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- AXEL DREHER, Giovanni Caggiano, +5 authors John Maloney
- 2005

— In theory, the IMF could influence economic growth via several channels, among them being advice to policy makers, money disbursed under its programs, and its conditionality. This paper tries to separate those effects empirically. Using panel data for 98 countries over the period 1970–2000, it analyzes whether IMF involvement influences economic growth in… (More)

- James Davidson, Nigar Hashimzade
- Computational Statistics & Data Analysis
- 2009

This paper reviews the di¤erences between the so-called type I and type II models of fractional Brownian motion, corresponding to the cases in which pre-sample shocks are either included in the lag structure, or suppressed. It is noted that there can be substantial di¤er-ences between the distributions of these two processes, and of functionals derived from… (More)

- James Davidsony, Nigar Hashimzade
- 2008

This paper considers the asymptotic distribution of the sample covariance of a nonsta-tionary fractionally integrated process with the stationary increments of another such process – possibly, itself. Questions of interest include the relationship between the harmonic representation of these random variables, which we have analysed in a previous paper, and… (More)

This paper compares models of fractional processes and associated weak convergence results based on moving average representations in the time domain with spectral representations. Both approaches have been applied in the literature on fractional processes. We point out that the conventional forms of these models are not equivalent, as is commonly assumed,… (More)

We propose a new asymptotic approximation for the sampling behavior of non-parametric estimators of the spectral density of a covariance stationary time series. According to the standard approach, the truncation lag grows more slowly than the sample size. We derive …rst order limiting distributions under the alternative assumption that the truncation lag is… (More)

- James Davidson, Jan R. Magnus, +6 authors Paolo Paruolo
- 2007

We consider Breitung's (2002) statistic ξ n which provides a nonparametric test of the I(1) hypothesis. If ξ denotes the limit in distribution of ξ n as n → ∞, we prove (Theorem 1) that 0 ≤ ξ ≤ 1/π 2 , a result that holds under any assumption on the underlying random variables. The result is a special case of a more general result (Theorem 3), which we… (More)

This paper considers large sample approximations to the covariances of a nonstationary fractionally integrated processes with the stationary increments of another such process – possibly, itself. Questions of interest include the relationship between the harmonic representation of these random variables, which we have analysed in a previous paper, and the… (More)

- Nigar Hashimzade, Gareth D. Myles, Frank Page, Matthew D. Rablen
- 2012

The paper analyses the emergence of group-specific attitudes and beliefs about tax compliance when individuals interact in a social network. It develops a model in which taxpayers possess a range of individual characteristics — including attitude to risk, potential for success in self-employment, and the weight attached to the social custom for honesty —… (More)

- Nigar Hashimzade, Gareth D. Myles
- 2006

The private provision mechanism is individually incentive compatible but inefficient. The Lindahl mechanism is efficient but not incentive compatible. We contrast the outcome of the manipulated Lindahl mechanism to the private provision equilibrium. When the demand announcements of participants are unrestricted the Lindahl mechanism suffers from multiple… (More)

- Michael A. Thornton, Nigar Hashimzade, Edward Elgar, Lutz Kilian
- 2013

The objective of this series is to provide definitive overviews of research methods in important fields of social science, including economics, business, finance and policy studies. The aim is to produce prestigious high quality works of lasting significance. Each Handbook consists of original contributions by leading authorities, selected by an editor who… (More)