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

• Giuseppe Cavaliere & Heino Bohn Nielsen & Rasmus Søndergaard Pedersen & Anders Rahbek, 2018, "Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models," Discussion Papers, University of Copenhagen. Department of Economics, number 18-10, Nov.
• Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018, "Diffusion Copulas: Identification and Estimation," Working Papers, University of Liverpool, Department of Economics, number 20184, Jul.
• Abdul Wahid & Muhammad Zubair Mumtaz, 2018, "The Paradigm Shift in the Pakistan Stock Exchange’s Financial Integration Post-FTA and CPEC," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 23, issue 1, pages 21-50, Jan-June.
• H.R.A. Chamini Thilanka & J.G. Sri Ranjith, 2018, "The Impact of Public Debt on Private Investment: Sri Lankan Experience," International Journal of Business and Social Research, LAR Center Press, volume 8, issue 8, pages 1-20, August.
• Marie-Hélène Gagnon & Gabriel Power & Dominique Toupin, 2018, "Forecasting International Index Returns using Option-implied Variables," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1807.
• Milan Eliskovski, 2018, "Investigating credit transmission mechanism in the Republic of Macedonia: evidence from Vector Error Correction Model," Working Papers, National Bank of the Republic of North Macedonia, number 2018-02.
• Sadeghzadeh Yazdi, Ali & Abounoori, Esmaiel & Erfani, Alireza, 2018, "Modeling the Liquidity Gap in a Private Bank," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 2, pages 153-176, April.
• Erfani, Alireza & Abbasi, Saeed, 2018, "The Effect of Monetary Policy on Regime Changes of Financial Assets," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 3, pages 319-341, July.
• Taheri Bazkhaneh, Saleh & Ehsani, Mohammad Ali & Gilak Hakimabadi, Mohammad Taqi & Farzinvash, Asodollah, 2018, "Analysis of the Relationship between the Business Cycle and Inflation Gap in Time-Frequency Domain," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 3, pages 401-422, July.
• Costas Karfakis & Eftychia Karfaki, 2018, "Is the financial cycle a leading indicator of real output during expansions and contractions? A quantile analysis for Greece," Discussion Paper Series, Department of Economics, University of Macedonia, number 2018_02, Feb, revised Feb 2018.
• Konstantinos Chisiridis & Theodore Panagiotidis, 2018, "The Relationship Between Greek Exports and Foreign Income," Discussion Paper Series, Department of Economics, University of Macedonia, number 2018_03, Apr, revised Apr 2018.
• Don Bredin & Stilianos Fountas, 2018, "US Inflation and Inflation Uncertainty Over 200 Years," Discussion Paper Series, Department of Economics, University of Macedonia, number 2018_04, Apr, revised Apr 2018.
• Abdullah Gulcu & Dilem Yildirim, 2018, "Smooth Breaks And Nonlinear Mean Reversion In Real Interest Parity: Evidence From East Asian Countries," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1804, Feb, revised Feb 2018.
• Abdulilah Ibrahim Alsheikhmubarak & Evangelos Giouvris, 2018, "A Comparative GARCH Analysis of Macroeconomic Variables and Returns on Modelling the Kurtosis of FTSE 100 Implied Volatility Index," Multinational Finance Journal, Multinational Finance Journal, volume 22, issue 3-4, pages 119-172, September.
• Andrew Phiri, 2018, "Asymmetric Pass-through Effects from Monetary Policy to Housing Prices in South Africa," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 16, issue 2 (Summer, pages 123-140, DOI: 10.26493/1854-6935.16.123-140.
• Andrea, Bastianin & Marzio, Galeotti & Michele, Polo, 2018, "Convergence of European natural gas prices," Working Papers, University of Milano-Bicocca, Department of Economics, number 394, Dec, revised 06 Dec 2018.
• Nandipha Dondashe & Andrew Phiri, 2018, "Determinants of FDI in South Africa: Do macroeconomic variables matter?," Working Papers, Department of Economics, Nelson Mandela University, number 1802, Jan, revised Jan 2018.
• Mashilana Ngondo & Hlalefang Khobai, 2018, "The impact of exchange rate on exports in South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1809, Mar, revised Mar 2018.
• Clement Moyo & Hlalefang Khobai & Nwabisa Kolisi & Zizipho Mbeki, 2018, "Financial develpoment and economic growth in Brazil: A non-linear ARDL approach," Working Papers, Department of Economics, Nelson Mandela University, number 1811, Mar, revised Mar 2018.
• Dieu Nsenga & Mirada Nach & Hlalefang Khobai & Clement Moyo & Andrew Phiri, 2018, "Is it the natural rate or hysteresis hypothesis for unemployment in Newly Industrialized Economies?," Working Papers, Department of Economics, Nelson Mandela University, number 1817, Apr, revised Apr 2018.
• Andrew Phiri, 2018, "Robust analysis of convergence in per capita GDP in BRICS economies," Working Papers, Department of Economics, Nelson Mandela University, number 1822, May.
• Izunna Anyikwa & Nicolene Haaman & Andrew Phiri, 2018, "Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests," Working Papers, Department of Economics, Nelson Mandela University, number 1825, Jul.
• David De Villiers & Natalya Apopo & Andrew Phiri, 2018, "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Working Papers, Department of Economics, Nelson Mandela University, number 1826, Jul.
• Andrew Phiri, 2018, "Endogenous monetary approach to optimal inflation-growth nexus in Swaziland," Working Papers, Department of Economics, Nelson Mandela University, number 1827, Jul.
• Clement Moyo & Thando Mkhombo & Tafadzwa Chitenderu & Mirada Nach, 2018, "Infant mortality rates and female literacy rates in SADC countries: An empirical analysis," Working Papers, Department of Economics, Nelson Mandela University, number 1828, Aug.
• Andrew Phiri, 2018, "Fitting Okun's law for the Swazi Kingdom: Will a nonlinear specification do?," Working Papers, Department of Economics, Nelson Mandela University, number 1829, Aug.
• Andrew Phiri, 2018, "Is Swaziland on a path of convergence towards her main trading partners?," Working Papers, Department of Economics, Nelson Mandela University, number 1830, Sep.
• Xolisa Vayi & Andrew Phiri, 2018, "A sequential panel selection approach to cointegration analysis: An application to Wagner’s law for South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1831, Sep.
• Andrew Phiri, 2018, "Pursuing the Philips curve in an African monarchy: A Swazi case study," Working Papers, Department of Economics, Nelson Mandela University, number 1832, Sep.
• Clement Moyo & Pierre Le Roux, 2018, "Financial development and economic growth in SADC countries: A panel study," Working Papers, Department of Economics, Nelson Mandela University, number 1834, Nov, revised Nov 2018.
• Nicholas Tierney & Dianne Cook, 2018, "Expanding tidy data principles to facilitate missing data exploration, visualization and assessment of imputations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/18.
• Worapree Maneesoonthorn & Gael M Martin & Catherine S Forbes, 2018, "Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/18.
• Gael M Martin & K. Nadarajah & Donald S Poskitt, 2018, "Issues in the estimation of mis-specified models of fractionally integrated processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/18.
• Pablo Montero-Manso & George Athanasopoulos & Rob J Hyndman & Thiyanga S Talagala, 2018, "FFORMA: Feature-based forecast model averaging," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/18.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/18.
• Thiyanga S Talagala & Rob J Hyndman & George Athanasopoulos, 2018, "Meta-learning how to forecast time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/18.
• Tingting Cheng & Jiti Gao & Yayi Yan, 2018, "Regime switching in the presence of endogeneity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/18.
• Louisa Kammerer & Miguel Ramirez, 2018, "Did Smaller Firms Face Higher Costs of Credit During the Great Recession? A Vector Error Correction Analysis with Structural Breaks," Research in Applied Economics, Macrothink Institute, volume 10, issue 3, pages 1-23, June.
• GONÇALVES, Sílvia & PERRON, Benoit, 2018, "Bootstrapping factor models with cross sectional dependence," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2018-07.
• Sílvia GONÇALVES & Benoit PERRON, 2018, "Bootstrapping Factor Models With Cross Sectional Dependence," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 10-2018.
• Fangli Yan & Paul S. L. Yip, 2018, "Nonlinear Adjustment and Exchange Rate Policy: Lessons from Singapore for other Small Open Economies," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1804, Apr.
• Arkadiusz Semczak, 2018, "Morfologia cyklu indeksu WIG oraz jego współzależność z cyklem sfery realnej gospodarki w Polsce," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 6, pages 557-594.
• Atsushi Inoue & Barbara Rossi, 2018, "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2018".
• Robert J. Gordon, 2018, "Friedman and Phelps on the Phillips Curve Viewed from a Half Century's Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 24891, Aug.
• Atsushi Inoue & Barbara Rossi, 2018, "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 25021, Sep.
• Dimitrios Bakas & Athanasios Triantafyllou, 2018, "The Impact of Uncertainty Shocks on the Volatility of Commodity Prices," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2018/02, Jan.
• Nusrate Aziz & Ahmad H Ahmad, 2018, "Exchange rate hysteresis in UK imports from South Asian countries," Discussion Papers, University of Nottingham, CREDIT, number 2018-03.
• Erika Vanessa Alves da Silva & Nathália da Silva Oliveira & Roberto Tatiwa Ferreira & Cristiano da Costa da Silva, 2018, "Média móvel e a Curva de Phillips: previsões para a taxa de inflação em uma amostra de países desenvolvidos e em desenvolvimento [Moving Average and the Phillips Curve: forecasts for the inflation rate in a sample of developed and developing countrie," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 28, issue 2, pages 499-521, May-Augus.
• Pauwels, Koen H., 2018, "Modeling Dynamic Relations Among Marketing and Performance Metrics," Foundations and Trends(R) in Marketing, now publishers, volume 11, issue 4, pages 215-301, November, DOI: 10.1561/1700000054.
• Nepal Rastra Bank & Nepal Rastra Bank, 2018, "Macro Modeling Practices at Nepal Rastra Bank," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 30, issue 1, pages 1-18, April.
• Gary Koop & Stuart McIntyre & James Mitchell, 2018, "UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-07, Jun.
• Michele Bisceglia & Paola Zola, 2018, "Dollar-Cost Averaging with Yearly and Biyearly Installments," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 1, pages 1-14, February.
• Mihir Dash, 2018, "Modelling the Efficient Frontier: An Empirical Study in the Indian Stock Market," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 2, pages 83-94, May.
• Iulian-Cornel Lolea1 & Ioan-Radu Petrariu, 2018, "Contagion And Integration Of Capital Markets In The Cee Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 492-504, July.
• 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.
• Lipară Daniel & Gheorghiu Gabriela & Barbu Corina Aurora, 2018, "Is Okun’s Law Valid in Romanian Economy? An Empirical Approach of Unemployment Rate and GDP Relation from 2000 to 2018," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 279-284, December.
• Navarrete Wic, Ana & Di Pietro, Filippo & Martín Marín, José Luis, 2018, "Are the Sovereign CDS Premia Sound Estimators of the Stock Market Returns? Evidence from the Eurozone || ¿Son las primas CDS estimadores sólidos de los rendimientos del mercado de valores? Evidencia de la Eurozona," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 25, issue 1, pages 130-155, Junio.
• Ruiz Porras, Antonio & Fregoso Becerra, Luis Enrique, 2018, "Mercados cambiarios y tipos de cambio de Asia y Latinoamérica: sincronización de largo plazo, cambios estructurales y choques estocásticos || Change Markets and Exchange Rates of Asia and Latin America: Long-Term Synchronization, Structural Changes a," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 25, issue 1, pages 295-317, Junio.
• David Mesa-Ruiz & Yolanda Rebollo-Sanz & Jesús Rodríguez-López, 2018, "Hidden figures behind two-vehicle crashes: An assessment of the risk and external costs of drunk driving in Spain," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 18.07, May.
• Efrem Castelnuovo & Giovanni Pellegrino, 2018, "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0219, Jun.
• Jonas E. Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo, 2018, "Positive Trend In ation and Determinacy in a Medium-Sized New Keynesian Model," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0224, Jun.
• Andreas Humpe & David G. McMillan, 2018, "Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 6, pages 413-428, October, DOI: 10.1057/s41260-018-0091-x.
• Raghbendra Jha & Sadia Afrin, 2018, "Structural Transformation in South Asia," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2018-01.
• Raghbendra Jha, 2018, "Modinomics: Design, Implementation, Outcomes and Prospects," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2018-02.
• Emilio Zanetti Chini, 2018, "Forecaster’s utility and forecasts coherence," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 145, Jan.
• Emilio Zanetti Chini, 2018, "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 156, Mar.
• Itumeleng Pleasure Mongale & Tumelo Mashamaite & Nyiko Khoza, 2018, "Household savings, financing and economic growth in South Africa," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 1, pages 105-116, January, DOI: 10.15208/beh.2018.9.
• Heidi Aly & Rana Hosni, 2018, "Examining the nexus between exchange rate volatility and export performance: Empirical evidence from the Egyptian experience," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 3, pages 542-560, June, DOI: 10.15208/beh.2018.39.
• Martin Pazicky, 2018, "The consequences of unconventional monetary policy in euro area in times of monetary easing," Oeconomia Copernicana, Institute of Economic Research, volume 9, issue 4, pages 581-615, December, DOI: 10.24136/oc.2018.029.
• Santiago J. Gahn & Alejandro González, 2018, "On the “utilisation controversy”: a comment," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1814, Dec.
• Aziz, Nur Aziah & Masih, Mansur, 2018, "The determinants of islamic mudharabah interbank investment rate: Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 100263, Jul.
• Sucarrat, Genaro, 2018, "The Log-GARCH Model via ARMA Representations," MPRA Paper, University Library of Munich, Germany, number 100386, Aug.
• Zichu, Jin & Masih, Mansur, 2018, "Nexus of infrastructure investment, economic growth and domestic credit level: evidence from China based on nonlinear ARDL approach," MPRA Paper, University Library of Munich, Germany, number 100595, Dec.
• Hashim, Norhaziah & Masih, Mansur, 2018, "The impact of interest rate changes on islamic home financing: Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 100644, Jun.
• Hassan, Fatimatul & Masih, Mansur, 2018, "Relationship between crude oil prices and global sukuk (islamic bond) index: evidence from Dow Jones Citygroup sukuk index," MPRA Paper, University Library of Munich, Germany, number 100689, Sep.
• Sapian, Safeza & Masih, Mansur, 2018, "Do macroeconomic factors affect the credit risk of islamic banks? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 100719, Nov.
• 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.
• Mohd, Rafede & Masih, Mansur, 2018, "Testing the asymmetric and lead-lag relationship between CPI and PPI: an application of the ARDL and NARDL approaches," MPRA Paper, University Library of Munich, Germany, number 112500, Dec.
• Hossain, Saddam & Masih, Mansur, 2018, "Is the relationship between FDI and inflation nonlinear and asymmetric? new evidence from NARDL approach," MPRA Paper, University Library of Munich, Germany, number 112549, May.
• Adedamola, Qazeem & Mustapha, Ishaq & Masih, Mansur, 2018, "Fresh evidence on growth, expenditure and energy debate: GMM, Quantile and Threshold approaches," MPRA Paper, University Library of Munich, Germany, number 112885, Dec.
• Ahmad, Syafiq & Masih, Mansur, 2018, "The lead-lag relationship between industrial production and international trade: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 114290, Dec.
• Shahwahid, Muhammad & Masih, Mansur, 2018, "Macroeconomic determinants of islamic and conventional stocks: Malaysian evidence based on ARDL and NARDL approaches," MPRA Paper, University Library of Munich, Germany, number 114368, Nov.
• Athirah, Wan & Masih, Mansur, 2018, "Is the relationship between lending interest rate and non-performing loans nonlinear asymmetric ? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 114370, Oct.
• Trabelsi, Mohamed Ali & Hmida, Salma, 2018, "A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets," MPRA Paper, University Library of Munich, Germany, number 115852, revised 0218.
• Papavangjeli, Meri, 2018, "Assessing real wage flexibility in Albania," MPRA Paper, University Library of Munich, Germany, number 116861, Jun.
• Trabelsi, Mohamed Ali & Hmida, Salma, 2018, "Impact of the Credit Rating Revision on the Eurozone Stock Markets," MPRA Paper, University Library of Munich, Germany, number 126081, revised 2018.
• Dondashe, Nandipha & Phiri, Andrew, 2018, "Determinants of FDI in South Africa: Do macroeconomic variables matter?," MPRA Paper, University Library of Munich, Germany, number 83636, Jan.
• Lu, Yang, 2018, "Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models," MPRA Paper, University Library of Munich, Germany, number 83682, Jan.
• Gerlach, Richard & Naimoli, Antonio & Storti, Giuseppe, 2018, "Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting," MPRA Paper, University Library of Munich, Germany, number 83893, Jan.
• Pikoko, Vuyokazi & Phiri, Andrew, 2018, "Is there hysteresis in South African unemployment? Evidence from the post-recessionary period," MPRA Paper, University Library of Munich, Germany, number 83962, Jan.
• Natoli, Filippo & Metelli, Luca, 2018, "The international transmission of US fiscal shocks," MPRA Paper, University Library of Munich, Germany, number 84207, Jan.
• Bensalma, Ahmed, 2018, "Two Distinct Seasonally Fractionally Differenced Periodic Processes," MPRA Paper, University Library of Munich, Germany, number 84969, Mar.
• Njindan Iyke, Bernard & Ho, Sin-Yu, 2018, "Inflation, Inflation Uncertainty, and Growth: Evidence from Ghana," MPRA Paper, University Library of Munich, Germany, number 85191, Mar.
• Clarke, Damian, 2018, "A Convenient Omitted Variable Bias Formula for Treatment Effect Models," MPRA Paper, University Library of Munich, Germany, number 85236, Mar.
• Moyo, Clement & Khobai, Hlalefang & Kolisi, Nwabisa & Mbeki, Zizipho, 2018, "Financial development and economic growth in Brazil: A Non-linear ARDL approach," MPRA Paper, University Library of Munich, Germany, number 85252, Mar.
• Trofimov, Ivan D. & Md. Aris, Nazaria & Bin Rosli, Muhammad K. F., 2018, "Macroeconomic Determinants of the Labour Share of Income: Evidence from OECD Economies," MPRA Paper, University Library of Munich, Germany, number 85597, Mar.
• Trofimov, Ivan D. & Md. Aris, Nazaria & C. D. Xuan, Dickson, 2018, "Macroeconomic and demographic determinants of residential property prices in Malaysia," MPRA Paper, University Library of Munich, Germany, number 85819, Apr.
• Nsenga, Dieu & Nach, Mirada & Khobai, Hlalefang & Moyo, Clement & Phiri, Andrew, 2018, "Is it the natural rate or hysteresis hypothesis for unemployment rates in Newly Industrialized Economies?," MPRA Paper, University Library of Munich, Germany, number 86274, Apr.
• Ho, Sin-Yu, 2018, "Analysing the Sources of Growth in an Emerging Market Economy: The Thailand Experience," MPRA Paper, University Library of Munich, Germany, number 86337, Apr.
• Sahu, Priyanka, 2018, "The Impact of Shocks on Core Inflation; Evidence from India," MPRA Paper, University Library of Munich, Germany, number 86588, Mar.
• Omane-Adjepong, Maurice & Boako, Gidoen & Alagidede, Paul, 2018, "Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods," MPRA Paper, University Library of Munich, Germany, number 86617, Feb.
• Phiri, Andrew, 2018, "Robust analysis of convergence in per capita GDP in BRICS economies," MPRA Paper, University Library of Munich, Germany, number 86936, May.
• Ho, Sin-Yu & Njindan Iyke, Bernard, 2018, "The Determinants of Economic Growth in Ghana: New Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 87123.
• Jiranyakul, Komain, 2018, "Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017," MPRA Paper, University Library of Munich, Germany, number 87492, Jun.
• Adebumiti, Qazeem & Masih, Mansur, 2018, "Economic growth, energy consumption and government expenditure:evidence from a nonlinear ARDL analysis," MPRA Paper, University Library of Munich, Germany, number 87527, Jun.
• Suwanhirunkul, Suwijak & Masih, Mansur, 2018, "Exchange rate and trade balance linkage: sectoral evidence from Thailand based on nonlinear ARDL," MPRA Paper, University Library of Munich, Germany, number 87541, Jun.
• Bamahriz, Omar & Masih, Mansur, 2018, "Brain drain or brain gain? investigating the diaspora’s effect on the economy and real estate bubble: new evidence from Kenya based on ARDL analysis," MPRA Paper, University Library of Munich, Germany, number 87556, Jun.
• Abu-Bakar, Muhammad & Masih, Mansur, 2018, "Is the oil price pass-through to domestic inflation symmetric or asymmetric? new evidence from India based on NARDL," MPRA Paper, University Library of Munich, Germany, number 87569, Jun.
• Haffejee, muhammad Ismail & Masih, Mansur, 2018, "Is the relationship between financial development and income inequality symmetric or asymmetric ? new evidence from South Africa based on NARDL," MPRA Paper, University Library of Munich, Germany, number 87574, Jun.
• Hamzah, Nurrawaida Husna & Masih, Mansur, 2018, "Revisiting effectiveness of interest rate as a tool to control inflation: evidence from Malaysia based on ARDL and NARDL," MPRA Paper, University Library of Munich, Germany, number 87576, Jun.
• Zahir, Faathih & Masih, Mansur, 2018, "Is the lead-lag relationship between financial development and economic growth symmetric ? new evidence from Bangladesh based on ARDL ad NARDL," MPRA Paper, University Library of Munich, Germany, number 87577, Jun.
• Trofimov, Ivan D., 2018, "Income terms of trade and economic convergence: Evidence from Latin America," MPRA Paper, University Library of Munich, Germany, number 87598, Jun.
• HALICIOGLU, Ferda & Ketenci, Natalya, 2018, "Output, renewable and non-renewable energy production, and international trade: Evidence from EU-15 countries," MPRA Paper, University Library of Munich, Germany, number 87621.
• Anyikwa, Izunna & Hamman, Nicolene & Phiri, Andrew, 2018, "Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests," MPRA Paper, University Library of Munich, Germany, number 87790, Jul.
• Habimana, Olivier, 2018, "Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 87823, Jun.
• De Villeris, David & Apopo, Natalya & Phiri, Andrew, 2018, "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," MPRA Paper, University Library of Munich, Germany, number 87963, Jul.
• Trofimov, Ivan D., 2018, "The secular decline in profit rates: time series analysis of a classical hypothesis," MPRA Paper, University Library of Munich, Germany, number 88248, Jun.
• Phiri, Andrew, 2018, "Endogenous monetary approach to optimal inflation-growth nexus in Swaziland," MPRA Paper, University Library of Munich, Germany, number 88258, Jul.
• Trofimov, Ivan D., 2018, "Industry rates of return in Korea and alternative theories of competition: equalising convergence versus tendential equalisation," MPRA Paper, University Library of Munich, Germany, number 88390, Aug.
• Phiri, Andrew, 2018, "Fitting Okun's law for the Swazi Kingdom: Will a nonlinear specification do?," MPRA Paper, University Library of Munich, Germany, number 88420, Aug.
• Yaya, OlaOluwa A & Gil-Alana, Luis A., 2018, "Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries," MPRA Paper, University Library of Munich, Germany, number 88752, Apr.
• Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "How do Stocks in BRICS co-move with REITs?," MPRA Paper, University Library of Munich, Germany, number 88753, Mar.
• Akinsomi, Omokolade & Coskun, Yener & Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "Is there convergence between the BRICS and International REIT Markets?," MPRA Paper, University Library of Munich, Germany, number 88756.
• Chan, Kemin & Hong, Yu, 2018, "Simulation of Spar Type Floating Offshore Wind Turbine Subjected to Misaligned Wind-Wave Loading Using Conservation of Momentum Method," MPRA Paper, University Library of Munich, Germany, number 88777, Sep.
• Phiri, Andrew, 2018, "Is Swaziland on a path of convergence towards her main trading partners?," MPRA Paper, University Library of Munich, Germany, number 88790, Sep.
• Apaydın, Şükrü, 2018, "The Relations Between Unemployment and Entrepreneurship in Turkey: Schumpeter or Refugee Effect?," MPRA Paper, University Library of Munich, Germany, number 88923, May.
• Legrand, Romain, 2018, "Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean," MPRA Paper, University Library of Munich, Germany, number 88925, Sep.
• Vayi, Xolisa & Phiri, Andrew, 2018, "A sequential panel selection approach to cointegration analysis: An application to Wagner's law for South African provincial data," MPRA Paper, University Library of Munich, Germany, number 88989, Sep.
• Trabelsi, Mohamed Ali & Hmida, Salma, 2018, "Impact of the Credit Rating Revision on the Eurozone Stock Markets," MPRA Paper, University Library of Munich, Germany, number 89152, revised 2018.
• Phiri, Andrew, 2018, "Pursuing the Phillips curve in an African monarchy: The Swazi case," MPRA Paper, University Library of Munich, Germany, number 89199, Sep.