 131 (4), 673-694. doi: 10.1007/bf02707935

A fractional cointegration approach to empirical tests of PPP: New evidence and methodological implications from an application to the Taiwan/US dollar relationship

1995

Journal Article

Modelling the dynamic interactions among crime, deterrence and socio-economic variables: evidence from a vector error-correction model

Masih, Rumi (1995). Modelling the dynamic interactions among crime, deterrence and socio-economic variables: evidence from a vector error-correction model. Mathematics and Computers in Simulation, 39 (3-4), 411-416. doi: 10.1016/0378-4754(94)00092-3

Modelling the dynamic interactions among crime, deterrence and socio-economic variables: evidence from a vector error-correction model

1995

Journal Article

Investigating the robustness of tests of the market efficiency hypothesis: contributions from cointegration techniques on the Canadian floating dollar

Masih, Abul M. M. and Masih, Rumi (1995). Investigating the robustness of tests of the market efficiency hypothesis: contributions from cointegration techniques on the Canadian floating dollar. Applied Financial Economics, 5 (3), 139-150. doi: 10.1080/758523001

Investigating the robustness of tests of the market efficiency hypothesis: contributions from cointegration techniques on the Canadian floating dollar

1995

Journal Article

Temporal causality and the dynamic interactions among macroeconomic activity within a multivariate cointegrated system: evidence from Singapore and Korea

Masih, Abul M. M. and Masih, Rumi (1995). Temporal causality and the dynamic interactions among macroeconomic activity within a multivariate cointegrated system: evidence from Singapore and Korea. Weltwirtschaftliches Archiv, 131 (2), 265-285. doi: 10.1007/bf02707435

Temporal causality and the dynamic interactions among macroeconomic activity within a multivariate cointegrated system: evidence from Singapore and Korea

1995

Journal Article

Temporal causality and dynamic interactions among macroeconomic activity within a multivariate cointegrated system: evidence from Singapore and Korea

Masih, Abul M. and Masih, Rumi (1995). Temporal causality and dynamic interactions among macroeconomic activity within a multivariate cointegrated system: evidence from Singapore and Korea. Weltwirtschaftliches Archiv, 131 (2), 265-285.

Temporal causality and dynamic interactions among macroeconomic activity within a multivariate cointegrated system: evidence from Singapore and Korea