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

• 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 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, Paradigm, 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, Paradigm, 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), Paradigm, 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), Paradigm, 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, Paradigm, 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.
• Robert Ślepaczuk & Paweł Sakowski & Grzegorz Zakrzewski, 2018, "Investment Strategies That Beat The Market. What Can We Squeeze From The Market?," Financial Internet Quarterly, University of Information Technology and Management in Rzeszów, volume 14, issue 4, pages 36-55, January, DOI: 10.2478/fiqf-2018-0026.
• 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.
• Christophe Chorro & Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2018, "Testing for leverage effects in the returns of US equities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01917590, Sep, DOI: 10.1016/j.jempfin.2018.07.008.
• Anthony Paris, 2018, "On the link between oil and agricultural commodity prices: Do biofuels matter?," Post-Print, HAL, number hal-01676917.
• Yannick Le Pen & Benoît Sévi, 2018, "Futures Trading and the Excess Co-movement of Commodity Prices," Post-Print, HAL, number hal-01731459, DOI: 10.1093/rof/rfx039.
• Amélie Charles & Olivier Darné & Laurent Ferrara, 2018, "Does the Great Recession imply the end of the Great Moderation? International evidence," Post-Print, HAL, number hal-01757081, DOI: 10.1111/ecin.12551.
• Antonia Lopez Villavicencio & Valérie Mignon, 2018, "Globalization and exchange rate pass-through in Europe: Is there a link?," Post-Print, HAL, number hal-01910869.
• Antonio Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2018, "Assessing the sustainability of external imbalances in the European Union," Post-Print, HAL, number hal-01914597, Aug, DOI: 10.1111/twec.12709.
• Olivier Darné & Amélie Charles, 2019, "Volatility estimation for Bitcoin: Replication and robustness," Post-Print, HAL, number hal-01941102, DOI: 10.1016/j.inteco.2018.06.004.
• Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi, 2018, "Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks," Post-Print, HAL, number hal-01982032.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2018, "Do announcements of WTO dispute resolution cases matter? Evidence from the rare earth elements market," Post-Print, HAL, number hal-02983217, Jun, DOI: 10.1016/j.eneco.2018.05.004.
• Zhiming Long & Rémy Herrera, 2018, "Una contribución a la explicación del crecimiento económico en China. Nuevas series temporales y pruebas econométricas de varios modelos," Post-Print, HAL, number hal-03233276, DOI: 10.1016/j.cesjef.2016.12.001.
• Anthony Paris, 2018, "On the link between oil and agricultural commodity prices: Do biofuels matter?," Post-Print, HAL, number hal-03532915, Oct, DOI: 10.1016/j.inteco.2017.12.003.
• Antonia Lopez Villavicencio, 2018, "Globalization and exchange rate pass-through in Europe: Is there a link?," Post-Print, HAL, number hal-04304155.
• Christian Francq & Le Quyen Thieu, 2018, "Qml Inference For Volatility Models With Covariates," Post-Print, HAL, number hal-05417285, Feb, DOI: 10.1017/S0266466617000512.
• Christian Francq & Genaro Sucarrat, 2018, "An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation," Post-Print, HAL, number hal-05417304, Jan, DOI: 10.1093/jjfinec/nbx032.
• Antonia López-Villavicencio & Valérie Mignon, 2018, "Globalization and Exchange-Rate Pass-Through in Europe: Is There a Link?," Post-Print, HAL, number hal-05455902, Dec, DOI: 10.11130/jei.2018.33.4.773.
• Stephen Bazen & Vêlayoudom Marimoutou, 2018, "Federal minimum wage hikes do reduce teenage employment. A replication study of Bazen & Marimoutou (Oxford Bulletin of Economics and Statistics, 2002)," Post-Print, HAL, number halshs-01981119, Dec, DOI: 10.18718/81781.9.
• Rihab Bedoui & Sana Braeik & Stéphane Goutte & Khaled Guesmi, 2018, "On the study of conditional dependence structure between oil, gold and USD exchange rates," Post-Print, HAL, number halshs-02148924, Oct, DOI: 10.1016/j.irfa.2018.07.001.
• Marcel Bräutigam & Michel Dacorogna & Marie Kratz, 2018, "Predicting risk with risk measures : an empirical study," Working Papers, HAL, number hal-01791026, Feb.
• Jamal Bouoiyour & Oscar Kuikeu, 2012, "Pertinence de la dévaluation du Franc CFA de janvier 1994 : une évaluation par le taux de change réel d'équilibre. Cas de l'économie camerounaise," Working Papers, HAL, number hal-01880344, Jul.
• Jacques Jaussaud & Serge Rey, 2009, "Long-Run Determinants of Japanese Import Flows from USA and China : A Sectoral Approach," Working Papers, HAL, number hal-01880360.
• Jacques Jaussaud & Serge Rey, 2009, "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Working Papers, HAL, number hal-01880362, Nov.
• Stephen Bazen & Velayoudom Marimoutou, 2018, "Federal Minimum Wage Hikes Do Reduce Teenage Employment," Working Papers, HAL, number halshs-01945777, Nov.
• Busch, Marie & Sibbertsen, Philipp, 2018, "An Overview of Modified Semiparametric Memory Estimation Methods," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-628, Mar.
• Vanella, Patrizio & Deschermeier, Philipp, 2018, "A Principal Component Simulation of Age-Specific Fertility - Impacts of Family and Social Policy on Reproductive Behavior in Germany," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-630, Apr.
• Vanella, Patrizio & Deschermeier, Philipp, 2018, "A Probabilistic Cohort-Component Model for Population Forecasting - The Case of Germany," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-638, Sep.
• Wenger, Kai & Leschinski, Christian, 2018, "Fixed-Bandwidth CUSUM Tests Under Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-647, Dec.
• Ingrid Groessl & Artur Tarassow, 2018, "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201802, Jan.
• Verónica Cañal-Fernández & Julio Tascón Fernández, 2018, "The long run impact of foreign direct investment, exports, imports and GDP: evidence for Spain from an ARDL approach," Working Papers, European Historical Economics Society (EHES), number 0128, Apr.
• Irarrazabal, Alfonso A. & Ma, Lin, 2018, "The Effect of Income Shocks on the Oil Price," Working Paper Series, Norwegian University of Life Sciences, School of Economics and Business, number 9-2018, Sep.
• PERRON, Pierre & YAMAMOTO, Yohei & 山本, 庸平, 2018, "Testing for Changes in Forecasting Performance," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2018-03, May.
• KIM, Jae-Young & PARK, Woong Yong, 2018, "Some Empirical Evidence on Models of the Fisher Relation: Post-Data Comparison," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-68, Apr.
• YAMAMOTO, Yohei & 山本, 庸平, 2018, "Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-72, Aug.
• Majid FESHARI & Reza NAZARI, 2018, "Portfolio Optimization In Selected Tehran Stock Exchange Companies (Symbiotic Organisms Search And Memetic Algorithms)," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 149-160, June.
• M. Shabri ABD. MAJID & HAMDANI & Muhammad NASIR & FAISAL, 2018, "SMEs' CREDIT DEMAND AND ECONOMIC GROWTH IN INDONESIA," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 121-133, July.
• Majid FESHARI & Hedayat HOSSEINZADEH, 2018, "The Relationship Between Health Care And Tourism Demand In Iranian Economy," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 173-180, July.
• Efrem Castelnuovo & Giovanni Pellegrino, 2018, "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2018n02, Mar.
• Jonas E Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo, 2018, "Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2018n09, Jul.
• Samih Antoine Azar, 2018, "Forward Unbiasedness in the Short End of the Interest Rate Market," International Business Research, Canadian Center of Science and Education, volume 11, issue 2, pages 70-78, February.
• Libonatti, Luis, 2018, "MIDAS Modeling for Core Inflation Forecasting," IDB Publications (Working Papers), Inter-American Development Bank, number 9035, Jul, DOI: http://dx.doi.org/10.18235/0001250.
• Zárate, Héctor & Zapata-Sanabria, Daniel R., 2018, "Forecasting Inflation Expectations from the CESifo World Economic Survey: An Empirical Application in Inflation Targeting," IDB Publications (Working Papers), Inter-American Development Bank, number 9053, Jul, DOI: http://dx.doi.org/10.18235/0001264.
• López, Arnoldo & Ventosa-Santaulària, Daniel, 2018, "Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials," IDB Publications (Working Papers), Inter-American Development Bank, number 9207, Oct, DOI: http://dx.doi.org/10.18235/0001370.
• Profita Sumunar Luthfiana & Nasrudin, 2018, "Disaggregation and Forecasting of the Monthly Indonesian Gross Domestic Product (GDP)," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 4, pages 529-556, April, DOI: https://doi.org/10.21098/bemp.v20i4.
• Bambang I. Ismaya & Donni F. Anugrah, 2018, "Determinant of Food Inflation : The Case of Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 1, pages 81-94, July, DOI: https://doi.org/10.21098/bemp.v21i1.
• Berry A. Harahap & Pakasa Bary & Anggita Cinditya M. Kusuma, 2018, "The Determinants Of Indonesian Business Cycle," Working Papers, Bank Indonesia, number WP/30/2018.
• Andrew Phiri, 2018, "Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence approach," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 10, issue 3, pages 205-225.
• Sin-Yu Ho, 2018, "Analysing the sources of growth in an emerging market economy: the Thailand experience," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 10, issue 4, pages 340-359.
• Luigi Grossi & Fany Nan, 2018, "The influence of renewables on electricity price forecasting: a robust approach," Working Papers, Institut d'Economia de Barcelona (IEB), number 2018/10.
• Juan Carlos Cuestas, 2018, "The EU real exchange rates. A structural Bayesian VAR. A note," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 56, issue 1, pages 43-57, Diciembre, DOI: 10.55444/2451.7321.2018.v56.n1.2938.
• Tingting Cheng & Jiti Gao & Oliver Linton, 2018, "Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/18, Jan.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/18, Jan.
• Jiti Gao & Oliver Linton & Bin Peng, 2018, "Inference on a semiparametric model with global power law and local nonparametric trends," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/18, Jan.
• Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2018, "LASSO-driven inference in time and space," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP36/18, Jun.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP69/18, Dec.
• Costantini, Mauro & Kunst, Robert M., 2018, "On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation," Economics Series, Institute for Advanced Studies, number 341, Jul.
• Evžen Kočenda & Balázs Varga, 2018, "The Impact of Monetary Strategies on Inflation Persistence," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 4, pages 229-274, September.
• Geraldine Dany-Knedlik & Juan Angel Garcia, 2018, "Monetary Policy and Inflation Dynamics in ASEAN Economies," IMF Working Papers, International Monetary Fund, number 2018/147, Jun.
• Ramona Serrano Bautista & Leovardo Mata Mata, 2018, "Valor en Riesgo mediante un modelo heterocedástico condicional ?-estable," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 1, pages 1-26, Enero-Mar.
• Alejandro Islas-Camargo & Willy Walter Cortez & Tania Pamela Sanabria Flores, 2018, "Is Mexico's Forward Exchange Rate Market Efficient?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 2, pages 273-289, Abril-Jun.
• Luis Manuel León Anaya & Víctor Manuel Landassuri Moreno & Héctor Rafael Orozco Aguirre & Maricela Quintana López, 2018, "Predicción del IPC mexicano combinando modelos econométricos e inteligencia artificial," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 4, pages 603-629, Octubre-D.
• Damien Bricard & Zeynep Or, 2018, "Does an Early Primary Care Follow-up after Discharge Reduce Readmissions for Heart Failure Patients?," Working Papers, IRDES institut for research and information in health economics, number DT73, Mar, revised Mar 2018.
• Jorge Silva, 2018, "Impact of public and private sector external debt on economic growth," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/24, Jan.
• Cândida Ferreira, 2018, "Globalisation and Economic Growth: A panel data approach," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/48, Sep.
• Paulo M.D.C. Parente & Richard J. Smith, 2018, "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/59, Nov.
• Muhammed TIRAŞOĞLU, 2018, "Fisher Hipotezinin MINT Ülkeleri İçin İncelenmesi: Eşik Değerli Adl Eşbütünleşme Testi Yaklaşımı," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, volume 14, issue 28, pages 31-43, December, DOI: 10.26650/ekoist.2018.14.28.0009.
• Ünzüle KURT & Cüneyt KILIÇ, 2018, "The Effect of Economic and Political Stability on Tourism Demand in Turkey: ARDL Border Test Approach," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 68, issue 2, pages 243-264, December, DOI: 10.26650/ISTJECON487102.
• M. Angeles Carnero Fernández & Ana Pérez Espartero, 2018, "Outliers and misleading leverage effect in asymmetric GARCH-type models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2018-01, Jan.
• Zambiasi, Diego & Stillman, Steven, 2018, "The Pot Rush: Is Legalized Marijuana a Positive Local Amenity?," IZA Discussion Papers, IZA Network @ LISER, number 11392, Mar.
• Alexander Boateng & ‘Maseka Lesaoana & Hlengani Siweya & Abenet Belete & Luis A. Gil-Alana, 2018, "Non-Linearities, Structural Breaks And Fractional Integration In The Analysis Of The Ghanaian And The South African Cpi Inflation Rates," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 157-168, January-M.
• George Tweneboah & Paul Alagidede, 2018, "Currency Substitution And Stability Of Money Demand In Ghana," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 2, pages 41-53, April-Jun.
• Sakib Bin Amin & Tasneem Alam, 2018, "The Relationship Between Energy Consumption and Sectoral Output in Bangladesh: An Empirical Analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 3, pages 39-54, July-Sept.
• Abulhamid Ben-Naser & Keshab Bhattarai & Mohamed M Elheddad, 2018, "Estimating Equilibrium Real Exchange Rate And Misalignment In An Oil Exporting Country: Libya's Experience," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 4, pages 249-267, October-D.
• Yi-Hao Lai & Yi-Chiuan Wang & Wei-Shih Chung, 2018, "Initial Jump and Recovering Jump in the S&P 500 Index Returns: A Jump-Recovering-Switching Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 14, issue 1, pages 51-66, February.
• Edward E Ghartey, 2018, "Financial Development and Economic Growth: Some Caribbean Empirical Evidence," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 43, issue 1, pages 49-76, March.
• Boris Petkov, 2018, "Natural Resource Abundance: Is it a Blessing or is it a Curse," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 43, issue 3, pages 25-56, September.
• Bingduo Yang & Xiaohui Liu & Liang Peng & Zongwu Cai, 2018, "Unified Tests for a Dynamic Predictive Regression," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201808, Sep, revised Sep 2018.
• João Tovar Jalles, 2018, "What determines the share of non-resident public debt ownership? Evidence from Euro Area countries," Annals of Finance, Springer, volume 14, issue 3, pages 379-414, August, DOI: 10.1007/s10436-018-0321-8.
• Thomas F. Coleman & Alex LaPlante & Alexey Rubtsov, 2018, "Analysis of the SRISK measure and its application to the Canadian banking and insurance industries," Annals of Finance, Springer, volume 14, issue 4, pages 547-570, November, DOI: 10.1007/s10436-018-0326-3.
• Tolga Omay & Mübariz Hasanov & Yongcheol Shin, 2018, "Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 1, pages 167-193, June, DOI: 10.1007/s10614-017-9667-7.
• Chaker Aloui & Rania Jammazi & Hela Ben Hamida, 2018, "Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 2, pages 603-626, August, DOI: 10.1007/s10614-017-9703-7.
• Salah A. Nusair & Jamal A. Al-Khasawneh, 2018, "Oil price shocks and stock market returns of the GCC countries: empirical evidence from quantile regression analysis," Economic Change and Restructuring, Springer, volume 51, issue 4, pages 339-372, November, DOI: 10.1007/s10644-017-9207-4.
• Serhan Cevik & John Ricco, 2018, "No buck for the bang: revisiting the military-growth nexus," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 4, pages 639-653, November, DOI: 10.1007/s10663-017-9380-8.
• Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller, 2018, "Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 24, issue 2, pages 147-161, May, DOI: 10.1007/s11294-018-9675-y.
• Dina M. Yousri & Christian Richter, 2018, "Sociological challenges for Egypt’s development: 1981–2013," International Economics and Economic Policy, Springer, volume 15, issue 4, pages 727-742, October, DOI: 10.1007/s10368-018-0414-x.
• Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2018, "When Bubble Meets Bubble: Contagion in OECD Countries," The Journal of Real Estate Finance and Economics, Springer, volume 56, issue 4, pages 546-566, May, DOI: 10.1007/s11146-017-9605-4.
• Imran H. Shah & Ian Corrick & Abdul Saboor, 2018, "How should Central Banks Respond to Non-neutral Inflation Expectations?," Open Economies Review, Springer, volume 29, issue 2, pages 321-351, April, DOI: 10.1007/s11079-018-9482-3.
• Matthias R. Fengler & Alexander Melnikov, 2018, "GARCH option pricing models with Meixner innovations," Review of Derivatives Research, Springer, volume 21, issue 3, pages 277-305, October, DOI: 10.1007/s11147-017-9141-7.
• Fathi Abid & Bilel Kaffel, 2018, "The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 561-590, February, DOI: 10.1007/s11156-017-0638-9.
• Peter Grundke & Kamil Pliszka, 2018, "A macroeconomic reverse stress test," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1093-1130, May, DOI: 10.1007/s11156-017-0655-8.
• Jinghua Wang & Geoffrey Ngene, 2018, "Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 199-218, July, DOI: 10.1007/s11156-017-0668-3.
• Heejoon Han & Na Kyeong Lee, 2018, "Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach," Korean Economic Review, Korean Economic Association, volume 34, pages 213-235.
• Emmanuel Chinanuife & Paul Eze & Ozoemena S. Nwodo, 2018, "Public Debt Spiral and Domestic Investment in Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 1, pages 153-161, March.
• Kentaro Iwatsubo & Clinton Watkins, 2018, "Who Influences the Fundamental Value of Commodity Futures in Japan?," Discussion Papers, Graduate School of Economics, Kobe University, number 1830, Dec.
• Michael Graff & Dominik Studer, 2018, "Konstruktion von Sammelindikatoren für den Konjunkturverlauf bei prekärer Datenlage am Beispiel Montenegros," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 12, issue 3, pages 81-91, October, DOI: 10.3929/ethz-b-000293386.
• Boriss Siliverstovs & Anna Sandqvist, 2018, "Is it good to be bad or bad to be good?: Assessing the aggregate impact of abnormal weather on consumer spending," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 18-443, Aug, DOI: 10.3929/ethz-b-000298425.
• Bihary, Zsolt & Víg, Attila András, 2018, "Portfólióallokáció csődveszély esetén, korlátolt felelősség mellett
  [Portfolio allocation in case of failure risk in the presence of limited liability]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 711-725, DOI: 10.18414/KSZ.2018.7-8.711.