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

• Richard W. Booser, 2018, "An Algorithm Exploiting Episodes of Inefficient Asset Pricing to Derive a Macro-Foundation Scaled Metric for Systemic Risk: A Time-Series Martingale Representation," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 1, pages 1-3.
• Djahoué Mangblé Gérald, 2018, "Estimating and Forecasting West Africa Stock Market Volatility Using Asymmetric GARCH Models," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 6, pages 1-4.
• Dunne, Peter G., 2018, "Positive liquidity spillovers from sovereign bond-backed securities," ESRB Working Paper Series, European Systemic Risk Board, number 67, Jan.
• Gary Koop & Stuart McIntyre & James Mitchell, 2018, "UK regional nowcasting using a mixed frequency vector autoregressive model," Working Papers, University of Strathclyde Business School, Department of Economics, number 1805, Jul.
• Marian Vavra, 2018, "Assessing Distributional Properties of Forecast Errors," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2018, Mar.
• Zacharias Psaradakis & Marian Vavra, 2018, "Bootstrap Assisted Tests of Symmetry for Dependent Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2018, Oct.
• Timothy Neal, 2018, "Multidimensional Parameter Heterogeneity in Panel Data Models," Discussion Papers, School of Economics, The University of New South Wales, number 2016-15A, Feb.
• Jiang, Bibo & Lu, Ye & Park, Joon Y., 2018, "Testing for Stationarity at High Frequency," Working Papers, University of Sydney, School of Economics, number 2018-09, Jul.
• Chang, Yoosoon & Lu, Ye & Park, Joon Y., 2018, "Understanding Regressions with Observations Collected at High Frequency over Long Span," Working Papers, University of Sydney, School of Economics, number 2018-10, Jul.
• Marcelo Arbex & Sidney Caetano & Michel Souza, 2018, "Asymmetric effects of shocks on TFP," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 3, pages 206-210, February, DOI: 10.1080/13504851.2017.1310990.
• Tolga Omay & Furkan Emirmahmutoglu & Mubariz Hasanov, 2018, "Structural break, nonlinearity and asymmetry: a re-examination of PPP proposition," Applied Economics, Taylor & Francis Journals, volume 50, issue 12, pages 1289-1308, March, DOI: 10.1080/00036846.2017.1361005.
• Carsten Colombier, 2018, "Population ageing in healthcare – a minor issue? Evidence from Switzerland," Applied Economics, Taylor & Francis Journals, volume 50, issue 15, pages 1746-1760, March, DOI: 10.1080/00036846.2017.1374538.
• Sebastian Gechert & Rafael Mentges, 2018, "Financial cycles and fiscal multipliers," Applied Economics, Taylor & Francis Journals, volume 50, issue 24, pages 2635-2651, May, DOI: 10.1080/00036846.2017.1403563.
• Georgios Bampinas & Konstantinos Ladopoulos & Theodore Panagiotidis, 2018, "A note on the estimated GARCH coefficients from the S&P1500 universe," Applied Economics, Taylor & Francis Journals, volume 50, issue 34-35, pages 3647-3653, July, DOI: 10.1080/00036846.2018.1436155.
• Sakiru Adebola Solarin & Muhammad Shahbaz & Chris Stewart, 2018, "Is the consumption-income ratio stationary in African countries? Evidence from new time series tests that allow for structural breaks," Applied Economics, Taylor & Francis Journals, volume 50, issue 38, pages 4122-4136, August, DOI: 10.1080/00036846.2018.1441515.
• David E. Allen & Chialin Chang & Michael McAleer & Abhay K Singh, 2018, "A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices," Applied Economics, Taylor & Francis Journals, volume 50, issue 7, pages 804-823, February, DOI: 10.1080/00036846.2017.1340581.
• Seong Yeon Chang & Pierre Perron, 2018, "A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 6, pages 577-601, July, DOI: 10.1080/07474938.2015.1122142.
• Guillaume Gaetan Martinet & Michael McAleer, 2018, "On the invertibility of EGARCH(p, q)," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 8, pages 824-849, September, DOI: 10.1080/07474938.2016.1167994.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018, "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 4, pages 333-346, March, DOI: 10.1080/1351847X.2016.1239586.
• Carlos A. Medel, 2018, "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," International Economic Journal, Taylor & Francis Journals, volume 32, issue 3, pages 331-371, July, DOI: 10.1080/10168737.2018.1501589.
• Bernard Njindan Iyke & Sin-Yu Ho, 2018, "Nonlinear effects of exchange rate changes on the South African bilateral trade balance," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 27, issue 3, pages 350-363, April, DOI: 10.1080/09638199.2017.1378916.
• Christophe Andre & Mehmet Balcilar & Tsangyao Chang & Luis Alberiko Gil-Alana & Rangan Gupta, 2018, "Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 27, issue 6, pages 638-654, August, DOI: 10.1080/09638199.2017.1410853.
• Rasmus T. Varneskov & Pierre Perron, 2018, "Combining long memory and level shifts in modelling and forecasting the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 3, pages 371-393, March, DOI: 10.1080/14697688.2017.1329591.
• Soumyananda Dinda, 2018, "Production technology and carbon emission: long-run relation with short-run dynamics," Journal of Applied Economics, Taylor & Francis Journals, volume 21, issue 1, pages 106-121, January, DOI: 10.1080/15140326.2018.1526871.
• Alireza Ermagun & David Levinson, 2018, "Spatiotemporal traffic forecasting: review and proposed directions," Transport Reviews, Taylor & Francis Journals, volume 38, issue 6, pages 786-814, November, DOI: 10.1080/01441647.2018.1442887.
• Evren Erdogan Cosar & Sayg�n Sahinoz, 2018, "Quantifying Uncertainty and Identifying its Impacts on the Turkish Economy," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1806.
• Selcuk Gul, 2018, "Turkiye'de Reel Kur Hareketlerinin �hracat Uzerindeki Asimetrik Etkileri (Asymmetric Effects of Real Exchange Rate Movements on Turkish Exports)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1812.
• Chia-Lin Chang & Te-Ke Mai & Michael McAleer, 2018, "Pricing Carbon Emissions in China," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-001/III, Jan.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "An Event Study of Chinese Tourists to Taiwan," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-003/III, Jan.
• Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2018, "Missing Observations in Observation-Driven Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-013/III, Feb.
• Silvia Garcia Mandico & Pilar (P.) Garcia-Gomez & Anne (A.C.) Gielen & Owen (O.A.) O'Donnell, 2018, "Earnings responses to disability benefit cuts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-023/V, Mar.
• Chia-Lin Chang & Te-Ke Mai & Michael McAleer, 2018, "Establishing National Carbon Emission Prices for China," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-028/III, Mar.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "Risk Spillovers in Returns for Chinese and International Tourists to Taiwan," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-031/III, Mar.
• Norbert Christopeit & Michael Massmann, 2018, "Strong consistency of the least squares estimator in regression models with adaptive learning," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-045/III, May.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "Asymmetric Risk Impacts of Chinese Tourists to Taiwan," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-047/III, May.
• Jukka Ilomaki & Hannu Laurila & Michael McAleer, 2018, "Simple Market Timing with Moving Averages," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-048/III, May.
• Francisco (F.) Blasques & Siem Jan (S.J.) Koopman & Marc Nientker, 2018, "A Time-Varying Parameter Model for Local Explosions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-088/III, Nov.
• Heikki Kauppi & Timo Virtanen, 2018, "Boosting Non-linear Predictabilityof Macroeconomic Time Series," Discussion Papers, Aboa Centre for Economics, number 124, Dec.
• Louisa Kammerer & Miguel D. Ramirez, 2018, "Did Smaller Firms face Higher Costs of Credit during the Great Recession? A Vector Error Correction Analysis with Structural Breaks," Working Papers, Trinity College, Department of Economics, number 1707, May, revised Jun 2018.
• Carlo Fezzi & Luca Mosetti, 2018, "Size matters: Estimation sample length and electricity price forecasting accuracy," DEM Working Papers, Department of Economics and Management, number 2018/10.
• Mohamed Chikhi & Ali Bendob, 2018, "Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 2, pages 105-120, DOI: http://dx.doi.org/10.1991/jefa.v2i2.
• Tihana Skrinjaric, 2018, "Rolling Regression Capm On Zagreb Stock Exchange - Can Investors Profit From It?," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 16, issue 2, pages 7-22, November.
• Sophie Altermatt & Simon Beyeler, 2018, "Shall We Twist?," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1825, May.
• Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor, 2018, "Temporal Aggregation of Seasonally Near-Integrated Processes," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 86.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "An event study of chinese tourists to Taiwan," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-01, Jan.
• Chia-Lin Chang & Te-Ke Mai & Michael McAleer, 2018, "Pricing carbon emissions in China," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-03, Jan.
• Chia-Lin Chang & Michael McAleer, 2018, "The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-08, Mar.
• Chia-Lin Chang & Michael McAleer & Te-Ke Mai, 2018, "Establishing National Carbon Emission Prices for China," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-10, Mar.
• Chia-Lin Chang & Michael McAleer & Shu-Han Hsu, 2018, "Risk Spillovers in Returns for Chinese and International Tourists to Taiwan," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-11, Mar.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "Asymmetric Risk Impacts of Chinese Tourists to Taiwan," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-05.
• Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018, "Asymmetric Risk Impacts of Chinese Tourists to Taiwan," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-05.
• J. A. Lafuente & R. Pérez & J. Ruiz, 2018, "Disentangling permanent and transitory monetary shocks with a non-linear Taylor rule," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-19, Sep.
• Manabu Asai & Shelton Peiris & Michael McAleer & David E. Allen, 2018, "Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-22, Sep.
• Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018, "Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-24, Sep.
• Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018, "Long Run Returns Predictability and Volatility with Moving Averages," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-25, Sep.
• Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2018, "Prediction Regions for Interval-valued Time Series," Working Papers, University of California at Riverside, Department of Economics, number 201817, Oct.
• Alula Nerea, 2018, "The Impact of Illicit Financial Flow on Economic Growth of Ethiopia," Working Papers, University of Ferrara, Department of Economics, number 2018107, Dec.
• Artem Vdovychenko, 2018, "How Does Fiscal Policy Affect GDP and Inflation in Ukraine?," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 244, pages 25-43, DOI: 10.26531/vnbu2018.244.02.
• Artem Vdovychenko, 2018, "Estimating the Fiscal Impulse in Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 245, pages 45-63, DOI: 10.26531/vnbu2018.245.03.
• Anabela Marques Santos & Michele Cincera, 2018, "Tourism demand, low cost carriers and European institutions: The case of Brussels," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/290326, Jun.
• Claude DIEBOLT & Karine PELLIER, 2018, "Patents in the Long Run: Theory, History and Statistics," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2018-20.
• Silvia Altmark & Karina Larruina & Gabriela Mordecki, 2018, "Visiting friends and relatives tourism: the case of Uruguay," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 18-08, Aug.
• J. Isaac Miller, 2018, "Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data," Working Papers, Department of Economics, University of Missouri, number 1809, Jun.
• Atsushi Inoue & Barbara Rossi, 2018, "The effects of conventional and unconventional monetary policy on exchange rates," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1639, Dec.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018, "Confidence intervals for bias and size distortion in IV and local projections–IV models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1640, Sep.
• Waseem Khan & Saghir Ansari, 2018, "Does Agriculture Matter for Economic Growth of Uttar Pradesh (India)?," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, volume 1, issue 3, pages 1029-1037.
• Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics, 2018, "Predicting Bond Betas using Macro-Finance Variables," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/306546.
• Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2018, "Reducing Dimensions in a Large TVP-VAR," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 43, Mar.
• Nyasha, Sheilla & Odhiambo, Nicholas M., 2018, "Determinants of the Brazilian stock market development," Working Papers, University of South Africa, Department of Economics, number 24248, Jun.
• Ken Stewart, 2018, "Normalized CES Supply Systems: Replication of Klump, McAdam, and Willman (2007)," Department Discussion Papers, Department of Economics, University of Victoria, number 1807, Oct.
• URAL, Mert & DEMİRELİ, Erhan, 2018, "Modeling Asymmetric Volatility In The Chicago Board Options Exchange Volatility Index," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 1, pages 20-31.
• DUȚĂ, Violeta, 2018, "Using The Symmetric Models Garch (1.1) And Garch-M (1.1) To Investigate Volatility And Persistence For The European And Us Financial Markets," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 1, pages 64-86.
• Gonzalo Caballero & Marcos Álvarez-Díaz, 2018, "The Procyclicality of Political Trust in Spain," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 1, pages 21-36.
• Yi-Hsien Wang & Kuang-Hsun Shih & Je-Wei Jang, 2018, "Relationship among Weather Effects, Investors' Moods and Stock Market Risk: An Analysis of Bull and Bear Markets in Taiwan, Japan and Hong Kong," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 2, pages 239-253.
• Franz J. Prante, 2018, "Macroeconomic Effects of Personal and Functional Income Inequality: Theory and Empirical Evidence for the US and Germany," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 3, pages 289-318.
• Boriss Siliverstovs, 2018, "Dissecting the Purchasing Managers’ Index: Are All Relevant Components Included? Are All Included Components Relevant?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 4, pages 381-394.
• Vladimir Filipovski & Predrag Trpeski & Jane Bogoev, 2018, "Business Cycle Synchronization of a Small Open EU-Candidate Country’s Economy with the EU Economy," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 5, pages 609-631.
• Slaveya Zhelyazkova, 2018, "ARFIMA-FIGARCH, HYGARCH and FIAPARCH Models of Exchange Rates," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, volume 7, issue 2, pages 142-153, November.
• Mariana Kaneva, 2018, "Telecommunications in the Balkans - Retrospective Statistical Analysis," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, volume 7, issue 2, pages 163-174, November.
• Dimitria Karadimova, 2018, "Factoral Impact of House Prices in Bulgaria: Cross-Spectral Analysis," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, volume 7, issue 2, pages 184-191, November.
• Shaheen Rozina, 2018, "Testing Fiscal Dominance Hypothesis in a Structural VAR Specification for Pakistan," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 1, pages 51-63, March, DOI: 10.2478/saeb-2018-0003.
• Radović Milica & Radukić Snežana & Njegomir Vladimir, 2018, "The Application of the Markowitz’s Model in Efficient Portfolio Forming on the Capital Market in the Republic of Serbia," Economic Themes, Sciendo, volume 56, issue 1, pages 17-34, April, DOI: 10.2478/ethemes-2018-0002.
• Buczyński Mateusz & Chlebus Marcin, 2018, "Comparison of Semi-Parametric and Benchmark Value-At-Risk Models in Several Time Periods with Different Volatility Levels," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 14, issue 2, pages 67-82, June, DOI: 10.2478/fiqf-2018-0013.
• Ślepaczuk Robert & Sakowski Paweł & Zakrzewski Grzegorz, 2018, "Investment Strategies that Beat the Market. What Can We Squeeze from the Market?," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 14, issue 4, pages 36-55, December, DOI: 10.2478/fiqf-2018-0026.
• Wysocki Maciej & Wójcik Cezary, 2018, "Sustainability of fiscal policy in Poland in the period 2004–2017," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 54, issue 3, pages 219-226, September, DOI: 10.2478/ijme-2018-0021.
• Biyase Mduduzi & Rooderick September, 2018, "Determinants of FDI in BRICS Countries: Panel Data Approach," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 63, issue 2, pages 35-48, August, DOI: 10.2478/subboec-2018-0007.
• Sani Bawa & Rabia Muhammad Abdul & Zainab Sani & Mohammed Dauda, 2018, "Testing The J-Curve Phenomenon In Nigeria: An Ardl Bounds Testing Approach," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 18, issue 1, pages 47-71, June.
• Komain Jiranyakul, 2018, "How Does the Policy Rate Respond to Output and Prices in Thailand?," Economic Research Guardian, Mutascu Publishing, volume 8, issue 1, pages 11-24, June.
• Xolisa Vayi & Andrew Phiri, 2018, "A Sequential Panel Selection Approach to Cointegration Analysis: An Application to Wagner’s Law for South African Provincial Data," Economic Research Guardian, Mutascu Publishing, volume 8, issue 1, pages 25-39, June.
• Alexander Mayer, 2018, "Estimation and Inference in Adaptive Learning Models with Slowly Decreasing Gains," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 18-03, Jul.
• Chanjin Chung & Johnna Rushin & Prasanna Surathkal, 2018, "Impact of the livestock mandatory reporting act on the vertical price transmission within the beef supply chain," Agribusiness, John Wiley & Sons, Ltd., volume 34, issue 3, pages 562-578, June, DOI: 10.1002/agr.21546.
• Kenneth G. Stewart, 2018, "Normalized CES supply systems: Replication of Klump, McAdam, and Willman (2007)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 2, pages 290-296, March, DOI: 10.1002/jae.2591.
• Constantino Hevia & Ivan Petrella & Martin Sola, 2018, "Risk premia and seasonality in commodity futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 853-873, September, DOI: 10.1002/jae.2631.
• Eduardo Rossi & Paolo Santucci de Magistris, 2018, "Indirect inference with time series observed with error," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 874-897, September, DOI: 10.1002/jae.2639.
• Carlos Díaz, 2018, "Extracting information shocks from the Bank of England inflation density forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 3, pages 316-326, April, DOI: 10.1002/for.2501.
• Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2018, "Forecasting US GNP growth: The role of uncertainty," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 541-559, August, DOI: 10.1002/for.2517.
• Chia-Lin Chang & Te-Ke Mai & Michael Mcaleer, 2018, "Pricing Carbon Emissions In China," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 1-37, September, DOI: 10.1142/S2010495218500148.
• Bartosz Uniejewski & Rafal Weron, 2018, "Efficient forecasting of electricity spot prices with expert and LASSO models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/02, Jun.
• Katarzyna Hubicka & Grzegorz Marcjasz & Rafal Weron, 2018, "A note on averaging day-ahead electricity price forecasts across calibration windows," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/03, Jul.
• Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2018, "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/05, Jul.
• Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2018, "Selection of calibration windows for day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/06, Aug.
• Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2018, "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/07, Aug.
• Rafal Weron & Florian Ziel, 2018, "Electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/08, Sep.
• Xuexin Wang, 2018, "Consistent Estimation Of Models Defined By Conditional Moment Restrictions Under Minimal Identifying Conditions," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2018-10-29, Oct.
• Ivan D. Trofimov Nazaria Md. Aris Dickson C. D. Xuan, 2018, "Macroeconomic and Demographic Determinants of Residential Property Prices in Malaysia," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 21, issue 2, pages 71-96, November, DOI: 10.2478/zireb-2018-0015.
• Hacer Simay Karaalp-Orhan, 2018, "The Impact of Gender-Specific Human Capital on Economic Growth: An Empirical Investigation for Turkey," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 21, issue SCI, pages 15-30, December.
• Granziera, Eleonora & Sekhposyan, Tatevik, 2018, "Predicting relative forecasting performance: An empirical investigation," Bank of Finland Research Discussion Papers, Bank of Finland, number 23/2018.
• Kurz-Kim, Jeong-Ryeol, 2018, "A note on the predictive power of survey data in nowcasting euro area GDP," Discussion Papers, Deutsche Bundesbank, number 10/2018.
• Pinkwart, Nicolas, 2018, "Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations," Discussion Papers, Deutsche Bundesbank, number 36/2018.
• Ollech, Daniel, 2018, "Seasonal adjustment of daily time series," Discussion Papers, Deutsche Bundesbank, number 41/2018.
• Ahmed, Osama, 2018, "Vertical price transmission in the Egyptian tomato sector after the Arab Spring," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 50, issue 47, pages 5094-5109, DOI: 10.1080/00036846.2018.1472739.
• Jurkėnaitė, Nelė & Djuric, Ivan, 2018, "Impact of the Russian trade bans on Lithuanian pork sector," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 40, issue 4, pages 481-491, DOI: 10.15544/mts.2018.44.
• Hanoma, Ahmed & Nautz, Dieter, 2018, "The information content of inflation swap rates for the long-term inflation expectations of professionals: Evidence from a MIDAS analysis," Discussion Papers, Free University Berlin, School of Business & Economics, number 2018/16.
• Fasoula, Evanthia & Schweikert, Karsten, 2018, "Price regulations and price adjustment dynamics: Evidence from the Austrian retail fuel market," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 08-2018.
• Lee, Jaeram & Lee, Geul & Ryu, Doojin, 2018, "Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-68.
• Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2018, "Date-stamping US housing market explosivity," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 12, pages 1-33, DOI: 10.5018/economics-ejournal.ja.2018-.
• Hawkins, Raymond J. & Nguyen, Chau N., 2018, "Macroeconomic dynamics and the IS puzzle," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 12, pages 1-13, DOI: 10.5018/economics-ejournal.ja.2018-.
• Heinze, Henriette, 2018, "The determinants of German exports: An analysis of intra- and extra-EMU trade," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 95/2018.
• Bazen, Stephen & Marimoutou, Velayoudom, 2018, "Federal minimum wage hikes do reduce teenage employment: A replication study of Bazen & Marimoutou (Oxford Bulletin of Economics and Statistics, 2002)," International Journal for Re-Views in Empirical Economics (IREE), ZBW - Leibniz Information Centre for Economics, volume 2, pages 1-13, DOI: 10.18718/81781.9.
• Härdle, Wolfgang Karl & Chen, Shi & Liang, Chong & Schienle, Melanie, 2018, "Time-varying Limit Order Book Networks," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-016.
• Chernozhukov, Victor & Härdle, Wolfgang Karl & Huang, Chen & Wang, Weining, 2018, "LASSO-Driven Inference in Time and Space," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-021.
• Guo, Shaojun & Li, Dong & Li, Muyi, 2018, "Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-049.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2018, "Cryptocurrencies, Metcalfe's law and LPPL models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-056.
• Yang, Bingduo & Hafner, Christian M. & Liu, Guannan & Long, Wei, 2018, "Semiparametric Estimation and Variable Selection for Single-index Copula Models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-064.
• Buchholz, Manuel & von Schweinitz, Gregor & Tonzer, Lena, 2018, "Did the Swiss exchange rate shock shock the market?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 9/2018.
• Choi, Seungmoon, 2018, "Comparison of the Korean and US Stock Markets Using Continuous-time Stochastic Volatility Models," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 40, issue 4, pages 1-22, DOI: 10.23895/kdijep.2018.40.4.1.
• Blagov, Boris, 2018, "Exchange rate uncertainty and import prices in the euro area," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 789, DOI: 10.4419/86788917.
• Belke, Ansgar & Beckmann, Joscha & Dubova, Irina, 2018, "What drives updates of inflation expectations? A Bayesian VAR analysis for the G-7 countries," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181518.
• Olivier Ledoit & Michael Wolf, 2018, "Robust performance hypothesis testing with smooth functions of population moments," ECON - Working Papers, Department of Economics - University of Zurich, number 305, Oct.
• Abu Bakr, Norhidayah & Masih, Mansur, 2018, "Are the factors accounting for islamic and conventional bank credit cycles really different ? Malaysian evidence based on two-step GMM approach," MPRA Paper, University Library of Munich, Germany, number 101110, Oct.
• Anuar, Khairul & Masih, Mansur, 2018, "What drives shariah (islamic) stock index? a case study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 101248, Jul.
• Ariffian, Suffian & Masih, Mansur, 2018, "Which islamic equity market is the leading one in Southeast Asia ? evidence from some select equity markets," MPRA Paper, University Library of Munich, Germany, number 101873, Sep.
• Yousef, Mona & Masih, Mansur, 2018, "Dynamics between shariah (islamic) and non-shariah stock market indices: GCC market evidence based on static and dynamic panel techniques," MPRA Paper, University Library of Munich, Germany, number 101934, Mar.
• Liyana, Anis & Masih, Mansur, 2018, "Does unemployment rate lead GDP growth or the other way around ? Malaysia’s case," MPRA Paper, University Library of Munich, Germany, number 102459, Jul.
• Shafaai, Shafizal & Masih, Mansur, 2018, "The dynamics of growth, exports, exchange rate and foreign direct investment: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 102538, Mar.
• Asad, Mohammad & Masih, Mansur, 2018, "Islamic equity market and macroeconomic variables: evidence from the UK," MPRA Paper, University Library of Munich, Germany, number 102580, Jun.
• Fairuz, Sharifah & Masih, Mansur, 2018, "What drives the profit rates of islamic banks ? Malaysia’s case," MPRA Paper, University Library of Munich, Germany, number 102599, Nov.
• Musaeva, Gulzhan & Masih, Mansur, 2018, "Granger-causal relationship between islamic stock markets and oil prices: a case study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 102862, Oct.
• Touati, Fatima & Masih, Mansur, 2018, "What drives the European islamic market: is it the conventional market or the other islamic markets ?," MPRA Paper, University Library of Munich, Germany, number 102911, Nov.
• Jamil, Sakinah & Masih, Mansur, 2018, "Factors influencing shariah (islamic) compliant stock index: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 102953, Apr.
• Khalaf, Tasneem & Masih, Mansur, 2018, "Is the relationship between non-performing loans of banks and economic growth asymmetric ? Malaysia’s evidence based on linear and nonlinear ARDL approaches," MPRA Paper, University Library of Munich, Germany, number 103714, Dec.
• Osman, Khairul Nizam & Masih, Mansur, 2018, "Granger-causality of selective Dow Jones islamic and sustainability regional equity indices," MPRA Paper, University Library of Munich, Germany, number 104185, Jun.
• Lajis, Siti & Masih, Mansur, 2018, "Is the islamic equity market independent of the influence of primary commodities ? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 104766, Jun.
• Ariffin, Kartina & Masih, Mansur, 2018, "Determinants of islamic banking investment account rates: Malaysia’s evidence," MPRA Paper, University Library of Munich, Germany, number 104833, Aug.
• Gadhoum, Anouar & Masih, Mansur, 2018, "Emerging market equities and US policy uncertainty: evidence from Malaysia based on ARDL," MPRA Paper, University Library of Munich, Germany, number 105469, Nov.
• Aini, Sarah & Masih, Mansur, 2018, "Investigating the major determinants of islamic bank savings: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 105492, Dec.
• Rahman, Salman & Masih, Mansur, 2018, "Demography and economic growth from islamic perspective: Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 105595, Nov.
• Farid, Hazim & Masih, Mansur, 2018, "Is there any causal link between shariah index and islamic unit trust growth ? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 106226, Aug.
• Rahman, Syarifah & Masih, Mansur, 2018, "The vulnerability of Islamic bank’s credit risk to oil price shocks: evidence from Malaysia based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 106776, May.
• Othman, Nurhuda & Masih, Mansur, 2018, "Granger-causality between palm oil, gold and stocks (islamic and conventional): Malaysian evidence based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 106777, Feb.
• Zain, Syahirah & Masih, Mansur, 2018, "Are profit rates of the islamic investment deposit accounts independent of the interest rates of conventional banks ?," MPRA Paper, University Library of Munich, Germany, number 106800, Dec.
• Rosle, Alia Nadira & Masih, Mansur, 2018, "Can the islamic banks’ credit risk be explained by macroeconomic shocks? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 107059, Sep.
• Tew, Li Mei & Masih, Mansur, 2018, "Google trends search query and islamic stock indices: an analysis of their lead-lag relationship based on the Malaysian data," MPRA Paper, University Library of Munich, Germany, number 107067, May.
• Alchaar, Osama & Masih, Mansur, 2018, "Do islamic or conventional mutual funds lead economic growth? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 107224, Sep.
• Ali, Shah & Masih, Mansur, 2018, "The determinants of economic growth: the Malaysian case," MPRA Paper, University Library of Munich, Germany, number 107859, Apr.
• Taher, Sumaiyah & Masih, Mansur, 2018, "Which market is the driver of the Asian stock markets ?," MPRA Paper, University Library of Munich, Germany, number 107975, Mar.
• Azahar, Nurshuhaida & Masih, Mansur, 2018, "The effect of sub-prime crisis on select southeast Asian stock markets," MPRA Paper, University Library of Munich, Germany, number 108032, Feb.
• Robbana, Aroua & Masih, Mansur, 2018, "Lead-lag relationship between remittance and growth: ARDL approach," MPRA Paper, University Library of Munich, Germany, number 108427, Feb.
• Abdul, Salman & Masih, Mansur, 2018, "Relationship between demography and economic growth from the islamic perspective: a case study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 108463, Jul.
• Ghazali, Ummu & Masih, Mansur, 2018, "Should Malaysia depreciate her exchange rate ?," MPRA Paper, University Library of Munich, Germany, number 108481, Mar.
• Samad, Abdul & Masih, Mansur, 2018, "Does institutional quality matter in attracting foreign direct investment? the case of Ethiopia based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 108493, Aug.
• Azmi, Muhammad Saifullah & Masih, Mansur, 2018, "Does education expenditure lead or lag GDP ? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 108891, May.
• Haq, Marifatul & Masih, Mansur, 2018, "Macroeconomic determinants of stock markets: Indian case," MPRA Paper, University Library of Munich, Germany, number 108900, Sep.
• Azzi, Abdelkebir & Masih, Mansur, 2018, "Oil price volatility and macroeconomic determinants of growth: evidence from Morocco," MPRA Paper, University Library of Munich, Germany, number 108943, Nov.
• Mahmood, Ilham & Masih, Mansur, 2018, "Is there any long run Granger-causality between economic growth and energy consumption ? evidence from Singapore," MPRA Paper, University Library of Munich, Germany, number 109225, Feb.
• Fadzil, Anas & Masih, Mansur, 2018, "What drives the stock markets ? evidence from India," MPRA Paper, University Library of Munich, Germany, number 109248, Dec.
• Okedina, Jellil & Masih, Mansur, 2018, "The nexus between poverty and crime: evidence from India," MPRA Paper, University Library of Munich, Germany, number 109263, Jun.
• Golding, Khabran & Masih, Mansur, 2018, "Does foreign direct investment lead or lag employment ? an ARDL approach," MPRA Paper, University Library of Munich, Germany, number 109300, Dec.
• Saupi, Nabil & Masih, Mansur, 2018, "Lead-lag between exchange rates and trade balance: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 109874, Feb.
• Izyani, Nurul & Masih, Mansur, 2018, "Do the trading partners’ exchange rates impact the export performance of a country? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 109907, Apr.
• Jiranyakul, Komain, 2018, "Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017," MPRA Paper, University Library of Munich, Germany, number 109934, Jun.
• Samad, Esma & Masih, Mansur, 2018, "Effects of fiscal components on economic growth: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 110224, Feb.
• Othman, Nooramylia & Masih, Mansur, 2018, "Relation between macro economic variables and government securities: Malaysian case," MPRA Paper, University Library of Munich, Germany, number 110256, Aug.
• Rahim, Adam Mohamed & Masih, Mansur, 2018, "Comovement of stock markets of Singapore and its major Asian trading partners," MPRA Paper, University Library of Munich, Germany, number 110319, Sep.
• Olujobi, Khalilat & Masih, Mansur, 2018, "Does the purchasing power parity theory hold for the exchange rate between the USA and Malaysia ?," MPRA Paper, University Library of Munich, Germany, number 110332, Apr.
• Mazlan, Zuhry & Masih, Mansur, 2018, "Causality between domestic fuel price and economic sectors: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 110682, Jul.
• Baddou, Mehdi & Masih, Mansur, 2018, "What are the factors that drive economic growth? evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 111202, Apr.
• Ikram, Ahmad & Masih, Mansur, 2018, "Does international trade lead industrial production or the other way around ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 111210, Nov.
• Rahmani, Halima & Masih, Mansur, 2018, "Does remittance lead or lag exchange rate? evidence from Morocco," MPRA Paper, University Library of Munich, Germany, number 111220, Aug.
• Abubakar, Fahrurrazi & Masih, Mansur, 2018, "Palm oil export : is it price led or exchange rate led? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 111229, Dec.
• Saparova, Nurzhamal & Masih, Mansur, 2018, "Does foreign direct investment lead or lag economic growth ? evidence from Russia," MPRA Paper, University Library of Munich, Germany, number 111252, Apr.
• Naleef, Mohamed & Masih, Mansur, 2018, "Impact of political instability on economic growth, exchange rates and unemployment: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 111652, Mar.
• Lengnoo, Hayatee & Masih, Mansur, 2018, "Granger-causality between real exchange rate and economic growth: evidence from Thailand," MPRA Paper, University Library of Munich, Germany, number 111692, Feb.
• Roslan, Syed & Masih, Mansur, 2018, "Savings and bank loans dynamics in implementing the new international accounting standard IFRS-9: Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 111730, Nov.
• Aiman, Muhammad & Masih, Mansur, 2018, "Impact of macroeconomic factors on shariah and conventional stocks: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 111736, Dec.
• Mukrim, Syahirah & Masih, Mansur, 2018, "Do islamic indices help portfolio diversification ? application of multivariate GARCH and wavelet coherence," MPRA Paper, University Library of Munich, Germany, number 112099, Feb.
• Razak, Najwa & Masih, Mansur, 2018, "The relationship between exchange rate and trade balance: evidence from Malaysia based on ARDL and Nonlinear ARDL approaches," MPRA Paper, University Library of Munich, Germany, number 112447, Dec.
• Haskanbancha, Nazmi & Masih, Mansur, 2018, "Does public infrastructure lead or lag GDP? evidence from Thailand based on NARDL," MPRA Paper, University Library of Munich, Germany, number 112459, Dec.
• Ihsaanul, Ahmad & Masih, Mansur, 2018, "Would the volatility of oil price affect the GDP of a country ? Singaporean evidence," MPRA Paper, University Library of Munich, Germany, number 112462, Dec.