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R. Scott Hacker

Jönköping University (per OpenAlex) · ORCID · OpenAlex

22 papers in scope · 22 published · 1 on the econ.EM arXiv · 1,530 citations · h-index 12 (over the papers listed here)

Papers

(1 of 22)

Commonalities in the Movements of Inflation Rates among Countries in the East African Community
published2021 · Emerging Markets Finance and Trade · 5 citations · first circulated 2020
with Yvonne Umulisa
published2021 · Journal of Economic Studies · 3 citations · first circulated 2018
An investigation of the causal relations between exchange rates and interest rate differentials using wavelets
published2013 · International Review of Economics & Finance · 84 citations · first circulated 2010
with Hyunjoo Kim Karlsson, Kristofer Månsson, Hyun-Joo Kim
Time-varying betas of sectoral returns to market returns and exchange rate movements
published2013 · Applied Financial Economics · 8 citations
with Hyunjoo Kim Karlsson
The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach
published2012 · World Economy · 70 citations · first circulated 2010
with Hyunjoo Kim Karlsson, Kristofer Månsson, Hyun-Joo Kim
A bootstrap test for causality with endogenous lag length choice: theory and application in finance
published2012 · Journal of Economic Studies · 183 citations · first circulated 2010
with Scott Hacker, Abdulnasser Hatemi-J
Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH
published2008 · Journal of Applied Statistics · 100 citations
Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?
published2008 · Applied Economics · 55 citations
Capital mobility in Sweden: a time-varying parameter approach
published2007 · Applied Economics Letters · 5 citations
Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application
published2006 · Applied Economics · 691 citations
An alternative method to test for contagion with an application to the Asian financial crisis
published2005 · Applied Financial Economics Letters · 21 citations
The effect of regime shifts on the long-run relationships for Swedish money demand
published2005 · Applied Economics · 11 citations
Trading Blocs and Market Performance under Duopolistic Competition
published2005 · Journal of Economic Integration
with Qaizar Hussain
A test for multivariate ARCH effects
published2005 · Applied Economics Letters · 97 citations
Time-Varying estimates for the Natural Rate of Unemployment and the Philips Curve in the US using the Kalman Filter
published2005 · Economia Internazionale / International Economics · 1 citations
The effect of exchange rate changes on trade balances in the short and long run
published2004 · Economics of Transition · 70 citations
How productivity and domestic output are related to exports and foreign output in the case of Sweden
published2003 · Empirical Economics · 31 citations
Is the J-Curve Effect Observable for Small North European Economies?
published2003 · Open Economies Review · 66 citations
The pattern, pull, and potential of Baltic Sea trade
published2003 · The Annals of Regional Science · 9 citations
with Henrik Einarsson
The impact of international capital mobility on the volatility of labor income
published2000 · The Annals of Regional Science
Mobility and Regional Economic Downturns
published2000 · Journal of Regional Science · 13 citations
The Effect of Residential Crowding on Labor Productivity with Evidence from the Twilight of Polish Socialism
published1999 · Real Estate Economics · 7 citations

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.