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

• Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2019, "The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters," Resources Policy, Elsevier, volume 61, issue C, pages 572-584, DOI: 10.1016/j.resourpol.2018.07.001.
• Troster, Victor & Bouri, Elie & Roubaud, David, 2019, "A quantile regression analysis of flights-to-safety with implied volatilities," Resources Policy, Elsevier, volume 62, issue C, pages 482-495, DOI: 10.1016/j.resourpol.2018.10.004.
• Plakandaras, Vasilios & Gupta, Rangan & Wong, Wing-Keung, 2019, "Point and density forecasts of oil returns: The role of geopolitical risks," Resources Policy, Elsevier, volume 62, issue C, pages 580-587, DOI: 10.1016/j.resourpol.2018.11.006.
• Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Sohail, Asiya & Al-Yahyaee, Khamis Hamed, 2019, "Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches," Resources Policy, Elsevier, volume 62, issue C, pages 602-615, DOI: 10.1016/j.resourpol.2018.11.008.
• Pal, Debdatta & Mitra, Subrata Kumar, 2019, "Asymmetric oil price transmission to the purchasing power of the U.S. dollar: A multiple threshold NARDL modelling approach," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101508.
• Akram, Vaseem & Sahoo, Pradipta Kumar & Jangam, Bhushan Praveen, 2019, "Do shocks to electricity consumption revert to its equilibrium? Evidence from Indian states," Utilities Policy, Elsevier, volume 61, issue C, DOI: 10.1016/j.jup.2019.100977.
• Wright, Jonathan H., 2019, "Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto," Journal of Monetary Economics, Elsevier, volume 108, issue C, pages 180-184, DOI: 10.1016/j.jmoneco.2019.08.017.
• Narayan, Paresh Kumar & Phan, Dinh Hoang Bach, 2019, "A survey of Islamic banking and finance literature: Issues, challenges and future directions," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 484-496, DOI: 10.1016/j.pacfin.2017.06.006.
• Omane-Adjepong, Maurice & Alagidede, Paul & Akosah, Nana Kwame, 2019, "Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 105-120, DOI: 10.1016/j.physa.2018.09.013.
• Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2019, "Persistence in trends and cycles of gold and silver prices: Evidence from historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 345-354, DOI: 10.1016/j.physa.2018.09.081.
• Radivojević, Nikola & Cvijanović, Drago & Sekulic, Dejan & Pavlovic, Dejana & Jovic, Srdjan & Maksimović, Goran, 2019, "Econometric model of non-performing loans determinants," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 520, issue C, pages 481-488, DOI: 10.1016/j.physa.2019.01.015.
• Yoon, Jong Cheol & Min, Dai Hong & Jei, Sang Young, 2019, "Empirical test of purchasing power parity using a time-varying cointegration model for China and the UK," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 521, issue C, pages 41-47, DOI: 10.1016/j.physa.2019.01.072.
• Adebola, Solarin Sakiru & Gil-Alana, Luis A. & Madigu, Godfrey, 2019, "Gold prices and the cryptocurrencies: Evidence of convergence and cointegration," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 523, issue C, pages 1227-1236, DOI: 10.1016/j.physa.2019.04.123.
• Liu, Jing & Ma, Feng & Zhang, Yaojie, 2019, "Forecasting the Chinese stock volatility across global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 525, issue C, pages 466-477, DOI: 10.1016/j.physa.2019.03.097.
• Han, Chenyu & Wang, Yiming & Ning, Ye, 2019, "Analysis and comparison of the multifractality and efficiency of Chinese stock market: Evidence from dynamics of major indexes in different boards," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 528, issue C, DOI: 10.1016/j.physa.2019.121305.
• Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Olubusoye, Olusanya E., 2019, "How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 531, issue C, DOI: 10.1016/j.physa.2019.121732.
• Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2019, "Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 532, issue C, DOI: 10.1016/j.physa.2019.121867.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2019, "The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 534, issue C, DOI: 10.1016/j.physa.2019.122329.
• González-Pla, Francisco & Lovreta, Lidija, 2019, "Persistence in firm’s asset and equity volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122265.
• Tiwari, Aviral Kumar & Raheem, Ibrahim Dolapo & Kang, Sang Hoon, 2019, "Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122295.
• Han, Chenyu & Wang, Yiming & Ning, Ye, 2019, "Comparative analysis of the multifractality and efficiency of exchange markets: Evidence from exchange rates dynamics of major world currencies," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122365.
• Sbrana, Giacomo & Silvestrini, Andrea, 2019, "Random switching exponential smoothing: A new estimation approach," International Journal of Production Economics, Elsevier, volume 211, issue C, pages 211-220, DOI: 10.1016/j.ijpe.2019.01.038.
• Kuck, Konstantin & Maderitsch, Robert, 2019, "Intra-day dynamics of exchange rates: New evidence from quantile regression," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 247-257, DOI: 10.1016/j.qref.2018.09.001.
• Matkovskyy, Roman, 2019, "Centralized and decentralized bitcoin markets: Euro vs USD vs GBP," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 270-279, DOI: 10.1016/j.qref.2018.09.005.
• Gil-Alana, Luis A. & Škare, Marinko & Pržiklas-Družeta, Romina, 2019, "Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 65-72, DOI: 10.1016/j.qref.2018.12.006.
• Chang, Chia-Lin & Mai, Te-Ke & McAleer, Michael, 2019, "Establishing national carbon emission prices for China," Renewable and Sustainable Energy Reviews, Elsevier, volume 106, issue C, pages 1-16, DOI: 10.1016/j.rser.2019.01.063.
• Chang, Tsangyao & Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian, 2019, "Predicting stock market movements with a time-varying consumption-aggregate wealth ratio," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 458-467, DOI: 10.1016/j.iref.2018.10.009.
• Lee, Byung-Joo, 2019, "Asian financial market integration and the role of Chinese financial market," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 490-499, DOI: 10.1016/j.iref.2018.10.012.
• Caporin, Massimiliano & Chang, Chia-Lin & McAleer, Michael, 2019, "Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 50-70, DOI: 10.1016/j.iref.2018.08.003.
• 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.
• Debabrata Mukhopadhyay & Nityananda Sarkar, 2019, "Demonetization and Its Effects on BSE SENSEX and Some Sectoral Indices: An Exploratory Econometric Analysis," International Econometric Review (IER), Economic Research Association, volume 11, issue 2, pages 38-57, September.
• 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.
• Hyejin Lee & Dong-Yop Oh & Ming Meng, 2019, "Stationarity and cointegration of health care expenditure and GDP: evidence from tests with smooth structural shifts," Empirical Economics, Springer, volume 57, issue 2, pages 631-652, August, DOI: 10.1007/s00181-018-1561-1.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2019, "Statistical and economic evaluation of time series models for forecasting arrivals at call centers," Empirical Economics, Springer, volume 57, issue 3, pages 923-955, September, DOI: 10.1007/s00181-018-1475-y.
• Anthony N. Rezitis, 2019, "Investigating price transmission in the Finnish dairy sector: an asymmetric NARDL approach," Empirical Economics, Springer, volume 57, issue 3, pages 861-900, September, DOI: 10.1007/s00181-018-1482-z.
• Jonathan E. Ogbuabor & Anthony Orji & Gladys C. Aneke & Manasseh O. Charles, 2019, "Did the global financial crisis alter the oil–gasoline price relationship?," Empirical Economics, Springer, volume 57, issue 4, pages 1171-1200, October, DOI: 10.1007/s00181-018-1490-z.
• Markku Lanne & Jani Luoto, 2019, "A comment on ‘on inflation expectations in the NKPC model’," Empirical Economics, Springer, volume 57, issue 6, pages 1865-1867, December, DOI: 10.1007/s00181-018-1582-9.
• Lucia Parisio & Matteo Pelagatti, 2019, "Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 36, issue 2, pages 527-548, July, DOI: 10.1007/s40888-018-0126-2.
• Damien Bricard & Zeynep Or, 2019, "Impact of early primary care follow-up after discharge on hospital readmissions," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 20, issue 4, pages 611-623, June, DOI: 10.1007/s10198-018-1022-y.
• Muhammad Kamran Khan & Jian-Zhou Teng & Muhammad Imran Khan, 2019, "Cointegration between macroeconomic factors and the exchange rate USD/CNY," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 5, issue 1, pages 1-15, December, DOI: 10.1186/s40854-018-0117-x.
• Mario Hefter & Arnulf Jentzen, 2019, "On arbitrarily slow convergence rates for strong numerical approximations of Cox–Ingersoll–Ross processes and squared Bessel processes," Finance and Stochastics, Springer, volume 23, issue 1, pages 139-172, January, DOI: 10.1007/s00780-018-0375-5.
• Ole Martin & Mathias Vetter, 2019, "Laws of large numbers for Hayashi–Yoshida-type functionals," Finance and Stochastics, Springer, volume 23, issue 3, pages 451-500, July, DOI: 10.1007/s00780-019-00390-7.
• Paolo Pigato, 2019, "Extreme at-the-money skew in a local volatility model," Finance and Stochastics, Springer, volume 23, issue 4, pages 827-859, October, DOI: 10.1007/s00780-019-00406-2.
• 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.
• Milena Lopreite & Sergio Bruni, 2019, "Layoffs and economic crisis: a time series analysis on the Italian labor market," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 9, issue 3, pages 1-1.
• 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.
• Christos Katris, 2019, "Forecasting the Unemployment of Med Counties using Time Series and Neural Network models," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 8, issue 2, pages 1-3.