Research classified by Journal of Economic Literature (JEL) codes

---

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

2018

• Blazsek, Szabolcs & Carrizo, Daniela & Eskildsen, Ricardo & Gonzalez, Humberto, 2018, "Forecasting rate of return after extreme values when using AR-t-GARCH and QAR-Beta-t-EGARCH," Finance Research Letters, Elsevier, volume 24, issue C, pages 193-198, DOI: 10.1016/j.frl.2017.09.006.
• Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis, 2018, "The EMBI in Latin America: Fractional integration, non-linearities and breaks," Finance Research Letters, Elsevier, volume 24, issue C, pages 34-41, DOI: 10.1016/j.frl.2017.06.014.
• Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018, "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 131-136, DOI: 10.1016/j.frl.2017.10.023.
• Ping, Yuan & Li, Rui, 2018, "Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market," Finance Research Letters, Elsevier, volume 25, issue C, pages 222-229, DOI: 10.1016/j.frl.2017.10.028.
• Li, Haiqi & Zheng, Chaowen, 2018, "Unit root quantile autoregression testing with smooth structural changes," Finance Research Letters, Elsevier, volume 25, issue C, pages 83-89, DOI: 10.1016/j.frl.2017.10.008.
• Demir, Ender & Gozgor, Giray & Lau, Chi Keung Marco & Vigne, Samuel A., 2018, "Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation," Finance Research Letters, Elsevier, volume 26, issue C, pages 145-149, DOI: 10.1016/j.frl.2018.01.005.
• Dash, Saumya Ranjan & Maitra, Debasish, 2018, "Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach," Finance Research Letters, Elsevier, volume 26, issue C, pages 32-39, DOI: 10.1016/j.frl.2017.11.008.
• Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018, "Is market fear persistent? A long-memory analysis," Finance Research Letters, Elsevier, volume 27, issue C, pages 140-147, DOI: 10.1016/j.frl.2018.02.007.
• Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, volume 27, issue C, pages 247-258, DOI: 10.1016/j.frl.2018.03.014.
• Hiebert, Paul & Jaccard, Ivan & Schüler, Yves, 2018, "Contrasting financial and business cycles: Stylized facts and candidate explanations," Journal of Financial Stability, Elsevier, volume 38, issue C, pages 72-80, DOI: 10.1016/j.jfs.2018.06.002.
• Park, Jin Suk & Newaz, Mohammad Khaleq, 2018, "Do terrorist attacks harm financial markets? A meta-analysis of event studies and the determinants of adverse impact," Global Finance Journal, Elsevier, volume 37, issue C, pages 227-247, DOI: 10.1016/j.gfj.2018.06.003.
• Kuersteiner, Guido M. & Phillips, David C. & Villamizar-Villegas, Mauricio, 2018, "Effective sterilized foreign exchange intervention? Evidence from a rule-based policy," Journal of International Economics, Elsevier, volume 113, issue C, pages 118-138, DOI: 10.1016/j.jinteco.2018.04.003.
• Paris, Anthony, 2018, "On the link between oil and agricultural commodity prices: Do biofuels matter?," International Economics, Elsevier, volume 155, issue C, pages 48-60, DOI: 10.1016/j.inteco.2017.12.003.
• Fedoseeva, Svetlana, 2018, "Under pressure: Dynamic pass-through of oil prices to the RUB/USD exchange rate," International Economics, Elsevier, volume 156, issue C, pages 117-126, DOI: 10.1016/j.inteco.2018.01.004.
• Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Balcilar, Mehmet & Shahbaz, Muhammad, 2018, "Distribution specific dependence and causality between industry-level U.S. credit and stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 114-133, DOI: 10.1016/j.intfin.2017.09.025.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2018, "Nonfinancial debt and economic growth in euro-area countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 17-37, DOI: 10.1016/j.intfin.2018.03.005.
• Yan, Cheng & Wang, Xichen, 2018, "The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 38-54, DOI: 10.1016/j.intfin.2018.03.002.
• Franses, Philip Hans & Janssens, Eva, 2018, "Inflation in Africa, 1960–2015," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 261-292, DOI: 10.1016/j.intfin.2018.09.005.
• Hendry, David F., 2018, "Deciding between alternative approaches in macroeconomics," International Journal of Forecasting, Elsevier, volume 34, issue 1, pages 119-135, DOI: 10.1016/j.ijforecast.2017.09.003.
• Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M.M., 2018, "Forecasting banking crises with dynamic panel probit models," International Journal of Forecasting, Elsevier, volume 34, issue 2, pages 249-275, DOI: 10.1016/j.ijforecast.2017.12.003.
• Smeekes, Stephan & Wijler, Etienne, 2018, "Macroeconomic forecasting using penalized regression methods," International Journal of Forecasting, Elsevier, volume 34, issue 3, pages 408-430, DOI: 10.1016/j.ijforecast.2018.01.001.
• Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2018, "Markov-switching dynamic factor models in real time," International Journal of Forecasting, Elsevier, volume 34, issue 4, pages 598-611, DOI: 10.1016/j.ijforecast.2018.05.002.
• Zanetti Chini, Emilio, 2018, "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," International Journal of Forecasting, Elsevier, volume 34, issue 4, pages 711-732, DOI: 10.1016/j.ijforecast.2018.05.003.
• Gomez-Gonzalez, Jose Eduardo & Sanin-Restrepo, Sebastian, 2018, "The maple bubble: A history of migration among Canadian provinces," Journal of Housing Economics, Elsevier, volume 41, issue C, pages 57-71, DOI: 10.1016/j.jhe.2018.03.001.
• Foroni, Claudia & Ravazzolo, Francesco & Sadaba, Barbara, 2018, "Assessing the predictive ability of sovereign default risk on exchange rate returns," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 242-264, DOI: 10.1016/j.jimonfin.2017.12.001.
• Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip, 2018, "Private information, capital flows, and exchange rates," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 40-55, DOI: 10.1016/j.jimonfin.2017.10.005.
• De Vita, Glauco & Trachanas, Emmanouil & Luo, Yun, 2018, "Revisiting the bi-directional causality between debt and growth: Evidence from linear and nonlinear tests," Journal of International Money and Finance, Elsevier, volume 83, issue C, pages 55-74, DOI: 10.1016/j.jimonfin.2018.02.004.
• Yang, Lixiong & Su, Jen-Je, 2018, "Debt and growth: Is there a constant tipping point?," Journal of International Money and Finance, Elsevier, volume 87, issue C, pages 133-143, DOI: 10.1016/j.jimonfin.2018.06.002.
• Bakas, Dimitrios & Triantafyllou, Athanasios, 2018, "The impact of uncertainty shocks on the volatility of commodity prices," Journal of International Money and Finance, Elsevier, volume 87, issue C, pages 96-111, DOI: 10.1016/j.jimonfin.2018.06.001.
• Ismailov, Adilzhan & Rossi, Barbara, 2018, "Uncertainty and deviations from uncovered interest rate parity," Journal of International Money and Finance, Elsevier, volume 88, issue C, pages 242-259, DOI: 10.1016/j.jimonfin.2017.07.012.
• Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018, "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 317-337, DOI: 10.1016/j.jmacro.2018.06.009.
• Haase, Marco & Huss, Matthias, 2018, "Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures," Journal of Commodity Markets, Elsevier, volume 10, issue C, pages 29-46, DOI: 10.1016/j.jcomm.2017.10.001.
• Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan, 2018, "Firm-level political risk and asymmetric volatility," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00110.
• Santos, Anabela & Cincera, Michele, 2018, "Tourism demand, low cost carriers and European institutions: The case of Brussels," Journal of Transport Geography, Elsevier, volume 73, issue C, pages 163-171, DOI: 10.1016/j.jtrangeo.2018.04.026.
• Esteves, Paulo Soares & Prades, Elvira, 2018, "Does export concentration matter in economic adjustment programs? Evidence from the euro-area," Journal of Policy Modeling, Elsevier, volume 40, issue 2, pages 225-241, DOI: 10.1016/j.jpolmod.2017.10.005.
• King, Cheng & Du, Jane, 2018, "China’s first priority in post-war state building: A wealthy state, or a strong army?," Journal of Policy Modeling, Elsevier, volume 40, issue 5, pages 851-872, DOI: 10.1016/j.jpolmod.2018.07.001.
• Kozlova, Olesia & de Jesus Noguera, Jose, 2018, "Achievers or slackers? Per capita income trends in European countries," Journal of Policy Modeling, Elsevier, volume 40, issue 6, pages 1332-1345, DOI: 10.1016/j.jpolmod.2018.08.004.
• Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2018, "Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach," Resources Policy, Elsevier, volume 57, issue C, pages 196-212, DOI: 10.1016/j.resourpol.2018.03.004.
• Grabarczyk, Peter & Wagner, Martin & Frondel, Manuel & Sommer, Stephan, 2018, "A cointegrating polynomial regression analysis of the material kuznets curve hypothesis," Resources Policy, Elsevier, volume 57, issue C, pages 236-245, DOI: 10.1016/j.resourpol.2018.03.009.
• Iriarte-Goñi, Iñaki & Ayuda, María-Isabel, 2018, "Should Forest Transition Theory include effects on forest fires? The case of Spain in the second half of the twentieth century," Land Use Policy, Elsevier, volume 76, issue C, pages 789-797, DOI: 10.1016/j.landusepol.2018.03.009.
• Bahloul, Walid & Balcilar, Mehmet & Cunado, Juncal & Gupta, Rangan, 2018, "The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test," Journal of Multinational Financial Management, Elsevier, volume 45, issue C, pages 52-71, DOI: 10.1016/j.mulfin.2018.04.002.
• Fuentes, Fernanda & Herrera, Rodrigo & Clements, Adam, 2018, "Modeling extreme risks in commodities and commodity currencies," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 108-120, DOI: 10.1016/j.pacfin.2018.06.003.
• Pan, Zhiyuan & Liu, Li, 2018, "Forecasting stock return volatility: A comparison between the roles of short-term and long-term leverage effects," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 168-180, DOI: 10.1016/j.physa.2017.09.030.
• Gkillas (Gillas), Konstantinos & Vortelinos, Dimitrios I. & Saha, Shrabani, 2018, "The properties of realized volatility and realized correlation: Evidence from the Indian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 343-359, DOI: 10.1016/j.physa.2017.10.007.
• Ferrer, Román & Jammazi, Rania & Bolós, Vicente J. & Benítez, Rafael, 2018, "Interactions between financial stress and economic activity for the U.S.: A time- and frequency-varying analysis using wavelets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 446-462, DOI: 10.1016/j.physa.2017.10.044.
• Duan, Yinying & Chen, Wang & Zeng, Qing & Liu, Zhicao, 2018, "Leverage effect, economic policy uncertainty and realized volatility with regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 493, issue C, pages 148-154, DOI: 10.1016/j.physa.2017.10.040.
• Chen, Yanhui & Zhang, Chuan & He, Kaijian & Zheng, Aibing, 2018, "Multi-step-ahead crude oil price forecasting using a hybrid grey wave model," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 501, issue C, pages 98-110, DOI: 10.1016/j.physa.2018.02.061.
• Zhang, Guofu & Li, Jingjing, 2018, "Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 611-622, DOI: 10.1016/j.physa.2018.02.139.
• Charfeddine, Lanouar & Khediri, Karim Ben & Aye, Goodness C. & Gupta, Rangan, 2018, "Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 505, issue C, pages 632-647, DOI: 10.1016/j.physa.2018.04.004.
• Song, Wonho & Park, Sung Y. & Ryu, Doojin, 2018, "Dynamic conditional relationships between developed and emerging markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 507, issue C, pages 534-543, DOI: 10.1016/j.physa.2018.05.007.
• Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali, 2018, "Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 121-139, DOI: 10.1016/j.physa.2018.05.147.
• Ning, Ye & Han, Chenyu & Wang, Yiming, 2018, "The multifractal properties of Euro and Pound exchange rates and comparisons," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 578-587, DOI: 10.1016/j.physa.2018.06.037.
• Fu, Hui & Chen, Wenting & He, Xin-Jiang, 2018, "On a class of estimation and test for long memory," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 906-920, DOI: 10.1016/j.physa.2018.06.092.
• Cuestas, Juan Carlos & Ordóñez, Javier, 2018, "Oil prices and unemployment in the UK before and after the crisis: A Bayesian VAR approach. A note," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 510, issue C, pages 200-207, DOI: 10.1016/j.physa.2018.06.114.
• Gil-Alana, Luis A. & Gupta, Rangan & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2018, "Market efficiency of Baltic stock markets: A fractional integration approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 511, issue C, pages 251-262, DOI: 10.1016/j.physa.2018.07.029.
• Lengua Lafosse, Patricia & Rodríguez, Gabriel, 2018, "An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 155-173, DOI: 10.1016/j.qref.2018.01.002.
• Raza, Hamid & Wu, Weiou, 2018, "Quantile dependence between the stock, bond and foreign exchange markets – Evidence from the UK," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 286-296, DOI: 10.1016/j.qref.2018.03.009.
• Bouri, Elie & Gupta, Rangan & Lau, Chi Keung Marco & Roubaud, David & Wang, Shixuan, 2018, "Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 297-307, DOI: 10.1016/j.qref.2018.04.003.
• Albulescu, Claudiu Tiberiu & Aubin, Christian & Goyeau, Daniel & Tiwari, Aviral Kumar, 2018, "Extreme co-movements and dependencies among major international exchange rates: A copula approach," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 56-69, DOI: 10.1016/j.qref.2018.03.007.
• Nowotarski, Jakub & Weron, Rafał, 2018, "Recent advances in electricity price forecasting: A review of probabilistic forecasting," Renewable and Sustainable Energy Reviews, Elsevier, volume 81, issue P1, pages 1548-1568, DOI: 10.1016/j.rser.2017.05.234.
• Basher, Syed Abul & Raboy, David G., 2018, "The misuse of net present value in energy efficiency standards," Renewable and Sustainable Energy Reviews, Elsevier, volume 96, issue C, pages 218-225, DOI: 10.1016/j.rser.2018.07.047.
• Rammer, Christian & Schubert, Torben, 2018, "Concentration on the few: mechanisms behind a falling share of innovative firms in Germany," Research Policy, Elsevier, volume 47, issue 2, pages 379-389, DOI: 10.1016/j.respol.2017.12.002.
• Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E., 2018, "Do house prices hedge inflation in the US? A quantile cointegration approach," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 15-26, DOI: 10.1016/j.iref.2017.12.012.
• Aziz, Nusrate & Ahmad, Ahmad Hassan, 2018, "Exchange rate hysteresis in the UK imports from the South Asian Countries," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 159-178, DOI: 10.1016/j.iref.2018.03.007.
• Yao, Shujie & He, Hongbo & Chen, Shou & Ou, Jinghua, 2018, "Financial liberalization and cross-border market integration: Evidence from China's stock market," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 220-245, DOI: 10.1016/j.iref.2018.03.023.
• Chen, Shyh-Wei & Wu, An-Chi, 2018, "Is there a bubble component in government debt? New international evidence," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 467-486, DOI: 10.1016/j.iref.2018.05.005.
• Kashem, Mohammad Abul & Rahman, Mohammad Mafizur, 2018, "Nexus between the banking sector interest rate spread and interbank borrowing rate: An econometric investigation for Bangladesh," Research in International Business and Finance, Elsevier, volume 43, issue C, pages 34-47, DOI: 10.1016/j.ribaf.2017.07.173.
• Kuttu, Saint, 2018, "Modelling long memory in volatility in sub-Saharan African equity markets," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 176-185, DOI: 10.1016/j.ribaf.2017.07.073.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2018, "Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 227-238, DOI: 10.1016/j.ribaf.2017.07.091.
• Azad, A.S.M. Sohel & Chazi, Abdelaziz & Cooper, Peter & Ahsan, Amirul, 2018, "What determines the Japanese corporate credit spread? A new evidence," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 349-356, DOI: 10.1016/j.ribaf.2017.07.168.
• Grassa, Rihab & Miniaoui, Hela, 2018, "Corporate choice between conventional bond and Sukuk issuance evidence from GCC countries," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 454-466, DOI: 10.1016/j.ribaf.2017.07.179.
• Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018, "Persistence in the cryptocurrency market," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 141-148, DOI: 10.1016/j.ribaf.2018.01.002.
• Kuttu, Saint & Aboagye, Anthony Q.Q. & Bokpin, Godfred A., 2018, "Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 211-226, DOI: 10.1016/j.ribaf.2018.02.005.
• Yetkiner, Hakan & Nazlioglu, Saban, 2018, "Is there an optimal level of housing wealth in the long-run? Theory and evidence," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 257-267, DOI: 10.1016/j.ribaf.2018.03.003.
• Long, Zhiming & Herrera, Rémy, 2018, "Some considerations on China’s long-run economic growth: 1952–2015 from the analysis of factor contributions to that of the profit rate," Structural Change and Economic Dynamics, Elsevier, volume 44, issue C, pages 14-22, DOI: 10.1016/j.strueco.2018.01.004.
• Perricone, Chiara, 2018, "Clustering macroeconomic variables," Structural Change and Economic Dynamics, Elsevier, volume 44, issue C, pages 23-33, DOI: 10.1016/j.strueco.2018.02.001.
• Andrew G. Chapple, 2018, "Modeling ISIL terror attacks and their fatality rates with a Bayesian reversible jump marked point process," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 3, pages 1-14.
• Andrew Phiri, 2018, "Nonlinear Relationship between Exchange Rate Volatility and Economic Growth," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 3, pages 15-38.
• Andrew Phiri, 2018, "Nonlinear Relationship between Exchange Rate Volatility and Economic Growth," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2018/08, Jun.
• Andrew G. Chapple, 2018, "Modeling ISIL terror attacks and their fatality rates with a Bayesian reversible jump marked point process," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2018/09, Jun.
• Joshua C.C. Chan & Eric Eisenstat & Rodney W. Strachan, 2018, "Reducing Dimensions in a Large TVP-VAR," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-49, Oct.
• Robert J. Gordon, 2018, "Friedman and Phelps on the Phillips curve viewed from a half century's perspective," Review of Keynesian Economics, Edward Elgar Publishing, volume 6, issue 4, pages 425-436, October.
• Acosta, Marco A., 2018, "Un análisis de cambio estructural en la persistencia de la inflación en México usando la regresión cuantílica," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 337, pages .169-193, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v85i.
• Elda du Toit & John Henry Hall & Rudra Prakash Pradhan, 2018, "The day-of-the-week effect: South African stock market indices," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 9, issue 2, pages 197-212, June, DOI: 10.1108/AJEMS-07-2017-0163.
• Aida Galiano & Vicente Rodríguez & Manuela Saco, 2018, "Analysis of the behaviour of the clients assisted and sales variables in the different phases of the product life cycle," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 27, issue 3, pages 266-284, March, DOI: 10.1108/EJMBE-01-2018-0005.
• Chandan Sharma, 2018, "Estimating the size of the black economy: new evidence from India," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 14, issue 2, pages 300-321, December, DOI: 10.1108/IJoEM-01-2018-0034.
• Sin-Yu Ho, 2018, "Macroeconomic determinants of stock market development in South Africa," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 14, issue 2, pages 322-342, December, DOI: 10.1108/IJoEM-09-2017-0341.
• Dharani Munusamy, 2018, "Islamic calendar and stock market behaviour in India," International Journal of Social Economics, Emerald Group Publishing Limited, volume 45, issue 11, pages 1550-1566, August, DOI: 10.1108/IJSE-09-2017-0404.
• Kashif Munir & Maryam Sultan, 2018, "Are some taxes better for growth in Pakistan? A time series analysis," International Journal of Social Economics, Emerald Group Publishing Limited, volume 45, issue 10, pages 1439-1452, August, DOI: 10.1108/IJSE-09-2017-0416.
• Kazi Abrar Hossain & Syed Abul Basher & A.K. Enamul Haque, 2018, "Quantifying the impact of Ramadan on global raw sugar prices," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 11, issue 4, pages 510-528, June, DOI: 10.1108/IMEFM-05-2017-0132.
• Richard Makoto & Leonidas Ngendakumana, 2018, "Chinese imports, industrial production and inflation in Zimbabwe," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 11, issue 1, pages 2-14, January, DOI: 10.1108/JCEFTS-05-2017-0011.
• Ferda Halicioglu & Natalya Ketenci, 2018, "Testing the productivity bias hypothesis in Middle East countries," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 5, pages 922-931, October, DOI: 10.1108/JES-04-2017-0104.
• Ashima Goyal & Abhishek Kumar, 2018, "The effect of oil shocks and cyclicality in hiding Indian twin deficits," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 1, pages 27-45, January, DOI: 10.1108/JES-11-2016-0248.
• Arcade Ndoricimpa, 2018, "Greed of the elite; capital flight from a fragile country: case of Burundi," Journal of Financial Crime, Emerald Group Publishing Limited, volume 25, issue 2, pages 598-618, May, DOI: 10.1108/JFC-11-2016-0075.
• Shrutikeerti Kaushal & Amlan Ghosh, 2018, "Banking, insurance and economic growth in India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 1, pages 17-37, April, DOI: 10.1108/JFEP-03-2017-0022.
• Bernard Njindan Iyke & Sin-Yu Ho, 2018, "Real exchange rate volatility and domestic consumption in Ghana," Journal of Risk Finance, Emerald Group Publishing Limited, volume 19, issue 5, pages 513-523, June, DOI: 10.1108/JRF-01-2017-0010.
• Vasileios Siakoulis, 2018, "Bank failure intensity modeling: an ACD model approach," Journal of Risk Finance, Emerald Group Publishing Limited, volume 19, issue 5, pages 454-477, July, DOI: 10.1108/JRF-11-2016-0151.
• Vivian Bushra Kheir, 2018, "The nexus between financial development and poverty reduction in Egypt," Review of Economics and Political Science, Emerald Group Publishing Limited, volume 3, issue 2, pages 40-55, September, DOI: 10.1108/REPS-07-2018-003.
• Wenqing Li & James F. Nieberding, 2018, "When Is the “Kennedy Correction” Appropriate in Estimating Overcharges?," Research in Law and Economics, Emerald Group Publishing Limited, "Healthcare Antitrust, Settlements, and the Federal Trade Commission", DOI: 10.1108/S0193-589520180000028009.
• Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018, "An Event Study of Chinese Tourists to Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2018-003/III, Jan.
• Chang, C-L. & Mai, T.K. & McAleer, M.J., 2018, "Pricing Carbon Emissions in China," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-05, Jan.
• Franses, Ph.H.B.F., 2018, "Model-based forecast adjustment; with an illustration to inflation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-14, Mar.
• Chang, C-L. & Mai, T.K. & McAleer, M.J., 2018, "Establishing National Carbon Emission Prices for China," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 18-028/III, Mar.
• Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018, "Risk Spillovers in Returns for Chinese and International Tourists to Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 18-031/III, Mar.
• Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018, "Simple Market Timing with Moving Averages," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-19, May.
• Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018, "Asymmetric Risk Impacts of Chinese Tourists to Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-18, May.
• Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018, "Market Timing with Moving Averages," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-28, Jun.
• Asai, M. & Peiris, S. & McAleer, M.J. & Allen, D.E., 2018, "Cointegrated Dynamics for A Generalized Long Memory Process," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-32, Aug.
• Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018, "Long Run Returns Predictability and Volatility with Moving Averages," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-39, Sep.
• Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018, "Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-44, Sep.
• Mehmet Balcilar & Zeynel Abidin Ozdemir, 2018, "The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-34.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz, 2018, "On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-35.
• Mehmet Balcilar & Firat Emir, 2018, "The Dynamics of Energy Intensity Convergence in the EU-28 Countries," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-37.
• Firat Emir & Mehmet Balcilar & Muhammad Shahbaz, 2018, "Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-38.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Muhammad Shahbaz, 2018, "Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-41.
• Ramona Serrano Bautista & Leovardo Mata Mata, 2018, "Estimación del VaR mediante un modelo condicional multivariado bajo la hipótesis α-estable sub-Gaussiana. (A conditional approach to VaR with multivariate α-stable sub-Gaussian distributions)," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 1, pages 43-76, May.
• Adenuga Fabian Adekoya & Nor Azam Abdul Razak, 2018, "Unemployment and Violence: ARDL Endogeneity Approach. (Desempleo y violencia: Enfoque de endogeneidad ARDL)," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 155-176, October.
• X. Chapsa & A.L. Athanasenas & N. Tabakis, 2018, "Testing for Stochastic Convergence: The Case of the Cohesion Countries," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 38-47.
• V. Kolmakov & K. Ekimova & K. Ordov & A. Aliev & N. Tchuykova, 2018, "Monetary Policy Influence on Companies’ Competitiveness through Credit Channel," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 614-623.
• Tatsuyoshi OKIMOTO, 2018, "Trend Inflation and Monetary Policy Regimes in Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 18024, Apr.
• Bertrand Marc & Andreas Reuter, 2018, "The Effect of Elections on Consumer Confidence in Europe," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 090, Nov.
• J. Ignacio Conde-Ruiz & Manu García & Luis A. Puch & Jesús Ruiz, 2018, "Calendar Effects in Daily Aggregate Employment Creation and Destruction in Spain," Studies on the Spanish Economy, FEDEA, number eee2018-10, Apr.
• Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2018, "All Fluctuations Are Not Created Equal: The Differential Roles of Transitory versus Persistent Changes in Driving Historical Monetary Policy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1814, Oct, DOI: 10.26509/frbc-wp-201814.
• Valerie Grossman & Enrique Martínez García, 2018, "Explosive Dynamics in House Prices? An Exploration of Financial Market Spillovers in Housing Markets Around the World," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 342, Jul, DOI: 10.24149/gwp342r1.
• Amy Y. Guisinger & Michael T. Owyang & Hannah Shell, 2018, "Comparing Measures of Potential Output," Review, Federal Reserve Bank of St. Louis, volume 100, issue 4, pages 297-316, DOI: doi.org/10.20955/r.100.297-316.
• Richard K. Crump & Miro Everaert & Domenico Giannone & Sean Hundtofte, 2018, "Changing Risk-Return Profiles," Staff Reports, Federal Reserve Bank of New York, number 850, Jun.
• Nina Boyarchenko & Domenico Giannone & Or Shachar, 2018, "Flighty liquidity," Staff Reports, Federal Reserve Bank of New York, number 870, Oct.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Consistent non-Gaussian pseudo maximum likelihood estimators," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_01, Feb.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Specification tests for non-Gaussian maximum likelihood estimators," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_05, May.
• Niels Framroze Møller & Laura Mørch Andersen & Lars Gårn Hansen & Carsten Lynge Jensen, 2018, "Can pecuniary and environmental incentives via SMS messaging make households adjust their intra-day electricity demand to a fluctuating production?," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2018/06, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 1-29, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 2, pages 1-29, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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, March.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 1-29, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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, September.
• Skrobotov Anton, 2018, "On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root," Working Papers, Gaidar Institute for Economic Policy, number wpaper-2018-302, revised 2018.
• Marie Busch & Philipp Sibbertsen, 2018, "An Overview of Modified Semiparametric Memory Estimation Methods," Econometrics, MDPI, volume 6, issue 1, pages 1-21, March.
• Mawuli Segnon & Stelios Bekiros & Bernd Wilfling, 2018, "Forecasting Inflation Uncertainty in the G7 Countries," Econometrics, MDPI, volume 6, issue 2, pages 1-25, April.
• Chia-Lin Chang & Yiying Li & Michael McAleer, 2018, "Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice," Energies, MDPI, volume 11, issue 6, pages 1-19, June.
• Bartosz Uniejewski & Rafał Weron, 2018, "Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models," Energies, MDPI, volume 11, issue 8, pages 1-26, August.
• Grzegorz Marcjasz & Tomasz Serafin & Rafał Weron, 2018, "Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 11, issue 9, pages 1-20, September.
• Guglielmo Maria Caporale & Luis Gil-Alana & Tommaso Trani, 2018, "Brexit and Uncertainty in Financial Markets," IJFS, MDPI, volume 6, issue 1, pages 1-9, February.
• Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018, "Long Run Returns Predictability and Volatility with Moving Averages," Risks, MDPI, volume 6, issue 4, pages 1-18, September.
• Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018, "Market Timing with Moving Averages," Sustainability, MDPI, volume 10, issue 7, pages 1-25, June.
• Zhiming Long & Rémy Herrera, 2018, "Una contribución a la explicación del crecimiento económico en China. Nuevas series temporales y pruebas econométricas de varios modelos," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03233276, DOI: 10.1016/j.cesjef.2016.12.001.
• Christophe Chorro & Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2018, "Testing for leverage effects in the returns of US equities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01917590, Sep, DOI: 10.1016/j.jempfin.2018.07.008.
• 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.
• 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.
• Lokendra Kumawat & N. R. Bhanumurthy, 2018, "Regime-shifts in India’s monetary policy response function," Indian Economic Review, Springer, volume 53, issue 1, pages 167-182, December, DOI: 10.1007/s41775-018-0020-4.
• Bernardina Algieri & Antonio Aquino & Lidia Mannarino, 2018, "Non-Price Competitiveness and Financial Drivers of Exports: Evidences from Italian Regions," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 4, issue 1, pages 107-133, March, DOI: 10.1007/s40797-016-0047-6.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2018, "Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 339-351, April, DOI: 10.1007/s12197-017-9404-z.
• Natalya Ketenci & Vasudeva N. R. Murthy, 2018, "Some determinants of life expectancy in the United States: results from cointegration tests under structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 3, pages 508-525, July, DOI: 10.1007/s12197-017-9401-2.
• Saint Kuttu, 2018, "Asymmetric mean reversion and volatility in African real exchange rates," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 3, pages 575-590, July, DOI: 10.1007/s12197-017-9412-z.
• Sanjay Sehgal & Payal Jain & Florent Deisting, 2018, "Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 185-225, March, DOI: 10.1007/s40953-016-0067-y.
• Zouheir Mighri, 2018, "On the Dynamic Linkages Among International Emerging Currencies," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 2, pages 427-473, June, DOI: 10.1007/s40953-017-0088-1.
• Zied Ftiti & Slim Chaouachi, 2018, "What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 3, pages 681-707, September, DOI: 10.1007/s40953-017-0098-z.
• Jitendra Parajuli & Kingsley E. Haynes, 2018, "Cellular mobile telephony in Nepal," Letters in Spatial and Resource Sciences, Springer, volume 11, issue 2, pages 209-222, July, DOI: 10.1007/s12076-018-0212-7.
• Pavlos Stamatiou & Chaido Dritsaki, 2018, "Inflation, Unemployment and the NAIRU in Poland," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_12.
• Marco Rubilar-González & Gabriel Pino, 2018, "Are Euro-Area expectations about recession phases effective to anticipate consequences of economic crises?," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 9, issue 2, pages 141-161, June, DOI: 10.1007/s13209-017-0170-0.
• Wen-Yi Chen & Tsangyao Chang & Yu-Hui Lin, 2018, "Investigating the Persistence of Suicide in the United States: Evidence from the Quantile Unit Root Test," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 135, issue 2, pages 813-833, January, DOI: 10.1007/s11205-016-1492-1.
• Till Strohsal, 2018, "Der deutsche Konjunkturzyklus: Vermessung und Zusammenhang mit Investitionen
  [Assessing the German Business Cycle and the Role of Investment]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 98, issue 2, pages 125-128, February, DOI: 10.1007/s10273-018-2252-4.