Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

1983

• Osborne, Martin J. & Pitchik, Carolyn, 1983, "Profit-Sharing in a Collusive Industry," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 83-06.
• Peter C.B. Phillips, 1983, "The Exact Distribution of LIML: II," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 663, Feb.
• Martin J. Osborne & Carolyn Pitchik, 1983, "Profit-Sharing in a Collusive Industry," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 668, Jun.
• Geanakoplos, John & Heal, Geoffrey, 1983, "A geometric explanation of the transfer paradox in a stable economy," Journal of Development Economics, Elsevier, volume 13, issue 1-2, pages 223-236.
• Osborne, Martin J. & Pitchik, Carolyn, 1983, "Profit-sharing in a collusive industry," European Economic Review, Elsevier, volume 22, issue 1, pages 59-74, June.

1982

• Pradeep Dubey & Mamoru Kaneko, 1982, "Information About Moves in Extensive Games: I," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 625.
• Pradeep Dubey & Mamoru Kaneko, 1982, "Information About Moves in Extensive Games: II," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 629, May.
• Alvin K. Klevorick & Michael Rothschild & Christopher Winship, 1982, "Information Processing and Jury Decisionmaking," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 635, Jun.
• John Geanakoplos & Geoffrey M. Heal, 1982, "A Geometric Explanation of the Transfer Paradox in a Stable Economy," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 651, Nov.
• Peter C.B. Phillips, 1982, "The Exact Distribution of LIML: I," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 658, Dec.
• Nordhaus, William D., 1982, "Economic policy in the face of declining productivity growth," European Economic Review, Elsevier, volume 18, issue 1, pages 131-157.
• Nordhaus, William D., 1982, "Economic policy in the face of declining productivity growth," European Economic Review, Elsevier, volume 18, issue 2, pages 131-157.
• Krumm, Ronald J. & Graves, Philip E., 1982, "Morbidity and pollution: Model specification analysis for time-series data on hospital admissions," Journal of Environmental Economics and Management, Elsevier, volume 9, issue 4, pages 311-327, December.
• Krumm, Ronald J. & Graves, Philip E., 1982, "Morbidity and pollution: model specification analysis for time-series data on hospital admissions," MPRA Paper, University Library of Munich, Germany, number 19906.

1981

• Shubik, Martin, 1981, "Society, land, love or money : A strategic model of how to glue the generations together," Journal of Economic Behavior & Organization, Elsevier, volume 2, issue 4, pages 359-385, December.
• Martin Shubik, 1981, "Society, Land, Love or Money (A Strategic Model of How to Glue the Generations Together)," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 577, Jan.
• William D. Nordhaus, 1981, "Economic Policy in the Face of Declining Productivity Growth," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 604, Sep.

1977

• Pradeep Dubey & Robert J. Weber, 1977, "Probabilistic Values for Games," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 471.
• Robert J. Weber, 1977, "Probabilistic Values for Games," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 471R.

1974

• Kyn, Oldrich & Kyn, Ludmila, 1974, "Macroeconomic Production Functions for Eastern Europe," MPRA Paper, University Library of Munich, Germany, number 23221, Jun, revised 08 Jun 2010.

1972

• John B. Shoven & John Whalley, 1972, "A General Equilibrium Calculation of the Effects of Differential Taxation of Income from Capital in the U.S," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 328.
• Shoven, John B. & Whalley, John, 1972, "A general equilibrium calculation of the effects of differential taxation of income from capital in the U.S," Journal of Public Economics, Elsevier, volume 1, issue 3-4, pages 281-321, November.

1970

• Robert Stehrer & Julia Wörz, 2002, "Industrial Diversity, Trade Patterns and Productivity Convergence," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 23, Nov.

1967

• Martin Shubik, 1967, "Simulation of Socio-Economic Systems. Part II: An Aggregative Socio-Economic Simulation of a Latin American Country," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 203BR.
• Martin Shubik & David H. Stern, 1967, "Some Experimental Non-Constant-Sum Games Revisited. Part I," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 236.
• Martin Shubik & David H. Stern, 1967, "Some Experimental Non-Constant-Sum Games Revisited. Part II," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 240.

1966

1961

• Martin Shubik, 1961, "A Business Game for Teaching and Research Purposes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 115R1.
• Martin Shubik, 1961, "A Business Game for Teaching and Research Purposes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 115R2.
• Martin Shubik, 1961, "A Business Game for Teaching and Research Purposes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 115R3.

201

15

• Sahminan, Sahminan, 2002, "Exchange Rate Pass-Through into Import Prices: Empirical Evidences from Major Southeast Asian Countries," MPRA Paper, University Library of Munich, Germany, number 89844, Dec.

0

• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021, "Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202117, Feb.
• Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021, "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202118, Feb.
• Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021, "El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Working Papers, University of Pretoria, Department of Economics, number 202138, Jun.
• Sisa Shiba & Rangan Gupta, 2021, "Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202140, Jun.
• Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021, "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202158, Aug.
• Adam Clements & Yin Liao, , "News and network structures in equity market volatility," NCER Working Paper Series, National Centre for Econometric Research, number 110.
• Eftychia Lola & Spyridon D. Symeonides, 0, "On the Heteroskedastic-Autoregressive Specification of the Linear Regression Model," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 2, pages 1-9(2).
• Francesca Di Iorio & Stefano Fachin, 2018, "The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2018/1, Jan.
• Torben G. Andersen & Hyung-Jin Chung & Bent E. Sorensen, , "EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Computing in Economics and Finance 1997, Society for Computational Economics, number 6.
• Avraham Turgeman & Claudiu Botoc & Marilen Pirtea & Octavian Jude, 0000, "Modelling Intraday Realized Volatility: The Role Of Vix, Oil And Gold," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 14115804.
• Shada Almuwallad, 0000, "Exploring the Dynamics: Granger Causality Between Macroeconomic Variables and Sectoral Stock Prices Before and After the 2008 Financial Crisis: Evidence From The FTSE All-Share Index," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 14416316.
• George S. Naufal & Ismail H. Genc, , "Structural Change in MENA Remittance Flows," Economics Working Papers, School of Business Administration, American University of Sharjah, number 07-05/2013.
• Bassam AbuAl-Foul, , "Military Spending and Economic Growth: Evidence from Jordan," Economics Working Papers, School of Business Administration, American University of Sharjah, number 19-04/2014.
• Shirley J. Huang & Jun Yu, , "Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-07-2008.
• Peter C.B.Phillips & Jun Yu, , "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-08-2009.
• Amélie Charles & Olivier Darné, 0, "Econometric history of the growth–volatility relationship in the USA: 1919–2017," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 0, issue , pages 1-24, DOI: 10.1007/s11698-020-00209-y.
• Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas Quising, 2007, "Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach: The Case of Developing Asia," EcoMod2007, EcoMod, number 23900071, Jul.
• Luca ONORANTE & Guglielmo MARIA CAPORALE & Paolo PAESANI, 2010, "Inflation and Inflation Uncertainty in the Euro Area," EcoMod2010, EcoMod, number 259600126, May.
• Rehab OSMAN, 2010, "SADC EPAs with the EU: the Right or a Blight Way for Development," EcoMod2010, EcoMod, number 259600127, May.
• Marco GALLEGATI, 2001, "A Wavelet Analysis of MENA stock markets," Middle East and North Africa, EcoMod, number 330400031, Jan.
• Ulrich FRITSCHE & Vladimir KOUZINE, 2010, "Prediction of Business Cycle Turning Points in Germany," EcoMod2004, EcoMod, number 330600054, Jan.
• FERREIRA Alex Luiz & LEON-LEDESMA Miguel A., 2010, "Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets," EcoMod2003, EcoMod, number 330700053, Jan.
• Richter Christian & Hallet Andrew Hughes, 2010, "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," EcoMod2002, EcoMod, number 330800057, Jan.
• Dominika Kolcunová & Simona Malovaná, 2019, "The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/5, Apr, revised Apr 2019.
• Jaroslav Pavlicek & Ladislav Kristoufek, 2019, "Modeling UK Mortgage Demand Using Online Searches," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/18, Jul, revised Jul 2019.
• Encarnación Murillo García & Simón Sosvilla-Rivero, , "Efectos a largo plazo sobre la economía andaluza de las ayudas procedentes de los fondos estructurales: el Marco de Apoyo Comunitario 1994-1999," Working Papers, FEDEA, number 2003-07.
• Irene Olloqui & Simón Sosvilla-Rivero & Javier Alonso, , "Convergencia en precios en las provincias españolas," Working Papers, FEDEA, number 99-04.
• Simón Sosvilla-Rivero & Javier Alonso Meseguer, , "Estimación de una función de producción MRW para la Economía Espanola, 1910-1995," Studies on the Spanish Economy, FEDEA, number 197.
• Jordi Pons Novell & Daniel A. Tirado Fabregat, , "Discontinuidades en el crecimiento económico en el periodo 1870-1994: Espana en perspectiva comparada," Studies on the Spanish Economy, FEDEA, number 98.
• Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2020, "Forecasting Macroeconomic Risks," Staff Reports, Federal Reserve Bank of New York, number 914, Feb.
• Oscar Jorda & Massimiliano Marcellino, , "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Department of Economics, California Davis - Department of Economics, number 00-02.
• James D. Hamilton & Oscar Jorda, , "A model for the federal funds rate target," Department of Economics, California Davis - Department of Economics, number 99-07.
• Giovanni Caggiano & Leone Leonida, , "A note on the empirics of the neoclassical growth model," Working Papers, Business School - Economics, University of Glasgow, number 2006_2.
• G Caggiano & L Leonida, , "International Output Convergence: Evidence from an AutoCorrelation Function Approach," Working Papers, Business School - Economics, University of Glasgow, number 2006_20.
• Dr. (elect.) Julia Korosteleva & Dr. Colin Lawson, , "The Belarusian Case of Transition: Whither Financial Repression?," Working Papers, Business School - Economics, University of Glasgow, number 2006_4.
• D r. (elect.) Julia Korosteleva, , "Maximising Seigniorage and Inflation Tax: The Case of Belarus," Working Papers, Business School - Economics, University of Glasgow, number 2006_5.
• Heidi Kaila & Saurabh Singhal & Divya Tuteja, 2018, "Do Fences Make Good Neighbors? Evidence from an Insurgency in India," HiCN Working Papers, Households in Conflict Network, number 287, Dec.
• Heidi Kaila & Saurabh Singhal & Divya Tuteja, 2019, "Do Fences Make Good Neighbors? Evidence from an Insurgency in India," HiCN Working Papers, Households in Conflict Network, number 297, Mar.
• Luis Ayala & César Pérez, , "Macroeconomic Conditions, Institutional Factors And Demographic Structure: What Causes Welfare Caseloads?," Working Papers, Instituto de Estudios Fiscales, number 2-03.
• Yunjong Eo & James Morley, 2020, "Why has the U.S. economy stagnated since the Great Recession?," Discussion Paper Series, Institute of Economic Research, Korea University, number 2001.
• Michael Artis & Massimiliano Marcellino, , "Fiscal Solvency and Fiscal Forecasting in Europe," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 142.
• Massimiliano Marcellino & Oscar Jorda, , "Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 164.
• Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, , "Testing for PPP: Should We Use Panel Methods?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 186.
• Michael Artis & Anindya Banerjee & Massimiliano Marcellino, , "Factor forecasts for the UK," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 203.
• Jesús Crespo-Cuaresma & Adusei Jumah & Sohbet Karbuz, , "Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2007-22.
• William A. Barnett & Evgeniya A. Duzhak, 2014, "Structural Stability of the Generalized Taylor Rule," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201404, Sep, revised Sep 2014.
• Laura Rinaldi, , "Payment Cards and Money Demand in Belgium," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number ces0116.
• Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2021, "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers, University of Liverpool, Department of Economics, number 202109.
• Abhiruchi Rathi & Naveen Srinivasan, 2020, "The Unnatural Rate of Unemployment: Reflections on the Barro-Gordon and Natural Rate Paradigms," Working Papers, Madras School of Economics,Chennai,India, number 2020-191, Jun.
• Swati Singh & Naveen Srinivasan, 2020, "The Oil Story: Is it Still the Same?," Working Papers, Madras School of Economics,Chennai,India, number 2020-197, Jun.
• William Gatt & Owen Grech, , "An assessment of the Maltese housing market," CBM Policy Papers, Central Bank of Malta, number PP/02/2016.
• Aaron G. Grech, , "The European Commission’s business and consumer surveys and Maltese macroeconomic trends," CBM Policy Papers, Central Bank of Malta, number PP/05/2019.
• Michael Pickhardt & Jordi Sarda, , "The size of the underground economy in Germany: A correction of the record and new evidence from the Modified-Cash-Deposit-Ratio approach," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary, number 201036.
• Michael Pickhardt & Jordi Sardà, , "Size and causes of the underground economy in Spain: A correction of the record and new evidence from the MCDR approach," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary, number 201280.
• Paulo M.M. Rodrigues & A.M. Robert Taylor, 2006, "Efficient Tests of the Seasonal Unit Root Hypothesis," Discussion Papers, University of Nottingham, School of Economics, number 06/12, Dec.
• Yiannis Karavias & Elias Tzavalis, 2013, "The power performance of fixed-T panel unit root tests allowing for structural breaks," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 13/01, Jan.
• Yiannis Karavias & Elias Tzavalis, 2014, "A fixed-T version of Breitung's panel data unit root test and its asymptotic local power," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 14/02, Feb.
• Yiannis Karavias & Elias Tzavalis, 2014, "Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 14/03, Mar.
• David Harvey & Stephen Leybourne, 2014, "Confidence sets for the date of a break in level and trend when the order of integration is unknown," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 14/04, Apr.
• Chrystalleni Aristidou & David Harvey & Stephen Leybourne, 2016, "The impact of the initial condition on covariate augmented unit root tests," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 16/01, Jan.
• David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017, "Testing for a unit root against ESTAR stationarity," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 17/02, Feb.
• Luca Nocciola, , "Finite sample forecast properties and window length under breaks in cointegrated systems," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 19/07.
• Kåre Johansen, , "Hysteresis in Unemployment: Evidence from Norwegian Counties," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 0602, revised 20 Aug 2002.
• Frank Gerhard & Nikolaus Hautsch, , "Semiparametric autoregressive conditional proportional hazard models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W2.
• R Blundell & Steven Bond, , "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers, Economics Group, Nuffield College, University of Oxford, number W14&104..
• Andrea Bucci, 0, "Realized Volatility Forecasting with Neural Networks," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 502-531.
• Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 0, "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 532-555.
• Elena Andreou & Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 0, "Mixed-Frequency Macro–Finance Factor Models: Theory and Applications," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 585-628.
• Marcelo Fernandes & Marco Aurélio Dos Santos Rocha, 0, "Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 2, pages 219-242.
• Valter Giacinto & Libero Monteforte & Andrea Filippone & Francesco Montaruli & Tiziano Ropele, 0, "ITER: A Quarterly Indicator of Regional Economic Activity in Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 0, issue , pages 1-19, DOI: 10.1007/s40797-020-00131-2.
• Siem Jan Koopman & Kai Ming Lee, 0000, "Seasonality with Trend and Cycle Interactions in Unobserved Components Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-028/4, 00.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, 0000, "Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-039/4, 00.
• Michael McAleer, 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-17, Mar.
• Michael McAleer, 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-18, Mar.
• Yu-chin Chen & Wen-Jen Tsay, , "Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach," Working Papers, University of Washington, Department of Economics, number UWEC-2011-06.
• Luis A. Gil-Alana, 2006, "Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 17/06, Dec.
• Luisa Bisaglia & Margherita Gerolimetto, , "Estimation and forecasting in INAR(p) models using sieve bootstrap," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:06.
• Yacine Aït-Sahalia, , "Dynamic Equilibrium and Volatility in Financial Asset Markets," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 331.
• Philip Rothman, , "Is the Size Distribution of Income Stationary?," Working Papers, East Carolina University, Department of Economics, number 9615.
• Francis X. Diebold & Lutz Kilian, , "Measuring Predictability: Theory and Macroeconomic Applications," CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences, number 97-19.
• Brad R. Humphreys & Scott Schuh & Corey J.M. Williams, , "Learning by Doing, Productivity, and Growth: New Evidence on the Link between Micro and Macro Data," Working Papers, Department of Economics, West Virginia University, number 24-02.
• Haiqiang Chen, , "Robust Estimation and Inference for Threshold Models with Integrated Regressors," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-12-02.
• Menelaos Karanasos, , "The Covariance Structure of Mixed ARMA Models," Discussion Papers, Department of Economics, University of York, number 00/10.
• Menelaos Karanasos, , "The Covariance Structure of Mixed ARMA Models," Discussion Papers, Department of Economics, University of York, number 00/11.
• Menelaos Karanasos & J. Kim, , "Moments of the ARMA-EGARCH Model," Discussion Papers, Department of Economics, University of York, number 00/29.
• Seppo Honkapohja & Kaushik Mitra, , "Learning with Bounded Memory in Stochastic Models," Discussion Papers, Department of Economics, University of York, number 00/42.
• Kaushik Mitra, , "Is more data better?," Discussion Papers, Department of Economics, University of York, number 00/44.
• Steve Lawford & Michalis P Stamatogiannis, , "The Finite-Sample Effects of VAR Dimensions on MLE Bias, MLE Variance and Minimum MSE Estimators: Purely Nonstationary Case," Discussion Papers, Department of Economics, University of York, number 02/04.
• Raymond B Swaray, , "Volatility of primary commodity prices: some evidence from agricultural exports in Sub-Saharan Africa," Discussion Papers, Department of Economics, University of York, number 02/06.
• V Dalla & L Giraitis & J Hidalgo, , "Consistent estimation of the memory parameter for nonlinear time series," Discussion Papers, Department of Economics, University of York, number 05/17.
• K Abadir & R Larsson, , "Biases of correlograms and of AR representations of stationary series," Discussion Papers, Department of Economics, University of York, number 05/21.
• L Giraitis & P C B Phillips, , "Uniform limit theory for stationary autoregression," Discussion Papers, Department of Economics, University of York, number 05/23.
• Richard Smith & Robert Taylor, , "Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests," Discussion Papers, Department of Economics, University of York, number 95/43.
• Karim Abadir & Kaddour Hadri, , "Bias Nonmonotonicity in Stochastic Difference Equations," Discussion Papers, Department of Economics, University of York, number 96/15.
• Menelaos Karanasos, , "Prediction in ARMA models with GARCH in Mean Effects," Discussion Papers, Department of Economics, University of York, number 99/11.
• Menelaos Karanasos, , "The Covariance Structure of Component and Multivariate Garch Models," Discussion Papers, Department of Economics, University of York, number 99/12.
• Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013, "An analysis of commodity markets: what gain for investors?," Working Papers, Deakin University, Department of Economics, number fe_2013_02, Jan, DOI: 10.1016/j.jbankfin.2013.07.009.
• Westerlund, Joakim & Narayan, Paresh, 2014, "Testing for predictability in conditionally heteroskedastic stock returns," Working Papers, Deakin University, Department of Economics, number fe_2014_01, Jan, DOI: 10.1093/jjfinec/nbu001.
• Westerlund, Joakim, 2014, "On the asymptotic distribution of the DF-GLS test statistic," Working Papers, Deakin University, Department of Economics, number fe_2014_03, Jan, DOI: 10.1080/02331888.2013.835815.
• Westerlund, Joakim, 2014, "Pooled panel unit root tests and the effect of past initialization," Working Papers, Deakin University, Department of Economics, number fe_2014_06, Jan, DOI: 10.1080/07474938.2013.833829.
• Narayan, Paresh Kumar & Sharma, Susan Sunila & Poon, Wai Ching & Westerlund, Joakim, 2014, "Do oil prices predict economic growth? New global evidence," Working Papers, Deakin University, Department of Economics, number fe_2014_09, Jan, DOI: 10.1016/j.eneco.2013.11.003.
• Westerlund, Joakim & Narayan, Paresh, 2014, "A random coefficient approach to the predictability of stock returns in panels," Working Papers, Deakin University, Department of Economics, number fe_2014_10, Jan, DOI: 10.1093/jjfinec/nbu003.
• Westerlund, Joakim & Narayan, Paresh, 2014, "Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns," Working Papers, Deakin University, Department of Economics, number fe_2014_13, Jan.
• Narayan, Paresh Kumar & Westerlund, Joakim, 2015, "Does cash flow predict returns?," Working Papers, Deakin University, Department of Economics, number fe_2015_03, Jan, DOI: 10.1016/j.irfa.2014.10.001.
• Narayan, Paresh Kumar & Gupta, Rangan, 2015, "Has oil price predicted stock returns for over a century?," Working Papers, Deakin University, Department of Economics, number fe_2015_08, Jan, DOI: 10.1016/j.eneco.2014.11.018.
• Westerlund, Joakim & Karabiyik, Hande & Narayan, Paresh, 2015, "Testing for predictability in panels with general predictors," Working Papers, Deakin University, Department of Economics, number fe_2015_10, Jan, DOI: 10.1002/jae.2535.
• Joakim Westerlund & Paresh K Narayan & Xinwei Zheng, , "Testing For Stock Return Predictability In A Large Chinese Panel," Working Papers, Deakin University, Department of Economics, number 2015_11.
• Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Stock return forecasting: some new evidence," Working Papers, Deakin University, Department of Economics, number fe_2015_13, Jan, DOI: 10.1016/j.irfa.2015.05.002.
• Prof. Dr. Walter Krämer, , "Long memory with Markov-Switching GARCH," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 6, revised Oct 2006.
• Niels Haldrup & Peter Lildholdt, , "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-1.
• Boriss Siliverstovs, , "The Bi-parameter Smooth Transition AutoRegressive model," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-16.
• Niels Haldrup & Peter Lildholdt, , "Local Power Functions of Tests for Double Unit Roots," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-2.
• Niels Haldrup & Antonio Montanés & Andreu Sanso, , "Measurement Errors and Outliers in Seasonal Unit Root Testing," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-8.
• Boriss Siliverstovs, , "Multicointegration in US consumption data," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-6.
• Morten Oe. Nielsen, , "Efficient Likelihold Inference in Nonstationary Univariate Models," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-8.