Publications
by alumni of
Economics Department
University of Strathclyde
Glasgow, United Kingdom
These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters | Software components |
Working papers
Undated material is listed at the end2024
- Tumisang Loate & Nicola Viegi, 2024. "Can monetary and fiscal policy account for South Africas economic stagnation," Working Papers 11054, South African Reserve Bank.
2023
- Luca Gambetti & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti, 2023.
"Agreed and Disagreed Uncertainty,"
Papers
2302.01621, arXiv.org.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Discussion Papers 2304, Centre for Macroeconomics (CFM).
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Paper series 23-01, Rimini Centre for Economic Analysis.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," BCAM Working Papers 2206, Birkbeck Centre for Applied Macroeconomics.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Economics Series Working Papers 999, University of Oxford, Department of Economics.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CESifo Working Paper Series 10463, CESifo.
- Dimitris Korobilis & Maximilian Schroder, 2023.
"Monitoring multicountry macroeconomic risk,"
Papers
2305.09563, arXiv.org.
- Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Paper series 23-06, Rimini Centre for Economic Analysis.
- Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Paper 2023/9, Norges Bank.
- Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Papers No 06/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Luchelle Soobyah & Mulalo Mamburu & Nicola Viegi, 2023.
"IsSouthAfricafallingintoafiscaldominantregime,"
Working Papers
11041, South African Reserve Bank.
- Luchelle Soobyah & Mulalo Mamburu & Nicola Viegi, 2023. "Is South Africa falling into a fiscal dominant regime," Working Papers 11046, South African Reserve Bank.
- Nicola Viegi & Vincent Dadam, 2023. "Investigating unemployment hysteresis in South Africa," Working Papers 11043, South African Reserve Bank.
- NORMAN Ana & TAMBA Marie & WEITZEL Matthias, 2023. "Data and methods for building a disaggregated EU investment matrix," JRC Research Reports JRC134919, Joint Research Centre.
- Tony Chernis, 2023. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers 23-45, Bank of Canada.
- Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023.
"Predictive Density Combination Using a Tree-Based Synthesis Function,"
Staff Working Papers
23-61, Bank of Canada.
- Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Working Papers 23-30, Federal Reserve Bank of Cleveland.
- Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers 2311.12671, arXiv.org.
2022
- Dimitris Korobilis, 2022.
"A new algorithm for structural restrictions in Bayesian vector autoregressions,"
Papers
2206.06892, arXiv.org.
- Korobilis, Dimitris, 2022. "A new algorithm for structural restrictions in Bayesian vector autoregressions," European Economic Review, Elsevier, vol. 148(C).
- Dimitris Korobilis & Maximilian Schroder, 2022.
"Probabilistic quantile factor analysis,"
Papers
2212.10301, arXiv.org, revised Dec 2022.
- Dimitris Korobilis & Maximilian Schröder, 2023. "Probabilistic Quantile Factor Analysis," Working Papers No 05/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Luchelle Soobyah & Nicola Viegi, 2022. "CanNationalTreasurydocontractionarymonetarypolicy," Working Papers 11031, South African Reserve Bank.
- Norman-Lopez, Ana & Wojtowicz, Krzysztof & Garaffa, Rafael & Tamba, Marie, 2022. "Disaggregating air, land and maritime transport sectors in the GTAP database," Conference papers 333415, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Tony Chernis & Taylor Webley, 2022. "Nowcasting Canadian GDP with Density Combinations," Discussion Papers 2022-12, Bank of Canada.
- Tony Chernis & Chris D'Souza & Kevin MacLean & Tasha Reader & Joshua Slive & Farrukh Suvankulov, 2022. "The Business Leaders’ Pulse—An Online Business Survey," Discussion Papers 2022-14, Bank of Canada.
- Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2022.
"Reassessing the dependence between economic growth and financial conditions since 1973,"
CAMA Working Papers
2022-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2023. "Reassessing the dependence between economic growth and financial conditions since 1973," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 260-267, March.
2021
- Dimitris Korobilis & Kenichi Shimizu, 2021.
"Bayesian Approaches to Shrinkage and Sparse Estimation,"
Papers
2112.11751, arXiv.org.
- Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
- Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
- Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris & Landau, Bettina & Musso, Alberto & Phella, Anthoulla, 2021. "The time-varying evolution of inflation risks," Working Paper Series 2600, European Central Bank.
- Maria Demertzis & Nicola Viegi, 2021. "Low interest rates in Europe and the US- one trend, two stories," Policy Contributions 41560, Bruegel.
- Dadam, Vincent & Viegi, Nicola, 2021. "Hysteresis without Hope: investigating unemployment persistence in South Africa," MPRA Paper 108129, University Library of Munich, Germany.
- Vincent Dadam & Nicola Viegi, 2021.
"Estimating a New Keynesian Wage Phillips Curve,"
Working Papers
202107, University of Pretoria, Department of Economics.
- Nicola Viegi & Vincent Dadam, 2021. "Estimating a New Keynesian Wage Phillips Curve," Working Papers 847, Economic Research Southern Africa.
- Tumisang Loate & Nicola Viegi, 2021.
"The Transmission of Monetary Policy via the Banks' Balance Sheet - Does Bank Size Matter?,"
Working Papers
202109, University of Pretoria, Department of Economics.
- Nicola Viegi & Tumisang Loate, 2021. "The transmission of monetary policy via the banks’ balance sheet – does bank size matter?," Working Papers 849, Economic Research Southern Africa.
- Tumisang Loate & Ekaterina Pirozhkova & Nicola Viegi, 2021. "Sailing into the Wind evaluating the near future of Monetary Policy in South Africa," Working Papers 11006, South African Reserve Bank.
- Ekaterina Pirozhkova & Nicola Viegi & Tumisang Loate, 2021. "Sailing into the Wind: evaluating the (near) future of Monetary Policy in South Africa," Working Papers 25, Economic Research Southern Africa.
- Tumisang Loate & Romain Houssa & Nicola Viegi, 2021. "The macroeconomic effect of fiscal policy in South Africa: A narrative analysis," WIDER Working Paper Series wp-2021-156, World Institute for Development Economic Research (UNU-WIDER).
2020
- Dimitris Korobilis, 2020.
"High-dimensional macroeconomic forecasting using message passing algorithms,"
Papers
2004.11485, arXiv.org.
- Dimitris Korobilis, 2021. "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
- Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
- Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
- Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Papers 2019_07, Business School - Economics, University of Glasgow.
- Dimitris Korobilis & Davide Pettenuzzo, 2020.
"Machine Learning Econometrics: Bayesian algorithms and methods,"
Papers
2004.11486, arXiv.org.
- Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers 130, Brandeis University, Department of Economics and International Business School.
- Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers 2020_09, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris & Pettenuzzo, Davide, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," MPRA Paper 100165, University Library of Munich, Germany.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020.
"Energy Markets and Global Economic Conditions,"
CESifo Working Paper Series
8282, CESifo.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022. "Energy Markets and Global Economic Conditions," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 828-844, October.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," NBER Working Papers 27001, National Bureau of Economic Research, Inc.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," Working Papers 2020_08, Business School - Economics, University of Glasgow.
- Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020. "Energy Markets and Global Economic Conditions," CEPR Discussion Papers 14580, C.E.P.R. Discussion Papers.
- Dimitris Korobilis, 2020.
"Sign restrictions in high-dimensional vector autoregressions,"
Working Papers
2020_21, Business School - Economics, University of Glasgow.
- Dimitris Korobilis, 2020. "Sign restrictions in high-dimensional vector autoregressions," Working Paper series 20-09, Rimini Centre for Economic Analysis.
- Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020.
"Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa,"
Working Papers
202033, University of Pretoria, Department of Economics.
- Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020. "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 435-471, December.
- Alain Kabundi & Nicola Viegi & Tumisang Loate, 2020. "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," Working Papers 818, Economic Research Southern Africa.
- Alberto Coco & Nicola Viegi, 2020.
"The monetary policy of the South African Reserve Bank stance communication and credibility,"
Working Papers
10024, South African Reserve Bank.
- Alberto Coco & Nicola Viegi, 2019. "The monetary policy of the South African Reserve Bank: stance, communication and credibility," Working Papers 788, Economic Research Southern Africa.
- Roger Sandilands & Ramesh Chandra, 2020.
"Nicolas Kaldor, increasing returns and Verdoorn's Law,"
Working Papers
2002, University of Strathclyde Business School, Department of Economics.
- Ramesh Chandra & Roger J. Sandilands, 2021. "Nicholas Kaldor, increasing returns and Verdoorn’s Law," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 44(2), pages 315-339, April.
- KERAMIDAS Kimon & DIAZ VAZQUEZ Ana R. & WEITZEL Matthias & VANDYCK Toon & TAMBA Marie & TCHUNG-MING Stephane & SORIA RAMIREZ Antonio & KRAUSE Jette & VAN DINGENEN Rita & SO CHAI Qimin & FU Sha & WEN X, 2020. "Global Energy and Climate Outlook 2019: Electrification for the low-carbon transition," JRC Research Reports JRC119619, Joint Research Centre.
2019
- Dr Sofia Monteiro & Justine Burns & Patrizio Piraino, 2019. "‘The Prince and the Pauper’: The effect of inherited-wealth status on productivity in the lab," Working Papers 172, Economic Research Southern Africa.
- Alberto Coco & Nicola Viegi, 2019. "Assessing inflation targeting and its communication," Working Papers 206, Economic Research Southern Africa.
- Dadam,Vincent & Hanusch,Marek & Viegi,Nicola, 2019. "Why South Africa Is Cheap for the Rich and Expensive for the Poor : Reconsidering the Balassa-Samuelson Effect," Policy Research Working Paper Series 8942, The World Bank.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2019.
"Default, Bailouts and the Vertical Structure of Financial Intermediaries,"
Working Papers
2019_04, Durham University Business School.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2020. "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 154-180, October.
- Wojtowicz, Krzysztof & Rey, Luis & Temursho, Umed & Saveyn, Bert & Vandyck, Toon & Tamba, Marie & Weitzel, Matthias, 2019. "PIRAMID: a new methodology to build baselines for CGE models," Conference papers 333023, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Tamba, Marie & Krause, Jette & Grosso, Monica & Duboz, Amandine & Saveyn, Bert & Ciuffo, Biagio, 2019. "Socio-Economic Impacts of Future Mobility Disruption Scenarios," Conference papers 333032, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- ALONSO RAPOSO Maria & CIUFFO Biagio & ARDENTE Fulvio & AURAMBOUT Jean Philippe & Gianmarco BALDINI & Robert BRAUN & Panayotis CHRISTIDIS & Aris Christodoulou & Amandine DUBOZ & Sofia FELICI & Jaime FE, 2019. "The future of road transport," JRC Research Reports JRC116644, Joint Research Centre.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2019. "A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities," Working Papers in Economics & Finance 2019-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
2018
- Gary Koop & Dimitris Korobilis, 2018.
"Bayesian dynamic variable selection in high dimensions,"
Papers
1809.03031, arXiv.org, revised May 2020.
- Gary Koop & Dimitris Korobilis, 2023. "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
- Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
- Korobilis, D & Yilmaz, K, 2018.
"Measuring Dynamic Connectedness with Large Bayesian VAR Models,"
Essex Finance Centre Working Papers
20937, University of Essex, Essex Business School.
- Dimitris Korobilis & Kamil Yilmaz, 2018. "Measuring Dynamic Connectedness with Large Bayesian VAR Models," Koç University-TUSIAD Economic Research Forum Working Papers 1802, Koc University-TUSIAD Economic Research Forum.
- Koop, G & Korobilis, D, 2018.
"Forecasting with High-Dimensional Panel VARs,"
Essex Finance Centre Working Papers
21329, University of Essex, Essex Business School.
- Gary Koop & Dimitris Korobilis, 2019. "Forecasting with High‐Dimensional Panel VARs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
- Gary Koop & Dimitris Korobilis, 2018. "Forecasting with High-Dimensional Panel VARs," Working Paper series 18-20, Rimini Centre for Economic Analysis.
- Koop, Gary & Korobilis, Dimitris, 2015. "Forecasting with High-Dimensional Panel VARs," MPRA Paper 84275, University Library of Munich, Germany, revised 31 Jan 2018.
- Gary Koop & Dimitris Korobilis, 2015. "Forecasting With High Dimensional Panel VARs," Working Papers 2015_25, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris & Koop, Gary, 2018.
"Variational Bayes inference in high-dimensional time-varying parameter models,"
Essex Finance Centre Working Papers
22665, University of Essex, Essex Business School.
- Gary Koop & Dimitris Korobilis, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Working Paper series 18-31, Rimini Centre for Economic Analysis.
- Koop, Gary & Korobilis, Dimitris, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," MPRA Paper 87972, University Library of Munich, Germany.
- Korobilis, Dimitris, 2018.
"Machine Learning Macroeconometrics A Primer,"
Essex Finance Centre Working Papers
22666, University of Essex, Essex Business School.
- Dimitris Korobilis, 2018. "Machine Learning Macroeconometrics: A Primer," Working Paper series 18-30, Rimini Centre for Economic Analysis.
- Vincent Dadam & Nicola Viegi, 2018. "Systemic, Sectoral Risk and the Myth of a Corporate Savings Glut," World Bank Publications - Reports 30195, The World Bank Group.
- REY LOS SANTOS Luis & WOJTOWICZ Krzysztof & TAMBA Marie & VANDYCK Toon & WEITZEL Matthias & SAVEYN Bert & TEMURSHO Umed, 2018. "Global macroeconomic balances for mid-century climate analyses," JRC Research Reports JRC113981, Joint Research Centre.
- Tony Chernis & Rodrigo Sekkel, 2018. "Nowcasting Canadian Economic Activity in an Uncertain Environment," Discussion Papers 18-9, Bank of Canada.
- Tony Chernis & Corinne Luu, 2018. "Disaggregating Household Sensitivity to Monetary Policy by Expenditure Category," Staff Analytical Notes 2018-32, Bank of Canada.
- Nikolaos Antonakakis & Mina Dragouni & Bruno Eeckels & George Filis, 2018. "The tourism and economic growth enigma: Examining an ambiguous relationship through multiple prisms," BAFES Working Papers BAFES14, Department of Accounting, Finance & Economic, Bournemouth University.
- Nikolaos Antonakakis & Juncal Cunado & George Filis & David Gabauer & Fernando Perez de Gracia, 2018.
"Oil volatility, oil and gas firms and portfolio diversification,"
BAFES Working Papers
BAFES18, Department of Accounting, Finance & Economic, Bournemouth University.
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & Perez de Gracia, Fernando, 2018. "Oil volatility, oil and gas firms and portfolio diversification," Energy Economics, Elsevier, vol. 70(C), pages 499-515.
- Nikolaos Antonakakis & David Gabauer & Rangan Gupta & Vasilios Plakandaras, 2018.
"Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach,"
Working Papers
201802, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan & Plakandaras, Vasilios, 2018. "Dynamic connectedness of uncertainty across developed economies: A time-varying approach," Economics Letters, Elsevier, vol. 166(C), pages 63-75.
- Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "International Monetary Policy Spillovers: Evidence from a TVP-VAR," Working Papers 201806, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "Greek Economic Policy Uncertainty: Does it Matter for the European Union?," Working Papers 201840, University of Pretoria, Department of Economics.
2017
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017.
"The Effect of News Shocks and Monetary Policy,"
BCAM Working Papers
1705, Birkbeck Centre for Applied Macroeconomics.
- Luca Gambetti & Christoph Görtz & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2022. "The Effect of News Shocks and Monetary Policy," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 139-164, Emerald Group Publishing Limited.
- Luca Gambetti & Christoph Görtz & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2019. "The effect of news shocks and monetary policy," CESifo Working Paper Series 7578, CESifo.
- Gambetti, L & Korobilis, D & Tsoukalas, J & Zanetti, F, 2017. "The Effect of News Shocks and Monetary Policy," Essex Finance Centre Working Papers 20428, University of Essex, Essex Business School.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017. "The Effect of News Shocks and Monetary Policy," Working Papers 2017_11, Business School - Economics, University of Glasgow.
- Gambetti, Luca & Korobilis, Dimitris & Tsoukalas, John D. & Zanetti, Francesco, 2017. "The effect of news shocks and monetary policy," LSE Research Online Documents on Economics 86145, London School of Economics and Political Science, LSE Library.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2018. "The Effect of News Shocks and Monetary Policy," Working Paper series 18-19, Rimini Centre for Economic Analysis.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017. "The Effect of News Shocks and Monetary Policy," Discussion Papers 1730, Centre for Macroeconomics (CFM).
- Francesco Zanetti & Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas, 2017. "The Effect of News Shocks and Monetary Policy," Economics Series Working Papers 838, University of Oxford, Department of Economics.
- Luca Gambetti & Christoph Gortz & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti, 2019. "The Effect of News Shocks and Monetary Policy," Discussion Papers 19-03, Department of Economics, University of Birmingham.
- Dimitris Korobilis & Davide Pettenuzzo, 2017.
"Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions,"
Working Papers
115, Brandeis University, Department of Economics and International Business School.
- Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Adaptive hierarchical priors for high-dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 212(1), pages 241-271.
- Dimitris Korobilis & Davide Pettenuzzo, 2018. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions," Working Paper series 18-21, Rimini Centre for Economic Analysis.
- Korobilis, D, 2017.
"Forecasting with many predictors using message passing algorithms,"
Essex Finance Centre Working Papers
19565, University of Essex, Essex Business School.
- Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
- Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
- Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017.
"Exchange rate predictability and dynamic Bayesian learning,"
Essex Finance Centre Working Papers
20781, University of Essex, Essex Business School.
- Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler, 2020. "Exchange rate predictability and dynamic Bayesian learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 410-421, June.
- Schüssler, Rainer & Beckmann, Joscha & Koop, Gary & Korobilis, Dimitris, 2018. "Exchange rate predictability and dynamic Bayesian learning," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181523, Verein für Socialpolitik / German Economic Association.
- Roger Sandilands, 2017. "Albert Hirschman, Lauchlin Currie, 'linkages' theory, and Paul Rosenstein Rodan's 'big push'," Working Papers 1717, University of Strathclyde Business School, Department of Economics.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2017.
"Unconditionally Optimal Ramsey policy,"
CEGAP Working Papers
2017_01, Durham University Business School.
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2021. "Unconditionally optimal Ramsey policy," Journal of Macroeconomics, Elsevier, vol. 69(C).
- Alfred Duncan & Charles Nolan, 2017. "Financial Frictions in Macroeconomic Models," Studies in Economics 1719, School of Economics, University of Kent.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2017. "Liquidity Risk, Credit Risk and the Money Multiplier," Working Papers 2017_09, Business School - Economics, University of Glasgow.
- André Binette & Tony Chernis & Daniel de Munnik, 2017. "Global Real Activity for Canadian Exports: GRACE," Discussion Papers 17-2, Bank of Canada.
- Tony Chernis & Calista Cheung & Gabriella Velasco, 2017.
"A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth,"
Discussion Papers
17-8, Bank of Canada.
- Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020. "A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth," International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
- Tony Chernis & Rodrigo Sekkel, 2017.
"A Dynamic Factor Model for Nowcasting Canadian GDP Growth,"
Staff Working Papers
17-2, Bank of Canada.
- Tony Chernis & Rodrigo Sekkel, 2017. "A dynamic factor model for nowcasting Canadian GDP growth," Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
- Antonakakis, Nikolaos & Gabauer, David, 2017. "Refined Measures of Dynamic Connectedness based on TVP-VAR," MPRA Paper 78282, University Library of Munich, Germany.
- Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017.
"Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016,"
Working Papers
201702, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos, 2017. "Geopolitical risks and the oil-stock nexus over 1899–2016," Finance Research Letters, Elsevier, vol. 23(C), pages 165-173.
- Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017.
"Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test,"
Working Papers
201708, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018. "Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 95-114, December.
- Christophe André & Nikolaos Antonakakis & Rangan Gupta & Mulatu F. Zerihun, 2017. "Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies," Working Papers 201711, University of Pretoria, Department of Economics.
2016
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016.
"Bayesian Compressed Vector Autoregressions,"
Working Papers
103, Brandeis University, Department of Economics and International Business School.
- Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Bayesian compressed vector autoregressions," Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103R, Brandeis University, Department of Economics and International Business School, revised Apr 2016.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2017. "Bayesian Compressed Vector Autoregressions," Working Paper series 17-32, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 2016_09, Business School - Economics, University of Glasgow.
- Byrne, JP & Cao, S & Korobilis, D, 2016.
"Decomposing Global Yield Curve Co-Movement,"
Essex Finance Centre Working Papers
18194, University of Essex, Essex Business School.
- Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019. "Decomposing global yield curve co-movement," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 500-513.
- Korobilis, D & Pettenuzzo, D, 2016. "Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions," Essex Finance Centre Working Papers 18626, University of Essex, Essex Business School.
- Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016.
"The Political and Economic Dynamics of Foreign Aid: A Case Study of United States and Chinese Aid to Sub-Sahara Africa,"
Working Papers
201628, University of Pretoria, Department of Economics.
- Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016. "The political and economic dynamics of foreign aid: A case study of United States and Chinese aid to Sub-Sahara Africa," Working Papers 77, Economic Research Southern Africa.
- Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016.
"Foreign Aid and Foreign Direct Investment in Sub-Saharan Africa: A Panel Data Analysis,"
Working Papers
201642, University of Pretoria, Department of Economics.
- Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016. "Foreign aid and Foreign direct investment in Sub-Saharan Africa: A panel data analysis," Working Papers 612, Economic Research Southern Africa.
- Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016. "Foreign aid and foreign direct investment in Sub-Sahara Africa: A panel data analysis," Working Papers 89, Economic Research Southern Africa.
- Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016. "The Political and Economic Dynamics of Foreign Aid in Africa: A case study of United States and Chinese Aid to Sub -Sahara Africa," Working Papers 594, Economic Research Southern Africa.
- Adél Bosch & Fanie Joubert & Jannie Rossouw, 2016.
"Can currency in circulation predict South African economic activity?,"
Working Papers
71, Economic Research Southern Africa.
- Adél Bosch & Cobus Vermeulen & Fanie Joubert & Jannie Rossouw, 2016. "Can currency in circulation predict South African economic activity?," Working Papers 582, Economic Research Southern Africa.
- Ramaele Moshoeshoe, 2016.
"Birth order effects on education attainment and child labour: Evidence from Lesotho,"
Working Papers
93, Economic Research Southern Africa.
- Ramaele Moshoeshoe, 2016. "Birth Order Effects on Educational Attainment and Child Labour: Evidence from Lesotho," Working Papers 621, Economic Research Southern Africa.
- Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2016.
"Markups and concentration in South African manufacturing sectors: An analysis with administrative data,"
WIDER Working Paper Series
wp-2016-40, World Institute for Development Economic Research (UNU-WIDER).
- Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2018. "Markups and Concentration in South African Manufacturing Sectors: An Analysis with Administrative Data," South African Journal of Economics, Economic Society of South Africa, vol. 86(S1), pages 120-140, January.
- Tatiana Kirsanova & Charles Nolan & Maryam Shafiei Deh Abad, 2016. "Deep Recessions and Slow Recoveries," Working Papers 2016_11, Business School - Economics, University of Glasgow.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2016. "Risk Management and the Money Multiplier," CEGAP Working Papers 2016_03, Durham University Business School.
- Charles Nolan & Plutarchos Sakellaris & John D. Tsoukalas, 2016.
"Optimal Bailout of Systemic Banks,"
Working Papers
201607, Athens University Of Economics and Business, Department of Economics.
- Charles Nolan & Plutarchos Sakellaris & John D. Tsoukalas, 2016. "Optimal Bailout of Systemic Banks," Working Papers 2016_17, Business School - Economics, University of Glasgow.
- Antonakakis, Nikolaos & Collins, Alan, 2016.
"A Suicidal Kuznets Curve?,"
MPRA Paper
71108, University Library of Munich, Germany.
- Antonakakis, Nikolaos & Collins, Alan, 2018. "A suicidal Kuznets curve?," Economics Letters, Elsevier, vol. 166(C), pages 90-93.
- Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2016. "Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries," Working Papers 201605, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli K. Segnon, 2016.
"Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013,"
Working Papers
201607, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli Segnon, 2019. "Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013," Journal of Applied Economics, Taylor & Francis Journals, vol. 22(1), pages 117-131, January.
- Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016.
"Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area,"
Working Papers
201616, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan, 2017. "Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 129-139.
- Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016.
"The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis,"
Working Papers
201619, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018. "The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis," Finance Research Letters, Elsevier, vol. 24(C), pages 1-9.
- Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016. "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers 201639, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016.
"Is Inflation Persistence Different in Reality?,"
Working Papers
201663, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016. "Is inflation persistence different in reality?," Economics Letters, Elsevier, vol. 148(C), pages 55-58.
2015
- BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015.
"The Contribution of Structural Break Models to Forecating Macroeconomic Series,"
LIDAM Reprints CORE
2651, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper series 38_11, Rimini Centre for Economic Analysis.
- P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015.
"Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty,"
SIRE Discussion Papers
2015-71, Scottish Institute for Research in Economics (SIRE).
- Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis., 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Working Papers 2015_08, Business School - Economics, University of Glasgow.
- Byrne, JP & Cao, S & Korobilis, D, 2016. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Essex Finance Centre Working Papers 18195, University of Essex, Essex Business School.
- Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper 63844, University Library of Munich, Germany.
- Korobilis, Dimitris, 2015.
"Quantile forecasts of inflation under model uncertainty,"
SIRE Discussion Papers
2015-72, Scottish Institute for Research in Economics (SIRE).
- Dimitris Korobilis., 2015. "Quantile forecasts of inflation under model uncertainty," Working Papers 2015_09, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris, 2015. "Quantile forecasts of inflation under model uncertainty," MPRA Paper 64341, University Library of Munich, Germany.
- Korobilis, Dimitris, 2015.
"Prior selection for panel vector autoregressions,"
SIRE Discussion Papers
2015-73, Scottish Institute for Research in Economics (SIRE).
- Korobilis, Dimitris, 2016. "Prior selection for panel vector autoregressions," Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 110-120.
- Korobilis, Dimitris, 2015. "Prior selection for panel vector autoregressions," MPRA Paper 64143, University Library of Munich, Germany.
- Dimitris Korobilis., 2015. "Prior selection for panel vector autoregressions," Working Papers 2015_10, Business School - Economics, University of Glasgow.
- Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2015.
"Co-Movement, Spillovers and Excess Returns in Global Bond Markets,"
SIRE Discussion Papers
2015-75, Scottish Institute for Research in Economics (SIRE).
- Joseph P. Byrne & Shuo Cao & Dimitris Korobilis, 2015. "Co-Movement, Spillovers and Excess Returns in Global Bond Markets?," Working Papers 2015_12, Business School - Economics, University of Glasgow.
- Kavli, Haakon & Viegi, Nicola, 2015.
"Portfolio Flows in a two-country RBC model with financial intermediaries,"
MPRA Paper
66875, University Library of Munich, Germany, revised Sep 2015.
- Haakon Kavli & Nicola Viegi, 2015. "Portfolio Flows in a two-country RBC model with financial intermediaries," Working Papers 45, Economic Research Southern Africa.
- Haakon Kavli & Nicola Viegi, 2015. "Portfolio Flows in a two-country RBC model with financial intermediaries," Working Papers 550, Economic Research Southern Africa.
- Haakon Kavli & Nicola Viegi, 2015. "Portfolio Flows in a Two-Country RBC Model with Financial Intermediaries," Working Papers 201568, University of Pretoria, Department of Economics.
- Kavli, Haakon & Viegi, Nicola, 2015.
"Are determinants of portfolio flows always the same? - South African results from a time varying parameter VAR model,"
MPRA Paper
66897, University Library of Munich, Germany.
- Haakon Kavli & Nicola Viegi, 2017. "Are Determinants of Portfolio Flows Always the Same? - South African Results from a Time Varying Parameter Var Model," South African Journal of Economics, Economic Society of South Africa, vol. 85(1), pages 3-27, March.
- Vincent Dadam & Nicola Viegi, 2015.
"Labour Market and Monetary Policy in South Africa,"
Working Papers
201569, University of Pretoria, Department of Economics.
- Nicola Viegi & Vincent Dadam, 2015. "Labour market and monetary policy in South Africa," Working Papers 43, Economic Research Southern Africa.
- Nicola Viegi & Vincent Dadam, 2015. "Labour Market and Monetary Policy in South Africa," Working Papers 551, Economic Research Southern Africa.
- Nicola Viegi, 2015. "Labour Market and Monetary Policy in South Africa," Working Papers 6607, South African Reserve Bank.
- Alexandros Kontonikas & Charles Nolan & Zivile Zekaite, 2015. "Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy," Working Papers 2015_17, Business School - Economics, University of Glasgow.
- Alfred Duncan & Charles Nolan, 2015. "Objectives and Challenges of Macroprudential Policy," Working Papers 2015_22, Business School - Economics, University of Glasgow.
- Charles Nolan & Alex Trew, 2015.
"Transaction Costs and Institutions: Investments in Exchange,"
Working Papers
2015_07, Business School - Economics, University of Glasgow.
- Nolan Charles & Trew Alex, 2015. "Transaction Costs and Institutions: Investments in Exchange," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 15(2), pages 391-432, July.
- Nolan, Charles & Trew, Alex, 2015. "Transaction Costs and Institutions: Investments in Exchanger," SIRE Discussion Papers 2015-70, Scottish Institute for Research in Economics (SIRE).
- Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015.
"Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns,"
MPRA Paper
62464, University Library of Munich, Germany.
- Nikolaos Antonakakis & Rangan Gupta & Christophe Andre, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Working Papers 201509, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Gogas, Periklis & Papadimitriou, Theophilos & Sarantitis, Georgios, 2015.
"International Business Cycle Synchronization since the 1870s: Evidence from a Novel Network Approach,"
MPRA Paper
67223, University Library of Munich, Germany.
- Antonakakis, Nikolaos & Gogas, Periklis & Papadimitriou, Theophilos & Sarantitis, Georgios Antonios, 2016. "International business cycle synchronization since the 1870s: Evidence from a novel network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 447(C), pages 286-296.
- Antonakakis, Nikolaos & Gogas, Periklis & Papadimitriou, Theophilos & Sarantitis, Georgios, 2015. "International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach," DUTH Research Papers in Economics 2-2015, Democritus University of Thrace, Department of Economics.
- Antonakakis, Nikos & Dragouni, Mina & Eeckels, Bruno & Filis, George, 2015. "Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach," MPRA Paper 67419, University Library of Munich, Germany.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2015. "Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma," MPRA Paper 67422, University Library of Munich, Germany.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Floros, Christos, 2015. "Dynamic Connectedness of UK Regional Property Prices," MPRA Paper 68421, University Library of Munich, Germany.
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Perez de Gracia, Fernando, 2015. "The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR," MPRA Paper 72085, University Library of Munich, Germany.
- Nikolaos Antonakakis & Rangan Gupta & Aviral Kumar Twari, 2015.
"Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013,"
Working Papers
2015100, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2018. "Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(4), pages 795-806, October.
- Nikolaos Antonakakis & Christophe Andre & Rangan Gupta, 2015.
"Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy,"
Working Papers
201521, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Christophe André & Rangan Gupta, 2016. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy," Southern Economic Journal, John Wiley & Sons, vol. 83(2), pages 609-624, October.
- Hossein Hassani & Emmanuel Sirimal Silva & Nikolaos Antonakakis & George Filis & Rangan Gupta, 2015. "Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques," Working Papers 201552, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Rangan Gupta, 2015.
"Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States,"
Working Papers
201573, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Rangan Gupta, 2017. "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 133(2), pages 543-560, September.
- Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015.
"Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test,"
Working Papers
201576, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016. "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, vol. 48(48), pages 4655-4665, October.
- Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2015.
"Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note,"
Working Papers
201579, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016. "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(3), pages 377-386, September.
- Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2015. "The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014," Working Papers 201584, University of Pretoria, Department of Economics.
2014
- Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014.
"Exchange Rate Predictability in a Changing World,"
Papers
1403.0627, arXiv.org.
- Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016. "Exchange rate predictability in a changing world," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 1-24.
- Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "Exchange Rate Predictability in a Changing World," SIRE Discussion Papers 2014-021, Scottish Institute for Research in Economics (SIRE).
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Paper series 06_14, Rimini Centre for Economic Analysis.
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Papers 2014_03, Business School - Economics, University of Glasgow.
- Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "Exchange Rate Predictability in a Changing World," MPRA Paper 53684, University Library of Munich, Germany.
- Korobilis, Dimitris, 2014.
"Data-based priors for vector autoregressions with drifting coefficients,"
SIRE Discussion Papers
2014-022, Scottish Institute for Research in Economics (SIRE).
- Dimitris Korobilis, 2014. "Data-based priors for vector autoregressions with drifting coefficients," Working Papers 2014_04, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper 53772, University Library of Munich, Germany.
- Koop, Gary & Korobilis, Dimitris, 2014.
"Model Uncertainty in Panel Vector Autoregressive Models,"
SIRE Discussion Papers
2014-011, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 2014_10, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
- Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014.
"On the Sources of Uncertainty in Exchange Rate Predictability,"
SIRE Discussion Papers
2015-24, Scottish Institute for Research in Economics (SIRE).
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2018. "On The Sources Of Uncertainty In Exchange Rate Predictability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(1), pages 329-357, February.
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," Working Papers 2014_16, Business School - Economics, University of Glasgow.
- Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper 58956, University Library of Munich, Germany.
- Richard Dennis & Tatiana Kirsanova, 2014.
"Computing Markov-Perfect Optimal Policies in Business-Cycle Models,"
Working Papers
2014_21, Business School - Economics, University of Glasgow.
- Dennis, Richard & Kirsanova, Tatiana, 2016. "Computing Markov-Perfect Optimal Policies In Business-Cycle Models," Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1850-1872, October.
- Dennis, Richard & Kirsanova, Tatiana, 2014. "Computing Markov-Perfect Optimal Policies in Business-Cycle Models," SIRE Discussion Papers 2015-64, Scottish Institute for Research in Economics (SIRE).
- Alexandros Kontonikas & Charles Nolan & Zivile Zekaite, 2014.
"Monetary policy in times of financial stress,"
Working Papers
2014_08, Business School - Economics, University of Glasgow.
- Kontonikas, Alexandros & Nolan, Charles & Zekaite, Zivile, 2014. "Monetary Policy in Times of Financial Stress," SIRE Discussion Papers 2014-027, Scottish Institute for Research in Economics (SIRE).
- Alfred Duncan & Charles Nolan, 2014.
"Disputes, Debt and Equity,"
Working Papers
2014_20, Business School - Economics, University of Glasgow.
- Duncan, Alfred J. M. & Nolan, Charles, 2019. "Disputes, debt and equity," Theoretical Economics, Econometric Society, vol. 14(3), July.
- Alfred Duncan & Charles Nola, 2017. "Disputes , Debt And Equity," Working Papers 2017_08, Business School - Economics, University of Glasgow.
- Duncan, Alfred & Nolan, Charles, 2014. "Disputes, Debt and Equity," SIRE Discussion Papers 2015-29, Scottish Institute for Research in Economics (SIRE).
- Alfred Duncan & Charles Nolan, 2017. "Disputes, Debt and Equity," Studies in Economics 1716, School of Economics, University of Kent.
- Nikolaos Antonakakis & Max Breitenlechner & Johann Scharler, 2014. "How Strongly are Business Cycles and Financial Cycles Linked in the G7 Countries?," Working Papers 2014-07, Faculty of Economics and Statistics, Universität Innsbruck.
- Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos, 2014. "Dynamic Spillover Effects in Futures Markets," MPRA Paper 53876, University Library of Munich, Germany.
- Antonakakis, Nikolaos & Collins, Alan, 2014.
"Does Fiscal Consolidation Really Get You Down? Evidence from Suicide Mortality,"
MPRA Paper
58510, University Library of Munich, Germany.
- Nikolaos Antonakakis & Nikolaos Antonakakis & Alan Collins, 2014. "Does Fiscal Consolidation Really Get You Down? Evidence from Suicide Mortality," Department of Economics Working Papers wuwp182, Vienna University of Economics and Business, Department of Economics.
- Antonakakis, Nikolaos & Collins, Alan, 2014. "Does Fiscal Consolidation Really Get You Down? Evidence from Suicide Mortality," Department of Economics Working Paper Series 182, WU Vienna University of Economics and Business.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence," MPRA Paper 59760, University Library of Munich, Germany.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2014.
"Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty,"
Department of Economics Working Papers
wuwp166, Vienna University of Economics and Business, Department of Economics.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Paper Series 166, WU Vienna University of Economics and Business.
- Nikolaos Antonakakis & Harald Badinger & Wolf Heinrich Reuter, 2014.
"From Rome to Lisbon and Beyond: Member States' Power, Efficiency, and Proportionality in the EU Council of Ministers,"
Department of Economics Working Papers
wuwp175, Vienna University of Economics and Business, Department of Economics.
- Antonakakis, Nikolaos & Badinger, Harald & Reuter, Wolf Heinrich, 2014. "From Rome to Lisbon and Beyond: Member States' Power, Efficiency, and Proportionality in the EU Council of Ministers," Department of Economics Working Paper Series 175, WU Vienna University of Economics and Business.
- Nikolaos Antonakakis, 2014.
"Sovereign Debt and Economic Growth Revisited: The Role of (Non-)Sustainable Debt Thresholds,"
Department of Economics Working Papers
wuwp187, Vienna University of Economics and Business, Department of Economics.
- Antonakakis, Nikolaos, 2014. "Sovereign Debt and Economic Growth Revisited: The Role of (Non-)Sustainable Debt Thresholds," Department of Economics Working Paper Series 187, WU Vienna University of Economics and Business.
2013
- Gary, Koop & Dimitris, Korobilis, 2013.
"A New Index of Financial Conditions,"
SIRE Discussion Papers
2013-48, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
- Gary Koop & Dimitris Korobilis, 2013. "A new index of financial conditions," Working Papers 1307, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, "undated". "A new index of financial conditions," Working Papers 2013_06, Business School - Economics, University of Glasgow.
- Dimitris, Korobilis, 2013. "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper 52724, University Library of Munich, Germany.
- Harold Ngalawa & Nicola Viegi, 2013.
"Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies,"
Working Papers
201306, University of Pretoria, Department of Economics.
- Ngalawa, Harold & Viegi, Nicola, 2013. "Interaction of formal and informal financial markets in quasi-emerging market economies," Economic Modelling, Elsevier, vol. 31(C), pages 614-624.
- Harold P. E. Ngawala & Nicola Viegi, 2013. "Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies," Working Papers 326, Economic Research Southern Africa.
- Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013.
"Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach,"
Working Papers
201327, University of Pretoria, Department of Economics.
- Chance Ngamanya Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2016. "Evolution Of Monetary Policy Transmission Mechanism In Malawi: A Tvp-Var Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 41(1), pages 33-55, March.
- Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013. "Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi," Working Papers 350, Economic Research Southern Africa.
- Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013. "Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR with Stochastic Volatility Approach," Working Papers 387, Economic Research Southern Africa.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2013. "Universal vs separated banking with deposit insurance in a macro model," Discussion Papers 1308, University of Exeter, Department of Economics.
- Antonakakis, Nikolaos, 2013. "Fiscal Austerity, Unemployment and Suicide Rates in Greece," MPRA Paper 45198, University Library of Munich, Germany.
- Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2013.
"Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries,"
MPRA Paper
48715, University Library of Munich, Germany.
- Mina Dragouni & George Filis & Nikolaos Antonakakis, 2013. "Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries," FIW Working Paper series 128, FIW.
2012
- Koop, Gary & Korobilis, Dimitris, 2012.
"Large Time-Varying Parameter VARs,"
SIRE Discussion Papers
2012-14, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2013. "Large time-varying parameter VARs," Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
- Koop, Gary & Korobilis, Dimitris, 2012. "Large time-varying parameter VARs," MPRA Paper 38591, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2012. "Large Time-Varying Parameter VARs," Working Paper series 11_12, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2012. "Large time-varying parameter VARs," Working Papers 2012_04, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris, 2012.
"Bayesian forecasting with highly correlated predictors,"
SIRE Discussion Papers
2012-80, Scottish Institute for Research in Economics (SIRE).
- Korobilis, Dimitris, 2013. "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, vol. 118(1), pages 148-150.
- Dimitris Korobilis, 2012. "Bayesian Forecasting with Highly Correlated Predictors," Working Paper series 67_12, Rimini Centre for Economic Analysis.
- Dimitris Korobilis, 2012. "Bayesian forecasting with highly correlated predictors," Working Papers 2012_12, Business School - Economics, University of Glasgow.
- Manoel Bittencourt & Chance Mwabutwa & Nicola Viegi, 2012.
"Financial Reforms and Consumption Behaviour in Malawi,"
Working Papers
201210, University of Pretoria, Department of Economics.
- Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2012. "Financial Reforms and Consumption Behaviour in Malawi," Working Papers 306, Economic Research Southern Africa.
- Greg Farrell & Shakill Hassan & Nicola Viegi, 2012.
"The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises,"
Working Papers
201215, University of Pretoria, Department of Economics.
- Greg Farrell & Nicola Viegi & Shakill Hassan, 2012. "The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises," Working Papers 279, Economic Research Southern Africa.
- Dr. Greg Farrell & Dr. Shakill Hassan & Prof. Nicola Viegi, 2012. "The HighFrequency Response of the RandDollar Rate to Inflation Surprises," Working Papers 5028, South African Reserve Bank.
- Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2012. "Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi," Working Papers 201232, University of Pretoria, Department of Economics.
- Sandilands, Roger, 2012.
"Social Housing Policies in Latin America and Singapore: Lessons for China,"
SIRE Discussion Papers
2012-59, Scottish Institute for Research in Economics (SIRE).
- Roger Sandilands, 2011. "Social Housing Policies in Latin America and Singapore: Lessons for China," Working Papers 1132, University of Strathclyde Business School, Department of Economics.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2012.
"Universal banking, competition and risk in a macro model,"
Discussion Papers
1201, University of Exeter, Department of Economics.
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2012. "Universal banking, competition and risk in a macro model," SIRE Discussion Papers 2012-19, Scottish Institute for Research in Economics (SIRE).
- Antonakakis, Nikolaos, 2012.
"Exchange return co-movements and volatility spillovers before and after the introduction of Euro,"
MPRA Paper
37869, University Library of Munich, Germany.
- Antonakakis, Nikolaos, 2012. "Exchange return co-movements and volatility spillovers before and after the introduction of euro," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1091-1109.
- Nikolaos Antonakakis, 2012. "Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro," FIW Working Paper series 080, FIW.
- Antonakakis, Nikolaos, 2012.
"Business cycle synchronization during US recessions since the beginning of the 1870's,"
MPRA Paper
38341, University Library of Munich, Germany.
- Antonakakis, Nikolaos, 2012. "Business cycle synchronization during US recessions since the beginning of the 1870s," Economics Letters, Elsevier, vol. 117(2), pages 467-472.
- Nikolaos Antonakakis, 2012. "Business Cycle Synchronization During US Recessions Since the Beginning of the 1870's," Department of Economics Working Papers wuwp140, Vienna University of Economics and Business, Department of Economics.
- Antonakakis, Nikolaos, 2012. "Business Cycle Synchronization During US Recessions Since the Beginning of the 1870's," Department of Economics Working Paper Series 140, WU Vienna University of Economics and Business.
- Antonakakis, Nikolaos, 2012.
"The great synchronization of international trade collapse,"
MPRA Paper
39859, University Library of Munich, Germany.
- Antonakakis, Nikolaos, 2012. "The great synchronization of international trade collapse," Economics Letters, Elsevier, vol. 117(3), pages 608-614.
- Antonakakis, Nikolaos, 2012. "The Great Synchronization of International Trade Collapse," Department of Economics Working Paper Series 142, WU Vienna University of Economics and Business.
- Nikolaos Antonakakis, 2012. "The Great Synchronization of International Trade Collapse," Department of Economics Working Papers wuwp142, Vienna University of Economics and Business, Department of Economics.
- Antonakakis, Nikolaos & Darby, Julia, 2012.
"Forecasting Volatility in Developing Countries' Nominal Exchange Returns,"
MPRA Paper
40875, University Library of Munich, Germany.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2012. "Dynamic Co-movements between Stock Market Returns and Policy Uncertainty," MPRA Paper 42905, University Library of Munich, Germany.
- Antonakakis, Nikolaos, 2012. "Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades," MPRA Paper 43013, University Library of Munich, Germany.
- Antonakakis, Nikolaos & Vergos, Konstantinos, 2012.
"Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis,"
MPRA Paper
43284, University Library of Munich, Germany.
- Antonakakis, Nikolaos & Vergos, Konstantinos, 2013. "Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 258-272.
- Nikolaos Antonakakis & Harald Badinger, 2012.
"Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries,"
Department of Economics Working Papers
wuwp141, Vienna University of Economics and Business, Department of Economics.
- Antonakakis, Nikolaos & Badinger, Harald, 2012. "Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries," Department of Economics Working Paper Series 141, WU Vienna University of Economics and Business.
- Nikolaos Antonakakis & Harald Badinger, 2012. "Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries," FIW Working Paper series 098, FIW.
2011
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011.
"A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models,"
CIRANO Working Papers
2011s-13, CIRANO.
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
- Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K., 2011. "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers 2011-25, Scottish Institute for Research in Economics (SIRE).
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers 1113, University of Strathclyde Business School, Department of Economics.
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche 1104, CIRPEE.
- BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K., 2011. "A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models," LIDAM Discussion Papers CORE 2011003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper series 38_11, Rimini Centre for Economic Analysis.
- KOROBILIS, Dimitris, 2011.
"Hierarchical shrinkage priors for dynamic regressions with many predictors,"
LIDAM Discussion Papers CORE
2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
- Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, Rimini Centre for Economic Analysis.
- Korobilis, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper 30380, University Library of Munich, Germany.
- KOROBILIS, Dimitris, 2011.
"VAR forecasting using Bayesian variable selection,"
LIDAM Discussion Papers CORE
2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dimitris Korobilis, 2013. "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, March.
- Dimitris Korobilis, 2010. "VAR Forecasting Using Bayesian Variable Selection," Working Paper series 51_10, Rimini Centre for Economic Analysis, revised Apr 2011.
- Korobilis, Dimitris, 2009. "VAR forecasting using Bayesian variable selection," MPRA Paper 21124, University Library of Munich, Germany.
- BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011.
"Hierarchical shrinkage in time-varying parameter models,"
LIDAM Discussion Papers CORE
2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014. "Hierarchical Shrinkage in Time‐Varying Parameter Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 80-94, January.
- Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Paper series 35_11, Rimini Centre for Economic Analysis.
- Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Papers 1137, University of Strathclyde Business School, Department of Economics.
- Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
- Belmonte, Miguel A & Koop, Gary & Korobilis, Dimitris, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," SIRE Discussion Papers 2012-68, Scottish Institute for Research in Economics (SIRE).
- BAUWENS, Luc & KOROBILIS, Dimitris, 2011.
"Bayesian methods,"
LIDAM Discussion Papers CORE
2011061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Luc Bauwens & Dimitris Korobilis, 2013. "Bayesian methods," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 16, pages 363-380, Edward Elgar Publishing.
- Koop, Gary & Korobilis, Dimitris, 2011.
"UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?,"
SIRE Discussion Papers
2011-39, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2011. "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, vol. 28(5), pages 2307-2318, September.
- Gary Koop & Dimitris Korobilis, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 1118, University of Strathclyde Business School, Department of Economics.
- Gary Koop & Dimitris Korompilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 0917, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2009-40, Scottish Institute for Research in Economics (SIRE).
- Ngalawa, Harold & Tchana Tchana, Fulbert & Viegi, Nicola, 2011.
"Banking Instability and Deposit Insurance: The Role of Moral Hazard,"
MPRA Paper
31329, University Library of Munich, Germany.
- Harold Ngalawa & Fulbert Tchana Tchana & Nicola Viegi, 2016. "Banking Instability and Deposit Insurance: The Role of Moral Hazard," Journal of Applied Economics, Taylor & Francis Journals, vol. 19(2), pages 323-350, November.
- Harold Ngalawa & Fulbert Tchana Tchana & Nicola Viegi, 2016. "Banking instability and deposit insurance: The role of moral hazard," Journal of Applied Economics, Universidad del CEMA, vol. 19, pages 323-350, November.
- Harold Ngalawa & Nicola Viegi, 2011.
"Dynamic Effects of Monetary Policy Shocks in Malawi,"
Working Papers
201112, University of Pretoria, Department of Economics.
- Harold Ngalawa & Nicola Viegi, 2011. "Dynamic Effects Of Monetary Policy Shocks In Malawi," South African Journal of Economics, Economic Society of South Africa, vol. 79(3), pages 224-250, September.
- Harold P. E. Ngawala & Nicola Viegi, 2011. "Dynamic Effects of Monetary Policy Shocks in Malawi," Working Papers 217, Economic Research Southern Africa.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2011.
"Ordering policy rules with an unconditional welfare measure,"
Working Papers
2011_15, Business School - Economics, University of Glasgow.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2015. "Ordering Policy Rules with an Unconditional Welfare Measure," International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 103-149, January.
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2011. "Ordering Policy Rules with an Unconditional Welfare Measure," SIRE Discussion Papers 2011-16, Scottish Institute for Research in Economics (SIRE).
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2011. "Ordering policy rules with an unconditional welfare measure," SIRE Discussion Papers 2011-32, Scottish Institute for Research in Economics (SIRE).
- Charles Nolan & Alex Trew, 2011.
"Transaction costs and institutions,"
Working Papers
2011_14, Business School - Economics, University of Glasgow.
- Nolan, Charles & Trew, Alex, 2011. "Transaction Costs and Institutions," SIRE Discussion Papers 2011-11, Scottish Institute for Research in Economics (SIRE).
- Nikolaos Antonakakis & Gabriele Tondl, 2011. "Has Integration Promoted Business Cycle Synchronization in the Enlarged EU?," FIW Working Paper series 075, FIW.
- Nikolaos Antonakakis & Gabriele Tondl, 2011.
"Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian Model Averaging,"
FIW Working Paper series
076, FIW.
- Antonakakis, Nikolaos & Tondl, Gabriele, 2012. "Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian model averaging," Discussion Papers 1/12, Europa-Kolleg Hamburg, Institute for European Integration.
2010
- Koop, Gary & Korobilis, Dimitris, 2010.
"Forecasting Inflation Using Dynamic Model Averaging,"
SIRE Discussion Papers
2010-113, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2012. "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
- Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series 34_09, Rimini Centre for Economic Analysis.
- Koop, Gary & Korobilis, Dimitris, 2011. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2011-40, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2011. "Forecasting Inflation Using Dynamic Model Averaging," Working Papers 1119, University of Strathclyde Business School, Department of Economics.
- Korobilis, Dimitris & Gilmartin, Michelle, 2010.
"The dynamic effects of U.S. monetary policy on state unemployment,"
MPRA Paper
27596, University Library of Munich, Germany.
- Dimitris Korobilis & Michelle Gilmartin, 2011. "The Dynamic Effects of U.S. Monetary Policy on State Unemployment," Working Paper series 12_11, Rimini Centre for Economic Analysis.
- Korobilis, Dimitris & Gilmartin, Michelle, 2010.
"On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK,"
MPRA Paper
28542, University Library of Munich, Germany.
- Michelle Gilmartin & Dimitris Korobilis, 2012. "On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(2), pages 179-195, May.
- Dimitris Korobilis & Michelle Gilmartin, 2011. "On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK," Working Paper series 13_11, Rimini Centre for Economic Analysis.
- Johannes W. Fedderke & Julius A. Agbor & Nicola Viegi, 2010. "How Does Colonial Origin Matter for Economic Performance in sub-Saharan Africa?," Working Papers 176, Economic Research Southern Africa.
- David Laidler & Roger Sandilands, 2010.
"Harvard, the Chicago Tradition and the Quantity Theory: A Reply to James Ahiakpor,"
University of Western Ontario, Departmental Research Report Series
20104, University of Western Ontario, Department of Economics.
- David Laidler & Roger Sandilands, 2010. "Harvard, the Chicago Tradition, and the Quantity Theory: A Reply to James Ahiakpor," History of Political Economy, Duke University Press, vol. 42(3), pages 573-592, Fall.
- Damjanovic, Tatiana & Nolan, Charles, 2010.
"Second-Order Approximation to the Rotemberg Model around a Distorted Steady State,"
SIRE Discussion Papers
2010-31, Scottish Institute for Research in Economics (SIRE).
- Damjanovic, Tatiana & Nolan, Charles, 2011. "Second-order approximation to the Rotemberg model around a distorted steady state," Economics Letters, Elsevier, vol. 110(2), pages 132-135, February.
- Antonakakis, Nikolaos, 2010. "Ocial Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables," SIRE Discussion Papers 2010-07, Scottish Institute for Research in Economics (SIRE).
- Nikolaos Antonakakis & Johann Scharler, 2010.
"The Synchronization of GDP Growth in the G7 during U.S. Recessions. Is this Time Different?,"
Economics working papers
2010-05, Department of Economics, Johannes Kepler University Linz, Austria.
- Nikolaos Antonakakis & Johann Scharler, 2010. "The Synchronization of GDP Growth in the G7 during U.S. Recessions. Is this Time Different?," FIW Working Paper series 049, FIW.
- Nikolaos Antonakakis & Johann Scharler, 2010.
"Have Consumption Risks in the G7 Countries Become Diversified?,"
Economics working papers
2010-16, Department of Economics, Johannes Kepler University Linz, Austria.
- Nikolaos Antonakakis & Johann Scharler, 2011. "Have Consumption Risks in the G7 Countries Become Diversified?," FIW Working Paper series 067, FIW.
- Nikolaos Antonakakis, 2010. "Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables," Working Papers 1002, University of Strathclyde Business School, Department of Economics.
- Nikolaos Antonakakis & Harald Badinger, 2010.
"International Spillovers of Output Growth and Output Growth Volatility: Evidence from the G7,"
FIW Working Paper series
058, FIW.
- Nikolaos Antonakakis & Harald Badinger, 2012. "International Spillovers of Output Growth and Output Growth Volatility: Evidence from the G7," International Economic Journal, Taylor & Francis Journals, vol. 26(4), pages 635-653, August.
2009
- Koop, Gary & Korobilis, Dimitris, 2009.
"Bayesian Multivariate Time Series Methods for Empirical Macroeconomics,"
MPRA Paper
20125, University Library of Munich, Germany.
- Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
- Gary Koop & Dimitris Korobilis, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series 47_09, Rimini Centre for Economic Analysis.
- Korobilis, Dimitris, 2009.
"Assessing the transmission of monetary policy using dynamic factor models,"
MPRA Paper
27593, University Library of Munich, Germany, revised Nov 2010.
- Dimitris Korobilis, 2013. "Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super-," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 157-179, April.
- Dimitris Korompilis, 2009. "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Papers 0914, University of Strathclyde Business School, Department of Economics.
- Dimitris Korobilis, 2009. "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Paper series 35_09, Rimini Centre for Economic Analysis.
- Obinyeluaku, Moses & Viegi, Nicola, 2009. "How does fiscal policy affect monetary policy in the Southern African Community (SADC)?," MPRA Paper 15372, University Library of Munich, Germany.
- Sandilands, Roger, 2009.
"Solovian and New Growth Theory from the Perspective of Allyn Young on Macroeconomic Increasing Returns,"
SIRE Discussion Papers
2009-20, Scottish Institute for Research in Economics (SIRE).
- Roger J. Sandilands, 2009. "Solovian and New Growth Theory from the Perspective of Allyn Young on Macroeconomic Increasing Returns," History of Political Economy, Duke University Press, vol. 41(5), pages 285-303, Supplemen.
- Roger Sandilands, 2009. "Solovian and New Growth Theory from the Perspective of Allyn Young on Macroeconomic Increasing Returns," Working Papers 0907, University of Strathclyde Business School, Department of Economics.
- Sandilands, Roger, 2009.
"An Archival Case Study: Revisiting The Life and Political Economy of Lauchlin Currie,"
SIRE Discussion Papers
2009-17, Scottish Institute for Research in Economics (SIRE).
- Roger Sandilands, 2009. "An Archival Case Study: Revisiting The Life and Political Economy of Lauchlin Currie," Working Papers 0906, University of Strathclyde Business School, Department of Economics.
- Sandilands, Roger, 2009. "New Evidence on Allyn Young’s Style and Influence as a Teacher," SIRE Discussion Papers 2009-16, Scottish Institute for Research in Economics (SIRE).
- Sandilands, Roger, 2009.
"Hawtreyan Credit Deadlock or Keynesian Liquidity Trap? Lessons for Japan from the Great Depression,"
SIRE Discussion Papers
2009-14, Scottish Institute for Research in Economics (SIRE).
- Roger J. Sandilands, 2010. "Hawtreyan ‘Credit Deadlock’ or Keynesian ‘Liquidity Trap’? Lessons for Japan from the Great Depression," Palgrave Macmillan Books, in: Robert Leeson (ed.), David Laidler’s Contributions to Economics, chapter 15, pages 335-371, Palgrave Macmillan.
- Roger Sandilands, 2009. "Hawtreyan Credit Deadlock or Keynesian Liquidity Trap? Lessons for Japan from the Great Depression," Working Papers 0904, University of Strathclyde Business School, Department of Economics.
- Roger Sandilands, 2009.
"New Evidence on Allyn Youngs Style and Influence as a Teacher,"
Working Papers
0905, University of Strathclyde Business School, Department of Economics.
- Roger J. Sandilands, 1999. "New evidence on Allyn Young’s style and influence as a teacher," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 26(6), pages 453-480, December.
- Nikolaos Antonakakis & Johann Scharler, 2009.
"Volatility, Information and Stock Market Crashes,"
Economics working papers
2009-18, Department of Economics, Johannes Kepler University Linz, Austria.
- Nikolaos Antonakakis & Johann Scharler, 2012. "Volatility Information And Stock Market Crashes," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(1), pages 49-57.
2008
- Korobilis, Dimitris, 2008.
"Forecasting in vector autoregressions with many predictors,"
MPRA Paper
21122, University Library of Munich, Germany.
- Dimitris Korobilis, 2008. "Forecasting in vector autoregressions with many predictors," Advances in Econometrics, in: Bayesian Econometrics, pages 403-431, Emerald Group Publishing Limited.
- Demertzis, Maria & Viegi, Nicola & Marcellino, Massimiliano, 2008.
"A Measure for Credibility: Tracking US Monetary Developments,"
CEPR Discussion Papers
7036, C.E.P.R. Discussion Papers.
- Maria Demertzis & Massimiliano Marcellino & Nicola Viegi, 2008. "A Measure for Credibility: Tracking US Monetary Developments," Economics Working Papers ECO2008/38, European University Institute.
- Philippe Aghion & Johannes Fedderke & Peter Howitt & Chandana Kularatne & Nicola Viegi, 2008.
"Testing Creative Destruction in an Opening Economy : the Case of the South African Manufacturing Inudstries,"
Documents de Travail de l'OFCE
2008-23, Observatoire Francais des Conjonctures Economiques (OFCE).
- Chandana Kularatne & Johannes W. Fedderke & Nicola Viegi & Peter W. Howitt & Philippe Aghion, 2008. "Testing creative destruction in an opening economy: the case of the South African manufacturing industries," Working Papers 093, Economic Research Southern Africa.
- Nolan, Charles & Thoenissen, Christoph, 2008.
"Financial shocks and the US business cycle,"
SIRE Discussion Papers
2008-58, Scottish Institute for Research in Economics (SIRE).
- Nolan, Charles & Thoenissen, Christoph, 2009. "Financial shocks and the US business cycle," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 596-604, May.
- Damjanovic, Tatiana & Nolan, Charles, 2008. "Seigniorage-maximizing inflation," SIRE Discussion Papers 2008-35, Scottish Institute for Research in Economics (SIRE).
- Max Gillman & Charles Nolan, 2008. "The Optimum Quantity of Money with Gold Reserves," CDMA Conference Paper Series 0804, Centre for Dynamic Macroeconomic Analysis.
2007
- Maria Demertzis & Nicola Viegi, 2007.
"Inflation Targeting: a Framework for Communication,"
Working Papers
071, Economic Research Southern Africa.
- Demertzis Maria & Viegi Nicola, 2009. "Inflation Targeting: A Framework for Communication," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-32, December.
2006
- Maria Demertzis & Nicola Viegi, 2006. "Aiming for the Bull's Eye: Uncertainty and Inertia in Monetary Policy," Computing in Economics and Finance 2006 150, Society for Computational Economics.
2005
- Maria Demertzis & Nicola Viegi, 2005.
"Inflation Targets as Focal Points,"
Money Macro and Finance (MMF) Research Group Conference 2005
52, Money Macro and Finance Research Group.
- Maria Demertzis & Nicola Viegi, 2008. "Inflation Targets as Focal Points," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 55-87, March.
- Maria Demertzis & Nicola Viegi, 2005. "Inflation Targets as Focal Points," Working Papers 002, Economic Research Southern Africa.
2004
- Anamaria Nicolae & Charles Nolan, 2004.
"The Impact Of Imperfect Credibility In A Transition To Price Stability,"
Royal Economic Society Annual Conference 2004
102, Royal Economic Society.
- Nicolae, Anamaria & Nolan, Charles, 2006. "The Impact of Imperfect Credibility in a Transition to Price Stability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 47-66, February.
- Anamaria Nicolae & Charles Nolan, 2004. "The impact of imperfect credibility in a transition to price stability," Money Macro and Finance (MMF) Research Group Conference 2003 72, Money Macro and Finance Research Group.
2003
- Chadha, J.S. & Nolan, C., 2003. "On the Interaction of Monetary and Fiscal Policy," Cambridge Working Papers in Economics 0303, Faculty of Economics, University of Cambridge.
2002
- Chadha, J.S. & Charles Nolan, 2002.
"Inflation and Price Level Targeting in a New Keynesian Model,"
Cambridge Working Papers in Economics
0203, Faculty of Economics, University of Cambridge.
- Jagjit S. Chadha & Charles Nolan, 2002. "Inflation and Price Level Targeting in a New Keynesian Model," Manchester School, University of Manchester, vol. 70(4), pages 570-595, June.
- Chadha, J.S. & Charles Nolan, 2002.
"Output, Inflation and the New Keynesian Phillips Curve,"
Cambridge Working Papers in Economics
0204, Faculty of Economics, University of Cambridge.
- Jagjit Chadha & Charles Nolan, 2004. "Output, Inflation and the New Keynesian Phillips Curve," International Review of Applied Economics, Taylor & Francis Journals, vol. 18(3), pages 271-287.
- Chadha, J.S. & Charles Nolan, 2002.
"Optimal Simple Rules for the Conduct of Monetary and Fiscal Policy,"
Cambridge Working Papers in Economics
0224, Faculty of Economics, University of Cambridge.
- Chadha, Jagjit S. & Nolan, Charles, 2007. "Optimal simple rules for the conduct of monetary and fiscal policy," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 665-689, December.
2001
- Hughes Hallett, Andrew & Viegi, Nicola, 2001. "Credibility, Transparency and Asymmetric Information in Monetary Policy," CEPR Discussion Papers 2671, C.E.P.R. Discussion Papers.
- Hughes Hallett, Andrew & Viegi, Nicola, 2001. "Labour Market Reform and Monetary Policy in EMU: Do Asymmetries Matter?," CEPR Discussion Papers 2979, C.E.P.R. Discussion Papers.
- Chadha, J.S. & Nolan, C., 2001. "Supply Shocks and the ‘Natural Rate of Interest': an Exploration," Cambridge Working Papers in Economics 0103, Faculty of Economics, University of Cambridge.
- Chadha, J. S. & Janssen, N. & Nolan, C.Author-X-Name-First: C., 2001.
"Productivity and Preferences in a Small Open Economy,"
Cambridge Working Papers in Economics
0108, Faculty of Economics, University of Cambridge.
- Jagjit S. Chadha & Norbert Janssen & Charles Nolan, 2001. "Productivity and Preferences in a Small Open Economy," Manchester School, University of Manchester, vol. 69(s1), pages 57-80.
2000
- David Laidler & Roger Sandilands, 2000.
"An Early Harvard Memorandum on anti-Depression Policies. Introductory Note,"
University of Western Ontario, Departmental Research Report Series
20004, University of Western Ontario, Department of Economics.
- David Laidler & Roger Sandilands, 2002. "An Early Harvard Memorandum on Anti-Depression Policies: An Introductory Note," History of Political Economy, Duke University Press, vol. 34(3), pages 515-532, Fall.
- Chadha, J.S. & Janssen, N. & Nolan, C., 2000. "An Examination of UK Business Cycle Fluctuations: 1871-1997," Cambridge Working Papers in Economics 0024, Faculty of Economics, University of Cambridge.
1999
- Andrew Brigden & Charles Nolan, 1999.
"Monetary stabilisation policy in a monetary union: some simple analytics,"
Bank of England working papers
102, Bank of England.
- Charles Nolan, 2002. "Monetary Stabilisation Policy in a Monetary Union: Some Simple Analytics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 49(2), pages 196-215, May.
- Nolan, C. & Chadha, J.S., 1999.
"Inflation Targeting, Transparency and Interest Rate Volatility: Ditching 'Monetary Mystique' in the UK,"
Cambridge Working Papers in Economics
9921, Faculty of Economics, University of Cambridge.
- Chadha, Jagjit S. & Nolan, Charles, 2001. "Inflation Targeting, Transparency and Interest Rate Volatility: Ditching Monetary Mystique in the U.K," Journal of Macroeconomics, Elsevier, vol. 23(3), pages 349-366, July.
1996
- Matthew B Canzoneri & Charles Nolan & Anthony Yates, 1996. "Feasible Mechanisms for Achieving Monetary Stability: a Comparison of Inflation Targeting and the ERM," Bank of England working papers 52, Bank of England.
- Charles Nolan & Eric Schaling, 1996. "Monetary Policy Uncertainty and Central Bank Accountability," Bank of England working papers 54, Bank of England.
- Canzoneri, Matthew B & Nolan, Charles & Yates, Tony, 1996.
"Mechanisms for Achieving Monetary Stability: Inflation Targeting Versus the ERM,"
CEPR Discussion Papers
1418, C.E.P.R. Discussion Papers.
- Canzoneri, Matthew B & Nolan, Charles & Yates, Anthony, 1997. "Mechanisms for Achieving Monetary Stability: Inflation Targeting versus the ERM," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 46-60, February.
Undated
- Kelle Howson & Vuyisiwe Mahafu & Zimbali Mncube, "undated". "Can a universal basic income contribute to breaking structural poverty in South Africa? Annotated Bibliography," Working Papers 02, Economic Research Southern Africa.
Journal articles
2023
- Gary Koop & Dimitris Korobilis, 2023.
"Bayesian Dynamic Variable Selection In High Dimensions,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
- Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
- Weitzel, Matthias & Vandyck, Toon & Rey Los Santos, Luis & Tamba, Marie & Temursho, Umed & Wojtowicz, Krzysztof, 2023. "A comprehensive socio-economic assessment of EU climate policy pathways," Ecological Economics, Elsevier, vol. 204(PA).
- Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2023.
"Reassessing the dependence between economic growth and financial conditions since 1973,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 260-267, March.
- Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2022. "Reassessing the dependence between economic growth and financial conditions since 1973," CAMA Working Papers 2022-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & de Gracia, Fernando Perez, 2023. "Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 114-123.
2022
- Korobilis, Dimitris, 2022.
"A new algorithm for structural restrictions in Bayesian vector autoregressions,"
European Economic Review, Elsevier, vol. 148(C).
- Dimitris Korobilis, 2022. "A new algorithm for structural restrictions in Bayesian vector autoregressions," Papers 2206.06892, arXiv.org.
- Dimitris Korobilis & Kenichi Shimizu, 2022.
"Bayesian Approaches to Shrinkage and Sparse Estimation,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
- Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
- Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022.
"Energy Markets and Global Economic Conditions,"
The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 828-844, October.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," NBER Working Papers 27001, National Bureau of Economic Research, Inc.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," Working Papers 2020_08, Business School - Economics, University of Glasgow.
- Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020. "Energy Markets and Global Economic Conditions," CEPR Discussion Papers 14580, C.E.P.R. Discussion Papers.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," CESifo Working Paper Series 8282, CESifo.
- Tamba, Marie & Krause, Jette & Weitzel, Matthias & Ioan, Raileanu & Duboz, Louison & Grosso, Monica & Vandyck, Toon, 2022. "Economy-wide impacts of road transport electrification in the EU," Technological Forecasting and Social Change, Elsevier, vol. 182(C).
- Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson, 2022. "Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies," Resources Policy, Elsevier, vol. 78(C).
2021
- Dimitris Korobilis, 2021.
"High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
- Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
- Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
- Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
- Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Papers 2019_07, Business School - Economics, University of Glasgow.
- Ramesh Chandra & Roger J. Sandilands, 2021.
"Nicholas Kaldor, increasing returns and Verdoorn’s Law,"
Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 44(2), pages 315-339, April.
- Roger Sandilands & Ramesh Chandra, 2020. "Nicolas Kaldor, increasing returns and Verdoorn's Law," Working Papers 2002, University of Strathclyde Business School, Department of Economics.
- Kirsanova, Tatiana & Nolan, Charles & Shafiei, Maryam, 2021. "Deep recessions," Economic Modelling, Elsevier, vol. 96(C), pages 310-323.
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2021.
"Unconditionally optimal Ramsey policy,"
Journal of Macroeconomics, Elsevier, vol. 69(C).
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2017. "Unconditionally Optimal Ramsey policy," CEGAP Working Papers 2017_01, Durham University Business School.
- Nikolaos Antonakakis & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2021.
"Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum,"
International Economics, CEPII research center, issue 167, pages 29-38.
- Antonakakis, Nikolaos & Christou, Christina & Gil-Alana, Luis A. & Gupta, Rangan, 2021. "Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum," International Economics, Elsevier, vol. 167(C), pages 29-38.
- Luqman, Muhammad & Antonakakis, Nikolaos, 2021. "Guns better than butter in Pakistan? The dilemma of military expenditure, human development, and economic growth," Technological Forecasting and Social Change, Elsevier, vol. 173(C).
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021. "A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(2), pages 279-307, April.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021. "The impact of Euro through time: Exchange rate dynamics under different regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1375-1408, January.
2020
- Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler, 2020.
"Exchange rate predictability and dynamic Bayesian learning,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 410-421, June.
- Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017. "Exchange rate predictability and dynamic Bayesian learning," Essex Finance Centre Working Papers 20781, University of Essex, Essex Business School.
- Schüssler, Rainer & Beckmann, Joscha & Koop, Gary & Korobilis, Dimitris, 2018. "Exchange rate predictability and dynamic Bayesian learning," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181523, Verein für Socialpolitik / German Economic Association.
- Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020.
"Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa,"
South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 435-471, December.
- Alain Kabundi & Nicola Viegi & Tumisang Loate, 2020. "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," Working Papers 818, Economic Research Southern Africa.
- Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020. "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," Working Papers 202033, University of Pretoria, Department of Economics.
- Alfred Duncan & Charles Nolan, 2020. "Reform of the UK Financial Policy Committee," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(1), pages 1-30, February.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2020.
"Default, Bailouts and the Vertical Structure of Financial Intermediaries,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 154-180, October.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2020. "Code and data files for "Default, Bailouts and the Vertical Structure of Financial Intermediaries"," Computer Codes 18-105, Review of Economic Dynamics.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2019. "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Working Papers 2019_04, Durham University Business School.
- Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020.
"A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth,"
International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
- Tony Chernis & Calista Cheung & Gabriella Velasco, 2017. "A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth," Discussion Papers 17-8, Bank of Canada.
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & de Gracia, Fernando Perez, 2020. "Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness," Energy Economics, Elsevier, vol. 91(C).
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2020. "Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions," JRFM, MDPI, vol. 13(4), pages 1-23, April.
- Nikolaos Antonakakis, 2020. "Recent developments in spatial econometrics," Journal of Geographical Systems, Springer, vol. 22(1), pages 3-4, January.
2019
- Gary Koop & Dimitris Korobilis, 2019.
"Forecasting with High‐Dimensional Panel VARs,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
- Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
- Gary Koop & Dimitris Korobilis, 2018. "Forecasting with High-Dimensional Panel VARs," Working Paper series 18-20, Rimini Centre for Economic Analysis.
- Koop, Gary & Korobilis, Dimitris, 2015. "Forecasting with High-Dimensional Panel VARs," MPRA Paper 84275, University Library of Munich, Germany, revised 31 Jan 2018.
- Gary Koop & Dimitris Korobilis, 2015. "Forecasting With High Dimensional Panel VARs," Working Papers 2015_25, Business School - Economics, University of Glasgow.
- Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019.
"Bayesian compressed vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103R, Brandeis University, Department of Economics and International Business School, revised Apr 2016.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2017. "Bayesian Compressed Vector Autoregressions," Working Paper series 17-32, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 2016_09, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Business School.
- Korobilis, Dimitris & Pettenuzzo, Davide, 2019.
"Adaptive hierarchical priors for high-dimensional vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 212(1), pages 241-271.
- Dimitris Korobilis & Davide Pettenuzzo, 2017. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers 115, Brandeis University, Department of Economics and International Business School.
- Dimitris Korobilis & Davide Pettenuzzo, 2018. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions," Working Paper series 18-21, Rimini Centre for Economic Analysis.
- Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019.
"Decomposing global yield curve co-movement,"
Journal of Banking & Finance, Elsevier, vol. 106(C), pages 500-513.
- Byrne, JP & Cao, S & Korobilis, D, 2016. "Decomposing Global Yield Curve Co-Movement," Essex Finance Centre Working Papers 18194, University of Essex, Essex Business School.
- Duncan, Alfred J. M. & Nolan, Charles, 2019.
"Disputes, debt and equity,"
Theoretical Economics, Econometric Society, vol. 14(3), July.
- Alfred Duncan & Charles Nola, 2017. "Disputes , Debt And Equity," Working Papers 2017_08, Business School - Economics, University of Glasgow.
- Duncan, Alfred & Nolan, Charles, 2014. "Disputes, Debt and Equity," SIRE Discussion Papers 2015-29, Scottish Institute for Research in Economics (SIRE).
- Alfred Duncan & Charles Nolan, 2014. "Disputes, Debt and Equity," Working Papers 2014_20, Business School - Economics, University of Glasgow.
- Alfred Duncan & Charles Nolan, 2017. "Disputes, Debt and Equity," Studies in Economics 1716, School of Economics, University of Kent.
- Alexandros Kontonikas & Charles Nolan & Zivile Zekaite & Michael Lamla, 2019. "Treasuries variance decomposition and the impact of monetary policy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(4), pages 1506-1519, October.
- Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019. "International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression," International Review of Financial Analysis, Elsevier, vol. 65(C).
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David, 2019. "Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 37-51.
- Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019. "Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
- Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli Segnon, 2019.
"Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 22(1), pages 117-131, January.
- Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli K. Segnon, 2016. "Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013," Working Papers 201607, University of Pretoria, Department of Economics.
2018
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2018.
"On The Sources Of Uncertainty In Exchange Rate Predictability,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(1), pages 329-357, February.
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," Working Papers 2014_16, Business School - Economics, University of Glasgow.
- Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," SIRE Discussion Papers 2015-24, Scottish Institute for Research in Economics (SIRE).
- Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper 58956, University Library of Munich, Germany.
- Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2018.
"Markups and Concentration in South African Manufacturing Sectors: An Analysis with Administrative Data,"
South African Journal of Economics, Economic Society of South Africa, vol. 86(S1), pages 120-140, January.
- Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2016. "Markups and concentration in South African manufacturing sectors: An analysis with administrative data," WIDER Working Paper Series wp-2016-40, World Institute for Development Economic Research (UNU-WIDER).
- Roger J. Sandilands, 2018. "Albert Hirschman, Lauchlin Currie, la teoría de los "eslabonamientos" y el "gran impulso" de Paul Rosenstein-Rodan," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 20(39), pages 53-68, July-Dece.
- Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018.
"Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 95-114, December.
- Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017. "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201708, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan & Plakandaras, Vasilios, 2018.
"Dynamic connectedness of uncertainty across developed economies: A time-varying approach,"
Economics Letters, Elsevier, vol. 166(C), pages 63-75.
- Nikolaos Antonakakis & David Gabauer & Rangan Gupta & Vasilios Plakandaras, 2018. "Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach," Working Papers 201802, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Collins, Alan, 2018.
"A suicidal Kuznets curve?,"
Economics Letters, Elsevier, vol. 166(C), pages 90-93.
- Antonakakis, Nikolaos & Collins, Alan, 2016. "A Suicidal Kuznets Curve?," MPRA Paper 71108, University Library of Munich, Germany.
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & Perez de Gracia, Fernando, 2018.
"Oil volatility, oil and gas firms and portfolio diversification,"
Energy Economics, Elsevier, vol. 70(C), pages 499-515.
- Nikolaos Antonakakis & Juncal Cunado & George Filis & David Gabauer & Fernando Perez de Gracia, 2018. "Oil volatility, oil and gas firms and portfolio diversification," BAFES Working Papers BAFES18, Department of Accounting, Finance & Economic, Bournemouth University.
- Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018.
"The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis,"
Finance Research Letters, Elsevier, vol. 24(C), pages 1-9.
- Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016. "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers 201619, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & Christos Floros & David Gabauer, 2018. "The dynamic connectedness of UK regional property returns," Urban Studies, Urban Studies Journal Limited, vol. 55(14), pages 3110-3134, November.
- Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2018.
"Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(4), pages 795-806, October.
- Nikolaos Antonakakis & Rangan Gupta & Aviral Kumar Twari, 2015. "Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013," Working Papers 2015100, University of Pretoria, Department of Economics.
2017
- Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2017. "Forecasting the term structure of government bond yields in unstable environments," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 209-225.
- Korobilis, Dimitris, 2017. "Quantile regression forecasts of inflation under model uncertainty," International Journal of Forecasting, Elsevier, vol. 33(1), pages 11-20.
- Haakon Kavli & Nicola Viegi, 2017.
"Are Determinants of Portfolio Flows Always the Same? - South African Results from a Time Varying Parameter Var Model,"
South African Journal of Economics, Economic Society of South Africa, vol. 85(1), pages 3-27, March.
- Kavli, Haakon & Viegi, Nicola, 2015. "Are determinants of portfolio flows always the same? - South African results from a time varying parameter VAR model," MPRA Paper 66897, University Library of Munich, Germany.
- Lecca, Patrizio & McGregor, Peter G. & Swales, Kim J. & Tamba, Marie, 2017. "The Importance of Learning for Achieving the UK's Targets for Offshore Wind," Ecological Economics, Elsevier, vol. 135(C), pages 259-268.
- Tony Chernis & Rodrigo Sekkel, 2017.
"A dynamic factor model for nowcasting Canadian GDP growth,"
Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
- Tony Chernis & Rodrigo Sekkel, 2017. "A Dynamic Factor Model for Nowcasting Canadian GDP Growth," Staff Working Papers 17-2, Bank of Canada.
- Hassani, Hossein & Silva, Emmanuel Sirimal & Antonakakis, Nikolaos & Filis, George & Gupta, Rangan, 2017. "Forecasting accuracy evaluation of tourist arrivals," Annals of Tourism Research, Elsevier, vol. 63(C), pages 112-127.
- Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K., 2017. "The time-varying correlation between output and prices in the United States over the period 1800–2014," Economic Systems, Elsevier, vol. 41(1), pages 98-108.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2017. "Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 1-26.
- Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos, 2017.
"Geopolitical risks and the oil-stock nexus over 1899–2016,"
Finance Research Letters, Elsevier, vol. 23(C), pages 165-173.
- Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017. "Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016," Working Papers 201702, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan, 2017.
"Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 129-139.
- Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016. "Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area," Working Papers 201616, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gracia, Fernando Perez de, 2017. "Oil dependence, quality of political institutions and economic growth: A panel VAR approach," Resources Policy, Elsevier, vol. 53(C), pages 147-163.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2017. "Energy consumption, CO2 emissions, and economic growth: An ethical dilemma," Renewable and Sustainable Energy Reviews, Elsevier, vol. 68(P1), pages 808-824.
- Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K., 2017. "Has the correlation of inflation and stock prices changed in the United States over the last two centuries?," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1-8.
- Nikolaos Antonakakis & Rangan Gupta, 2017.
"Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 133(2), pages 543-560, September.
- Nikolaos Antonakakis & Rangan Gupta, 2015. "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Working Papers 201573, University of Pretoria, Department of Economics.
2016
- Korobilis, Dimitris, 2016.
"Prior selection for panel vector autoregressions,"
Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 110-120.
- Korobilis, Dimitris, 2015. "Prior selection for panel vector autoregressions," MPRA Paper 64143, University Library of Munich, Germany.
- Korobilis, Dimitris, 2015. "Prior selection for panel vector autoregressions," SIRE Discussion Papers 2015-73, Scottish Institute for Research in Economics (SIRE).
- Dimitris Korobilis., 2015. "Prior selection for panel vector autoregressions," Working Papers 2015_10, Business School - Economics, University of Glasgow.
- Koop, Gary & Korobilis, Dimitris, 2016.
"Model uncertainty in Panel Vector Autoregressive models,"
European Economic Review, Elsevier, vol. 81(C), pages 115-131.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 2014_10, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
- Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016.
"Exchange rate predictability in a changing world,"
Journal of International Money and Finance, Elsevier, vol. 62(C), pages 1-24.
- Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "Exchange Rate Predictability in a Changing World," SIRE Discussion Papers 2014-021, Scottish Institute for Research in Economics (SIRE).
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Paper series 06_14, Rimini Centre for Economic Analysis.
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Papers 2014_03, Business School - Economics, University of Glasgow.
- Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "Exchange Rate Predictability in a Changing World," MPRA Paper 53684, University Library of Munich, Germany.
- Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Papers 1403.0627, arXiv.org.
- Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016. "The Nexus Between Foreign Direct Investment and Foreign Aid: An Analysis of Sub-Saharan African Countries," The African Finance Journal, Africagrowth Institute, vol. 18(2), pages 45-68.
- Harold Ngalawa & Fulbert Tchana Tchana & Nicola Viegi, 2016.
"Banking instability and deposit insurance: The role of moral hazard,"
Journal of Applied Economics, Universidad del CEMA, vol. 19, pages 323-350, November.
- Harold Ngalawa & Fulbert Tchana Tchana & Nicola Viegi, 2016. "Banking Instability and Deposit Insurance: The Role of Moral Hazard," Journal of Applied Economics, Taylor & Francis Journals, vol. 19(2), pages 323-350, November.
- Ngalawa, Harold & Tchana Tchana, Fulbert & Viegi, Nicola, 2011. "Banking Instability and Deposit Insurance: The Role of Moral Hazard," MPRA Paper 31329, University Library of Munich, Germany.
- Chance Ngamanya Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2016.
"Evolution Of Monetary Policy Transmission Mechanism In Malawi: A Tvp-Var Approach,"
Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 41(1), pages 33-55, March.
- Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013. "Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach," Working Papers 201327, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2016. "Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?," Manchester School, University of Manchester, vol. 84(4), pages 437-481, July.
- Antonakakis, Nikolaos & Dragouni, Mina & Eeckels, Bruno & Filis, George, 2016. "Tourism and economic growth: Does democracy matter?," Annals of Tourism Research, Elsevier, vol. 61(C), pages 258-264.
- Antonakakis, N. & Badinger, H., 2016. "Economic growth, volatility, and cross-country spillovers: New evidence for the G7 countries," Economic Modelling, Elsevier, vol. 52(PB), pages 352-365.
- Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016.
"Is inflation persistence different in reality?,"
Economics Letters, Elsevier, vol. 148(C), pages 55-58.
- Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016. "Is Inflation Persistence Different in Reality?," Working Papers 201663, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Floros, Christos, 2016. "Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 111-122.
- Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas, 2016. "Dynamic spillover effects in futures markets: UK and US evidence," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 406-418.
- Antonakakis, Nikolaos & Gogas, Periklis & Papadimitriou, Theophilos & Sarantitis, Georgios Antonios, 2016.
"International business cycle synchronization since the 1870s: Evidence from a novel network approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 447(C), pages 286-296.
- Antonakakis, Nikolaos & Gogas, Periklis & Papadimitriou, Theophilos & Sarantitis, Georgios, 2015. "International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach," DUTH Research Papers in Economics 2-2015, Democritus University of Thrace, Department of Economics.
- Antonakakis, Nikolaos & Gogas, Periklis & Papadimitriou, Theophilos & Sarantitis, Georgios, 2015. "International Business Cycle Synchronization since the 1870s: Evidence from a Novel Network Approach," MPRA Paper 67223, University Library of Munich, Germany.
- Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016.
"Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note,"
Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(3), pages 377-386, September.
- Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2015. "Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note," Working Papers 201579, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016.
"Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test,"
Applied Economics, Taylor & Francis Journals, vol. 48(48), pages 4655-4665, October.
- Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015. "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test," Working Papers 201576, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Christophe André & Rangan Gupta, 2016.
"Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy,"
Southern Economic Journal, John Wiley & Sons, vol. 83(2), pages 609-624, October.
- Nikolaos Antonakakis & Christophe Andre & Rangan Gupta, 2015. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy," Working Papers 201521, University of Pretoria, Department of Economics.
2015
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015.
"The Contribution of Structural Break Models to Forecasting Macroeconomic Series,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
- Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K., 2011. "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers 2011-25, Scottish Institute for Research in Economics (SIRE).
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models," CIRANO Working Papers 2011s-13, CIRANO.
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers 1113, University of Strathclyde Business School, Department of Economics.
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche 1104, CIRPEE.
- BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015. "The Contribution of Structural Break Models to Forecating Macroeconomic Series," LIDAM Reprints CORE 2651, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K., 2011. "A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models," LIDAM Discussion Papers CORE 2011003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper series 38_11, Rimini Centre for Economic Analysis.
- Sandilands, Roger, 2015. "Jeremy Adelman, Worldly Philosopher: The Odyssey of Albert O. Hirschman (Princeton and Oxford: Princeton University Press, 2013), pp. xv + 740, $39.95, hardcover. ISBN 978-0-69115-567-8," Journal of the History of Economic Thought, Cambridge University Press, vol. 37(4), pages 674-680, December.
- Roger J. Sandilands, 2015. "The 1949 World Bank Mission to Colombia and the Competing Visions of Lauchlin Currie (1902-93) and Albert Hirschman (1915-2012)," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, vol. 2015(1), pages 21-38.
- Roger Sandilands, 2015. "La misión del Banco Mundial a Colombia de 1949, y las visiones opuestas de Lauchlin Currie y Albert Hirschman," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 17(32), pages 213-232, January-J.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2015.
"Ordering Policy Rules with an Unconditional Welfare Measure,"
International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 103-149, January.
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2011. "Ordering Policy Rules with an Unconditional Welfare Measure," SIRE Discussion Papers 2011-16, Scottish Institute for Research in Economics (SIRE).
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2011. "Ordering policy rules with an unconditional welfare measure," SIRE Discussion Papers 2011-32, Scottish Institute for Research in Economics (SIRE).
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2011. "Ordering policy rules with an unconditional welfare measure," Working Papers 2011_15, Business School - Economics, University of Glasgow.
- Nolan Charles & Trew Alex, 2015.
"Transaction Costs and Institutions: Investments in Exchange,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 15(2), pages 391-432, July.
- Charles Nolan & Alex Trew, 2015. "Transaction Costs and Institutions: Investments in Exchange," Working Papers 2015_07, Business School - Economics, University of Glasgow.
- Nolan, Charles & Trew, Alex, 2015. "Transaction Costs and Institutions: Investments in Exchanger," SIRE Discussion Papers 2015-70, Scottish Institute for Research in Economics (SIRE).
- Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2015. "Tourism and growth: The times they are a-changing," Annals of Tourism Research, Elsevier, vol. 50(C), pages 165-169.
- Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2015. "How strong is the linkage between tourism and economic growth in Europe?," Economic Modelling, Elsevier, vol. 44(C), pages 142-155.
- Antonakakis, Nikolaos & Kizys, Renatas, 2015. "Dynamic spillovers between commodity and currency markets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 303-319.
- Antonakakis, Nikolaos & Breitenlechner, Max & Scharler, Johann, 2015. "Business cycle and financial cycle spillovers in the G7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 154-162.
- Antonakakis, Nikolaos & Collins, Alan, 2015. "The impact of fiscal austerity on suicide mortality: Evidence across the ‘Eurozone periphery’," Social Science & Medicine, Elsevier, vol. 145(C), pages 63-78.
- Nikolaos Antonakakis & Gabriele Tondl, 2015. "Robust determinants of OECD FDI in developing countries: Insights from Bayesian model averaging," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1095851-109, December.
2014
- Koop, Gary & Korobilis, Dimitris, 2014.
"A new index of financial conditions,"
European Economic Review, Elsevier, vol. 71(C), pages 101-116.
- Gary Koop & Dimitris Korobilis, 2013. "A new index of financial conditions," Working Papers 1307, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
- Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, "undated". "A new index of financial conditions," Working Papers 2013_06, Business School - Economics, University of Glasgow.
- Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014.
"Hierarchical Shrinkage in Time‐Varying Parameter Models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 80-94, January.
- Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Paper series 35_11, Rimini Centre for Economic Analysis.
- BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Papers 1137, University of Strathclyde Business School, Department of Economics.
- Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
- Belmonte, Miguel A & Koop, Gary & Korobilis, Dimitris, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," SIRE Discussion Papers 2012-68, Scottish Institute for Research in Economics (SIRE).
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Dynamic spillovers of oil price shocks and economic policy uncertainty," Energy Economics, Elsevier, vol. 44(C), pages 433-447.
- Antonakakis, Nikolaos & Collins, Alan, 2014. "The impact of fiscal austerity on suicide: On the empirics of a modern Greek tragedy," Social Science & Medicine, Elsevier, vol. 112(C), pages 39-50.
- N. Antonakakis & G. Tondl, 2014. "Does integration and economic policy coordination promote business cycle synchronization in the EU?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(3), pages 541-575, August.
- N. Antonakakis & H. Badinger, 2014. "International business cycle spillovers since the 1870s," Applied Economics, Taylor & Francis Journals, vol. 46(30), pages 3682-3694, October.
2013
- Dimitris Korobilis, 2013.
"Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super-,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 157-179, April.
- Dimitris Korompilis, 2009. "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Papers 0914, University of Strathclyde Business School, Department of Economics.
- Dimitris Korobilis, 2009. "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Paper series 35_09, Rimini Centre for Economic Analysis.
- Korobilis, Dimitris, 2009. "Assessing the transmission of monetary policy using dynamic factor models," MPRA Paper 27593, University Library of Munich, Germany, revised Nov 2010.
- Korobilis, Dimitris, 2013.
"Bayesian forecasting with highly correlated predictors,"
Economics Letters, Elsevier, vol. 118(1), pages 148-150.
- Dimitris Korobilis, 2012. "Bayesian Forecasting with Highly Correlated Predictors," Working Paper series 67_12, Rimini Centre for Economic Analysis.
- Dimitris Korobilis, 2012. "Bayesian forecasting with highly correlated predictors," Working Papers 2012_12, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris, 2012. "Bayesian forecasting with highly correlated predictors," SIRE Discussion Papers 2012-80, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2013.
"Large time-varying parameter VARs,"
Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
- Koop, Gary & Korobilis, Dimitris, 2012. "Large Time-Varying Parameter VARs," SIRE Discussion Papers 2012-14, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2012. "Large time-varying parameter VARs," MPRA Paper 38591, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2012. "Large Time-Varying Parameter VARs," Working Paper series 11_12, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2012. "Large time-varying parameter VARs," Working Papers 2012_04, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris, 2013.
"Hierarchical shrinkage priors for dynamic regressions with many predictors,"
International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
- KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, Rimini Centre for Economic Analysis.
- Korobilis, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper 30380, University Library of Munich, Germany.
- Dimitris Korobilis, 2013.
"Var Forecasting Using Bayesian Variable Selection,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, March.
- KOROBILIS, Dimitris, 2011. "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE 2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dimitris Korobilis, 2010. "VAR Forecasting Using Bayesian Variable Selection," Working Paper series 51_10, Rimini Centre for Economic Analysis, revised Apr 2011.
- Korobilis, Dimitris, 2009. "VAR forecasting using Bayesian variable selection," MPRA Paper 21124, University Library of Munich, Germany.
- Philippe Aghion & Johannes Fedderke & Peter Howitt & Nicola Viegi, 2013. "Testing creative destruction in an opening economy," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(3), pages 419-450, July.
- Ngalawa, Harold & Viegi, Nicola, 2013.
"Interaction of formal and informal financial markets in quasi-emerging market economies,"
Economic Modelling, Elsevier, vol. 31(C), pages 614-624.
- Harold Ngalawa & Nicola Viegi, 2013. "Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies," Working Papers 201306, University of Pretoria, Department of Economics.
- Harold P. E. Ngawala & Nicola Viegi, 2013. "Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies," Working Papers 326, Economic Research Southern Africa.
- Agbor, Julius A & Fedderke, Johannes W & Viegi, Nicola, 2013. "How colonial education practices helped shape the pattern of decolonization in West Africa," International Journal of Development and Conflict, Gokhale Institute of Politics and Economics, vol. 3(2), pages 1-23.
- Lauchlin Currie & Roger Sandilands, 2013. "Implicaciones de una teoría del crecimiento endógeno en el concepto macroeconómico de rendimientos crecientes de Allyn Young," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 15(28), pages 95-126, January-J.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2013. "Dynamic co-movements of stock market returns, implied volatility and policy uncertainty," Economics Letters, Elsevier, vol. 120(1), pages 87-92.
- Antonakakis, Nikolaos & Vergos, Konstantinos, 2013.
"Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 258-272.
- Antonakakis, Nikolaos & Vergos, Konstantinos, 2012. "Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis," MPRA Paper 43284, University Library of Munich, Germany.
2012
- Michelle Gilmartin & Dimitris Korobilis, 2012.
"On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(2), pages 179-195, May.
- Dimitris Korobilis & Michelle Gilmartin, 2011. "On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK," Working Paper series 13_11, Rimini Centre for Economic Analysis.
- Korobilis, Dimitris & Gilmartin, Michelle, 2010. "On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK," MPRA Paper 28542, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2012.
"Forecasting Inflation Using Dynamic Model Averaging,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
- Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series 34_09, Rimini Centre for Economic Analysis.
- Koop, Gary & Korobilis, Dimitris, 2011. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2011-40, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2010. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2010-113, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2011. "Forecasting Inflation Using Dynamic Model Averaging," Working Papers 1119, University of Strathclyde Business School, Department of Economics.
- Demertzis Maria & Marcellino Massimiliano & Viegi Nicola, 2012. "A Credibility Proxy: Tracking US Monetary Developments," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-36, June.
- Damjanovic, Vladislav & Nolan, Charles, 2012. "S,s pricing in a dynamic equilibrium model with heterogeneous sectors," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 550-567.
- Nikolaos Antonakakis & Johann Scharler, 2012. "Has Globalization Improved International Risk Sharing?," International Finance, Wiley Blackwell, vol. 15(2), pages 251-266, June.
- Antonakakis, Nikolaos, 2012.
"Business cycle synchronization during US recessions since the beginning of the 1870s,"
Economics Letters, Elsevier, vol. 117(2), pages 467-472.
- Antonakakis, Nikolaos, 2012. "Business cycle synchronization during US recessions since the beginning of the 1870's," MPRA Paper 38341, University Library of Munich, Germany.
- Nikolaos Antonakakis, 2012. "Business Cycle Synchronization During US Recessions Since the Beginning of the 1870's," Department of Economics Working Papers wuwp140, Vienna University of Economics and Business, Department of Economics.
- Antonakakis, Nikolaos, 2012. "Business Cycle Synchronization During US Recessions Since the Beginning of the 1870's," Department of Economics Working Paper Series 140, WU Vienna University of Economics and Business.
- Antonakakis, Nikolaos, 2012.
"The great synchronization of international trade collapse,"
Economics Letters, Elsevier, vol. 117(3), pages 608-614.
- Antonakakis, Nikolaos, 2012. "The Great Synchronization of International Trade Collapse," Department of Economics Working Paper Series 142, WU Vienna University of Economics and Business.
- Nikolaos Antonakakis, 2012. "The Great Synchronization of International Trade Collapse," Department of Economics Working Papers wuwp142, Vienna University of Economics and Business, Department of Economics.
- Antonakakis, Nikolaos, 2012. "The great synchronization of international trade collapse," MPRA Paper 39859, University Library of Munich, Germany.
- Antonakakis, Nikolaos, 2012.
"Exchange return co-movements and volatility spillovers before and after the introduction of euro,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1091-1109.
- Antonakakis, Nikolaos, 2012. "Exchange return co-movements and volatility spillovers before and after the introduction of Euro," MPRA Paper 37869, University Library of Munich, Germany.
- Nikolaos Antonakakis, 2012. "Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro," FIW Working Paper series 080, FIW.
- Nikolaos Antonakakis & Johann Scharler, 2012.
"Volatility Information And Stock Market Crashes,"
Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(1), pages 49-57.
- Nikolaos Antonakakis & Johann Scharler, 2009. "Volatility, Information and Stock Market Crashes," Economics working papers 2009-18, Department of Economics, Johannes Kepler University Linz, Austria.
- Nikolaos Antonakakis & Johann Scharler, 2012. "The synchronization of GDP growth in the G7 during US recessions," Applied Economics Letters, Taylor & Francis Journals, vol. 19(1), pages 7-11, January.
- Nikolaos Antonakakis & Harald Badinger, 2012.
"International Spillovers of Output Growth and Output Growth Volatility: Evidence from the G7,"
International Economic Journal, Taylor & Francis Journals, vol. 26(4), pages 635-653, August.
- Nikolaos Antonakakis & Harald Badinger, 2010. "International Spillovers of Output Growth and Output Growth Volatility: Evidence from the G7," FIW Working Paper series 058, FIW.
2011
- Koop, Gary & Korobilis, Dimitris, 2011.
"UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?,"
Economic Modelling, Elsevier, vol. 28(5), pages 2307-2318, September.
- Gary Koop & Dimitris Korobilis, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 1118, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2011-39, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korompilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 0917, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2009-40, Scottish Institute for Research in Economics (SIRE).
- Harold Ngalawa & Nicola Viegi, 2011.
"Dynamic Effects Of Monetary Policy Shocks In Malawi,"
South African Journal of Economics, Economic Society of South Africa, vol. 79(3), pages 224-250, September.
- Harold P. E. Ngawala & Nicola Viegi, 2011. "Dynamic Effects of Monetary Policy Shocks in Malawi," Working Papers 217, Economic Research Southern Africa.
- Harold Ngalawa & Nicola Viegi, 2011. "Dynamic Effects of Monetary Policy Shocks in Malawi," Working Papers 201112, University of Pretoria, Department of Economics.
- Damjanovic, Tatiana & Nolan, Charles, 2011.
"Second-order approximation to the Rotemberg model around a distorted steady state,"
Economics Letters, Elsevier, vol. 110(2), pages 132-135, February.
- Damjanovic, Tatiana & Nolan, Charles, 2010. "Second-Order Approximation to the Rotemberg Model around a Distorted Steady State," SIRE Discussion Papers 2010-31, Scottish Institute for Research in Economics (SIRE).
2010
- Koop, Gary & Korobilis, Dimitris, 2010.
"Bayesian Multivariate Time Series Methods for Empirical Macroeconomics,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
- Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series 47_09, Rimini Centre for Economic Analysis.
- David Laidler & Roger Sandilands, 2010.
"Harvard, the Chicago Tradition, and the Quantity Theory: A Reply to James Ahiakpor,"
History of Political Economy, Duke University Press, vol. 42(3), pages 573-592, Fall.
- David Laidler & Roger Sandilands, 2010. "Harvard, the Chicago Tradition and the Quantity Theory: A Reply to James Ahiakpor," University of Western Ontario, Departmental Research Report Series 20104, University of Western Ontario, Department of Economics.
- Ramesh Chandra & Roger Sandilands, 2010. "Reply to Roy H. Grieve on Increasing Returns," Review of Political Economy, Taylor & Francis Journals, vol. 22(1), pages 141-150.
- Tatiana Damjanovic & Charles Nolan, 2010.
"Seigniorage-Maximizing Inflation under Sticky Prices,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 503-519, March.
- Tatiana Damjanovic & Charles Nolan, 2010. "Seigniorage‐Maximizing Inflation under Sticky Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 503-519, March.
- Tatiana Damjanovic & Charles Nolan, 2010. "Relative Price Distortions and Inflation Persistence," Economic Journal, Royal Economic Society, vol. 120(547), pages 1080-1099, September.
2009
- Demertzis Maria & Viegi Nicola, 2009.
"Inflation Targeting: A Framework for Communication,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-32, December.
- Maria Demertzis & Nicola Viegi, 2007. "Inflation Targeting: a Framework for Communication," Working Papers 071, Economic Research Southern Africa.
- Roger J. Sandilands, 2009.
"Solovian and New Growth Theory from the Perspective of Allyn Young on Macroeconomic Increasing Returns,"
History of Political Economy, Duke University Press, vol. 41(5), pages 285-303, Supplemen.
- Sandilands, Roger, 2009. "Solovian and New Growth Theory from the Perspective of Allyn Young on Macroeconomic Increasing Returns," SIRE Discussion Papers 2009-20, Scottish Institute for Research in Economics (SIRE).
- Roger Sandilands, 2009. "Solovian and New Growth Theory from the Perspective of Allyn Young on Macroeconomic Increasing Returns," Working Papers 0907, University of Strathclyde Business School, Department of Economics.
- Nolan, Charles & Thoenissen, Christoph, 2009.
"Financial shocks and the US business cycle,"
Journal of Monetary Economics, Elsevier, vol. 56(4), pages 596-604, May.
- Nolan, Charles & Thoenissen, Christoph, 2008. "Financial shocks and the US business cycle," SIRE Discussion Papers 2008-58, Scottish Institute for Research in Economics (SIRE).
2008
- Maria Demertzis & Nicola Viegi, 2008.
"Inflation Targets as Focal Points,"
International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 55-87, March.
- Maria Demertzis & Nicola Viegi, 2005. "Inflation Targets as Focal Points," Money Macro and Finance (MMF) Research Group Conference 2005 52, Money Macro and Finance Research Group.
- Maria Demertzis & Nicola Viegi, 2005. "Inflation Targets as Focal Points," Working Papers 002, Economic Research Southern Africa.
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2008. "Unconditionally optimal monetary policy," Journal of Monetary Economics, Elsevier, vol. 55(3), pages 491-500, April.
- Nolan, Charles & Thoenissen, Christoph, 2008. "Labour markets and firm-specific capital in New Keynesian general equilibrium models," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 817-843, September.
2007
- Jagjit S. Chadha & Peter Macmillan & Charles Nolan, 2007. "Independence Day For The ‘Old Lady’: A Natural Experiment On The Implications Of Central Bank Independence," Manchester School, University of Manchester, vol. 75(3), pages 311-327, June.
- Sugata Ghosh & Charles Nolan, 2007. "The Impact Of Simple Fiscal Rules In Growth Models With Public Goods And Congestion," Manchester School, University of Manchester, vol. 75(5), pages 634-651, September.
- Chadha, Jagjit S. & Nolan, Charles, 2007.
"Optimal simple rules for the conduct of monetary and fiscal policy,"
Journal of Macroeconomics, Elsevier, vol. 29(4), pages 665-689, December.
- Chadha, J.S. & Charles Nolan, 2002. "Optimal Simple Rules for the Conduct of Monetary and Fiscal Policy," Cambridge Working Papers in Economics 0224, Faculty of Economics, University of Cambridge.
2006
- Ramesh Chandra & Roger Sandilands, 2006. "The role of pecuniary external economies and economies of scale in the theory of increasing returns," Review of Political Economy, Taylor & Francis Journals, vol. 18(2), pages 193-208.
- Tatiana Damjanovic & Charles Nolan, 2006. "Some Welfare Implications Of Optimal Stabilisation Policy In An Economy With Capital And Sticky Prices," Scottish Journal of Political Economy, Scottish Economic Society, vol. 53(1), pages 47-71, February.
- Vladislav Damjanovic & Charles Nolan, 2006. "Aggregation and Optimization with State-Dependent Pricing: A Comment," Econometrica, Econometric Society, vol. 74(2), pages 565-573, March.
- Nicolae, Anamaria & Nolan, Charles, 2006.
"The Impact of Imperfect Credibility in a Transition to Price Stability,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 47-66, February.
- Anamaria Nicolae & Charles Nolan, 2004. "The impact of imperfect credibility in a transition to price stability," Money Macro and Finance (MMF) Research Group Conference 2003 72, Money Macro and Finance Research Group.
- Anamaria Nicolae & Charles Nolan, 2004. "The Impact Of Imperfect Credibility In A Transition To Price Stability," Royal Economic Society Annual Conference 2004 102, Royal Economic Society.
2005
- Sandilands, Roger J., 2005. "Frank G. Steindl, Understanding Economic Recovery in the 1930s: Endogenous Propagation in the Great Depression (Ann Arbor: The University of Michigan Press, 2004), $55.00, pp. xi + 228. ISBN 047211348," Journal of the History of Economic Thought, Cambridge University Press, vol. 27(2), pages 226-228, June.
- Ramesh Chandra & Roger J. Sandilands, 2005. "Does modern endogenous growth theory adequately represent Allyn Young?," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 29(3), pages 463-473, May.
2004
- Demertzis, Maria & Hughes Hallett, Andrew & Viegi, Nicola, 2004.
"An independent central bank faced with elected governments,"
European Journal of Political Economy, Elsevier, vol. 20(4), pages 907-922, November.
- Demertzis, Maria & Hughes Hallett, Andrew, 1999. "An Independent Central Bank Faced With Elected Governments," CEPR Discussion Papers 2219, C.E.P.R. Discussion Papers.
- Chadha, Jagjit S. & Nolan, Charles, 2004. "Interest rate bounds and fiscal policy," Economics Letters, Elsevier, vol. 84(1), pages 9-15, July.
- Jagjit Chadha & Charles Nolan, 2004.
"Output, Inflation and the New Keynesian Phillips Curve,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 18(3), pages 271-287.
- Chadha, J.S. & Charles Nolan, 2002. "Output, Inflation and the New Keynesian Phillips Curve," Cambridge Working Papers in Economics 0204, Faculty of Economics, University of Cambridge.
2003
- Andrew Hughes Hallett & Nicola Viegi, 2003. "Imperfect transparency and the strategic use of information: an ever present temptation for central bankers?," Manchester School, University of Manchester, vol. 71(5), pages 498-520, September.
- Hughes Hallett, Andrew & Viegi, Nicola, 2003. "Labour Market Reform and the Effectiveness of Monetary Policy in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 18, pages 726-749.
- Jagjit S. Chadha & V. Anton Muscatelli & Charles Nolan, 2003. "‘Policy Rules–the Next Steps’–Scottish Journal of Political Economy Special Issue," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(5), pages 1-1, November.
2002
- Andrew Hallett & Nicola Viegi, 2002. "Inflation Targeting as a Coordination Device," Open Economies Review, Springer, vol. 13(4), pages 341-362, October.
- Roger J. Sandilands, 2002. "How to motivate faster growth in Colombia: the leading sector strategy revisited," Estudios Gerenciales, Universidad Icesi, September.
- David Laidler & Roger Sandilands, 2002.
"An Early Harvard Memorandum on Anti-Depression Policies: An Introductory Note,"
History of Political Economy, Duke University Press, vol. 34(3), pages 515-532, Fall.
- David Laidler & Roger Sandilands, 2000. "An Early Harvard Memorandum on anti-Depression Policies. Introductory Note," University of Western Ontario, Departmental Research Report Series 20004, University of Western Ontario, Department of Economics.
- Charles Nolan, 2002.
"Monetary Stabilisation Policy in a Monetary Union: Some Simple Analytics,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 49(2), pages 196-215, May.
- Andrew Brigden & Charles Nolan, 1999. "Monetary stabilisation policy in a monetary union: some simple analytics," Bank of England working papers 102, Bank of England.
- Jagjit S. Chadha & Charles Nolan, 2002.
"A Long View of the UK Business Cycle,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 182(1), pages 72-89, October.
- Chadha, Jagjit S. & Nolan, Charles, 2002. "A Long View of the UK Business Cycle," National Institute Economic Review, National Institute of Economic and Social Research, vol. 182, pages 72-89, October.
- Jagjit S. Chadha & Charles Nolan, 2002.
"Inflation and Price Level Targeting in a New Keynesian Model,"
Manchester School, University of Manchester, vol. 70(4), pages 570-595, June.
- Chadha, J.S. & Charles Nolan, 2002. "Inflation and Price Level Targeting in a New Keynesian Model," Cambridge Working Papers in Economics 0203, Faculty of Economics, University of Cambridge.
2001
- Chadha, Jagjit S. & Nolan, Charles, 2001.
"Inflation Targeting, Transparency and Interest Rate Volatility: Ditching Monetary Mystique in the U.K,"
Journal of Macroeconomics, Elsevier, vol. 23(3), pages 349-366, July.
- Nolan, C. & Chadha, J.S., 1999. "Inflation Targeting, Transparency and Interest Rate Volatility: Ditching 'Monetary Mystique' in the UK," Cambridge Working Papers in Economics 9921, Faculty of Economics, University of Cambridge.
- Jagjit S. Chadha & Norbert Janssen & Charles Nolan, 2001.
"Productivity and Preferences in a Small Open Economy,"
Manchester School, University of Manchester, vol. 69(s1), pages 57-80.
- Chadha, J. S. & Janssen, N. & Nolan, C.Author-X-Name-First: C., 2001. "Productivity and Preferences in a Small Open Economy," Cambridge Working Papers in Economics 0108, Faculty of Economics, University of Cambridge.
2000
- Sandilands, Roger J., 2000. "Perspectives on Allyn Young in Theories of Endogenous Growth," Journal of the History of Economic Thought, Cambridge University Press, vol. 22(3), pages 309-328, September.
- Roger J. Sandilands, 2000. "Guilt by Association? Lauchlin Currie's Alleged Involvement with Washington Economists in Soviet Espionage," History of Political Economy, Duke University Press, vol. 32(3), pages 473-515, Fall.
1999
- Maria Demertzis & Andrew Hughes Hallett & Nicola Viegi, 1999. "Can the ECB be Truly Independent? Should It Be?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 26(3), pages 217-240, September.
- Roger J. Sandilands, 1999.
"New evidence on Allyn Young’s style and influence as a teacher,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 26(6), pages 453-480, December.
- Roger Sandilands, 2009. "New Evidence on Allyn Youngs Style and Influence as a Teacher," Working Papers 0905, University of Strathclyde Business School, Department of Economics.
1997
- Lauchlin Currie & Roger Sandilands, 1997. "Implications of an Endogenous Theory of Growth in Allyn Young's Macroeconomic Concept of Increasing Returns," History of Political Economy, Duke University Press, vol. 29(3), pages 413-443, Fall.
- Canzoneri, Matthew B & Nolan, Charles & Yates, Anthony, 1997.
"Mechanisms for Achieving Monetary Stability: Inflation Targeting versus the ERM,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 46-60, February.
- Canzoneri, Matthew B & Nolan, Charles & Yates, Tony, 1996. "Mechanisms for Achieving Monetary Stability: Inflation Targeting Versus the ERM," CEPR Discussion Papers 1418, C.E.P.R. Discussion Papers.
1990
- Roger J. Sandilands, 1990. "Nicholas Kaldor’s Notes on Allyn Young’s LSE Lectures 1927‐29," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 17(3/4), pages 1-1, March.
1986
- Roger J. Sandilands, 1986. "Natural Law and the Political Economy of Henry George," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 13(5), pages 4-15, May.
1985
- P. J. Lloyd & R. J. Sandilands, 1985. "Terms of Trade Indices in the Presence of Re‐Export Trade," The Economic Record, The Economic Society of Australia, vol. 61(3), pages 667-673, September.
1982
- Roger Sandilands, 1982. "Monopoly in money and inflation: The case for a constitution to discipline government," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 172-173, September.
1975
- Dudley, Leonard & Sandilands, Roger J, 1975. "The Side Effects of Foreign Aid: The Case of Public Law 480 Wheat in Colombia," Economic Development and Cultural Change, University of Chicago Press, vol. 23(2), pages 325-336, January.
Books
2003
- Altug,Sumru & Chadha,Jagjit S. & Nolan,Charles (ed.), 2003. "Dynamic Macroeconomic Analysis," Cambridge Books, Cambridge University Press, number 9780521826686.
- Altug,Sumru & Chadha,Jagjit S. & Nolan,Charles (ed.), 2003. "Dynamic Macroeconomic Analysis," Cambridge Books, Cambridge University Press, number 9780521534031.
Chapters
2023
- Roger J. Sandilands, 2023. "Albert Hirschman, Lauchlin Currie, “Linkages” Theory, and Paul Rosenstein Rodan's “Big Push”1," Research in the History of Economic Thought and Methodology, in: Research in the History of Economic Thought and Methodology: Including a Selection of Papers Presented at the First History of Economics Diversity Cau, volume 41, pages 149-175, Emerald Group Publishing Limited.
2022
- Luca Gambetti & Christoph Görtz & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2022.
"The Effect of News Shocks and Monetary Policy,"
Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 139-164,
Emerald Group Publishing Limited.
- Luca Gambetti & Christoph Görtz & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2019. "The effect of news shocks and monetary policy," CESifo Working Paper Series 7578, CESifo.
- Gambetti, L & Korobilis, D & Tsoukalas, J & Zanetti, F, 2017. "The Effect of News Shocks and Monetary Policy," Essex Finance Centre Working Papers 20428, University of Essex, Essex Business School.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017. "The Effect of News Shocks and Monetary Policy," Working Papers 2017_11, Business School - Economics, University of Glasgow.
- Gambetti, Luca & Korobilis, Dimitris & Tsoukalas, John D. & Zanetti, Francesco, 2017. "The effect of news shocks and monetary policy," LSE Research Online Documents on Economics 86145, London School of Economics and Political Science, LSE Library.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2018. "The Effect of News Shocks and Monetary Policy," Working Paper series 18-19, Rimini Centre for Economic Analysis.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017. "The Effect of News Shocks and Monetary Policy," Discussion Papers 1730, Centre for Macroeconomics (CFM).
- Francesco Zanetti & Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas, 2017. "The Effect of News Shocks and Monetary Policy," Economics Series Working Papers 838, University of Oxford, Department of Economics.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017. "The Effect of News Shocks and Monetary Policy," BCAM Working Papers 1705, Birkbeck Centre for Applied Macroeconomics.
- Luca Gambetti & Christoph Gortz & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti, 2019. "The Effect of News Shocks and Monetary Policy," Discussion Papers 19-03, Department of Economics, University of Birmingham.
2013
- Luc Bauwens & Dimitris Korobilis, 2013.
"Bayesian methods,"
Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 16, pages 363-380,
Edward Elgar Publishing.
- BAUWENS, Luc & KOROBILIS, Dimitris, 2011. "Bayesian methods," LIDAM Discussion Papers CORE 2011061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2010
- Filippo Cesarano & Charles Freedman & Charles Goodhart & Robert Leeson & William Robson & Nick Rowe & Roger Sandilands & Robert Young, 2010. "Interview with David Laidler," Palgrave Macmillan Books, in: Robert Leeson (ed.), David Laidler’s Contributions to Economics, chapter 1, pages 1-40, Palgrave Macmillan.
- Roger J. Sandilands, 2010.
"Hawtreyan ‘Credit Deadlock’ or Keynesian ‘Liquidity Trap’? Lessons for Japan from the Great Depression,"
Palgrave Macmillan Books, in: Robert Leeson (ed.), David Laidler’s Contributions to Economics, chapter 15, pages 335-371,
Palgrave Macmillan.
- Sandilands, Roger, 2009. "Hawtreyan Credit Deadlock or Keynesian Liquidity Trap? Lessons for Japan from the Great Depression," SIRE Discussion Papers 2009-14, Scottish Institute for Research in Economics (SIRE).
- Roger Sandilands, 2009. "Hawtreyan Credit Deadlock or Keynesian Liquidity Trap? Lessons for Japan from the Great Depression," Working Papers 0904, University of Strathclyde Business School, Department of Economics.
- Warren J. Samuels & Roger Sandilands, 2010. "Monetary Institutions and Monetary Theory: Reflections on the History of Monetary Economics," Palgrave Macmillan Books, in: Robert Leeson (ed.), David Laidler’s Contributions to Economics, chapter 9, pages 157-211, Palgrave Macmillan.
2008
- Dimitris Korobilis, 2008.
"Forecasting in vector autoregressions with many predictors,"
Advances in Econometrics, in: Bayesian Econometrics, pages 403-431,
Emerald Group Publishing Limited.
- Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.
Software components
2020
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2020.
"Code and data files for "Default, Bailouts and the Vertical Structure of Financial Intermediaries","
Computer Codes
18-105, Review of Economic Dynamics.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2020. "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 154-180, October.