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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
This JEL code is mentioned in the follow RePEc Biblio entries:
  1. > Econometrics > Time Series Models > VAR Models > Sign Restrictions

This topic is covered by the following reading lists:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 2014 Dynamic Relationship between Oil Price and Inflation in South Africa
    by Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta
  • 2014 Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013
    by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
  • 2014 Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test
    by Hossein Hassani & Rangan Gupta & Xu Huang & Mansi Ghodsi
  • 2014 Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach
    by Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta & Nangamso C. Manjezi
  • 2014 A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach
    by Ahdi N. Ajmi & Vassilios Babalos & Rangan Gupta & Roulof Hefer
  • 2014 Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test
    by Furkan Emirmahmutoglu & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta
  • 2014 Volatility Spillover between Energy and Financial Markets
    by Saban Nazlioglu & Ugur Soytas & Rangan Gupta
  • 2014 Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach
    by Rangan Gupta & Patrick T. kanda
  • 2014 Income Distribution in Urban China: An Overlooked Data Inconsistency Issue
    by Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E Kwan
  • 2014 Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models
    by Francisco Blasques & Siem Jan Koopman & Andre Lucas & and Julia Schaumburg
  • 2014 Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
    by Francisco Blasques & Siem Jan Koopman & and Max Mallee
  • 2014 Optimal Formulations for Nonlinear Autoregressive Processes
    by Francisco Blasques & Siem Jan Koopman & André Lucas
  • 2014 Crime, Employment and Social Welfare: an Individual-level Study on Disadvantaged Males
    by Geert Mesters & Victor van der Geest & and Catrien Bijleveld
  • 2014 Empirical Bayes Methods for Dynamic Factor Models
    by Siem Jan Koopman & Geert Mesters
  • 2014 On an Estimation Method for an Alternative Fractionally Cointegrated Model
    by Federico Carlini & Katarzyna Lasak
  • 2014 Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
    by Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk
  • 2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
    by Manabu Asai & Michael McAleer
  • 2014 The Dynamic Skellam Model with Applications
    by Siem Jan Koopman & Rutger Lit & André Lucas
  • 2014 Intraday Price Discovery in Fragmented Markets
    by Sait Ozturk & Michel van der Wel
  • 2014 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
    by Michael McAleer
  • 2014 Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components
    by Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter
  • 2014 Cross-Market Spillovers with 'Volatility Surprise'
    by Aboura, Sofiane & Chevallier, Julien
  • 2014 Cross-market volatility index with Factor-DCC
    by Aboura, Sofiane & Chevallier, Julien
  • 2014 Volatility returns with vengeance: Financial markets vs. commodities
    by Aboura, Sofiane & Chevallier, Julien
  • 2014 Cross-market index with Factor-DCC
    by Chevallier, Julien & Aboura, Sofiane
  • 2014 The cross-market index for volatility surprise
    by Aboura, Sofiane & Chevallier, Julien
  • 2014 Volatility equicorrelation: A cross-market perspective
    by Chevallier, Julien & Aboura, Sofiane
  • 2014 The copula based on multivariate t-distribution with vector of degrees of freedom
    by Balaev, Alexey
  • 2014 Modelling the Dynamics of Sovereign Risk Premium [Modelarea dinamicii primei de risc suveran]
    by Fudulache Adina Elena
  • 2014 Perspectives of the Macroeconomic Reproduction Theory
    by V. Mayevsky & S. Malkov.
  • 2014 Exchange Rate Pass-through in Russia
    by Y. Ponomarev & P. Trunin & A. Ulyukayev.
  • 2014 On the causal link between money and output growth: Evidence from Turkey
    by Özge KANDEMİR KOCAASLAN
  • 2014 Desarrollo financiero, crecimiento y volatilidad: una breve revisión de la literatura reciente
    by Rodolfo Cermeño & María José Roa
  • 2014 Desdolarización financiera en Bolivia
    by Marco Antonio del Río Rivera & Casto Martín Montero Kuscevic
  • 2014 Testing for near I(2) trends when the signal to noise ratio is small
    by Juselius, Katarina
  • 2014 The housing wealth effect on consumption reconsidered
    by Lindner, Fabian
  • 2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
    by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter
  • 2014 Efficient iterative maximum likelihood estimation of high-parameterized time series models
    by Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander
  • 2014 Structural analysis with independent innovations
    by Herwartz, Helmut
  • 2014 How interdependent are Eastern European economies and the Euro area?
    by Prettner, Catherine & Prettner, Klaus
  • 2014 Identification of prior information via moment-matching
    by Sacht, Stephen
  • 2014 Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts
    by Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron
  • 2014 Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
    by Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron
  • 2014 Fundamental and speculative shocks, what drives electricity prices?
    by Katarzyna Maciejowska
  • 2014 Measuring the Impact of Exchange Rate Movements on Domestic Prices: A Cointegrated VAR Analysis
    by Nidhaleddine Ben Cheikh & Waël Louhichi
  • 2014 Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility
    by Florian Huber
  • 2014 Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty
    by Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis
  • 2014 Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes
    by Rajmund Mirdala
  • 2014 Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets
    by Roberto Casarin & Monica Billio & Anthony Osuntuyi
  • 2014 Temporal Aggregation of Random Walk Processes and Implications for Asset Prices
    by Yamin Ahmad & Ivan Paya
  • 2014 The Stock Market, the Real Economy and Contagion
    by Dirk G Baur & Isaac Miyakawa
  • 2014 Modeling Intraday Stochastic Volatility and Conditional Duration Contemporaneously with Regime Shifts
    by Trojan, Sebastian
  • 2014 Multivariate Stochastic Volatility with Dynamic Cross Leverage
    by Trojan, Sebastian
  • 2014 A variance spillover analysis without covariances: what do we miss?
    by Fengler, Matthias R. & Gisler, Katja I. M.
  • 2014 Testing for Granger causality in large mixed-frequency VARs
    by Götz T.B. & Hecq A.W.
  • 2014 Is regularization necessary? A Wald-type test under non-regular conditions
    by Duplinskiy A.
  • 2014 A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing
    by Smeekes S. & Urbain J.R.Y.J.
  • 2014 On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests
    by Eric Ghysels & J. Isaac Miller
  • 2014 Prestige social des professions et substituabilité des filières universitaires
    by Magali Jaoul-Grammare
  • 2014 A Time-Varying Approach of the US Welfare Cost of Inflation
    by Stephen M. Miller & Luis F. Martins & Rangan Gupta
  • 2014 Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors
    by Goodness C. Aye & Rangan Gupta & Stephen M. Miller & Mehmet Balcilar
  • 2014 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
    by Michael McAleer
  • 2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
    by Manabu Asai & Michael McAleer
  • 2014 Estimating NAIRU for the Turkish Economy Using Extended Kalman Filter Approach
    by Vuslat Us
  • 2014 Estimating the expected duration of the zero lower bound in DSGE models with forward guidance
    by Mariano Kulish & James Morley & Tim Robinson
  • 2014 The Risk Return Relationship: Evidence from Index Return and Realised Variance Series
    by Minxian Yang
  • 2014 Finding Yeti: More robust estimates of output gap in Slovakia
    by Ludovit Odor & Judita Jurasekova Kucserova
  • 2014 Assessing the link between Price and Financial Stability
    by Christophe Blot & Jérôme Creel & Fabien Labondance & Francesco Saraceno & Paul Hubert
  • 2014 Quasi-Bayesian Model Selection
    by Atsushi Inoue & Mototsugu Shintania
  • 2014 Bayesian Analysis of Bubbles in Asset Prices
    by Andras Fulop & Jun Yu
  • 2014 On the relevance of weaker instruments
    by Bertille Antoine & Eric Renault
  • 2014 Credit Procyclicality and Financial Regulation in South Africa
    by James Bernstein, Leroi Raputsoane and Eric Schaling
  • 2014 Financial Stress Indicator Variables and Monetary Policy in South Africa
    by Leroi Raputsoane
  • 2014 Disaggregated Credit Extension and Financial Distress in South Africa
    by Leroi Raputsoane
  • 2014 The reliability of South African real-time output gap estimates
    by Jessica Kramer and Greg Farrell
  • 2014 Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union
    by Mulatu F. Zerihun, Marthinus C. Breitenbach and Francis Kemegue
  • 2014 The dynamics of European financial market integration
    by G. EVERAERT & L. POZZI
  • 2014 Shocks to Bank Lending, Risk-Taking, Securitization, and their Role for U.S. Business Cycle Fluctuations
    by G. PEERSMAN & W. WAGNER
  • 2014 Forecasting the U.S. Real House Price Index
    by Plakandaras, Vasilios & Gupta, Rangan & Papadimitriou, Theophilos & Gogas, Periklis
  • 2014 What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis
    by Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis
  • 2014 Fat-tails in VAR Models
    by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter
  • 2014 DSGE Priors for BVAR Models
    by Thomai Filippeli & Konstantinos Theodoridis
  • 2014 A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
    by Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu
  • 2014 A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
    by Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu
  • 2014 A fractionally cointegrated VAR analysis of economic voting and political support
    by Maggie E.C. Jones & Morten Ørregaard Nielsen & Michal Ksawery Popiel
  • 2014 FCVARmodel.m: A Matlab software package for estimation and testing in the fractionally cointegrated VAR model
    by Morten Ørregaard Nielsen & Lealand Morin
  • 2014 Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test
    by Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta
  • 2014 Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach
    by Ahdi N. Ajmi & Vassilios Babalos & Fotini Economou & Rangan Gupta
  • 2014 The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test
    by Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta
  • 2014 A Time-Varying Approach of the US Welfare Cost of Inflation
    by Stephen M. Miller & Luis F. Martins & Rangan Gupta
  • 2014 Forecasting the U.S. Real House Price Index
    by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou
  • 2014 Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation
    by Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. kanda
  • 2014 Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach
    by Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden
  • 2014 Multi-jumps
    by Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto
  • 2014 Electricity Consumption, Inflation, and Economic Growth in Nigeria: A Dynamic Causality Test
    by Njindan Iyke, Bernard
  • 2014 Non-linear effects of the U.S. Monetary Policy in the Long Run
    by Olmos, Lorena & Sanso Frago, Marcos
  • 2014 Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds
    by Chang, Chia-Lin & Ke, Yu-Pei
  • 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2014 Dynamic State-Space Models
    by Karapanagiotidis, Paul
  • 2014 A dynamic analysis of causality between prices of corn, crude oil and ethanol
    by Papież, Monika
  • 2014 The electricity-growth nexus in South Africa: Evidence from asymmetric co-integration and co-feature analysis
    by Phiri, Andrew & Nyoni, Botha
  • 2014 Consumption, labor income uncertainty, and economic news coverage
    by Garz, Marcel
  • 2014 Overseas Filipino Workers Remittances, Inequality and Quality of Life in the Philippines
    by Deluna, Roperto Jr & Pedida, Sunshine
  • 2014 The Effects of Oil Prices On Inflation and Growth: Time Series Analysis In Turkish Economy For 1988:01-2013:04 Period
    by KARGI, Bilal
  • 2014 Do Radioactive Spills from the Fukushima Disaster Have any Influence on Seafood Market in Japan?
    by Wakamatsu, Hiroki & Miyata, Tsutomu
  • 2014 How ICT Investment Influences Energy Demand in South Korea and Japan?
    by Khayyat, Nabaz T. & Lee, Jongsu & Lee, Jeong-Dong
  • 2014 Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'
    by Fantazzini, Dean
  • 2014 Modeling Covariance Breakdowns in Multivariate GARCH
    by Jin, Xin & Maheu, John M
  • 2014 The seasonal KPSS Test: some extensions and further results
    by El Montasser, Ghassen
  • 2014 On uniqueness of moving average representations of heavy-tailed stationary processes
    by Gouriéroux, Christian & Zakoian, Jean-Michel
  • 2014 Estimating multivariate GARCH and stochastic correlation models equation by equation
    by Francq, Christian & Zakoian, Jean-Michel
  • 2014 Estimates of the Price Elasticities of Natural Gas Supply and Demand in the United States
    by Arora, Vipin
  • 2014 Dynamic Spillover Effects in Futures Markets
    by Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos
  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Korobilis, Dimitris
  • 2014 Real-Time Nowcasting Nominal GDP Under Structural Break
    by Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo
  • 2014 Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis
    by Phiri, Andrew
  • 2014 Expectation-Driven Cycles: Time-varying Effects
    by D'Agostino, Antonello & Mendicino, Caterina
  • 2014 Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two
    by Mosconi, Rocco & Paruolo, Paolo
  • 2014 A Method for Experimental Events that Break Cointegration: Counterfactual Simulation
    by Bell, Peter N
  • 2014 Asymmetric co-integration and causality effects between financial development and economic growth in South Africa
    by Phiri, Andrew
  • 2014 Export-Led Growth in Tunisia: A wavelet filtering based analysis
    by Hamrita, Mohamed Essaied
  • 2014 Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2014 Oil usage, gas consumption and economic growth: Evidence from Poland
    by Lach, Łukasz
  • 2014 A Vector Error Correction Model for the Relationship between Public Debt and Inflation in Germany
    by Andreas Nastansky & Alexander Mehnert & Hans Gerhard Strohe
  • 2014 Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling
    by Abdul Qayyum & Muhammad Arshad Khan
  • 2014 Estimating fiscal multipliers: evidence from a nonlinear world
    by Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari
  • 2014 Factor High-Frequency Based Volatility (HEAVY) Models
    by Kevin Sheppard
  • 2014 News and Labor Market Dynamics in the Data and in Matching Models
    by Francesco Zanetti & Konstantinos Theodoridis
  • 2014 Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors
    by Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber
  • 2014 Dynamic Analysis of the German Day-Ahead Electricity Spot Market
    by Marius Paschen
  • 2014 Impact of Bank Credit on Economic Growth in Nepal
    by Neelam Timsina
  • 2014 Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
    by Frank Schorfheide & Dongho Song & Amir Yaron
  • 2014 Education, Health and Wages
    by James J. Heckman & John Eric Humphries & Greg Veramendi & Sergio S. Urzua
  • 2014 Nowcasting Belgium
    by David de Antonio Liedo
  • 2014 Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models
    by Chaohua Dong & Jiti Gao & Dag Tjostheim
  • 2014 Fast computation of reconciled forecasts for hierarchical and grouped time series
    by Rob J Hyndman & Alan Lee & Earo Wang
  • 2014 Are autographs integrating the global art market? The case of hedonic prices for French autographs (1960-2005)
    by Ileana Miranda Mendoza & François Gardes & Xavier Greffe & Pierre-Charles Pradier
  • 2014 Noisy News in Business Cycles
    by Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala
  • 2014 Noise Bubbles
    by Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala
  • 2014 Inference in VARs with Conditional Heteroskedasticity of Unknown Form
    by Brüggemann, Ralf & Jentsch, Carsten & Trenkler, Carsten
  • 2014 Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes
    by Jentsch, Carsten & Paparoditis, Efstathios & Politis, Dimitris N.
  • 2014 Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera
  • 2014 Asymmetric volatility spillovers between UK regional worker flows and vacancies
    by Deborah Gefang & Geraint Johnes
  • 2014 Targeting estimation of CCC-Garch models with infinite fourth moments
    by Rasmus Søndergaard Pedersen
  • 2014 Identification of Financial Factors in Economic Fluctuations
    by Samad Sarferaz & Francesco Furlanetto & Francesco Furlanetto
  • 2014 Malthus and the Industrial Revolution: Evidence from a Time-Varying VAR
    by Samad Sarferaz & Alexander Rathke
  • 2014 Service Expenditure and Intertemporal Elasticity of Substitution in Japan
    by Masafumi Kozuka
  • 2014 Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey
    by Sumru Altug & Cem Cakmakli
  • 2014 Inference in VARs with Conditional Heteroskedasticity of Unknown Form
    by Ralf Brüggemann & Carsten Jentsch & Carsten Trenkler
  • 2014 Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach
    by Yves S. Schüler
  • 2014 The aggregate effects of long run sectoral reallocation
    by Claire Reicher
  • 2014 The International Dimension of Confidence Shocks
    by Stéphane Dées & Jochen Güntner
  • 2014 Dealing with an error correction model when trade balances are trend-stationary
    by Manuel Cantavella-Jordá
  • 2014 Dependence Measures in Bivariate Gamma Frailty Models
    by van den Berg, Gerard J. & Effraimidis, Georgios
  • 2014 How ICT Investment and Energy Use Influence the Productivity of Korean Industries
    by Khayyat, Nabaz T. & Lee, Jongsu & Heshmati, Almas
  • 2014 Education, Health and Wages
    by Heckman, James J. & Humphries, John Eric & Veramendi, Gregory & Urzua, Sergio
  • 2014 Review of the Stochastic Properties of CO2 Futures Prices
    by Julien Chevallier
  • 2014 DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa
    by Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini
  • 2014 Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk
    by Mehmet Balcılar & Rıza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen
  • 2014 Revisiting the Environmental Kuznets Curve in a Global Economy
    by Muhammad Shahbaz & Ilhan Ozturk & Talat Afza & Amjad Ali
  • 2014 Shift-volatility transmission in East Asian Equity Markets
    by Marcel Aloy & Gilles de Truchis & Gilles Dufrenot & Benjamin Keddad
  • 2014 The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test
    by Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta
  • 2014 Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach
    by Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta
  • 2014 A Time-Varying Approach of the US Welfare Cost of Inflation
    by Stephen M. Miller & Luis Filipe Martins & Rangan Gupta
  • 2014 Forecasting the U.S. Real House Price Index
    by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou
  • 2014 Forecasting South African Ination Using Non-linear Models: A Weighted Loss-based Evaluation
    by Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. Kanda
  • 2014 Cross-Market Spillovers with Volatility Surprise
    by Sofiane Aboura & Julien Chevallier
  • 2014 Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach
    by Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden
  • 2014 Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test
    by Furkan Emirmahmutoglu & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta
  • 2014 Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors
    by Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar
  • 2014 Evolution of Monetary Policy in the US: The Role of Asset Prices
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta
  • 2014 Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia
    by Khaled GUESMI & Ilyes ABID & Olfa KAABIA
  • 2014 Greece’s Stock Market Integration with Southeast Europe
    by Khaled Guesmi & Zied Ftiti & Ilyes Abid
  • 2014 Regional Stock Market Integration in Singapore: A Multivariate Analysis
    by Frédéric TEULON & Khaled GUESMI & Selim MANKAI
  • 2014 Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
    by Stelios D. Bekiros & Alessia Paccagnini
  • 2014 Further evidence on the determinants of regional stock market integration in Latin America
    by Khaled Guesmi & Duc Khuong Nguyen & Frédéric Teulon
  • 2014 Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices
    by Derek Bunn & Julien Chevallier & Yannick Le Pen & Benoît Sévi
  • 2014 Equity Risk Premium and Regional Integration
    by Mohamed Arouri & Frédéric Teulon & Christophe Rault
  • 2014 The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration
    by Khaled Guesmi & Frederic Teulon & Ahmed Taneem Muzaffar
  • 2014 Market Structure and the Cost of
    by Mohamed El Hedi Arouri & Christophe Rault & Anamaria Sova & Robert Sova & Frédéric Teulon
  • 2014 A fear index to predict oil futures returns
    by Julien Chevallier & Benoit Sevi
  • 2014 Cointegration of Baltic Stock Markets in the Financial Tsunami: Empirical Evidence
    by Omar Masood & Mondher Bellalah & Sahil Chaudhary & Walid Mansour & Frederic Teulon
  • 2014 Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk
    by Khaled Guesmi & Jean-Yves Moisseron & Frédéric Teulon
  • 2014 Understanding return and volatility spillovers among major agricultural commodities
    by Amine Lahiani & Duc Khuong Nguyen & Thierry Vo
  • 2014 L’intégration financière des marchés d’actions émergents : une analyse au niveau régional
    by Khaled Guesmi & Duc Khuong Nguyen
  • 2014 L’intégration intra-régionale des marchés boursiers de l’Europe du sudest : une analyse multivariée
    by Khaled Guesmi & Duc Khuong Nguyen
  • 2014 The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach
    by Khaled Guesmi & Frédéric Teulon
  • 2014 Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model
    by Stelios Bekiros & Alessia Paccagnini
  • 2014 A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies
    by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent
  • 2014 Equity Market Integration and Currency Risk: Empirical Evidence for Indonesia
    by Khaled Guesmi & Frédéric Teulon
  • 2014 Semiparametric Generalized Long Memory Modelling of GCC Stock Market Returns: A Wavelet Approach
    by Heni Boubaker & Nadia Sghaier
  • 2014 Are emerging markets exposed to contagion from U.S.: Evidence from stock and sovereign bond markets
    by Irfan Akbar Kazi & Hakimzadi Wagan
  • 2014 How Strongly are Business Cycles and Financial Cycles Linked in the G7 Countries?
    by Nikolaos Antonakakis & Max Breitenlechner & Johann Scharler
  • 2014 Commodity Price Booms and Breaks: Detection, Magnitude and Implications for Developing Countries
    by Rodrigo Mariscal & Andrew Powell
  • 2014 Quantifying Informational Linkages in a Global Model of Currency Spot Markets
    by Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin
  • 2014 Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions
    by Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny
  • 2014 On GDP-employment decoupling in Germany
    by Klinger, Sabine & Weber, Enzo
  • 2014 Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market
    by Helmut Lütkepohl & Aleksei Netsunajev & &
  • 2014 Nonparametric Test for a Constant Beta over a Fixed Time Interval
    by Markus Reiß & Viktor Todorov & George Tauchen &
  • 2014 Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models
    by Nikolaus Hautsch & Ostap Okhrin & Alexander Ristig &
  • 2014 Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity
    by Helmut Lütkepohl & Anton Velinov & &
  • 2014 Confidence Bands for Impulse Responses: Bonferroni versus Wald
    by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker &
  • 2014 Functional stable limit theorems for efficient spectral covolatility estimators
    by Randolf Altmeyer & Markus Bibinger & &
  • 2014 Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey
    by Helmut Lütkepohl & & &
  • 2014 Education, Health and Wages
    by James Heckman & John Eric Humphries & Gregory Veramendi & Sergio Urzua
  • 2014 Adaptations of Conventional Spatial Econometric Models to Count Data
    by Brännäs, Kurt
  • 2014 The Euro Crisis and Swedish GDP Growth — A Study of Spillovers
    by Österholm, Pär & Stockhammar, Pär
  • 2014 Are Bad Times Good News for the Securities and Exchange Commission?
    by Lohse, Tim & Thomann, Christian
  • 2014 How ICT Investment and Energy Use Influence the Productivity of Korean Industries?
    by Khayyat, Nabaz T. & Lee, Jongsu & Heshmati, Almas
  • 2014 The credibility of Hong Kong’s currency board system: Looking through the prism of MS-VAR models with time-varying transition probabilities
    by Blagov, Boris & Funke , Michael
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    by Abdulnasser Hatemi-J & Eduardo Roca
  • 2014 Is the Slovak Economy Doing Well? A Twin Deficit Growth Approach
    by Elias Soukiazis & Eva Muchova & Pedro A. Cerqueira
  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Dimitris Korobilis
  • 2014 Business Cycles in Oil Exporting Countries: A Declining Role for Oil?
    by Salman Huseynov & Vugar Ahmadov
  • 2014 Exchange Rate Pass-through in Russia
    by Yuri Ponomarev & Pavel Trunin & Alexei Uluykaev
  • 2014 Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures
    by Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas
  • 2014 Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation
    by Lubik, Thomas A. & Matthes, Christian
  • 2014 Financial stress regimes and the macroeconomy
    by Galvão, Ana B. & Owyang, Michael T.
  • 2014 How has empirical monetary policy analysis changed after the financial crisis?
    by Francis, Neville & Jackson, Laura E. & Owyang, Michael T.
  • 2014 Theory and practice of GVAR modeling
    by Chudik, Alexander & Pesaran, M. Hashem
  • 2014 Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera
  • 2014 Assessing the link between price and financial stability
    by Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno
  • 2014 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
    by McAleer, M.J.
  • 2014 Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
    by Varang Wiriyawit & Benjamin Wong
  • 2014 Inflation Expectations and How it Explains the Inflationary Impact of Oil Price Shocks: Evidence from the Michigan Survey
    by Benjamin Wong
  • 2014 Asymmetric Increasing Trends in Dependence in International Equity Markets
    by Tatsuyoshi Okimoto
  • 2014 Modelling Inflation Volatility
    by Eric Eisenstat & Rodney W. Strachan
  • 2014 Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation
    by Thomas A. Lubik & Christian Matthes
  • 2014 Fast Computation of the Deviance Information Criterion for Latent Variable Models
    by Joshua C.C. Chan & Angelia L. Grant
  • 2014 Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks
    by Matteo Luciani
  • 2014 Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies
    by Jean-Pierre Allegret & Valérie Mignon & Audrey Sallenave
  • 2014 Looking at the other side of carry trades: Are there any safe haven currencies?
    by Virginie Coudert & Cyriac Guillaumin & Hélène Raymond
  • 2014 Cyclical changes in firm volatility
    by Emmanuel De Veirman & Andrew Levin
  • 2014 Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis
    by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo
  • 2014 Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis
    by Guglielmo Maria Caporale & Marinko Skare
  • 2014 Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach
    by Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo
  • 2014 Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market
    by Helmut Lütkepohl & Aleksei Netsunajev
  • 2014 Are There Bubbles in Stock Prices? Testing for Fundamental Shocks
    by Anton Velinov & Wenjuan Chen
  • 2014 Elasticities of Supply for the US Natural Gas Market
    by Micaela Ponce & Anne Neumann
  • 2014 Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity
    by Helmut Lütkepohl & Anton Velinov
  • 2014 Confidence Bands for Impulse Responses: Bonferroni versus Wald
    by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker
  • 2014 Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey
    by Helmut Lütkepohl
  • 2014 Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components
    by Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter
  • 2014 Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models
    by Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg
  • 2014 Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
    by Francisco Blasques & Siem Jan Koopman & Max Mallee
  • 2014 Optimal Formulations for Nonlinear Autoregressive Processes
    by Francisco Blasques & Siem Jan Koopman & André Lucas
  • 2014 Crime, Employment and Social Welfare: an Individual-level Study on Disadvantaged Males
    by Geert Mesters & Victor van der Geest & and Catrien Bijleveld
  • 2014 New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels
    by Pawel Janus & Andr� Lucas & and Anne Opschoor
  • 2014 Time Varying Transition Probabilities for Markov Regime Switching Models
    by Marco Bazzi & Francisco Blasques & Siem Jan Koopman & and Andre Lucas
  • 2014 A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area
    by Geert Mesters & Bernd Schwaab & Siem Jan Koopman
  • 2014 Empirical Bayes Methods for Dynamic Factor Models
    by Siem Jan Koopman & Geert Mesters
  • 2014 On an Estimation Method for an Alternative Fractionally Cointegrated Model
    by Federico Carlini & Katarzyna Lasak
  • 2014 Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
    by Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk
  • 2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
    by Manabu Asai & Michael McAleer
  • 2014 The Dynamic Skellam Model with Applications
    by Siem Jan Koopman & Rutger Lit & André Lucas
  • 2014 Intraday Price Discovery in Fragmented Markets
    by Sait Ozturk & Michel van der Wel
  • 2014 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
    by Michael McAleer
  • 2014 Fractional Cointegration Rank Estimation
    by Katarzyna Lasak & Carlos Velasco
  • 2014 Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations
    by Peersman, G. & Wagner, W.B.
  • 2014 The Performance of Socially Responsible Funds : Does the Screening Process Matter ?
    by Capelle-Blancard, Gunther & Monjon, Stéphanie
  • 2014 On the determinants of food price volatility
    by Koliai, Lyes & Avouyi-Dovi, Sanvi & Ano Sujithan, Kuhanathan
  • 2014 On The Long-Term Macroeconomic Effects Of Social Spending In The United States
    by Alfredo Marvão Pereira & Jorge M. Andraz
  • 2014 On The Long-Term Macroeconomic Effects Of Social Security Spending:Evidence For 12 Eu Countries
    by Alfredo Marvão Pereira & Jorge M. Andraz
  • 2014 Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers
    by Szabolcs Blazsek & Álvaro Escribano
  • 2014 Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
    by Russel Davidson & Andrea Monticini
  • 2014 Asymmetric Increasing Trends in Dependence in International Equity Markets
    by Tatsuyoshi Okimoto
  • 2014 Joint Confidence Sets for Structural Impulse Responses
    by Inoue, Atsushi & Kilian, Lutz
  • 2014 Structural FECM: Cointegration in large-scale structural FAVAR models
    by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
  • 2014 No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
    by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano
  • 2014 Speculation in the Oil Market
    by Juvenal, Luciana & Petrella, Ivan
  • 2014 Estimating nonlinear DSGE models with moments based methods
    by Sergey, Ivashchenko
  • 2014 Follow the leader? Public and private wages in the Netherlands
    by Annette Zeilstra & Adam Elbourne
  • 2014 Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?
    by Virginie Coudert & Cyriac Guillaumin & Hélene Raymond
  • 2014 Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies
    by Jean-Pierre Allegret & Valérie Mignon & Audrey Sallenave
  • 2014 A procedure for combining zero and sign restrictions in a VAR-identification scheme
    by Alex Haberis & Andrej Sokol
  • 2014 Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis
    by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo
  • 2014 Effectiveness and Transmission of the ECB's Balance Sheet Policies
    by Jef Boeckx & Maarten Dossche & Gert Peersman
  • 2014 Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach
    by Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo
  • 2014 Theory and Practice of GVAR Modeling
    by Alexander Chudik & M. Hashem Pesaran
  • 2014 Shocks to Bank Lending, Risk-Taking, Securitization, and their Role for U.S. Business Cycle Fluctuations
    by Gert Peersman & Wolf Wagner
  • 2014 Youth Unemployment in Europe: Persistence and Macroeconomic Determinants
    by Guglielmo Maria Caporale & Luis A. Gil-Alana
  • 2014 Malthus and the Industrial Revolution: Evidence from a Time-Varying VAR
    by Alexander Rathke & Samad Sarferaz
  • 2014 Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity
    by Helmut Luetkepohl & Anton Velinov
  • 2014 Confidence Bands for Impulse Responses: Bonferroni versus Wald
    by Helmut Luetkepohl & Anna Staszewska-Bystrova & Peter Winker
  • 2014 Testing Unemployment Theories: A Multivariate Long Memory Approach
    by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha
  • 2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
    by Manabu Asai & Michael McAleer
  • 2014 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
    by Michael McAleer
  • 2014 Finding Yeti: More robust estimates of output gap in Slovakia
    by Ludovit Odor & Judita Jurasekova Kucserova
  • 2014 Fair Weather or Foul? The Macroeconomic Effects of El Niño
    by Paul Cashin & Kamiar Mohaddes & Mehdi Raissi
  • 2014 Theory and Practice of GVAR Modeling
    by Alexander Chudik & Hashem Pesaran
  • 2014 Inflation Dynamics and Business Cycles
    by Suleyman Hilmi Kal & Nuran Arslaner & Ferhat Arslaner
  • 2014 The determinants of vat revenue efficiency: recent evidence from Greece
    by Athanasios O. Tagkalakis
  • 2014 Financing exports of goods: a constraint on Greek economic growth
    by Ioanna C. Bardakas
  • 2014 Assessing the variability of indirect tax elasticity in Greece
    by Athanasios O. Tagkalakis
  • 2014 News and labour market dynamics in the data and in matching models
    by Theodoridis, Konstantinos & Zanetti, Francesco
  • 2014 Identification of financial factors in economic fluctuations
    by Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz
  • 2014 Forecasting recessions in real time
    by Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo
  • 2014 Mixed frequency structural VARs
    by Claudia Foroni & Massimiliano Marcellino
  • 2014 Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition
    by Marek Jarociński & Albert Marcet
  • 2014 A Quadratic Kalman Filter
    by Monfort, A. & Renne, J.-P. & Roussellet, G.
  • 2014 A stylized applied energy-economy model for France
    by Henriet, F. & Maggiar, N. & Schubert, K.
  • 2014 Monetary Policy Transmission during Financial Crises: An Empirical Analysis
    by Tatjana Dahlhaus
  • 2014 Technology, Employment, and the Oil-Countries Business Cycle
    by Rodolfo Mendez-Marcano
  • 2014 Decomposing Beveridge curve dynamics by correlated unobserved components
    by Klinger, Sabine & Weber, Enzo
  • 2014 Capturing the Interaction of Trend, Cycle, Expectations and Risk Premia in the US Term Structure
    by Soloschenko, Max & Weber, Enzo
  • 2014 Matrix Box-Cox Models for Multivariate Realized Volatility
    by Weigand, Roland
  • 2014 Long- versus medium-run identification in fractionally integrated VAR models
    by Tschernig, Rolf & Weber, Enzo & Weigand, Roland
  • 2014 Matrix Box-Cox Models for Multivariate Realized Volatility
    by Roland Weigand
  • 2014 Shift-Volatility Transmission in East Asian Equity Markets
    by Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad
  • 2014 Dollarization and the relationship between embi and fundamentals latin american countries
    by María Lorena Mari del Cristo & Marta Gómez-Puig
  • 2014 A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
    by Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu
  • 2014 A fractionally cointegrated VAR analysis of economic voting and political support
    by Maggie E. C. Jones & Morten Ørregaard Nielsen & Michael Ksawery Popiel
  • 2014 Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models
    by Markku Lanne & Henri Nyberg
  • 2014 On an Estimation Method for an Alternative Fractionally Cointegrated Model
    by Federico Carlini & Katarzyna Lasak
  • 2014 Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
    by Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou
  • 2014 Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition
    by Yukai Yang
  • 2014 Noncausal Bayesian Vector Autoregression
    by Markku Lanne & Jani Luoto
  • 2014 Bagging Weak Predictors
    by Manuel Lukas & Eric Hillebrand
  • 2014 Testing for near I(2) trends when the signal-to-noise ratio is small
    by Juselius, Katarina
  • 2014 Tax Smoothing Hypothesis: A Turkish Case
    by Taner Turan & Mesut Karakas & Halit Yanikkaya
  • 2014 International Portfolio Diversification: United States and South Asian Equity Markets
    by Rizwan Mushtaq & Syed Zulfiqar Ali Shah
  • 2014 Timber Restrictions, Financial Crisis, and Price Transmission in North American Softwood Lumber Markets
    by Changyou Sun & Zhuo Ning
  • 2014 A Quest for Leading Indicators of the Turkish Unemployment Rate
    by Burcu Gurcihan Yunculer & Gonul Sengul & Arzu Yavuz
  • 2014 Do Inflation Expectations Converge Toward Inflation Target or Actual Inflation? Evidence from Expectation Gap Persistence
    by Serkan Cicek & Cuneyt Akar
  • 2014 Volatility Transmission Between Stock and Foreign Exchange Markets: Evidence from Nigeria
    by Emenike Kalu O.
  • 2014 Output Growth and its Volatility: The Gold Standard through the Great Moderation
    by WenShwo Fang & Stephen M. Miller
  • 2014 The Twin Deficits in Selected Central and Eastern European Economies: Bounds Testing Approach with Causality Analysis
    by Tosun, M. Umur & Iyidogan, Pelin Varol & Telatar, Erdinç
  • 2014 A Dynamic Weighted Distancedbased Fuzzy Time Series Neural Network with Bootstrap Model for Option Price Forecasting
    by Chih-Chung Yang & Yungho Leu & Chien-Pang Lee
  • 2014 Unemployment, Gender and Labor Force Participation in Spain: Future Trends in Labor Market
    by Congregado, Emilio & Carmona, Monica & Golpe, Antonio A. & Van Stel, André
  • 2014 International Equity Diversification Between the United States and Brics Countries
    by Zhong, Ming & Chang,Tsangyao & Tzeng, Han-Wen
  • 2014 Convergence in the Core Euro Zone under the Global Financial Crisis
    by Lee, Kang-Soek & Mercurelli, Franceline
  • 2014 Alternative Methods Of Estimating Output Gap For Turkey
    by Saraçoğlu, Bedriye & Yiğit, Özlem & Koçak, Necmettin Alpay
  • 2014 An Empirical Analysis of the Relations among Consumer Expenditures, Consumption Credits and Consumer Confidence in Turkish Economy
    by Arısoy, İbrahim & Aytun, Cengiz
  • 2014 Real estate boom and export performance bust in Croatia
    by Marina Tkalec & Maruska Vizek
  • 2014 Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands
    by Anna Staszewska-Bystrova & Peter Winker
  • 2014 Determinants of CEE-4 Stock Market Integration
    by Eduard Baumöhl
  • 2014 Sustainability of current account deficit with high oil prices: Evidence from Turkey
    by Erkan Özata
  • 2014 Inflation dynamics in the Czech Republic: Estimation of the New Keynesian Phillips curve
    by Daniela Milučká
  • 2014 Additive Decomposition and Boundary Conditions in Wavelet-Based Forecasting Approaches
    by Milan Bašta
  • 2014 Macroeconomic Modelling of a Firm´s Default
    by Michal Řičař
  • 2014 Simulating Bivariate Stationary Processes with Scale-Specific Characteristics
    by Milan Bašta
  • 2014 What is the difference among the currencies of foreign exchange loans?
    by Dr. Gábor Dávid Kiss,Tamás Schuszter
  • 2014 Relación de causalidad entre el índice de precios del productor y el índice de precios del consumidor incorporando cambios estructurales. El caso de México
    by Gómez Aguirre Mario & Lenin Navarro Chávez José César
  • 2014 Transmisión entre mercados bursátiles y crisis financiera: El caso de España/Transmission between Stock Markets and Financial Crisis: The Case of Spain
    by RICO BELDA, PAZ
  • 2014 On the Stability of Nigeria’s Import Demand: Do Endogenous Structural Breaks Matter?
    by Mohammed Isa Shuaibu & Basiru Oyeniran Fatai
  • 2014 Pénzintézeti mérlegadatok monetáris politikai újraértelmezése. A brókerkereskedő szervezetek reálgazdasági és likviditási jelentősége
    by Ács, Attila
  • 2014 External Vulnerabilities And Economic Integration: Is The Union Of South American Nations A Promising Project?
    by ANDREA BONILLA BOLANOS
  • 2014 The power of fiscal multipliers in Croatia
    by Ana Grdovic Gnip
  • 2014 Survey the Dynamic of Inflation in Iran Since 1990
    by Mohammad Mirbagherijam
  • 2014 Factor-based prediction of industry-wide bank stress
    by Grover, Sean P. & McCracken, Michael W.
  • 2014 Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012)
    by Mehmet BALCILAR & Harun BAL & Nese ALGAN & Mehmet DEMIRAL
  • 2014 Turkiye’de Cari Islemler Aciginin Surdurulebilirligi
    by Senay ACIKGOZ & Anil AKCAGLAYAN
  • 2014 The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach
    by Oueslati, Abdelmonem & Hammami, Yacine & Jilani, Faouzi
  • 2014 Untangling the causal relationship between government budget and current account deficits in OECD countries: Evidence from bootstrap panel Granger causality
    by Xie, Zixiong & Chen, Shyh-Wei
  • 2014 If the United States sneezes, does the world need “pain-killers”?
    by Herrerias, M.J. & Ordóñez, J.
  • 2014 Patterns of volatility transmissions within regime switching across GCC and global markets
    by Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo
  • 2014 A time-varying perspective on the CAPM and downside betas
    by Tsai, Hsiu-Jung & Chen, Ming-Chi & Yang, Chih-Yuan
  • 2014 The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia
    by Fang, Chung-Rou & You, Shih-Yi
  • 2014 An investigation of the causal relations between exchange rates and interest rate differentials using wavelets
    by Hacker, R. Scott & Karlsson, Hyunjoo Kim & Månsson, Kristofer
  • 2014 Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison
    by Wang, Kai-Li & Fawson, Christopher & Chen, Mei-Ling & Wu, An-Chi
  • 2014 Asymmetric Information and Volatility Forecasting in Commodity Futures Markets
    by Liu, Qingfu & Wong, Ieokhou & An, Yunbi & Zhang, Jinqing
  • 2014 Housing and the business cycle in South Africa
    by Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan
  • 2014 Non-linear adjustments to intranational PPP
    by Woo, Kai-Yin & Lee, Shu-Kam & Chan, Alan
  • 2014 An estimated New-Keynesian model with unemployment as excess supply of labor
    by Casares, Miguel & Moreno, Antonio & Vázquez, Jesús
  • 2014 Time-varying equilibrium rates in small open economies: Evidence for Canada
    by Berger, Tino & Kempa, Bernd
  • 2014 Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach
    by Yin, Weiwei & Li, Junye
  • 2014 Inflation targeting, credibility, and non-linear Taylor rules
    by Neuenkirch, Matthias & Tillmann, Peter
  • 2014 Fiscal policy and external adjustment: New evidence
    by Bouakez, Hafedh & Chihi, Foued & Normandin, Michel
  • 2014 Do different factors explain male and female self-employment rates?
    by Saridakis, George & Marlow, Susan & Storey, David J.
  • 2014 Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence
    by Calmès, Christian & Théoret, Raymond
  • 2014 The rise and fall of technical trading rule success
    by Taylor, Nick
  • 2014 Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
    by Zhou, Yinggang
  • 2014 Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
    by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia
  • 2014 The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries
    by Chang, Ming-Jen & Su, Che-Yi
  • 2014 How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
    by Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh
  • 2014 Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk
    by Guesmi, Khaled & Moisseron, Jean-Yves & Teulon, Frédéric
  • 2014 Conditional least squares and copulae in claims reserving for a single line of business
    by Pešta, Michal & Okhrin, Ostap
  • 2014 Vertical price transmission in timber and lumber markets
    by Ning, Zhuo & Sun, Changyou
  • 2014 The intertemporal risk-return relation: A bivariate model approach
    by Jiang, Xiaoquan & Lee, Bong-Soo
  • 2014 On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010
    by Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek
  • 2014 A note on cointegration of international stock market indices
    by Dimpfl, Thomas
  • 2014 How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China
    by Wen, Xiaoqian & Guo, Yanfeng & Wei, Yu & Huang, Dengshi
  • 2014 Oil price risk exposure: The case of the U.S. Travel and Leisure Industry
    by Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid
  • 2014 Foreign shocks and international cost of equity destabilization. Evidence from the MENA region
    by Guyot, Alexis & Lagoarde-Segot, Thomas & Neaime, Simon
  • 2014 Pre and post break parameter inference
    by Elliott, Graham & Müller, Ulrich K.
  • 2014 Adaptive dynamic Nelson–Siegel term structure model with applications
    by Chen, Ying & Niu, Linlin
  • 2014 Beta-product dependent Pitman–Yor processes for Bayesian inference
    by Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio
  • 2014 Testing stationarity of functional time series
    by Horváth, Lajos & Kokoszka, Piotr & Rice, Gregory
  • 2014 Multivariate rotated ARCH models
    by Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin
  • 2014 Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference
    by Sun, Yixiao
  • 2014 Sieve inference on possibly misspecified semi-nonparametric time series models
    by Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao
  • 2014 Geometric and long run aspects of Granger causality
    by Al-Sadoon, Majid M.
  • 2014 An asymptotic invariance property of the common trends under linear transformations of the data
    by Johansen, Søren & Juselius, Katarina
  • 2014 Estimation of long-run parameters in unbalanced cointegration
    by Hualde, Javier
  • 2014 Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
    by Vogelsang, Timothy J. & Wagner, Martin
  • 2014 Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
    by Kim, Dukpa
  • 2014 On the Fisher information matrix of a vector ARMA process
    by Bao, Yong & Hua, Ying
  • 2014 Long- versus medium-run identification in fractionally integrated VAR models
    by Tschernig, Rolf & Weber, Enzo & Weigand, Roland
  • 2014 Nowcasting causality in mixed frequency vector autoregressive models
    by Götz, Thomas B. & Hecq, Alain
  • 2014 Monetary policy, global liquidity and commodity price dynamics
    by Belke, Ansgar H. & Bordon, Ingo G. & Hendricks, Torben W.
  • 2014 Energy price transmissions during extreme movements
    by Joëts, Marc
  • 2014 Explaining Italy's economic growth: A balance-of-payments approach with internal and external imbalances and non-neutral relative prices
    by Soukiazis, Elias & Cerqueira, Pedro André & Antunes, Micaela
  • 2014 The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy
    by Boutabba, Mohamed Amine
  • 2014 Cross-market index with Factor-DCC
    by Aboura, Sofiane & Chevallier, Julien
  • 2014 Euro introduction: Has there been a structural change? Study on 10 European Union countries
    by Legrand, Romain
  • 2014 Evidence of public capital spillovers and endogenous growth in Taiwan
    by Wang, Yi-Chia
  • 2014 Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries
    by Qiao, Zhuo & Chu, Patrick Kuok-Kun
  • 2014 Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area
    by Bekiros, Stelios
  • 2014 Persistence and cycles in US hours worked
    by Caporale, Guglielmo Maria & Gil-Alana, Luis A.
  • 2014 Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
    by Baumöhl, Eduard & Lyócsa, Štefan
  • 2014 Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia
    by Abid, Ilyes & Kaabia, Olfa & Guesmi, Khaled
  • 2014 Forecasting exchange rates using panel model and model averaging
    by Garratt, Anthony & Mise, Emi
  • 2014 Testing for fiscal sustainability: New evidence from the G-7 and some European countries
    by Chen, Shyh-Wei
  • 2014 Volatility transmission in agricultural futures markets
    by Beckmann, Joscha & Czudaj, Robert
  • 2014 Asymmetric generalized impulse responses with an application in finance
    by Hatemi-J, Abdulnasser
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    by Lee, Yongwoong & Poon, Ser-Huang
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  • 2013 Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries
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  • 2013 Modelling the sectoral structure of the final output
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  • 2013 Vector Autoregression with Mixed Frequency Data
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  • 2013 Real Output and Prices Adjustments under Different Exchange Rate Regimes
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  • 2013 Lessons Learned from Tax versus Expenditure Based Fiscal Consolidation in the European Transition Economies
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  • 2013 Sectoral gross value-added forecasts at the regional level: Is there any information gain?
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  • 2013 Tourism Economics in Saudi Arabia: PP-VAR Approach
    by Ageli, Mohammed Moosa
  • 2013 Wagner’s Law in Saudi Arabia 1970 - 2012: An Econometric Analysis
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  • 2013 Further Results on Identification of Structural VAR Models
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  • 2013 Monetary exchange rate model as a long-run phenomenon: evidence from Nigeria
    by Adawo, Monday A. & Effiong, Ekpeno L.
  • 2013 Stock Market Linkages in Emerging Asia-Pacific Markets
    by P., Srinivasan & M., Kalaivani
  • 2013 Modelling Volatility Size Effects for Firm Performance: The Impact of Chinese Tourists to Taiwan
    by Chang, Chia-Lin & Hsu, Hui-Kuang
  • 2013 On smoothing macroeconomic time series using HP and modified HP filter
    by Choudhary, Ali & Hanif, Nadim & Iqbal, Javed
  • 2013 A New Index of Financial Conditions
    by Koop, Gary & Korobilis, Dimitris
  • 2013 A New Asymmetric GARCH Model: Testing, Estimation and Application
    by Hatemi-J, Abdulnasser
  • 2013 Integration and Convergence in European Electricity Markets
    by Bollino, Carlo Andrea & Ciferri, Davide & Polinori, Paolo
  • 2013 Dynamic relationship between energy consumption and income in Tunisia: A SVECM approach
    by Boufateh, Talel & Ajmi, Ahdi Noomen & El Montasser, Ghassen & Issaoui, Fakhri
  • 2013 The relationship between international tourism and economic growth: the case of Morocco and Tunisia
    by Bouzahzah, Mohamed & El Menyari, Younesse
  • 2013 Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach
    by Baumöhl, Eduard
  • 2013 The Role of Social Factors in Explaining Crime
    by Hamzah, Siti Nur Zahara & Lau, Evan
  • 2013 Is the Canadian banking system really “stronger” than the U.S. one?
    by Christian Calmès & Raymond Théoret
  • 2013 The change in banks' product mix, diversification and performance: An application of multivariate GARCH to Canadian data
    by Christian Calmès & Raymond Théoret
  • 2013 Integration and convergence in European electricity markets
    by Carlo Andrea Bollino & Davide Ciferri & Paolo Polinori
  • 2013 Futures price volatility in commodities markets: The role of short term vs long term speculation
    by Matteo Manera & Marcella Nicolini & Ilaria Vignati
  • 2013 Advantages of Non-Normality in Testing Cointegration Rank
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  • 2013 Identifying Restrictions for Finite Parameter Continuous Time Models with Discrete Time Data
    by Jason R. Blevins
  • 2013 A Global Macro Model for Emerging Europe
    by Martin Feldkircher
  • 2013 Estimating New Zealand’s Output Gap Using a Small Macro Model
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  • 2013 The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints
    by Oscar Parkyn & Tugrul Vehbi
  • 2013 What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks
    by Özer Karagedikli & Ryan, Michael & Daan Steenkamp & Tugrul Vehbi
  • 2013 A New Keynesian Framework and Wage and Price Dynamics in the US
    by Bjørnar Karlsen Kivedal
  • 2013 Time-varying Parameters of Inflation Model in Nepal: State Space Modeling
    by T.P. Koirala Ph.D.
  • 2013 Remittance and Trade Deficit Nexus in Nepal: A VECM Approach
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  • 2013 Housing and the Great Depression
    by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
  • 2013 Real-Time Forecasting with a Mixed-Frequency VAR
    by Frank Schorfheide & Dongho Song
  • 2013 Assessing DSGE Model Nonlinearities
    by S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide
  • 2013 Maximum likelihood estimation of the equity premium
    by Efstathios Avdis & Jessica A. Wachter
  • 2013 Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
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  • 2013 Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
    by Joshua D. Angrist & Òscar Jordà & Guido Kuersteiner
  • 2013 Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns
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    by Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli
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    by John T. Cuddington & Arturo L. Va'squez Cordano
  • 2013 Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates
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  • 2013 Misspecification, Identification or Measurement? Another Look at the Price Puzzle
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  • 2013 Time Varying NAIRU Estimates in Central Europe
    by Balázs Varga
  • 2013 DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
    by Rangan Gupta &  Patrick Kanda & Mampho Modise & Alessia Paccagnini
  • 2013 Futures price volatility in commodities markets: The role of short term vs long term speculation
    by Matteo Manera & Marcella Nicolini & Ilaria Vignati
  • 2013 Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
    by Stelios Bekiros & Alessia Paccagnini
  • 2013 Output-Employment Relationship across Sectors:A Long- versus Short-Run Perspective
    by Afsin Sahin & Aysit Tansel & M.Hakan Berument
  • 2013 Financial Crises, Financialization of Commodity Markets and Correlation of Agricultural Commodity Index with Precious Metal Index and S&P500
    by M.Fatih Oztek & Nadir Ocal
  • 2013 On the stationarity of per capita carbon dioxide emissions over a century
    by Maria Christisou & Theodore Panagiotidis & Abhijit Sharma
  • 2013 Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
    by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker
  • 2013 Dynamic Effects of Credit Shocks in a Data-Rich Environment
    by Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic
  • 2013 Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period
    by Georges Dionne & Olfa Maalaoui Chun
  • 2013 Fiscal Spillovers in the Euro Area
    by Guglielmo Maria Caporale & Alessandro Girardi
  • 2013 A new methodology for a quarterly measure of the Output Gap
    by Marco Cacciotti & Cecilia Frale & Serena Teobaldo
  • 2013 Forecasting GDP at the regional level with many predictors
    by Lehmann, Robert & Wohlrabe, Klaus
  • 2013 Is the Relationship Between Prices and Exchange Rates Homogeneous?
    by Stephen Hall & George Hondroyiannis & Amangeldi Kenjegaliev & P.A.V.B. Swamy & George S. Tavlas
  • 2013 Risk Modelling and Management: An Overview
    by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral
  • 2013 Ten Things You Should Know About the Dynamic Conditional Correlation Representation
    by Massimiliano Caporin & Michael McAleer
  • 2013 Ten Things You Should Know About DCC
    by Massimiliano Caporin & Michael McAleer
  • 2013 A Fractionally Integrated Wishart Stochastic Volatility Model
    by Manabu Asai & Michael McAleer
  • 2013 Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing
    by Manabu Asai & Michael McAleer
  • 2013 Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
    by H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A.M. Robert Taylor
  • 2013 Understanding Unemployment Hysteresis: A system-based econometric approach to changing equilibria and slow adjustment
    by Niels Framroze Møller
  • 2013 Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data
    by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk
  • 2013 On the stationarity of per capita carbon dioxide emissions over a century
    by Maria Christidou & Theodore Panagiotidis & Abhijit Sharma
  • 2013 Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective
    by Afsin Sahin & Aysit Tansel & M. Hakan Berument
  • 2013 Regionalization vs. Globalization
    by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok
  • 2013 The Effects of Monetary Policy Shocks on a Panel of Stock Market Volatilities: A Factor-Augmented Bayesian VAR Approach
    by Fady Barsoum
  • 2013 A note on the identification of dynamic economic models with generalized shock processes
    by Christopher Reicher
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    by John W. Keating
  • 2013 How do oil producers respond to oil demand shocks?
    by Jochen Güntner
  • 2013 The ARDL Test of Gender Kuznets Curve for G7 Countries
    by Dilara Kýlýnç & Esra Onater & Ý. Hakan Yetkiner
  • 2013 Do Business Visits Cause Productivity Growth?
    by Tani, Massimiliano & Joyeux, Roselyne
  • 2013 Structural Empirical Evaluation of Job Search Monitoring
    by van den Berg, Gerard J. & van der Klaauw, Bas
  • 2013 Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective
    by Sahin, Afsin & Tansel, Aysit & Berument, Hakan
  • 2013 Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach
    by Stefano Puddu
  • 2013 Regional Stock Market Integration in Singapore: A Multivariate Analysis
    by Khaled Guesmi & Frédéric Teulon
  • 2013 Energy price transmissions during extreme movements
    by Marc Joëts
  • 2013 Can Information Demand Help to Predict Stock Market Liquidity ? Google it !
    by Mohamed Arouri & Amal Aouadi & Philippe Foulquier & Frédéric Teulon
  • 2013 Regional integration of stock markets in Southeast Europe
    by Khaled Guesmi & Duc Khuong Nguyen
  • 2013 Futures trading and the excess comovement of commodity prices
    by Yannick Le Pen & Benoît Sévi
  • 2013 Regional Equity Risk Premium Convergence: The case of Japan
    by Khaled Guesmi & Frédéric Teulon
  • 2013 The Housing Wealth Effect on Consumption Reconsidered
    by Fabian Lindner
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    by Mutl, Jan & Sögner, Leopold
  • 2013 Optimal uniform convergence rates for sieve nonparametric instrumental variables regression
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  • 2013 Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve
    by Chang-Jin Kim & Pym Manopimoke & Charles R. Nelson
  • 2013 On the Size of the Government Spending Multiplier in the Euro Area
    by Fève, Patrick & Sahuc, Jean-Guillaume
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    by Fuchs, Johann & Weber, Enzo
  • 2013 Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models
    by Shulin Zhang, & Ostap Okhrin, & Qian M. Zhou & Peter X.-K. Song
  • 2013 Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
    by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker &
  • 2013 Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency
    by Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss
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  • 2013 Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR
    by Dukpa Kim & Yohei Yamamoto
  • 2013 Regime Switches in Japanese Fiscal Policy: Markov-Switching VAR Approach
    by Jun-Hyung Ko & Hiroshi Morita
  • 2013 Monetary Transmission via the Central Bank Balance Sheet
    by Stefan Behrendt
  • 2013 Fuel Conservation Effect of Energy Subsidy Reform in Iran
    by Hossein Mirshojaeian Hosseini & Shinji Kaneko
  • 2013 Can fiscal austerity be expansionary in present Europe? The lessons from Sweden
    by Erixon, Lennart
  • 2013 Debt Dynamics and Monetary Policy: A Note
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  • 2013 Conditional euro area sovereign default risk
    by Lucas, André & Schwaab, Bernd & Zhang, Xin
  • 2013 Economic Regime Shifts and the US Subprime Bubble
    by Anundsen, André Kallåk
  • 2013 How Flexible are the Inflation Targets? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model
    by Andersson, Fredrik N.G. & Li, Yushu
  • 2013 Causality Between Energy and Output in the Long-Run
    by Stern, David & Enflo, Kerstin
  • 2013 Rejection Probabilities for a Battery of Unit-Root Tests
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  • 2013 Testing for Panel Unit Roots under General Cross-Sectional Dependence
    by Holgersson, Thomas & Månsson, Kristofer & Shukur, Ghazi
  • 2013 Assessing the exchange rate exposure of US multinationals
    by Crowley, Patrick & Habibdoust , Amir
  • 2013 A Macroeconometric Assessment of Minsky’s Financial Instability Hypothesis
    by Matthew Greenwood-Nimmo & Artur Tarassow
  • 2013 Contagion Dynamics in EMU Government Bond Spreads
    by Christian Leschinski, Christian & Bertram, Philip
  • 2013 Testing for Cointegration in a Double-LSTR Framework
    by Grote, Claudia & Sibbertsen, Philipp
  • 2013 Forecasting with Mixed Frequency Samples: The Case of Common Trends
    by Peter Fuleky & Carl S. Bonham
  • 2013 Forecasting with Mixed Frequency Samples: The Case of Common Trends
    by Peter Fuleky & Carl S. Bonham
  • 2013 Forecasting with Mixed Frequency Samples: The Case of Common Trends
    by Peter Fuleky & Carl
  • 2013 Statistical Versus Economic Output Gap Measures: Evidence from Mongolia
    by Tara Sinclair & Julia Bersch
  • 2013 How Well Does "Core" Inflation Capture Permanent Price Changes?
    by Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair
  • 2013 Inflation Persistence: Revisited
    by Edward N. Gamber & Jeffrey P. Liebner & Julie K. Smith
  • 2013 The Effects of Internal and External Imbalances on Italy´s Economic Growth. A Balance of Payments Approach with Relative Prices No Neutral
    by Elias Soukiazis & Pedre André Cerqueira & Micaela Antunes
  • 2013 A 14-Variable Mixed-Frequency VAR Model
    by Beauchemin, Kenneth
  • 2013 A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
    by Gospodinov, Nikolay & Lkhagvasuren, Damba
  • 2013 Assessing the Link between Price and Financial Stability
    by Christophe Blot & Jerome Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno
  • 2013 A Fear Index to Predict Oil Futures Returns
    by Julien Chevallier & Benoît Sévi
  • 2013 Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation
    by Matteo Manera & Marcella Nicolini
  • 2013 Multi-Level Analysis of Dynamic Portfolio Formations: Central European Countries
    by Michael Princ
  • 2013 The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy
    by Mohamed Amine Boutabba
  • 2013 Fuel Conservation Effect of Energy Subsidy Reform in Iran
    by Hossein Mirshojaeian Hosseini & Shinji Kaneko
  • 2013 Estimating nonlinear DSGE models with moments based methods
    by Sergei Ivashchenko
  • 2013 The flow of credit in the UK economy and the availability of financing to the corporate sector
    by Daniel Monteiro
  • 2013 Systemic Risk and Home Bias in the Euro Area
    by Niccolò Battistini & Marco Pagano & Saverio Simonelli
  • 2013 Managing Economic Shocks and Macroeconomic Coordination in an Integrated Region: ASEAN Beyond 2015
    by Ruperto MAJUCA
  • 2013 Risk Modelling and Management: An Overview
    by Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T.
  • 2013 Ten Things You Should Know About the Dynamic Conditional Correlation Representation
    by Caporin, M. & McAleer, M.J.
  • 2013 Política Monetaria Estadounidense y Tipo De Cambio Real en México, 1996-2012
    by Rodolfo Cermeño & Mario Negrete García
  • 2013 The identification of the sources of current account fluctuations in Ukraine
    by Nikolaychuk Sergiy & Shapovalenko Nadiia
  • 2013 The Outcome of Directed Lending in Belarus: Mitigating Recession or Dampening Long-Run Growth?
    by Kruk Dzmitry & Haiduk Kiryl
  • 2013 Is There Really Granger Causality Between Energy Use and Output?
    by Stephan B. Bruns & Christian Gross & David I. Stern
  • 2013 Boom or gloom? Examining the Dutch disease in a two-speed economy
    by Hilde C. Bjørnland & Leif Anders Thorsrud
  • 2013 What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks
    by Ozer Karagedikli & Michael Ryan & Daan Steenkamp & Tugrul Vehbi
  • 2013 The Evolution of the U.S. Output-Inflation Tradeoff
    by Benjamin Wong
  • 2013 Zero Lower Bound and Parameter Bias in an Estimated DSGE Model
    by Yasuo Hirose & Atsushi Inoue
  • 2013 Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?
    by Benjamin Wong
  • 2013 Purchasing Power Parity and the Taylor Rule
    by Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki
  • 2013 Domestic Versus International Determinants Of European Business Cycles: A GVAR Approach
    by Melisso Boschi & Massimiliano Marzo & Simone Salotti
  • 2013 How Well Does "Core" Inflation Capture Permanent Price Changes?
    by Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair
  • 2013 Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks
    by Alfonso Mendoza Velázquez & Peter N. Smith
  • 2013 What drives oil prices? Emerging versus developed economies
    by Knut Are Aastveit & Hilde C. Bjoernland
  • 2013 Quantifying Australia's "Three Speed" Boom
    by Aaron Walker & Rod Tyers
  • 2013 Regionalization vs. Globalization
    by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok
  • 2013 The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints
    by Oscar Parkyn & Tugrul Vehbi
  • 2013 Causality Between Energy and Output in the Long-Run
    by David I. Stern & Kerstin Enflo
  • 2013 The Seasonal KPSS Test When Neglecting Seasonal Dummies: A Monte Carlo analysis
    by Ghassen El Montasser & Talel Boufateh & Fakhri Issaoui
  • 2013 From complements to substitutes: Structural breaks in the elasticity of substitution between paid-employment and self-employment in the US
    by Emilio Congregado & Vicente Esteve & Antonio A. Golpe
  • 2013 Wage leadership models: a country-by-country analysis of the EMU
    by Gaetano D’Adamo & Mariam Camarero & Cecilio Tamarit
  • 2013 Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach
    by Dmitry Kulikov & Aleksei Netšunajev
  • 2013 Euro Area monetary policy transmission in Estonia
    by Gertrud Errit & Lenno Uusküla
  • 2013 Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity
    by Aleksei Netšunajev
  • 2013 Nowcasting Norway
    by Mattéo Luciani & Lorenzo Ricci
  • 2013 Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming
    by Chevillon, Guillaume
  • 2013 Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads
    by Dong Hwan Oh & Andrew J. Patton
  • 2013 Dynamic Copula Models and High Frequency Data
    by Irving Arturo De Lira Salvatierra & Andrew J. Patton
  • 2013 Asymptotic Inference about Predictive Accuracy Using High Frequency Data
    by Jia Li & Andrew J. Patton
  • 2013 La Corse est-elle soluble dans le modèle méditerranéen ? Une analyse à partir d’une régression quantile sur données d’entreprises en panel entre 2004 et 2010. Is the Corsican economy a part of the Mediterranean world ? An analysis from a quantile regression on panel data over the period 2004-2010
    by Nadine Levratto & Aziza Garsaa & Luc Tessier
  • 2013 A new approach of contagion based on smooth transition conditional correlation GARCH models: An empirical application to the Greek crisis
    by Henri Audigé
  • 2013 A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm
    by Nikolaos Zirogiannis & Yorghos Tripodis
  • 2013 Can Stock Price Fundamentals Properly be Captured?: Using Markov Switching in Heteroskedasticity Models to Test Identification Schemes
    by Anton Velinov
  • 2013 Testing Unemployment Theories: A Multivariate Long Memory Approach
    by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha
  • 2013 Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
    by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker
  • 2013 On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010
    by Guglielmo Maria Caporale & John Hunter & Faek Menla Ali
  • 2013 Chinese Renewable Energy Technology Exports: The Role of Policy, Innovation and Markets
    by Jing Cao & Felix Groba
  • 2013 Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
    by H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor
  • 2013 Market Integration Dynamics and Asymptotic Price Convergence in Distribution
    by Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer
  • 2013 Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models
    by Francisco Blasques & Andre Lucas & Erkki Silde
  • 2013 Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data
    by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk
  • 2013 Risk Modelling and Management: An Overview
    by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral
  • 2013 Ten Things you should know about the Dynamic Conditional Correlation Representation
    by Massimiliano Caporin & Michael McAleer
  • 2013 Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models
    by Manabu Asai & Massimiliano Caporin & Michael McAleer
  • 2013 Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices
    by Eran Raviv & Kees E. Bouwman & Dick van Dijk
  • 2013 Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics
    by Andre Lucas & Bernd Schwaab & Xin Zhang
  • 2013 Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support
    by Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy & Dick van Dijk
  • 2013 On the Phase Dependence in Time-Varying Correlations Between Time-Series
    by Francisco Blasques
  • 2013 Ten Things you should know about DCC
    by Massimiliano Caporin & Michael McAleer
  • 2013 A Fractionally Integrated Wishart Stochastic Volatility Model
    by Manabu Asai & Michael McAleer
  • 2013 Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series
    by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk
  • 2013 Volatility Spillovers from the US to Australia and China across the GFC
    by David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh
  • 2013 Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing
    by Manabu Asai & Michael McAleer
  • 2013 A Fear Index to Predict Oil Futures Returns
    by Sévi, Benoît & Chevallier, Julien
  • 2013 Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices
    by Sévi, Benoît & Le Pen, Yannick & Chevallier, Julien & Bunn, Derek
  • 2013 Futures trading and the excess comovement of commodity prices
    by Sévi, Benoît & Le Pen, Yannick
  • 2013 A Small Macroeconometric Model for the Cyprus Economy
    by Aris Spanos & Niki Papadopoulou
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  • 2013 The Relationship Between Inflation and Inflation Uncertainty Under Different Monetary Policy Regimes
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  • 2012 Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession"
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  • 2012 Determination of Interest Rate in India: Empirical Evidence on Fiscal Deficit-Interest Links and Financial Crowding Out
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  • 2012 Estimation and Testing for Fractional Cointegration
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  • 2012 News, Noise, and Fluctuations: An Empirical Exploration
    by Olivier J. Blanchard & Jean-Paul L’Huillier & Guido Lorenzoni
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    by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern
  • 2012 Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries
    by Bong-Han Kim & Hyeongwoo Kim & Bong-Soo Lee
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    by Tom Engsted & Thomas Q. Pedersen
  • 2012 Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis
    by Matthew T. Holt & Timo Teräsvirta
  • 2012 Multivariate Variance Targeting in the BEKK-GARCH Model
    by Rasmus Søndergaard Pedersen & Anders Rahbek
  • 2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
    by H. Peter Boswijk & Michael Jansson & Morten Ørregaard Nielsen
  • 2012 Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions
    by Anders Bredahl Kock & Laurent A.F. Callot
  • 2012 Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models
    by Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor
  • 2012 The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums
    by Daniela Osterrieder & Peter C. Schotman
  • 2012 Unit Root Vector Autoregression with volatility Induced Stationarity
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  • 2012 Oracle Inequalities for High Dimensional Vector Autoregressions
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  • 2012 Modelling conditional correlations of asset returns: A smooth transition approach
    by Annastiina Silvennoinen & Timo Teräsvirta
  • 2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options
    by Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante
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    by Matt P. Dziubinski
  • 2012 Modelling trades-through in a limit order book using hawkes processes
    by Toke, Ioane Muni & Pomponio, Fabrizio
  • 2012 Impact of Macroeconomic Shocks on Real Output Fluctuations in Croatia
    by Nataša Erjavec Boris Cota Saša Jakšić
  • 2012 Forecast Intervals for Inflation in Romania
    by Mihaela BRATU
  • 2012 Capital Flows and Economic Growth across Spectral requencies: Evidence from Turkey
    by Nuri Yildirim & Huseyin Tastan
  • 2012 Sources Of Exchange Rate Volatility In The European Transition Economies. Effects Of Economic Crisis Revealed
    by K. Rajmund MIRDALA
  • 2012 A Behavioral Explanation For The Asymmetric Volatility Effect
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  • 2012 Multivariate Forecast Evaluation and Rationality Testing
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    by David M. Zimmer
  • 2012 Transmission Des Prix Et Asymétrie Sur Les Marchés De Produits Vivriers Au Bénin
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  • 2012 The Interrelationship between Money Supply, Prices and Government Expenditures and Economic Growth: A Causality Analysis for the Case of Cyprus
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  • 2012 Kuresel Kriz, Avrupa Borc Krizi ve Gelismekte Olan Piyasalarda Bulasicilik Etkisi (Global Crisis, European Debt Crisis and Contagion in Emerging Markets)
    by Doruk Kucuksarac & Pinar Ozlu & Deren Unalmis
  • 2012 Gelismekte Olan Ulkelerin Kurlarindaki Ortak Hareketin Analizi
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  • 2012 Interest Rates Determination And Crisis Puzzle (Empirical Evidence From The European Transition Economies)
    by Rajmund MIRDALA
  • 2012 Purchasing Power Parity: Evidence From Four Cee Countries
    by DIANA SADOVEANU & NICOLAE GHIBA
  • 2012 Panelowy model SSANOVA wykorzystany do oceny wpływu efektów zróżnicowania sektorowego i regionalnego na prowadzoną restrukturyzację zatrudnienia w opiece zdrowotnej w Polsce w latach 1999-2009
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  • 2012 Household Money Demand: The Euro Area Case
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  • 2012 Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa
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  • 2012 Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models
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  • 2012 Análsis de la Relación de Causalidad entre el Índice de Precios del Productor y del Consumidor en los Países Miembros del TLCAN
    by Gómez Aguirre, Mario & Rodríguez, José Carlos
  • 2012 Testing for “Contagion” of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach
    by Khallouli, Wajih & Sandretto, René
  • 2012 Stock Market Integration Between Three CEECs
    by Maria Caporale, Guglielmo & Spagnolo, Nicola
  • 2012 The role of the timeline in Granger causality test in the presence of daily data non-synchronism
    by Grigoryev, Ruslan & Jaffry, Shabbar & Marchenko, German
  • 2012 Investigation of the consequences of ignoring daily data non-synchronism in cross-market linkages: BRIC and developed countries
    by Grigoryev, Ruslan & Jaffry, Shabbar & Marchenko, German
  • 2012 Dinámica inflacionaria regional y el esquema de metas de inflación en el Perú
    by Winkelried, Diego & Gutiérrez, José
  • 2012 Traspaso del tipo de cambio y metas de inflación en el Perú
    by Winkelried, Diego
  • 2012 Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models
    by Justyna Wróblewska
  • 2012 Cointegration Analysis in the Case of I(2) – General Overview
    by Michał Majsterek
  • 2012 Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model
    by Krzysztof Osiewalski & Jacek Osiewalski
  • 2012 Is Informal Sector Employment Marginal to Formal Sector Growth?
    by Nadia Tahir & Pervez Tahir
  • 2012 The impact of the crisis on the monetary autonomy of Central and Eastern European countries
    by Gábor Dávid Kiss & Andreász Kosztopulosz
  • 2012 Estimating Potential Output in Romania using Univariate Statistical Filters
    by Dedu Vasile & Stoica Tiberiu
  • 2012 Improving Customer Churn Models as one of Customer Relationship Management Business Solutions for the Telecommunication Industry
    by Slãvescu Ecaterina Oana & Panait Iulian
  • 2012 The Impact Of Investments, Exports, And Openness On Economic Growth. A Comparative Study On The East European Countries
    by Simut Ramona
  • 2012 Economic Potential Recovery '" A European Challenge In The Medium Term
    by Rãdulescu Andrei
  • 2012 Dynamics Of Development In Europe: Analysis Of Twenty Years Data On Gdp And Hdi
    by Bucciarelli Edgardo & Alessi Michele & Persico Tony Ernesto
  • 2012 Day-of-the-week effect in Consumer Confidence Index: The case of Turkey
    by Sadullah Çelik & Hüseyin Kaya
  • 2012 Fatores de influência no preço do milho no Brasil [Factors that influence corn prices in Brazil]
    by Carlos Eduardo Caldarelli & Mirian Rumenos Piedade Bacchi
  • 2012 Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory
    by Jian Wu & Zhengjun Zhang & Yong Zhao
  • 2012 Volume and Skewness Analysis in the Major Latin American Stock Markets
    by Werner Kristjanpoller & Víctor Caballero
  • 2012 A monetáris politika hatása a magyar gazdaságra. Elemzés strukturális, dinamikus faktormodellel
    by Pellényi, Gábor
  • 2012 Economic Trends and Cycles in Crime: A Study for England and Wales
    by Suncica Vujic & Siem Jan Koopman & Jacques J. F. Commandeur
  • 2012 Effects Of Monetary Policy In Romania - A Var Approach
    by Iulian Popescu
  • 2012 The Mobility Of The Processes Of Regional Intra-Industry Specialization In Romania
    by Oana Ancuta Stangaciu
  • 2012 On The Economic Effects Of Investment In Railroad Infrastructures In Portugal
    by ALFREDO M. PEREIRA & JORGE M. ANDRAZ
  • 2012 Fiscal Sustainability in European Countries: A Preliminary Analysis
    by Shyh-Wei Chen & Cheng-Hong Chang
  • 2012 Do Asymmetric Causal Relationships Exist between Macroeconomic Variables and Housing Returns in Taiwan?
    by Kuan-Min Wang & Yuan-Ming Lee & Chien-Chiang Lee
  • 2012 Modelación de series económicas mediante métodos automáticos de regresión difusa
    by Rodrigo Cajamarca & Hermann Mena
  • 2012 Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy
    by Gianluigi Ferrucci & Rebeca Jiménez-Rodríguez & Luca Onorantea
  • 2012 Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008–2009?
    by Vit Posta
  • 2012 Financial Development and Economic Growth in Poland in Transition: Causality Analysis
    by Henryk Gurgul & £ukasz Lach
  • 2012 Come misurare l’evoluzione congiunturale a livello locale: Una proposta metodologica
    by Donatella Baiardi & Carluccio Bianchi
  • 2012 Obiettivi e impatti dell’efficienza energetica in Italia
    by Giuseppe Travaglini
  • 2012 Türkiye Ekonomisi İçin NAIRU Tahmini
    by Özlem Yiğit & Attila GÖKÇE
  • 2012 An empirical analysis of dynamic relationship between stock market and bond market based on information shocks
    by Qiang Chen & Daolun Chen & YuTing Gong
  • 2012 Polarization patterns in economic development and innovation
    by Azomahou, Théophile T. & Diene, Mbaye
  • 2012 Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing
    by Hatemi-J, Abdulnasser
  • 2012 Intraday trading activities and volatility in round-the-clock futures markets
    by Kao, Erin H. & Fung, Hung-Gay
  • 2012 The impact of China's stock market reforms on its international stock market linkages
    by Li, Hong
  • 2012 Quoted spreads and trade imbalance dynamics in the European Treasury bond market
    by Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo
  • 2012 The causal structure of bond yields
    by Wang, Zijun
  • 2012 Wagner versus Keynes: Public spending and national income in Italy
    by Magazzino, Cosimo
  • 2012 The twin deficits hypothesis: Revisiting an EMU country
    by Kalou, Sofia & Paleologou, Suzanna-Maria
  • 2012 Trade-off between labor productivity and capital accumulation in Italian energy sector
    by Travaglini, Giuseppe
  • 2012 Do market fundamentals determine the Dollar–Euro exchange rate?
    by Apergis, Nicholas & Zestos, George K. & Shaltayev, Dmitriy S.
  • 2012 Information, data dimension and factor structure
    by Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J.
  • 2012 Identifying News Shocks from SVARs
    by Féve, Patrick & Jidoud, Ahmat
  • 2012 Structural cointegrated models of US consumption and wealth
    by Fisher, Lance A. & Huh, Hyeon-seung & Otto, Glenn
  • 2012 Asymmetric exchange rate pass-through: Evidence from major countries
    by Delatte, Anne-Laure & López-Villavicencio, Antonia
  • 2012 An empirical investigation of the Taylor curve
    by Olson, Eric & Enders, Walter & Wohar, Mark E.
  • 2012 VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored
    by Kim, Hyeongwoo
  • 2012 Real exchanges rates in commodity producing countries: A reappraisal
    by Bodart, V. & Candelon, B. & Carpantier, J.-F.
  • 2012 Convergence of Euro area inflation rates
    by Lopez, Claude & Papell, David H.
  • 2012 “Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads
    by Olson, Eric & Miller, Scott & Wohar, Mark E.
  • 2012 Taylor rules and the Canadian–US equilibrium exchange rate
    by Berger, Tino & Kempa, Bernd
  • 2012 The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk
    by Beirne, John
  • 2012 Testing conditional factor models
    by Ang, Andrew & Kristensen, Dennis
  • 2012 Pitfalls in backtesting Historical Simulation VaR models
    by Escanciano, Juan Carlos & Pei, Pei
  • 2012 Information demand and stock market volatility
    by Vlastakis, Nikolaos & Markellos, Raphael N.
  • 2012 Assessing the risk-return trade-off in loan portfolios
    by Mencía, Javier
  • 2012 Cojumping: Evidence from the US Treasury bond and futures markets
    by Dungey, Mardi & Hvozdyk, Lyudmyla
  • 2012 Pitfalls in VAR based return decompositions: A clarification
    by Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten
  • 2012 Option-implied volatility factors and the cross-section of market risk premia
    by Li, Junye
  • 2012 Will tighter futures price limits decrease hedge effectiveness?
    by Dark, Jonathan
  • 2012 Do professional forecasters apply the Phillips curve and Okun's law? Evidence from six Asian-Pacific countries
    by Rülke, Jan-Christoph
  • 2012 Exchange return co-movements and volatility spillovers before and after the introduction of euro
    by Antonakakis, Nikolaos
  • 2012 Purchasing power parity and structural instability in the US/UK exchange rate
    by Karoglou, Michail & Morley, Bruce
  • 2012 Time-varying financial stress linkages: Evidence from the LIBOR-OIS spreads
    by Ji, Philip Inyeob
  • 2012 Substitution or complementary effects between banking and stock markets: Evidence from financial openness in Taiwan
    by Cheng, Su-Yin
  • 2012 Commodity volatility breaks
    by Vivian, Andrew & Wohar, Mark E.
  • 2012 Empirical bias in intraday volatility measures
    by Fang, Yan & Ielpo, Florian & Sévi, Benoît
  • 2012 Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis
    by Schreiber, Irene & Müller, Gernot & Klüppelberg, Claudia & Wagner, Niklas
  • 2012 Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
    by Gupta, Rakesh & Guidi, Francesco
  • 2012 Forecasting Italian electricity zonal prices with exogenous variables
    by Gianfreda, Angelica & Grossi, Luigi
  • 2012 Cointegration and causal relationships between energy consumption and output: Assessing the evidence from Australia
    by Shahiduzzaman, Md & Alam, Khorshed
  • 2012 Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?
    by Wang, Yudong & Wu, Chongfeng
  • 2012 Volatility transmission and volatility impulse response functions in crude oil markets
    by Jin, Xiaoye & Xiaowen Lin, Sharon & Tamvakis, Michael
  • 2012 Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain
    by Furió, Dolores & Chuliá, Helena
  • 2012 Considering macroeconomic indicators in the food before fuel nexus
    by Qiu, Cheng & Colson, Gregory & Escalante, Cesar & Wetzstein, Michael
  • 2012 On the volatility–volume relationship in energy futures markets using intraday data
    by Chevallier, Julien & Sévi, Benoît
  • 2012 Model based Monte Carlo pricing of energy and temperature Quanto options
    by Caporin, Massimiliano & Preś, Juliusz & Torro, Hipolit
  • 2012 Oil price shocks and transportation firm asset prices
    by Aggarwal, Raj & Akhigbe, Aigbe & Mohanty, Sunil K.
  • 2012 Why do some emerging economies proactively accelerate the adoption of renewable energy?
    by Salim, Ruhul A. & Rafiq, Shuddhasattwa
  • 2012 Permit price dynamics in the U.S. SO2 trading program: A cointegration approach
    by Boutabba, Mohamed Amine & Beaumais, Olivier & Lardic, Sandrine
  • 2012 A nonparametric GARCH model of crude oil price return volatility
    by Hou, Aijun & Suardi, Sandy
  • 2012 Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model
    by Rahman, Sajjadur & Serletis, Apostolos
  • 2012 The electricity consumption versus economic growth of the Polish economy
    by Gurgul, Henryk & Lach, Łukasz
  • 2012 Common influences, spillover and integration in Chinese stock markets
    by Weber, Enzo & Zhang, Yanqun
  • 2012 Time-varying performance of international mutual funds
    by Turtle, H.J. & Zhang, Chengping
  • 2012 Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
    by Engsted, Tom & Pedersen, Thomas Q.
  • 2012 Choosing an optimal investment strategy: The role of robust pair-copulas based portfolios
    by Mendes, Beatriz Vaz de Melo & Marques, Daniel S.
  • 2012 Return and volatility spillovers among CIVETS stock markets
    by Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal
  • 2012 Why aren't developed countries saving?
    by Dobrescu, Loretti I. & Kotlikoff, Laurence J. & Motta, Alberto
  • 2012 Pre-announcement and timing: The effects of a government expenditure shock
    by Kriwoluzky, Alexander
  • 2012 Is the causal nexus of energy utilization and economic growth asymmetric in the US?
    by Hatemi-J, Abdulnasser & Uddin, Gazi Salah
  • 2012 Is monetary policy in the new EU member states asymmetric?
    by Vašíček, Bořek
  • 2012 Evaluating DSGE model forecasts of comovements
    by Herbst, Edward & Schorfheide, Frank
  • 2012 Information criteria for impulse response function matching estimation of DSGE models
    by Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara
  • 2012 Efficient minimum distance estimation with multiple rates of convergence
    by Antoine, Bertille & Renault, Eric
  • 2012 Term structure models and the zero bound: An empirical investigation of Japanese yields
    by Kim, Don H. & Singleton, Kenneth J.
  • 2012 Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
    by Fanelli, Luca
  • 2012 Persistence-robust surplus-lag Granger causality testing
    by Bauer, Dietmar & Maynard, Alex
  • 2012 Cointegrating rank selection in models with time-varying variance
    by Cheng, Xu & Phillips, Peter C.B.
  • 2012 Robustifying multivariate trend tests to nonstationary volatility
    by Xu, Ke-Li
  • 2012 Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
    by Moon, H.R. & Perron, B.
  • 2012 Taking a new contour: A novel approach to panel unit root tests
    by Chang, Yoosoon
  • 2012 Bias in the estimation of the mean reversion parameter in continuous time models
    by Yu, Jun
  • 2012 Dynamic misspecification in nonparametric cointegrating regression
    by Kasparis, Ioannis & Phillips, Peter C.B.
  • 2012 The conditional autoregressive Wishart model for multivariate stock market volatility
    by Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman
  • 2012 Simple and powerful GMM over-identification tests with accurate size
    by Sun, Yixiao & Kim, Min Seong
  • 2012 Asset prices, credit and the business cycle
    by Chen, Xiaoshan & Kontonikas, Alexandros & Montagnoli, Alberto
  • 2012 Testing forecasting model versatility
    by Taylor, Nicholas
  • 2012 The great synchronization of international trade collapse
    by Antonakakis, Nikolaos
  • 2012 An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks
    by Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis
  • 2012 Sovereign risk contagion in the Eurozone
    by Metiu, Norbert
  • 2012 Stock returns and inflation: Evidence from quantile regressions
    by Alagidede, Paul & Panagiotidis, Theodore
  • 2012 An algorithm for generalized impulse-response functions in Markov-switching structural VAR
    by Karamé, F.
  • 2012 Granger causality between total expenditure on health and GDP in OECD: Evidence from the Toda–Yamamoto approach
    by Amiri, Arshia & Ventelou, Bruno
  • 2012 Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
    by Mandler, Martin
  • 2012 Conditional forecasts on SVAR models using the Kalman filter
    by Camba-Mendez, Gonzalo
  • 2012 The PPP debate: Multiple breaks and cross-sectional dependence
    by Snaith, Stuart
  • 2012 Test for linearity against STAR models with deterministic trends
    by Zhang, Lingxiang
  • 2012 German business cycle forecasts, asymmetric loss and financial variables
    by Krüger, Jens J. & Hoss, Julian
  • 2012 Sources of volatility persistence: A case study of the U.K. pound/U.S. dollar exchange rate returns
    by Beg, A.B.M. Rabiul Alam & Anwar, Sajid
  • 2012 Cross-section dependence and the monetary exchange rate model – A panel analysis
    by Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke
  • 2012 Is there an environmental Kuznets curve for Spain? Fresh evidence from old data
    by Esteve, Vicente & Tamarit, Cecilio
  • 2012 Financial market frictions in a model of the Euro area
    by Lombardo, Giovanni & McAdam, Peter
  • 2012 Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010
    by Zhang, Yanbing & Hua, Xiuping & Zhao, Liang
  • 2012 The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI–GARCH model
    by Chang, Kuang-Liang
  • 2012 Effect of oil prices on trade balance: New insights into the cointegration relationship from Pakistan
    by Hassan, Syeda Anam & Zaman, Khalid
  • 2012 The changing role of house price dynamics over the business cycle
    by Dufrénot, Gilles & Malik, Sheheryar
  • 2012 US inflation and consumption: A long-term perspective with a level shift
    by Paradiso, Antonio & Casadio, Paolo & Rao, B. Bhaskara
  • 2012 A new energy model to capture the behavior of energy price processes
    by Xu, Weijun & Sun, Qi & Xiao, Weilin
  • 2012 An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain
    by Tiwari, Aviral Kumar
  • 2012 The relationship between financial indicators and human development in Pakistan
    by Zaman, Khalid & Izhar, Zeeshan & Khan, Muhammad Mushtaq & Ahmad, Mehboob
  • 2012 A risk-driven approach to exchange rate modelling
    by Kębłowski, Piotr & Welfe, Aleksander
  • 2012 The Halle Economic Projection Model
    by Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf
  • 2012 Macroeconomic transitions and the transmission mechanism: Evidence from Turkey
    by Çatık, A. Nazif & Martin, Christopher
  • 2012 Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis
    by Chevallier, Julien
  • 2012 Are securitised real estate markets efficient?
    by Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo
  • 2012 Modelling economic growth with internal and external imbalances: Empirical evidence from Portugal
    by Soukiazis, Elias & Cerqueira, Pedro A. & Antunes, Micaela
  • 2012 Dynamic modelling of real estate investment trusts and stock markets
    by Lee, Chien-Chiang & Chien, Mei-Se & Lin, Tsoyu Calvin
  • 2012 Financial market integration: Theory and empirical results
    by Arouri, Mohamed El Hedi & Foulquier, Philippe
  • 2012 On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea
    by Liew, Venus Khim-Sen & Ling, Tai-Hu & Chia, Ricky Chee-Jiun & Yoon, Gawon
  • 2012 Modeling income inequality and openness in the framework of Kuznets curve: New evidence from China
    by Jalil, Abdul
  • 2012 Fiscal deficits, banking crises and policy reversal in a semi-open economy
    by Sharma, Anurag & Jha, Raghbendra
  • 2012 Testing conditional asymmetry: A residual-based approach
    by Lambert, Philippe & Laurent, Sébastien & Veredas, David
  • 2012 Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults
    by Meeks, Roland
  • 2012 The yield curve and the macro-economy across time and frequencies
    by Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana
  • 2012 Dual-track interest rates and the conduct of monetary policy in China
    by He, Dong & Wang, Honglin
  • 2012 The US tech pulse, stock prices, and exchange rate dynamics: Evidence from Asian developing countries
    by Kubo, Akihiro
  • 2012 The dynamics of aggregate demand and supply shocks in ASEAN countries
    by Bashar, Omar H.M.N.
  • 2012 Electricity Consumption and Economic Growth: Analysis and Forecasts using VAR/VEC Approach for Greece with Capital Formation
    by Andreas Georgantopoulos
  • 2012 Energy Consumption and Economic Growth in Algeria: Cointegration and Causality Analysis
    by Souhila EDDRIEF-CHERFI & Baghdad KOURBALI
  • 2012 Income, Price, and Government Expenditure Elasticities of Oil in the Gulf Cooperation Council Countries
    by Bukhari M.S. Sillah & Hamad M.H. Al-Sheikh
  • 2012 Energy Consumption-Economic Growth Nexus: Does the Level of Aggregation Matter?
    by Mehdi Abid & Maamar Sebri
  • 2012 The Casual Nexus of Banking Sector Development and Poverty Reduction in Bangladesh
    by Gazi Salah Uddin & Phouphet Kyophilavong & Nasim Sydee
  • 2012 Oil and S&P 500 Markets: Evidence from the Nonlinear Model
    by Yen-Hsien Lee & Fang Hao
  • 2012 Foreign Direct Investment and Growth Relationship in Georgia
    by Faruk Gürsoy & Hüseyin Kalyoncu
  • 2012 An Analysis Of Co2 Emissions Of Turkish Industries And Energy Sector
    by OZKAN, Filiz & OZKAN, Omer
  • 2012 Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”
    by Rangan GUPTA & Roula INGLESI-LOTZ
  • 2012 Industrial Time Series of Nigeria, 1970-2009: Evolution and Unit Root Testing in the Presence of Multiple Endogenous Structural Breaks
    by Nyong, M. O. & Udah, E. B.
  • 2012 La presse en tant que mécanisme de gouvernance partenariale:Danone et l’affaire LU - The press as a stakeholder oriented corporate governance mechanism:Danone and the LU affair
    by Karen Moris
  • 2012 The US dollar-euro exchange rate and US-EMU bond yield differentials: A causality analysis
    by Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera
  • 2012 Crisis de paro en España. Una aplicación de la ley de Okun, 1995.1-2012.2
    by Eduardo Loría & Catalina Libreros & Emmanuel Salas
  • 2012 China's Emergence in the World Economy and Business Cycles in Latin America
    by Alessandro Rebucci & Ambrogio Cesa-Bianchi & M. Hashem Pesaran & TengTeng Xu
  • 2012 La relación entre los flujos de capital y el precio de la vivienda: el caso colombiano
    by Aquiles Arrieta Barcasnegras
  • 2012 Volumen y asimetría en los principales mercados accionarios latinoamericanos
    by Kristjanpoller Rodriguez, Werner & Caballero Ugarte, Víctor
  • 2012 ¿Responde el Banco de la República a los movimientos en la tasa de cambio real?
    by Egberto Alexander Riveros Saavedra
  • 2012 Sincronización de los Ciclos Económicos: el Caso de Colombia, Ecuador y Venezuela
    by Andrés Salamanca Lugo
  • 2012 Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial
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    by Astrid Ayala & Juncal Cuñado & Luis Albériko Gil-Alana
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  • 2012 An Empirical Assessment of the Real Exchange Rate and Poverty in Nigeria
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  • 2011 The Role of Asset Prices in Forecasting Inflation and Output in South Africa
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  • 2011 The impact of nonlinearities for carbon markets analyses
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  • 2011 Structural Macroeconomic Analysis for Dynamic Factor Models
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  • 2011 “Finance and Growth: A Reassessment of the Empirical Evidence for the Indian Economy” - Finanza e crescita: un riesame dell’evidenza empirica nel caso dell’India
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  • 2011 Demanda por dinero en México (1986-2010)
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  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
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  • 2011 US Oil Price Exposure: The Industry Effects
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  • 2011 Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing
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  • 2011 Long-run identifying restrictions on VARs within the AS-AD framework
    by Jean-Sébastien Pentecôte
  • 2011 World Technology Shocks and the Real Euro-Dollar Exchange Rate
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  • 2011 The Macroeconomic Implications of Household Debt: An Empirical Analysis
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  • 2011 Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
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  • 2011 Nonlinearities in CDS-Bond Basis (CDS-Bono Farkinin Dogrusal Olmayan Duzeltme Hareketi)
    by Kurmas Akdogan & Meltem Gulenay Chadwick
  • 2011 Limits and Uses of Price Tests for Market Definition
    by Willem H. Boshoff
  • 2011 Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada
    by Michele Campolieti & Deborah Gefang & Gary Koop
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    by Markus Jochmann & Gary Koop
  • 2011 Bayesian Inference in the Time Varying Cointegration Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
  • 2011 Forecasting with Medium and Large Bayesian VARs
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  • 2011 Time Varying Dimension Models
    by Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
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  • 2011 Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility
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  • 2011 Inflation persistence: Implication for a monetary union in the Caribbean
    by Juan Carlos Cuestas & Carlyn Dobson
  • 2011 Investigating the oil price-exchange rate nexus: Evidence from Africa
    by Simeon Coleman & Juan Carlos Cuestas & Estefanía Mourelle
  • 2011 Fiscal shocks and budget balance persistence in the EU countries from Central and Eastern Europe
    by Juan Carlos Cuestas & Karsten Steahr
  • 2011 How big is the 'German locomotive'? A perpective from Central and Eastern Europen countries' unemployment rates
    by Juan Carlos Cuestas & Mercedes Monfort & Javier Ordóñez
  • 2011 Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies
    by Juan Carlos Cuestas & Luis A. Gil-Alana
  • 2011 Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset
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  • 2011 The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level
    by Søren Johansen
  • 2011 Trade Shocks from BRIC to South Africa: A Global VAR Analysis
    by Mustafa Yavuz Cakir & Alain Kabundi
  • 2011 Determinants of Stock Market Prices in Namibia
    by Joel Hinaunye Eita
  • 2011 Production, Inequality and Poverty linkages in South Africa
    by Nicholas Ngepah
  • 2011 The Forecasting Performance of an Estimated Medium Run Model
    by Tobias Kitlinski & Torsten Schmidt
  • 2011 Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis
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  • 2011 Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting
    by Norman R. Swanson & Andres Fernandez
  • 2011 Information in the Revision Process of Real-Time Datasets
    by Norman R. Swanson & Valentina Corradi & Andres Fernandez
  • 2011 International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence
    by Norman R. Swanson & Oleg Korenok & Stanislav Radchenko
  • 2011 Bank Lending Shocks and the Euro Area Business Cycle
    by G. PEERSMAN
  • 2011 The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis
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  • 2011 Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area
    by G. PEERSMAN
  • 2011 A new model-based approach to measuring time-varying financial market integration
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  • 2011 An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis
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  • 2011 Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters
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  • 2011 United States Then, Europe Now
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  • 2011 Statistical Modeling of Monetary Policy and its Effects
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  • 2011 Autobiography
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  • 2011 Interview with the 2011 Laureates in Economic Sciences Thomas J. Sargent and Christopher A. Sims
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  • 2011 Thomas J. Sargent and Christopher A. Sims: Empirical Macroeconomics
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  • 2011 Thomas J. Sargent and Christopher A Sims: The art of distinguishing between cause and effect in the macroeconomy
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  • 2011 Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function
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  • 2011 Covariate Unit Root Tests with Good Size and Power
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  • 2011 Regime-Switching Cointegration
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  • 2011 Persistence in Convergence
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  • 2011 An Empirical Analysis of the Credit-Output Relationship: Evidence from Peru
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  • 2011 Exchange rate pass-through and inflation targeting in Peru
    by Winkelried, Diego
  • 2011 Forecasting Equicorrelation
    by Adam E Clements & Christopher A Coleman-Fenn & Daniel R Smith
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  • 2011 Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice
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  • 2011 Rational vs. Professional Forecasts
    by João Valle e Azevedo & João Tovar Jalles
  • 2011 Assessing monetary policy in the euro area: a factor-augmented VAR approach
    by Rita Soares
  • 2011 Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia
    by Hatemi-J, Abdulnasser
  • 2011 The interdependence between energy consumption and economic growth in the Polish economy in the last decade
    by Gurgul, Henryk & Lach, Łukasz
  • 2011 Impact of hard coal usage for metal production on economic growth of Poland
    by Lach, Łukasz
  • 2011 Causality analysis between public expenditure and economic growth of Polish economy in last decade
    by Gurgul, Henryk & Lach, Łukasz
  • 2011 The impact of regional disparities on economic growth
    by Gurgul, Henryk & Lach, Łukasz
  • 2011 The role of coal consumption in the economic growth of the Polish economy in transition
    by Gurgul, Henryk & Lach, Łukasz
  • 2011 A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model
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  • 2011 Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask
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  • 2011 Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective
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  • 2011 Misalignment under different exchange rate regimes: the case of Turkey
    by Dağdeviren, Sengül & Ogus Binatli, Ayla & Sohrabji, Niloufer
  • 2011 The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies
    by Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela
  • 2011 The Non-Zero Lower Bound Lending Rate and the Liquidity Trap
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  • 2011 Оцінка Впливу Елементів Фінансового Механізму На Становлення Та Розвитку Зеленого Бізнесу В Європі
    by Stepanenko, Bohdana
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    by Korap, Levent
  • 2011 Impact of inflatıon gap to nomınal interest rates: case of Turkey
    by dogru, bulent & marabaoglu, akif
  • 2011 Causal relationship between saving, investment and economic growth for India – what does the relation imply?
    by Jangili, Ramesh
  • 2011 On the Feasibility of Monetary Union: Does It Make Sense to Look for Shocks Symmetry across Countries When None of the Countries Constitutes an Optimum Currency Area?
    by Jean Louis, Rosmy & Brown, Ryan & Balli, Faruk
  • 2011 Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana
    by Francisco, Ramirez
  • 2011 Relative price effects of monetary policy shock in Malaysia: a svar study
    by Abdul Karim, Zulkefly & Zaidi, Mohd Azlan Shah & W.N.W, Azman-Saini
  • 2011 Money and prices in the Maghreb countries: cointegration and causality analyses
    by Benamar, Abdelhak & CHERIF, Nasreddine & Benbouziane, Mohamed
  • 2011 Financial development and economic growth in Poland in transition: causality analysis
    by Gurgul, Henryk & Łukasz, Lach
  • 2011 Identifying regime shifts in Indian stock market: A Markov switching approach
    by Wasim, Ahmad & Bandi, Kamaiah
  • 2011 The case for higher frequency inflation expectations
    by Guzman, Giselle C.
  • 2011 Price Linkages in the Copper Futures, Primary, and Scrap Markets
    by Aruga, Kentaka & Managi, Shunsuke
  • 2011 Linkage among the U.S. Energy Futures Markets
    by Aruga, Kentaka & Managi, Shunsuke
  • 2011 GMM estimation with noncausal instruments under rational expectations
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  • 2011 Expectations Impact on the Effectiveness of the Inflation-Real Activity Trade-Off
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  • 2011 Regime Switching in a New Keynesian Phillips Curve with Non-zero Steady-state Inflation Rate
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  • 2011 International stock market comovements: what happened during the financial crisis?
    by Horvath, Roman & Poldauf, Petr
  • 2011 Identifying the Signs of Currency Speculation in Hong Kong's Linked exchange Rate
    by Li, Kui-Wai
  • 2011 Improving biodiversity monitoring by modeling relative abundance from "presence only" data
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  • 2011 A assimetria dos ciclos económicos: Evidência internacional usando o teste triples
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  • 2011 The gasoline Industry in European Union and the USA
    by Polemis, Michail & Fotis, Panagiotis
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  • 2011 Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index
    by Dominique, C-René & Rivera-Solis, Luis Eduardo
  • 2011 The instability of the correlation structure of the S&P 500
    by Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard
  • 2011 Roaring Food Prices in India
    by Mukherjee, Soumyatanu
  • 2011 Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres
    by Chilarescu, Constantin & Viasu, Iana Luciana
  • 2011 When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models
    by Prono, Todd
  • 2011 Industrial development, agricultural growth, urbanization and environmental Kuznets curve in Pakistan
    by Muhammad, Anees & Ishfaq, Ahmed
  • 2011 Conditional Markov chain and its application in economic time series analysis
    by Bai, Jushan & Wang, Peng
  • 2011 Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach
    by Le, Thai-Ha & Chang, Youngho
  • 2011 VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored
    by Kim, Hyeongwoo
  • 2011 An empirical model for the Turkish trade balance: new evidence from ARDL bounds testing analyses
    by Korap, Levent
  • 2011 Development and the cyclicality of government spending in the Czech Republic
    by Szarowska, Irena
  • 2011 Environmental Kuznets Curve in Romania and the Role of Energy Consumption
    by Muhammad, Shahbaz & Mihai, Mutascu & Parvez, Azim
  • 2011 Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data
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  • 2011 Carbon emission and production technology: evidence from the US
    by Dinda, Soumyananda
  • 2011 Parametric inference and forecasting in continuously invertible volatility models
    by Wintenberger, Olivier & Cai, Sixiang
  • 2011 Asymmetric generalized impulse responses and variance decompositions with an application
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  • 2011 Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data
    by Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio
  • 2011 Economic Growth and Environmental Degradation in Nigeria: Beyond the Environmental Kuznets Curve
    by Akpan, Usenobong F. & Chuku, Agbai
  • 2011 Demographic pressure, excess labour supply and public-private sector employment in Egypt - Modelling labour supply to analyse the response of unemployment, public finances and welfare
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  • 2011 Effets de long terme du taux de change réel sur la balance commerciale nominale et réelle en zone Franc africaine
    by Chassem, Nacisse Palissy
  • 2011 How relevant is monetary policy to explain Mexican unemployment fluctuations?
    by Islas-Camargo, Alejandro & Cortez, Willy W.
  • 2011 Revisiting Okun's law for Mexico: an analysis of the permanent and transitory components of unemployment and output
    by Islas-Camargo, Alejandro & Cortez, Willy W.
  • 2011 Hypothèse de Thirlwall: cas des pays de la zone Franc
    by Chassem, Nacisse Palissy
  • 2011 Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy
    by Gonzalez-Astudillo, Manuel
  • 2011 Forecasting Performance of Alternative Error Correction Models
    by Iqbal, Javed
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    by Tang, Chor Foon
  • 2011 Is per capita GDP non-linear stationary in SAARC countries?
    by Tiwari, Aviral & Shahbaz, Muhammad & Shabbir, Muhammad
  • 2011 The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States
    by Basher, Syed Abul & Fachin, Stefano
  • 2011 Estimating Demand for Nutrients in Nigeria: A Vector Error Correction Model
    by Ogundari, Kolawole
  • 2011 The nexus between public expenditure and inflation in the Mediterranean countries
    by Magazzino, Cosimo
  • 2011 Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis
    by Islam, Faridul & Shahbaz, Muhammad & Alam, Mahmudul
  • 2011 Time Series Estimates of the Italian Consumer Confidence Indicator
    by Paradiso, Antonio & Rao, B. Bhaskara & Margani, Patrizia
  • 2011 Revisiting the Electricity Consumption-Growth Nexus for Portugal: Evidence from a Multivariate Framework Analysis
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  • 2011 What Caused the Decline in the US Saving Ratio?
    by Paradiso, Antonio & Rao, B. Bhaskara
  • 2011 Wage spillovers across sectors in Eastern Europe
    by D'Adamo, Gaetano
  • 2011 Bank systemic risk and the business cycle: An empirical investigation using Canadian data
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  • 2011 The rise of shadow banking and the hidden benefits of diversification
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  • 2011 Konsumausgaben und Aktienmarktentwicklung in Deutschland: Ein kointegriertes vektorautoregressives Modell
    by Andreas Nastansky & Hans Gerhard Strohe
  • 2011 Interdependenzen in den Renditen DAX-notierter Unternehmen nach Branchen
    by Jonas Teitge & Andreas Nastansky
  • 2011 Orthogonale und verallgemeinerte Impuls-Antwort-Funktionen in Vektor-Fehlerkorrekturmodellen
    by Andreas Nastansky
  • 2011 Stimmungen und Erwartungen im System der Märkte : eine Analyse mit DPLS-Modellen = Sentiments and expectations in the system of markets : an analysis with DPLS models
    by Marcus Ruge
  • 2011 Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis
    by Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares
  • 2011 Un’estensione stocastica del modello "Fisher-Lange"
    by Massimo De Felice & Franco Moriconi
  • 2011 Microcrédito Y Crecimiento Regional En El Perú
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  • 2011 Estimation Of A Time Varying Natural Interest Rate For Peru
    by Alberto Humala & Gabriel Rodríguez
  • 2011 A Factorial Decomposition Of Inflation In Peru, An Alternative Measure Of Core Inflation
    by Alberto Humala & Gabriel Rodríguez
  • 2011 Dynamic Conditional Correlation: On properties and estimation
    by Gian Piero Aielli
  • 2011 Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators
    by Gian Piero Aielli & Massimiliano Caporin
  • 2011 Multivariate High-Frequency-Based Volatility (HEAVY) Models
    by Diaa Noureldin & Neil Shephard & Kevin Sheppard
  • 2011 Non-Stationary Interest Rate Differentials and the Role of Monetary Policy
    by Philipp Matros & Enzo Weber
  • 2011 Inflation Convergence and the New Keynesian, Phillips Curve in the Czech Republic
    by Katarína Danišková & Jarko Fidrmuc
  • 2011 Reassessing the NAIRUs after the Crisis
    by Stéphanie Guichard & Elena Rusticelli
  • 2011 The Growth Effects of Current Account Reversals: The Role of Macroeconomic Policies
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  • 2011 Time-varying returns, intertemporal substitution and cyclical variation in consumption
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  • 2011 Multivariate High-Frequency-Based Volatility (HEAVY) Models
    by Diaa Noureldin & Neil Shephard & Kevin Sheppard
  • 2011 Tracking India Growth in Real Time
    by Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni
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    by Søren Johansen & Bent Nielsen
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    by Christian Heebøll-Christensen
  • 2011 Prices, Wages and Fertility in Pre-Industrial England
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    by Søren Johansen & Theis Lange
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    by Lena Dräger
  • 2011 Institutions and Business Cycles
    by Sumru Altug & Mustafa Emin & Bilin Neyapti
  • 2011 Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights
    by Ralf Brüggemann & Helmut Lütkepohl
  • 2011 Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S
    by Matthias Gubler & Matthias S. Hertweck
  • 2011 The International Transmission of Euro Area Monetary Policy Shocks
    by Nils Jannsen & Melanie Klein
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    by M. J. Herrerias & Javier Ordoñez
  • 2011 Are Drone Strikes Effective in Afghanistan and Pakistan? On the Dynamics of Violence between the United States and the Taliban
    by Jaeger, David A. & Siddique, Zahra
  • 2011 Are Drone Strikes Effective in Afghanistan and Pakistan? On the Dynamics of Violence between the United States and the Taliban
    by Jaeger, David A. & Siddique, Zahra
  • 2011 China's Emergence in the World Economy and Business Cycles in Latin America
    by Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro & Xu, TengTeng
  • 2011 China's Emergence in the World Economy and Business Cycles in Latin America
    by Cesa-Bianchi, Ambrogio & Pesaran, Hashem & Rebucci, Alessandro & Xu, TengTeng
  • 2011 More Alike than Different: The Spanish and Irish Labour Markets Before and After the Crisis
    by Agnese, Pablo & Salvador, Pablo F.
  • 2011 More Alike than Different: The Spanish and Irish Labour Markets Before and After the Crisis
    by Agnese, Pablo & Salvador, Pablo F.
  • 2011 Economies of Scale in the Tunisian Industries
    by Heshmati, Almas & Haouas, Ilham
  • 2011 Economies of Scale in the Tunisian Industries
    by Heshmati, Almas & Haouas, Ilham
  • 2011 The Japanese Lost Decade and Beyond: A Chain Reaction Theory Approach
    by Agnese, Pablo
  • 2011 The Japanese Lost Decade and Beyond: A Chain Reaction Theory Approach
    by Agnese, Pablo
  • 2011 The Quantity Theory Revisited: A New Structural Approach
    by Makram El-Shagi & Sebastian Giesen & Logan J. Kelly
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    by Henner Will
  • 2011 Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations
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  • 2011 Crédito, Exceso de Toma de Riesgo, Costo del Crédito y Ciclo Económico en Chile
    by Carlos Garcia & Andrés Sagner
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    by Vogelsang, Timothy J. & Wagner, Martin
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    by Hong, Seung Hyun & Wagner, Martin
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    by Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu
  • 2011 Spectral estimation of covolatility from noisy observations using local weights
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    by Melolinna, Marko
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    by Deryugina, Elena B. & Ponomarenko, Alexey A.
  • 2011 Monetary policy and housing prices; a case study of Chinese experience in 1999-2010
    by Zhang, Yanbing & Hua, Xiuping & Zhao, Liang
  • 2011 Inflation Perceptions and Expectations in Sweden - Are Media Reports the `Missing Link'?
    by Lena Dräger
  • 2011 Effects of discretionary fiscal policy: new empirical evidence for Germany
    by Bank, Alexander
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    by Peter Fuleky & Carl S. Bonham
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  • 2011 Vector Autoregressive Models
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    by Ralf Brueggemann & Helmut Luetkepohl
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    by Masagus M. Ridhwan & Henri L.F. de Groot & Piet Rietveld & Peter Nijkamp
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  • 2011 Inference on Impulse Response Functions in Structural VAR Models
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  • 2011 Business cycle measurement with some theory
    by Canova, Fabio & Paustian, Matthias
  • 2011 Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area
    by Peersman, Gert
  • 2011 Business Cycle Synchronization Since 1880
    by Artis, Michael J & Chouliarakis, George & Harischandra, PKG
  • 2011 No News in Business Cycles
    by Forni, Mario & Gambetti, Luca & Sala, Luca
  • 2011 Testing for Sufficient Information in Structural VARs
    by Forni, Mario & Gambetti, Luca
  • 2011 Volatility models
    by BAUWENS, Luc & HAFNER, Christian & LAURENT, Sébastien
  • 2011 VAR forecasting using Bayesian variable selection
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    by bauwens, Luc & hafner, Christian & pierret, Diane
  • 2011 Real exchanges rates in commodity producing countries : A reappraisal
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  • 2011 Un sistema casi ideal de demanda para el gasto en Colombia: una estimación utilizando el método generalizado de los momentos en el periodo 1968-2007
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    by Juan José Echavarría & Enrique López & Sergio Ocampo & Norberto Rodríguez
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  • 2011 Is Monetary Policy in the New EU Member States Asymmetric?
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  • 2011 Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
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    by Jean-Marie Dufour & Tarek Jouini
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    by Gunther Capelle-Blancard & Stéphanie Monjon
  • 2011 Fiscal Spillovers in the Euro Area
    by Guglielmo Maria Caporale & Alessandro Girardi
  • 2011 Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area
    by Gert Peersman
  • 2011 Credit Derivatives and the Default Risk of Large Complex Financial Institutions
    by Giovanni Calice & Christos Ioannidis & Julian Williams
  • 2011 Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
    by Guglielmo Maria Caporale & Alessandro Girardi
  • 2011 Can we Rely upon Fiscal Policy Estimates in Countries with Unreported Production of 15 Per Cent (or more) of GDP?
    by Raffaella Basile & Bruno Chiarini & Elisabetta Marzano
  • 2011 Measuring the Integration of Staple Food Markets in Sub-Saharan Africa: Heterogeneous Infrastructure and Cross Border Trade in the East African Community
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  • 2011 Transmission des chocs de prix internationaux : le cas du riz au Burkina Faso
    by Félix BADOLO
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  • 2011 Modelling and Forecasting the Indian Re/US Dollar Exchange Rate
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  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
    by Massimiliano Caporin & Michael McAleer
  • 2011 Oil Prices, External Income, and Growth: Lessons from Jordan
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  • 2011 China’s Emergence in the World Economy and Business Cycles in Latin America
    by Cesa-Bianchi, A. & Pesaran, M. H. & Rebucci, A. & Xu, T.
  • 2011 Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S
    by Matthias Gubler & Matthias S. Hertweck
  • 2011 Uma análise empírica dos determinantes da desindustrialização no caso brasileiro (1996-2008)
    by Cristiane Soares & Anderson Mutter & José Luis Oreiro
  • 2011 Till labor cost do us part. On the long run convergence of EMU countries
    by F. Pancotto & F. Pericoli
  • 2011 The world is not enough! Small open economies and regional dependence
    by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud
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  • 2011 The world is not enough! Small open economies and regional dependence
    by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud
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    by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud
  • 2011 The impact of house prices on household debt when controlling for home ownership
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  • 2011 From the General to the Specific
    by J. James Reade & Ulrich Volz
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    by Fabio Canova & Evi Pappa
  • 2011 Testing for Sufficient Information in Structural VARs
    by Mario Forni & Luca Gambetti
  • 2011 No News in Business Cycles
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  • 2011 Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets
    by Borgy, V. & Laubach, T. & Mésonnier, J-S. & Renne, J-P.
  • 2011 Measuring the NAIRU: a complementary approach
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  • 2011 Short Note on the Unemployment Rate of the French Overseas Regions
    by Hoarau, J-F. & Lopez, C. & Paul, M.
  • 2011 Convergence of Euro Area Inflation Rates
    by Lopez, C. & Papell, David H.
  • 2011 On the Welfare Costs of Misspecified Monetary Policy Objectives
    by Avouyi-Dovi, S. & Sahuc, J-G.
  • 2011 Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering
    by Malik, S. & Pitt, M. K.
  • 2011 How Far Do Shocks Move Across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets
    by Manuel A. Hernández & Raúl Ibarra-Ramírez & Danilo R. Trupkin
  • 2011 Bayesian analysis of coefficient instability in dynamic regressions
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  • 2011 Which Households Use Banks? Evidence from the Transition Economies
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  • 2011 The Impact of the Global Business Cycle on Small Open Economies: A FAVAR Approach for Canada
    by Garima Vasishtha & Philipp Maier
  • 2011 Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope
    by Ülkü, Numan & Weber, Enzo
  • 2011 Testing for Sufficient Information in Structural VARs
    by Mario Forni & Luca Gambetti
  • 2011 No News in Business Cycles
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  • 2011 Agricultural Price Transmission Across Space and Commodities During Price Bubbles
    by Roberto ESPOSTI & Giulia LISTORTI
  • 2011 Volatility in EMU sovereign bond yields: Permanent and transitory components
    by Simón Sosvilla-Rivero & Amalia Morales-Zumaquero
  • 2011 The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis
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  • 2011 The US Tourism Trade Balance and Exchange Rate Shock
    by Ka Ming Cheng & Hyeongwoo Kim & Henry Thompson
  • 2011 Fear and Closed-End Fund Discounts: Investor Sentiment Revisited
    by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern
  • 2011 On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds
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  • 2011 Reassessing the Link between the Japanese Yen and Emerging Asian Currencies
    by Bong-Han Kim & Hyeongwoo Kim & Hong-Ghi Min
  • 2011 Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries
    by Bong-Han Kim & Hyeongwoo Kim
  • 2011 Purchasing Power Parity and the Taylor Rule
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  • 2011 Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability
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  • 2011 Asymptotic theory for iterated one-step Huber-skip estimators
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  • 2011 Statistical analysis of global surface air temperature and sea level using cointegration methods
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    by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold
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    by Christian Bach
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    by Cristina Amado & Timo Teräsvirta
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    by Tom Engsted & Thomas Q. Pedersen
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    by Søren Johansen & Theis Lange
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    by Søren Johansen
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    by Roxana Halbleib & Valeri Voev
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    by Sodjahin, Amos Aristide
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    by Barry Ness
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    by Skrove Falch, Nina & Nymoen, Ragnar
  • 2011 Foreign Aid and Economic Growth in Ethiopia: A Cointegration Analysis
    by Tasew Tadesse
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    by Cristiana Tudor
  • 2011 An Empirical Investigation on the Determinants of the Saving-Investment Interaction
    by Timur Han Gur & Lutfi Erden & Ibrahim Ozkan
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    by Nicholas Apergis & Effrosyni Alevizopoulou
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    by Adnen Chockri & Ibticem Frihka
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    by Mary Riddel
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    by Evan LAU & Nelson FU
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    by Cosimo MAGAZZINO
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    by Laura UNGUREANU
  • 2011 Expectations Impact On The Effectiveness Of The Inflation-Real Activity Trade-Off
    by Gbaguidi S. DAVID
  • 2011 Some Convergence Results On Dynamic Factor Models
    by Maddalena CAVICCHIOLI
  • 2011 Dynamic Relationship Between Exchange Rates And Stock Prices: Empirical Evidence From India
    by Krishna Reddy CHITTEDI
  • 2011 Measuring the Impact of Industrialization and Financial Development on Water Resources: A Case Study of Pakistan
    by Khalid ZAMAN & Muhammad Mushtaq KHAN & Mehboob AHMAD
  • 2011 Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data
    by Matei, Marius
  • 2011 An Evaluation of Asymmetric and Symmetric Effects of Oil Exports Shocks on Non-Tradable Sector of Iranian Economy
    by Shirinbakhsh, Shamsollah & Moghaddas Bayat, Maryam
  • 2011 Public Capital and Regional Economic Growth: a SVAR Approach for the Spanish Regions
    by Márquez, Miguel A. & Ramajo, Julián & Hewings, Geoffrey J. D.
  • 2011 Forecasting Recessions in Turkey with Qual-VAR Models
    by Tunay, K. Batu
  • 2011 Comparison of VaR estimation methods for different forecasting samples for Russian stocks
    by Shcherba, Alexandr
  • 2011 Multivariate skewed t-distribution with degrees of freedom vector and its application to financial modeling
    by Balaev , Alexey
  • 2011 Export Instability, Income Terms of Trade Instability and Growth: The Case of India
    by Faiz Bilquees & Tahir Mukhtar
  • 2011 Presiones cambiarias en el Perú: Un enfoque no lineal
    by Morales Vásquez, Daniel
  • 2011 Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)
    by Alexei Kolokolov
  • 2011 Modeling multivariate parametric densities of financial returns (in Russian)
    by Alexey Balaev
  • 2011 Optimization models of rail transportation under the financial crisis
    by Gheorghe-Stelian BALAN & Mariana BALAN
  • 2011 Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models
    by Justyna Wróblewska
  • 2011 A Bayesian Analysis of Exogeneity in Models with Latent Variables
    by Anna Pajor
  • 2011 Inflation Targeting and Its Impact on the Nature of the Money Supply and the Financial Imbalances
    by Tomáš Munzi & Petr Hlaváč
  • 2011 Comparing the Convergence of Czech Economy with Selected Euro Zone Members Using Impulse-Response Functions and Supply and Demand Shocks
    by Roman Hušek & Tomáš Formánek
  • 2011 The Current Account Dynamics in Pakistan: An Intertemporal Optimisation Perspective
    by Tahir Mukhtar & Aliya H. Khan
  • 2011 The Foreign-Income and Real-Exchange-Rate Elasticities of Bangladesh Exports
    by Akhand Akhtar Hossain
  • 2011 Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta
    by Guillermo Lavanda & Gabriel Rodríguez
  • 2011 Estimating Potential Output in Romania using a Structural VAR
    by Stoica Tiberiu
  • 2011 The Impact of International Financial Crisis on Bank Lending to Households. A VAR Approach
    by Popescu Iulian
  • 2011 The Relationship Between Productivity and Relative Prices in Romania (Balassa-Samuelson Internal Mechanism)
    by Ghiba Nicolae
  • 2011 An Investigation Of Longrun Relationship Between Economic Growth, Investment And Export In Romania
    by Mester Ioana Teodora & Simut Ramona Marinela
  • 2011 The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model
    by Konstantins Benkovskis & Andrejs Bessonovs & Martin Feldkircher & Julia Wörz
  • 2011 FDI, Trade and Growth in CESEE Countries
    by Jarko Fidrmuc & Reiner Martin
  • 2011 Um modelo integrado econométrico+insumo-produto para previsão de longo prazo da demanda de combustíveis no Brasil [An integrated econometric+input-output model for long term forecast of fuel demand in Brazil]
    by Flaviane Souza Santiago & Rogério Silva de Mattos & Fernando Salgueiro Perobelli
  • 2011 Modelling International Monthly Tourist in Spain/Modelización de llegadas mensuales de turistas a España
    by JUNCAL CUÑADO & ALBERIKO GIL-ALANA, LUIS & PEREZ DE GRACIA, FERNANDO
  • 2011 Liquidez del mercado a plazo y volatilidad de precios a contado en el mercado de electricidad en España/Liquidity in the Contract Market and Price Volatility in the Spanish Electricity Spot Market
    by LÓPEZ MILLA, JULIÁN & RUBIA, ANTONIO
  • 2011 Impacto macroeconómico de las inversiones en la red de transporte de la electricidad en España/Macroeconomic Impact of Investment in the electrical Network in Spain
    by PÉREZ Y PÉREZ, LUIS & SANAÚ VILLARROYA, JAIME & SANZ VILLARROYA, ISABEL
  • 2011 Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients
    by Jorge Uribe
  • 2011 Egyenes vagy S alakú a Jánossy-féle trendvonal?. Hosszú távú egyensúlyi állapot Maddison adatai és az új növekedéselmélet tükrében
    by Tarján, Tamás
  • 2011 Növekedés, deficit és adósság - fenntartható keretben
    by Ábel, István & Kóbor, Ádám
  • 2011 Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach
    by Keiichi Kubota & Hitoshi Takehara
  • 2011 Business Cycle Co-movement and Trade Intensity in the Euro Area: is there a Dynamic Link?
    by Marcus Kappler
  • 2011 Predictive Ability of Business Cycle Indicators under Test - A Case Study for the Euro Area Industrial Production
    by Kai Carstensen & Klaus Wohlrabe & Christina Ziegler
  • 2011 Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
    by Roxana Halbleib & Valeri Voev
  • 2011 Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
    by Helmut Luetkepohl
  • 2011 Purchasing Power Parity Influence On Real Exchange Rate Behavior In Romania
    by Nicolae Ghiba
  • 2011 Agricultural Policy Reforms And Spatial Integration Of Food Grain Markets In India
    by Madhusudan Ghosh
  • 2011 Public Investment, Economic Performance And Budgetary Consolidation: Var Evidence For The First 12 Euro Countries
    by Alfredo Marvao Pereira & Maria de Fatima Pinho
  • 2011 The Great Moderation: Evidence from Five Asian Emerging Countries
    by WenShow Fang & Jen-Ching Tseng & Shu-Ching Cheng
  • 2011 Hysteresis in Unemployment: Evidence from OECD Countries
    by Shu-Ching Huang
  • 2011 The Causal Relationship between Stock Prices and Exchange Rates: Evidence from the G-7
    by Shyh-Wei Chen & Tzu-Chun Chen
  • 2011 Acýk Enflasyon Hedeflemesi Doneminde Parasal Aktarim Mekanizmasinin Doviz Kuru Kanali: Turkiye Uzerine Ekonometrik Bir Analiz
    by Sevda YAPRAKLI
  • 2011 An Empirical Model for the Turkish Trade Balance: New Evidence from ARDL Bounds Testing Analyses
    by H. Bayram Irhan & Nur Dilbaz Alacahan & Levent Korap
  • 2011 Il principio di conservazione della dinamica e le tecniche di riconciliazione di serie storiche nella stima dell’occupazione trimestrale per settore istituzionale
    by Marianna Ascione & Giancarlo Lutero
  • 2011 Empirical Evidence on the Convergence of Interest Rates for IFRS 4: SPSM Using the Panel KSS Test
    by Chih-Kai Chang
  • 2011 A Procedure for Testing Granger Causality of Infinite Order
    by Fathali Firoozi & Donald Lien
  • 2011 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
    by Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth
  • 2011 Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul
    by Numan Ülkü
  • 2011 The Financial Crisis and the Stock Markets of the CEE Countries
    by Renatas Kizys & Christian Pierdzioch
  • 2011 Inflation Convergence and the New Keynesian Phillips Curve in the Czech Republic
    by Katarína Danišková & Jarko Fidrmuc
  • 2011 Behavioural models for manufacturing firms: analysing survey data
    by Luciana Crosilla & Marco Malgarini
  • 2011 Abnormal Returns on CEFs and in Pre-and-Post-Credit-Crunch Periods
    by Emmanouil Mavrakis
  • 2011 The Impact of the US Automobile Crisis on Mexico’s Car and Truck Subsector
    by Jorge Eduardo Mendoza Cota
  • 2011 External Shocks and Sources of Macroeconomic Fluctuation: A SVEC Model based proposal for Argentina’s Economy
    by Luis N. Lanteri
  • 2011 Modelling unemployment in the presence of excess labour supply
    by Marga Peeters
  • 2011 Demographics, dividend clienteles and the dividend premium
    by Lee, King Fuei
  • 2011 Should the government directly intervene in stock market during a crisis?
    by Khan, Salman & Batteau, Pierre
  • 2011 Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence
    by Kurita, Takamitsu
  • 2011 Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
    by Chang, Chia-Lin & Khamkaew, Thanchanok & McAleer, Michael & Tansuchat, Roengchai
  • 2011 Testing the international linkage in the platinum-group metal futures markets
    by Aruga, Kentaka & Managi, Shunsuke
  • 2011 Asymmetric inflation dynamics: Evidence from quantile regression analysis
    by Tsong, Ching-Chuan & Lee, Cheng-Feng
  • 2011 Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions
    by Phillips, Kerk L. & Spencer, David E.
  • 2011 International comovements in inflation rates and country characteristics
    by Neely, Christopher J. & Rapach, David E.
  • 2011 Monetary policy and the exchange rate: Evaluation of VAR models
    by Jääskelä, Jarkko P. & Jennings, David
  • 2011 Do house price developments spillover across euro area countries? Evidence from a global VAR
    by Vansteenkiste, Isabel & Hiebert, Paul
  • 2011 An empirical model for Japan’s business fixed investment
    by Kurita, Takamitsu
  • 2011 A further investigation of unemployment persistence in European transition economies
    by Cuestas, Juan C. & Gil-Alana, Luis A. & Staehr, Karsten
  • 2011 Conditional beta pricing models: A nonparametric approach
    by Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan
  • 2011 The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market
    by Hong, Gwangheon & Lee, Bong Soo
  • 2011 A model of carbon price interactions with macroeconomic and energy dynamics
    by Chevallier, Julien
  • 2011 Nonparametric modeling of carbon prices
    by Chevallier, Julien
  • 2011 An hour-ahead prediction model for heavy-tailed spot prices
    by Kim, Jae Ho & Powell, Warren B.
  • 2011 Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape
    by Serinaldi, Francesco
  • 2011 The impact of oil shocks on the Spanish economy
    by Gómez-Loscos, Ana & Montañés, Antonio & Gadea, M. Dolores
  • 2011 Financial integration and currency risk premium in CEECs: Evidence from the ICAPM
    by Boubakri, Salem & Guillaumin, Cyriac
  • 2011 Stock market correlations between China and its emerging market neighbors
    by Jayasuriya, Shamila A.
  • 2011 Foreign and domestic growth drivers in Eastern Europe
    by Weber, Enzo
  • 2011 Bayesian inference in a time varying cointegration model
    by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.
  • 2011 Particle filters for continuous likelihood evaluation and maximisation
    by Malik, Sheheryar & Pitt, Michael K.
  • 2011 Volatility contagion: A range-based volatility approach
    by Chiang, Min-Hsien & Wang, Li-Min
  • 2011 A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
    by Swensen, Anders Rygh
  • 2011 A consistent nonparametric test for nonlinear causality—Specification in time series regression
    by Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho
  • 2011 On the feasibility of monetary union: Does it make sense to look for shocks symmetry across countries when none of the countries constitutes an optimum currency area?
    by Jean Louis, Rosmy & Brown, Ryan & Balli, Faruk
  • 2011 Fiscal consolidation with high growth: A policy simulation model for India
    by Mundle, Sudipto & Bhanumurthy, N.R. & Das, Surajit
  • 2011 Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
    by Chevallier, Julien
  • 2011 A small New Keynesian state space model of the Australian economy
    by Leu, Shawn Chen-Yu & Sheen, Jeffrey
  • 2011 Uncertainty in the public debt market and stochastic long-run growth
    by Tsintzos, Panagiotis & Dergiades, Theologos
  • 2011 Macro-econometric modelling for the Nigerian economy: A growth–poverty gap analysis
    by Akanbi, Olusegun A. & Du Toit, Charlotte B.
  • 2011 Leader of the pack? German monetary dominance in Europe prior to EMU
    by Reade, J. James & Volz, Ulrich
  • 2011 Monetary policy and credit cards: Evidence from a small open economy
    by Yilmazkuday, Hakan
  • 2011 A New Keynesian SVAR model of the Australian economy
    by Leu, Shawn Chen-Yu
  • 2011 Fitting observed inflation expectations
    by Del Negro, Marco & Eusepi, Stefano
  • 2011 How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
  • 2011 Calvo vs. Rotemberg in a trend inflation world: An empirical investigation
    by Ascari, Guido & Castelnuovo, Efrem & Rossi, Lorenza
  • 2011 Responding to the global financial crisis: Vietnamese exchange rate policy, 2008–2009
    by Takagi, Shinji & Pham, Thi Hoang Anh
  • 2011 Chinese exchange rate and price effects on G3 import prices
    by Granville, Brigitte & Mallick, Sushanta & Zeng, Ning
  • 2011 Energy-Growth Causality: Asian Countries Revisited
    by Evan Lau & Xiao-Hui Chye & Chee-Keong Choong
  • 2011 Multivariate Cointegration and Causality between Exports, Electricity Consumption and Real Income per Capita: Recent Evidence from Japan
    by Janesh Sami
  • 2011 Electricity Consumption and Economic Growth: Trivariate investigation in Botswana with Capital Formation
    by Sakiru Adebola Solarin
  • 2011 Investigating Seasonal Patterns in Developing Countries: The Case of FYROM Stock Market
    by Andreas Georgantopoulos & Anastasios Tsamis
  • 2011 Is there any Link Between Commodity Price and Monetary Policy? Evidence from Australia
    by A.F.M. Kamrul Hassan & Ruhul A. Salim
  • 2011 Purchasing Power Parity (PPP) of Australian Dollar: Do Test Procedures Matter?
    by AFM Kamrul Hassan & Ruhul Salim
  • 2011 Monetary Policy, Construction Sector Output and Housing Prices in India: An Emerging Economy Perspective
    by Hrushikesh MALLICK
  • 2011 Manufactured Exports And Economic Growth In Egypt: Cointegration And Causality Analysis
    by Neveen M. TORAYEH
  • 2011 Un modelo de corrección de errores para la relación entre el consumo de energía y el PIB en Colombia (1970-2009)
    by Jacobo Campo R. & Viviana Sarmiento
  • 2011 Un sistema casi ideal de demanda para el gasto en Colombia: Una estimación utilizando el método generalizado de los momentos en el período 1968-2007
    by Daniel Londoño Cano & Edwar Londoño Zapata & Andrés Ramirez Hassan
  • 2011 Integracion espacial del mercado de la carne en las tres principales ciudades de Colombia: Evidencia de las series de precios
    by Julio Cesar Alonso & Ana Isabel Gallego
  • 2011 Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica
    by Uribe Gil, Jorge Mario
  • 2011 Estudio del fenómeno de inflación importada vía precios del petróleo y su aplicación al caso colombiano mediante el uso de modelos VAR para el periodo 2000-2009
    by Heivar Yesid Rodríguez Pinzón
  • 2011 Choques, instituciones laborales y desempleo en Colombia
    by Juan José Echavarría & Enrique López & Sergio Ocampo & Norberto Rodríguez
  • 2011 Regulación y valor en riesgo
    by Luis Fernando Melo & Joan Camilo Granados
  • 2011 Pass-through of International Food Prices to Domestic Inflation During and After the Great Recession: Evidence from a Set of Latin American Economies
    by Munir Jalil & Esteban Tamayo
  • 2011 Estimation of R&D depreciation rates: a suggested methodology and preliminary application
    by Ning Huang & Erwin Diewert
  • 2011 The impact of nonlinearities for carbon markets analyses
    by Julien Chevallier
  • 2011 Macro factors in oil futures returns
    by Yannick Le Pen & Benoît Sévi
  • 2011 Recent developments on commodity, energy and carbon markets: an introduction
    by Valérie Mignon
  • 2011 Non-linear dynamics of real wages over the business cycle
    by Carlo Altavilla & Concetto Paolo Vinci
  • 2011 Structural breaks and real convergence in OPEC countries
    by Juncal Cunado
  • 2011 Impact de la crise sur la croissance potentielle. Une approche par les modèles à composantes inobservables
    by Mabrouk Chetouane & Matthieu Lemoine & Marie-Elisabeth de la Serve
  • 2011 Riesgo macroeconómico y bolivianización: Un análisis de cointegración con un portafolio dinámico no estacionario de mínima varianza
    by Rolando Manuel Gonzáles Martínez
  • 2011 La apreciación del tipo de cambio y su efecto en la balanza comercial. Caso boliviano (2006 - 2008)
    by Boris A. Luna Acevedo
  • 2011 The Effects of Real and Nominal Shocks on Real and Nominal Exchange Rates: The Case of Turkey
    by Ahmet Murat ALPER
  • 2011 Uncertainty and Portfolio Dollarization. The Argentine Case in the Last Half Century
    by Tamara Burdisso & Eduardo Ariel Corso
  • 2011 Efficient-Market Hypothesis and the Global Financial Crises – on the Example of SOFIX, DJIA and DAX Indexes
    by Vladimir Tsenkov
  • 2011 The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States
    by Grigori Fainstein & Igor Novikov
  • 2011 Exchange Rates and Inflation Rates: Exploring Nonlinear Relationships
    by Bahram Adrangi & Mary E. Allender & Kambiz Raffiee
  • 2011 Liquidity and Asset Prices: How Strong are the Linkages?
    by Christian Dreger & J¨¹rgen Wolters
  • 2011 Argentina: Feeding on Food Crisis?
    by Ahmet Ozyigit & Fehiman Eminer
  • 2011 Insurance Market Activity and Economic Growth: Evidence from Nigeria
    by Philip Chimobi Omoke
  • 2011 Insurance Market Activity and Economic Growth: Evidence from Nigeria
    by Philip Chimobi Omoke
  • 2011 Inflation and Budget Deficit: What is the Relationship in Portugal?
    by Agostinho S. Rosa
  • 2011 An Empirical Analysis On The Integration Of The Stock Exchanges Of The Ise With Those Of European Union Mediterranean Countries
    by Mustafa Ibicioglu & Ayhan Kapusuzoglu
  • 2011 The Effects Of Aggregate Demand And Supply Shocks On Output And Inflation In Turkey, 1987-2009
    by Zekeriya Yildirim
  • 2011 The Relationship Between Exchange Rate And Exports In Romania Using A Vector Autoregressive Model
    by Carmen Sandu & Nicolae Ghiba
  • 2011 Alternative bvar models for forecasting inflation
    by H. Heidari
  • 2011 An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange
    by Elie BOURI
  • 2011 Are World Commodity Prices Relevant in Predicting Inflation in Botswana?
    by Kagiso Mangadi & Francis Okurut & Dauda Yinusa
  • 2011 The Impact of Rand/US Dollar Exchange Rate Volatility on the Performance of Futures Markets for Agricultural Commodities
    by Motlatjo Moholwa & Guangling (Dave) Liu
  • 2011 Measuring core inflation in Italy comparing aggregate vs. disaggregate price data
    by Giacomo Sbrana & Andrea Silvestrini
  • 2011 A Non-Stationary Perspective on the Euro Area Business Cycle
    by Louise Holm
  • 2011 From the General to the Specific—Modelling Inflation in China
    by J. James Reade & Ulrich Volz
  • 2011 An Analysis of Supply Response for Natural Rubber in Cambodia
    by Samin Much & Sopin Tongpan & Prapinwadee Sirisupluxana
  • 2011 Sign Restrictions in Structural Vector Autoregressions: A Critical Review
    by Ren�e Fry & Adrian Pagan
  • 2010 The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa
    by Riona Arjoon & Mariette Botes & Laban K. Chesang & Rangan Gupta
  • 2010 Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
    by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller
  • 2010 Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics
    by Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk
  • 2010 Impact d’un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers
    by Le Pen, Yannick & Sévi, Benoît
  • 2010 Socially Responsable Investing: Myths and Realities
    by Monjon, Stéphanie & Capelle Blancard, Gunther
  • 2010 Measuring Monetary Policy in a Small Open Economy with Managed Exchange Rates: The Case of Taiwan
    by Tai-kuang Ho & Kuo-chun Yeh
  • 2010 The Aggregate Production Function of the Finnish Economy in the Twentieth Century
    by Arto Luoma & Jani Luoto
  • 2010 On Measuring Country Risk: A new System Modelling Approach - La misura del rischio paese: un nuovo approccio system modelling
    by Chopra, Parvesh K. & Kanji, Gopal K.
  • 2010 An Analysis of the Dynamic Linkages between the Cash Rate and the Government Yield Curve: A Case Study - Un’analisi della relazione dinamica tra cash rate e curva dei rendimenti dei titoli pubblici: studio di un caso
    by Masih, A. Mansur M. & Ryan, Vicky
  • 2010 Reassessing the Dynamic Links between Trade and Growth: New Empirical Evidence from India - Un riesame delle relazioni tra commercio estero e crescita economica:nuova evidenza empirica per l’India
    by Tronzano, Marco
  • 2010 Impact of the Economic Crisis on the Countries in Eastern Europe (III) Literature Review, Theory and Empirical Evidence
    by Dobra Iulian
  • 2010 Impact of the Economic Crisis on the Countries in Eastern Europe (II)
    by Dobra Iulian
  • 2010 Impact of the Economic Crisis on the Countries in Eastern Europe (I - Literature Review, Theory and Empirical Evidence)
    by Dobra Iulian
  • 2010 An analysis of two leading indicators of economic growth in Turkey: Monthly manufacturing industry output and CNBC-e consumption indices
    by Erhan ASLANOĞLU & Sadullah ÇELİK
  • 2010 Asimetrik etkiler altında Okun Yasası’nın Eşik Hata Düzeltme Modeli ile sınanması: Türkiye örneği
    by Recep TARI & Tezcan ABASIZ
  • 2010 Türkiye için aylık istihdam verilerinin Durum-Uzay Metodu kullanılarak tahmin edilmesi
    by Murat TAŞDEMİR & Sami TABAN
  • 2010 Dynamic Macroeconomic Effects of Public Capital: Evidence from Regional Italian Data
    by Valter Di Giacinto & Giacinto Micucci & Pasqualino Montanaro
  • 2010 Predicción de errores de proyección de inflación en Chile
    by Bentancor, Andrea & Pincheira, Pablo
  • 2010 Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case
    by Olga Susana M. Monteiro & Artur C. B. da Silva Lopes
  • 2010 Malthus was right: new evidence from a time-varying VAR
    by Alexander Rathke & Samad Sarferaz
  • 2010 Real wages and the business cycle in Germany
    by Marczak, Martyna & Beissinger, Thomas
  • 2010 Chinese monetary policy and the dollar peg
    by Reade, J. James & Volz, Ulrich
  • 2010 The Electricity Consumption and Economic Growth Nexus in Pakistan: A New Evidence
    by Atif, Syed Muhammad & Siddiqi, Muhammad Wasif
  • 2010 The impact of macroeconomic news on quote adjustments, noise, and informational volatility
    by Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David
  • 2010 Tell-tale tails: A data driven approach to estimate unique market information shares
    by Grammig, Joachim G. & Peter, Franziska J.
  • 2010 User costs of housing when households face a credit constraint: evidence for Germany
    by Dümmler, Tobias & Kienle, Stephan
  • 2010 What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?
    by Dötz, Niko & Fischer, Christoph
  • 2010 Trend and cycle features in German residential investment before and after reunification
    by Knetsch, Thomas A.
  • 2010 Empirical simultaneous confidence regions for path-forecasts
    by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano
  • 2010 Loan supply in Germany during the financial crisis
    by Busch, Ulrike & Scharnagl, Michael & Scheithauer, Jan
  • 2010 Business Cycles around the Globe: A Regime Switching Approach
    by Sumru Altuğ & Melike Bildirici
  • 2010 Does the nominal exchange rate regime affect the real interest parity condition?
    by Christian Dreger
  • 2010 Sectoral productivity and spillover effects of FDI in Latin America
    by Gabriele Tondl & Jorge A. Fornero
  • 2010 The Size of the Government and Economic Growth: An Empirical Study of Sri Lanka
    by Shanaka Herath
  • 2010 An Empirical Characterization of Redistribution Shocks and Output Dynamics
    by Klemens Hauzenberger & Robert Stehrer
  • 2010 Price convergence and market integration in Russia
    by Konstantin Gluschenko
  • 2010 Is Monetary Policy in New Members States Asymmetric?
    by Borek Vasicek
  • 2010 Granger non-causality tests between (non)renewable energy consumption and output in Italy since 1861: the (ir)relevance of structural breaks
    by Andrea Vaona
  • 2010 A dynamic copula approach to recovering the index implied volatility skew
    by Matthias Fengler & Helmut Herwartz & Christian Werner
  • 2010 The dynamic effects of technological and non technological shocks in the energy sector: a case study for Italy
    by Giuseppe Travaglini
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    by Lahura, Erick
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    by Paulo Soares Esteves & Paulo M.M. Rodrigues
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    by Aktas, Erkan & Özenç, Çiğdem & Arıca, Feyza
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    by Gurgul, Henryk & Lach, Łukasz
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    by Lach, Łukasz
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    by Gurgul, Henryk & Lach, Łukasz
  • 2010 Testing the relationship between FDI inflow and out flow in India: a critical analysis
    by Krishnankutty, Raveesh
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    by Cerro, Ana María & Rodríguez Andrés, Antonio
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    by Adam, Anokye M. & Siaw, Frimpong
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    by Chomteu Kouam, Sorel Francine & Abo Ekomie, Alain & Bahouayila, Chancel
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    by Jackman, Mahalia
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    by Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre
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    by Khiabani, Nasser
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    by Hasanov, Fakhri
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    by Carrillo, Paul A.
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    by Karan Singh, B & Kanakaraj, A & Sridevi, T.O
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    by Korap, Levent
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    by Chin-Hong, Puah & Lee-Chea, Hiew
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    by Idrovo Aguirre, Byron & Tejada, Mauricio
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    by Ofria, Ferdinando & Millemaci, Emanuele
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    by Korap, Levent
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    by Fakhri, Hasanov
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    by Moussa, Zakaria
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    by Jackman, Mahalia
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    by Brissimis, Sophocles & Migiakis, Petros
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    by Rao, Nasir Hamid & Bukhari, Syed Kalim Hyder
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    by Korap, Levent
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    by Casadio, Paolo & Paradiso, Antonio
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    by Lopez, Claude & Papell, David
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    by Moauro, Filippo
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    by Mirdala, Rajmund
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    by Shahbaz, Muhammad & Jalil, Abdul & Islam, Faridul
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    by Korobilis, Dimitris & Gilmartin, Michelle
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    by Bianchi, Giuseppe & Cesaroni, Tatiana & Ricchi, Ottavio
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    by de Silva, Ashton J
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    by Basher, Syed Abul & Elsamadisy, Elsayed Mousa
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    by Tiwari, Aviral & Shahbaz, Muhammad
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    by Yilmaz, Tolgahan
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    by Heryan, Tomas & Stavarek, Daniel
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    by Zanetti Chini, Emilio
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    by Stavarek, Daniel
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    by Tsyplakov, Alexander
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    by Vecchione, Gaetano
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    by Toledo, Wilfredo
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    by Magazzino, Cosimo
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    by Magazzino, Cosimo
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    by D'Adamo, Gaetano
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    by Korap, Levent & Aslan, Özgür
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    by Hatemi-J, Abdulnasser & El-Khatib, Youssef
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    by Mirdala, Rajmund
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  • 2010 An Analysis of the relationship between WTI term structure and oil market fundamentals in 2002-2009
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    by Zeren, Fatma & Korap, Levent
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    by Chapda Nana, Guy & Gervais, Jean-Philippe & Larue, Bruno
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    by Boldea, Otilia & Hall, Alastair R.
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    by Oh, Swee-Ling & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali
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    by Jee, Hui-Siang Brenda & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali
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    by Buss, Ginters
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    by Mandler, Martin
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    by Diego, Cerdeiro
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    by Fragetta, Matteo
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    by Lopez, Claude & Papell, David
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    by Ahamad, Mazbahul Golam & Tanin, Fahian
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    by Aktas, Erkan & Tuncer, İsmail & Aydın, Murat
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    by Andreas Nastansky & Hans Gerhard Strohe
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    by Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares
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    by Guglielmo Caporale & Davide Ciferri & Alessandro Girardi
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    by Łukasz Rawdanowicz
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    by Emmanuel De Veirman & Ashley Dunstan
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    by Mundle, Sudipto & Bhanumurthy, N.R. & Das, Surajit
  • 2010 An Efficient Test of Fiscal Sustainability
    by Vasco J. Gabriel & Pataaree Sangduan
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  • 2010 The yield curve and the macro-economy across time and frequencies
    by Luís Francisco Aguiar & Manuel M. F. Martins & Maria Joana Soares
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    by Casey B. Mulligan
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    by Sangho KIM & Donghyun PARK
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    by MOON, H.R. & PERRON, Benoit
  • 2010 Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
    by MOON, Hyungsik Roger & PERRON, Benoit
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    by Shu Fan & Rob Hyndman
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    by Yin Liao & Heather M. Anderson & Farshid Vahid
  • 2010 Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand
    by George Athanasopoulos & Ashton de Silva
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    by Nourzad, Farrokh
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    by Mario Forni & Luca Gambetti
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    by Antonio Ribba
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    by Zoltán M. Jakab & Éva Kaponya
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    by Maria Grydaki & Stilianos Fountas
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    by Paul Alagidede & Theodore Panagiotidis
  • 2010 Causal Relationship between Stock Prices and Exchange Rates
    by Paul Alagidede & Theodore Panagiotidis & Xu Zhang
  • 2010 Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions
    by Martin Mandler
  • 2010 Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
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    by Hafedh Bouakez & Badye Omar Essid & Michel Normandin
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    by Hafedh Bouakez & Foued Chihi & Michel Normandin
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    by Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina
  • 2010 The Household Sector Financial Balance, Financing Gap, Financial Markets, and Economic Cycles in the US Economy: A Structural VAR Analysis
    by Paolo Casadio & Antonio Paradiso
  • 2010 Infinite-variance, Alpha-stable Shocks in Monetary SVAR
    by Greg Hannsgen
  • 2010 Economic Value of Stock and Interest Rate Predictability in the UK
    by Stephen Hall & Kavita Sirichand
  • 2010 Decision-Based Forecast Evaluation of UK Interest Rate Predictability
    by Stephen Hall & Kavita Sirichand
  • 2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
    by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
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  • 2010 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
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  • 2010 Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
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  • 2010 Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
    by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
  • 2010 Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
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  • 2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
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  • 2010 Ten Things We Should Know About Time Series
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  • 2010 Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models
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  • 2010 Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
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    by Sule Akkoyunlu & Boriss Siliverstovs
  • 2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
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  • 2010 Business Cycles around the Globe: A Regime Switching Approach
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  • 2010 An Empirical Study of the Relationships between CO2 Emissions, Economic Growth and Openness
    by Choi, Eunho & Heshmati, Almas & Cho, Yongsung
  • 2010 Real Wages and the Business Cycle in Germany
    by Marczak, Martyna & Beissinger, Thomas
  • 2010 Real Wages and the Business Cycle in Germany
    by Marczak, Martyna & Beissinger, Thomas
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  • 2010 Stock and Bond Relationships in Asia
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  • 2010 A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance
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  • 2010 Chinese Saving Dynamics: The Impact of GDP Growth and the Dependent Share
    by Carl Bonham & Call Wiemer
  • 2010 Forecasting Based on Common Trends in Mixed Frequency Samples
    by Peter Fuleky & Carl Bonham
  • 2010 Chinese Saving Dynamics: The Impact of GDP Growth and Dependent Share
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  • 2010 Permanent and Transitory Macroeconomic Relationships between China and the Developed World
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  • 2010 Price Dynamics in Tanzanian Maize Markets: Insights from a Semiparametric Cointegration Model
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  • 2010 Assessing Seasonal Asymmetric Price Transmission in Ghanaian Tomato Markets With the Johansen Estimation Method
    by Rico Ihle & Joseph Amikuzuno
  • 2010 Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility
    by Joseph P. Byrne & Fatima Kaneez & Alexandros Kontonikas
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    by Wajih Khallouli & Modibo René Sandretto
  • 2010 Adjustment capacity in a monetary union: a DSGE evaluation of Poland and Slovakia
    by Andrzej Torój
  • 2010 Interrelations between consumption and wealth in Poland
    by Magdalena Zachłod-Jelec
  • 2010 Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets
    by Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas
  • 2010 “Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change”
    by Emerson Fernandes Marçal & Fernando Barbi
  • 2010 Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries
    by Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík
  • 2010 Relationship between Czech and European developed stock markets: DCC MVGARCH analysis
    by Michael Princ
  • 2010 Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions
    by Frédéric Karamé & Alexandra Olmedo
  • 2010 Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further
    by Frédéric Karamé
  • 2010 Oil price influence on Russian macroeconomic indicators
    by Olga Podkorytova & Tatyana Chigvintseva
  • 2010 Investigation of cointegration of oil prices and Russian market indices
    by Alexander Alexeev
  • 2010 Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis
    by Katarzyna Maciejowska
  • 2010 Empirical Simultaneous Confidence Regions for Path-Forecasts
    by Òscar Jordà & Malte Knüppel & Massimiliano Marcellino
  • 2010 Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
    by Helmut Luetkepohl
  • 2010 Assessing financial integration: a comparison between Europe and East Asia
    by Rossella Calvi
  • 2010 Ten Things We Should Know About Time Series
    by McAleer, M.J. & Oxley, L.
  • 2010 Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH
    by Caporin, M. & McAleer, M.J.
  • 2010 Ranking multivariate GARCH models by problem dimension
    by Caporin, M. & McAleer, M.J.
  • 2010 Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
    by Chang, C. & McAleer, M.J. & Tansuchat, R.
  • 2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
    by Tansuchat, R. & Chang, C-L. & McAleer, M.J.
  • 2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
    by Tansuchat, R. & Chang, C-L. & McAleer, M.J.
  • 2010 On the Informational Role of Term Structure in the U.S. Monetary Policy Rule
    by Vázquez Pérez, Jesús & María-Dolores, Ramón & Londoño, Juan Miguel
  • 2010 Conditional beta pricing models: A nonparametric approach
    by Orbe Mandaluniz, Susan & Ferreira García, María Eva & Gil Bazo, Javier
  • 2010 The links between inflation and inflation uncertainty at the longer horizon
    by Tsyplakov Alexander
  • 2010 Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
    by Jan PAM Jacobs & Kenneth F.Wallis
  • 2010 Real-time Inflation Forecast Densities from Ensemble Phillips Curves
    by Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly
  • 2010 Forecast Densities for Economic Aggregates from Disaggregate Ensembles
    by Francesco Ravazzolo & Shaun P. Vahey
  • 2010 The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010
    by Vicente Esteve & Manuel Navarro-Ibáñez & Maria A. Prats
  • 2010 Are the Gains from Foreign Diversification Diminishing? Assessing teh Impact with Cross-Listed Stocks
    by Chua, Choong Tze & Lai, Sandy & Lewis, Karen K.
  • 2010 A Note on Estimating Wishart Autoagressive Model
    by Roxana Halbleib
  • 2010 Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors
    by Roxana Halbleib & Valerie Voev
  • 2010 On the Sources of Euro Area Money Demand Stability. A Time-Varying Cointegration Analysis
    by Matteo Barigozzi & Antonio Conti
  • 2010 Interaction between trade, conflict and cooperation : the case of Japan and China
    by Shiro Armstrong
  • 2010 Fiscal Consolidation with High Growth : A Policy Simulation Model for India
    by Sudipto Mundle & N.R. Bhanumurthy & Surajit Das
  • 2010 Capital Inflows, Inflation and Exchange Rate Volatility : An Investigation for Linear and Nonlinear Causal Linkages
    by Abdul Rashid & Fazal Husain
  • 2010 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
    by Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi
  • 2010 Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2
    by Kevin D Hoover & Selva Demiralp & Stephen J Perez
  • 2010 Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis
    by Matteo Luciani
  • 2010 A Family Hitch : Econometrics of the New and the Used Car Markets
    by Sylvain Prado
  • 2010 Variable Selection, Estimation and Inference for Multi-period Forecasting Problems
    by M. Hashem Pesaran & Andreas Pick & Allan Timmermann
  • 2010 Time-Varying Spot and Futures Oil Price Dynamics
    by Guglielmo Maria Caporale & Davide Ciferri & Allessandro Girardi
  • 2010 Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques
    by Ansgar Belke & Robert Czudaj
  • 2010 Price Formation on the EuroMTS Platform
    by Guglielmo Maria Caporale & Alessandro Girardi
  • 2010 Monetary Policy, Global Liquidity and Commodity Price Dynamics
    by Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks
  • 2010 Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
    by Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani
  • 2010 The Impact of Real Oil Price on Real Effective Exchange Rate: The Case of Azerbaijan
    by Fakhri Hasanov
  • 2010 Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach
    by John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo
  • 2010 What are the Effects of Monetary Policy Shocks? Evidence from Dollarized Countries
    by Tim Willems
  • 2010 Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    by Rodney W. Strachan & Herman K. van Dijk
  • 2010 A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
    by Drew Creal & Siem Jan Koopman & Andr� Lucas
  • 2010 Transmission of Government Spending Shocks in the Euro Area: Time Variation and Driving Forces
    by Markus Kirchner & Jacopo Cimadomo & Sebastian Hauptmeier
  • 2010 On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach
    by Le Pen, Yannick & Sévi, Benoît
  • 2010 Revisiting the excess co-movements of commodity prices in a data-rich environment
    by Le Pen, Yannick & Sévi, Benoît
  • 2010 Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices
    by Wagner, Niklas & Aboura, Sofiane
  • 2010 On The Economic Effects Of Investment In Railroad Infrastructures In Portugal
    by Alfredo Marvão Pereira & Jorge M. Andraz
  • 2010 The power log-GARCH model
    by Genaro Sucarrat & Alvaro Escribano
  • 2010 Interaction Between Trade, Conflict And Cooperation: The Case Of Japan And China
    by Shoro Armstrong
  • 2010 The 2007-? financial crisis: a money market perspective
    by Nuno Cassola & Claudio Morana
  • 2010 Demand Matters: German Wheat Market Integration 1806-1855 in a European Context
    by Martin Uebele
  • 2010 Exchange Rate Pass-through and Monetary Policy in South Africa
    by Aron, Janine & Farrell, Greg & Muellbauer, John & Sinclair, Peter
  • 2010 Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
    by Chang, Yongsung & Schorfheide, Frank
  • 2010 Macroeconomics and the Term Structure
    by Gürkaynak, Refet S. & Wright, Jonathan
  • 2010 Business Cycles around the Globe: A Regime-switching Approach
    by Altug, Sumru G. & Bildirici, Melike
  • 2010 The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium
    by Chong, Yanping & Jordà, Òscar & Taylor, Alan M.
  • 2010 Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?
    by Aron, Janine & Muellbauer, John
  • 2010 Fiscal Foresight and the Effects of Goverment Spending
    by Forni, Mario & Gambetti, Luca
  • 2010 Empirical Simultaneous Confidence Regions for Path-Forecasts
    by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano
  • 2010 Measuring Output Gap Uncertainty
    by Garratt, Anthony & Mitchell, James & Vahey, Shaun
  • 2010 Factor-GMM Estimation with Large Sets of Possibly Weak Instruments
    by Kapetanios, George & Marcellino, Massimiliano
  • 2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
    by Forni, Mario & Gambetti, Luca
  • 2010 Forecasting with Factor-augmented Error Correction Models
    by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
  • 2010 Some Problems in the Testing of DSGE Models
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.
  • 2010 Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
    by SBRANA, Giacomo & SILVESTRINI, Andrea
  • 2010 On the forecasting accuracy of multivariate GARCH models
    by LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco
  • 2010 Intervenciones cambiarias y política monetaria en Colombia. Un análisis de var estructural
    by Martha Misas A & Juan José Echavarría S & Enrique López E
  • 2010 Corruption, Economic Freedom and Political Freedom in South America: In Pursuit of the missing Link
    by Garcia Callejas, Danny
  • 2010 ¿Posee el Valle del Cauca una economía transformadora de importaciones orientadas a la Exportación?
    by Jaime Andrés Collazos & Pedro Luis Rosero
  • 2010 Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 años?
    by Diego Alonso Agudelo Rueda
  • 2010 Estimations of the natural rate of interest in Colombia
    by Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas
  • 2010 Regulación y Valor en Riesgo
    by Luis Fernando Melo Velandia & Joan Camilo Granados Castro
  • 2010 Monetary Policy and Commodity Prices: an endogenous analysis using an SVAR approach
    by Luz Adriana Flórez
  • 2010 Una metodolgía multivariada de desagregación temporal
    by Jorge Luis Hurtado Guarín & Luis Fernando Melo Velandia
  • 2010 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
    by Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth
  • 2010 ALRIGHT: Asymmetric LaRge-Scale(I)GARCH with Hetero-Tails
    by Marc S. PAOLELLA
  • 2010 Time Variation in U.S. Wage Dynamics
    by Boris Hofmann & Gert Peersman & Roland Straub
  • 2010 Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
    by Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani
  • 2010 The Ifo Business Cycle Clock: Circular Correlation with the Real GDP
    by Klaus Abberger & Wolfgang Nierhaus
  • 2010 Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
    by Kai Carstensen & Klaus Wohlrabe & Christina Ziegler
  • 2010 Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach
    by John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo
  • 2010 Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
    by Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
  • 2010 Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
    by Helmut Luetkepohl
  • 2010 Time-Varying Spot and Futures Oil Price Dynamics
    by Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi
  • 2010 Stock Market Integration between three CEECs, Russia and the UK
    by Guglielmo Maria Caporale & Nicola Spagnolo
  • 2010 Price Formation on the EuroMTS Platform
    by Guglielmo Maria Caporale & Alessandro Girardi
  • 2010 Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint
    by Gabriella Deborah Legrenzi & Costas Milas
  • 2010 Semiparametric Estimation of Locally Stationary Diffusion Models
    by Bonsoo Koo & Oliver Linton
  • 2010 Interrelationships between Health, Environment Quality and Economic Activity: What Consequences for Economic Convergence
    by Alassane DRABO
  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Massimiliano Caporin & Michael McAleer
  • 2010 Cliometrics and Time Series Econometrics: Some Theory and Applications
    by David Grreasley
  • 2010 Ten Things We Should Know About Time Series
    by Michael McAleer & Les Oxley
  • 2010 Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
    by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
  • 2010 Ranking Multivariate GARCH Models by Problem Dimension
    by Massimiliano Caporin & Michael McAleer
  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Michael McAleer & Massimiliano Caporin
  • 2010 Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
    by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
  • 2010 Block Structure Multivariate Stochastic Volatility Models
    by Manabu Asai & Massimiliano Caporin & Michael McAleer
  • 2010 Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets
    by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  • 2010 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
    by Massimiliano Caporin & Michael McAleer
  • 2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
    by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
  • 2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
    by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
  • 2010 Structural change tests for GEL criteria
    by Alain Guay & Jean-Francois Lamarche
  • 2010 Does anticipation of government spending matter? The role of (non-)defense spending
    by Jörn Tenhofen & Guntram B. Wolff
  • 2010 Time-varying dynamics of the real exchange rate. A structural VAR analysis
    by Mumtaz, Haroon & Sunder-Plassmann, Laura
  • 2010 Linking Granger Causality and the Pearl Causal Model with Settable Systems
    by Halbert White & Karim Chalak & Xun Lu
  • 2010 How does monetary policy respond to exchange rate movements? New international evidence
    by Hilde C. Bjørnland & Jørn I. Halvorsen
  • 2010 Loose commitment in medium-scale macroeconomic models: Theory and an application
    by Davide Debortoli & Junior Maih & Ricardo Nunes
  • 2010 The long-run exchange rate for NOK: a BEER approach
    by Geir E. Alstad
  • 2010 Weights and pools for a Norwegian density combination
    by Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud
  • 2010 Forecast densities for economic aggregates from disaggregate ensembles
    by Francesco Ravazzolo & Shaun P. Vahey
  • 2010 Term structure forecasting using macro factors and forecast combination
    by Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk
  • 2010 Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price
    by Anindya Banerjee & Sushil Mohan & Bill Russell
  • 2010 Too Much to Lose, or More to Gain? Should Sweden Join the Euro?
    by J James Reade & Ulrich Volz
  • 2010 Interest rate pass-through in the major European economies - the role of expectations
    by Anindya Banerjee & Victor Bystrov & Paul Mizen
  • 2010 Forecasting with Factor-augmented Error Correction
    by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
  • 2010 Measurement with Some Theory: a New Approach to Evaluate Business Cycle Models (with appendices)
    by Fabio Canova & Matthias Paustian
  • 2010 Fiscal Policy, Foresight and the Trade Balance in the U.S
    by Luca Gambetti
  • 2010 Multiple Filtering Devices for the Estimation of Cyclical DSGE Models
    by Fabio Canova & Filippo Ferroni
  • 2010 Fiscal Foresight and the Effects of Government Spending
    by Mario Forni & Luca Gambetti
  • 2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model fiscal
    by Mario Forni & Luca Gambetti
  • 2010 The changing role of house price dynamics over the business cycle
    by Dufrénot, G. & Malik, S.
  • 2010 Is there Evidence of Shift-Contagion in International Housing Markets?
    by de Bandt,O. & Malik, S.
  • 2010 Common business and housing market cycles in the Euro area from a multivariate decomposition
    by Ferrara, L. & Koopman, S J.
  • 2010 On the interaction between market and credit risk: a factor-augmented vector autoregressive (FAVAR) approach
    by Roberta Fiori & Simonetta Iannotti
  • 2010 On vector autoregressive modeling in space and time
    by Valter Di Giacinto
  • 2010 Nowcasting Spanish GDP growth in real time: "One and a half months earlier"
    by David de Antonio Liedo & Elena Fernández Muñoz
  • 2010 Explaining the demand for money by non-financial corporations in the euro area: A macro and a micro view
    by Carmen Martínez-Carrascal & Julian von Landesberger
  • 2010 Testing non-linear dependence in the hedge fund industry
    by Javier Mencía
  • 2010 Commodity Prices: Structural Factors, Financial Markets and Non-Linear Dynamics
    by Diego Bastourre & Jorge Carrera & Javier Ibarlucia
  • 2010 Dynamic and Stochastic General Equilibrium (DSGE) Models: An Introduction
    by Guillermo Escudé
  • 2010 Monetary Policy Transmission and Macroeconomic Dynamics in Luxembourg: Results from a VAR Analysis
    by Romuald Morhs
  • 2010 Non-Stationary Interest Rate Differentials and the Role of Monetary Policy
    by Matros, Philipp & Weber, Enzo
  • 2010 Long-run Identification in a Fractionally Integrated System
    by Tschernig, Rolf & Weber, Enzo & Weigand, Roland
  • 2010 Testing for Codependence of Non-Stationary Variables
    by Trenkler, Carsten & Weber, Enzo
  • 2010 On the Identification of Codependent VAR and VEC Models
    by Trenkler, Carsten & Weber, Enzo
  • 2010 Foreign and Domestic Growth Drivers in Eastern Europe
    by Weber, Enzo
  • 2010 Mean-Variance Cointegration and the Expectations Hypothesis
    by Strohsal, Till & Weber, Enzo
  • 2010 Risk and Policy Shocks on the US Term Structure
    by Weber, Enzo & Wolters, Jürgen
  • 2010 Modeling the link between US inflation and output: the importance of the uncertainty channel
    by Conrad, Christian & Karanasos, Menelaos
  • 2010 Hedging with CO2 allowances: the ECX market
    by Carlos Pinho & Mara Madaleno
  • 2010 CO2 spot and futures price analysis for EEX and ECX
    by Carlos Pinho & Mara Madaleno
  • 2010 Fiscal Policy, Foresight and the Trade Balance in the U.S
    by Luca Gambetti
  • 2010 Fiscal Foresight and the Effects of Government Spending
    by Mario Forni & Luca Gambetti
  • 2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
    by Mario Forni & Luca Gambetti
  • 2010 Multivariate Contemporaneous-Threshold Autoregressive Models
    by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
  • 2010 The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010
    by Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats
  • 2010 Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    by Rodney W. Strachan & Herman K. van Dijk
  • 2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps
    by Yin Liao & Heather Anderson & Farshid Vahid
  • 2010 VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored
    by Hyeongwoo Kim
  • 2010 A Bootstrap Cointegration Rank Test for Panels of VAR Models
    by Laurent A.F. Callot
  • 2010 An invariance property of the common trends under linear transformations of the data
    by Søren Johansen & Katarina Juselius
  • 2010 The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level
    by Søren Johansen
  • 2010 Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models
    by Dennis Kristensen & Anders Rahbek
  • 2010 Estimation of Stochastic Volatility Models by Nonparametric Filtering
    by Shin Kanaya & Dennis Kristensen
  • 2010 Integer-valued Lévy processes and low latency financial econometrics
    by Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard
  • 2010 Level Shifts in Volatility and the Implied-Realized Volatility Relation
    by Bent Jesper Christensen & Paolo Santucci de Magistris
  • 2010 Numerical distribution functions of fractional unit root and cointegration tests
    by James G. MacKinnon & Morten Ørregaard Nielsen
  • 2010 Habit-based Asset Pricing with Limited Participation Consumption
    by Christian Bach & Stig Vinther Møller
  • 2010 The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts
    by Rasmus Tangsgaard Varneskov & Valeri Voev
  • 2010 The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data
    by Rasmus Tangsgaard Varneskov
  • 2010 The log-linear return approximation, bubbles, and predictability
    by Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard
  • 2010 Testing for rational bubbles in a co-explosive vector autoregression
    by Tom Engsted & Bent Nielsen
  • 2010 Likelihood inference for a fractionally cointegrated vector autoregressive model
    by Søren Johansen & Morten Ørregaard Nielsen
  • 2010 Pitfalls in VAR based return decompositions: A clarification
    by Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard
  • 2010 Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
    by Guiseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor
  • 2010 Commodity Prices: Structural Factors, Financial Markets and Non-Linear Dynamics
    by Diego Bastourre & Jorge Carrera & Javier Ibarlucia
  • 2010 Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US
    by Nikolaos Giannellis & Angelos Kanas & Athanasios P. Papadopoulos
  • 2010 Exchange Rate and Interest Rate Distribution and Volatility under the Portuguese Target Zone
    by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte
  • 2010 A Cost-based Empirical Model of the Aggregate Price Determination for the Turkish Economy: A Multivariate Cointegration Approach
    by Fatma Zeren & Levent Korap
  • 2010 Monetary Aspects Of Short-Term Capital Inflows In The Central European Countries
    by Rajmund MIRDALA
  • 2010 Forecasts With Single - Equation Markov - Switching Model: An Application To The Gross Domestic Product Of Latvia
    by Ginters BUSS
  • 2010 Responsiveness of Trade Flows to Changes in Exchange rate and Relative prices: Evidence from Nigeria
    by M. Abimbola Oyinlola & Oluwatosin Adeniyi & Olusegun Omisakin
  • 2010 Sources of Exchange Rate Dynamics in the European Transition Economies
    by Rajmund Mirdala
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    by Matthew Kofi Ocran
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    by Muhammad Javid & Kashif Munir
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    by Vasilescu Ramona & Saierli Olivia
  • 2010 Granger Causality And Cointegration In Romania’S Inflationary Dynamics €“ An Empirical Study
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    by Jesús Crespo Cuaresma & Tomáš Slacík
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    by Thaís Machado de M. Vilela & Helder Queiroz Pinto Junior
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    by Nadia Saleem
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    by Ábel, István & Kóbor, Ádám
  • 2010 Modeling Volatility in Emerging Stock Markets Of India And China
    by Prashant Joshi
  • 2010 Study of Inflation in India: A Cointegrated Vector Autoregression Approach
    by Anuradha Patnaik
  • 2010 Capacity Output and Cycles in Non-agricultural Output of the Indian Economy
    by Vikas Chitre
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    by Loesse Jacques Esso
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    by Chien-Chiang Lee & Tsangyao Chang & Chi-Chuan Lee & Hsin-Yi Lin
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    by K. Batu Tunay
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    by Ramón A. Catillo Ponce & Rogelio Varela Llamas & Juan M. Ocegueda
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    by Michal Franta & Branislav Saxa & Kateøina Šmídková
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    by Vít Bubák
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    by Carlo Migliardo
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    by Francesca Finotto & Roberto Monaco & Giorgia Servente
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    by Orlando Reyes. & Roberto Escalante. & Anna Matas.
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    by Adamopoulos Antonios
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    by Abu N.M. Wahid & Mohammad Salahuddin & Abdullah M. Noman
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    by Rangan Gupta & Alain Kabundi
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    by Boppana Nagarjuna & Varadi Vijay Kumar
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    by Kurita, Takamitsu
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    by Mark J. Holmes
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    by Husein, J
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    by SHUBITA, Moade Fawzi & AL-SHARKAS, Adel A.
  • 2010 OIL PRICES AND CURRENT ACCOUNT DEFICITS: Analysis OF CAUSALITY in the USA
    by BILDIRICI, M.E. & ALP, E.A. & BAKIRTAS, T.
  • 2010 Cointegration Analysis Of Tourism Demand For Turkey
    by KETENCI, Natalya
  • 2010 Estimating Output Gap, Core Inflation, And The Nairu For Peru, 1979-2007
    by Gabriel RODRIGUEZ
  • 2010 Kreditklemme in Deutschland: Mythos oder Realität?
    by Burcu Erdogan
  • 2010 Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries
    by Kuan-Min Wang
  • 2010 Efectividad de la política fiscal sobre la producción y la inequidad en Colombia: 1990-2006
    by Henry Laverde
  • 2010 Determinantes De Las Importaciones Y Su Efecto En La Variacion Del Ipc En Colombia En El Periodo 1999-2008
    by ROBINSON CASTRO ÁVILA & ANDRÉS MAURICIO CASTAÑO ZULUAGA & JORGE LEONARDO CASTILLO LOAIZA & VANESSA BELLO ROSALES
  • 2010 Shocks exógenos, dinámica macroeconómica e inversión privada. Venezuela, 1968-2009
    by Carlo José Peña
  • 2010 What Drives Business Cycles And International Trade In Emerging Market Economies?
    by MARCELO SÁNCHEZ
  • 2010 Una revisión crítica de las técnicas de filtrado para la teoría de los ciclos económicos reales
    by Fredy Vásquez Bedoya & Sergio Iván Restrepo Ochoa & John Fernando Lopera Sierra
  • 2010 The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach
    by Leo Michelis & Cathy Ning
  • 2010 Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers
    by Yannick Le Pen & Benoît Sévi
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    by Dominique Guégan
  • 2010 Determinants of the receipts from shipping services: the case of Greece
    by Zacharias Bragoudakis & Stelios Panagiotou
  • 2010 Dynamic Stochastic General Equilibrium Models (DSGE): An Introduction
    by Guillermo Escudé
  • 2010 Dinâmica da Inflação no Brasil e os Efeitos Globais
    by Márcio Holland & Rogério Mori
  • 2010 Uma Aplicação de Modelos TAR para o Mercado de Carne de Frango no Brasil
    by Leonardo Bornacki de Mattos & Viviani Silva Lirio & João Eustáquio de Lima & Antônio Carvalho Campos
  • 2010 Indústria Brasileira e o Racionamento de Crédito: Uma Análise do Comportamento dos Bancos sob Informações Assimétricas
    by Bruno Ferreira Frascaroli & Nelson Leitão Paes & Francisco de Sousa Ramos
  • 2010 Integration Of The Selected See Equity Markets: Cointegration Approach
    by Assist. Prof. Dragan Tevdovski Ph.D. & Prof. Slave Risteski Ph.D.
  • 2010 Causes of Inflation in Namibia: An Empirical Exploration
    by John Ernest Odada & Joel Hinaunye Eita
  • 2010 Stock Markets, Banks and Economic Growth: Time Series Evidence from South Africa
    by Umar Bida Ndako
  • 2010 Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques
    by Ansgar Belke & Robert Czudaj
  • 2009 Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
    by Rangan Gupta & Alain Kabundi & Stephen M. Miller
  • 2009 Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?
    by Rangan Gupta & Christian K. Tipoy & Sonali Das
  • 2009 Has the SARB Become More Effective Post Inflation Targeting?
    by Rangan Gupta & Alain Kabundi & Mampho P. Modise
  • 2009 Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model
    by Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller
  • 2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
    by Rangan Gupta & Alain Kabundi & Stephen M. Miller
  • 2009 The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach
    by Rangan Gupta & Alain Kabundi & Emmanuel Ziramba
  • 2009 The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market
    by Rangan Gupta & Stephen M. Miller
  • 2009 The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach
    by Rangan Gupta & Marius Jurgilas & Alain Kabundi
  • 2009 The Effect Of Monetary Policy On House Price Inflation: A Factor Augmented Vector Autoregression (Favar) Approach
    by Rangan Gupta & Alain Kabundi
  • 2009 “Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix
    by Rangan Gupta & Stephen M. Miller
  • 2009 Is U.S. Money Causing China'S Output?
    by Johansson, Anders C.
  • 2009 An Analysis Of Dynamic Risk In The Greater China Equity Markets
    by Johansson, Anders C.
  • 2009 Econometric Analysis of Carbon Markets
    by Chevallier, Julien
  • 2009 Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices
    by Aboura, Sofiane & Wagner, Niklas
  • 2009 Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene
    by Gerit Vogt
  • 2009 External Macroeconomic Factors and the Link between Short- and Long-Run European Interest Rates: A Note
    by Mariam Camarero & Javier Ordonez & Cecilio Tamarit
  • 2009 Modelling Italian Inflation, 1970-2006
    by Emanuele Bacchiocchi
  • 2009 L'approccio Kaldor-Verdoorn: una verifica empirica per il Centro-Nord e il Mezzogiorno d'Italia (anni 1951-2006)
    by Ferdinando Ofria
  • 2009 Traditional and New Keynesian Dynamic Models for Potential Output and Inflation Rate
    by Paolo Bonomolo
  • 2009 Are East African Countries Ready for a Common Currency? A Structural Vector Autoregression Analysis
    by Matteo Falagiarda
  • 2009 Global Crisis and the Integration of India’s Stock Market
    by Dhal, Sarat
  • 2009 The Asymmetric Effects of a Common Monetary Policy in Europe
    by Maria Caporale, Guglielmo & M. Soliman, Alaa
  • 2009 Testing the Integration of the US and Chinese Stock Markets in a Fama-French Framework
    by Di Iorio, Amalia
  • 2009 A Single Currency for Pacific Island Countries: a Revisit
    by Jayaraman, T.K. & Choong, Chee-Keong
  • 2009 Are Food Prices in the EU Converging? Empirical Evidence from the Log t Test
    by Fousekis, Panos
  • 2009 Macroeconomic Vulnerability and Investment Risks in the Middle East and North Africa Region
    by Ghosh, Baidyanath N. & Li, Eric A.L.
  • 2009 Do Stock Prices Play a Significant Role in Formulating Monetary Policy? A Case Study
    by Masih, Mansur & De Mello, Lurion
  • 2009 Trends and Cycles of Tech-Pole Housing Prices
    by Wensheng Kang
  • 2009 Oil Exports and Economic Growth: A Comparative Study
    by Joshua J. Lewer
  • 2009 On the links between inflation, output growth and uncertainty: System-GARCH evidence from the Turkish economy
    by Levent KORAP
  • 2009 Factors influencing relative price of goods and services sectors in Turkey: An econometric analysis
    by Kıvılcım METİN-ÖZCAN & Koray KALAFATCILAR
  • 2009 Grain prices and mortality in Vienna, 1648-1754
    by Julia Casutt & Ulrich Woitek
  • 2009 The role of structural common and country-specific shocks in the business cycle dynamics of the G7 countries
    by Seymen, Atilim & Kappler, Marcus
  • 2009 Maispreisverhalten - Maispreistransmission während des Preisbooms an den Terminmärkten
    by Schmitz, Jochen & von Ledebur, Ernst-Oliver
  • 2009 A two-factor model for electricity prices with dynamic volatility
    by Schlüter, Stephan
  • 2009 The Universal Shape of Economic Recession and Recovery after a Shock
    by Challet, Damien & Solomon, Sorin & Yaari, Gur
  • 2009 Quantifying high-frequency market reactions to real-time news sentiment announcements
    by Groß-Klußmann, Axel & Hautsch, Nikolaus
  • 2009 Fiscal stimulus and the promise of future spending cuts: A comment
    by Wieland, Volker
  • 2009 The market impact of a limit order
    by Hautsch, Nikolaus & Huang, Ruihong
  • 2009 Modelling and forecasting liquidity supply using semiparametric factor dynamics
    by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija
  • 2009 Trading the bond-CDS basis: The role of credit risk and liquidity
    by Trapp, Monika
  • 2009 Commonalities in the order book
    by Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G.
  • 2009 What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model
    by Blank, Sven & Dovern, Jonas
  • 2009 Efficient estimation of forecast uncertainty based on recent forecast errors
    by Knüppel, Malte
  • 2009 Money and monetary policy transmission in the euro area: evidence from FAVAR- and VAR approaches
    by Blaes, Barno
  • 2009 Türkiye’de Enflasyon ve Nispi Fiyat Değişkenliği İlişkisi: VABHO Modelleriyle Bir Uzun Dönem Analizi
    by K. Batu Tunay
  • 2009 Uzay-Zaman Ardışık Bağlanım Hareketli Ortalama (UZABHO) Modelleri ve Tahmin Süreci: Türkiye’de Bölgesel Banka Mevduatları Üzerine Bir Uygulama
    by K. Batu Tunay
  • 2009 Business Cycle Dynamics in the Euro Area: A Factor-SVAR Approach
    by Atilim Seymen
  • 2009 Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock
    by Piotr Orlowski
  • 2009 Inflation dynamics and the New Keynesian Phillips curve in EU-4
    by Borek Vasicek
  • 2009 A survey of sequential Monte Carlo methods for economics and finance
    by Creal, D.
  • 2009 The Bank Lending Channel: a FAVAR Analysis
    by Chetan Dave & Scott J. Dressler & Lei Zhang
  • 2009 The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study
    by Klaus Prettner & Robert M. Kunst
  • 2009 Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae
    by Katja Ignatieva & Eckhard Platen
  • 2009 Multiple filtering devices for the estimation of cyclical DSGE models
    by Fabio Canova & Filippo Ferroni
  • 2009 Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach
    by Valadkhani, Abbas & O'Brien, Martin & Karunanayake, Indika
  • 2009 An Econometric Model for Deforestation in Indonesia
    by Muhammad Zikri
  • 2009 Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach
    by Nadia Ayari & Szabolcs Blazsek & Pedro Mendi
  • 2009 Wage Stickiness and Unemployment Fluctuations: An Alternative Approach
    by Miguel Casares & Antonio Moreno & Jesús Vázquez
  • 2009 The Deaton paradox in a long memory context with structural breaks
    by Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho
  • 2009 Fractional Integration and Structural Breaks in U.S. Macro Dynamics
    by Luis A. Gil-Alana & Antonio Moreno
  • 2009 Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search
    by Shawn Ni & Antonello Loddo & Dongchu Sun
  • 2009 La substituabilité des filières universitaires dans les choix d’études : une analyse en termes de prestige social
    by Magali Jaoul-Grammare
  • 2009 Efficiency and frontier technology in the aftermath of recessions: international evidence
    by Dimitris Christopoulos & Miguel León-Ledesma
  • 2009 On causal Relationships Between Exchange Rates and Fundamentals: Better Than You Think
    by Dimitris Christopoulos & Miguel A. León-Ledesma
  • 2009 Multivariate Contemporaneous Threshold Autoregressive Models
    by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
  • 2009 Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
    by Rangan Gupta & Alain Kabundi & Stephen M. Miller
  • 2009 Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model
    by Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller
  • 2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
    by Rangan Gupta & Alain Kabundi & Stephen M. Miller
  • 2009 The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market
    by Rangan Gupta & Stephen M. Miller
  • 2009 "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
    by Rangan Gupta & Stephen M. Miller
  • 2009 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Massimiliano Caporin & Michael McAleer
  • 2009 Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
    by Massimiliano Caporin & Michael McAleer
  • 2009 Inflation dynamics and the New Keynesian Phillips curve in EU-4
    by Borek Vasícek
  • 2009 Hours Worked and Permanent Technology Shocks in Open Economies
    by Dupaigne, Martial & Fève, Patrick
  • 2009 Modelling Realized Covariances
    by Xin Jin & John M Maheu
  • 2009 Capital flows and economic growth across spectral frequencies: Evidence from Turkey
    by Nuri Yildirim & Huseyin Tastan
  • 2009 Economic Crises, Stabilisation Policy and Output in Emerging Market Economies
    by Leon du Toit
  • 2009 Effects of Monetary Policy Shocks in Slovakia
    by Judita Jurasekova Kucserova
  • 2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
  • 2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
    by Dimitris Korompilis
  • 2009 Monetary determinants of the Swiss franc
    by Carlos Lenz & Marcel Savioz
  • 2009 A VECX* model of the Swiss economy
    by Katrin Assenmacher-Wesche & M. Hashem Pesaran
  • 2009 Econometric Inference in the Vicinity of Unity
    by Peter C.B.Phillips & Tassos Magdalinos
  • 2009 Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results
    by Jun Yu
  • 2009 Dynamic Misspecification in Nonparametric Cointegrating Regression
    by Peter C.B.Phillips & Ioannis Kasparis
  • 2009 Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results
    by Jun YU
  • 2009 Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models
    by Jun Yu
  • 2009 Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore
    by Hwee Kwan Chow & Keen Meng Choy
  • 2009 The Impact of Postseason Restructuring on the Competitive Balance and Fan Demand in Major League Baseball
    by Young Hoon Lee
  • 2009 ADL tests for threshold cointegration
    by Jing Li & Junsoo Lee
  • 2009 Nuisance parameters, composite likelihoods and a panel of GARCH models
    by Cavit Pakel & Neil Shephard & Kevin Sheppard
  • 2009 The ‘Puzzles’ Methodology: En Route to Indirect Inference?
    by Vo Phuong Mai Le & Patrick Minford & Michael Wickens
  • 2009 Dynamic Returns Linkages and Volatility Transmission between South African and World Major Stock Markets
    by Z. Chinzara & M.J. Aziakpono
  • 2009 Global Liquidity and Commodity Prices – A Cointegrated VAR Approach for OECD Countries
    by Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks
  • 2009 Using Backward Means to Eliminate Individual Effects from Dynamic Panels
    by G. EVERAERT
  • 2009 Testing for Common Autocorrelation in Data Rich Environments
    by Gianluca Cubadda & Alain Hecq
  • 2009 The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data
    by Valeria Costantini & Chiara Martini
  • 2009 Asymmetries in the exchange rate pass-through into Romanian price indices
    by Cozmanca,Bogdan-Octavian & Manea, Florentina
  • 2009 Exchange rate pass-through into Romanian price indices. A VAR approach
    by Cozmanca,Bogdan-Octavian & Manea, Florentina
  • 2009 Solving forward-looking models of cross-country adjustment within the euro area
    by Torój, Andrzej
  • 2009 A New Look at Copper Markets: A Regime-Switching Jump Model
    by Chan, Wing Hong & Young, Denise
  • 2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
  • 2009 Air Passengers and Tourism Flows: Evidence from Sicily and Sardinia
    by Massimiliano Castellani & Maurizio Mussoni & Pierpaolo Pattitoni
  • 2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
    by Dimitris Korobilis
  • 2009 Estimating Output Gap, Core Inflation, and the NAIRU for Peru
    by Rodríguez, Gabriel
  • 2009 Estimation of a Time Varying Natural Interest Rate for Peru
    by Humala, Alberto & Rodríguez, Gabriel
  • 2009 Foreign Exchange Intervention and Exchange Rate Volatility in Peru
    by Humala, Alberto & Rodríguez, Gabriel
  • 2009 Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients
    by Alain Guay & Emmanuel Guerre & Štěpána Lazarová
  • 2009 A State Space Approach to Extracting the Signal from Uncertain Data
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    by niaz ahmad mohd, Naseem & yusop, Zulkornain & masron, Tajul ariffin
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  • 2009 The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes
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  • 2009 VAR forecasting using Bayesian variable selection
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    by Pirtea, Marilen & Dima, Bogdan & Milos, Laura Raisa
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  • 2009 Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique
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  • 2009 The relationship between output growth and inflation: Evidence from Turkey
    by Omay, Tolga & Aluftekin, Nilay & Karadagli, Ece C.
  • 2009 The Nature of Aggregate Demand and Supply Shocks in ASEAN Countries
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  • 2009 The search for co-integration between money, prices and income: low frequency evidence from the Turkish economy
    by Levent, Korap
  • 2009 Parasal büyüme ve tüketici enflasyonu değişim oranı arasındaki nedensellik ilişkisi üzerine bir deneme: Türkiye örneği
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  • 2009 Effects of Fiscal Policy Shocks in the European Transition Economies
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  • 2009 Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme
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  • 2009 Exchange rate pass-through to domestic prices in the Central European countries
    by Mirdala, Rajmund
  • 2009 New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy
    by Korap, Levent & Saatçioğlu, Cem
  • 2009 An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play
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  • 2009 On the links between inflation, output growth and uncertainty: system-GARCH evidence from the Turkish economy
    by Korap, Levent
  • 2009 Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms
    by Boubacar Mainassara, Yacouba
  • 2009 Evidence of the role of the real exchange rate in the growth of the GDP in Argentina (1989-2007)
    by Saidón, Mariana
  • 2009 Museum and monument attendance and tourism flow: A time series analysis approach
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  • 2009 The Exchange Rate and US Tourism Balance of Trade
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  • 2009 Market Wide Liquidity Instability in Business Cycles
    by Chatterjee, Sidharta
  • 2009 Modelo Para El Mejoramiento De La Gestión De Inventarios Del Banco Central Del Ecuador
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  • 2009 Efectos del incremento del precio del petróleo en la economía española: Análisis de cointegración y de la política monetaria mediante reglas de Taylor
    by Hernandez Martinez, Fernando
  • 2009 Financial Integration between Indonesia and Its Major Trading Partners
    by Abdul Karim, Bakri & Abdul Majid, M. Shabri & Abdul Karim, Samsul Ariffin
  • 2009 Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
    by Bušs, Ginters
  • 2009 Vplyv inflačných očakávaní na vývoj úrokových sadzieb v krajinách Višegrádskej štvorky
    by Mirdala, Rajmund
  • 2009 Shocking aspects of monetary integration (SVAR approach)
    by Mirdala, Rajmund
  • 2009 Generalized Impulse Response Analysis: General or Extreme?
    by Hyeongwoo, Kim
  • 2009 Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan
    by Hussain, Karrar
  • 2009 The economic effects of oil prices shocks on the UK manufacturing and services sector
    by Guidi, Francesco
  • 2009 The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics
    by Demary, Markus
  • 2009 Exchange Market Pressure in Central Europe: An Application of the Girton-Roper Model
    by Stavarek, Daniel & Dohnal, Marek
  • 2009 A fundamental power price model with oligopolistic competition representation
    by Vazquez, Miguel & Barquín, Julián
  • 2009 Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change
    by Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar
  • 2009 Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
    by Liew, Venus Khim-Sen
  • 2009 Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand
    by Holt, Matthew T. & Balagtas, Joseph V.
  • 2009 Comparison of time series with unequal length in the frequency domain
    by Caiado, Jorge & Crato, Nuno & Peña, Daniel
  • 2009 Identifying common dynamic features in stock returns
    by Caiado, Jorge & Crato, Nuno
  • 2009 Hyper-spherical and Elliptical Stochastic Cycles
    by Luati, Alessandra & Proietti, Tommaso
  • 2009 Estimating structural VARMA models with uncorrelated but non-independent error terms
    by Boubacar Mainassara, Yacouba & Francq, Christian
  • 2009 The Almost Ideal and Translog Demand Systems
    by Holt, Matthew T. & Goodwin, Barry K.
  • 2009 FDI and Economic Growth in Malaysia
    by Karimi, Mohammad Sharif & Yusop, Zulkornain
  • 2009 Balanced growth and structural breaks: Evidence for Germany
    by Herzer, Dierk & Kemper, Niels & Zamparelli, Luca
  • 2009 Invoice currencies, import prices, and inflation
    by Ono, Masanori
  • 2009 Introduction to Measurement with Theory
    by Barnett, William A. & Diewert, W. Erwin & Zellner, Arnold
  • 2009 International Output Convergence, Breaks, and Asymmetric Adjustment
    by Dimitris, Chrsitopoulos & Miguel, Leon-Ledesma
  • 2009 Trend agnostic one step estimation of DSGE models
    by Ferroni, Filippo
  • 2009 Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia
    by Duasa, Jarita
  • 2009 Foreign Exchange Market Pressure and Monetary Policy: An Empirical Study Based on China’s Data
    by Liu, L. & Ni, Y.J
  • 2009 Endogenous Money, Output and Prices in India
    by Das, Rituparna
  • 2009 Interest rate transmission mechanism of the monetary policy in the selected EMU candidate countries (SVAR approach)
    by Mirdala, Rajmund
  • 2009 Unit Roots in White Noise
    by Onatski, Alexei & Uhlig, Harald
  • 2009 Australian and American tariffs policies: do they rock or tango?
    by Cassette, Aurélie & Farvaque, Etienne
  • 2009 Australian and American tariffs policies: do they rock or tango?
    by Cassette, Aurélie & Farvaque, Etienne
  • 2009 A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects
    by Hurvich, Clifford & Wang, Yi
  • 2009 Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments
    by Christian Calmès & Raymond Théoret
  • 2009 Cointegration And The Forecast Accuracy Of Var Models
    by Maria M. De Mello
  • 2009 Risk Matters: The Real Effects of Volatility Shocks
    by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramírez & Martin Uribe
  • 2009 A Likelihood Analysis of Models with Information Frictions
    by Leonardo Melosi
  • 2009 Causal Linkages Between Domestic Terrorism and Economic Growth
    by Thomas Gries & Tim Krieger & Daniel Meierrieks
  • 2009 A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
    by Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi
  • 2009 Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study
    by Carluccio Bianchi & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi
  • 2009 Research and Productivity in Thai Agriculture
    by Waleerat Suphannachart & Peter Warr
  • 2009 Regional Housing Price Cycles: A Spatio-Temporal Analysis Using Us State Level
    by Todd H. Kuethe & Valerien Pede
  • 2009 Estimating a NKBC Model for the U.S. Economy with Multiple Filters
    by Efrem Castelnuovo
  • 2009 Structured Multivariate Volatility Models
    by Massimiliano Caporin & Paolo Paruolo
  • 2009 Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics
    by Francis Teal & Markus Eberhardt
  • 2009 Learning and filtering via simulation: smoothly jittered particle filters
    by Neil Shephard & Thomas Flury
  • 2009 Nuisance parameters, composite likelihoods and a panel of GARCH models
    by Neil Shephard & Kevin Sheppard
  • 2009 Too Much to Lose, or More to Gain? Should Sweden Join the Euro?
    by J. James Reade & Ulrich Volz
  • 2009 Leader of the Pack? German Monetary Dominance in Europe Prior to EMU
    by J. James Reade & Ulrich Volz
  • 2009 Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading
    by Nathaniel Frank
  • 2009 Current Account Sustainability in Brazil: A Non-Linear Approach
    by Luiz de Mello & Matteo Mogliani
  • 2009 Measuring output gap uncertainty
    by Anthony Garratt & James Mitchell & Shaun P. Vahey
  • 2009 Analysing wage and price dynamics in New Zealand
    by Ashley Dunstan & Troy Matheson & Hamish Pepper
  • 2009 Using wavelets to measure core inflation: the case in New Zealand
    by David Baqaee
  • 2009 Nuisance parameters, composite likelihoods and a panel of GARCH models
    by Cavit Pakel & Neil Shephard & Kevin Sheppard
  • 2009 Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading
    by Nathaniel Frank
  • 2009 Do the new EU member states form an Optimum Currency Area with the eurozone? Evidence from six Central and Eastern European Countries
    by Dimitrios Sideris
  • 2009 Do the new EU member states form an Optimum Currency Area with the eurozone? Evidence from six Central and Eastern European Countries
    by Dimitrios Sideris
  • 2009 Do the new EU member states form an Optimum Currency Area with the eurozone? Evidence from six Central and Eastern European Countries
    by Dimitrios Sideris
  • 2009 Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode
    by Rangan Gupta & Marius Jurgilas & Alan Kabundi & Stephen M. Miller
  • 2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
    by Rangan Gupta & Alain Kabundi & Stephen M. Miller
  • 2009 The Time-Series Properties of House Prices: A Case Study of the Southern California Market
    by Rangan Gupta & Stephen M. Miller
  • 2009 Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited
    by WenShwo Fang & Stephen M. Miller
  • 2009 The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis
    by WenShwo Fang & Stephen M. Miller & ChunShen Lee
  • 2009 "Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
    by Rangan Gupta & Stephen M. Miller
  • 2009 Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe
    by Juan Carlos Cuestas & Luis A. Gil-Alana
  • 2009 Unemployment and common smooth transition trends in Central and Eastern European Countries
    by Juan Carlos Cuestas & Javier Ordóñez
  • 2009 Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes
    by Juan Carlos Cuestas & Luís A. Gil-Alana
  • 2009 Inflation persistence and asymmetries: evidence for African countries
    by Juan Carlos Cuestas & Estefanía Mourelle
  • 2009 Further evidence on the Real Interest Rate Parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities
    by Juan Carlos Cuestas & Barry Harrison
  • 2009 Low-Frequency Robust Cointegration Testing
    by Ulrich Müller & Mark W. Watson
  • 2009 News, Noise, and Fluctuations: An Empirical Exploration
    by Olivier J. Blanchard & Jean-Paul L'Huillier & Guido Lorenzoni
  • 2009 Bayesian and Frequentist Inference in Partially Identified Models
    by Hyungsik Roger Moon & Frank Schorfheide
  • 2009 Risk Matters: The Real Effects of Volatility Shocks
    by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe
  • 2009 DSGE Model-Based Forecasting of Non-modelled Variables
    by Frank Schorfheide & Keith Sill & Maxym Kryshko
  • 2009 Macroeconomic adjustment and heterogeneity in the euro area
    by Andrzej Toroj
  • 2009 Wage Stickiness and Unemployment Fluctuations: An Alternative Approach
    by Miguel Casares & Antonio Moreno & Jesús Vázquez
  • 2009 Estimating Central Bank Preferences under Commitment and Discretion
    by Gregory Erin Givens
  • 2009 Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks
    by GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena
  • 2009 VARMA models for Malaysian Monetary Policy Analysis
    by Mala Raghavan & George Athanasopoulos & Param Silvapulle
  • 2009 Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
    by George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid
  • 2009 Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory
    by D.S. Poskitt
  • 2009 A Risk Management Approach for Portfolio Insurance Strategies
    by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent
  • 2009 D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?
    by Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet
  • 2009 The impact of the European Union emission trading scheme on electricity generation sectors
    by Djamel Kirat & Ibrahim Ahamada
  • 2009 Breaks or long memory behaviour : An empirical investigation
    by Lanouar Charfeddine & Dominique Guegan
  • 2009 Polish households' behavior in the regular and informal economies
    by François Gardes & Christophe Starzec
  • 2009 On Some Neglected Implications of the Fisher Effect
    by Antonio Ribba
  • 2009 A joint macroeconomic-yield curve model for Hungary
    by Zoltán Reppa
  • 2009 The Impact of the Crisis on Budget Policy in Central and Eastern Europe
    by Zsolt Darvas
  • 2009 Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions
    by Zsolt Darvas
  • 2009 What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks
    by Giancarlo Corsetti & Panagiotis Th. Konstantinou
  • 2009 Decomposing Federal Funds Rate forecast uncertainty using real-time data
    by Martin Mandler
  • 2009 The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006
    by Martin Mandler
  • 2009 Causality between Foreign Direct Investment and Tourism: Empirical Evidence from India
    by Saroja Selvanathan & Selvanathan & Brinda Viswanathan
  • 2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
    by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante
  • 2009 Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients
    by Alain Guay & Emmanuel Guerre & Stepana Lazarova
  • 2009 Credit Spread Changes within Switching Regimes
    by Olfa Maalaoui & Georges Dionne & Pascal François
  • 2009 Estimation of the Euro Area Output Gap Using the NAWM
    by Günter Coenen & Frank Smets & Igor Vetlov
  • 2009 Measuring the Natural Output Gap using Actual and Expected Output Data
    by Kevin Lee & Anthony Garratt & Kalvinder Shields
  • 2009 The Nonexistence of Instrumental Variables
    by Stephen Hall & P.A.V.B. Swamy & George S. Tavlas
  • 2009 An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application
    by Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek
  • 2009 On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations
    by Søren Johansen & Anders Rygh Swensen
  • 2009 Spurious correlation in estimation of the health production function: A note
    by Sule Akkoyunlu & Frank R. Lichtenberg & Boriss Siliverstovs & Peter Zweifel
  • 2009 Exchange Rate, Expected Profit, and Capital Stock Adjustment: Japanese Experience
    by Yoichi Matsubayashi
  • 2009 International Business Cycle Spillovers
    by Kamil Yilmaz
  • 2009 Determinants of government bond spreads in the Euro area – in good times as in bad
    by Christian Aßmann & Jens Hogrefe
  • 2009 Explaining shifts in the unemployment rate with productivity slowdowns and accelerations: a co-breaking approach
    by Sven Schreiber
  • 2009 Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?
    by Alexander Mihailov & Fabio Rumler & Johann Scharler
  • 2009 Oil Exports and the Iranian Economy
    by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem
  • 2009 Oil Exports and the Iranian Economy
    by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, Hashem
  • 2009 The Dynamics of Entrepreneurship: Hysteresis, Business Cycles and Government Policy
    by Congregado, Emilio & Golpe, Antonio A. & Parker, Simon C.
  • 2009 The Dynamics of Entrepreneurship: Hysteresis, Business Cycles and Government Policy
    by Congregado, Emilio & Golpe, Antonio A. & Parker, Simon C.
  • 2009 Is East Germany Catching Up? A Time Series Perspective
    by Bernd Aumann & Rolf Scheufele
  • 2009 Business cycle volatility and inventories behavior:new evidence for the Euro Area
    by Tatiana Cesaroni & Louis Maccini & Marco Malgarini
  • 2009 Adjustment in EMU: Is Convergence Assured?
    by Sebastian Dullien & Ulrich Fritsche & Ingrid Groessl & Michael Paetz
  • 2009 Determinants of Households' Inflation Expectations
    by Kozo Ueda
  • 2009 Rationale behind the responses of monetary policy to the real exchange rate in small open economies
    by Carlos Garcia & Wildo Gonzalez
  • 2009 Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System
    by Costantini, Mauro & Kunst, Robert M.
  • 2009 A Hierarchical Procedure for the Combination of Forecasts ; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided
    by Costantini, Mauro & Pappalardo, Carmine
  • 2009 Consistent Estimation of Global VAR Models
    by Mutl, Jan
  • 2009 Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing
    by Vincent Brousseau & Alexandre Chailloux & Alain Durré
  • 2009 Quantifying High-Frequency Market Reactions to Real-Time News Sentiment Announcements
    by Axel Groß-Klußmann & Nikolaus Hautsch
  • 2009 The Market Impact of a Limit Order
    by Nikolaus Hautsch & Ruihong Huang
  • 2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics
    by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci
  • 2009 Shape invariant modelling pricing kernels and risk aversion
    by Maria Grith & Wolfgang Härdle & Juhyun Park
  • 2009 On the Existence of the Moments of the Asymptotic Trace Statistic
    by Deniz Dilan Karaman Örsal & Bernd Droge
  • 2009 Mortality modeling: Lee-Carter and the macroeconomy
    by Katja Hanewald
  • 2009 Combination of multivariate volatility forecasts
    by Alessandra Amendola & Giuseppe Storti
  • 2009 A General Framework for Observation Driven Time-Varying Parameter Models
    by Drew Creal & Siem Jan Koopman & Andre Lucas
  • 2009 A High-Low Model of Daily Stock Price Ranges
    by Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan
  • 2009 Estimating the Swedish and Norwegian international tourism demand using (ISUR) technique
    by Salman, A. Khalik & Arnesson, Leif & Sörensson, Anna & Shukur, Ghazi
  • 2009 On risk prediction
    by Lönnbark, Carl
  • 2009 Modelling Addiction in Life-Cycle Models: Revisiting the Treatment of Latent Stocks and Other Unobservables
    by Biørn, Erik
  • 2009 Are Crime Rates Really Stationary?
    by Joakim, Westerlund & Johan, Blomquist
  • 2009 Common Trends and Shocks to Top Incomes – A Structural Breaks Approach
    by Roine, Jesper & Waldenström, Daniel
  • 2009 Asian Sovereign Debt and Country Risk
    by Johansson, Anders C.
  • 2009 Are Crime Rates Really Stationary?
    by Westerlund, Joakim & Blomquist, Johan
  • 2009 Testing for Unit Root against LSTAR model – wavelet improvements under GARCH distortion
    by Li, Yushu & Shukur, Ghazi
  • 2009 Noncausal vector autoregression
    by Lanne, Markku & Saikkonen, Pentti
  • 2009 Do markup dynamics reflect fundamentals or changes in conduct?
    by Juselius , Mikael & Kim, Moshe & Ringbom, Staffan
  • 2009 Adjustment in EMU: Is Convergence Assured?
    by Sebastian Dullien & Ulrich Fritsche & Ingrid Groessl & Michael Paetz
  • 2009 The Impact of the Crisis on Budget Policy in Central and Eastern Europe
    by Zsolt Darvas
  • 2009 Monetary Transmission in Three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions
    by Zsolt Darvas
  • 2009 How Well Does "Core" CPI Capture Permanent Price Changes?
    by Tara Sinclair & Dennis W. Jansen & Michael D. Bradley
  • 2009 How Well Does "Core" CPI Capture Permanent Price Changes?
    by Tara M. Sinclair & Dennis W. Jensen & Michael D. Bradley
  • 2009 Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets
    by Helen Higgs
  • 2009 Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM
    by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte
  • 2009 The PIGS, does the Group Exist? An empirical macroeconomic analysis based on the Okun Law
    by João Sousa Andrade
  • 2009 Measuring the Euro area output gap using multivariate unobserved components models containing phase shifts
    by Xiaoshan Chen & Terence C. Mills
  • 2009 The Effect of Equity Market Integration on the Transmission Monetary Policy. Evidence from Australia
    by Cinzia Alcidi
  • 2009 The Welfare Gains of Trade Integration in the European Monetary Union
    by Céline Gimet
  • 2009 Solving forward-looking models of cross-country adjustment within the euro area
    by Andrzej Torój
  • 2009 Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector
    by Andrea Bastianin
  • 2009 Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity
    by Helmut Herwartz & Helmut Luetkepohl
  • 2009 Pre-announcement and Timing - The Effects of a Government Expenditure Shock
    by Alexander Kriwoluzky
  • 2009 Forecasting Levels of log Variables in Vector Autoregressions
    by Gunnar Bardsen & Helmut Luetkepohl
  • 2009 Forecasting Aggregated Time Series Variables: A Survey
    by Helmut Luetkepohl
  • 2009 Structural Vector Autoregressions with Markov Switching
    by Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska
  • 2009 Time Variation in Asset Return Dependence: Strength or Structure?
    by Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C.
  • 2009 Block Structure Multivariate Stochastic Volatility Models
    by Asai, M. & Caporin, M.
  • 2009 Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
    by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A.
  • 2009 Interdependence of international tourism demand and volatility in leading ASEAN destinations
    by Chang, C-L. & Khamkaew, T. & McAleer, M.J. & Tansuchat, R.
  • 2009 Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
    by Khamkaew, T. & Tansuchat, R. & Chang, C-L. & McAleer, M.J.
  • 2009 Forecasting volatility and spillovers in crude oil spot, forward and future markets
    by Chang, C-L. & McAleer, M.J. & Tansuchat, R.
  • 2009 Modelling conditional correlations for risk diversification in crude oil markets
    by Chang, C-L. & McAleer, M.J. & Tansuchat, R.
  • 2009 Does beta move with news?: Systematic risk and firm-specific information flows
    by Andrew J. Patton & Michela Verardo
  • 2009 Modelling International Linkages for Large Open Economies: US and Euro Area
    by Mardi Dungey & Denise Osborn
  • 2009 Overvaluation In Australian Housing And Equity Markets: Wealth Effects Or Monetary Policy?
    by Renee A. Fry & Vance L. Martin & Nicholas Voukelatos
  • 2009 Las tasas de paro regionales españolas: convergencia o polarización
    by Melchor Fernandez & Victor Montuenga & Roberto Bande
  • 2009 Macroeconomic Forecasting and Structural Change
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    by Wilson Luiz Rotatori Correa
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    by Luca Benati & Paolo Surico
  • 2009-2010 Analysis of the scope of the results of the bank lending survey in relation to credit data
    by Lacroix, R. & Montornès, J.
  • 2008 Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation
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  • 2008 Market Microstructure Approach to the Exchange Rate Determination Puzzle
    by Thabo Mokoena & Rangan Gupta & Renee Van Eyden
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    by Kasai Ndahiriwe & Rangan Gupta
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    by Rangan Gupta & Kibii Komen
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    by Catherine Kyrtsou & Costas Vorlow
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  • 2008 The Great Moderation and The Relationship between Output Growth and Its Volatility
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    by Yan, Ho-don & Yang, Cheng-lang
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    by Hatemi-J, Abdulnasser & Maneschiöld, Per-Ola & Roca, Eduardo
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    by Cafer KAPLAN & Ferhan SALMAN
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    by Bülent GÜLOĞLU & Sevinç ORHAN
  • 2008 Efectos de los cambios de la política monetaria en las dinámicas del tipo de cambio, el dinero y los precios en México (1945-2000)
    by Garcés Díaz, Daniel Guillermo
  • 2008 The Greek Hyperinflation Revisited
    by Constantinos Alexiou & Persefoni Tsaliki & Lefteris Tsoulfidis
  • 2008 A Semi-Structural Method to Estimate the NATREX for a Small Open Economy. The Case of Finland
    by Isabell Koske
  • 2008 A Critical Note on the Forecast Error Variance Decomposition
    by Seymen, Atilim
  • 2008 A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988
    by Seymen, Atilim
  • 2008 The "Credit-Cost Channel" of Monetary Policy. A Theoretical Assessment
    by Tamborini, Roberto
  • 2008 The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan
    by Olimov, Ulugbek & Sirajiddinov, Nishanbay
  • 2008 Testing the New Keynesian Model on U.S. and Euro Area Data
    by Juselius, Mikael
  • 2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
    by Møller, Niels Framroze
  • 2008 Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership
    by Jusélius, Katarina & Ordóñez, Javier
  • 2008 Evaluating the New Keynesian Phillips Curve under VAR-Based Learning
    by Fanelli, Luca
  • 2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
    by Giese, Julia V.
  • 2008 On the Explosive Nature of Hyper-Inflation Data
    by Nielsen, Bent
  • 2008 Does money still matter for U.S. output?
    by Berger, Helge & Österholm, Pär
  • 2008 A partially linear approach to modelling the dynamics of spot and futures prices
    by Gaul, Jürgen & Theissen, Erik
  • 2008 Multivariate regimeswitching GARCH with an application to international stock markets
    by Haas, Markus & Mittnik, Stefan
  • 2008 Asymmetric multivariate normal mixture GARCH
    by Haas, Markus & Mittnik, Stefan & Paolella, Marc S.
  • 2008 Global business cycles: convergence or decoupling?
    by Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S.
  • 2008 Teoría de crecimiento semi-endógeno vs Teoría de crecimiento completamente endógeno: una valoración sectorial
    by Sara Barcenilla Visús & Carmen López Pueyo & Jaime Sanaú
  • 2008 Estimation of weights for the Monetary Conditions Index in Poland
    by Andrzej Toroj
  • 2008 Larger crises cost more: impact of banking sector instability on output growth
    by Dobromil Serwa
  • 2008 Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems
    by Nedeljkovic, Milan
  • 2008 Time-Deformation Modeling Of Stock Returns Directed By Duration Processes
    by Dingan Feng & Peter X.-K. Song & Tony S. Wirjanto
  • 2008 The Dynamics of Parallel Economies. Measuring the Informal Sector in México
    by José Brambila Macias & Guido Cazzavillan
  • 2008 Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems
    by D. Aristei & Luca Pieroni
  • 2008 The Spectral Representation of Markov-Switching Arma Models
    by Beatrice Pataracchia
  • 2008 Infinitesimal Robustness for Diffusions
    by Davide La Vecchia & Fabio Trojani
  • 2008 The determinants of the outward foreign direct investment of China and India: Whither the home country?
    by Tolentino, Paz Estrella
  • 2008 Crude Oil and Stock Markets: Stability, Instability, and Bubbles
    by J. Isaac Miller & Ronald Ratti
  • 2008 Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing
    by Chunming Yuan
  • 2008 The Exchange Rate and Macroeconomic Determinants: Time-Varying Transitional Dynamics
    by Chunming Yuan
  • 2008 Relación entre la contaminación atmosférica y la calidad del aire con el crecimiento económico y otros determinantes : Uruguay a lo largo del Siglo XX
    by Matías Piaggio
  • 2008 On the Periodicity of Inventories
    by Katsuyuki Shibayama
  • 2008 Sources of Uncertainty for Conducting Monetary Policy in Chile
    by Felipe Morandé Lavín & Mauricio Tejada
  • 2008 The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis
    by WenShwo Fang & Stephen M. Miller & ChunShen Lee
  • 2008 Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited
    by WenShwo Fang & Stephen M. Miller
  • 2008 Is the Great Moderation Ending? UK and US Evidence
    by Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard
  • 2008 Priors from DSGE Models for Dynamic Factor Analysis
    by Gregor Bäurle
  • 2008 The Role of Sectoral Shifts in the Great Moderation
    by Daniel Burren
  • 2008 Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence
    by Fabio C. Bagliano & Claudio Morana
  • 2008 Do high-frequency measures of volatility improve forecasts of return distributions?
    by John M Maheu & Thomas H McCurdy
  • 2008 Improving Forecasts of Inflation using the Term Structure of Interest Rates
    by Alonso Gomez & John M Maheu & Alex Maynard
  • 2008 Is volatility good for growth? Evidence from the G7
    by Andreou Elena & Pelloni Alessandra & Sensier Marianne
  • 2008 On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility
    by Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis
  • 2008 Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming
    by Tolga Caskurlu & Mustafa C. Pinar & Aslihan Salih & Ferhan Salman
  • 2008 Out-of-sample comparison of copula specifications in multivariate density forecasts
    by Cees Diks & Valentyn Panchenko & Dick van Dijk
  • 2008 Econometric Analysis of Structural Systems with Permanent and Transitory Shocks
    by Adrian R. Pagan & M. Hashem Pesaran
  • 2008 Macro Stress Testing of the Slovak Banking Sector
    by Juraj Zeman & Pavol Jurca
  • 2008 The Financial Accelerator: Evidence using a procedure of Structural Model Design
    by Roger Hammersland & Dag Henning Jacobsen
  • 2008 Classical identification: A viable road for data to inform structural modeling
    by Roger Hammersland
  • 2008 A Demand System for Input Factors when there are Technological Changes in Production
    by Håvard Hungnes
  • 2008 Real Time Estimation of Potential Output and Output Gap for the Euro-Area : Comparing Production Function with Unobserved Components and SVAR Approaches
    by Gian Luigi Mazzi & Frédéric Reynès & Matthieu Lemoine & Paola Veroni
  • 2008 Scope of Electricity Efficiency Improvement in Switzerland until 2035
    by Boris Krey
  • 2008 Efficient provision of electricity for the United States and Switzerland
    by Boris Krey & Philippe K. Widmer & Peter Zweifel
  • 2008 Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows
    by Katrin Assenmacher-Wesche & M. Hashem Pesaran
  • 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
    by Thomas Flury & Neil Shephard
  • 2008 Modelling and measuring volatility
    by Ole E. Barndorff-Nielsen & Neil Shephard
  • 2008 Fitting vast dimensional time-varying covariance models
    by Robert Engle & Neil Shephard & Kevin Shepphard
  • 2008 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
    by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard
  • 2008 Testing a DSGE model of the EU using indirect inference
    by David Meenagh & Patrick Minford & Michael Wickens
  • 2008 Testing a DSGE model of the EU using indirect inference
    by David Meenagh & Patrick Minford & Michael Wickens
  • 2008 Exchange rate pass-through to import prices in South Africa: Is there asymmetry?
    by T D Karoro & M J Aziakpono & N Cattaneo
  • 2008 Identifying Sources of Business Cycle Fluctuations in Germany 1975–1998
    by Oliver Holtemöller & Torsten Schmidt
  • 2008 The Microstructure of a U.S. Treasury ECN: The Brokertec Platform
    by Michael Fleming & Bruce Mizrach
  • 2008 Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling
    by Gianluca Cubadda & Alain Hecq & Franz C. Palm
  • 2008 Is Volatility Good for Growth? Evidence from the G7
    by Elena Andreou & Alessandra Pelloni & Marianne Sensier
  • 2008 Common Shocks, Common Dynamics, and the International Business Cycle
    by Marco Centoni & Gianluca Cubadda & Alain Hecq
  • 2008 Is Volatility Good for Growth?
    by Elena Andreou & Marianne Sensier & Alessandra Pelloni
  • 2008 Dynamic probabilities of restrictions in state space models: An application to the Phillips curve
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
  • 2008 On the Evolution of Monetary Policy
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
  • 2008 Bayesian Inference in the Time Varying Cointegration Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
  • 2008 The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators
    by Steve Lawford & Michalis P. Stamatogiannis
  • 2008 EU-ETS and Nordic Electricity: A CVAR Approach
    by Fell, Harrison
  • 2008 Markov Switching GARCH Diffusion
    by Carol Alexander & Emese Lazar
  • 2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
    by Alexander Mihailov & Fabio Rumler & Johann Scharler
  • 2008 Discrete time-series models when counts are unobservable
    by T M Christensen & A. S. Hurn & K A Lindsay
  • 2008 Monetary Transmission Mechanism in a Small Open Economy: A Bayesian Structural VAR Approach
    by Rokon Bhuiyan
  • 2008 The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets
    by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen
  • 2008 Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders
    by Morten Ørregaard Nielsen
  • 2008 Approximating and Forecasting Macroeconomic Signals in Real-Time
    by João Valle e Azevedo & Ana Pereira
  • 2008 Wage and Price Dynamics in Portugal
    by Carlos Robalo Marques
  • 2008 Determining the number of factors in approximate factor models with global and group-specific factors
    by Francisco Craveiro Dias & Maximiano Pinheiro & António Rua
  • 2008 Tobacco Substitution and the Poor
    by Steven F. Koch & Gauthier Tshiswaka-Kashalala
  • 2008 Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio
    by Bastourre, Diego
  • 2008 Tourist Arrivals And Economic Growth In Sarawak
    by Lau, Evan & Oh, Swee-Ling & Hu, Sing-Sing
  • 2008 The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan
    by Olimov, Ulugbek & Sirajiddinov, Nishanbay
  • 2008 Impact of Trade Liberalization on External Debt Burden: Econometric Evidence from Pakistan
    by Zafar, Sabahat & Butt, Muhammad Sabihuddin
  • 2008 Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS
    by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia
  • 2008 Speculation, Futures Prices, and the U.S. Real Price of Crude Oil
    by Stevans, Lonnie & Sessions, David
  • 2008 Do macroeconomic variables play any role in the stock market movement in Ghana?
    by Adam, Anokye M. & Tweneboah, George
  • 2008 Inference regarding multiple structural changes in linear models estimated via two stage least squares
    by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia
  • 2008 The Causal Relationship Between Government Revenue and Expenditure in Namibia
    by Eita, Joel Hinaunye & Mbazima, Daisy
  • 2008 Short-term evolution of forward curves and volatility in illiquid power market
    by Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián
  • 2008 Forecasting Demand for Electricity: Some Methodological Issues and an Analysis
    by Pillai N., Vijayamohanan
  • 2008 The US Dollar and the Euro: Deus Ex-Machina
    by Lorca-Susino, Maria
  • 2008 A model of growth and finance: FIML estimates for India
    by Rao, B. Bhaskara & Tamazian, Artur
  • 2008 Demanda de dinero y liberalizacion financiera en Mexico: Un enfoque de cointegracion
    by L. Arnaut, Javier
  • 2008 The Dynamics of Parallel Economies. Measuring the Informal Sector in México
    by Brambila Macias, Jose
  • 2008 Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times
    by Laakkonen, Helinä & Lanne, Markku
  • 2008 Modeling International Financial Returns with a Multivariate Regime Switching Copula
    by Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso
  • 2008 Monetary exchange rate model: supportive evidence from nonlinear testing procedures
    by Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah
  • 2008 What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?
    by Vargas, Gregorio A.
  • 2008 Empirical Evidence Of The Balance Of Payments Constrained Growth In Cuba. The Effects Of Comercial Regimes Since 1960
    by Fugarolas Álvarez-Ude, Guadalupe & Mañalich Gálvez, Isis & Matesanz Gómez, David
  • 2008 Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components
    by Proietti, Tommaso
  • 2008 Structural Time Series Models for Business Cycle Analysis
    by Proietti, Tommaso
  • 2008 The long-term decline of internal migration in Canada – Ontario as a case study
    by Basher, Syed A. & Fachin, Stefano
  • 2008 Identifying the evolution of stock markets stochastic structure after the euro
    by Caiado, Jorge & Crato, Nuno
  • 2008 On the functional estimation of multivariate diffusion processes
    by Bandi, Federico & Moloche, Guillermo
  • 2008 The Greek Hyperinflation Revisited
    by Alexiou, Constantinos & Tsaliki, Persefoni & Tsoulfidis, Lefteris
  • 2008 العوامل المؤثرة في البطالة في الجمهورية العربية السورية دراسة تطبيقية باستخدام منهجية التكامل المشترك
    by Almosabbeh, Imadeddin
  • 2008 A re-examination of the role of foreign direct investment and exports in Malaysia's economic growth
    by Tang, Chor Foon
  • 2008 Output gap and inflation nexus: the case of United Arab Emirates
    by Osman, Mohammad & Jean Louis, Rosmy & Balli, Faruk
  • 2008 Capital flow to China and the issue of hot money: an empirical investigation
    by Lai, Jennifer /J.T.
  • 2008 Some Empirical Evidence on the Quantity Theoretic Proposition of Money in ASEAN-5
    by Puah, Chin-Hong & Habibullah, Muzafar Shah & Abu Mansor, Shazali
  • 2008 On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries
    by Puah, Chin-Hong & Habibullah, M.S. & Abu Mansor, Shazali
  • 2008 The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey
    by Omay, Tolga
  • 2008 Stock market integration: Malaysia and its major trading partners
    by Abdul Karim, Zulkefly & Abdul Karim, Bakri
  • 2008 Halaju wang di Malaysia : bukti empirik
    by Abdul Karim, Zulkefly & Jusoh, Mansor & Khalid, Norlin
  • 2008 Determinants of reserve money demand: a multivariate co-integrating approach
    by Korap, Levent
  • 2008 Implied Volatility with Time-Varying Regime Probabilities
    by Lanne, Markku & Ahoniemi, Katja
  • 2008 GDP Forecast for Australia
    by Saraogi, Ravi
  • 2008 Forecasting in vector autoregressions with many predictors
    by Korobilis, Dimitris
  • 2008 A monetary model of TL/US$ exchange rate: a co-integrating approach
    by Levent, Korap
  • 2008 Long-run relations between money, prices and output: the case of Turkey
    by Levent, Korap
  • 2008 Testing international parity hypothesis in a multivariate identified co-integrating system: the Turkish evidence
    by Levent, Korap
  • 2008 Modeling Turkish M2 broad money demand: a portfolio-based approach using implications for monetary policy
    by Levent, Korap
  • 2008 Modeling base money demand and inflation for the Turkish economy
    by Levent, Korap
  • 2008 Indicadores de Actividad para la Inversión en Infraestructura y Vivienda
    by Idrovo Aguirre, Byron & Caro S., Juan Carlos
  • 2008 Determinantes de la Inflación en una Economía Dolarizada: El Caso Ecuatoriano
    by Gachet, Ivan & Maldonado, Diego & Pérez, Wilson
  • 2008 Estimating potential output using business survey data in a SVAR framework
    by Cesaroni, Tatiana
  • 2008 Estimating Money Demand Function in Cambodia: ARDL Approach
    by Samreth, Sovannroeun
  • 2008 Testing the Hypothesis of Contagion using Multivariate Volatility Models
    by Marçal, Emerson F. & Valls Pereira, Pedro L.
  • 2008 A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles
    by Chauvet, Marcelle & Senyuz, Zeynep
  • 2008 Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics
    by Mendonca, Gui Pedro
  • 2008 SPATIAL integration of the rice market: emprirical evidence from mid-west and far-west Nepal and the Nepalese-Indian border
    by Sanogo, Issa
  • 2008 Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach
    by Klein, A. & Urbig, D. & Kirn, S.
  • 2008 Bayesian Analysis of DSGE Models with Regime Switching
    by Eo, Yunjong
  • 2008 Comparing the accuracy of density forecasts from competing GARCH models
    by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi
  • 2008 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
    by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan
  • 2008 Herd behaviour in Malaysian capital market: An empirical analysis
    by Duasa, Jarita & Kassim, Salina
  • 2008 Real time estimation of potential output and output gap for theeuro-area: comparing production function with unobserved componentsand SVAR approaches
    by Lemoine, Matthieu & Mazzi, Gian Luigi & Monperrus-Veroni, Paola & Reynes, Frédéric
  • 2008 Economic convergence and the fundamental equilibrium exchange rate in Poland
    by Rubaszek, Michał
  • 2008 Hot money and economic performance: An empirical analysis
    by Duasa, Jarita & Kassim, Salina
  • 2008 Shocks and rigidities as determinants of CEE labor markets' performance. A panel SVECM approach
    by Bukowski, Maciej & Koloch, Grzegorz & Lewandowski, Piotr
  • 2008 An analysis of the role of liking on the memorial response to advertising
    by Sergio, Brasini & Marzia, Freo & Giorgio, Tassinari
  • 2008 Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis
    by Rossi, Eduardo & Spazzini, Filippo
  • 2008 Exchange Market Pressure in Central European Countries from the Eurozone Membership Perspective
    by Stavarek, Daniel
  • 2008 Short and long run tests of the expectations hypothesis: the Portuguese case
    by Silva Lopes, Artur C. B. da & Monteiro, Olga Susana
  • 2008 Causal Relationship Between Exports and Agricultural GDP in Pakistan
    by Memon, Manzoor Hussain & Baig, Waqar Saleem & Ali, Muhammad
  • 2008 An empirical analysis of the curvature factor of the term structure of interest rates
    by Modena, Matteo
  • 2008 Macro-finance VARs and bond risk premia: a caveat
    by Taboga, Marco
  • 2008 Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity
    by Lucchetti, Riccardo & Palomba, Giulio
  • 2008 The Impact of Yuan/Ringgit on Bilateral Trade Balance of China and Malaysia
    by Hooy, Chee Wooi & Chan, Tze-Haw
  • 2008 Exchange rate pass-through and volatility: Impacts on domestic prices in four Asian countries
    by Sek, Siok Kun & Kapsalyamova, Zhanna
  • 2008 Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
    by Griffin, Jim & Steel, Mark F.J.
  • 2008 Forecasting macroeconomic variables using a structural state space model
    by de Silva, Ashton
  • 2008 Panel Cointegration and the Monetary Exchange Rate Model
    by Basher, Syed A. & Westerlund, Joakim
  • 2008 Testando A Hipótese De Contágio A Partir De Modelos Multivariados De Volatilidade
    by Marçal, Emerson F. & Valls Pereira, Pedro L.
  • 2008 Aluminium market and the macroeconomy
    by Melisso Boschi & Luca Pieroni
  • 2008 Financial Deepening, Trade Openness and Economic Growth in Latin America and the Caribbean
    by Thomas Gries & Manfred Kraft & Daniel Meierrieks
  • 2008 Linkages between Financial Deepening,Trade Openness and Economic Development: Causality Evidence from Sub-Saharan Africa
    by Thomas Gries & Manfred Kraft & Daniel Meierrieks
  • 2008 Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise
    by S. Sanfelici & M. E. Mancino
  • 2008 Multi-sector inflation forecasting - quarterly models for South Africa
    by Janine Aron & John Muellbauer
  • 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
    by Neil Shephard & Thomas Flury
  • 2008 Fitting vast dimensional time-varying covariance models
    by Neil Shephard & Kevin Sheppard & Robert F. Engle
  • 2008 Stochastic Volatility: Origins and Overview
    by Neil Shephard & Torben G. Andersen
  • 2008 Measuring downside risk - realised semivariance
    by Neil Shephard & Silja Kinnebrock & Ole E. Barndorff-Neilsen
  • 2008 An analysis of the indicator saturation estimator as a robust regression estimator
    by Bent Nielsen & Soren Johansen & Bent Nielsen
  • 2008 Modelling and measuring volatility
    by Neil Shephard & Ole E. Barndorff-Nielsen
  • 2008 Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation
    by Fabio Rumler & Maria Teresa Valderrama
  • 2008 Transmission of business cycle shocks between the US and the euro area
    by Gerhard Fenz & Martin Schneider
  • 2008 The tax system and housing demand in New Zealand
    by David Hargreaves
  • 2008 How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand
    by Emmanuel De Veirman & Ashley Dunstan
  • 2008 Changes in the transmission mechanism of monetary policy in New Zealand
    by Özer Karagedikli & Rishab Sethi & Christie Smith & Aaron Drew
  • 2008 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
    by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard
  • 2008 Transmission Channels Linking Real Estate Shocks with Macroeconomic Performance: Evidence from Malaysia
    by Hon-Chung Hui
  • 2008 Is the Great Moderation Ending? UK and US Evidence
    by Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard
  • 2008 The Macroeconomic Effects of Fiscal Policy
    by Ricardo M. Sousa & António Afonso
  • 2008 Fiscal Policy, Housing and Stock Prices
    by Ricardo M. Sousa & António Afonso
  • 2008 Bayesian Inference in the Time Varying Cointegration Model
    by Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan
  • 2008 Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk?
    by Juan Carlos Cuestas & Estefania Mourelle
  • 2008 Testing for PPP in Australia: evidence from unit root tests against nonlinear trend stationarity alternatives
    by Juan Carlos Cuestas & Paulo Jose Regis
  • 2008 Forecast Evaluation of Small Nested Model Sets
    by Kirstin Hubrich & Kenneth D. West
  • 2008 What are the Effects of Fiscal Policy Shocks?
    by Andrew Mountford & Harald Uhlig
  • 2008 Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?
    by V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan
  • 2008 Using Samples of Unequal Length in Generalized Method of Moments Estimation
    by Anthony W. Lynch & Jessica A. Wachter
  • 2008 Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production
    by Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson
  • 2008 Global Business Cycles: Convergence or Decoupling?
    by M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad
  • 2008 Inflation-Gap Persistence in the U.S
    by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent
  • 2008 Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)
    by Marco Del Negro & Frank Schorfheide
  • 2008 Global Forces and Monetary Policy Effectiveness
    by Jean Boivin & Marc Giannoni
  • 2008 It’s not only WHAT is said, it’s also WHO the speaker is. Evaluating the effectiveness of central bank communication
    by Marek Rozkrut
  • 2008 Forecast with judgment and models
    by Francesca Monti
  • 2008 Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth
    by Philippe Moës
  • 2008 A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model
    by Ralph D. Snyder & Anne B. Koehler
  • 2008 Option pricing under GARCH models with generalized hyperbolic innovations (I) : methodology
    by Christophe Chorro & Dominique Guegan & Florian Ielpo
  • 2008 Non-stationarity and meta-distribution
    by Dominique Guegan
  • 2008 Pricing bivariate option under GARCH processes with time-varying copula
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  • 2008 Effect of noise filtering on predictions : on the routes of chaos
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  • 2008 Tax Rates and Tax Evasion: An Empirical Analysis of the Structural Aspects and Long-Run Characteristics in Italy
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  • 2008 Global Business Cycles: Convergence or Decoupling?
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  • 2008 Identification of New Keynesian Phillips Curves from a Global Perspective
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  • 2008 Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided
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  • 2008 International Business Cycle Coherence and Phases- A spectral analysis of output fluctuations of G7
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  • 2008 International linkage of the Russian market and the Russian financial crisis: A multivariate GARCH analysis
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  • 2008 Path Forecast Evaluation
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  • 2008 Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis
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  • 2008 Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term
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  • 2008 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
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  • 2008 The Contribution Of Domestic, Regional And International Factors To Latin America'S Business Cycle
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  • 2008 Forecasting economic activity for Estonia : The application of dynamic principal component analyses
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  • 2008 Liquidity and productivity shocks: A look at sectoral firm creation
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  • 2008 A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
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  • 2008 Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach
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  • 2008 The Vanishing Role of Money in the Macroeconomy - An Empirical Investigation Based On Spectral and Wavelet Analysis
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  • 2008 An Analysis of Life Insurance Demand Determinants for Selected Asian Economies and India
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  • 2008 Modelling Thirty Five Years Of Coffee Prices In Brazil, Guatemala And India
    by Sushil Mohan & Bill Russell
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  • 2008 Estimating Fundamental Cross-Section Dispersion from Fixed Event Forecasts
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  • 2008 Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?
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  • 2008 Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts
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  • 2008 Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
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  • 2008 Global Loss Diversification in the Insurance Sector
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  • 2008 Structural Differences in Economic Growth
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  • 2008 The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model
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  • 2008 Likelihood Functions for State Space Models with Diffuse Initial Conditions
    by Marc K. Francke & Siem Jan Koopman & Aart de Vos
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  • 2008 An Hourly Periodic State Space Model for Modelling French National Electricity Load
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    by Alfredo M. Pereira & Rui Manuel Marvão Pereira
  • 2008 On the Regional Incidence of Public Investment in Highways in the USA
    by Alfredo M. Pereira & Jorge M. Andraz
  • 2008 Semiparametric Cointegrating Rank Selection
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  • 2008 Long Memory and Long Run Variation
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  • 2008 Modelling international financial returns with a multivariate regime switching copula
    by Loran , CHOLLETTE & Andreas , HEINEN & Alfonso , VALDESOGO
  • 2008 A methodology for population projections: an application to Spain
    by Andrés M. Alonso & Daniel Peña & Julio Rodríguez
  • 2008 Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting
    by andrés M. Alonso & Carolina Garcia-Martos & Julio Rodriguez & Maria Jesus Sanchez
  • 2008 Measuring causality between volatility and returns with high-frequency data
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  • 2008 Short and long run causality measures: theory and inference
    by Jean-Marie Dufour & Abderrahim Taamouti
  • 2008 Multi-sector inflation forecasting - quarterly models for South Africa
    by Janine Aron & John Muellbauer
  • 2008 Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from UK and US
    by Nikolaos Giannellis & Athanasios Papadopoulos & Angelos Kanas
  • 2008 The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach
    by Forni, Mario & Gambetti, Luca
  • 2008 Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices
    by Kilian, Lutz & Vega, Clara
  • 2008 Path Forecast Evaluation
    by Jordà, Òscar & Marcellino, Massimiliano
  • 2008 Testing a Model of the UK by the Method of Indirect Inference
    by Meenagh, David & Minford, Patrick & Theodoridis, Konstantinos
  • 2008 Testing a DSGE Model of the EU Using Indirect Inference
    by Meenagh, David & Minford, Patrick & Wickens, Michael R
  • 2008 Oil and the Macroeconomy: A Structural VAR Analysis with Sign Restrictions
    by Lippi, Francesco & Nobili, Andrea
  • 2008 Factor-augmented Error Correction Models
    by Banerjee, Anindya & Marcellino, Massimiliano
  • 2008 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
    by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
  • 2008 Macroeconomic resilience in a DSGE model
    by Adam Elbourne & Debby Lanser & Bert Smid & Martin Vromans
  • 2008 Modeling international financial returns with a multivariate regime switching copula
    by CHOLLETE, Loran & HEINEN, Andréas & VALDESOGO, Alfonso
  • 2008 Impacto De La Crisis Del Sector Rural En El Mercado Laboral Urbano Y Nacional: Un Análisis De Vectores Auto-Regresivos
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  • 2008 DEUDA EXTERNA PÚBLICA E INVERSIÓN EN COLOMBIA 1994-2007: Evidencia de un Modelo No-Lineal TAR
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  • 2008 The Demographic Transition in Colombia: Theory and Evidence
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  • 2008 Transmisión de tasas de interés bajo el esquema de metas de inflación: evidencia para Colombia
    by Oscar Becerra & Luis Fernando Melo
  • 2008 Hechos Estilizados de la Economía Colombiana:Fundamentos Empíricos para la Construcción y Evaluación de un Modelo DSGE
    by Juan Carlos Parra Alvarez
  • 2008 La tasa natural de desempleo en Colombia y sus determinantes
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  • 2008 Medidas De Riesgo Financiero Usando Cópulas: Teoría Y Aplicaciones
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  • 2008 Modeling the monetary policy reaction function of the colombian central bank
    by Jesús Otero & Manuel Ramírez Gómez
  • 2008 A Realistic Model for Official Interest Rates
    by J. De Dios Tena & E. Otranto
  • 2008 Multivariate Location-Scale Mixtures Of Normals And Mean-Variance-Skwness Portfolio Allocation
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  • 2008 Distributional Tests In Multivariate Dynamic Models With Normal And Student T Innovations
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  • 2008 Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005
    by Virginie Coudert & Mathieu Gex
  • 2008 Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?
    by Steffen Henzel
  • 2008 Stock Prices and Economic Fluctuations:A Markov Switching Structural VectorAutoregressive Analysis
    by Markku Lanne & Helmut Luetkepohl
  • 2008 A High-Low Model of Daily Stock Price Ranges
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  • 2008 Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach
    by Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi
  • 2008 Optimal Asset Allocation with Factor Models for Large Portfolios
    by M. Hashem Pesaran & Paolo Zaffaroni
  • 2008 A VECX Model of the Swiss Economy
    by Katrin Assenmacher-Wesche & M. Hashem Pesaran
  • 2008 Forecasting Economic and Financial Variables with Global VARs
    by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith
  • 2008 Public and private sector wages:comovement and casuality
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  • 2008 How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
  • 2008 Testing a DSGE model of the EU using indirect inference
    by Meenagh, David & Minford, Patrick & Wickens, Michael
  • 2008 Path Forecast Evaluation
    by Oscar Jorda & Massimiliano Marcellino
  • 2008 Constructing Structural VAR Models with Conditional Independence Graphs
    by Les Oxley & Marco Reale & Granville Tunnicliffe Wilson
  • 2008 Estimating the Structural Demand for Irish Housing
    by Addison-Smyth, Diarmaid & McQuinn, Kieran & O' Reilly, Gerard
  • 2008 Optimal Asset Allocation with Factor Models for Large Portfolios
    by Pesaran, M.H. & Zaffaroni, P.
  • 2008 A VECX* Model of the Swiss Economy
    by Assenmacher-Wesche, K. & Pesaran, M.H.
  • 2008 Model Averaging in Risk Management with an Application to Futures Markets
    by Pesaran, M.H. & Schleicher, C. & Zaffaroni, P.
  • 2008 Forecasting Economic and Financial Variables with Global VARs
    by Pesaran, M.H. & Schuermann, T. & Smit, L.V.
  • 2008 Identification of New Keynesian Phillips Curves from a Global Perspective
    by Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P.
  • 2008 Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939
    by Dimitrios Sideris
  • 2008 Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve
    by Joyce, Michael & Kaminska, Iryna & Lildholdt, Peter
  • 2008 A no-arbitrage structural vector autoregressive model of the UK yield curve
    by Kaminska, Iryna
  • 2008 The role of house prices in the monetary policy transmission mechanism in the U.S
    by Hilde C. Bjørnland & Dag Henning Jacobsen
  • 2008 Oil Price Shocks and Stock Market Booms in an Oil Exporting Country
    by Hilde C. Bjørnland
  • 2008 How does monetary policy respond to exchange rate movements? New international evidence
    by Hilde C. Bjørnland & Jørn I. Halvorsen
  • 2008 Combining forecast densities from VARs with uncertain instabilities
    by Anne-Sofie Jore & James Mitchell & Shaun P. Vahey
  • 2008 Estimating New Keynesian import price models
    by Ida Wolden Bache & Bjørn E. Naug
  • 2008 Assessing estimates of the exchange rate pass-through
    by Ida Wolden Bache
  • 2008 Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models
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  • 2008 International Evidence on Stochastic and Deterministic Monetary Neutrality
    by Antonio E. Noriega & Luis M. Soria & Ramón Velázquez
  • 2008 Temporal aggregation of univariate and multivariate time series models: A survey
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  • 2008 Term structure and the estimated monetary policy rule in the eurozone
    by Ramón María-Dolores & Jesús Vázquez
  • 2008 Forecasting Inflation in Argentina: Individual Models or Forecast Pooling?
    by Laura D´Amato & Lorena Garegnani & Emilio Blanco
  • 2008 Aggregate Indicators of Economic Activity for Argentina: The Principal Components Method
    by Pedro Elosegui & Lorena Garegnani & Emilio Blanco
  • 2008 Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model
    by Christian Conrad & Menelaos Karanasos
  • 2008 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
    by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard
  • 2008 Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution
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  • 2008 Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood
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  • 2008 Maximum likelihood estimation of fractionally cointegrated systems
    by Katarzyna Lasak
  • 2008 Likelihood based testing for no fractional cointegration
    by Katarzyna Lasak
  • 2008 Optimal inference in dynamic models with conditional moment restrictions
    by Bent Jesper Christensen & Michael Sørensen
  • 2008 Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility
    by Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor
  • 2008 Modelling and Forecasting Multivariate Realized Volatility
    by Roxana Chiriac & Valeri Voev
  • 2008 Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data
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  • 2008 Estimating High-Frequency Based (Co-) Variances: A Unified Approach
    by Ingmar Nolte & Valeri Voev
  • 2008 Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
    by Tom Engsted & Thomas Q. Pedersen
  • 2008 Parametric inference for discretely sampled stochastic differential equations
    by Michael Sørensen
  • 2008 Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach
    by Jie Zhu
  • 2008 An analysis of the indicator saturation estimator as a robust regression estimator
    by Søren Johansen & Bent Nielsen
  • 2008 Multivariate GARCH models
    by Annastiina Silvennoinen & Timo Teräsvirta
  • 2008 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model
    by Annastiina Silvennoinen & Timo Teräsvirta
  • 2008 Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
    by Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg
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  • 2008 Efficient estimation for ergodic diffusions sampled at high frequency
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  • 2008 ARGEM: A Dynamic Stochastic General Equilibrium Model for Argentina
    by
  • 2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
    by Møller, Niels Framroze
  • 2008 Evaluating New Keynesian Phillips Curve under VAR-Based Learning
    by Fanelli, Luca
  • 2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
    by Giese, Julia V.
  • 2008 Testing the New Keynesian Model on U.S. and Euro Area Data
    by Juselius, Mikael
  • 2008 On the Explosive Nature of Hyper-Inflation Data
    by Nielsen, Bent
  • 2008 A Long-Run Structural Macroeconometric Model for Germany: An Empirical Note
    by Chen, Pu & Schneider, Elena & Frohn, Joachim
  • 2008 Monetary Integration Issues in Latin America: A Multivariate Assessment
    by Jean-Pierre Allegret & Alain Sand-Zantman
  • 2008 Relative importance of foreign and domestic shocks in the Venezuelan economy
    by José U. Mora
  • 2008 Explaining The Great Moderation: It Is Not The Shocks
    by Domenico Giannone & Michele Lenza & Lucrezia Reichlin
  • 2008 Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model
    by Katrin Assenmacher-Wesche
  • 2008 Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand
    by Ruxanda, Gheorghe & Botezatu, Andreea
  • 2008 Polynomial Interpolation and Applications to Autoregressive Models
    by Mateescu, George Daniel
  • 2008 El modelo “P estrella”: un análisis empírico
    by Liquitaya, José D.
  • 2008 Credit Risk Management
    by Fantazzini, Dean
  • 2008 Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk
    by Fantazzini, Dean
  • 2008 An Econometric Analysis of Financial Data in Risk Management
    by Fantazzini, Dean
  • 2008 Una reconsideración del modelo Balassa-Samuelson en la zona euro
    by Ana R. Martínez Cañete
  • 2008 Determinantes del crecimiento del producto y del desempleo en Mexico, 1985.1-2008.4
    by Eduardo Loria & Jorge Ramirez
  • 2008 Inflacion, crecimiento y politica macroeconomica en Brasil y Mexico: Una investigacion empirica
    by Victor M. Cuevas Ahumada
  • 2008 Different indexes for forecasting economic activity in Russia (in Russian)
    by Oleg Demidov
  • 2008 Declining german export prices due to increased competition from newly industrializing countries - evidence from germany and the ceecs
    by Sebastian Gundel
  • 2008 Rural Labour Market Developments, Agricultural Productivity, and Real Wages in Bangladesh, 1950–2006
    by Akhand Akhtar Hossain
  • 2008 An Analysis of Credit to the Household Sector in Austria
    by Friedrich Fritzer & Lukas Reiss
  • 2008 Interest rate expectations and macroeconomic shocks affecting the yield curve
    by Zoltán Reppa
  • 2008 Entropy and stability in time use – An empirical investigation based on the German Time Use Survey
    by Rainer Hufnagel
  • 2008 The Relationship Among Poverty, Economic Growth, and Inequality Revisited
    by Lonnie K. Stevans & David N. Sessions
  • 2008 Foreign Aid Flows And Real Exchange Rate: Evidence From Syria
    by H. Issa & B. Ouattara
  • 2008 Turkiye Ekonomisinde Butce Aciginin Surdurulebiliriliginin Analizi
    by Ozlem Goktas
  • 2008 Transmisión Vertical de Precios en el Sector de la Carne Vacuna en Argentina
    by Gustavo Rossini & Edith Depetris Guiguet
  • 2008 Leadership in Groups: A Monetary Policy Experiment
    by Alan S. Blinder & John Morgan
  • 2008 Inflation: Do Expectations Trump the Gap?
    by Jeremy M. Piger & Robert H. Rasche
  • 2008 Modeling Short-Term Interest Rate Spreads in the Euro Money Market
    by Nuno Cassola & Claudio Morana
  • 2008 Nominal Exchange Rates and Price Convergence in the West African Monetary Zone
    by Paul Alagidede & George Tweneboah & Anokye M. Adam
  • 2008 Analysis of Transmission Mechanisms of Money and Credit Policy in Russia's Economy
    by Sergey Drobyshevsky & Pavel Trunin & M. Kamenskikh
  • 2008 On the Identification of Monetary (and Other) Shocks
    by Martin Menner & Hugo Rodríguez Mendizábal
  • 2008 The Role of Inflation Expectations in the New EU Member States: Consumer Survey Based Results
    by Konstantins Benkovskis
  • 2008 Sincronización del empleo manufacturero en México y Estados Unidos
    by Edna Fragoso Pastrana & Jorge Herrera Hernández & Ramón A. Castillo Ponce
  • 2008 La productividad total de los factores en los países desarrollados. Componentes y factores determinantes
    by Carmen López-Pueyo & Sara Barcenilla Visús & María Jesús Mancebón Torrubia & Jaime Sanaú Villarroya
  • 2008 Multivariate volatility in environmental finance
    by Hoti, Suhejla & McAleer, Michael & Pauwels, Laurent L.
  • 2008 Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk
    by da Veiga, Bernardo & Chan, Felix & McAleer, Michael
  • 2008 Traditional Export Demand Relation: A Cointegration and Parameter Constancy Analysis
    by Jamal HUSEIN
  • 2008 Competition And Growth: A Time Series Analysis For South Korea
    by LEE, Jae-Hyung & RHEE, Young-Hoon
  • 2008 The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach
    by Bildirici, Melike & Alp, Aykaç
  • 2008 Economic Integration In North America
    by Ramon A. CASTILLO PONCE & Ramon de Jesus RAMIREZ ACOSTA
  • 2008 HEALTH, EDUCATION AND ECONOMIC GROWTH: TESTING FOR LONG-RUN RELATIONSHIPS AND CAUSAL LINKS in the United States
    by Aka, Bédia F. & Dumont, J.C.
  • 2008 Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach
    by Shigeyuki HAMORI
  • 2008 Are Indian Exports And Imports Cointegrated?
    by KONYA, Laszlo & SINGH, Jai Pal
  • 2008 Produktivitätswachstum in Deutschland: kein nachhaltiger Aufschwung in Sicht
    by Georg Erber & Ulrich Fritsche
  • 2008 Choques petroleros, incertidumbre e inversión privada. Venezuela, 1968-2007
    by Peña P., Carlos J.
  • 2008 La Tasa De Cambio Real De Equilibrio En Colombia Y Su Desalineamiento: Estimación A Través De Un Modelo Svec
    by JUAN JOSÉ ECHAVARRÍA SOTO & ENRIQUE LÓPEZ ENCISO & MARTHA MISAS ARANGO
  • 2008 Modelos ARCH, GARCH y EGARCH: aplicaciones a series financieras
    by Marta Casas Monsegny & Edilberto Cepeda
  • 2008 The Turkish Experience in Inflation Targeting: Uncertainties and the Efficiency of Monetary Policy
    by Z. Yejim Giirbiiz & Thomas Jobert & Ruhi Tuncer
  • 2008 Assessing the sustainability of fiscal policies: Empirical evidence from the Euro Area and the United States
    by Luigi Landolfo
  • 2008 Élargissement de la zone euro et mesure des asymétries. Un bilan empirique
    by Marilyne Huchet-Bourdon & Jean-Sébastien Pentecôte
  • 2008 Dynamic modelling of the demand for money in Latvia
    by Boriss Siliverstovs
  • 2008 The contribution of cyclical turning point indicators to business cycle analysis
    by Ferrara, L.
  • 2008 L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle
    by FERRARA, L.
  • 2008 The Effects of Turkish Central Bank's Interventions Over Currency Rate Volatility
    by K. Batu Tunay
  • 2008 Aggregate Indicators of Economic Activity for the Argentine Case: The Principal Components Methodology
    by Pedro Elosegui & Lorena Garegnani & Luis Lanteri & Emilio Blanco
  • 2008 Commodity Prices in Argentina: What Moves the Wind?
    by Diego Bastourre & Jorge Carrera & Javier Ibarlucia
  • 2008 A Criticism of the Concept and Measure for Total Factor Productivity
    by Rossitsa Rangelova
  • 2008 Setor Agrícola Brasileiro: Uma Aplicação do Modelo de Tendências e Ciclos Comuns no Período de 1990 a 2005
    by Jose Nilo de Oliveira Junior & Ivan Castelar & Nicolino Trompieri Neto & Roberto Tatiwa Ferreira
  • 2008 Risco País, Fluxos de Capitais e Determinação da Taxa de Juros no Brasil: Uma Analise de Impactos por Meio da Metodologia VEC
    by Milton Biage & Vanessa Petrelli Correa & Henrique Dandas Neder
  • 2008 Fiscal Policy Sustainability In Romania
    by Ioan Talpos & Cosmin Enache
  • 2008 Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
    by Kevin D. Hoover & Soren Johansen & Katarina Juselius
  • 2007 Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model
    by Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta
  • 2007 Temporal Causality between Taxes and Public Expenditures: The Case of South Africa
    by Kasai Ndahiriwe & Rangan Gupta
  • 2007 Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa
    by Josine Uwilingiye & Rangan Gupta
  • 2007 Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models
    by Nakatani, Tomoaki & Teräsvirta, Timo
  • 2007 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model
    by Silvennoinen, Annastiina & Teräsvirta, Timo
  • 2007 Evaluation de l’avantage macroéconomique net du tourisme : analyse coûts-bénéfices des recettes touristiques internationales
    by Bates, Samuel & Dokoui, Saturnin & Pognon, Olivier
  • 2007 Estimating the Output Gap in a Changing Economy
    by Hakan Kara & Fethi Ogunc & Umit Ozlale & Cagri Sarikaya
  • 2007 Are Real GDP Levels Trend, Difference, or Regime-Wise Trend Stationary? Evidence from Panel Data Tets Incorporating Structural Change
    by Natalie Hegwood & David H. Papell
  • 2007 Disentangling Business Cycles and Macroeconomic policy in Mercosur: a VAR and an Unobserved Components Models Approaches
    by Allegret, Jean-Pierre
  • 2007 Foreign Direct Investment and Growth: An Empirical Investigation based on Cross-Country Comparison
    by Ozturk, Ilhan & Kalyoncu, Huseyin
  • 2007 Türkiye’de temel makro ekonomik değişkenler ile hisse senedi fiyatları arasındaki nedensellik ilişkisi
    by Erman ERBAYKAL & H. Aydın OKUYAN
  • 2007 Türkiye’de enflasyon ve döviz kurunun para politikası kuralı üzerindeki etkisi
    by Sevda YAPRAKLI
  • 2007 Tüketim ve Kamu Harcamaları: VECM Modeli
    by Oya S. ERDOĞDU
  • 2007 Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma
    by Alper ÖZÜN & Atilla ÇİFTER
  • 2007 Post Keynesyen gelir ve para arzı modeli: 1980-2003 Türkiye deneyimi
    by Mehmet Fatih CİN & Görkemli DEMİREL
  • 2007 Yapısal kırılma altında para talebinin istikrarı: Türkiye örneği
    by A. Nazif ÇATIK
  • 2007 No estaba muerta … La teoría cuantitativa y la relación entre dinero e inflación
    by Chumacero, Rómulo A. & Hermann, Jorge
  • 2007 La relación de causalidad entre el crecimiento y la IED en Argentina. ¿Pan para hoy, hambre para mañana?
    by Oglietti, Guillermo Celso
  • 2007 Modelling the US Housing Market
    by Philip Arestis & Elias Karakitsos
  • 2007 Seasonal Characteristics of Indian Time Series
    by R. Krishnan
  • 2007 Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries
    by Wölfle, Marco
  • 2007 A Long Run Structural Macroeconometric Model for Germany
    by Chen, Pu & Schneider, Elena & Frohn, Joachim
  • 2007 Asymmetry and Spillover Effects in the North American Equity Markets
    by Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K.
  • 2007 Long Run Macroeconomic Relations in the Global Economy
    by Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa
  • 2007 Taking a DSGE Model to the Data Meaningfully
    by Franchi, Massimo & Jusélius, Katarina
  • 2007 Explaining the US bond yield conundrum
    by Bandholz, Harm & Clostermann, Jörg & Seitz, Franz
  • 2007 Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model
    by Hautsch, Nikolaus
  • 2007 Time and price impact of a trade: A structural approach
    by Grammig, Joachim & Theissen, Erik & Wuensche, Oliver
  • 2007 Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses
    by Kühl, Michael
  • 2007 Declining export prices due to increased competition from NIC: Evidence from Germany and the CEEC
    by Gundel, Sebastian
  • 2007 Solution of RE Models with Anticipated Shocks and Optimal Policy
    by Wohltmann, Hans-Werner & Winkler, Roland C.
  • 2007 The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy
    by Hogrefe, Jens
  • 2007 Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery
    by Dötz, Niko
  • 2007 Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK
    by Renatas Kizys & Peter Spencer
  • 2007 The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04)
    by Peter N Smith & Steffen Sorensen & Mike Wickens
  • 2007 Can a simple DSGE model outperform Professional Forecasters?
    by Michal Rubaszek & Pawel Skrzypczynski
  • 2007 A turning point chronology for the Euro-zone
    by Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca
  • 2007 Business Cycle Analysis with Multivariate Markov Switching Models
    by Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca
  • 2007 Matrix-State Particle Filter for Wishart Stochastic Volatility Processes
    by Roberto Casarin & Domenico Sartore
  • 2007 Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion
    by Monica Billio & Massimiliano Caporin
  • 2007 The Effects of Small Sample Bias in Threshold Autoregressive Models
    by Yamin Ahmad
  • 2007 Unbiased covariance estimation with interpolated data
    by Taro Kanatani & Roberto Reno'
  • 2007 Carry Trades: Betting Against Safe Haven
    by Daniel Kohler
  • 2007 Business cycle measurement with some theory
    by Fabio Canova & Matthias Paustian
  • 2007 Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error
    by J. Isaac Miller
  • 2007 Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models
    by WenShwo Fang & Stephen M. Miller & ChunShen Lee
  • 2007 The Great Moderation and the Relationship between Output Growth and Its Volatility
    by WenSho Fang & Stephen M. Miller
  • 2007 Index Numbers
    by Diewert, Erwin
  • 2007 Environmental Efficiency Measurement with Translog Distance Functions: A Parametric Approach
    by Cuesta, Rafael A. & Knox, C.A. & Zofío, José Luis
  • 2007 Forecasting key macroeconomic variables from a large number of predictors: A state space approach
    by Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen
  • 2007 Has the Golden Rule of Public Finance Made a difference in the UK
    by Jérôme Creel & Francesco Saraceno & Paola Veroni
  • 2007 Exchange rate pass-through in Switzerland: Evidence from vector autoregressions
    by Jonas Stulz
  • 2007 Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models
    by Jun Yu
  • 2007 Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes
    by Wen-Jen Tsay
  • 2007 Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States
    by Morten O. Ravn & Saverio Simonelli
  • 2007 Testing a DSGE model of the EU using indirect inference
    by David Meenagh & Patrick Minford & Michael Wickensy
  • 2007 Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods
    by G. EVERAERT
  • 2007 Technology shocks, structural breaks and the effects on the business cycle
    by Vincenzo Atella & Marco Centoni & Gianluca Cubadda
  • 2007 A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series
    by Gianluca Cubadda
  • 2007 Free Trade and New Economic Powers: The Worldview of Peter Mandelson
    by Fiorella Triscritti
  • 2007 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
    by Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana
  • 2007 Identifying the Shocks Driving Inflation in China
    by Pierre L. Siklos & Yang Zhang
  • 2007 The FedÕs Reaction to the Stock Market During the Great Depression: Fact or Artefact?
    by Pierre L. Siklos
  • 2007 Bayesian Inference in a Cointegrating Panel Data Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
  • 2007 Hedging and Cross-hedging ETFs
    by Carol Alexander & Andreza Barbosa
  • 2007 Proyecciones desagregadas de inflación con modelos Sparse VAR robustos
    by Barrera Carlos
  • 2007 A Test for Serial Dependence Using Neural Networks
    by George Kapetanios
  • 2007 Testing for Strict Stationarity
    by George Kapetanios
  • 2007 A Simple Test of the New Keynesian Phillips Curve
    by Andrea Carriero
  • 2007 A Multivariate Band-Pass Filter
    by João Valle e Azevedo
  • 2007 The Forward Premium of Euro Interest Rates
    by Sónia Costa & Ana Beatriz Galvão
  • 2007 Practical Volatility Modeling for Financial Market Risk Management
    by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi
  • 2007 Correlation dynamics between Asia-Pacific, EU and US stock returns
    by Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia
  • 2007 Speed of Adjustment in Cointegrated Systems
    by Fanelli, Luca & Paruolo, Paolo
  • 2007 A new Model for Stock Price Movements
    by Venier, Guido
  • 2007 Özel Sektör Tasarruflarında Mali Politika Etkileri
    by Erdogdu, Oya Safinaz
  • 2007 Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
    by Wagatha, Matthias
  • 2007 Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
    by Wagatha, Matthias
  • 2007 Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies
    by Proietti, Tommaso & Riani, Marco
  • 2007 Estimating Central Bank Behavior in Emerging Markets: The Case of Turkey
    by Hatipoglu, Ozan & Alper, C. Emre
  • 2007 Exchange Rate Determination In Pakistan: Evidence Based On Purchasing Power Parity Theory
    by Khan, Muhammad Arshad & Qayyum, Abdul
  • 2007 Forecasting water consumption in Spain using univariate time series models
    by Caiado, Jorge
  • 2007 Identifying common spectral and asymmetric features in stock returns
    by Caiado, Jorge & Crato, Nuno
  • 2007 Comparison of time series with unequal length
    by Caiado, Jorge & Crato, Nuno & Peña, Daniel
  • 2007 Are Exports Causing Growth? Evidence On International Trade Expansion In Cuba, 1960-2004
    by Fugarolas, Guadalupe & Mañalich, Isis & Matesanz, David
  • 2007 Joint Modeling of Call and Put Implied Volatility
    by Ahoniemi, Katja & Lanne, Markku
  • 2007 Regional and Outward Economic Integration in South-East Asia
    by Weber, Enzo
  • 2007 Romanian Capital Market And The Informational Efficiency
    by Dima, Bogdan & Barna, Flavia & Pirtea, Marilen
  • 2007 Balance of payments constrained growth model: evidence for Bolivia 1953-2002
    by Arevilca Vasquez, Bismarck Javier & Risso Charquero, Adrian Winston
  • 2007 The Relationship Among African American Male Earnings, Employment, Incarceration and Immigration: A Time Series Approach
    by Stevans, Lonnie
  • 2007 Testing Export-led Growth Hypothesis in Kenya: An ADRL Bounds Test Approach
    by Mohan, Ramesh & Nandwa, Boaz
  • 2007 A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya
    by Nandwa, Boaz & Mohan, Ramesh
  • 2007 A multivariate innovations state space Beveridge Nelson decomposition
    by de Silva, Ashton
  • 2007 The Effects of Energy Imports: The Case of Turkey
    by erdogdu, oya safinaz
  • 2007 FDI-trade nexus: empirical analysis on ASEAN-5
    by Kueh, Jerome Swee-Hui & Puah, Chin-Hong & Lau, Evan & Abu Mansor, Shazali
  • 2007 The Implications Of Emergence Of China Towards Asean-5: Fdi-Gdp Perspective
    by Puah, Chin-Hong & Kueh, Jerome Swee-Hui & Lau, Evan
  • 2007 Larger crises cost more: impact of banking sector instability on output growth
    by Serwa, Dobromił
  • 2007 Who Leads Financial Markets?
    by Weber, Enzo
  • 2007 Economic Integration and the Foreign Exchange
    by Weber, Enzo
  • 2007 The possible impacts of energy imports in the economic growth of USA
    by Pereira, Vitor
  • 2007 Comparative analysis of the exchange market pressure in Central European countries with the Eurozone membership perspective
    by Stavarek, Daniel
  • 2007 Long run credit risk diversification: empirical decomposition of corporate bond spreads
    by Sun, David & Lin, William & Nieh, Chien-Chung
  • 2007 Technology Shocks, Statistical Models, and The Great Moderation
    by Fuentes-Albero, Cristina
  • 2007 The expectations hypothesis of the term structure: some empirical evidence for Portugal
    by Silva Lopes, Artur C. & M. Monteiro, Olga Susana
  • 2007 Filtered Extreme Value Theory for Value-At-Risk Estimation
    by Ozun, Alper & Cifter, Atilla & Yilmazer, Sait
  • 2007 Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data
    by Westerlund, Joakim & Basher, Syed A.
  • 2007 Mixed Signals Among Tests for Panel Cointegration
    by Westerlund, Joakim & Basher, Syed A.
  • 2007 The Taylor Effect on the Performances of the Red Devils’ Football Brand
    by Leitão, João
  • 2007 Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange
    by Mamoon, Dawood
  • 2007 Is Latin America an Optimal Currency Area? Evidence from a Structural Vector Auto-regression analysis
    by Foresti, Pasquale
  • 2007 Relationship between inflation, unemployment and labor force change rate in France: cointegration test
    by Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana
  • 2007 Inflation as a function of labor force change rate: cointegration test for the USA
    by Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana
  • 2007 The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
    by Cifter, Atilla & Ozun, Alper
  • 2007 Nonlinear Combination of Financial Forecast with Genetic Algorithm
    by Ozun, Alper & Cifter, Atilla
  • 2007 Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)
    by Cifter, Atilla & Ozun, Alper
  • 2007 Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey
    by Cifter, Atilla & Ozun, Alper
  • 2007 The Permanent and Transitory Effects on Consumption and Income: Evidence from the Turkish Economy
    by Bilgili, Faik
  • 2007 The Taylor rule and interest rate uncertainty in the U.S. 1955-2006
    by Mandler, Martin
  • 2007 Central bank intervention, sterilization and monetary independence: the case of Pakistan
    by Waheed, Muhammad
  • 2007 Structural VAR identification of the Turkish business cycles
    by Levent, Korap
  • 2007 Testing causal relationships between energy consumption, real income and prices: evidence from Turkey
    by Levent, Korap
  • 2007 Testing quantity theory of money for the Turkish economy
    by Levent, Korap
  • 2007 Impact du Commerce bilatéral Intra-Zone dans la zone UEMOA et CEMAC: Approche par les VAR Structurels
    by Dramani, Latif & Laye, Oumy
  • 2007 A GARCH-based method for clustering of financial time series: International stock markets evidence
    by Caiado, Jorge & Crato, Nuno
  • 2007 Does the interest differential explain future exchange rate return? a re-examination of the UIP hypothesis for the Turkish economy
    by Levent, Korap
  • 2007 Impact of Exchange Rate Changes on Domestic Inflation: he Turkish Experience
    by Levent, Korap
  • 2007 Modeling purchasing power parity using co-integration: evidence from Turkey
    by Levent, Korap
  • 2007 Exogenous characteristics of short-term capital flows: can they be under control? evidence from Turkey
    by Levent, Korap & Özgür, Aslan
  • 2007 Turkish money demand, revisited: some implications for inflation and currency substitution under structural breaks
    by Levent, Korap
  • 2007 Evaluating the New Keynesian Phillips Curve under VAR-based learning
    by Fanelli, Luca
  • 2007 Descomposición Estructural de las Series de Desempleo: Una Aplicación para las Ciudades de la Región del Bío Bío
    by Pino, Osvaldo & Contreras, Sergio & Acuña, Andrés
  • 2007 Decomposing Federal Funds Rate forecast uncertainty using real-time data
    by Mandler, Martin
  • 2007 The Analysis of the Bucharest Stock Exchange Financial Sector
    by Dima, Bogdan & Pirtea, Marilen & Barna, Flavia & Murgea, Aurora & Nachescu, Miruna
  • 2007 On The Road to Monetary Union – Do Arab Gulf Cooperation Council Economies React in the same way to United States' Monetary Policy Shocks?
    by Louis, Rosmy & Osman, Mohammad & Balli, FAruk
  • 2007 Terá a política monetária do Banco Central Europeu sido adequada para Portugal (1999-2007)?
    by Manuel Mota Freitas Martins
  • 2007 Impact of Export Subsidies on Pakistan’s Exports
    by Nadeem Ul Haque & M. Ali Kemal
  • 2007 The IGARCH e®ect: Consequences on volatility forecasting and option trading
    by Stefano HERZEL & Catalin STARICA & Thomas NORD
  • 2007 Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
    by Jennifer Castle & David Hendry
  • 2007 The Dynamic Welfare Cost of Stagnation: An Alternative Measure to the Lucas-Obstfeld Model
    by Tatsuyoshi Miyakoshi & Masakatsu Okubo & Junji Shimada
  • 2007 The Dynamic Welfare Costs of the 1997 Asian Crisis
    by Tatsuyoshi Miyakoshi & Masakatsu Okubo & Junji Shimada
  • 2007 Transmission of Business Cycle Shocks between Unequal Neighbours: Germany and Austria
    by Gerhard Fenz & Martin Schneider
  • 2007 The Relative Importance of Symmetric and Asymmetric Shocks: the Case of United Kingdom and Euro Area
    by Gert Peersman
  • 2007 Governments and the Market for Longevity-Indexed Bonds
    by Pablo Antolín & Hans J. Blommestein
  • 2007 Longevity Risk and Private Pensions
    by Pablo Antolín
  • 2007 Which nonlinearity in the Phillips curve? The absence of accelerating deflation in Japan
    by Emmanuel De Veirman
  • 2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment
    by Fernando Alexandre & Vasco J. Gabriel & Pedro Bação
  • 2007 A New Approach to Drawing States in State Space Models
    by William J. McCausland & Shirley Miller & Denis Pelletier
  • 2007 What You Match Does Matter: The Effects of Data on DSGE Estimation
    by Pablo A. Guerron
  • 2007 Non-Nested Testing in Models Estimated via Generalized Method of Moments
    by Alastair R. Hall & Denis Pelletier
  • 2007 Testing for convergence among Mercosur countries
    by Juan Carlos Cuestas & Javier Ordóñez
  • 2007 Relative Goods' Prices, Pure Inflation, and the Phillips Correlation
    by Ricardo Reis & Mark W. Watson
  • 2007 Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset
    by Jon Faust & Jonathan H. Wright
  • 2007 Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
    by Jessica A. Wachter & Missaka Warusawitharana
  • 2007 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
    by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev
  • 2007 Monetary Policy Analysis with Potentially Misspecified Models
    by Marco Del Negro & Frank Schorfheide
  • 2007 Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models
    by Torben G. Andersen & Luca Benzoni
  • 2007 Beliefs, Doubts and Learning: Valuing Economic Risk
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