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

2017

• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, , "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM), number 253725, DOI: 10.22004/ag.econ.253725.
• Phiri, Andrew, 2017, "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 13, issue 01, DOI: 10.22004/ag.econ.264621.
• Tiwari, Aviral Kumar & Dutta, Subhendu & Dash, Aruna Kumar, None, "Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), volume 14, issue 2, DOI: 10.22004/ag.econ.265766.
• Hualde, Javier & Orregaard Nielsen, Morten, 2017, "Truncated sum of squares estimation of fractional time series models with deterministic trends," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274702, May, DOI: 10.22004/ag.econ.274702.
• gao, chen & leatham, david, 2017, "Monetary policy, Farm sector income and Farm Household Well-being --a VECM Analysis," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama, Southern Agricultural Economics Association, number 252815, DOI: 10.22004/ag.econ.252815.
• Lira P. Sekantsi & Sayed Timuno, 2017, "Electricity Consumption In Botswana: The Role Of Financial Development, Industrialisation And Urbanization," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 19, pages 75-102, June.
• Papa Gueye Fam & Rachida Hennani & Nicolas Huchet, 2017, "U.S. Monetary Policy, Commodity Prices And The Financialization Hypothesis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 20, pages 53-77, December.
• Uäžur Sivri, 2017, "Is Inflation Rate Of Turkey Stationary? Evidence From Unit Root Tests With And Without Structural Breaks," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 20, pages 29-52, December.
• Olcay ÇOLAK & Serap PALAZ, 2017, "The Relationship Between Economic Development And Fatal Occupational Accidents: Evidence From Turkey," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 64, issue 1, pages 19-31, March.
• Augustine C. Osigwe & Anthony I. Okechukwu & Emmanuel I. Agupusi, 2017, "Foreign Reserve Changes, Domestic Credit and Output in Nigeria: Any Causality?," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, volume 8, issue 1, pages 77-81, January, DOI: 10.18843/ijcms/v8i1/12.
• Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2017, "Nonparametric estimation of dynamic discrete choice models for time series data," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017011, Jan.
• Ricardo Barradas & Sérgio Lagoa, 2017, "Functional Income Distribution in Portugal: The Role of Financialisation and Other Related Determinants," Society and Economy, Akadémiai Kiadó, Hungary, volume 39, issue 2, pages 183-212, June.
• Roger Koenker, 2017, "Quantile Regression: 40 Years On," Annual Review of Economics, Annual Reviews, volume 9, issue 1, pages 155-176, September, DOI: 10.1146/annurev-economics-063016-10.
• Сейдахметова С.С. & Тусаева А.К., 2017, "Влияние Макроэкономических Показателей На Приток Прямых Иностранных Инвестиций В Республику Казахстан," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 11-19.
• Мекенбаева К.Б. & Жузбаев А.М., 2017, "Краткосрочное Прогнозирование Экономической Активности В Казахстане," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 20-35.
• Simon Clinet & Yoann Potiron, 2017, "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Papers, arXiv.org, number 1701.01185, Jan, revised Jun 2018.
• Christian Kleiber, 2017, "Structural Change in (Economic) Time Series," Papers, arXiv.org, number 1702.06913, Feb.
• Andrew J. Patton & Johanna F. Ziegel & Rui Chen, 2017, "Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk)," Papers, arXiv.org, number 1707.05108, Jul.
• Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes, 2017, "High-Frequency Jump Tests: Which Test Should We Use?," Papers, arXiv.org, number 1708.09520, Aug, revised Jan 2020.
• Simon Clinet & Yoann Potiron, 2017, "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Papers, arXiv.org, number 1709.02502, Sep, revised Feb 2019.
• Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2017, "A Justification of Conditional Confidence Intervals," Papers, arXiv.org, number 1710.00643, Oct, revised Jan 2019.
• Mika Meitz & Pentti Saikkonen, 2017, "Testing for observation-dependent regime switching in mixture autoregressive models," Papers, arXiv.org, number 1711.03959, Nov.
• Fuad Mammadov & Shaig Adigozalov, 2017, "Are fiscal rules helpful in mitigating the impact of oil market fluctuations?," Working Papers, Central Bank of Azerbaijan Republic, number 1703, Mar.
• Chaohua Dong & Oliver Linton, 2017, "Additive nonparametric models with time variable and both stationary and nonstationary regressions," CeMMAP working papers, Institute for Fiscal Studies, number 59/17, Dec, DOI: 10.1920/wp.cem.2017.5917.
• Haipeng Xing & Hongsong Yuan & Sichen Zhou, 2017, "A Mixtured Localized Likelihood Method for GARCH Models with Multiple Change-points," Review of Economics & Finance, Better Advances Press, Canada, volume 8, pages 44-60, May.
• Mackenzie D. Wood & Jungho Baek, 2017, "Factors Affecting Alaska¡¯s Salmon Permit Values: Evidence from Bristol Bay Drift Gillnet Permits," Review of Economics & Finance, Better Advances Press, Canada, volume 10, pages 63-71, November.
• Maximo Camacho & Matias Pacce & Camilo Ulloa, 2017, "Business cycle phases in Spain," Working Papers, BBVA Bank, Economic Research Department, number 17/20, Sep.
• Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017, "Markov-Switching Three-Pass Regression Filter," Staff Working Papers, Bank of Canada, number 17-13, DOI: 10.34989/swp-2017-13.
• Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba, 2017, "Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns," Staff Working Papers, Bank of Canada, number 17-19, DOI: 10.34989/swp-2017-19.
• Luis Libonatti, 2017, "MIDAS Modeling for Core Inflation Forecasting," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201772, Dec.
• Emilio Blanco & Laura D’Amato & Fiorella Dogliolo & Lorena Garegnani, 2017, "Nowcasting GDP in Argentina: Comparing the Predictive Ability of Different Models," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201774, Dec.
• Pinar KAYA & Bulent GULOGLU, 2017, "Modeling and Forecasting the Markets Volatility and VaR Dynamics of Commodity," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 11, issue 1, pages 9-49.
• Danilo Leiva-Leon, 2017, "Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs," Occasional Papers, Banco de España, number 1706, Sep.
• María Dolores Gadea & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2017, "Dissecting US recoveries," Working Papers, Banco de España, number 1708, Mar.
• Paulo Soares Esteves & Elvira Prades, 2017, "On domestic demand and export performance in the euro area countries: Does export concentration matter?," Working Papers, Banco de España, number 1719, May.
• Maximo Camacho & Danilo Leiva-Leon, 2017, "The propagation of industrial business cycles," Working Papers, Banco de España, number 1728, Aug.
• M. D. Gadea-Rivas & Ana Gómez-Loscos & Eduardo Bandrés, 2017, "Clustering regional business cycles," Working Papers, Banco de España, number 1744, Dec.
• Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017, "Markov-switching three-pass regression filter," Working Papers, Banco de España, number 1748, Dec.
• Gergely Akos Ganics, 2017, "Optimal density forecast combinations," Working Papers, Banco de España, number 1751, Dec.
• Fabio Busetti & Michele Caivano, 2017, "Low frequency drivers of the real interest rate: a band spectrum regression approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1132, Sep.
• Ibarra-Ramírez Raúl & Gómez-Zamudio Luis M., 2017, "Are daily financial data useful for forecasting GDP? Evidence from Mexico," Working Papers, Banco de México, number 2017-17, Sep.
• J. Sebastian Amador-Torres & Jose Eduardo Gomez-Gonzalez & Sebastian Sanin-Restrepo, 2017, "I know what you did during the last bubble: Determinants of housing bubbles' duration in OECD countries," Borradores de Economia, Banco de la Republica de Colombia, number 1005, Jul, DOI: 10.32468/be.1005.
• Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon, 2017, "Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study," Borradores de Economia, Banco de la Republica de Colombia, number 1009, Aug, DOI: 10.32468/be.1009.
• Daniel Ordoñez-Callamand & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2017, "Una exploración reciente a la demanda por dinero en Colombia bajo un enfoque no lineal," Borradores de Economia, Banco de la Republica de Colombia, number 1012, Sep, DOI: 10.32468/be.1012.
• Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon & Jorge M. Uribe, 2017, "Dynamic Connectedness and Causality between Oil prices and Exchange Rates," Borradores de Economia, Banco de la Republica de Colombia, number 1025, Oct, DOI: 10.32468/be.1025.
• Jose Eduardo Gomez-Gonzalez & Sebastian Sanin-Restrepo, 2017, "The Maple Bubble: A History of Migration among Canadian Provinces," Borradores de Economia, Banco de la Republica de Colombia, number 992, May, DOI: 10.32468/be.992.
• Adriana Uquillas & Carlos González, 2017, "Determinantes macro y microeconómicos para pruebas de tensión de riesgo de crédito: un estudio comparativo entre Ecuador y Colombia basado en la tasa de morosidad," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 35, issue 84, pages 245-259, December, DOI: 10.1016/j.espe.2017.11.002.
• Ivan D. Trofimov, 2017, "Capital Productivity In Industrialised Economies: Evidence From Error-Correction Model And Lagrange Multiplier Tests," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 62, issue 215, pages 53-80, October –.
• Florian Huber & Tamás Krisztin & Philipp Piribauer, 2017, "Forecasting Global Equity Indices Using Large Bayesian Vars," Bulletin of Economic Research, Wiley Blackwell, volume 69, issue 3, pages 288-308, July.
• Tommaso Proietti & Eric Hillebrand, 2017, "Seasonal changes in central England temperatures," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 180, issue 3, pages 769-791, June.
• Christian Gouriéroux & Jean-Michel Zakoïan, 2017, "Local explosion modelling by non-causal process," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 79, issue 3, pages 737-756, June.
• Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2017, "Time-Varying Transition Probabilities for Markov Regime Switching Models," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 3, pages 458-478, May.
• Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2017, "Testing for Panel Cointegration Using Common Correlated Effects Estimators," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 4, pages 610-636, July.
• Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2017, "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 79, issue 5, pages 822-850, October.
• Ramazan Gencay & Ege Yazgan, 2017, "When Are Wavelets Useful Forecasters?," Working Papers, The Center for Financial Studies (CEFIS), Istanbul Bilgi University, number 1704, Sep.
• Burak Eroglu & Kemal Caglar Gogebakan & Mirza Trokic, 2017, "Fractional Seasonal Variance Ratio Unit Root Tests," Working Papers, The Center for Financial Studies (CEFIS), Istanbul Bilgi University, number 1707, Nov.
• Rolando Einar Paz Rodriguez, 2017, "Análisis del ciclo económico boliviano con modelos Markov-Switching," Revista de Análisis del BCB, Banco Central de Bolivia, volume 27, issue 2, pages 63-90, July - De.
• Abdul Aleem Qureshi & Syed Faizan Iftikhar & Mohsin Hasnain Ahmed, 2017, "The Fiscal Impacts of Privatization Reforms in Pakistan: A Dynamic Analysis," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 4, issue 1, pages 17-32.
• Christopher F Baum & Mustafa Caglayan & Bing Xu, 2017, "The Impact of Uncertainty on Financial Institutions," Boston College Working Papers in Economics, Boston College Department of Economics, number 939, Dec, revised 20 Sep 2018.
• Iryna Kaminska & Matt Roberts-Sklar, 2017, "Volatility in equity markets and monetary policy rate uncertainty," Bank of England working papers, Bank of England, number 700, Dec.
• Dimitrios Louzis, 2017, "Macroeconomic effects of unconventional monetary policy in the Eurozone using non-linear models," Economic Bulletin, Bank of Greece, issue 46, pages 7-24, December.
• Evangelos Charalambakis & Yiannis Dendramis & Elias Tzavalis, 2017, "On the determinants of NPLS: lessons from Greece," Working Papers, Bank of Greece, number 220, Mar.
• Vasilis Siakoulis, 2017, "Fiscal policy effects on non-performing loan formation," Working Papers, Bank of Greece, number 224, May.
• Masato Higashi & Hiroshi Kawata, 2017, "Recent Developments in Durable Goods Consumption: A Perspective from Spectrum Analysis," Bank of Japan Research Papers, Bank of Japan, number 17-03-17, Mar.
• Seungmoon Choi & Byungkuk Kim, 2017, "Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 23, issue 1, pages 23-54, March.
• Seungmoon Choi & Byungkuk Kim, 2017, "Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2017-7, Feb.
• F. Lilla, 2017, "High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models - 2nd ed," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1099, Apr.
• Rasmus T. Varneskov & Pierre Perron, 2017, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2017-006, Jan.
• Jiawen Xu & Pierre Perron, 2017, "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2018-014, Jan, revised Nov 2018.
• Njindan Iyke Bernard & Odhiambo Nicholas M., 2017, "Inflationary Thresholds, Financial Development and Economic Growth: New Evidence from Two West African Countries," Global Economy Journal, De Gruyter, volume 17, issue 2, pages 1-11, June, DOI: 10.1515/gej-2016-0042.
• Chakraborty Debashis & Mukherjee Jaydeep & Lee Jaewook, 2017, "FDI Inflows Influence Merchandise Exports? Causality Analysis for India over 1991-2016 : Causality Analysis for India Over 1991–2016," Global Economy Journal, De Gruyter, volume 17, issue 3, pages 1-10, September, DOI: 10.1515/gej-2017-0020.
• Hännikäinen Jari, 2017, "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Journal of Econometric Methods, De Gruyter, volume 6, issue 1, pages 1-22, January, DOI: 10.1515/jem-2015-0021.
• Aristidou Chrystalleni & Harvey David I. & Leybourne Stephen J., 2017, "The Impact of the Initial Condition on Covariate Augmented Unit Root Tests," Journal of Time Series Econometrics, De Gruyter, volume 9, issue 1, pages 1-23, January, DOI: 10.1515/jtse-2015-0013.
• Iacone Fabrizio & Leybourne Stephen J. & Robert Taylor A.M., 2017, "Testing for a Change in Mean under Fractional Integration," Journal of Time Series Econometrics, De Gruyter, volume 9, issue 1, pages 1-8, January, DOI: 10.1515/jtse-2015-0006.
• Michael Chletsos & Stelios Roupakias, 2017, "Defense Spending and Unemployment. Evidence from Southern European Countries," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 23, issue 1, pages 1-36, January, DOI: 10.1515/peps-2016-0026.
• Abdelkader Hossam Eldin Mohammed, 2017, "Political Instability and Economic Growth in Egypt," Review of Middle East Economics and Finance, De Gruyter, volume 13, issue 2, pages 1-11, August, DOI: 10.1515/rmeef-2017-0019.
• Meng Ming & Lee Junsoo & Payne James E., 2017, "RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 31-45, February, DOI: 10.1515/snde-2016-0050.
• Bu Ruijun & Cheng Jie & Hadri Kaddour, 2017, "Specification analysis in regime-switching continuous-time diffusion models for market volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 65-80, February, DOI: 10.1515/snde-2016-0047.
• Kruse Robinson & Ventosa-Santaulària Daniel & Noriega Antonio E., 2017, "Changes in persistence, spurious regressions and the Fisher hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 3, pages 1-28, June, DOI: 10.1515/snde-2015-0062.
• Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017, "Time-varying persistence of inflation: evidence from a wavelet-based approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 4, pages 1-18, September, DOI: 10.1515/snde-2016-0130.
• Dimitris Korobilis & Davide Pettenuzzo, 2017, "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers, Brandeis University, Department of Economics and International Business School, number 115, Sep.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis University, Department of Economics and International Business School, number 116, Oct.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis University, Department of Economics and International Business School, number 116R, Oct, revised Feb 2018.
• Rémy Herrera & Zhiming Long, 2017, "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Journal of Innovation Economics, De Boeck Université, volume 0, issue 2, pages 59-82.
• Evžen Kocenda & Balázs Varga & Evžen Kočenda, 2017, "The Impact of Monetary Strategies on Inflation Persistence," CESifo Working Paper Series, CESifo, number 6306.
• Kajal Lahiri & Zhongwen Liang & Huaming Peng, 2017, "The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends," CESifo Working Paper Series, CESifo, number 6313.
• Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017, "Central Bank Policy Rates: Are they Cointegrated?," CESifo Working Paper Series, CESifo, number 6389.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Long Memory and Data Frequency in Financial Markets," CESifo Working Paper Series, CESifo, number 6396.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," CESifo Working Paper Series, CESifo, number 6477.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," CESifo Working Paper Series, CESifo, number 6482.
• Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017, "Is Market Fear Persistent? A Long-Memory Analysis," CESifo Working Paper Series, CESifo, number 6534.
• Ansgar Belke & Jan Wagemester, 2017, "Export Hysteresis, Capacity Constraints and Uncertainty: A Smooth-Transition Analysis for Euro Area Member Countries," CESifo Working Paper Series, CESifo, number 6634.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Trends and Cycles in Macro Series: The Case of US Real GDP," CESifo Working Paper Series, CESifo, number 6728.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Persistence in the Cryptocurrency Market," CESifo Working Paper Series, CESifo, number 6811.
• Efrem Castelnuovo & Giovanni Pellegrino, 2017, "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," CESifo Working Paper Series, CESifo, number 6821.
• Klaus Abberger & Wolfgang Nierhaus, 2017, "Die ifo Konjunkturuhr auf dem Prüfstand," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 70, issue 04, pages 24-30, February.
• Klaus Wohlrabe & Timo Wollmershäuser, 2017, "Über die richtige Interpretation des ifo Geschäftsklimas als konjunktureller Frühindikator," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 70, issue 15, pages 42-46, August.
• Przemyslaw Brandt & Christian Grotemeier & Klaus Wohlrabe, 2017, "BVL-Logistikindikator – Hintergründe, Entwicklungen und Ergebnisse," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 70, issue 20, pages 36-42, October.
• Carlos Medel, 2017, "Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, volume 20, issue 3, pages 004-050, December.
• Carlos Medel, 2017, "Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis," Working Papers Central Bank of Chile, Central Bank of Chile, number 805, Jun.
• Zhang Qun & Didier Sornette & Hao Zhang, 2017, "Anticipating Critical Transitions of Chinese Housing Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-18, May.
• Antonia Lopez-Villavicencio & Valérie Mignon, 2017, "On the seemingly incompleteness of exchange rate pass-through to import prices: Do globalization and/or regional trade matter?," Working Papers, CEPII research center, number 2017-08, Jun.
• Luis A. Gil-Alana & Robert Mudida, 2017, "CPI and inflation in Kenya. Structural breaks, non-linearities and dependenceOriginal Research Article," International Economics, CEPII research center, issue 150, pages 72-79.
• Guglielmo Maria Caporale & Hector Carcel & Luis Gil-Alana, 2017, "Central bank policy rates: Are they cointegrated?," International Economics, CEPII research center, issue 152, pages 116-123.
• Michal Andrle & Miroslav Plasil, 2017, "System Priors for Econometric Time Series," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/01, May.
• Paulo Reis Mourao, 2017, "Descentralizacao e desigualdade na distribuicao dos fundos constitucionais brasileiros. Uma análise de cointegracao de séries entre 1997 e 2011," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 36, issue 71, pages 321-344.
• Gloria Bernal y Andrés Giraldo & Andr�s Giraldo, 2017, "Datos en Tiempo Real, Regla de Taylor y Política Monetaria en Colombia: Otro Ejercicio Empírico," Documentos de Economía, Universidad Javeriana - Bogotá, number 15491, Jan.
• Jurany Beccie RAMÍREZ GALLEGO & M�nica Eliana FL�REZ BUSTAMANTE, 2017, "Elasticidades ingreso y precios de las exportaciones no tradicionales en Colombia 1991-2015," Archivos de Economía, Departamento Nacional de Planeación, number 15309, Jan.
• Alberto Munoz-Santiago & Jaime Urquijo-Vanstrahlengs & An�bal Castro-Otero & Jahir Lombana, 2017, "Pronóstico del precio de la energía en Colombia utilizando modelos ARIMA con IGARCH," Revista de Economía del Rosario, Universidad del Rosario, volume 20, issue 1, pages 125-159.
• Laura Daniela Castillo Paredes & Josefa Ramoni-Perazzi, 2017, "La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 63, pages 95-135.
• Diego Lemus & Alexandra Torres & Sebasti�n Cubillos & Fabi�n Camelo, 2017, "Análisis de la ejecución presupuestal en colombia durante el periodo 1954 – 2013," Revista CIFE, Universidad Santo Tomás, volume 19, issue 30, pages 23-45.
• Jorge Hugo Barrientos Marín & M�nica Toro Mart�nez, 2017, "Sobre los fundamentales del precio de la energía eléctrica : evidencia empírica para Colombia," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17497, Mar.
• Jorge Barrientos Marín & M�nica Toro Mart�nez, 2017, "Análisis de los fundamentales del precio de la energía eléctrica: evidencia empírica para Colombia," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-26.
• Gustavo Rodríguez Albor & James Frasser Camargo & Deisy Andapi�a Acosta, 2017, "Desarrollo sostenible, modelo extractivista e inversión extranjera en Colombia," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-19.
• Anahí Montserrat Torres Oliveros & Arturo Morales Castro & Jos� Luis Alcal� Villarreal, 2017, "Análisis del impacto por nueva regulación a las sofomes mexicanas," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-33.
• Gloria Paola Méndez Sarmiento & Edgar Javier G�mez Parada & H�ctor Luis Romero Valbuena & Eddy Johanna Fajardo Ortiz, 2017, "Efectos económicos de la entrada en vigor del Tratado de Libre Comercio entre Colombia y Chile," Revista Lebret, Universidad Santo Tomás - Bucaramanga, volume 9, pages 173-194.
• Gloria Bernal y Andrés Giraldo & Andr�s Giraldo, 2017, "Datos en Tiempo Real, Regla de Taylor y Política Monetaria en Colombia: Otro Ejercicio Empírico," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-36.
• Andrés González, 2017, "Evaluación de pronósticos de modelos lineales y no lineales de la tasa de cambio de Colombia," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-45.
• Raul Ibarra & Luis M. Gomez-Zamudio, 2017, "Are Daily Financial Data Useful for Forecasting GDP? Evidence from Mexico," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 173-203.
• Julio César Alonso & Diego Alex�nder Mart�nez Quintero, 2017, "Impacto del precio del petróleo sobre el PIB de los países de la Alianza del Pacífico," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 9, issue 2, pages 249-264.
• Julio César Alonso & Diego Alex�nder Mart�nez Quintero, 2017, "Impacto del precio del petróleo sobre el PIB de los países de la Alianza del Pacífico," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 9, issue 2, pages 249-264.
• PREMINGER Arie & STORTI Giuseppe, 2017, "Least squares estimation for GARCH (1,1) model with heavy tailed errors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2017015, Apr.
• JOHNEN, Johannes, 2017, "Dynamic competition in deceptive markets," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2017036, Dec.
• Luc BAUWENS & Jean-François CARPENTIER & Arnaud DUFAYS, 2017, "Autoregressive moving average infinite hidden Markov-switching models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2836, Jan.
• Christian M. HAFNER & Sébastien LAURENT & Francesco VIOLANTE, 2017, "Weak diffusion limits of dynamic conditional correlation models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2866, Jan.
• Etienne de Klerk & François Glineur & Adrien B. Taylor, 2017, "On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2918, Jan.
• Joris de Wind, 2017, "Exact Nonlinear and Non-Gaussian Kalman Smoother for State Space Models with Implicit Functions and Equality Constraints," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 359, Sep.
• Joris de Wind, 2017, "SMOOTHIES: A Toolbox for the Exact Nonlinear and Non-Gaussian Kalman Smoother," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 360, Sep.
• Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores & Gomez-Loscos, Ana, 2017, "Dissecting US recoveries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11997, Apr.
• Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6117, May.
• Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2017, "Dynamic conditional score models with time-varying location, scale and shape parameters," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 25043, Jul.
• Carlomagno Real, Guillermo & Espasa, Antoni, 2017, "Discovering pervasive and non-pervasive common cycles," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 25392, Sep.
• Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Inflation Dynamics in Uganda: A Quantile Regression Approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2017-07.
• Haoyuan Ding & Haichao Fan & Huanhuan Wang & Wenjing Xie, 2017, "Revisiting Crude Oil Price and China's Stock Market," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 377-391, November.
• Sam Olofin & Afees A. Salisu, 2017, "Modelling oil price-inflation nexus: The role of asymmetries and structural breaks," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 020, Aug.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2017, "Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 035, Nov.
• Hafner, Christian M. & Laurent, Sebastien & Violante, Francesco, 2017, "Weak Diffusion Limits Of Dynamic Conditional Correlation Models," Econometric Theory, Cambridge University Press, volume 33, issue 3, pages 691-716, June.
• Hounyo, Ulrich & Gonçalves, Sílvia & Meddahi, Nour, 2017, "Bootstrapping Pre-Averaged Realized Volatility Under Market Microstructure Noise," Econometric Theory, Cambridge University Press, volume 33, issue 4, pages 791-838, August.
• Kanaya, Shin, 2017, "Convergence Rates Of Sums Of Α-Mixing Triangular Arrays: With An Application To Nonparametric Drift Function Estimation Of Continuous-Time Processes," Econometric Theory, Cambridge University Press, volume 33, issue 5, pages 1121-1153, October.
• Jin, Sainan & Corradi, Valentina & Swanson, Norman R., 2017, "Robust Forecast Comparison," Econometric Theory, Cambridge University Press, volume 33, issue 6, pages 1306-1351, December.
• Hall, Stephen G. & Swamy, P. A. V. B. & Tavlas, George S., 2017, "Time-Varying Coefficient Models: A Proposal For Selecting The Coefficient Driver Sets," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 5, pages 1158-1174, July.
• Leschinski, Christian & Bertram, Philip, 2017, "Time varying contagion in EMU government bond spreads," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 72-91, DOI: 10.1016/j.jfs.2017.01.007.
• Hussain, Jakir & Bernard, Jean-Thomas, 2017, "Regional productivity convergence: An analysis of the pulp and paper industries in U.S., Canada, Finland, and Sweden," Journal of Forest Economics, Elsevier, volume 28, issue C, pages 49-62, DOI: 10.1016/j.jfe.2017.04.005.
• Kuttu, Saint, 2017, "Time-varying conditional discrete jumps in emerging African equity markets," Global Finance Journal, Elsevier, volume 32, issue C, pages 35-54, DOI: 10.1016/j.gfj.2016.06.004.
• Chatziantoniou, Ioannis & Filis, George & Floros, Christos, 2017, "Asset prices regime-switching and the role of inflation targeting monetary policy," Global Finance Journal, Elsevier, volume 32, issue C, pages 97-112, DOI: 10.1016/j.gfj.2015.12.002.
• Neves, César & Fernandes, Cristiano & Hoeltgebaum, Henrique, 2017, "Five different distributions for the Lee–Carter model of mortality forecasting: A comparison using GAS models," Insurance: Mathematics and Economics, Elsevier, volume 75, issue C, pages 48-57, DOI: 10.1016/j.insmatheco.2017.04.004.
• Gil-Alana, Luis A. & Mudida, Robert, 2017, "CPI and inflation in Kenya. Structural breaks, non-linearities and dependence," International Economics, Elsevier, volume 150, issue C, pages 72-79, DOI: 10.1016/j.inteco.2016.12.003.
• Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis, 2017, "Central bank policy rates: Are they cointegrated?," International Economics, Elsevier, volume 152, issue C, pages 116-123, DOI: 10.1016/j.inteco.2017.06.001.
• Slim, Skander & Koubaa, Yosra & BenSaïda, Ahmed, 2017, "Value-at-Risk under Lévy GARCH models: Evidence from global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 46, issue C, pages 30-53, DOI: 10.1016/j.intfin.2016.08.008.
• Boubaker, Sabri & Essaddam, Naceur & Nguyen, Duc Khuong & Saadi, Samir, 2017, "On the robustness of week-day effect to error distributional assumption: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 114-130, DOI: 10.1016/j.intfin.2016.11.003.
• Drakos, Anastassios A. & Kouretas, Georgios P. & Stavroyiannis, Stavros & Zarangas, Leonidas, 2017, "Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 76-88, DOI: 10.1016/j.intfin.2016.11.006.
• Soon, Siew-Voon & Baharumshah, Ahmad Zubaidi & Mohamad Shariff, Nurul Sima, 2017, "The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 50, issue C, pages 36-51, DOI: 10.1016/j.intfin.2017.08.009.
• Hendry, David F. & Martinez, Andrew B., 2017, "Evaluating multi-step system forecasts with relatively few forecast-error observations," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 359-372, DOI: 10.1016/j.ijforecast.2016.08.007.
• Tallman, Ellis W. & Zaman, Saeed, 2017, "Forecasting inflation: Phillips curve effects on services price measures," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 442-457, DOI: 10.1016/j.ijforecast.2016.10.004.
• Delle Monache, Davide & Petrella, Ivan, 2017, "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 482-501, DOI: 10.1016/j.ijforecast.2016.11.007.
• Rua, António, 2017, "A wavelet-based multivariate multiscale approach for forecasting," International Journal of Forecasting, Elsevier, volume 33, issue 3, pages 581-590, DOI: 10.1016/j.ijforecast.2017.01.007.
• Taylor, Nick, 2017, "Realised variance forecasting under Box-Cox transformations," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 770-785, DOI: 10.1016/j.ijforecast.2017.04.001.
• D’Amuri, Francesco & Marcucci, Juri, 2017, "The predictive power of Google searches in forecasting US unemployment," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 801-816, DOI: 10.1016/j.ijforecast.2017.03.004.
• Baak, SaangJoon, 2017, "Is the yen misaligned more during the Abenomics period?," Japan and the World Economy, Elsevier, volume 44, issue C, pages 26-34, DOI: 10.1016/j.japwor.2017.10.004.
• Kolev, Gueorgui I. & Karapandza, Rasa, 2017, "Out-of-sample equity premium predictability and sample split–invariant inference," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 188-201, DOI: 10.1016/j.jbankfin.2016.07.017.
• Canarella, Giorgio & Miller, Stephen M., 2017, "Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration," Journal of Economics and Business, Elsevier, volume 92, issue C, pages 45-62, DOI: 10.1016/j.jeconbus.2017.05.002.
• Eraker, Bjørn & Wu, Yue, 2017, "Explaining the negative returns to volatility claims: An equilibrium approach," Journal of Financial Economics, Elsevier, volume 125, issue 1, pages 72-98, DOI: 10.1016/j.jfineco.2017.04.007.
• Laporte, Audrey & Dass, Adrian Rohit & Ferguson, Brian S., 2017, "Is the Rational Addiction model inherently impossible to estimate?," Journal of Health Economics, Elsevier, volume 54, issue C, pages 161-175, DOI: 10.1016/j.jhealeco.2016.12.005.
• Cuestas, Juan Carlos, 2017, "House prices and capital inflows in Spain during the boom: Evidence from a cointegrated VAR and a structural Bayesian VAR," Journal of Housing Economics, Elsevier, volume 37, issue C, pages 22-28, DOI: 10.1016/j.jhe.2017.04.002.
• Chen, Jian & Jiang, Fuwei & Liu, Yangshu & Tu, Jun, 2017, "International volatility risk and Chinese stock return predictability," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 183-203, DOI: 10.1016/j.jimonfin.2016.08.007.
• Degiannakis, Stavros & Filis, George, 2017, "Forecasting oil price realized volatility using information channels from other asset classes," Journal of International Money and Finance, Elsevier, volume 76, issue C, pages 28-49, DOI: 10.1016/j.jimonfin.2017.05.006.
• Ahmad, Yamin S. & Staveley-O’Carroll, Olena M., 2017, "Exploring international differences in inflation dynamics," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 115-135, DOI: 10.1016/j.jimonfin.2017.09.002.
• Melnick, Rafi & Strohsal, Till, 2017, "Disinflation in steps and the Phillips curve: Israel 1986–2015," Journal of Macroeconomics, Elsevier, volume 53, issue C, pages 145-161, DOI: 10.1016/j.jmacro.2017.06.008.
• Guo, Feng & McCulloch, J.H., 2017, "Heterogeneous capital and misintermediation," Journal of Macroeconomics, Elsevier, volume 53, issue C, pages 16-41, DOI: 10.1016/j.jmacro.2017.05.001.
• Francq, Christian & Sucarrat, Genaro, 2017, "An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns," Journal of Multivariate Analysis, Elsevier, volume 153, issue C, pages 16-32, DOI: 10.1016/j.jmva.2016.09.010.
• Gil-Alana, Luis A. & Cunado, Juncal & Gupta, Rangan, 2017, "Evidence of persistence in U.S. short and long-term interest rates," Journal of Policy Modeling, Elsevier, volume 39, issue 5, pages 775-789, DOI: 10.1016/j.jpolmod.2017.04.005.
• Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2017, "The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, volume 51, issue C, pages 77-84, DOI: 10.1016/j.resourpol.2016.11.009.
• Shahbaz, Muhammad & Balcilar, Mehmet & Abidin Ozdemir, Zeynel, 2017, "Does oil predict gold? A nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, volume 52, issue C, pages 257-265, DOI: 10.1016/j.resourpol.2017.03.004.
• Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Awe, Olushina O., 2017, "Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach," Resources Policy, Elsevier, volume 53, issue C, pages 117-124, DOI: 10.1016/j.resourpol.2017.06.006.
• Martinho, Vítor João Pereira Domingues, 2017, "Efficiency, total factor productivity and returns to scale in a sustainable perspective: An analysis in the European Union at farm and regional level," Land Use Policy, Elsevier, volume 68, issue C, pages 232-245, DOI: 10.1016/j.landusepol.2017.07.040.
• Liu, Zhenya & Wang, Shixuan, 2017, "Decoding Chinese stock market returns: Three-state hidden semi-Markov model," Pacific-Basin Finance Journal, Elsevier, volume 44, issue C, pages 127-149, DOI: 10.1016/j.pacfin.2017.06.007.
• Omane-Adjepong, Maurice & Boako, Gideon, 2017, "Long-range dependence in returns and volatility of global gold market amid financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 472, issue C, pages 188-202, DOI: 10.1016/j.physa.2016.12.013.
• Park, Sung Y. & Ryu, Doojin & Song, Jeongseok, 2017, "The dynamic conditional relationship between stock market returns and implied volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 482, issue C, pages 638-648, DOI: 10.1016/j.physa.2017.04.023.
• Herwartz, Helmut & Theilen, Bernd, 2017, "Ideology and redistribution through public spending," European Journal of Political Economy, Elsevier, volume 46, issue C, pages 74-90, DOI: 10.1016/j.ejpoleco.2016.11.002.
• Mulligan, Robert F., 2017, "The multifractal character of capacity utilization over the business cycle: An application of Hurst signature analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 147-152, DOI: 10.1016/j.qref.2016.04.016.
• Ramcharran, Harri, 2017, "Bank lending to small business in India: Analyzing productivity and efficiency," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 16-24, DOI: 10.1016/j.qref.2016.06.003.
• Kucher, Oleg & McCoskey, Suzanne, 2017, "The long-run relationship between precious metal prices and the business cycle," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 263-275, DOI: 10.1016/j.qref.2016.09.005.
• Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E., 2017, "Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 276-284, DOI: 10.1016/j.qref.2017.01.005.
• Gökgöz, Fazıl & Atmaca, Mete Emin, 2017, "Portfolio optimization under lower partial moments in emerging electricity markets: Evidence from Turkey," Renewable and Sustainable Energy Reviews, Elsevier, volume 67, issue C, pages 437-449, DOI: 10.1016/j.rser.2016.09.029.
• Payne, James E. & Vizek, Maruška & Lee, Junsoo, 2017, "Is there convergence in per capita renewable energy consumption across U.S. States? Evidence from LM and RALS-LM unit root tests with breaks," Renewable and Sustainable Energy Reviews, Elsevier, volume 70, issue C, pages 715-728, DOI: 10.1016/j.rser.2016.11.252.
• Ahmed, Mumtaz & Khan, Atif Maqbool & Bibi, Salma & Zakaria, Muhammad, 2017, "Convergence of per capita CO2 emissions across the globe: Insights via wavelet analysis," Renewable and Sustainable Energy Reviews, Elsevier, volume 75, issue C, pages 86-97, DOI: 10.1016/j.rser.2016.10.053.
• Hung, Kuo-Che & Ma, Tai, 2017, "The effects of expectations-based monetary policy on international stock markets: An application of heterogeneous agent model," International Review of Economics & Finance, Elsevier, volume 47, issue C, pages 70-87, DOI: 10.1016/j.iref.2016.09.006.
• Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2017, "Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 269-279, DOI: 10.1016/j.iref.2016.12.007.
• Chen, Shyh-Wei & Xie, Zixiong, 2017, "Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 339-354, DOI: 10.1016/j.iref.2016.12.001.
• Yu, Philip L.H. & Lu, Renjie, 2017, "Cointegrated market-neutral strategy for basket trading," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 112-124, DOI: 10.1016/j.iref.2017.01.007.
• Ma, Wei & Li, Haiqi & Park, Sung Y., 2017, "Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 211-222, DOI: 10.1016/j.iref.2017.01.029.
• Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Shahzad, Syed Jawad Hussain, 2017, "Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 453-483, DOI: 10.1016/j.iref.2017.03.007.