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

• 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.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2017, "Heterogeneity in the debt-growth nexus: Evidence from EMU countries," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 470-486, DOI: 10.1016/j.iref.2017.07.008.
• Chen, Shyh-Wei & Xie, Zixiong, 2017, "Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity: New international evidence," International Review of Economics & Finance, Elsevier, volume 52, issue C, pages 188-209, DOI: 10.1016/j.iref.2017.09.008.
• Liu, Tie-Ying & Chang, Hsu-Ling & Su, Chi-Wei & Lobonţ, Oana-Ramona, 2017, "Is there inflation in China? Evidence by a unit root approach," International Review of Economics & Finance, Elsevier, volume 52, issue C, pages 236-245, DOI: 10.1016/j.iref.2017.01.011.
• Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2017, "Does news matter in China’s foreign exchange market? Chinese RMB volatility and public information arrivals," International Review of Economics & Finance, Elsevier, volume 52, issue C, pages 302-321, DOI: 10.1016/j.iref.2017.01.016.
• Uctum, Remzi & Renou-Maissant, Patricia & Prat, Georges & Lecarpentier-Moyal, Sylvie, 2017, "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Review of Financial Economics, Elsevier, volume 35, issue C, pages 43-56, DOI: 10.1016/j.rfe.2017.03.001.
• Pati, Pratap Chandra & Rajib, Prabina & Barai, Parama, 2017, "A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index," Review of Financial Economics, Elsevier, volume 35, issue C, pages 66-81, DOI: 10.1016/j.rfe.2017.07.004.
• Trabelsi Mnif, Afef, 2017, "Political uncertainty and behavior of Tunisian stock market cycles: Structural unobserved components time series models," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 206-214, DOI: 10.1016/j.ribaf.2016.07.029.
• Jawadi, Fredj & Soparnot, Richard & Sousa, Ricardo M., 2017, "Assessing financial and housing wealth effects through the lens of a nonlinear framework," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 840-850, DOI: 10.1016/j.ribaf.2014.11.004.
• Neaime, Simon & Gaysset, Isabelle, 2017, "Sustainability of macroeconomic policies in selected MENA countries: Post financial and debt crises," Research in International Business and Finance, Elsevier, volume 40, issue C, pages 129-140, DOI: 10.1016/j.ribaf.2017.01.001.
• Walther, Thomas & Klein, Tony & Thu, Hien Pham & Piontek, Krzysztof, 2017, "True or spurious long memory in European non-EMU currencies," Research in International Business and Finance, Elsevier, volume 40, issue C, pages 217-230, DOI: 10.1016/j.ribaf.2017.01.003.
• Azad, A.S.M. Sohel & Chazi, Abdelaziz & Cooper, Peter & Ahsan, Amirul, 2017, "What determines the Japanese corporate credit spread? A new evidence," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 354-361, DOI: 10.1016/j.ribaf.2017.04.029.
• Apergis, Nicholas & Gupta, Rangan, 2017, "Can (unusual) weather conditions in New York predict South African stock returns?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 377-386, DOI: 10.1016/j.ribaf.2017.04.052.
• Wu, Weiou & Lau, Marco Chi Keung & Vigne, Samuel A., 2017, "Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1137-1149, DOI: 10.1016/j.ribaf.2017.07.050.
• Suleman, Tahir & Gupta, Rangan & Balcilar, Mehmet, 2017, "Does country risks predict stock returns and volatility? Evidence from a nonparametric approach," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1173-1195, DOI: 10.1016/j.ribaf.2017.07.055.
• Charteris, Ailie & Musadziruma, Arnold, 2017, "Feedback trading in stock index futures: Evidence from South Africa," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1289-1297, DOI: 10.1016/j.ribaf.2017.07.065.
• Maria Caporale, Guglielmo & Zakirova, Valentina, 2017, "Calendar anomalies in the Russian stock market," Russian Journal of Economics, Elsevier, volume 3, issue 1, pages 101-108, DOI: 10.1016/j.ruje.2017.02.007.
• Focacci, Antonio, 2017, "Controversial curves of the economy: An up-to-date investigation of long waves," Technological Forecasting and Social Change, Elsevier, volume 116, issue C, pages 271-285, DOI: 10.1016/j.techfore.2016.10.008.
• Dinterman, Robert & Renkow, Mitch, 2017, "Evaluation of USDA's Broadband Loan Program: Impacts on broadband provision," Telecommunications Policy, Elsevier, volume 41, issue 2, pages 140-153, DOI: 10.1016/j.telpol.2016.12.004.
• Ana Paula Martins, 2017, "Estimation of Possibly Non-Stationary First-Order Auto-Regressive Processes," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 1, pages 52-73.
• Jitendra Kumar & Anoop Chaturvedi & Umme Afifa, 2017, "Bayesian Unit Root Test for Panel Data," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 1, pages 74-95.
• Andrew Phiri, 2017, "Nonlinear adjustment effects in the purchasing power parity," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 2, pages 14-38.
• Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2017, "Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/02, Apr.
• Andrew Phiri, 2017, "Nonlinear adjustment effects in the purchasing power parity," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/08, Jun.
• Irma Hindrayanto & Jan P.A.M. Jacobs & Denise R. Osborn & Jing Tian, 2017, "Trend-Cycle-Seasonal Interactions: Identification and Estimation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-57, Sep.
• Gutic Martincic Sanja, 2017, "Regression analysis of organizational behaviour as a component of the intellectual capital of small hotels on the tourist market," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 5, issue 2, pages 81-90.
• Gómez-Zamudio, Luis M. & Ibarra, Raúl, 2017, "Are daily financial data useful for forecasting GDP? Evidence from Mexico," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123310, Apr.
• Daniele, Vittorio & Foresti, Pasquale & Napolitano, Oreste, 2017, "The stability of money demand in the long-run: Italy 1861–2011," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67219, May.
• Jakub Mućk, 2017, "Elasticity of substitution between labor and capital: robust evidence from developed economies," EcoMod2017, EcoMod, number 10433, Jul.
• Ramos-Francia, Manuel & Noriega, Antonio E. & Rodríguez-Pérez, Cid Alonso, 2017, "Uso de agregados monetarios como indicadores de la evolución futura de los precios al consumidor: crecimiento monetario y meta de inflación," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 333, pages .5-70, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v84i.
• Syed Tehseen Jawaid & Shujaat Abbas & Shaikh Muhammad Saleem, 2017, "Democracy and international financial integration in Pakistan," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 10, issue 1, pages 16-31, April, DOI: 10.1108/IGDR-07-2016-0031.
• Philip Arestis & Ana Rosa Gonzalez-Martinez & Lu-kui Jia, 2017, "House price overvaluation in Hong Kong," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 10, issue 2, pages 282-304, April, DOI: 10.1108/IJHMA-01-2016-0003.
• Nazif Durmaz, 2017, "Foreign direct investments, democracy, and economic growth in Turkey," International Journal of Social Economics, Emerald Group Publishing Limited, volume 44, issue 2, pages 232-252, February, DOI: 10.1108/IJSE-01-2015-0015.
• Varun Chotia & N.V.M. Rao, 2017, "An empirical investigation of the link between infrastructure development and poverty reduction," International Journal of Social Economics, Emerald Group Publishing Limited, volume 44, issue 12, pages 1906-1918, December, DOI: 10.1108/IJSE-06-2016-0154.
• Andros Gregoriou, 2017, "Modelling non-linear behaviour of block price deviations when trades are executed outside the bid-ask quotes," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 2, pages 206-213, May, DOI: 10.1108/JES-03-2016-0050.
• Taufeeq Ajaz & Md Zulquar Nain & Bandi Kamaiah & Naresh Kumar Sharma, 2017, "Stock prices, exchange rate and interest rate: evidence beyond symmetry," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 9, issue 1, pages 2-19, April, DOI: 10.1108/JFEP-01-2016-0007.
• Shanmugam Muthu, 2017, "Does public investment crowd-out private investment in India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 9, issue 1, pages 50-69, April, DOI: 10.1108/JFEP-02-2016-0016.
• Rexford Abaidoo, 2017, "Expectations, uncertainty and risk premium," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 9, issue 3, pages 338-352, August, DOI: 10.1108/JFEP-12-2016-0096.
• Dilip Kumar & Srinivasan Maheswaran, 2017, "Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 34, issue 4, pages 506-526, October, DOI: 10.1108/SEF-03-2016-0061.
• Varun Chotia & N.V.M. Rao, 2017, "Investigating the interlinkages between infrastructure development, poverty and rural–urban income inequality," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 34, issue 4, pages 466-484, October, DOI: 10.1108/SEF-07-2016-0159.
• Asai, M. & Chang, C-L. & McAleer, M.J., 2017, "Realized Stochastic Volatility with General Asymmetry and Long Memory," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-038/III, Apr.
• Chang, C-L. & McAleer, M.J., 2017, "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-17, Jun.
• McAleer, M.J., 2017, "Stationarity and Invertibility of a Dynamic Correlation Matrix," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-082/III, Sep.
• Chang, C-L. & McAleer, M.J., 2017, "The Fiction of Full BEKK," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-015/III, Jan.
• Asai, M. & McAleer, M.J., 2017, "Forecasting the Volatility of Nikkei 225 Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-017/III, Jan.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz & Serkan Gunes, 2017, "Does Inflation Cause Gold Prices? Evidence from G7 Countries," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-31.
• Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017, "A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-32.
• Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017, "The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-33.
• Vicente Germán-Soto & Cesáreo Gámez Garza, 2017, "El ciclo económico de la productividad y su relación con el ciclo político en México, 1993.1 - 2014.4," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 32, issue 1, pages 65-94.
• E. Şimşek & M. Orhan & F. Macit, 2017, "Effect of Government Expenditure on GDP in the Turkish Economy," International Econometric Review (IER), Economic Research Association, volume 9, issue 2, pages 69-76, September.
• Ashima Goyal & Abhishek Kumar, 2017, "The Effect of Oil Shocks and Cyclicality in Hiding Indian Twin Deficits," Working Papers, eSocialSciences, number id:11894, Jul.
• Korobilis, D, 2017, "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 19565, May.
• Jean-Charles Bricongne & Lucia Granelli & Susanne Hoffmann, 2017, "Fiscal Measures and Corporate Investment in France," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 068, Jul.
• Saeed Mohamad Taghvaee & Behrouz Omaraee & Vahid Mohamad Taghvaee, 2017, "Maritime Transportation, Environmental Pollution, and Economic Growth in Iran: Using Dynamic Log Linear Model and Granger Causality Approach," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, volume 21, issue 2, pages 185-210, Spring.
• Josef Arlt & Martin Mandel, 2017, "An Empirical Analysis of Relationships between the Forward Exchange Rates and Present and Future Spot Exchange Rates Example of CZK/USD and CZK/EUR," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 3, pages 199-220, June.
• Sema Bayraktar & Thomas C. Chiang, 2017, "Comovements of Stock Markets between Turkey and Global Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 3, pages 250-275, June.
• Berna Kirkulak-Uludag & Zorikto Lkhamazhapov, 2017, "Volatility Dynamics of Precious Metals: Evidence from Russia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 4, pages 300-317, August.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2017, "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," Working Papers, Fondazione Eni Enrico Mattei, number 2017.06, Feb.
• Carvalho, Carlos Viana de & Masini, Ricardo Pereira & Medeiros, Marcelo C., 2017, "Arco: an artificial counterfactual approach for high-dimensional panel time-series data," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 454.
• Andrew Martinez, 2017, "Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1717, Nov, DOI: 10.26509/frbc-wp-201717.
• Valerie Grossman & Enrique Martínez García & Efthymios Pavlidis, 2017, "Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 325, Aug, DOI: 10.24149/gwp325r1.
• Todd Prono, 2017, "Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-095, Sep, DOI: 10.17016/FEDS.2017.095.
• Markus Bibinger & Christopher J. Neely & Lars Winkelmann, 2017, "Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book," Working Papers, Federal Reserve Bank of St. Louis, number 2017-12, Apr, DOI: 10.20955/wp.2017.012.
• Jonas E. Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo, 2017, "Positive Trend Inflation And Determinacy In A Medium-Sized New Keynesian Model," Working Papers, Federal Reserve Bank of Philadelphia, number 17-16, Jun.
• Giampiero M. Gallo & Edoardo Otranto, 2017, "Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2017_05, Aug.
• Deuchert, Eva & Huber, Martin & Schelker, Mark, 2017, "Direct and indirect effects based on difference-in-differences with an application to political preferences following the Vietnam draft lottery," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 473, Jul.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-30, January.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-29, November.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-28, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-30, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-30, March.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-30, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-30, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-30, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-29, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, September.
• Jesús Clemente & María Dolores Gadea & Antonio Montañés & Marcelo Reyes, 2017, "Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries," Econometrics, MDPI, volume 5, issue 1, pages 1-17, February.
• Chia-Lin Chang & Michael McAleer, 2017, "A Simple Test for Causality in Volatility," Econometrics, MDPI, volume 5, issue 1, pages 1-5, March.
• Alain Hecq & Sean Telg & Lenard Lieb, 2017, "Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?," Econometrics, MDPI, volume 5, issue 4, pages 1-22, October.
• Terence Tai-Leung Chong, Bingqing Cao, Wing Keung Wong, 2017, "A Principal Component Approach to Measuring Investor Sentiment in Hong Kong," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, volume 4, issue 2, pages 237-247, October.
• Tran Thanh Hoa, 2017, "Forecasting Inflation in Vietnam with Univariate and Vector Autoregressive Models," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 05-2017, Feb.
• Fuad Mammadov & Adigozalov Shaig, 2017, "Are fiscal rules helpful in mitigating the impact of oil market fluctuations?," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 22-2017, Nov.
• Rémy Herrera & Zhiming Long, 2017, "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03233297, DOI: 10.3917/jie.pr1.0010.
• Christophe Chorro & Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2017, "Testing for Leverage Effects in the Returns of US Equities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00973922, Jan.
• Fredj Jawadi & Georges Prat, 2017, "Equity prices and fundamentals: a DDM–APT mixed approach," Post-Print, HAL, number hal-01549758, Oct, DOI: 10.1007/s11156-016-0604-y.
• Christian M. Hafner & Sébastien Laurent & Francesco Violante, 2017, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," Post-Print, HAL, number hal-01590010, Jun, DOI: 10.1017/S0266466616000128.
• Amélie Charles & Olivier Darné, 2017, "Forecasting crude-oil market volatility: Further evidence with jumps," Post-Print, HAL, number hal-01598141, Sep, DOI: 10.1016/j.eneco.2017.09.002.
• Fredj Jawadi & Richard Soparnot & Ricardo M. Sousa, 2017, "Assessing financial and housing wealth effects through the lens of a nonlinear framework," Post-Print, HAL, number hal-01650524, Jan, DOI: 10.1016/j.ribaf.2014.11.004.
• Zhenya Liu & Shixuan Wang, 2017, "Decoding Chinese stock market returns: Three-state hidden semi-Markov model," Post-Print, HAL, number hal-01794384, Sep, DOI: 10.1016/j.pacfin.2017.06.007.
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017, "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print, HAL, number hal-01795051, Mar, DOI: 10.1080/07350015.2015.1123636.
• Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Post-Print, HAL, number hal-02008551, DOI: 10.1016/j.econmod.2017.03.019.
• Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2017, "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Post-Print, HAL, number hal-02008552, DOI: 10.1016/j.frl.2017.02.009.
• Rémy Herrera & Zhiming Long, 2017, "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Post-Print, HAL, number hal-03233297, DOI: 10.3917/jie.pr1.0010.
• Grégory Levieuge, 2017, "Explaining and forecasting bank loans. Good times and crisis," Post-Print, HAL, number hal-03529226, DOI: 10.1080/00036846.2016.1208350.
• J. Stephen Ferris & Marcel-Cristian Voia, 2017, "Is the Aggregate Size of Government in Canada Too Large?," Post-Print, HAL, number hal-03529902, DOI: 10.1628/093245617X14860182052097.
• Nicolas Huchet & Gueye Papa & Rachida Hennani, 2017, "U.S. Monetary Policy, Commodity Prices And The Financialization Hypothesis," Post-Print, HAL, number hal-03591537, Nov.
• Muhammad Khan & Nikolay Nenovsky, 2017, "Monetary Regimes and External Shocks Reaction: Empirical Investigations on Eastern European Economies," Post-Print, HAL, number hal-03831265.
• Sandrine Kablan & Zied Ftiti & Khaled Guesmi, 2017, "Commodity price cycles and financial pressures in African commodities exporters
  [Cycles de prix des matières premières et tensions financières dans les pays exportateurs de matières premières]," Post-Print, HAL, number hal-04281443, Mar, DOI: 10.1016/j.ememar.2016.05.005.
• Christian Francq & Genaro Sucarrat, 2017, "An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns," Post-Print, HAL, number hal-05417319, Jan, DOI: 10.1016/j.jmva.2016.09.010.
• Andrew Phiri, 2017, "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Post-Print, HAL, number halshs-01861727, DOI: 10.15208/beh.2017.01.
• Remzi Uctum & Patricia Renou-Maissant & Georges Prat & Sylvie Lecarpentier-Moyal, 2017, "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Post-Print, HAL, number halshs-02080313, Nov, DOI: 10.1016/j.rfe.2017.03.001.
• Khalil Mhadhbi & Chokri Terzi & Ali Ali Bouchrika, 2017, "Banking sector development and economic growth developing countries: A bootstrap panel Granger causality analysis," Working Papers, HAL, number hal-01528104, 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, HAL, number hal-04141637.
• Hirsch, Tristan & Rinke, Saskia, 2017, "Changes in Persistence in Outlier Contaminated Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-583, Jan.
• Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017, "A Simple Test on Structural Change in Long-Memory Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-592, Apr.
• Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017, "Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-598, Jun.
• Voges, Michelle & Leschinski, Christian & Sibbertsen, Philipp, 2017, "Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-599, Jun.
• Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017, "The Memory of Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-601, Jul.
• Vanella, Patrizio, 2017, "Age- and Sex-Specific Fertility in Germany until the Year 2040 - The Impact of International Migration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-606, Sep.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2017, "The Memory of Stock Return Volatility: Asset Pricing Implications," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-613, Nov.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2017, "The Long Memory of Equity Volatility: International Evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-614, Nov.
• Artur Tarassow, 2017, "Forecasting growth of U.S. aggregate and household-sector M2 after 2000 using economic uncertainty measures," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201702, Aug.
• KUROZUMI, Eiji & 黒住, 英司, 2017, "Confidence Sets for the Date of a Mean Shift at the End of a Sample," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2017-06, Sep.
• Takeuchi-Nogimori, Asuka, 2017, "An Empirical Analysis of Nikkei 225 Options Using Realized GARCH Models," Economic Review, Hitotsubashi University, volume 68, issue 2, pages 97-113, April, DOI: 10.15057/28531.
• OKIMOTO, Tatsuyoshi, 2017, "Expected Inflation Regimes in Japan," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-41, Jan.
• Luis Ayala Cañón & Ángela Triguero Cano, 2017, "Economic Downturns, Endogenous Government Policy and Welfare Caseloads," Hacienda Pública Española / Review of Public Economics, IEF, volume 220, issue 1, pages 107-136, March.
• Juan Carlos Lezama Palomino & Miguel Angel Laverde Sarmiento & Carlos Arturo Gómez Restrepo, 2017, "The Stock Market And Its Impact On The Economy: A Colombian Case Study 2001-2013, El Mercado De Valores Y Su Influencia En La Economia: Estudio Del Caso Colombiano 2001-2013," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 2, pages 29-39.
• Sonia Benito Muela & Carmen López-Martín & Mª Ángeles Navarro, 2017, "The Role of the Skewed Distributions in the Framework of Extreme Value Theory (EVT)," International Business Research, Canadian Center of Science and Education, volume 10, issue 11, pages 88-102, November.
• Boris T. Petkov, 2017, "Excessive Debt or Excess Savings -- Transition Countries Sovereign Bond Spread Assessment," International Business Research, Canadian Center of Science and Education, volume 10, issue 3, pages 91-119, March.
• Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour, 2017, "Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 869, May, revised 10 Jun 2026.
• Benito Muela, Sonia & López Martín, Carmen & Arguedas Sanz, Raquel, 2017, "An Application Of Extreme Value Theory In Estimating Liquidity Risk," European Research on Management and Business Economics (ERMBE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 23, issue 3, pages 157-164.
• Andrew Phiri, 2017, "Long-run equilibrium adjustment between inflation and stock market returns in South Africa: a nonlinear perspective," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 9, issue 1, pages 19-33.
• Andrew Phiri, 2017, "Nonlinearities in Wagner's law: further evidence from South Africa," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 9, issue 3, pages 231-249.
• Jerry Hausman & Maxim L. Pinkovskiy, 2017, "Estimating dynamic panel models: backing out the Nickell Bias," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP53/17, Nov.
• Chaohua Dong & Oliver Linton, 2017, "Additive nonparametric models with time variable and both stationary and nonstationary regressions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP59/17, Dec.
• Gabriel Rodriguez, 2017, "Selecting between Autoregressive Conditional Heteroskedasticity Models: An Empirical Application to the Volatility of Stock Returns in Peru," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 32, issue 1, pages 69-94, April.
• Sebastian Gechert & Rafael Mentges, 2017, "Financial Cycles and fiscal multipliers," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 04-2017.
• Philip Arestis & Ana Rosa Gonzales-Martinez, 2017, "Economic precariousness: A new channel in the housing market cycle," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 12-2017.
• Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017, "Characterizing the financial cycle: evidence from a frequency domain analysis," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 189-2017.
• Alberto Saavedra Espinosa, 2017, "Estimation of Market Risk Measures in Mexican Financial Time Series," 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 12, issue 4, pages 365-388, Octubre-D.
• Ashima Goyal & Abhishek Kumar, 2017, "The Effect of oil shocks and cyclicality in hiding Indian twin deficits," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2017-005, May.
• Florin Marius PAVELESCU, 2017, "Features of the production factors substitution and the estimated parameters of the Cobb-Douglas function with constant returns to scale and disembodied technical change," Romanian Journal of Economics, Institute of National Economy, volume 45, issue 2(54), pages 134-152, December.
• Juan Urquiza & Christian J. Murray, 2017, "Do Estimated Taylor Rules Suffer from Weak Identification?," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 494.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017, "Heterogeneity in the debt-growth nexus: Evidence from EMU countries," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201706, Mar, revised Mar 2017.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017, "Nonfinancial debt and economic growth in euro-area countries," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201714, Jul, revised Jul 2017.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017, "Public debt and economic growth: Further evidence euro area," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201715, Sep, revised Sep 2017.
• Josep Lluís Carrion-i-Silvestre & María Dolores Gadea & Antonio Montañés, 2017, "“Unbiased estimation of autoregressive models for bounded stochastic processes”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201719, Nov, revised Nov 2017.
• António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2017, "Assessing the Sustainability of External Imbalances in the European Union," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2017/10, Jun.
• António Afonso, & Emanuel Reis Leão, & Dilson Tiny, & Diptes C. P. Bhimjee, 2017, "Fiscal Sustainability Analysis: The Case of PALOP Economies," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2017/14, Jul.
• António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2017, "Assessing the Sustainability of External Imbalances in the European Union," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/01, Sep.
• Jorge Silva, 2017, "Are external accounts sustainable in Portugal?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/21, Dec.
• Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017, "Long Memory in Turkish Unemployment Rates," IZA Discussion Papers, IZA Network @ LISER, number 11053, Sep.
• Rafael Morales-Lage & Aurelia Bengochea-Morancho & Mariam Camarero & Inmaculada Martínez-Zarzoso, 2017, "Stochastic and club convergence of sectoral CO2 emissions in the European Union," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/01.
• Samuel Kwabena Obeng Author-Name: Daniel Sakyi, 2017, "Explaining the Growth of Government Spending in Ghana," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 103-128, January-M.
• Carlos P. Barros & Rangan Gupta, 2017, "Development, Poverty and Inequality: A Spatial Analysis of South African Provinces," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 19-32, January-M.
• Prashanta Kumar Banerjee & Md. Nehal Ahmed & Md. Mosharref Hossain, 2017, "Bank, Stock Market And Economic Growth: Bangladesh Perspective," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 2, pages 17-29, April-Jun.
• Dr. Sakib Bin Amin Author-Name: Muntasir Murshed, 2017, "An Empirical Analysis Of Multivariate Causality Between Electricity Consumption, Economic Growth And Foreign Aid: Evidence From Bangladesh," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 2, pages 369-380, April-Jun.
• Ogechi Adeola & Olaniyi Evans, 2017, "Financial inclusion, financial development, and economic diversification in Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 1-15, July-Sept.
• Gour Gobinda Goswami & Tanima Ahmed, 2017, "Testing monetarist-structuralist controversy in determining inflation in Bangladesh," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 17-31, July-Sept.
• Osaretin Kayode Omoregie & Fredrick Ikpesu, 2017, "Dynamic interaction between savings, investment and economic growth in Nigeria: A Vector autoregressive (VAR) approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 267-280, July-Sept.
• Cakan Esin & Rangan Gupta, 2017, "Does the US. macroeconomic news make the South African stock market riskier?," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 17-27, October-D.
• Lordina Amoah & Meshach Jesse Aziakpono, 2017, "Exchange Rate Behavior in Ghana: Is there a Misalignment?," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 261-276, October-D.
• OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana & Olusanya Elisa Olubusoye, 2017, "The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 29-47, October-D.