Details about Firmin Doko Tchatoka

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Last updated 2024-10-10. Update your information in the RePEc Author Service.

Short-id: pdo239

Working Papers

2023

1. A Bayesian DSGE Approach to Modelling Cryptocurrency
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (1)
2. Efficiency bounds for moment condition models with mixed identification strength
   School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
3. Monetary policy shocks and exchange rate dynamics in small open economies
   School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022)

2022

4. A climatic classification of the world’s wine regions
   Working Papers, American Association of Wine Economists
   Also in Wine Economics Research Centre Working Papers, University of Adelaide, Wine Economics Research Centre (2021)

2021

5. Oil extraction and spillover effects into local labour market: Evidence from Ghana
   School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
   See also Journal Article Oil extraction and spillover effects into local labour market: Evidence from Ghana, Energy Economics, Elsevier (2022) View citations (2) (2022)
6. Revisiting the macroeconomic effects of monetary policy shocks
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
   Also in School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy (2021) View citations (1)
   See also Journal Article Revisiting the Macroeconomic Effects of Monetary Policy Shocks, The Economic Record, The Economic Society of Australia (2024) (2024)
7. Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data
   MPRA Paper, University Library of Munich, Germany View citations (1)
8. The impact of climate change on grape yields in Australia
   Wine Economics Research Centre Working Papers, University of Adelaide, Wine Economics Research Centre
9. The impact of growing season temperature on grape prices in Australia
   Wine Economics Research Centre Working Papers, University of Adelaide, Wine Economics Research Centre
10. Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data
    MPRA Paper, University Library of Munich, Germany

2020

11. Inherent effects of corruption on the erosion of political trust in developing countries:Evidence from Ghana
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
12. Neighbourhood, school zoning and the housing market: Evidence from New South Wales
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
    See also Journal Article Neighbourhood, school zoning and the housing market: Evidence from New South Wales, Journal of Housing Economics, Elsevier (2021) View citations (1) (2021)
13. On bootstrapping tests of equal forecast accuracy for nested models
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy (2020)
    Economics Discussion / Working Papers, The University of Western Australia, Department of Economics (2020)
    See also Journal Article On bootstrapping tests of equal forecast accuracy for nested models, Journal of Forecasting, John Wiley & Sons, Ltd. (2023) (2023)
14. Revisiting empirical studies on the liquidity effect: An identication-robust approach
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
15. Uniform Inference after Pretesting for Exogeneity
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
    Also in MPRA Paper, University Library of Munich, Germany (2020)

2019

16. Relevant moment selection under mixed identification strength
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
17. The importance of Punishment Substitutability in Criminometric Studies
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
    See also Journal Article THE IMPORTANCE OF PUNISHMENT SUBSTITUTABILITY IN CRIMINOMETRIC STUDIES, Bulletin of Economic Research, Wiley Blackwell (2019) (2019)

2018

18. Characterizing Envy-Free, Strategy Proof, and Monotonic Mechanisms in Queueing Problem
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
19. Linkages Between Oil Price Shocks and Stock Returns Revisited
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy View citations (13)
    See also Journal Article Linkages between oil price shocks and stock returns revisited, Energy Economics, Elsevier (2019) View citations (21) (2019)
20. Reducing Public-Private Sector Pay Differentials: The Single Spine Pay Policy as a Natural Experiment in Ghana
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
    See also Journal Article REDUCING PUBLIC‐PRIVATE SECTOR PAY DIFFERENTIALS: THE SINGLE SPINE PAY POLICY AS A NATURAL EXPERIMENT IN GHANA, Economic Inquiry, Western Economic Association International (2019) View citations (1) (2019)

2017

21. Monetary policy and indeterminacy after the 2001 slump
    Post-Print, HAL View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) View citations (7)
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy (2016) View citations (2)
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy (2016) View citations (2)
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy (2015) View citations (4)
    See also Journal Article Monetary policy and indeterminacy after the 2001 slump, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (16) (2017)
22. Testing for Stochastic Dominance in Social Networks
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy

2016

23. Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (3)
    Also in CIRANO Working Papers, CIRANO (2016) View citations (3)
    See also Journal Article Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory, Journal of Econometrics, Elsevier (2020) View citations (1) (2020)
24. Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy View citations (3)

2015

25. Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
    See also Journal Article Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model, JRFM, MDPI (2021) (2021)
26. On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy

2014

27. Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (19)
    Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (6)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) View citations (5)
    CIRANO Working Papers, CIRANO (2014) View citations (17)
    See also Journal Article Identification‐robust inference for endogeneity parameters in linear structural models, Econometrics Journal, Royal Economic Society (2014) View citations (17) (2014)
28. Mortgage Choice Determinants: the Role of Risk and Bank Regulation
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (1)
    See also Journal Article Mortgage Choice Determinants: The Role of Risk and Bank Regulation, The Economic Record, The Economic Society of Australia (2015) View citations (5) (2015)
29. On Bootstrap Validity for Specification Tests with Weak Instruments
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
    Also in MPRA Paper, University Library of Munich, Germany (2013) View citations (2)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2013) View citations (4)
    See also Journal Article On bootstrap validity for specification tests with weak instruments, Econometrics Journal, Royal Economic Society (2015) View citations (12) (2015)
30. Specification Tests with Weak and Invalid Instruments
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
    Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (3)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) View citations (2)

2013

31. Are Per Capita CO2 Emissions Increasing Among OECD Countries? A Test of Trends and Breaks
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (1)
    See also Journal Article Are per capita CO 2 emissions increasing among OECD countries? A test of trends and breaks, Applied Economics Letters, Taylor & Francis Journals (2014) View citations (3) (2014)

2012

32. On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments
    MPRA Paper, University Library of Munich, Germany View citations (5)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) View citations (4)
33. Subset hypotheses testing and instrument exclusion in the linear IV regression
    MPRA Paper, University Library of Munich, Germany View citations (4)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2011) View citations (5)
    See also Journal Article SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION, Econometric Theory, Cambridge University Press (2015) View citations (5) (2015)
34. Testing for partial exogeneity with weak identification
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (5)

2011

35. Do contacts matter in the process of getting a job in Cameroon?
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (1)

2008

36. Instrument endogeneity and identification-robust tests: some analytical results
    MPRA Paper, University Library of Munich, Germany View citations (19)

Journal Articles

2024

1. Revisiting the Macroeconomic Effects of Monetary Policy Shocks
   The Economic Record, 2024, 100, (329), 234-259
   See also Working Paper Revisiting the macroeconomic effects of monetary policy shocks, CAMA Working Papers (2021) View citations (1) (2021)

2023

2. Evaluating policy changes on council waste generation and diversion: Evidence from South Australia
   Australian Journal of Agricultural and Resource Economics, 2023, 67, (4), 541-557
   Also in Australian Journal of Agricultural and Resource Economics, 2023, 67, (04) (2023)
3. On bootstrapping tests of equal forecast accuracy for nested models
   Journal of Forecasting, 2023, 42, (7), 1844-1864
   See also Working Paper On bootstrapping tests of equal forecast accuracy for nested models, CAMA Working Papers (2020) (2020)

2022

4. Are internally consistent forecasts rational?
   Journal of Forecasting, 2022, 41, (7), 1338-1355
5. Oil extraction and spillover effects into local labour market: Evidence from Ghana
   Energy Economics, 2022, 106, (C) View citations (2)
   See also Working Paper Oil extraction and spillover effects into local labour market: Evidence from Ghana, School of Economics and Public Policy Working Papers (2021) (2021)
6. Stock returns in the time of COVID-19 pandemic
   Applied Economics, 2022, 54, (9), 1071-1092 View citations (2)

2021

7. Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model
   JRFM, 2021, 14, (3), 1-19
   See also Working Paper Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model, School of Economics and Public Policy Working Papers (2015) (2015)
8. Neighbourhood, school zoning and the housing market: Evidence from New South Wales
   Journal of Housing Economics, 2021, 54, (C) View citations (1)
   See also Working Paper Neighbourhood, school zoning and the housing market: Evidence from New South Wales, School of Economics and Public Policy Working Papers (2020) (2020)

2020

9. Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory
   Journal of Econometrics, 2020, 218, (2), 390-418 View citations (1)
   See also Working Paper Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory, Cahiers de recherche (2016) View citations (3) (2016)

2019

10. Linkages between oil price shocks and stock returns revisited
    Energy Economics, 2019, 82, (C), 42-61 View citations (21)
    See also Working Paper Linkages Between Oil Price Shocks and Stock Returns Revisited, School of Economics and Public Policy Working Papers (2018) View citations (13) (2018)
11. Near exogeneity, weak identification and specification testing: Some asymptotic results
    Communications in Statistics - Theory and Methods, 2019, 48, (13), 3191-3207
12. REDUCING PUBLIC‐PRIVATE SECTOR PAY DIFFERENTIALS: THE SINGLE SPINE PAY POLICY AS A NATURAL EXPERIMENT IN GHANA
    Economic Inquiry, 2019, 57, (1), 283-315 View citations (1)
    See also Working Paper Reducing Public-Private Sector Pay Differentials: The Single Spine Pay Policy as a Natural Experiment in Ghana, School of Economics and Public Policy Working Papers (2018) (2018)
13. THE IMPORTANCE OF PUNISHMENT SUBSTITUTABILITY IN CRIMINOMETRIC STUDIES
    Bulletin of Economic Research, 2019, 71, (3), 491-507
    See also Working Paper The importance of Punishment Substitutability in Criminometric Studies, School of Economics and Public Policy Working Papers (2019) (2019)

2018

14. Endogeneity in household mortgage choice
    Economic Modelling, 2018, 73, (C), 30-44 View citations (4)
15. On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity
    Journal of Econometrics, 2018, 207, (1), 188-211 View citations (12)
16. Using multiple correspondence analysis for finance: A tool for assessing financial inclusion
    International Review of Financial Analysis, 2018, 59, (C), 212-222 View citations (6)

2017

17. Monetary policy and indeterminacy after the 2001 slump
    Journal of Economic Dynamics and Control, 2017, 82, (C), 83-95 View citations (16)
    See also Working Paper Monetary policy and indeterminacy after the 2001 slump, Post-Print (2017) View citations (1) (2017)

2015

18. Mortgage Choice Determinants: The Role of Risk and Bank Regulation
    The Economic Record, 2015, 91, (295), 417-437 View citations (5)
    See also Working Paper Mortgage Choice Determinants: the Role of Risk and Bank Regulation, Working Papers (2014) View citations (1) (2014)
19. On bootstrap validity for specification tests with weak instruments
    Econometrics Journal, 2015, 18, (1), 137-146 View citations (12)
    See also Working Paper On Bootstrap Validity for Specification Tests with Weak Instruments, School of Economics and Public Policy Working Papers (2014) (2014)
20. SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION
    Econometric Theory, 2015, 31, (6), 1192-1228 View citations (5)
    See also Working Paper Subset hypotheses testing and instrument exclusion in the linear IV regression, MPRA Paper (2012) View citations (4) (2012)

2014

21. Are per capita CO 2 emissions increasing among OECD countries? A test of trends and breaks
    Applied Economics Letters, 2014, 21, (8), 569-572 View citations (3)
    See also Working Paper Are Per Capita CO2 Emissions Increasing Among OECD Countries? A Test of Trends and Breaks, Working Papers (2013) View citations (1) (2013)
22. Identification‐robust inference for endogeneity parameters in linear structural models
    Econometrics Journal, 2014, 17, (1), 165-187 View citations (17)
    See also Working Paper Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models, Cahiers de recherche (2014) View citations (19) (2014)