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

2018

• Tommaso Proietti & Alessandro Giovannelli, 2018, "A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices," Biometrika, Biometrika Trust, volume 105, issue 4, pages 783-795.
• Christian Francq & Genaro Sucarrat, 2018, "An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 1, pages 129-154.
• Luca Trapin, 2018, "Can Volatility Models Explain Extreme Events?," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 297-315.
• István Barra & Agnieszka Borowska & Siem Jan Koopman, 2018, "Bayesian Dynamic Modeling of High-Frequency Integer Price Changes," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 3, pages 384-424.
• Christos S Savva & Panayiotis Theodossiou, 2018, "The Risk and Return Conundrum Explained: International Evidence," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 3, pages 486-521.
• Stephan Haug & Claudia Klüppelberg & German Straub, 2018, "Fractionally Integrated COGARCH Processes," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 4, pages 599-628.
• Roberto Cellini & Tiziana Cuccia, 2018, "How free admittance affects charged visits to museums: an analysis of the Italian case," Oxford Economic Papers, Oxford University Press, volume 70, issue 3, pages 680-698.
• Tim Bollerslev & Benjamin Hood & John Huss & Lasse Heje Pedersen, 2018, "Risk Everywhere: Modeling and Managing Volatility," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 7, pages 2729-2773.
• Bredin, Don & Fountas, Stilianos, 2018, "US inflation and inflation uncertainty over 200 years," Financial History Review, Cambridge University Press, volume 25, issue 2, pages 141-159, August.
• Suda, Jacek & Zervou, Anastasia S., 2018, "International Great Inflation And Common Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 6, pages 1428-1461, September.
• Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2018, "Could crowdsourced financial analysis replace the equity research by investment banks?," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2018/03, Oct.
• Farzad Sabzikar & Qiying Wang & Peter C.B. Phillips, 2018, "Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2131, May.
• Offer Lieberman & Peter C.B. Phillips, 2018, "Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2151, Jun.
• Konstantinos Chisiridis & Theodore Panagiotidis, 2018, "The Relationship Between Greek Exports and Foreign Income," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 64, issue 1, pages 99-114, DOI: 10.3790/aeq.64.1.99.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "Brexit and Uncertainty in Financial Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1719.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "On the Persistence of UK Inflation: A Long-Range Dependence Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1731.
• Geraldine Dany-Knedlik & Juan Angel Garcia, 2018, "Monetary Policy and Inflation Dynamics in ASEAN Economies," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1755.
• Capucine Nobletz, 2018, "Dollar canadien et prix du pétrole : quelle causalité ?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-40.
• Marcel, Bräutigam & Michel, Dacorogna & Marie, Kratz, 2018, "Predicting risk with risk measures : an empirical study," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1803, Feb.
• Christopoulos, Dimitris & McAdam, Peter & Tzavalis, Elias, 2018, "Dealing with endogeneity in threshold models using copulas: an illustration to the foreign trade multiplier," Working Paper Series, European Central Bank, number 2136, Mar.
• Guerrieri, Cinzia & Mendicino, Caterina, 2018, "Wealth effects in the euro area," Working Paper Series, European Central Bank, number 2157, Jun.
• Tooba Shojaie & Amir Mansour Tehranchian, 2018, "New Empirical Evidence on the Determinants of Capital Intensity: An Adaptive Comparison of Iran and China," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 94-100.
• Nihal Y ld r m M zrak & Muhammet Dastan, 2018, "Savings Rates in Turkey: The Prospects For A Sustainable Growth," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 227-237.
• Charan Raj Chimrani & Farhan Ahmed & Vinesh Kumar Panjwani, 2018, "Modeling Sectoral Stock Indexes Volatility: Empirical Evidence from Pakistan Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 319-324.
• Mustafa Emre Ertu rul & Kemaletttin Tanr seven, 2018, "Analysis of Income Convergence in G-20 Countries with Structural Break Unit Root Test," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 344-349.
• Zerrin KILI ARSLAN, 2018, "The Relationship between Exchange Rate Volatility and Foreign Direct Investment in Turkey: Toda and Yamamoto Causality Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 4, pages 61-67.
• Zul - Amry, 2018, "Bayesian Approach for Indonesia Inflation Forecasting," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 96-102.
• Sa d Benbachir & Sihame Lembarki, 2018, "Price Dynamics of Crude Oil in the Short and Long Term," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 103-114.
• Zouheir Ahmed Mighri & Majid Ibrahim Al Saggaf, 2018, "Gold - Silver Nexus: A Threshold Cointegration Approach," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 210-219.
• Mohammed Aljebrin, 2018, "Non-Oil Trade Openness and Financial Development Impacts on Economic Growth in Saudi Arabia," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 251-260.
• Ibrahim Arisoy, 2018, "An Empirical Examination of Unemployment Invariance Hypothesis, Discouraged and Added Worker Effects in Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 6, pages 11-14.
• Jorge Barrientos Marin & Elkin Tabares Orozco & Esteban Velilla, 2018, "Forecasting electricity price in Colombia: A comparison between Neural Network, ARMA process and Hybrid Models," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 97-106.
• Abd Azis Muthalib & Pasrun Adam & Rostin Rostin & Zainuddin Saenong & La Ode Suriadi, 2018, "The Influence of Fuel Prices and Unemployment Rate towards the Poverty Level in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 37-42.
• Omer Iskenderoglu & Ozkan Haykir, 2018, "Profit Persistence in Energy Industry: A Comparison Between Listed and Unlisted Companies," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 4, pages 288-292.
• Zafar Ahmad Sultan & Mohammad Imdadul Haque, 2018, "Oil Exports and Economic Growth: An Empirical Evidence from Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 281-287.
• Alexander Bass, 2018, "Does Electricity Supply Matter for Economic Growth in Russia: A Vector Error Correction Approach," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 313-318.
• Deborah Bentivoglio & Adele Finco & Giorgia Bucci, 2018, "Factors Affecting the Indonesian Palm Oil Market in Food and Fuel Industry: Evidence from a Time Series Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 49-57.
• Adedoyin Isola Lawal & Abiola A. Babajide & Tony Ikechukwu Nwanji & Damilola Eluyela, 2018, "Are Oil Prices Mean Reverting? Evidence from Unit Root Tests with Sharp and Smooth Breaks," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 292-298.
• Songül Kakýllý Acaravcý & Yunus Karaömer, 2018, "The Comparative Performance Evaluation of the Fama-French Five Factor Model in Turkey," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 6, issue 3, pages 1-12.
• Gil-Alana, Luis A. & Huijbens, Edward H., 2018, "Tourism in Iceland: Persistence and seasonality," Annals of Tourism Research, Elsevier, volume 68, issue C, pages 20-29, DOI: 10.1016/j.annals.2017.11.002.
• Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2018, "News and expected returns in East Asian equity markets: The RV-GARCHM model," Journal of Asian Economics, Elsevier, volume 57, issue C, pages 36-52, DOI: 10.1016/j.asieco.2018.06.003.
• Mensah, Jones Odei & Premaratne, Gamini, 2018, "Integration of ASEAN banking sector stocks," Journal of Asian Economics, Elsevier, volume 59, issue C, pages 48-60, DOI: 10.1016/j.asieco.2018.10.001.
• Dash, Saumya Ranjan & Maitra, Debasish, 2018, "Does Shariah index hedge against sentiment risk? Evidence from Indian stock market using time–frequency domain approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 20-35, DOI: 10.1016/j.jbef.2018.03.003.
• Long, Zhiming & Herrera, Rémy, 2018, "Capital in the twenty-first century in China," China Economic Review, Elsevier, volume 50, issue C, pages 153-174, DOI: 10.1016/j.chieco.2018.03.002.
• Hartigan, Luke, 2018, "Alternative HAC covariance matrix estimators with improved finite sample properties," Computational Statistics & Data Analysis, Elsevier, volume 119, issue C, pages 55-73, DOI: 10.1016/j.csda.2017.09.007.
• Winkelried, Diego, 2018, "Unit roots, flexible trends, and the Prebisch-Singer hypothesis," Journal of Development Economics, Elsevier, volume 132, issue C, pages 1-17, DOI: 10.1016/j.jdeveco.2017.11.005.
• Castelnuovo, Efrem & Pellegrino, Giovanni, 2018, "Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation," Journal of Economic Dynamics and Control, Elsevier, volume 93, issue C, pages 277-296, DOI: 10.1016/j.jedc.2018.01.034.
• Kaihatsu, Sohei & Nakajima, Jouchi, 2018, "Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model," Economic Analysis and Policy, Elsevier, volume 59, issue C, pages 69-83, DOI: 10.1016/j.eap.2018.04.003.
• Assaf, Ata, 2018, "Testing for bubbles in the art markets: An empirical investigation," Economic Modelling, Elsevier, volume 68, issue C, pages 340-355, DOI: 10.1016/j.econmod.2017.08.004.
• Montañés, Antonio & Olmos, Lorena & Reyes, Marcelo, 2018, "Has the Great Recession affected the convergence process? The case of Spanish provinces," Economic Modelling, Elsevier, volume 68, issue C, pages 360-371, DOI: 10.1016/j.econmod.2017.08.006.
• Bao, Te & Diks, Cees & Li, Hao, 2018, "A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction," Economic Modelling, Elsevier, volume 68, issue C, pages 611-621, DOI: 10.1016/j.econmod.2017.03.035.
• Fornaro, Paolo & Luomaranta, Henri, 2018, "Aggregate fluctuations and the effect of large corporations: Evidence from Finnish monthly data," Economic Modelling, Elsevier, volume 70, issue C, pages 245-258, DOI: 10.1016/j.econmod.2017.11.012.
• Cho, Dooyeon, 2018, "On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes," Economic Modelling, Elsevier, volume 70, issue C, pages 310-319, DOI: 10.1016/j.econmod.2017.11.013.
• Prabheesh, K.P. & Vidya, C.T., 2018, "Do business cycles, investment-specific technology shocks matter for stock returns?," Economic Modelling, Elsevier, volume 70, issue C, pages 511-524, DOI: 10.1016/j.econmod.2017.09.014.
• Ma, Feng & Liu, Jing & Wahab, M.I.M. & Zhang, Yaojie, 2018, "Forecasting the aggregate oil price volatility in a data-rich environment," Economic Modelling, Elsevier, volume 72, issue C, pages 320-332, DOI: 10.1016/j.econmod.2018.02.009.
• Dawood, Taufiq Carnegie & Francois, John Nana, 2018, "Substitution between private and government consumption in African economies," Economic Modelling, Elsevier, volume 73, issue C, pages 129-139, DOI: 10.1016/j.econmod.2018.03.012.
• Kruse, Robinson & Kaufmann, Hendrik & Wegener, Christoph, 2018, "Bias-corrected estimation for speculative bubbles in stock prices," Economic Modelling, Elsevier, volume 73, issue C, pages 354-364, DOI: 10.1016/j.econmod.2018.04.014.
• Gaglianone, Wagner Piazza & Guillén, Osmani Teixeira de Carvalho & Figueiredo, Francisco Marcos Rodrigues, 2018, "Estimating inflation persistence by quantile autoregression with quantile-specific unit roots," Economic Modelling, Elsevier, volume 73, issue C, pages 407-430, DOI: 10.1016/j.econmod.2018.04.018.
• Hur, Joonyoung, 2018, "Time-varying information rigidities and fluctuations in professional forecasters' disagreement," Economic Modelling, Elsevier, volume 75, issue C, pages 117-131, DOI: 10.1016/j.econmod.2018.06.009.
• Gupta, Rangan & Pierdzioch, Christian & Selmi, Refk & Wohar, Mark E., 2018, "Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 87-96, DOI: 10.1016/j.najef.2017.10.006.
• Qadan, Mahmoud, 2018, "Switches in price discovery: Are U.S. traders more qualified in making valuations?," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 221-234, DOI: 10.1016/j.najef.2018.01.004.
• Kim, Hyeongwoo & Kim, Jintae, 2018, "London calling: Nonlinear mean reversion across national stock markets," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 265-277, DOI: 10.1016/j.najef.2018.01.008.
• Ma, Feng & Li, Yu & Liu, Li & Zhang, Yaojie, 2018, "Are low-frequency data really uninformative? A forecasting combination perspective," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 92-108, DOI: 10.1016/j.najef.2017.11.006.
• Gupta, Rangan & Yoon, Seong-Min, 2018, "OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 206-214, DOI: 10.1016/j.najef.2018.02.010.
• Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2018, "Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 168-186, DOI: 10.1016/j.najef.2018.04.005.
• Santos, Augusto Seabra & Almeida, Alexandre N., 2018, "The Impact of Deforestation on Malaria Infections in the Brazilian Amazon," Ecological Economics, Elsevier, volume 154, issue C, pages 247-256, DOI: 10.1016/j.ecolecon.2018.08.005.
• Lee, Oesook, 2018, "Stationarity and functional central limit theorem for ARCH(∞) models," Economics Letters, Elsevier, volume 162, issue C, pages 107-111, DOI: 10.1016/j.econlet.2017.11.017.
• Michel, Jon & de Jong, Robert M., 2018, "Mixing properties of the dynamic Tobit model with mixing errors," Economics Letters, Elsevier, volume 162, issue C, pages 112-115, DOI: 10.1016/j.econlet.2017.11.008.
• Lobato, Ignacio N. & Velasco, Carlos, 2018, "Efficiency improvements for minimum distance estimation of causal and invertible ARMA models," Economics Letters, Elsevier, volume 162, issue C, pages 150-152, DOI: 10.1016/j.econlet.2017.11.013.
• Dolores Gadea-Rivas, M. & Gómez-Loscos, Ana & Bandrés, Eduardo, 2018, "Clustering regional business cycles," Economics Letters, Elsevier, volume 162, issue C, pages 171-176, DOI: 10.1016/j.econlet.2017.10.029.
• Jeong, Minsoo, 2018, "Consistent estimator of nonparametric structural spurious regression model for high frequency data," Economics Letters, Elsevier, volume 162, issue C, pages 18-21, DOI: 10.1016/j.econlet.2017.10.007.
• Kim, Byungsoo, 2018, "Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator," Economics Letters, Elsevier, volume 162, issue C, pages 93-97, DOI: 10.1016/j.econlet.2017.11.003.
• Phillip, Andrew & Chan, Jennifer S.K. & Peiris, Shelton, 2018, "A new look at Cryptocurrencies," Economics Letters, Elsevier, volume 163, issue C, pages 6-9, DOI: 10.1016/j.econlet.2017.11.020.
• Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2018, "A simple test on structural change in long-memory time series," Economics Letters, Elsevier, volume 163, issue C, pages 90-94, DOI: 10.1016/j.econlet.2017.12.007.
• Fei, Yijie, 2018, "Limit theory for mildly integrated process with intercept," Economics Letters, Elsevier, volume 163, issue C, pages 98-101, DOI: 10.1016/j.econlet.2017.12.008.
• Yang, Jingjing & Vogelsang, Timothy J., 2018, "Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators," Economics Letters, Elsevier, volume 165, issue C, pages 21-27, DOI: 10.1016/j.econlet.2018.01.023.
• Hachula, Michael & Nautz, Dieter, 2018, "The dynamic impact of macroeconomic news on long-term inflation expectations," Economics Letters, Elsevier, volume 165, issue C, pages 39-43, DOI: 10.1016/j.econlet.2018.01.015.
• Van Vliet, Ben, 2018, "An alternative model of Metcalfe’s Law for valuing Bitcoin," Economics Letters, Elsevier, volume 165, issue C, pages 70-72, DOI: 10.1016/j.econlet.2018.02.007.
• Yao, Feng & Wang, Taining & Tian, Jinjing & Kumbhakar, Subal C., 2018, "Estimation of a smooth coefficient zero-inefficiency panel stochastic frontier model: A semiparametric approach," Economics Letters, Elsevier, volume 166, issue C, pages 25-30, DOI: 10.1016/j.econlet.2018.02.015.
• Urquhart, Andrew, 2018, "What causes the attention of Bitcoin?," Economics Letters, Elsevier, volume 166, issue C, pages 40-44, DOI: 10.1016/j.econlet.2018.02.017.
• Di Iorio, Francesca & Fachin, Stefano, 2018, "The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration," Economics Letters, Elsevier, volume 166, issue C, pages 86-89, DOI: 10.1016/j.econlet.2018.02.026.
• Glocker, Christian & Wegmueller, Philipp, 2018, "International evidence of time-variation in trend labor productivity growth," Economics Letters, Elsevier, volume 167, issue C, pages 115-119, DOI: 10.1016/j.econlet.2018.03.025.
• Cheah, Eng-Tuck & Mishra, Tapas & Parhi, Mamata & Zhang, Zhuang, 2018, "Long Memory Interdependency and Inefficiency in Bitcoin Markets," Economics Letters, Elsevier, volume 167, issue C, pages 18-25, DOI: 10.1016/j.econlet.2018.02.010.
• Demirer, Riza & Gupta, Rangan, 2018, "Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data," Economics Letters, Elsevier, volume 167, issue C, pages 36-39, DOI: 10.1016/j.econlet.2018.03.006.
• Eroğlu, Burak Alparslan & Göğebakan, Kemal Çağlar & Trokić, Mirza, 2018, "Powerful nonparametric seasonal unit root tests," Economics Letters, Elsevier, volume 167, issue C, pages 75-80, DOI: 10.1016/j.econlet.2018.03.011.
• Qin, Ruibing & Ma, Junjie, 2018, "An efficient algorithm to estimate the change in variance," Economics Letters, Elsevier, volume 168, issue C, pages 15-17, DOI: 10.1016/j.econlet.2018.03.031.
• Kurz, Malte S., 2018, "A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation," Economics Letters, Elsevier, volume 168, issue C, pages 42-45, DOI: 10.1016/j.econlet.2018.03.037.
• Augustyniak, Maciej & Dufays, Arnaud, 2018, "Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space," Economics Letters, Elsevier, volume 170, issue C, pages 122-126, DOI: 10.1016/j.econlet.2018.06.009.
• Symitsi, Efthymia & Chalvatzis, Konstantinos J., 2018, "Return, volatility and shock spillovers of Bitcoin with energy and technology companies," Economics Letters, Elsevier, volume 170, issue C, pages 127-130, DOI: 10.1016/j.econlet.2018.06.012.
• Guo, Bin & Li, Shuo, 2018, "Diagnostic checking of Markov multiplicative error models," Economics Letters, Elsevier, volume 170, issue C, pages 139-142, DOI: 10.1016/j.econlet.2018.06.010.
• Jalles, João Tovar, 2018, "Fiscal rules and fiscal counter-cyclicality," Economics Letters, Elsevier, volume 170, issue C, pages 159-162, DOI: 10.1016/j.econlet.2018.06.020.
• Skrobotov, Anton, 2018, "On bootstrap implementation of likelihood ratio test for a unit root," Economics Letters, Elsevier, volume 171, issue C, pages 154-158, DOI: 10.1016/j.econlet.2018.07.030.
• Baillie, Richard T. & Kim, Kun Ho, 2018, "Choices between OLS with robust inference and feasible GLS in time series regressions," Economics Letters, Elsevier, volume 171, issue C, pages 218-221, DOI: 10.1016/j.econlet.2018.07.036.
• Andrle, Michal & Plašil, Miroslav, 2018, "Econometrics with system priors," Economics Letters, Elsevier, volume 172, issue C, pages 134-137, DOI: 10.1016/j.econlet.2018.08.038.
• Demirer, Riza & Omay, Tolga & Yuksel, Asli & Yuksel, Aydin, 2018, "Global risk aversion and emerging market return comovements," Economics Letters, Elsevier, volume 173, issue C, pages 118-121, DOI: 10.1016/j.econlet.2018.09.027.
• Chaim, Pedro & Laurini, Márcio P., 2018, "Volatility and return jumps in bitcoin," Economics Letters, Elsevier, volume 173, issue C, pages 158-163, DOI: 10.1016/j.econlet.2018.10.011.
• Eika, Lasse, 2018, "Income dynamics when shocks occur during the year," Economics Letters, Elsevier, volume 173, issue C, pages 27-29, DOI: 10.1016/j.econlet.2018.09.013.
• Hwang, Eunju & Shin, Dong Wan, 2018, "Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity," Journal of Econometrics, Elsevier, volume 202, issue 2, pages 178-195, DOI: 10.1016/j.jeconom.2017.10.001.
• Kim, Donggyu & Kong, Xin-Bing & Li, Cui-Xia & Wang, Yazhen, 2018, "Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 69-79, DOI: 10.1016/j.jeconom.2017.09.006.
• Li, Yingying & Zhang, Zhiyuan & Li, Yichu, 2018, "A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 187-222, DOI: 10.1016/j.jeconom.2017.11.006.
• Li, Jia & Patton, Andrew J., 2018, "Asymptotic inference about predictive accuracy using high frequency data," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 223-240, DOI: 10.1016/j.jeconom.2017.10.005.
• Corradi, Valentina & Silvapulle, Mervyn J. & Swanson, Norman R., 2018, "Testing for jumps and jump intensity path dependence," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 248-267, DOI: 10.1016/j.jeconom.2018.02.004.
• Antoine, Bertille & Boldea, Otilia, 2018, "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 268-300, DOI: 10.1016/j.jeconom.2018.02.005.
• Kong, Xin-Bing & Liu, Cheng, 2018, "Testing against constant factor loading matrix with large panel high-frequency data," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 301-319, DOI: 10.1016/j.jeconom.2018.03.001.
• Forneron, Jean-Jacques & Ng, Serena, 2018, "The ABC of simulation estimation with auxiliary statistics," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 112-139, DOI: 10.1016/j.jeconom.2018.03.007.
• Mao, Guangyu & Zhang, Zhengjun, 2018, "Stochastic tail index model for high frequency financial data with Bayesian analysis," Journal of Econometrics, Elsevier, volume 205, issue 2, pages 470-487, DOI: 10.1016/j.jeconom.2018.03.019.
• Clinet, Simon & Potiron, Yoann, 2018, "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 103-142, DOI: 10.1016/j.jeconom.2018.05.002.
• Zhu, Qianqian & Zheng, Yao & Li, Guodong, 2018, "Linear double autoregression," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 162-174, DOI: 10.1016/j.jeconom.2018.05.006.
• Dong, Chaohua & Linton, Oliver, 2018, "Additive nonparametric models with time variable and both stationary and nonstationary regressors," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 212-236, DOI: 10.1016/j.jeconom.2018.05.007.
• Wang, Qiying & Wu, Dongsheng & Zhu, Ke, 2018, "Model checks for nonlinear cointegrating regression," Journal of Econometrics, Elsevier, volume 207, issue 2, pages 261-284, DOI: 10.1016/j.jeconom.2018.08.002.
• Zhang, Rongmao & Chan, Ngai Hang, 2018, "Portmanteau-type tests for unit-root and cointegration," Journal of Econometrics, Elsevier, volume 207, issue 2, pages 307-324, DOI: 10.1016/j.jeconom.2018.08.004.
• Carvalho, Carlos & Masini, Ricardo & Medeiros, Marcelo C., 2018, "ArCo: An artificial counterfactual approach for high-dimensional panel time-series data," Journal of Econometrics, Elsevier, volume 207, issue 2, pages 352-380, DOI: 10.1016/j.jeconom.2018.07.005.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2018, "Controlling the size of autocorrelation robust tests," Journal of Econometrics, Elsevier, volume 207, issue 2, pages 406-431, DOI: 10.1016/j.jeconom.2018.08.005.
• Miller, J. Isaac, 2018, "Simple robust tests for the specification of high-frequency predictors of a low-frequency series," Econometrics and Statistics, Elsevier, volume 5, issue C, pages 45-66, DOI: 10.1016/j.ecosta.2016.09.001.
• Cuestas, Juan Carlos & Gil-Alana, Luis A., 2018, "Oil price shocks and unemployment in Central and Eastern Europe," Economic Systems, Elsevier, volume 42, issue 1, pages 164-173, DOI: 10.1016/j.ecosys.2017.05.005.
• Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018, "Geopolitical risks and stock market dynamics of the BRICS," Economic Systems, Elsevier, volume 42, issue 2, pages 295-306, DOI: 10.1016/j.ecosys.2017.05.008.
• Soetevent, Adriaan R. & Bružikas, Tadas, 2018, "The impact of process innovation on prices: Evidence from automated fuel retailing in The Netherlands," European Economic Review, Elsevier, volume 110, issue C, pages 181-196, DOI: 10.1016/j.euroecorev.2018.07.008.
• Rizvi, Syed Aun R. & Arshad, Shaista & Alam, Nafis, 2018, "A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets," Emerging Markets Review, Elsevier, volume 34, issue C, pages 143-161, DOI: 10.1016/j.ememar.2017.11.005.
• Wang, Yudong & Liu, Li & Ma, Feng & Diao, Xundi, 2018, "Momentum of return predictability," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 141-156, DOI: 10.1016/j.jempfin.2017.11.003.
• González, Mariano & Nave, Juan & Rubio, Gonzalo, 2018, "Macroeconomic determinants of stock market betas," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 26-44, DOI: 10.1016/j.jempfin.2017.10.003.
• Hjalmarsson, Erik, 2018, "Maximal predictability under long-term mean reversion," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 269-282, DOI: 10.1016/j.jempfin.2017.11.006.
• Kaminska, Iryna & Roberts-Sklar, Matt, 2018, "Volatility in equity markets and monetary policy rate uncertainty," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 68-83, DOI: 10.1016/j.jempfin.2017.09.008.
• Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2018, "Forecasting global stock market implied volatility indices," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 111-129, DOI: 10.1016/j.jempfin.2017.12.008.
• Chorro, Christophe & Guégan, Dominique & Ielpo, Florian & Lalaharison, Hanjarivo, 2018, "Testing for leverage effects in the returns of US equities," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 290-306, DOI: 10.1016/j.jempfin.2018.07.008.
• Campbell, Alrick, 2018, "Price and income elasticities of electricity demand: Evidence from Jamaica," Energy Economics, Elsevier, volume 69, issue C, pages 19-32, DOI: 10.1016/j.eneco.2017.10.040.
• Bagnai, Alberto & Mongeau Ospina, Christian Alexander, 2018, "Asymmetries, outliers and structural stability in the US gasoline market," Energy Economics, Elsevier, volume 69, issue C, pages 250-260, DOI: 10.1016/j.eneco.2017.11.014.
• Sharma, Shahil & Escobari, Diego, 2018, "Identifying price bubble periods in the energy sector," Energy Economics, Elsevier, volume 69, issue C, pages 418-429, DOI: 10.1016/j.eneco.2017.12.007.
• Ziel, Florian & Weron, Rafał, 2018, "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Energy Economics, Elsevier, volume 70, issue C, pages 396-420, DOI: 10.1016/j.eneco.2017.12.016.
• Troster, Victor & Shahbaz, Muhammad & Uddin, Gazi Salah, 2018, "Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis," Energy Economics, Elsevier, volume 70, issue C, pages 440-452, DOI: 10.1016/j.eneco.2018.01.029.
• Presno, María José & Landajo, Manuel & Fernández González, Paula, 2018, "Stochastic convergence in per capita CO2 emissions. An approach from nonlinear stationarity analysis," Energy Economics, Elsevier, volume 70, issue C, pages 563-581, DOI: 10.1016/j.eneco.2015.10.001.
• Caspi, Itamar & Katzke, Nico & Gupta, Rangan, 2018, "Date stamping historical periods of oil price explosivity: 1876–2014," Energy Economics, Elsevier, volume 70, issue C, pages 582-587, DOI: 10.1016/j.eneco.2015.03.029.
• Badeeb, Ramez Abubakr & Lean, Hooi Hooi, 2018, "Asymmetric impact of oil price on Islamic sectoral stocks," Energy Economics, Elsevier, volume 71, issue C, pages 128-139, DOI: 10.1016/j.eneco.2017.11.012.
• Wang, Minggang & Tian, Lixin & Zhou, Peng, 2018, "A novel approach for oil price forecasting based on data fluctuation network," Energy Economics, Elsevier, volume 71, issue C, pages 201-212, DOI: 10.1016/j.eneco.2018.02.021.
• Shahbaz, Muhammad & Zakaria, Muhammad & Shahzad, Syed Jawad Hussain & Mahalik, Mantu Kumar, 2018, "The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach," Energy Economics, Elsevier, volume 71, issue C, pages 282-301, DOI: 10.1016/j.eneco.2018.02.023.
• Bos, Martijn & Demirer, Riza & Gupta, Rangan & Tiwari, Aviral Kumar, 2018, "Oil returns and volatility: The role of mergers and acquisitions," Energy Economics, Elsevier, volume 71, issue C, pages 62-69, DOI: 10.1016/j.eneco.2018.01.034.
• Peng, Cheng & Zhu, Huiming & Guo, Yawei & Chen, Xiuyun, 2018, "Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile," Energy Economics, Elsevier, volume 72, issue C, pages 188-199, DOI: 10.1016/j.eneco.2018.04.007.
• Tajudeen, Ibrahim A. & Wossink, Ada & Banerjee, Prasenjit, 2018, "How significant is energy efficiency to mitigate CO2 emissions? Evidence from OECD countries," Energy Economics, Elsevier, volume 72, issue C, pages 200-221, DOI: 10.1016/j.eneco.2018.04.010.
• Liu, Jing & Ma, Feng & Yang, Ke & Zhang, Yaojie, 2018, "Forecasting the oil futures price volatility: Large jumps and small jumps," Energy Economics, Elsevier, volume 72, issue C, pages 321-330, DOI: 10.1016/j.eneco.2018.04.023.
• Bekhet, Hussain Ali & Othman, Nor Salwati, 2018, "The role of renewable energy to validate dynamic interaction between CO2 emissions and GDP toward sustainable development in Malaysia," Energy Economics, Elsevier, volume 72, issue C, pages 47-61, DOI: 10.1016/j.eneco.2018.03.028.
• Kristjanpoller R., Werner & Sierra C., Alejandro & Scavia D., Javier, 2018, "Dynamic co-movements between energy consumption and economic growth. A panel data and wavelet perspective," Energy Economics, Elsevier, volume 72, issue C, pages 640-649, DOI: 10.1016/j.eneco.2018.05.010.
• Escribano, Alvaro & Sucarrat, Genaro, 2018, "Equation-by-equation estimation of multivariate periodic electricity price volatility," Energy Economics, Elsevier, volume 74, issue C, pages 287-298, DOI: 10.1016/j.eneco.2018.05.017.
• Li, Xiafei & Wei, Yu, 2018, "The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method," Energy Economics, Elsevier, volume 74, issue C, pages 565-581, DOI: 10.1016/j.eneco.2018.07.011.
• Rodrigues, Niágara & Losekann, Luciano & Silveira Filho, Getulio, 2018, "Demand of automotive fuels in Brazil: Underlying energy demand trend and asymmetric price response," Energy Economics, Elsevier, volume 74, issue C, pages 644-655, DOI: 10.1016/j.eneco.2018.07.005.
• Balcilar, Mehmet & Hammoudeh, Shawkat & Toparli, Elif Akay, 2018, "On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach," Energy Economics, Elsevier, volume 74, issue C, pages 813-827, DOI: 10.1016/j.eneco.2018.07.027.
• Uribe, Jorge M. & Guillen, Montserrat & Mosquera-López, Stephania, 2018, "Uncovering the nonlinear predictive causality between natural gas and electricity prices," Energy Economics, Elsevier, volume 74, issue C, pages 904-916, DOI: 10.1016/j.eneco.2018.07.025.
• Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018, "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, volume 75, issue C, pages 239-248, DOI: 10.1016/j.eneco.2018.08.021.
• Ma, Feng & Zhang, Yaojie & Huang, Dengshi & Lai, Xiaodong, 2018, "Forecasting oil futures price volatility: New evidence from realized range-based volatility," Energy Economics, Elsevier, volume 75, issue C, pages 400-409, DOI: 10.1016/j.eneco.2018.09.006.
• Hammoudeh, Shawkat & Reboredo, Juan C., 2018, "Oil price dynamics and market-based inflation expectations," Energy Economics, Elsevier, volume 75, issue C, pages 484-491, DOI: 10.1016/j.eneco.2018.09.011.
• Dogah, Kingsley E. & Premaratne, Gamini, 2018, "Sectoral exposure of financial markets to oil risk factors in BRICS countries," Energy Economics, Elsevier, volume 76, issue C, pages 228-256, DOI: 10.1016/j.eneco.2018.09.014.
• Gogolin, Fabian & Kearney, Fearghal & Lucey, Brian M. & Peat, Maurice & Vigne, Samuel A., 2018, "Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis," Energy Economics, Elsevier, volume 76, issue C, pages 584-593, DOI: 10.1016/j.eneco.2018.10.002.
• Liu, Tie-Ying & Lee, Chien-Chiang, 2018, "Will the energy price bubble burst?," Energy, Elsevier, volume 150, issue C, pages 276-288, DOI: 10.1016/j.energy.2018.02.075.
• Halicioglu, Ferda & Ketenci, Natalya, 2018, "Output, renewable and non-renewable energy production, and international trade: Evidence from EU-15 countries," Energy, Elsevier, volume 159, issue C, pages 995-1002, DOI: 10.1016/j.energy.2018.06.197.
• Zhang, Guofu & Liu, Wei, 2018, "Analysis of the international propagation of contagion between oil and stock markets," Energy, Elsevier, volume 165, issue PA, pages 469-486, DOI: 10.1016/j.energy.2018.09.024.
• Nonejad, Nima, 2018, "Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 260-270, DOI: 10.1016/j.irfa.2018.03.012.
• Bedoui, Rihab & Braeik, Sana & Goutte, Stéphane & Guesmi, Khaled, 2018, "On the study of conditional dependence structure between oil, gold and USD exchange rates," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 134-146, DOI: 10.1016/j.irfa.2018.07.001.
• Labidi, Chiaz & Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Bekiros, Stelios, 2018, "Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 179-211, DOI: 10.1016/j.irfa.2018.08.005.
• 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.