LABY’S RECENT TIME SERIES PAPERS

Cromwell, J., Labys, W.C. and E. Kouassi. 2000. “What Color are Commodity Prices? A Fractal Analysis, Empirical Economics, forthcoming

Labys, W.C., Terraza M., and Achouch, A. 2000. “Metal Prices and the Business Cycle.” Resources Policy, 25:229-238.

Labys, Walter C., Kouassi, E. and M. Terraza. 2000. “Short-Term Cycles in Primary Commodity Prices,” Journal of Developing Economies, forthcoming.

Cohen, Bruce C, Labys, Walter C., and Paavo Eliste. 2000. “An Econometric Time Series Analysis of CO2 Concentrations and Emissions,” International Journal of Technology and the Environment, 1,1 forthcoming

Badillo, Dominique, Labys, Walter C., and Yangru-Wu. 1999. “Identifying Trends and Breaks in Primary Commodity Prices,” European Journal of Finance, 5:315-330

Labys, Walter C., Lesourd, J.B., and Badillo,D. 1998 “Existence of Metal Price Cycles,”

Resources Policy, 24,3:147-155.

Kouassi, E., Labys, W.C., and D. Colyer. 1999. “Structural Time Series Forecasting Of Commodity Prices. Proceedings of the Conference on the Dynamic Analysis and forecasting of Commodity Markets and Prices (Dynamique des Prix et Marches de Matieres Premieres: Analyse et Prevision) GAMMAP, November 5-6, 1998, University of Grenoble.

Labys, W.C. 1999. “Forecasting Commodity Markets and Prices: Challenges and Possible Solutions.” Published in the Proceedings of the Conference on the Dynamic Analysis and Forecasting of Commodity Markets and Prices (Dynamique des PriX et des marches de Matieres Premieres: Analyse et Prevision) GAMMAP, November 5-6, 1998, University of Grenoble.

Krytsou, C. Labys, W.C, and M. Terraza. 1999. “Testing For Nonlinearity In Commodity Prices: Stochastic or Deterministic.” Published in the Proceedings of the Conference on the Dynamic Analysis and Forecasting of Commodity Markets and Prices (Dynamique des PriX et des marches de Matieres Premieres: Analyse et Prevision) GAMMAP, November 5-6, 1998, University of Grenoble.

Labys, W.C., Terraza, M., and A. Achouch. 1999. “Macroeconomic Adjustments and Metal Price Cycles.” Published in the Proceedings of the Conference on the Dynamic Analysis and Forecasting of Commodity Markets and Prices (Dynamique des PriX et des marches de Matieres Premieres: Analyse et Prevision) GAMMAP, November 5-6, 1998, University of Grenoble.

Kouassi, E., Labys, W.C., D. Colyer. 1999. “Cyclicality, Nonstationarity and The Structural Forecasting of Commodity Prices.” Working Paper, Natural Resource Economics Program, West Virginia University.

Kouassi, E., Labys, W.C., D. Colyer. 1999. “Endogenous Business Cycle Theory Revisited With An Application To US Poultry Exports.” Working paper, Natural Resource Economics Program, West Virginia University.

Kouassi, E., Labys, W.C., D. Colyer. 1999. “Evidence of Long Memory in The Conditional Variance Of Futures Returns.” Working paper, Natural Resource Economics Program, West Virginia University.

Labys, W.C., Kouassi, E., and M. Terraza. 1999. Cyclical Tendencies of Primary Commodity Prices.” Working paper, Natural Resource Economics Program, West Virginia University.

Calabre, S. and W.C. Labys. 1999. Commodity Price Dynamics. Edited Book in Progress, University of Lyon-West Virginia University.

Kouassi, E. Labys, W.C. and D. Colyer. 1999. “Endogenous vs. Exogenous Models of Commodity Price Cycles. “Working paper, Natural Resource Economics Program, West Virginia University.

Barkoulas, John, Walter C. Labys and Joseph Onochie. 1999. “Long Term Memory In Commodity Futures Prices.”Financial Review, forthcoming

Labys, Walter C., Achouch, A. and M. Terrazza. 1999. “Metal Prices and the Business Cycle,” Resources Policy, 25:229-238.

Barkoulas, J., W.C. Labys and J. Onochie. 1999. “Long Term Memory In Commodity Futures Prices.” Financial Review, forthcoming

Davidson, Russell, Walter C. Labys, and Jean-Bapiste Lesourd. 1998. “Wavelet Analysis of Commodity Price Behavior.” Computational Economics 11:103-128.

Barkoulas, John, Walter C. Labys and Joseph Onochie. 1997. “Fractional Dynamics in International Commodity Prices.” Journal of Futures Markets. 1,2: 161-189.

Huang, B.N., Yang, C.W., and W.C. Labys. 1997. “The Random Walk of the Emerging Stock Markets Revisited.” Journal of Financial Studies, 5,2:59-86.

Labys, Walter C., Dominique Badillo et Jean Baptiste Lesourd. 1997. “Cycles des Prix en Matieres Premieres Agricoles.” Economie Rurale.

Cromwell, J.B. and W.C. Labys. 1993. Testing For Nonlinear Dynamics And Chaos In Agricultural Commodity Prices. Research Paper 9326, Regional Research Institute, West Virginia University.

Cromwell, Jeff, Walter C. Labys, and Michel Terraza. 1994. Univariate tests for time series models. Thousand Oaks, CA: Sage.

Cromwell, Jeff, Mike Hannan, Walter C. Labys, and Michel Terraza. 1994. Multivariate tests for time series models. Thousand Oaks, CA: Sage.

Decoster, Greg, Walter C. Labys and Douglas Mitchell. 1992. Evidence Of Chaos In Commodity Futures Prices. Journal of Futures Markets, 12,3:291-305.

Kouassi, E. W.C. Labys, J.T. Barkoulas and J. Onochie. 1997. “Testing Non-Linear Dependence in Commodity Price Series.” Working paper, Natural Resource Economics Program, West Virginia University.

Labys, W.C., Kouassi, E and Colyer, D. Forecasting Commodity Prices with the Structural Time Series Approach. Working paper, Natural Resource Economics Program, West Virginia University.

Labys, W.C. and E. Kouassi. 1996. “Structural Time Series Modeling of Commodity Price Cycles.” Research Paper 9602, Regional Research Institute, West Virginia University.

Labys, W.C. and J.B. Cromwell. 1990 “Relations Between Resource Cycles, National Cycles and Regional Economic Instability: A Vector Autoregressive Approach, Research Paper 9022, Regional Research Institute, West Virginia University.