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

• Cheng-Wen Lee & Andrian Dolfriandra Huruta, 2019, "Okun’s law in an emerging country: An empirical analysis in Indonesia," International Entrepreneurship Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 5, issue 4, pages 141-160.
• Bakó, Barna & Isztin, Péter & Berezvai, Zombor & Cseke, Petra Zsuzsanna, 2019, "Infrastruktúra-bővítés világversenyek idején. A Mol Bubi esete a FINA világbajnoksággal
  [Infrastructural investments for international sports events. Network expansion of the MOL Bubi bicycle-sharing system for the FINA World Aquatics Championship," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 4-21, DOI: 10.18414/KSZ.2019.1.4.
• Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen, 2019, "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," Discussion Papers, University of Copenhagen. Department of Economics, number 19-09, Jun.
• Efthymios Pavlidis & Konstantinos Vasilopoulos, 2019, "Speculative Bubbles in Segmented Markets," Working Papers, Lancaster University Management School, Economics Department, number 268640661.
• Michalis Nikiforos, 2019, "On the "Utilization Controversy": A Rejoinder and Some Comments," Economics Working Paper Archive, Levy Economics Institute, number wp_940, Nov.
• Laurynas Narusevicius & Tomas Ramanauskas & Laura Gudauskaitė & Tomas Reichenbachas, 2019, "Lithuanian house price index: modelling and forecasting," Bank of Lithuania Occasional Paper Series, Bank of Lithuania, number 28, Nov.
• Schlicht, Ekkehart, 2019, "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," Discussion Papers in Economics, University of Munich, Department of Economics, number 69765, Nov.
• Fitri Ami Handayani & Febrio Nathan Kacaribu, 2019, "Asymmetric Transmission of the Monetary Policy: Empirical Evidence from the Consumer Credit Rates in Indonesia," LPEM FEBUI Working Papers, LPEM, Faculty of Economics and Business, University of Indonesia, number 201938, revised 2019.
• Boriss Siliverstovs, 2019, "Assessing Nowcast Accuracy of US GDP Growth in Real Time: The Role of Booms and Busts," Working Papers, Latvijas Banka, number 2019/01, Mar.
• Marianne Sensier & Fiona Devine, 2019, "Understanding Regional Economic Performance and Resilience in the UK: Trends Since the Global Financial Crisis," Economics Discussion Paper Series, Economics, The University of Manchester, number 1912.
• José M. Belbute & Alfredo M. Pereira, 2019, "Reference Forecasts for CO2 Emissions from Fossil-Fuel Combustion and Cement Production in Portugal," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 00126, Aug, revised Aug 2019.
• José M. Belbute & Alfredo Marvão Pereira, 2019, "ARFIMA Reference Forecasts for Worldwide CO2 Emissions and the National Dimension of the Policy Efforts to Meet IPCC Targets," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0125, Aug, revised Aug 2019.
• Luis Alberiko Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2019, "Long Memory in Turkish Unemployment Rates," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 1, pages 201-217, January, DOI: 10.1080/1540496X.2018.1425837.
• Eslon Ngeendepi & Andrew Phiri, 2021, "Do FDI and Public Investment Crowd in/out Domestic Private Investment in the SADC Region?," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 19, issue 1 (Spring, pages 3-25, DOI: 10.26493/1854-6935.19.3-25.
• Andrea Bastianin, 2019, "Robust measures of skewness and kurtosis for macroeconomic and financial time series," Working Papers, University of Milano-Bicocca, Department of Economics, number 408, May, revised 06 May 2019.
• Natalya Apopo & Andrew Phiri, 2019, "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," Working Papers, Department of Economics, Nelson Mandela University, number 1904, Jun, revised Jun 2019.
• Roseline Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2019, "The human capital-economic growth nexus in SSA countries: What can strengthen the relationship?," Working Papers, Department of Economics, Nelson Mandela University, number 1905, Jul, revised Jul 2019.
• Lutho Mbekeni & Andrew Phiri, 2019, "Can the South African Reserve Bank (SARB) protect the purchasing power of citizens? A new look at Fisher’s hypothesis," Working Papers, Department of Economics, Nelson Mandela University, number 1906, Sep, revised Sep 2019.
• David de Villiers & Andrew Phiri, 2019, "Towards resolving the Purchasing Power Parity (PPP) ‘puzzle’ in Newly Industrialized Countries (NIC’s)," Working Papers, Department of Economics, Nelson Mandela University, number 1908, Sep, revised Sep 2019.
• Priyanga Dilini Talagala & Rob J Hyndman & Catherine Leigh & Kerrie Mengersen & Kate Smith-Miles, 2019, "A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/19.
• Earo Wang & Dianne Cook & Rob J Hyndman, 2019, "Calendar-based Graphics for Visualizing People's Daily Schedules," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/19.
• Earo Wang & Dianne Cook & Rob J Hyndman, 2019, "A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/19.
• Thiyanga S. Talagala & Feng Li & Yanfei Kang, 2019, "Feature-based Forecast-Model Performance Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/19.
• Patrick Leung & Catherine S. Forbes & Gael M Martin & Brendan McCabe, 2019, "Forecasting Observables with Particle Filters: Any Filter Will Do!," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/19.
• Li Chen & Jiti Gao & Farshid Vahid, 2019, "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/19.
• Mahsa Ashouri & Rob J Hyndman & Galit Shmueli, 2019, "Fast Forecast Reconciliation Using Linear Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 29/19.
• Tingting Cheng & Jiti Gao & Oliver Linton, 2019, "Nonparametric Predictive Regressions for Stock Return Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/19.
• Kanchana Nadarajah & Gael M Martin & Donald S Poskitt, 2019, "Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/19.
• Mouldi Djelassi & Mdalla Omrani, 2019, "Asymmetric Effect in the Relationship between Oil Prices and Activity: An Estimate of the VECM Model for Eight Emerging Countries," Business and Economic Research, Macrothink Institute, volume 9, issue 2, pages 92-117, June.
• Syeda Sumaiya Habib & Shahanawaz Sharif & Mohammad Amzad Hossain, 2019, "Nexus between Economic Growth, Tourism Revenue and Financial Development in Bangladesh: A Time Series Analysis," Business and Economic Research, Macrothink Institute, volume 9, issue 3, pages 134-149, September.
• Krzysztof Olszewski & Krystyna Gałaszewska & Andrzej Jakubowski & Robert Leszczyński & Hanna Żywiecka, 2019, "Monitoring and analysis of the risk of the commercial real estate sector in Poland: data sources, methodology and empirical results," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 6, pages 571-604.
• Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019, "The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment," NBER Working Papers, National Bureau of Economic Research, Inc, number 26002, Jun.
• Gustavo Mapeli Borges & Cleomar Gomes da Silva, 2019, "Uma análise do dilema da persistência da inflação de serviços no Brasil [An analysis of the services inflation persistence puzzle in Brazil]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 29, issue 2, pages 541-563, May-Augus.
• Gunnar Bårdsen & Stan Hurn & Kenneth Lindsay, 2019, "Modelling and forecasting wind drought," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 18219, Nov.
• Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019, "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2019-W04, May.
• Bozhidar Nedev & Boryana Bogdanova, 2019, "Analyzing the Cyclical Components of the S&P 500 Stock Index through Wavelet Transformation," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 95-110, December.
• Dash, M., 2019, "Testing the Random Walk Hypothesis in the Indian Stock Market Using ARIMA Modelling," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 8, issue 2, pages 71-77, May.
• David Turner & Thomas Chalaux & Yvan Guillemette & Elena Rusticelli, 2019, "Insights from OECD Phillips curve equations on recent inflation outcomes," OECD Economics Department Working Papers, OECD Publishing, number 1579, Nov, DOI: 10.1787/d1e97b18-en.
• Daniela Osterrieder & Daniel Ventosa-Santaulària & J Eduardo Vera-Valdés, 2019, "The VIX, the Variance Premium, and Expected Returns," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 517-558.
• Konstantinos Metaxoglou & Davide Pettenuzzo & Aaron Smith, 2019, "Option-Implied Equity Premium Predictions via Entropic Tilting," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 559-586.
• Rangan Gupta & Mark Wohar, 2019, "The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data," Economics and Business Letters, Oviedo University Press, volume 8, issue 3, pages 138-146.
• Simona-Andreea Apostu, 2019, "The Phenomenon of Migration in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 86-92, December.

2018

• Anthony Paris, 2018, "On the link between oil and agricultural commodity prices: Do biofuels matter?," Post-Print, HAL, number hal-01676917.
• Yannick Le Pen & Benoît Sévi, 2018, "Futures Trading and the Excess Co-movement of Commodity Prices," Post-Print, HAL, number hal-01731459, DOI: 10.1093/rof/rfx039.
• Amélie Charles & Olivier Darné & Laurent Ferrara, 2018, "Does the Great Recession imply the end of the Great Moderation? International evidence," Post-Print, HAL, number hal-01757081, DOI: 10.1111/ecin.12551.
• Antonia Lopez Villavicencio & Valérie Mignon, 2018, "Globalization and exchange rate pass-through in Europe: Is there a link?," Post-Print, HAL, number hal-01910869.
• Antonio Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2018, "Assessing the sustainability of external imbalances in the European Union," Post-Print, HAL, number hal-01914597, Aug, DOI: 10.1111/twec.12709.
• Olivier Darné & Amélie Charles, 2019, "Volatility estimation for Bitcoin: Replication and robustness," Post-Print, HAL, number hal-01941102, DOI: 10.1016/j.inteco.2018.06.004.
• Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi, 2018, "Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks," Post-Print, HAL, number hal-01982032.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2018, "Do announcements of WTO dispute resolution cases matter? Evidence from the rare earth elements market," Post-Print, HAL, number hal-02983217, Jun, DOI: 10.1016/j.eneco.2018.05.004.
• Zhiming Long & Rémy Herrera, 2018, "Una contribución a la explicación del crecimiento económico en China. Nuevas series temporales y pruebas econométricas de varios modelos," Post-Print, HAL, number hal-03233276, DOI: 10.1016/j.cesjef.2016.12.001.
• Anthony Paris, 2018, "On the link between oil and agricultural commodity prices: Do biofuels matter?," Post-Print, HAL, number hal-03532915, Oct, DOI: 10.1016/j.inteco.2017.12.003.
• Antonia Lopez Villavicencio, 2018, "Globalization and exchange rate pass-through in Europe: Is there a link?," Post-Print, HAL, number hal-04304155.
• Christian Francq & Le Quyen Thieu, 2018, "Qml Inference For Volatility Models With Covariates," Post-Print, HAL, number hal-05417285, Feb, DOI: 10.1017/S0266466617000512.
• Christian Francq & Genaro Sucarrat, 2018, "An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation," Post-Print, HAL, number hal-05417304, Jan, DOI: 10.1093/jjfinec/nbx032.
• Antonia López-Villavicencio & Valérie Mignon, 2018, "Globalization and Exchange-Rate Pass-Through in Europe: Is There a Link?," Post-Print, HAL, number hal-05455902, Dec, DOI: 10.11130/jei.2018.33.4.773.
• Stephen Bazen & Vêlayoudom Marimoutou, 2018, "Federal minimum wage hikes do reduce teenage employment. A replication study of Bazen & Marimoutou (Oxford Bulletin of Economics and Statistics, 2002)," Post-Print, HAL, number halshs-01981119, Dec, DOI: 10.18718/81781.9.
• Rihab Bedoui & Sana Braeik & Stéphane Goutte & Khaled Guesmi, 2018, "On the study of conditional dependence structure between oil, gold and USD exchange rates," Post-Print, HAL, number halshs-02148924, Oct, DOI: 10.1016/j.irfa.2018.07.001.
• Marcel Bräutigam & Michel Dacorogna & Marie Kratz, 2018, "Predicting risk with risk measures : an empirical study," Working Papers, HAL, number hal-01791026, Feb.
• Jamal Bouoiyour & Oscar Kuikeu, 2012, "Pertinence de la dévaluation du Franc CFA de janvier 1994 : une évaluation par le taux de change réel d'équilibre. Cas de l'économie camerounaise," Working Papers, HAL, number hal-01880344, Jul.
• Jacques Jaussaud & Serge Rey, 2009, "Long-Run Determinants of Japanese Import Flows from USA and China : A Sectoral Approach," Working Papers, HAL, number hal-01880360.
• Jacques Jaussaud & Serge Rey, 2009, "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Working Papers, HAL, number hal-01880362, Nov.
• Stephen Bazen & Velayoudom Marimoutou, 2018, "Federal Minimum Wage Hikes Do Reduce Teenage Employment," Working Papers, HAL, number halshs-01945777, Nov.
• Busch, Marie & Sibbertsen, Philipp, 2018, "An Overview of Modified Semiparametric Memory Estimation Methods," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-628, Mar.
• Vanella, Patrizio & Deschermeier, Philipp, 2018, "A Principal Component Simulation of Age-Specific Fertility - Impacts of Family and Social Policy on Reproductive Behavior in Germany," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-630, Apr.
• Vanella, Patrizio & Deschermeier, Philipp, 2018, "A Probabilistic Cohort-Component Model for Population Forecasting - The Case of Germany," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-638, Sep.
• Wenger, Kai & Leschinski, Christian, 2018, "Fixed-Bandwidth CUSUM Tests Under Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-647, Dec.
• Ingrid Groessl & Artur Tarassow, 2018, "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201802, Jan.
• Verónica Cañal-Fernández & Julio Tascón Fernández, 2018, "The long run impact of foreign direct investment, exports, imports and GDP: evidence for Spain from an ARDL approach," Working Papers, European Historical Economics Society (EHES), number 0128, Apr.
• Irarrazabal, Alfonso A. & Ma, Lin, 2018, "The Effect of Income Shocks on the Oil Price," Working Paper Series, Norwegian University of Life Sciences, School of Economics and Business, number 9-2018, Sep.
• PERRON, Pierre & YAMAMOTO, Yohei & 山本, 庸平, 2018, "Testing for Changes in Forecasting Performance," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2018-03, May.
• KIM, Jae-Young & PARK, Woong Yong, 2018, "Some Empirical Evidence on Models of the Fisher Relation: Post-Data Comparison," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-68, Apr.
• YAMAMOTO, Yohei & 山本, 庸平, 2018, "Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-72, Aug.
• Majid FESHARI & Reza NAZARI, 2018, "Portfolio Optimization In Selected Tehran Stock Exchange Companies (Symbiotic Organisms Search And Memetic Algorithms)," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 149-160, June.
• M. Shabri ABD. MAJID & HAMDANI & Muhammad NASIR & FAISAL, 2018, "SMEs' CREDIT DEMAND AND ECONOMIC GROWTH IN INDONESIA," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 121-133, July.
• Majid FESHARI & Hedayat HOSSEINZADEH, 2018, "The Relationship Between Health Care And Tourism Demand In Iranian Economy," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 173-180, July.
• Efrem Castelnuovo & Giovanni Pellegrino, 2018, "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2018n02, Mar.
• Jonas E Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo, 2018, "Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2018n09, Jul.
• Samih Antoine Azar, 2018, "Forward Unbiasedness in the Short End of the Interest Rate Market," International Business Research, Canadian Center of Science and Education, volume 11, issue 2, pages 70-78, February.
• Libonatti, Luis, 2018, "MIDAS Modeling for Core Inflation Forecasting," IDB Publications (Working Papers), Inter-American Development Bank, number 9035, Jul, DOI: http://dx.doi.org/10.18235/0001250.
• Zárate, Héctor & Zapata-Sanabria, Daniel R., 2018, "Forecasting Inflation Expectations from the CESifo World Economic Survey: An Empirical Application in Inflation Targeting," IDB Publications (Working Papers), Inter-American Development Bank, number 9053, Jul, DOI: http://dx.doi.org/10.18235/0001264.
• López, Arnoldo & Ventosa-Santaulària, Daniel, 2018, "Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials," IDB Publications (Working Papers), Inter-American Development Bank, number 9207, Oct, DOI: http://dx.doi.org/10.18235/0001370.
• Profita Sumunar Luthfiana & Nasrudin, 2018, "Disaggregation and Forecasting of the Monthly Indonesian Gross Domestic Product (GDP)," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 4, pages 529-556, April, DOI: https://doi.org/10.21098/bemp.v20i4.
• Bambang I. Ismaya & Donni F. Anugrah, 2018, "Determinant of Food Inflation : The Case of Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 1, pages 81-94, July, DOI: https://doi.org/10.21098/bemp.v21i1.
• Berry A. Harahap & Pakasa Bary & Anggita Cinditya M. Kusuma, 2018, "The Determinants Of Indonesian Business Cycle," Working Papers, Bank Indonesia, number WP/30/2018.
• Andrew Phiri, 2018, "Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence approach," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 10, issue 3, pages 205-225.
• Sin-Yu Ho, 2018, "Analysing the sources of growth in an emerging market economy: the Thailand experience," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 10, issue 4, pages 340-359.
• Luigi Grossi & Fany Nan, 2018, "The influence of renewables on electricity price forecasting: a robust approach," Working Papers, Institut d'Economia de Barcelona (IEB), number 2018/10.
• Juan Carlos Cuestas, 2018, "The EU real exchange rates. A structural Bayesian VAR. A note," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 56, issue 1, pages 43-57, Diciembre, DOI: 10.55444/2451.7321.2018.v56.n1.2938.
• Tingting Cheng & Jiti Gao & Oliver Linton, 2018, "Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/18, Jan.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/18, Jan.
• Jiti Gao & Oliver Linton & Bin Peng, 2018, "Inference on a semiparametric model with global power law and local nonparametric trends," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/18, Jan.
• Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2018, "LASSO-driven inference in time and space," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP36/18, Jun.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP69/18, Dec.
• Costantini, Mauro & Kunst, Robert M., 2018, "On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation," Economics Series, Institute for Advanced Studies, number 341, Jul.
• Evžen Kočenda & Balázs Varga, 2018, "The Impact of Monetary Strategies on Inflation Persistence," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 4, pages 229-274, September.
• Geraldine Dany-Knedlik & Juan Angel Garcia, 2018, "Monetary Policy and Inflation Dynamics in ASEAN Economies," IMF Working Papers, International Monetary Fund, number 2018/147, Jun.
• Ramona Serrano Bautista & Leovardo Mata Mata, 2018, "Valor en Riesgo mediante un modelo heterocedástico condicional ?-estable," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 1, pages 1-26, Enero-Mar.
• Alejandro Islas-Camargo & Willy Walter Cortez & Tania Pamela Sanabria Flores, 2018, "Is Mexico's Forward Exchange Rate Market Efficient?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 2, pages 273-289, Abril-Jun.
• Luis Manuel León Anaya & Víctor Manuel Landassuri Moreno & Héctor Rafael Orozco Aguirre & Maricela Quintana López, 2018, "Predicción del IPC mexicano combinando modelos econométricos e inteligencia artificial," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 4, pages 603-629, Octubre-D.
• Damien Bricard & Zeynep Or, 2018, "Does an Early Primary Care Follow-up after Discharge Reduce Readmissions for Heart Failure Patients?," Working Papers, IRDES institut for research and information in health economics, number DT73, Mar, revised Mar 2018.
• Jorge Silva, 2018, "Impact of public and private sector external debt on economic growth," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/24, Jan.
• Cândida Ferreira, 2018, "Globalisation and Economic Growth: A panel data approach," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/48, Sep.
• Paulo M.D.C. Parente & Richard J. Smith, 2018, "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/59, Nov.
• Muhammed TIRAŞOĞLU, 2018, "Fisher Hipotezinin MINT Ülkeleri İçin İncelenmesi: Eşik Değerli Adl Eşbütünleşme Testi Yaklaşımı," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, volume 14, issue 28, pages 31-43, December, DOI: 10.26650/ekoist.2018.14.28.0009.
• Ünzüle KURT & Cüneyt KILIÇ, 2018, "The Effect of Economic and Political Stability on Tourism Demand in Turkey: ARDL Border Test Approach," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 68, issue 2, pages 243-264, December, DOI: 10.26650/ISTJECON487102.
• M. Angeles Carnero Fernández & Ana Pérez Espartero, 2018, "Outliers and misleading leverage effect in asymmetric GARCH-type models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2018-01, Jan.
• Zambiasi, Diego & Stillman, Steven, 2018, "The Pot Rush: Is Legalized Marijuana a Positive Local Amenity?," IZA Discussion Papers, IZA Network @ LISER, number 11392, Mar.
• Alexander Boateng & ‘Maseka Lesaoana & Hlengani Siweya & Abenet Belete & Luis A. Gil-Alana, 2018, "Non-Linearities, Structural Breaks And Fractional Integration In The Analysis Of The Ghanaian And The South African Cpi Inflation Rates," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 157-168, January-M.
• George Tweneboah & Paul Alagidede, 2018, "Currency Substitution And Stability Of Money Demand In Ghana," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 2, pages 41-53, April-Jun.
• Sakib Bin Amin & Tasneem Alam, 2018, "The Relationship Between Energy Consumption and Sectoral Output in Bangladesh: An Empirical Analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 3, pages 39-54, July-Sept.
• Abulhamid Ben-Naser & Keshab Bhattarai & Mohamed M Elheddad, 2018, "Estimating Equilibrium Real Exchange Rate And Misalignment In An Oil Exporting Country: Libya's Experience," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 4, pages 249-267, October-D.
• Yi-Hao Lai & Yi-Chiuan Wang & Wei-Shih Chung, 2018, "Initial Jump and Recovering Jump in the S&P 500 Index Returns: A Jump-Recovering-Switching Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 14, issue 1, pages 51-66, February.
• Edward E Ghartey, 2018, "Financial Development and Economic Growth: Some Caribbean Empirical Evidence," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 43, issue 1, pages 49-76, March.
• Boris Petkov, 2018, "Natural Resource Abundance: Is it a Blessing or is it a Curse," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 43, issue 3, pages 25-56, September.
• Bingduo Yang & Xiaohui Liu & Liang Peng & Zongwu Cai, 2018, "Unified Tests for a Dynamic Predictive Regression," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201808, Sep, revised Sep 2018.
• João Tovar Jalles, 2018, "What determines the share of non-resident public debt ownership? Evidence from Euro Area countries," Annals of Finance, Springer, volume 14, issue 3, pages 379-414, August, DOI: 10.1007/s10436-018-0321-8.
• Thomas F. Coleman & Alex LaPlante & Alexey Rubtsov, 2018, "Analysis of the SRISK measure and its application to the Canadian banking and insurance industries," Annals of Finance, Springer, volume 14, issue 4, pages 547-570, November, DOI: 10.1007/s10436-018-0326-3.
• Tolga Omay & Mübariz Hasanov & Yongcheol Shin, 2018, "Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 1, pages 167-193, June, DOI: 10.1007/s10614-017-9667-7.
• Chaker Aloui & Rania Jammazi & Hela Ben Hamida, 2018, "Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 2, pages 603-626, August, DOI: 10.1007/s10614-017-9703-7.
• Salah A. Nusair & Jamal A. Al-Khasawneh, 2018, "Oil price shocks and stock market returns of the GCC countries: empirical evidence from quantile regression analysis," Economic Change and Restructuring, Springer, volume 51, issue 4, pages 339-372, November, DOI: 10.1007/s10644-017-9207-4.
• Serhan Cevik & John Ricco, 2018, "No buck for the bang: revisiting the military-growth nexus," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 4, pages 639-653, November, DOI: 10.1007/s10663-017-9380-8.
• Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller, 2018, "Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 24, issue 2, pages 147-161, May, DOI: 10.1007/s11294-018-9675-y.
• Dina M. Yousri & Christian Richter, 2018, "Sociological challenges for Egypt’s development: 1981–2013," International Economics and Economic Policy, Springer, volume 15, issue 4, pages 727-742, October, DOI: 10.1007/s10368-018-0414-x.
• Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2018, "When Bubble Meets Bubble: Contagion in OECD Countries," The Journal of Real Estate Finance and Economics, Springer, volume 56, issue 4, pages 546-566, May, DOI: 10.1007/s11146-017-9605-4.
• Imran H. Shah & Ian Corrick & Abdul Saboor, 2018, "How should Central Banks Respond to Non-neutral Inflation Expectations?," Open Economies Review, Springer, volume 29, issue 2, pages 321-351, April, DOI: 10.1007/s11079-018-9482-3.
• Matthias R. Fengler & Alexander Melnikov, 2018, "GARCH option pricing models with Meixner innovations," Review of Derivatives Research, Springer, volume 21, issue 3, pages 277-305, October, DOI: 10.1007/s11147-017-9141-7.
• Fathi Abid & Bilel Kaffel, 2018, "The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 561-590, February, DOI: 10.1007/s11156-017-0638-9.
• Peter Grundke & Kamil Pliszka, 2018, "A macroeconomic reverse stress test," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1093-1130, May, DOI: 10.1007/s11156-017-0655-8.
• Jinghua Wang & Geoffrey Ngene, 2018, "Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 199-218, July, DOI: 10.1007/s11156-017-0668-3.
• Heejoon Han & Na Kyeong Lee, 2018, "Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach," Korean Economic Review, Korean Economic Association, volume 34, pages 213-235.
• Emmanuel Chinanuife & Paul Eze & Ozoemena S. Nwodo, 2018, "Public Debt Spiral and Domestic Investment in Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 1, pages 153-161, March.
• Kentaro Iwatsubo & Clinton Watkins, 2018, "Who Influences the Fundamental Value of Commodity Futures in Japan?," Discussion Papers, Graduate School of Economics, Kobe University, number 1830, Dec.
• Michael Graff & Dominik Studer, 2018, "Konstruktion von Sammelindikatoren für den Konjunkturverlauf bei prekärer Datenlage am Beispiel Montenegros," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 12, issue 3, pages 81-91, October, DOI: 10.3929/ethz-b-000293386.
• Boriss Siliverstovs & Anna Sandqvist, 2018, "Is it good to be bad or bad to be good?: Assessing the aggregate impact of abnormal weather on consumer spending," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 18-443, Aug, DOI: 10.3929/ethz-b-000298425.
• Bihary, Zsolt & Víg, Attila András, 2018, "Portfólióallokáció csődveszély esetén, korlátolt felelősség mellett
  [Portfolio allocation in case of failure risk in the presence of limited liability]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 711-725, DOI: 10.18414/KSZ.2018.7-8.711.
• Giuseppe Cavaliere & Heino Bohn Nielsen & Rasmus Søndergaard Pedersen & Anders Rahbek, 2018, "Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models," Discussion Papers, University of Copenhagen. Department of Economics, number 18-10, Nov.
• Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018, "Diffusion Copulas: Identification and Estimation," Working Papers, University of Liverpool, Department of Economics, number 20184, Jul.
• Abdul Wahid & Muhammad Zubair Mumtaz, 2018, "The Paradigm Shift in the Pakistan Stock Exchange’s Financial Integration Post-FTA and CPEC," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 23, issue 1, pages 21-50, Jan-June.
• H.R.A. Chamini Thilanka & J.G. Sri Ranjith, 2018, "The Impact of Public Debt on Private Investment: Sri Lankan Experience," International Journal of Business and Social Research, LAR Center Press, volume 8, issue 8, pages 1-20, August.
• Marie-Hélène Gagnon & Gabriel Power & Dominique Toupin, 2018, "Forecasting International Index Returns using Option-implied Variables," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1807.
• Milan Eliskovski, 2018, "Investigating credit transmission mechanism in the Republic of Macedonia: evidence from Vector Error Correction Model," Working Papers, National Bank of the Republic of North Macedonia, number 2018-02.
• Sadeghzadeh Yazdi, Ali & Abounoori, Esmaiel & Erfani, Alireza, 2018, "Modeling the Liquidity Gap in a Private Bank," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 2, pages 153-176, April.
• Erfani, Alireza & Abbasi, Saeed, 2018, "The Effect of Monetary Policy on Regime Changes of Financial Assets," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 3, pages 319-341, July.
• Taheri Bazkhaneh, Saleh & Ehsani, Mohammad Ali & Gilak Hakimabadi, Mohammad Taqi & Farzinvash, Asodollah, 2018, "Analysis of the Relationship between the Business Cycle and Inflation Gap in Time-Frequency Domain," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 3, pages 401-422, July.
• Costas Karfakis & Eftychia Karfaki, 2018, "Is the financial cycle a leading indicator of real output during expansions and contractions? A quantile analysis for Greece," Discussion Paper Series, Department of Economics, University of Macedonia, number 2018_02, Feb, revised Feb 2018.
• Konstantinos Chisiridis & Theodore Panagiotidis, 2018, "The Relationship Between Greek Exports and Foreign Income," Discussion Paper Series, Department of Economics, University of Macedonia, number 2018_03, Apr, revised Apr 2018.
• Don Bredin & Stilianos Fountas, 2018, "US Inflation and Inflation Uncertainty Over 200 Years," Discussion Paper Series, Department of Economics, University of Macedonia, number 2018_04, Apr, revised Apr 2018.
• Abdullah Gulcu & Dilem Yildirim, 2018, "Smooth Breaks And Nonlinear Mean Reversion In Real Interest Parity: Evidence From East Asian Countries," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1804, Feb, revised Feb 2018.
• Abdulilah Ibrahim Alsheikhmubarak & Evangelos Giouvris, 2018, "A Comparative GARCH Analysis of Macroeconomic Variables and Returns on Modelling the Kurtosis of FTSE 100 Implied Volatility Index," Multinational Finance Journal, Multinational Finance Journal, volume 22, issue 3-4, pages 119-172, September.
• Andrew Phiri, 2018, "Asymmetric Pass-through Effects from Monetary Policy to Housing Prices in South Africa," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 16, issue 2 (Summer, pages 123-140, DOI: 10.26493/1854-6935.16.123-140.
• Andrea, Bastianin & Marzio, Galeotti & Michele, Polo, 2018, "Convergence of European natural gas prices," Working Papers, University of Milano-Bicocca, Department of Economics, number 394, Dec, revised 06 Dec 2018.
• Nandipha Dondashe & Andrew Phiri, 2018, "Determinants of FDI in South Africa: Do macroeconomic variables matter?," Working Papers, Department of Economics, Nelson Mandela University, number 1802, Jan, revised Jan 2018.
• Mashilana Ngondo & Hlalefang Khobai, 2018, "The impact of exchange rate on exports in South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1809, Mar, revised Mar 2018.
• Clement Moyo & Hlalefang Khobai & Nwabisa Kolisi & Zizipho Mbeki, 2018, "Financial develpoment and economic growth in Brazil: A non-linear ARDL approach," Working Papers, Department of Economics, Nelson Mandela University, number 1811, Mar, revised Mar 2018.
• Dieu Nsenga & Mirada Nach & Hlalefang Khobai & Clement Moyo & Andrew Phiri, 2018, "Is it the natural rate or hysteresis hypothesis for unemployment in Newly Industrialized Economies?," Working Papers, Department of Economics, Nelson Mandela University, number 1817, Apr, revised Apr 2018.
• Andrew Phiri, 2018, "Robust analysis of convergence in per capita GDP in BRICS economies," Working Papers, Department of Economics, Nelson Mandela University, number 1822, May.
• Izunna Anyikwa & Nicolene Haaman & Andrew Phiri, 2018, "Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests," Working Papers, Department of Economics, Nelson Mandela University, number 1825, Jul.
• David De Villiers & Natalya Apopo & Andrew Phiri, 2018, "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Working Papers, Department of Economics, Nelson Mandela University, number 1826, Jul.
• Andrew Phiri, 2018, "Endogenous monetary approach to optimal inflation-growth nexus in Swaziland," Working Papers, Department of Economics, Nelson Mandela University, number 1827, Jul.
• Clement Moyo & Thando Mkhombo & Tafadzwa Chitenderu & Mirada Nach, 2018, "Infant mortality rates and female literacy rates in SADC countries: An empirical analysis," Working Papers, Department of Economics, Nelson Mandela University, number 1828, Aug.
• Andrew Phiri, 2018, "Fitting Okun's law for the Swazi Kingdom: Will a nonlinear specification do?," Working Papers, Department of Economics, Nelson Mandela University, number 1829, Aug.
• Andrew Phiri, 2018, "Is Swaziland on a path of convergence towards her main trading partners?," Working Papers, Department of Economics, Nelson Mandela University, number 1830, Sep.
• Xolisa Vayi & Andrew Phiri, 2018, "A sequential panel selection approach to cointegration analysis: An application to Wagner’s law for South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1831, Sep.
• Andrew Phiri, 2018, "Pursuing the Philips curve in an African monarchy: A Swazi case study," Working Papers, Department of Economics, Nelson Mandela University, number 1832, Sep.
• Clement Moyo & Pierre Le Roux, 2018, "Financial development and economic growth in SADC countries: A panel study," Working Papers, Department of Economics, Nelson Mandela University, number 1834, Nov, revised Nov 2018.
• Nicholas Tierney & Dianne Cook, 2018, "Expanding tidy data principles to facilitate missing data exploration, visualization and assessment of imputations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/18.
• Worapree Maneesoonthorn & Gael M Martin & Catherine S Forbes, 2018, "Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/18.
• Gael M Martin & K. Nadarajah & Donald S Poskitt, 2018, "Issues in the estimation of mis-specified models of fractionally integrated processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/18.
• Pablo Montero-Manso & George Athanasopoulos & Rob J Hyndman & Thiyanga S Talagala, 2018, "FFORMA: Feature-based forecast model averaging," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/18.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/18.
• Thiyanga S Talagala & Rob J Hyndman & George Athanasopoulos, 2018, "Meta-learning how to forecast time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/18.
• Tingting Cheng & Jiti Gao & Yayi Yan, 2018, "Regime switching in the presence of endogeneity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/18.
• Louisa Kammerer & Miguel Ramirez, 2018, "Did Smaller Firms Face Higher Costs of Credit During the Great Recession? A Vector Error Correction Analysis with Structural Breaks," Research in Applied Economics, Macrothink Institute, volume 10, issue 3, pages 1-23, June.
• GONÇALVES, Sílvia & PERRON, Benoit, 2018, "Bootstrapping factor models with cross sectional dependence," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2018-07.
• Sílvia GONÇALVES & Benoit PERRON, 2018, "Bootstrapping Factor Models With Cross Sectional Dependence," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 10-2018.
• Fangli Yan & Paul S. L. Yip, 2018, "Nonlinear Adjustment and Exchange Rate Policy: Lessons from Singapore for other Small Open Economies," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1804, Apr.
• Arkadiusz Semczak, 2018, "Morfologia cyklu indeksu WIG oraz jego współzależność z cyklem sfery realnej gospodarki w Polsce," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 6, pages 557-594.
• Atsushi Inoue & Barbara Rossi, 2018, "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2018".
• Robert J. Gordon, 2018, "Friedman and Phelps on the Phillips Curve Viewed from a Half Century's Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 24891, Aug.
• Atsushi Inoue & Barbara Rossi, 2018, "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 25021, Sep.
• Dimitrios Bakas & Athanasios Triantafyllou, 2018, "The Impact of Uncertainty Shocks on the Volatility of Commodity Prices," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2018/02, Jan.
• Nusrate Aziz & Ahmad H Ahmad, 2018, "Exchange rate hysteresis in UK imports from South Asian countries," Discussion Papers, University of Nottingham, CREDIT, number 2018-03.
• Erika Vanessa Alves da Silva & Nathália da Silva Oliveira & Roberto Tatiwa Ferreira & Cristiano da Costa da Silva, 2018, "Média móvel e a Curva de Phillips: previsões para a taxa de inflação em uma amostra de países desenvolvidos e em desenvolvimento [Moving Average and the Phillips Curve: forecasts for the inflation rate in a sample of developed and developing countrie," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 28, issue 2, pages 499-521, May-Augus.
• Pauwels, Koen H., 2018, "Modeling Dynamic Relations Among Marketing and Performance Metrics," Foundations and Trends(R) in Marketing, now publishers, volume 11, issue 4, pages 215-301, November, DOI: 10.1561/1700000054.
• Nepal Rastra Bank & Nepal Rastra Bank, 2018, "Macro Modeling Practices at Nepal Rastra Bank," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 30, issue 1, pages 1-18, April.
• Gary Koop & Stuart McIntyre & James Mitchell, 2018, "UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-07, Jun.
• Michele Bisceglia & Paola Zola, 2018, "Dollar-Cost Averaging with Yearly and Biyearly Installments," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 1, pages 1-14, February.
• Mihir Dash, 2018, "Modelling the Efficient Frontier: An Empirical Study in the Indian Stock Market," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 2, pages 83-94, May.
• Iulian-Cornel Lolea1 & Ioan-Radu Petrariu, 2018, "Contagion And Integration Of Capital Markets In The Cee Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 492-504, July.