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

2019

• Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & Maasoumi, Esfandiar & McAleer, Michael & Pérez-Amaral, Teodosio, 2019, "Choosing expected shortfall over VaR in Basel III using stochastic dominance," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 95-113, DOI: 10.1016/j.iref.2018.12.016.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2019, "Long-term interest rates in Europe: A fractional cointegration analysis," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 170-178, DOI: 10.1016/j.iref.2019.02.004.
• Rahman, Md Lutfur & Shamsuddin, Abul & Lee, Doowon, 2019, "Predictive power of dividend yields and interest rates for stock returns in South Asia: Evidence from a bias-corrected estimator," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 267-286, DOI: 10.1016/j.iref.2019.04.010.
• Plakandaras, Vasilios & Gogas, Periklis & Papadimitriou, Theophilos & Gupta, Rangan, 2019, "A re-evaluation of the term spread as a leading indicator," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 476-492, DOI: 10.1016/j.iref.2019.07.002.
• Ibhagui, Oyakhilome W., 2019, "Does the long-run monetary model hold for Sub-Saharan Africa? A time series and panel-cointegration study," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 279-303, DOI: 10.1016/j.ribaf.2018.08.004.
• Abid, Ilyes & Dhaoui, Abderrazak & Goutte, Stéphane & Guesmi, Khaled, 2019, "Contagion and bond pricing: The case of the ASEAN region," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 371-385, DOI: 10.1016/j.ribaf.2018.08.010.
• Caporale, Guglielmo Maria & Zekokh, Timur, 2019, "Modelling volatility of cryptocurrencies using Markov-Switching GARCH models," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 143-155, DOI: 10.1016/j.ribaf.2018.12.009.
• McMillan, David G., 2019, "Stock return predictability: Using the cyclical component of the price ratio," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 228-242, DOI: 10.1016/j.ribaf.2018.12.014.
• Asongu, Simplice A. & Folarin, Oludele E. & Biekpe, Nicholas, 2019, "The long run stability of money demand in the proposed West African monetary union," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 483-495, DOI: 10.1016/j.ribaf.2018.11.001.
• Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2019, "Multiresolution analysis and spillovers of major cryptocurrency markets," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 191-206, DOI: 10.1016/j.ribaf.2019.03.003.
• Kallinterakis, Vasileios & Wang, Ying, 2019, "Do investors herd in cryptocurrencies – and why?," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 240-245, DOI: 10.1016/j.ribaf.2019.05.005.
• Omane-Adjepong, Maurice & Ababio, Kofi Agyarko & Alagidede, Imhotep Paul, 2019, "Time-frequency analysis of behaviourally classified financial asset markets," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 54-69, DOI: 10.1016/j.ribaf.2019.04.012.
• Pönkä, Harri & Zheng, Yi, 2019, "The role of oil prices on the Russian business cycle," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 70-78, DOI: 10.1016/j.ribaf.2019.04.011.
• Aldieri, Luigi & Bruno, Bruna & Vinci, Concetto Paolo, 2019, "Does environmental innovation make us happy? An empirical investigation," Socio-Economic Planning Sciences, Elsevier, volume 67, issue C, pages 166-172, DOI: 10.1016/j.seps.2018.10.008.
• Das, Sonali & Demirer, Riza & Gupta, Rangan & Mangisa, Siphumlile, 2019, "The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 132-147, DOI: 10.1016/j.strueco.2019.05.007.
• Steve Johnson, 2019, "Censored Quantile Regressions," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 62, issue 1, pages 30-47.
• Leo Krippner, 2019, "Will the Real Eigensystem VAR Please Stand Up? A Univariate Primer," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-01, Jan.
• Efrem Castelnuovo, 2019, "Yield Curve and Financial Uncertainty: Evidence Based on US Data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-38, Jun.
• Efrem Castelnuovo, 2019, "Domestic and Global Uncertainty: A Survey and Some New Results," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-75, Oct.
• Rolando Caballero & Benigno Caballero & Claudia Bohórquez, 2019, "Análisis de la Inflación en Bolivia: Una Aproximación Markov Switching con Dos Estados," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 3, issue 1, pages 47-88, Diciembre.
• Castañeda Sabido, Alejandro I. & Martínez Quintero, Oscar & Ruiz Pérez, Daniel, 2019, "La fijación de precios de reventa únicos por los editores de libros," El Trimestre Económico, Fondo de Cultura Económica, volume 86, issue 341, pages 5-27, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v86i.
• Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi, 2019, "Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2019-07.
• Frédérique Bec & Mélika Ben Salem, 2019, "Dornsbush revisited from an asymmetrical perspective : Evidence from G20 nominal effective exchange rates," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2019-12.
• Md. Nazmul Ahsan & Jean-Marie Dufour, 2019, "A Simple Efficient Moment-based Estimator for the Stochastic Volatility Model," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A", DOI: 10.1108/S0731-90532019000040A008.
• Isiaka Akande Raifu & Alarudeen Aminu, 2019, "Financial development and agricultural performance in Nigeria: what role do institutions play?," Agricultural Finance Review, Emerald Group Publishing Limited, volume 80, issue 2, pages 231-254, December, DOI: 10.1108/AFR-06-2018-0045.
• Stan Hurn & Kenneth A. Lindsay & Lina Xu, 2019, "Revisiting the numerical solution of stochastic differential equations," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 3, pages 312-323, August, DOI: 10.1108/CFRI-12-2018-0155.
• Letife Özdemir & Serap Vurur, 2019, "Volatility Spillovers Between BIST100 Index and S&P500 Index," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Behavioral Finance", DOI: 10.1108/S1569-375920190000101003.
• Nicholas Apergis & James E. Payne, 2019, "Convergence in condominium prices of major US metropolitan areas," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 12, issue 6, pages 1113-1126, June, DOI: 10.1108/IJHMA-01-2019-0007.
• Andrew Adewale Alola, 2018, "Prescience evidence of the housing market and production sector performance nexus," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 12, issue 1, pages 131-147, December, DOI: 10.1108/IJHMA-06-2018-0046.
• Arash Hadizadeh, 2019, "Are regional house prices stationary in Iran? New evidence using Fourier quantile unit root test," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 12, issue 5, pages 849-864, August, DOI: 10.1108/IJHMA-11-2018-0088.
• Jian Yu & Xunpeng Shi & James Laurenceson, 2019, "Will the Chinese economy be more volatile in the future? Insights from urban household survey data," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 15, issue 4, pages 790-808, December, DOI: 10.1108/IJOEM-04-2019-0290.
• Simplice Asongu & Oludele Folarin & Nicholas Biekpe, 2019, "The stability of demand for money in the proposed Southern African Monetary Union," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 15, issue 2, pages 222-244, August, DOI: 10.1108/IJOEM-08-2018-0443.
• Shibananda Nayak & Mirza Allim Baig, 2019, "International reserves and domestic money market disequilibrium," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 14, issue 5, pages 1081-1101, August, DOI: 10.1108/IJOEM-10-2018-0536.
• Victor Owusu-Nantwi, 2019, "Foreign direct investment and institutional quality: empirical evidence from South America," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 35, issue 2, pages 66-78, June, DOI: 10.1108/JEAS-03-2018-0034.
• Sima Siami-Namini & Darren Hudson, 2019, "Inflation and income inequality in developed and developing countries," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 3, pages 611-632, August, DOI: 10.1108/JES-02-2018-0045.
• Constantinos Alexiou & Sofoklis Vogiazas, 2019, "Untangling the nonlinear “knots” of UK’s housing prices," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 5, pages 1083-1103, August, DOI: 10.1108/JES-06-2018-0222.
• Sima Siami-Namini & Darren Hudson, 2019, "The impacts of sector growth and monetary policy on income inequality in developing countries," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 3, pages 591-610, August, DOI: 10.1108/JES-08-2017-0243.
• Laila Memdani & Guruprasad Shenoy, 2019, "Impact of terrorism on stock markets across the world and stock returns," Journal of Financial Crime, Emerald Group Publishing Limited, volume 26, issue 3, pages 793-807, July, DOI: 10.1108/JFC-09-2018-0093.
• Philip Arestis & Maggie Mo Jia, 2019, "Financing housing and house prices in China," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 12, issue 4, pages 445-461, December, DOI: 10.1108/JFEP-04-2019-0072.
• Nicholas Addai Boamah, 2019, "Investment, financial sector development and the degree of emerging markets integration," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 12, issue 1, pages 45-64, July, DOI: 10.1108/JFEP-09-2018-0136.
• Rexford Abaidoo, 2019, "Corporate performance volatility and adverse macroeconomic conditions," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 11, issue 4, pages 533-547, May, DOI: 10.1108/JFEP-11-2018-0158.
• Sin-Yu Ho & Nicholas M. Odhiambo, 2019, "The macroeconomic drivers of stock market development: evidence from Hong Kong," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 12, issue 2, pages 185-207, July, DOI: 10.1108/JFEP-11-2018-0163.
• Dharani Munusamy, 2019, "Does Ramadan influence the returns and volatility? Evidence from Shariah index in India," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 10, issue 4, pages 565-579, July, DOI: 10.1108/JIABR-03-2016-0025.
• Marco Erling, 2019, "Analyzing precious metals returns using a Kalman smoother approach," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 1, pages 89-111, June, DOI: 10.1108/SEF-05-2017-0136.
• Ya Qian & Wolfgang Härdle & Cathy Yi-Hsuan Chen, 2019, "Modelling industry interdependency dynamics in a network context," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 1, pages 50-70, December, DOI: 10.1108/SEF-07-2019-0272.
• Azza Bejaoui & Salim Ben Sassi & Jihed Majdoub, 2019, "Market dynamics, cyclical patterns and market states," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 4, pages 585-604, November, DOI: 10.1108/SEF-08-2019-0302.
• Olfa Belhassine & Amira Ben Bouzid, 2019, "Further insights into the oil and equity market relationship," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 2, pages 291-310, June, DOI: 10.1108/SEF-12-2017-0349.
• McAleer, M.J., 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," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-13, Mar.
• McAleer, M.J., 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," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-14, Mar.
• Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh, 2019, "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-48.
• Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar, 2019, "Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-49, Jul.
• Rocio Elizondo, 2019, "Estimaciones del PIB mensual en México basadas en el IGAE/Monthly GDP estimates in Mexico based on the IGAE," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 34, issue 2, pages 197-241.
• Domingo Rodríguez Benavides & Abigail Rodríguez Nava, 2019, "Convergencia de los precios locales en México: un enfoque de pruebas entre pares/Convergence of local prices in Mexico: A pairwise approach," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 34, issue 2, pages 309-332.
• Erdenebat Bataa, 2019, "Growth and Inflation Regimes in Greater Tumen Initiative Area," The Northeast Asian Economic Review, ERINA - Economic Research Institute for Northeast Asia, volume 7, issue 1, pages 15-29, November.
• Frédérique Bec & Mélika Ben Salem, 2019, "Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates," Erudite Working Paper, Erudite, number 2019-22.
• del Barrio Castro, Tomás & Rodrigues, Paulo MM & Taylor, AM Robert, 2019, "Temporal aggregation of seasonally near-integrated processes," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 23878, Jan.
• Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo MM & Taylor, AM Robert, 2019, "Testing for Episodic Predictability in Stock Returns," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 24137, Dec.
• Jorge Ibarra Salazar & Cesar González Caloca & Silvia Núñez Gómez & Manuel Ramírez García & Mario Rodríguez Nuncio & Catalina Santos González, 2019, "La regulación de etiquetado en la industria del tabaco de México: Efecto de los pictogramas en la demanda de tabaco," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 51, issue 2, pages 73-104, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/512019/Ibarra.
• Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2019, "The Stability of Demand for Money in the Proposed Southern African Monetary Union," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/025, Jan.
• Perekunah B. Eregha & Arcade Ndoricimpa, 2019, "Inflation, Output Growth and their Uncertainties: A Multivariate GARCH-M Modeling Evidence for Nigeria," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/060, Jan.
• Andrew A. Alola & Simplice A. Asongu & Uju V. Alola, 2019, "House prices and tourism development in Cyprus: A contemporary perspective," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/067, Jan.
• Jovan Njegic & Milica Stankovic & Dejan Živkov, 2019, "What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 1, pages 95-119, February.
• Jasmina Ðuraškovic & Slavica Manic & Dejan Živkov, 2019, "Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 2, pages 211-235, April.
• Kyritsis, Evangelos & Andersson, Jonas, 2019, "Causality in Quantiles and Dynamic Relations in Energy Markets," Working Papers, VATT Institute for Economic Research, number 116.
• Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2019, "A New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule," Working Papers, Federal Reserve Bank of Cleveland, number 18-14R, Jul, DOI: 10.26509/frbc-wp-201814r.
• Richard Ashley & Randal J. Verbrugge, 2019, "The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification," Working Papers, Federal Reserve Bank of Cleveland, number 19-09R2, May, revised 14 Feb 2023, DOI: 10.26509/frbc-wp-201909r2.
• Alexander Chudik & Georgios Georgiadis, 2019, "Estimation of Impulse Response Functions When Shocks are Observed at a Higher Frequency than Outcome Variables," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 356, Mar, DOI: 10.24149/gwp356.
• Michael D. Plante & Grant Strickler, 2019, "Closer to One Great Pool? Evidence from Structural Breaks in Oil Price Differentials," Working Papers, Federal Reserve Bank of Dallas, number 1901, Feb, DOI: 10.24149/wp1901.
• Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2019, "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers, Federal Reserve Bank of Dallas, number 1902, Mar, revised 17 Dec 2022, DOI: 10.24149/wp1902r2.
• Atsushi Inoue & Lutz Kilian, 2019, "The Uniform Validity of Impulse Response Inference in Autoregressions," Working Papers, Federal Reserve Bank of Dallas, number 1908, Aug, DOI: 10.24149/wp1908.
• Travis J. Berge & Andrew C. Chang & Nitish R. Sinha, 2019, "Evaluating the Conditionality of Judgmental Forecasts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-002, Feb, DOI: 10.17016/FEDS.2019.002.
• Todd Prono, 2019, "When Simplicity Offers a Benefit, Not a Cost: Closed-Form Estimation of the GARCH(1,1) Model that Enhances the Efficiency of Quasi-Maximum Likelihood," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-030, May, DOI: 10.17016/FEDS.2019.030.
• John H. Rogers & Jiawen Xu, 2019, "How Well Does Economic Uncertainty Forecast Economic Activity?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-085, Dec, DOI: 10.17016/FEDS.2019.085.
• Thomas R. Cook & Taeyoung Doh, 2019, "Assessing Macroeconomic Tail Risks in a Data-Rich Environment," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 19-12, Nov, DOI: 10.18651/RWP2019-12.
• Michael W. McCracken & Joseph McGillicuddy & Michael T. Owyang, 2019, "Binary Conditional Forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2019-029, Oct, revised Apr 2021, DOI: 10.20955/wp.2019.029.
• Gabriele Fiorentini & Enrique Sentana, 2019, "New testing approaches for mean-variance predictability," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_01, Jan.
• Fabrizio Cipollini & Giampiero M. Gallo & Edoardo Otranto, 2019, "Realized Volatility Forecasting: Robustness to Measurement Errors," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_04, Jul.
• İbrahim Korkmaz KAHRAMAN, Habib KÜÇÜKŞAHİN, Emin ÇAĞLAK, 2019, "The Volatility Structure of Cryptocurrencies: The Comparison of GARCH Models," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2.
• Roman S. Leukhin, 2019, "Short-Term Fiscal Projections Using Forecast Combination Approach," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 9-21, June, DOI: 10.31107/2075-1990-2019-3-9-21.
• Elizaveta V. Anufrieva, 2019, "Influence of Macroeconomic Factors on the Return of Russian Stock Exchange Indices," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 75-87, August, DOI: 10.31107/2075-1990-2019-4-75-87.
• Nataliya G. Filatova, 2019, "Improving the Credit Rating of Loan Recipients Implementing Long-Term Investment Projects," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 102-115, August, DOI: 10.31107/2075-1990-2019-4-102-115.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-29, January.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-29, November.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-28, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-28, August.
• Turuntseva Marina & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-28, April.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-28, September.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-28, June.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-29, July.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, August.
• Niels Haldrup & Carsten P. T. Rosenskjold, 2019, "A Parametric Factor Model of the Term Structure of Mortality," Econometrics, MDPI, volume 7, issue 1, pages 1-22, March.
• Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019, "Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 12, issue 13, pages 1-12, July.
• 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," JRFM, MDPI, volume 12, issue 2, pages 1-9, April.
• 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," JRFM, MDPI, volume 12, issue 2, pages 1-7, April.
• Chiara Limongi Concetto & Francesco Ravazzolo, 2019, "Optimism in Financial Markets: Stock Market Returns and Investor Sentiments," JRFM, MDPI, volume 12, issue 2, pages 1-14, May.
• Dimitris Korobilis, 2019, "High-dimensional macroeconomic forecasting using message passing algorithms," Working Papers, Business School - Economics, University of Glasgow, number 2019_07, Sep.
• Mustafa Kırca & Şerif Canbay & Kaan Turkay & Ercan Yelman & Kerem Pirali, 2019, "Relations Between International Tourism Demand And Economic Growth In Turkey: 1995-2017 Period," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 2, issue 2, pages 48-68, December.
• Roman Matkovskyy, 2019, "Centralized and decentralized bitcoin markets: Euro vs USD vs GBP," Post-Print, HAL, number hal-02127175, Feb, DOI: 10.1016/j.qref.2018.09.005.
• Thomas Chuffart & Emma Hooper, 2019, "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Post-Print, HAL, number hal-02194152, May, DOI: 10.1016/j.eneco.2019.02.003.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2019, "The economic importance of rare earth elements volatility forecasts," Post-Print, HAL, number hal-02983233, Feb, DOI: 10.1016/j.irfa.2019.01.010.
• Thomas Chuffart & Emma Hooper, 2019, "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Post-Print, HAL, number hal-03157206.
• Benoit Faye & Eric Le Fur, 2019, "On the Constancy of Hedonic Wine Price Coefficients over Time," Post-Print, HAL, number hal-03897365, Oct, DOI: 10.1017/jwe.2019.24.
• Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2019, "Contagion and bond pricing: The case of the ASEAN region," Post-Print, HAL, number halshs-02148928, Jan, DOI: 10.1016/j.ribaf.2018.08.010.
• Abderrahim Chibi & Sidi Mohamed Chekouri & Mohamed Benbouziane, 2019, "Debt sustainability, structural breaks and nonlinear fiscal adjustment: empirical evidence from Algeria," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 66, issue 4, pages 369-397, December, DOI: 10.1007/s12232-019-00327-8.
• G. Bruno & L. Crosilla & P. Margani, 2019, "Inspecting the Relationship Between Business Confidence and Industrial Production: Evidence on Italian Survey Data," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 15, issue 1, pages 1-24, April, DOI: 10.1007/s41549-018-00033-4.
• Barend Abeln & Jan P. A. M. Jacobs & Pim Ouwehand, 2019, "CAMPLET: Seasonal Adjustment Without Revisions," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 15, issue 1, pages 73-95, April, DOI: 10.1007/s41549-018-0031-3.
• Ana Rodríguez-Santiago, 2019, "What has Changed After the Great Recession on the European Cyclical Patterns?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 15, issue 2, pages 121-146, December, DOI: 10.1007/s41549-019-00038-7.
• Payal Jain & Sanjay Sehgal, 2019, "An examination of return and volatility spillovers between mature equity markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 180-210, January, DOI: 10.1007/s12197-018-9442-1.
• Yung-Ho Chang, 2019, "Cross-market information spillover and the performance of technical trading in the foreign exchange market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 211-227, April, DOI: 10.1007/s12197-018-9440-3.
• Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2019, "Price jumps in developed stock markets: the role of monetary policy committee meetings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 298-312, April, DOI: 10.1007/s12197-018-9444-z.
• Luis A. Gil-Alana & Yadollah Dadgar & Rouhollah Nazari, 2019, "Iranian inflation: peristence and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 398-408, April, DOI: 10.1007/s12197-018-9446-x.
• E. N. Gyamfi & E. F. Appiah, 2019, "Further evidence on the validity of purchasing power parity in selected African countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 330-343, April, DOI: 10.1007/s12197-018-9449-7.
• Hugo Ferrer-Pérez & María-Isabel Ayuda & Antonio Aznar, 2019, "Improving the Performance of a Long-Run Variance Ratio Test for a Unit Root," The Japanese Economic Review, Springer, volume 70, issue 2, pages 258-274, June, DOI: 10.1111/jere.12185.
• Cosimo Magazzino & Mihai Mutascu, 2019, "A wavelet analysis of Italian fiscal sustainability," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 8, issue 1, pages 1-13, December, DOI: 10.1186/s40008-019-0151-5.
• Abderrahim Chibi & Sidi Mohamed Chekouri & Mohamed Benbouziane, 2019, "The dynamics of fiscal policy in Algeria: sustainability and structural change," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 8, issue 1, pages 1-27, December, DOI: 10.1186/s40008-019-0161-3.
• Suchan Chae & Seho Kim, 2019, "The effects of third-party transfers in sequential anchored bargaining," International Journal of Game Theory, Springer;Game Theory Society, volume 48, issue 1, pages 143-155, March, DOI: 10.1007/s00182-018-00657-x.
• Andrew Adewale Alola & Uju Violet Alola, 2019, "The Dynamics of Tourism—Refugeeism on House Prices in Cyprus and Malta," Journal of International Migration and Integration, Springer, volume 20, issue 2, pages 521-536, May, DOI: 10.1007/s12134-018-0621-x.
• Gordon L. Brady & Cosimo Magazzino, 2019, "Government Expenditures and Revenues in Italy in a Long-run Perspective," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 2, pages 361-375, June, DOI: 10.1007/s40953-019-00157-z.
• Mehdi Hajamini, 2019, "Asymmetric Causality Between Inflation and Uncertainty: Evidences from 33 Developed and Developing Countries," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 2, pages 287-309, June, DOI: 10.1007/s40953-019-00165-z.
• Akhil Sharma & Tarun Vashishat & Abdul Rishad, 2019, "The consequences of exchange rate trends on international tourism demand: evidence from India," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, volume 21, issue 2, pages 270-287, December, DOI: 10.1007/s40847-019-00080-2.
• Gabriel Rodríguez & Junior A. Ojeda Cunya & José Carlos Gonzáles Tanaka, 2019, "An empirical note about estimation and forecasting Latin American Forex returns volatility: the role of long memory and random level shifts components," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 18, issue 2, pages 107-123, June, DOI: 10.1007/s10258-019-00156-1.
• Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2019, "The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 1, pages 283-295, January, DOI: 10.1007/s11135-018-0752-3.
• OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Robert Mudida, 2019, "Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 6, pages 2781-2795, November, DOI: 10.1007/s11135-019-00894-6.
• Charles Shaaba Saba & Nicholas Ngepah, 2019, "A cross-regional analysis of military expenditure, state fragility and economic growth in Africa," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 6, pages 2885-2915, November, DOI: 10.1007/s11135-019-00905-6.
• Astrid Ayala & Szabolcs Blazsek, 2019, "Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 10, issue 1, pages 65-92, March, DOI: 10.1007/s13209-018-0186-0.
• J. Ignacio Conde-Ruiz & Manu García & Luis A. Puch & Jesús Ruiz, 2019, "Calendar effects in daily aggregate employment creation and destruction in Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 10, issue 1, pages 25-63, March, DOI: 10.1007/s13209-019-0187-7.
• Daniel Kaufmann, 2019, "Nominal stability over two centuries," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 155, issue 1, pages 1-23, December, DOI: 10.1186/s41937-019-0033-7.
• Aloisio Campelo & Ataman Ozyildirim & Jing Sima-Friedman & Paulo Picchetti & Sarah Piassi Machado Lima, 2019, "Coincident and Leading Indicators for Brazilian Cycles," Societies and Political Orders in Transition, Springer, in: Sergey Smirnov & Ataman Ozyildirim & Paulo Picchetti, "Business Cycles in BRICS", DOI: 10.1007/978-3-319-90017-9_18.
• Atish Kumar Dash & Ataman Ozyildirim & Jing Sima-Friedman, 2019, "An Application of the Indicator Approach to Developing Coincident and Leading Economic Indexes for India," Societies and Political Orders in Transition, Springer, in: Sergey Smirnov & Ataman Ozyildirim & Paulo Picchetti, "Business Cycles in BRICS", DOI: 10.1007/978-3-319-90017-9_23.
• Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2019, "Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 1, pages 65-82, February, DOI: 10.1007/s11205-018-1906-3.
• Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2019, "Kuznets Curve for the US: A Reconsideration Using Cosummability," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 2, pages 827-843, April, DOI: 10.1007/s11205-018-1940-1.
• Yushi Jiang & Yifei Cai & Yi-Ting Peng & Tsangyao Chang, 2019, "Testing Hysteresis in Unemployment in G7 Countries Using Quantile Unit Root Test with both Sharp Shifts and Smooth Breaks," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 3, pages 1211-1229, April, DOI: 10.1007/s11205-018-1948-6.
• Roy Cerqueti & Mauro Costantini & Luciano Gutierrez & Joakim Westerlund, 2019, "Panel stationary tests against changes in persistence," Statistical Papers, Springer, volume 60, issue 4, pages 1079-1100, August, DOI: 10.1007/s00362-016-0864-6.
• Moussa Wajdi, 2019, "The dynamic relationship between stock index and exchange rate: Evidence for Tunis," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 1, pages 1-4.
• Emanuele Russo & Neil Foster-McGregor & Bart Verpagen, 2019, "Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2019/29, Aug.
• Adam Kuèera & Evžen Koèenda & Aleš Maršál, 2019, "Yield Curve Dynamics and Fiscal Policy Shocks," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 2/2019, Mar.
• Artur Silva Lopes & Gabriel Florin Zsurkis, 2019, "Are linear models really unuseful to describe business cycle data?," Applied Economics, Taylor & Francis Journals, volume 51, issue 22, pages 2355-2376, May, DOI: 10.1080/00036846.2018.1495825.
• Marcello Miccoli & Stefano Neri, 2019, "Inflation surprises and inflation expectations in the Euro area," Applied Economics, Taylor & Francis Journals, volume 51, issue 6, pages 651-662, February, DOI: 10.1080/00036846.2018.1506085.
• Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Defence and Peace Economics, Taylor & Francis Journals, volume 30, issue 3, pages 367-379, April, DOI: 10.1080/10242694.2018.1424613.
• Topher L. McDougal & Athena Kolbe & Robert Muggah & Nicholas Marsh, 2019, "Ammunition leakage from military to civilian markets: market price evidence from Haiti, 2004–2012," Defence and Peace Economics, Taylor & Francis Journals, volume 30, issue 7, pages 799-812, November, DOI: 10.1080/10242694.2018.1492226.
• Giuseppe Cavaliere & Anton Skrobotov & A. M. Robert Taylor, 2019, "Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 5, pages 509-532, May, DOI: 10.1080/07474938.2017.1348684.
• Arnaud Dufays & Jeroen V. K. Rombouts, 2019, "Sparse Change-point HAR Models for Realized Variance," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 8, pages 857-880, September, DOI: 10.1080/07474938.2018.1454366.
• Stephan Smeekes & Joakim Westerlund, 2019, "Robust block bootstrap panel predictability tests," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 9, pages 1089-1107, October, DOI: 10.1080/07474938.2018.1536102.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "Exchange rate returns and volatility: the role of time-varying rare disaster risks," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 2, pages 190-203, January, DOI: 10.1080/1351847X.2018.1534750.
• Mathias Manguzvane & John Weirstrass Muteba Mwamba, 2019, "Modelling systemic risk in the South African banking sector using CoVaR," International Review of Applied Economics, Taylor & Francis Journals, volume 33, issue 5, pages 624-641, September, DOI: 10.1080/02692171.2018.1516741.
• Yacine Aït-Sahalia & Dacheng Xiu, 2019, "Principal Component Analysis of High-Frequency Data," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 525, pages 287-303, January, DOI: 10.1080/01621459.2017.1401542.
• Adriana Cornea-Madeira & Cars Hommes & Domenico Massaro, 2019, "Behavioral Heterogeneity in U.S. Inflation Dynamics," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 2, pages 288-300, April, DOI: 10.1080/07350015.2017.1321548.
• James Mitchell & Donald Robertson & Stephen Wright, 2019, "R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 4, pages 681-695, October, DOI: 10.1080/07350015.2017.1415909.
• Eva Deuchert & Martin Huber & Mark Schelker, 2019, "Direct and Indirect Effects Based on Difference-in-Differences With an Application to Political Preferences Following the Vietnam Draft Lottery," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 4, pages 710-720, October, DOI: 10.1080/07350015.2017.1419139.
• Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli Segnon, 2019, "Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013," Journal of Applied Economics, Taylor & Francis Journals, volume 22, issue 1, pages 117-131, January, DOI: 10.1080/15140326.2018.1550594.
• Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019, "An analysis to detect exuberance and implosion in regional house prices in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 19, issue 2, pages 67-82.
• Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019, "An Analysis to Detect Exuberance and Implosion in Regional House Prices in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1919.
• Evren Erdogan Cosar & Ayse Arzu Yavuz, 2019, "Is There Asymmetry between GDP and Labor Market Variables in Turkey under Okun�s Law?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1927.
• Claudia Fontanari, & Antonella Palumbo & Chiara Salvatori, 2019, "Potential Output in Theory and Practice: A Revision and Update of Okun`s Original Method," Working Papers Series, Institute for New Economic Thinking, number 93, Mar, DOI: 10.2139/ssrn.3419280.
• Francisco Blasques & Vladimir Holy & Petra Tomanova, 2019, "Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-004/III, Jan.
• Rothfelder, Mario & Boldea, Otilia, 2019, "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-030.
• Rothfelder, Mario & Boldea, Otilia, 2019, "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 94a7c921-f27f-43a0-82f4-4.
• Heikki Kauppi, 2019, "Recession Prediction with OptimalUse of Leading Indicators," Discussion Papers, Aboa Centre for Economics, number 125, Apr.
• Miguel D. Ramirez, 2019, "Public and Foreign Investment Spending in the Argentine Case.A Cointegration Analysis with Structural Breaks, 1960-2015," Working Papers, Trinity College, Department of Economics, number 1904, Sep, revised Sep 2019.
• Barbara Rossi & Yiru Wang, 2019, "Vector autoregressive-based Granger causality test in the presence of instabilities," Stata Journal, StataCorp LLC, volume 19, issue 4, pages 883-899, December, DOI: 10.1177/1536867X19893631.
• Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2019, "Prediction Regions for Interval-valued Time Series," Working Papers, University of California at Riverside, Department of Economics, number 201921, Sep.
• Muhammad Zubair Mumtaz & Zachary Alexander Smith, 2019, "Examining spillover effect of US monetary policy to European stock markets: A Markov-Switching approach," Estudios de Economia, University of Chile, Department of Economics, volume 46, issue 1, pages 89-124, June.
• Mohamed Chikhi & Claude Diebolt, 2019, "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-06.
• Mohamed Chikhi & Claude Diebolt & Tapas Mishra, 2019, "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-24.
• Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019, "Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-43.
• Claude Diebolt & Tapas Mishra & Faustine Perrin, 2019, "Gender Equality as an Enforcer of Individuals’ Choice between Education and Fertility: Evidence from 19th Century France," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-44.
• Sy-Hoa Ho & Jamel Saadaoui, 2019, "Symmetric and asymmetric effects of exchange rates on money demand: Empirical evidence from Vietnam?," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-49.
• Marcelo Dianessi & Gabriela Mordecki, 2019, "Comportamiento del turismo nostálgico en Uruguay y Chile," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 19-27, Dec.
• Russo, Emanuele & Foster-McGregor, Neil & Verspagen, Bart, 2019, "Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2019-026, Aug.
• Yiru Wang & Barbara Rossi, 2019, "VAR-based Granger-causality test in the presence of instabilities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1642, Jan.
• Majid Al-Sadoon & Piotr Zwiernik, 2019, "The identification problem for linear rational expectations models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1669, Sep.
• Wolfgang Schadner, 2019, "Risk-Neutral Momentum and Market Fear," Working Papers on Finance, University of St. Gallen, School of Finance, number 1915, Nov.
• Atsushi Inoue & Lutz Kilian, 2019, "The uniform validity of impulse response inference in autoregressions," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 19-00001, Mar.
• YAMAK, Nebiye & YAMAK, Rahmi & SAMUT, Serkan, 2019, "Causal Relationship Between Bitcoin Price Volatility And Trading Volume: Rolling Window Approach," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 3, pages 6-20, September.
• Guido Zack & Daniel Sotelsek, 2019, "The Asymmetric Effect of the Business Cycle on Poverty in Argentina," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 66, issue 3, pages 347-364.
• Mariana Kaneva, 2019, "Broadband and e-Commerce in the Balkans - Econometric Analysis," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, volume 8, issue 2, pages 100-109, August, DOI: 10.36997/IJUSV-ESS/2019.8.2.100.