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

• Claudio Morana, 2013, "The oil price-macroeconomy relationship since the mid-1980s: A global perspective," Working Papers, University of Milano-Bicocca, Department of Economics, number 223, Feb, revised Feb 2013.
• Degui Li & Oliver Linton & Zudi Lu, 2012, "A Flexible Semiparametric Model for Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/12.
• Jiti Gao & Dag Tjøstheim & Jiying Yin, 2012, "Model Specification between Parametric and Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/12.
• John McDermott & Viv B. Hall, , "A quarterly Post-World War II Real GDP Series for New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/12.
• Moussa Diaby & Hélène Ferrer & Fabrice Valognes, 2013, "A Social Choice Approach to Primary Resource Management: The rubber tree Case in Africa," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 201305, Jan.
• Roxana Barrantes & Paulo Matos, 2018, "El ecosistema digital y la economía regional peruana: heterogeneidad, dinámica y recomendaciones de política (2007- 2015)," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2018-461, DOI: 10.18800/2079-8474.0461.
• Piekkola, Hannu, None, "Knowledge and Innovation Subsidies as Engines for Growth. The Competitiveness of Finnish Regions," ETLA B, The Research Institute of the Finnish Economy, number 216.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, None, "Modeling conditional correlations for risk diversification in crude oil markets," Journal of Energy Markets, Journal of Energy Markets.
• Jean-Luc Prigent & Olivier Renault & Olivier Scaillet, None, "An empirical investigation into credit spread indices," Journal of Risk, Journal of Risk.
• Timotheos Angelidis & Stavros Degiannakis, None, "Backtesting VaR models:a two-stage procedure," Journal of Risk Model Validation, Journal of Risk Model Validation.
• De Veirman Emmanuel & Dunstan Ashley, 2011, "Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-41, July, DOI: 10.2202/1935-1690.1958.
• Feyrer James D, 2008, "Convergence by Parts," The B.E. Journal of Macroeconomics, De Gruyter, volume 8, issue 1, pages 1-35, July, DOI: 10.2202/1935-1690.1646.
• Aksoy Yunus & Leon-Ledesma Miguel A., 2008, "Non-Linearities and Unit Roots in G7 Macroeconomic Variables," The B.E. Journal of Macroeconomics, De Gruyter, volume 8, issue 1, pages 1-44, February, DOI: 10.2202/1935-1690.1508.
• Smith Penelope & Summers Peter M, 2009, "Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modeling Business Cycles," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-19, September, DOI: 10.2202/1935-1690.1741.
• Slacalek Jiri, 2009, "What Drives Personal Consumption? The Role of Housing and Financial Wealth," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-37, October, DOI: 10.2202/1935-1690.1555.
• Antràs Pol, 2004, "Is the U.S. Aggregate Production Function Cobb-Douglas? New Estimates of the Elasticity of Substitution," The B.E. Journal of Macroeconomics, De Gruyter, volume 4, issue 1, pages 1-36, April, DOI: 10.2202/1534-6005.1161.
• Xiao Wei, 2004, "Explaining Speculative Expansions," The B.E. Journal of Macroeconomics, De Gruyter, volume 4, issue 1, pages 1-32, August, DOI: 10.2202/1534-6005.1173.
• Gil-Alana Luis A, 2003, "Fractional Integration with Bloomfield Disturbances in the Specification of Real Output in the G7 Countries," The B.E. Journal of Macroeconomics, De Gruyter, volume 3, issue 1, pages 1-15, September, DOI: 10.2202/1534-5998.1139.
• Romero-Avila Diego, 2006, "Can the AK Model Be Rescued? New Evidence from Unit Root Tests with Good Size and Power," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 1, pages 1-40, March, DOI: 10.2202/1534-5998.1336.
• Harvey David I & Leybourne Stephen J & Taylor A.M. Robert, 2006, "On Robust Trend Function Hypothesis Testing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-27, March, DOI: 10.2202/1558-3708.1303.
• Pitarakis Jean-Yves, 2006, "Model Selection Uncertainty and Detection of Threshold Effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-30, March, DOI: 10.2202/1558-3708.1256.
• Banaian King & Lo Ming Chien, 2006, "Indexing Speculative Pressure on an Exchange Rate Regime: A Case Study of Macedonia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-21, March, DOI: 10.2202/1558-3708.1254.
• Psaradakis Zacharias & Sola Martin & Spagnolo Fabio, 2006, "Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-31, May, DOI: 10.2202/1558-3708.1302.
• Martins-Filho Carlos & Yao Feng, 2006, "Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-43, May, DOI: 10.2202/1558-3708.1304.
• Haldrup Niels & Nielsen Morten Ø., 2006, "Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-24, September, DOI: 10.2202/1558-3708.1367.
• Serletis Apostolos & Shahmoradi Akbar, 2006, "Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-20, September, DOI: 10.2202/1558-3708.1341.
• Misiorek Adam & Trueck Stefan & Weron Rafal, 2006, "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-36, September, DOI: 10.2202/1558-3708.1362.
• De Jong Cyriel, 2006, "The Nature of Power Spikes: A Regime-Switch Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-28, September, DOI: 10.2202/1558-3708.1361.
• Hinich Melvin J. & Serletis Apostolos, 2006, "Randomly Modulated Periodic Signals in Alberta's Electricity Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-15, September, DOI: 10.2202/1558-3708.1340.
• Jewson Stephen & Penzer Jeremy, 2006, "Estimating Trends in Weather Series: Consequences for Pricing Derivatives," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-17, September, DOI: 10.2202/1558-3708.1386.
• Haug Alfred A & Siklos Pierre L, 2006, "The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 4, pages 1-34, December, DOI: 10.2202/1558-3708.1276.
• Ma Jun & Nelson Charles R & Startz Richard, 2007, "Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 1, pages 1-29, March, DOI: 10.2202/1558-3708.1434.
• Chen Zhuo & Yang Yuhong, 2007, "Time Series Models for Forecasting: Testing or Combining?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 1, pages 1-37, March, DOI: 10.2202/1558-3708.1385.
• Lee Jin, 2007, "Fractionally Integrated Long Horizon Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 1, pages 1-20, March, DOI: 10.2202/1558-3708.1337.
• Liu Wei & Maynard Alex S, 2007, "A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 1, pages 1-39, March, DOI: 10.2202/1558-3708.1376.
• Gerhard Frank & Hautsch Nikolaus, 2007, "A Dynamic Semiparametric Proportional Hazard Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 2, pages 1-42, May, DOI: 10.2202/1558-3708.1377.