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

• Nadia Benali and Kais Saidi, 2017, "A Robust Analysis of the Relationship between Natural Disasters, Electricity and Economic Growth in 41 Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 42, issue 3, pages 89-109, September.
• Hu, Yingyao, 2017, "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics
  [The Econometrics of Unobservables]," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 64578, revised 2021.
• Takashi Isogai, 2017, "Analysis of Dynamic Correlation of Japanese Stock Returns with Network Clustering," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 3, pages 193-220, September, DOI: 10.1007/s10690-017-9230-5.
• Cathy W. S. Chen & Muyi Li & Nga T. H. Nguyen & Songsak Sriboonchitta, 2017, "On Asymmetric Market Model with Heteroskedasticity and Quantile Regression," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 1, pages 155-174, January, DOI: 10.1007/s10614-015-9550-3.
• Tolga Omay & Furkan Emirmahmutoğlu, 2017, "The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 4, pages 623-651, April, DOI: 10.1007/s10614-016-9574-3.
• Luis A. Gil-Alana & Andrea Mervar & James E. Payne, 2017, "The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence," Economic Change and Restructuring, Springer, volume 50, issue 1, pages 45-58, February, DOI: 10.1007/s10644-016-9181-2.
• Ayşegül Çorakcı & Furkan Emirmahmutoglu & Tolga Omay, 2017, "Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 91-120, February, DOI: 10.1007/s10663-015-9312-4.
• Jean-Paul Chavas & Salvatore Falco, 2017, "Resilience, Weather and Dynamic Adjustments in Agroecosystems: The Case of Wheat Yield in England," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 67, issue 2, pages 297-320, June, DOI: 10.1007/s10640-015-9987-9.
• Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017, "Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 67, issue 4, pages 869-883, August, DOI: 10.1007/s10640-016-0009-3.
• Gordon L. Brady & Cosimo Magazzino, 2017, "The Sustainability of Italian Public Debt and Deficit," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 23, issue 1, pages 9-20, February, DOI: 10.1007/s11294-016-9623-7.
• Peter Egger & Doina Radulescu & Nora Strecker, 2017, "On the spread of social protection systems," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 24, issue 4, pages 550-574, August, DOI: 10.1007/s10797-017-9464-1.
• Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar, 2017, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach," Open Economies Review, Springer, volume 28, issue 1, pages 47-59, February, DOI: 10.1007/s11079-016-9408-x.
• Dimitris A. Georgoutsos & Georgios P. Kouretas, 2017, "The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective," Open Economies Review, Springer, volume 28, issue 5, pages 989-1010, November, DOI: 10.1007/s11079-017-9468-6.
• Fredj Jawadi & Georges Prat, 2017, "Equity prices and fundamentals: a DDM–APT mixed approach," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 661-695, October, DOI: 10.1007/s11156-016-0604-y.
• Caterina Santi & Pietro Santoleri, 2017, "Exploring the link between innovation and growth in Chilean firms," Small Business Economics, Springer, volume 49, issue 2, pages 445-467, August, DOI: 10.1007/s11187-016-9836-4.
• Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2017, "Long Memory in Turkish Unemployment Rates," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1715, Sep.
• Komain JIRANYAKUL, 2017, "The Response of Industrial Production to the Price of Oil: New Evidence for Thailand," Turkish Economic Review, KSP Journals, volume 4, issue 2, pages 193-204, June.
• Oyakhilome IBHAGUI, 2017, "Understanding the sources of high current account fluctuations in 5 developed economies," Turkish Economic Review, KSP Journals, volume 4, issue 3, pages 250-274, September.
• Muhammad AJMAIR & Khadim HUSSAIN & Sabahat AKRAM & Ambreen ZEB, 2017, "What determines the growth of services sector in Pakistan? A comparison of ARDL bound testing and time varying parametric estimation with general to specific approach," Turkish Economic Review, KSP Journals, volume 4, issue 3, pages 308-319, September.
• Yun WANG & Wenhsiang LAI, 2017, "Exploring the Influential Factors of Cluster Cooperation in Taiwan’s Biotechnology Industry," Journal of Social and Administrative Sciences, KSP Journals, volume 4, issue 2, pages 146-165, June.
• Thor Pajhede, 2017, "A Conditionally Beta Distributed Time-Series Model With Application to Monthly US Corporate Default Rates," Discussion Papers, University of Copenhagen. Department of Economics, number 17-01, Jan.
• Lukasz Gatarek & Soeren Johansen, 2017, "The role of cointegration for optimal hedging with heteroscedastic error term," Discussion Papers, University of Copenhagen. Department of Economics, number 17-03, Mar.
• Alisa Yevgenyevna Yusupova & Efthymios Pavlidis & Ivan Paya & David Alan Peel, 2017, "Exuberance in the U.K. Regional Housing Markets," Working Papers, Lancaster University Management School, Economics Department, number 168117137.
• Jhon-James Mora & Andres Cendales & Carolina Caicedo, 2017, "Diplomas and educational mismatch in Cali using classified advertisements," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 179-198, Enero - J, DOI: 10.17533/udea.le.n86a07.
• D.S.G. Pollock, 2017, "Trends Cycles And Seasons: Econometric Methods Of Signal Extraction," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 17/02, Jan.
• D.S.G. Pollock, 2017, "Stochastic processes of limited frequency and the effects of oversampling," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 17/03, Jan.
• Anh Dinh Minh Nguyen, 2017, "U.K. Monetary Policy under Inflation Targeting," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 41, Mar.
• Arzu Tay Bayramoglu & Larry Allen, 2017, "Inflation Dynamics and Monetary Transmission in Turkey in the Inflation Targeting Regime," Journal of Reviews on Global Economics, Lifescience Global, volume 6, pages 1-14.
• Sami Saafi & Meriem Bel Haj Mohamed & Abdeljelil Farhat, 2017, "Untangling the causal relationship between tax burden distribution and economic growth in 23 OECD countries: Fresh evidence from linear and non-linear Granger causality," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 14, issue 2, pages 265-301, December.
• Schlicht, Ekkehart, 2017, "Season. Mathematica Packages for Seasonal Adjustment," Discussion Papers in Economics, University of Munich, Department of Economics, number 32331.
• Schlicht, Ekkehart, 2017, "Season. Mathematica Packages for Seasonal Adjustment," Software in Economics, University of Munich, Department of Economics, number 32331, revised .
• Md Sharif Hossain, & Md.Thasinul Abedin, 2017, "Socio-economy and stock market volatility," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 5, issue 4, pages 1-11, August.
• Mamingi Nlandu, 2017, "Beauty and Ugliness of Aggregation over Time: A Survey," Review of Economics, De Gruyter, volume 68, issue 3, pages 205-227, December, DOI: 10.1515/roe-2017-0027.
• Jean-Marie Dufour & Richard Luger, 2017, "Identification-robust moment-based tests for Markov-switching in autoregressive models," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1701.
• Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017, "Bootstrapping Structural Change Tests," Economics Discussion Paper Series, Economics, The University of Manchester, number 1704.
• Mohseni, Hossein & Botshekan, mohammad Hashem, 2017, "Volatility Spillover and Dynamic conditional correlation of exchange rate on banks stock index," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 31, pages 1-28, April.
• Feshari, Majid, 2017, "The Impact of Ownership Structure on the Behavior Risk of Private and Public Banks in Iran (Dynamic Panel Data Approach)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 32, pages 199-226, July.
• Botshekan, Mohamad Hashem & Mohseni, Hosein, 2017, "Volatility Spillover among Industries in the Capital Market in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 2, pages 213-233, April.
• Georgios Bampinas & Konstantinos Ladopoulos & Theodore Panagiotidis, 2017, "A note on the estimated GARCH coefficients from the S&P1500 universe," Discussion Paper Series, Department of Economics, University of Macedonia, number 2017_04, May, revised May 2017.
• Ana Gouveia & Sílvia Santos & Corinna Herber, 2017, "The impact of structural reforms of the judicial system: a survey," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0064, Jan, revised Jan 2017.
• Terence Tai-Leung Chong & Nasha Li & Lin Zou, 2017, "A New Approach to Modeling Sector Stock Returns in China," Chinese Economy, Taylor & Francis Journals, volume 50, issue 5, pages 305-322, September, DOI: 10.1080/10971475.2017.1345268.
• Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2017, "Long Memory in Turkish Unemployment Rates," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1709, Sep, revised Sep 2017.
• Andrew Phiri, 2017, "The Unemployment-Stock Market Relationship in South Africa: Evidence from Symmetric and Asymmetric Cointegration Models," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 15, issue 3 (Fall), pages 231-254, DOI: 10.26493/1854-6935.15.231-254.
• J. Stephen Ferris & Marcel-Cristian Voia, 2017, "Is the Aggregate Size of Government in Canada Too Large?," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 173, issue 4, pages 723-752, December, DOI: 10.1628/093245617X14860182052097.
• John Kibara Manyeki & Balázs Kotosz, 2017, "Empirical Analysis of the Wagner Hypothesis of Government Expenditure Growth in Kenya: ARDL Modelling Approach," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 13, issue 02, pages 45-57.
• Andrew Phiri, 2017, "The Feldstein-Horioka puzzle and the global financial crisis: Evidence from South Africa using asymmetric cointegation analysis," Working Papers, Department of Economics, Nelson Mandela University, number 1701, May, revised May 2017.
• Nwabisa Kolisi & Andrew Phiri, 2017, "Changes in the relationshp between interest rates and housing prices in South Africa around the 2007 financial crisis," Working Papers, Department of Economics, Nelson Mandela University, number 1704, Jul, revised Jul 2017.
• Andrew Phiri & Doreen Mukuka, 2017, "Does unemployment aggravate suicide rates in South Africa? Some empirical evidence," Working Papers, Department of Economics, Nelson Mandela University, number 1705, Jul, revised Jul 2017.
• Hlalefang Khobai & Pierre Le Roux, 2017, "Does renewable energy consumption drive economic growth: Evidence from granger-causality techniques," Working Papers, Department of Economics, Nelson Mandela University, number 1708, Aug, revised Aug 2017.
• Andrew Phiri, 2017, "Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence appraoch," Working Papers, Department of Economics, Nelson Mandela University, number 1709, Aug, revised Aug 2017.
• Andrew Phiri, 2017, "Threshold convergence between the Federal fund rate and South African equity returns around the colocation period," Working Papers, Department of Economics, Nelson Mandela University, number 1710, Aug, revised Aug 2017.
• Nampasa Chella & Andrew Phiri, 2017, "Long-run cointegration between foreign direct investment, direct investment and unemployment and South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1714, Nov, revised Nov 2017.
• Hlalefang Khobai & Sanderson Abel & Pierre Le Roux, 2017, "A Review of the Nexus Between Energy consumption and Economic growth in the Brics countries," Working Papers, Department of Economics, Nelson Mandela University, number 1715, Nov, revised Nov 2017.
• Sinazo Guduza & Andrew Phiri, 2017, "Efficient market hypothesis: Evidence from the JSE equity and bond markets," Working Papers, Department of Economics, Nelson Mandela University, number 1718, Dec, revised Dec 2017.
• Jiti Gao & Oliver Linton & Bin Peng, 2017, "Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/17.
• Tingting Cheng & Jiti Gao & Oliver Linton, 2017, "Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/17.
• Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes, 2017, "Dynamic asset price jumps and the performance of high frequency tests and measures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/17.
• Jiti Gao & Kai Xia, 2017, "Heterogeneous panel data models with cross-sectional dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/17.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2017, "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/17.
• Biqing Cai & Jiti Gao, 2017, "A simple nonlinear predictive model for stock returns," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/17.
• Nithi Sopitpongstorn & Param Silvapulle & Jiti Gao, 2017, "Local logit regression for recovery rate," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/17.
• Miguel D. Ramirez, 2017, "FDI Flows to Latin America: A Pooled and Cointegration Analysis, 1980-2014," Business and Economic Research, Macrothink Institute, volume 7, issue 2, pages 178-201, December.
• Prof. Dr. Muharrem Afsar & Assoc. Dr. Asl? Afsar & Emrah Dogan, 2017, "The Effect of Monetary Policy on Interest Rates in Turkey: A Microstructural Analysis," Business and Economic Research, Macrothink Institute, volume 7, issue 2, pages 299-310, December.
• Miguel D. Ramirez, 2017, "Economic and Institutional Determinants of FDI in the Chilean Case: An Empirical Analysis, 1960-2014," Research in Applied Economics, Macrothink Institute, volume 9, issue 3, pages 1-23, September.
• Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017, "Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1063-1080, Octubre-D.
• Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017, "Long-term effects of the asymmetry and persistence of the prediction of volatility: Evidence for the equity markets of Latin America," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1081-1099, Octubre-D.
• Arkadiusz Manikowski, 2017, "Analysis of the denomination structure of the Polish currency in the context of the launch of the new 500 zloty banknote," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 5, pages 495-530.
• Karol Szafranek, 2017, "Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks," NBP Working Papers, Narodowy Bank Polski, number 262.
• Jakub Mućk, 2017, "Elasticity of substitution between labor and capital: robust evidence from developed economies," NBP Working Papers, Narodowy Bank Polski, number 271.
• Ulrich K. Müller & Mark W. Watson, 2017, "Long-Run Covariability," NBER Working Papers, National Bureau of Economic Research, Inc, number 23186, Feb.
• James D. Hamilton, 2017, "Why You Should Never Use the Hodrick-Prescott Filter," NBER Working Papers, National Bureau of Economic Research, Inc, number 23429, May.
• Joshua D. Angrist & Victor Lavy & Jetson Leder-Luis & Adi Shany, 2017, "Maimonides Rule Redux," NBER Working Papers, National Bureau of Economic Research, Inc, number 23486, Jun.
• Catherine Hausman & David S. Rapson, 2017, "Regression Discontinuity in Time: Considerations for Empirical Applications," NBER Working Papers, National Bureau of Economic Research, Inc, number 23602, Jul.
• Perevyshin, Yu. & Skrobotov, A., 2017, "The Price Convergence of Individual Goods in the Russian Regions," Journal of the New Economic Association, New Economic Association, volume 35, issue 3, pages 71-102.
• Igor Živko & Mile BoÅ¡njak, 2017, "Time Series Modeling of Inflation and its Volatility in Croatia," Notitia - journal for economic, business and social issues, Notitia Ltd., volume 1, issue 3, pages 1-10, December.
• Abdinardo Moreira Barreto de Oliveira & Joséte Florencio dos Santos, 2017, "Previsões de razões ótimas de hedge para a manga exportada brasileira [Forecasting of optimal hedge ratios for the Brazilian exported mango]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 27, issue 3, pages 671-703, September.
• Nepal Rastra Bank, 2017, "Elasticity and Buoyancy of Taxation in Nepal: A Revisit of the Empirical Evidence," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 29, issue 1, pages 19-32, April.
• Hom Nath Gaire, 2017, "Forecasting NEPSE Index: An ARIMA And GARCH Approach," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 29, issue 1, pages 53-68, April.
• Andrew Harvey & Ryoko Ito, 2017, "Modeling time series with zero observations," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2017-W01, Feb.
• Hicham M. Hachem, 2017, "How Moderate was the Great Moderation and how Destabilizing is Secular Stagnation? Fiscal and monetary policy implications based on åvidence from US macro data," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 226-236, June.
• Daniel Stefan ARMEANU & Adrian ENCIU & Sorin-Iulian CIOACA, 2017, "How Important is the Contagion Effect for the Romanian Capital Market?," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 265-282, June.
• Łukasz Rawdanowicz & Mohamed Hammouch & Makoto Kasai, 2017, "The fall in real long-term government bond yields: Disentangling different drivers," OECD Economics Department Working Papers, OECD Publishing, number 1398, Jun, DOI: 10.1787/cb1ff201-en.
• Ramona Marinela Simut & Ioana Teodora Mester, 2017, "Convergence In Government Spending. An Econometrical Aproach," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 136-142, December.
• Success Abusomwan & Jessy Ezebuihe, 2017, "Gross Domestic Savings And Gross Capital: What Matters To Their Formation In An Era Of Economic Recession In Nigeria?," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 2, issue 2, pages 45-55, September.
• Chelariu Gabriel, 2017, "The Dynamics Of Associations And Foundations In Romania. Econometric Analysis," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 2, issue 2, pages 67-76, September.
• Jakir Hussain & Jean-Thomas Bernard, 2017, "Regional Productivity Convergence: An Analysis of the Pulp and Paper Industries in U.S., Canada, Finland and Sweden," Working Papers, University of Ottawa, Department of Economics, number 1701E.
• Ansgar Belke & Jan Wagemester, 2017, "Export Hysteresis, Capacity Constraints, and Uncertainty: A Smooth Transition Analysis for Euro Area Member Countries," CESifo Economic Studies, CESifo Group, volume 63, issue 3, pages 270-294.
• Jarmila Botev & Annabelle Mourougane, 2017, "Fiscal Consolidation: What Are the Breakeven Fiscal Multipliers?," CESifo Economic Studies, CESifo Group, volume 63, issue 3, pages 295-316.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017, "Specification Testing in Hawkes Models," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 1, pages 139-171.
• Francesco Calvori & Drew Creal & Siem Jan Koopman & André Lucas, 2017, "Testing for Parameter Instability across Different Modeling Frameworks," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 223-246.
• Niklas Ahlgren & Jan Antell, 2017, "Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 286-301.
• Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017, "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 4, pages 649-677.
• Christian Brownlees & Robert F. Engle, 2017, "SRISK: A Conditional Capital Shortfall Measure of Systemic Risk," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 1, pages 48-79.
• Ian Dew-Becker, 2017, "How Risky Is Consumption in the Long-Run? Benchmark Estimates from a Robust Estimator," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 631-666.
• Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2017, "Deflation Risk," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 8, pages 2719-2760.
• Ciobănică Mihaela – Lavinia, 2017, "Strategic Planning Method Used in Enterprise Management," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 380-386, December.
• Mesagan Peter Ekundayo & Amadi Nkem Agatha, 2017, "The Efficiency Market Theory: A Case of Commercial Banks Stocks in Nigeria," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 583-587, December.
• James Duffy & David Hendry, 2017, "The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series," Economics Series Working Papers, University of Oxford, Department of Economics, number 818, Jan.
• Rodríguez, Gabriel, 2017, "Extreme Value Theory: An Application to the Peruvian Stock Market Returns || Teoría de valores extremos: una aplicación a los retornos bursátiles peruanos," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 23, issue 1, pages 48-74, Junio.
• De Andrés Mosquera, Andrés, 2017, "Los determinantes a largo plazo y su contribución a la tasa de ahorro de los hogares españoles en el período 1985-2016 || Long-term determinants and its contribution to Spanish household saving rate during the period 1985-2016," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 24, issue 1, pages 292-339, Diciembre.
• P. Evans & David G. McMillan & Fiona J. McMillan, 2017, "Time-varying correlations and interrelations: Firm-level-based sector evidence," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 3, pages 209-221, May, DOI: 10.1057/s41260-016-0034-3.
• 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.
• Komain JIRANYAKUL, 2017, "The Response of Industrial Production to the Price of Oil: New Evidence for Thailand," Turkish Economic Review, EconSciences Journals, volume 4, issue 2, pages 193-204, June.
• Oyakhilome IBHAGUI, 2017, "Understanding the sources of high current account fluctuations in 5 developed economies," Turkish Economic Review, EconSciences Journals, volume 4, issue 3, pages 250-274, September.
• Muhammad AJMAIR & Khadim HUSSAIN & Sabahat AKRAM & Ambreen ZEB, 2017, "What determines the growth of services sector in Pakistan? A comparison of ARDL bound testing and time varying parametric estimation with general to specific approach," Turkish Economic Review, EconSciences Journals, volume 4, issue 3, pages 308-319, September.
• Yun WANG & Wenhsiang LAI, 2017, "Exploring the Influential Factors of Cluster Cooperation in Taiwan’s Biotechnology Industry," Journal of Social and Administrative Sciences, EconSciences Journals, volume 4, issue 2, pages 146-165, June.
• Igor Kheifets & Carlos Velasco, 2017, "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1924R, Jun.
• Anna Bykhovskaya & Peter C. B. Phillips, 2017, "Point Optimal Testing with Roots That Are Functionally Local to Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2107, Sep.
• Anna Bykhovskaya & Peter C. B. Phillips, 2017, "Boundary Limit Theory for Functional Local to Unity Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2108, Sep.
• Degui Li & Peter C.B. Phillips & Jiti Gao, 2017, "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2109, Sep.
• Offer Lieberman & Peter C.B. Phillips, 2017, "Hybrid Stochastic Local Unit Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2113, Nov.
• Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017, "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2114, Dec.
• Wang Tsung-Li & Hung-Pin Lin & Cheng-Lang Yang, 2017, "Causality on Outward Foreign Direct Investment and Domestic Investment in Newly Industrialized Asian Countries," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 2, pages 267-280.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Long Memory and Data Frequency in Financial Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1647.
• Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017, "Central Bank Policy Rates: Are They Cointegrated?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1648.
• Konstantin A. Kholodilin & Julien Licheron, 2017, "Macroeconomic Effects of Rental Housing Regulations: The Case of Germany in 1950-2015," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1649.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1667.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1668.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Is Market Fear Persistent? A Long-Memory Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1670.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Trends and Cycles in Macro Series: The Case of US Real GDP," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1695.
• Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017, "Persistence in the Cryptocurrency Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1703.
• 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?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-32.
• Capucine Nobletz, 2017, "L’impact des biocarburants sur les prix des matières premières agricoles," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-41.
• Ekaterina Y. ARAPOVA, 2017, "Ex-Post Analysis Of The Influence Of Tariff Liberalisation On Asean Exports," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 17, issue 2, pages 135-154.
• Chevillon, Guillaume, 2017, "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1710, Jul.
• Nickel, Christiane & Bobeica, Elena & Lis, Eliza & Sun, Yiqiao, 2017, "Demographics and inflation," Working Paper Series, European Central Bank, number 2006, Jan.
• Nocera, Andrea & Roma, Moreno, 2017, "House prices and monetary policy in the euro area: evidence from structural VARs," Working Paper Series, European Central Bank, number 2073, Jun.
• Ifedolapo Olabisi Olanipekun & Seyi Saint Akadiri & Osundina Olawumi & Festus Victor Bekun, 2017, "Does Labor Market Hysteresis Hold in Low Income Countries?," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 19-23.
• Abdulazeez Y. H. Saif-Alyousf & Asish Saha & Rohani Md-Rus, 2017, "Shareholders' Value of Saudi Commercial Banks: A Comparative Evaluation between Islamic and Conventional Banks using CAMEL Parameters," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 97-105.
• Baher Mohamed Atlam & Ahmed Ashour Soltan & Noha Mohey Mohamed, 2017, "The Impact of National Private Investment on Manufacturing in Egypt," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 192-200.
• Patrick Mumo Muinde & James Mwangi Karanja, 2017, "Kenya Commercial Banks are Star Performers: Myth or Truth? Exploratory Empirical Evidence from Nairobi Securities Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 340-350.
• Hanan Naser, 2017, "Can Gold Investments Provide a Good Hedge Against Inflation? An Empirical Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 470-475.
• Aviral Kumar Tiwari & Faridul Islam & Suleyman Bolat & Phouphet Kyophilavong & Byoungki Kim, 2017, "The Stationary of Productivity Shocks: Evidence from 25 OECD and Big-7 Countries," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 613-618.
• Mosab I. Tabash, 2017, "The Role of Tourism Sector in Economic Growth: An Empirical Evidence From Palestine," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 103-108.
• Maryam Hosseinzadeh & Saeed Daei-Karimzadeh, 2017, "Investigate the Effect of Exchange Rate Volatility on the Demand for Life Insurance in Iran," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 166-174.
• Chantha Hor & Pheara Pheang, 2017, "Analysis Determinant Factors Effect on Migrant Workers' Remittances Flow to the CLMV Countries," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 202-207.
• Zi-Yi Guo, 2017, "Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 507-512.
• Jonathan E. Ogbuabor & Cynthia A. Nwosu, 2017, "The Impact of Deposit Money Bank's Agricultural Credit on Agricultural Productivity in Nigeria: Evidence from an Error Correction Model," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 513-517.
• Richardson Kojo Edeme & Evelyn Osaretin Ogbeide & A. Ifelunini Innocent & Sam Ugwu, 2017, "Exam nat on of the Dynam c Relationship Between Poverty and Inequal ty: Ev dence from N ger a M cro Data," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 518-523.
• Richardson Kojo Edeme & Nelson C. Nkalu & Chisom Emecheta & Sam Ugwu, 2017, "Trade Policies, Exchange Rate and Developing Country's Real Sector Export Performance," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 601-607.
• Hasan Gungor & Salim Hamza Ringim, 2017, "Linkage between Foreign Direct Investment, Domestic Investment and Economic Growth: Evidence from Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 97-104.
• Salsa Dilla & Noer Azam Achsani & Lukytawati Anggraeni, 2017, "Do Inflation Targeting Really Reduced Exchange Rate Pass-through?," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 444-452.
• Chor Foon Tang & Ilhan Ozturk, 2017, "Can Inflation be Claimed as a Monetary Phenomenon? The Malaysian Experience," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 453-460.
• Hashmat Ali & Wang Qingshi & Irfan Ullah & Zulfiqar Ali, 2017, "How Terrorism Affects Foreign Direct Investment in Pakistan," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 625-631.
• Moayad Al Rasasi & Goblan Algahtani & Abdulrahman Alqahtani, 2017, "The Effects of Global Commodity Prices on Domestic Prices in Saudi Arabia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 590-594.
• Zahra Naoar Masih, 2017, "Causality between Defence Spending and Economic Growth in Sub-Saharan Africa: Evidence on a Controversial Empirical Issue," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 169-177.
• Samih Antoine Azar & Angelic Salha, 2017, "The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 1, pages 44-54.
• Jonathan E. Ogbuabor & Emmanuel I. Egwuchukwu, 2017, "The Impact of Climate Change on the Nigerian Economy," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 2, pages 217-223.
• Mohammad A. Dharmawan & Dominicus S. Priyarsono & Bagus Sartono, 2017, "Impacts of Oil Price Shock on Sector Returns with Regime-Switching Approach: New Evidence from Indonesian Stock Market," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 5, pages 44-59.
• Kashif Zaheer Malik & Haram Ajmal & Muhammad Umer Zahid, 2017, "Oil Price Shock and its Impact on the Macroeconomic Variables of Pakistan: A Structural Vector Autoregressive Approach," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 5, pages 83-92.
• Tarek Tawfik Yousef Alkhateeb & Zafar Ahmad Sultan & Haider Mahmood, 2017, "Oil Revenue, Public Spending, Gross Domestic Product and Employment in Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 6, pages 27-31.
• Shahriyar Mukhtarov & Jeyhun I. Mikayilov & V qar smay lov, 2017, "The Relationship between Energy Consumption and Economic Growth: Evidence from Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 6, pages 32-38.
• Sinem Kutlu & Ýpek Melahat Yurttagüler, 2017, "Ýþsizlikte Histerisiz Etkisinin Uzun Hafýza Modeli ile Ýncelenmesi: Türkiye Üzerine bir Uygulama," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 5, issue 4, pages 68-78.
• Triches, Divanildo & Correa da Silveira, Eduarda Martins & Dias Samsonescu, Jorge Augusto, 2017, "Los determinantes de la inversión extranjera directa en el Brasil: análisis empírico del período 2001-2013," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Triches, Divanildo & Correa da Silveira, Eduarda Martins & Dias Samsonescu, Jorge Augusto, 2017, "The determinants of foreign direct investment in Brazil: empirical analysis for 2001-2013," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
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• Wali, Muammer & Chan, Felix & Manzur, Meher, 2017, "Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?," Journal of Asian Economics, Elsevier, volume 50, issue C, pages 62-72, DOI: 10.1016/j.asieco.2017.04.002.
• Hossain, Akhand Akhtar & Arwatchanakarn, Popkarn, 2017, "Does Money Have a Role in Monetary Policy for Price Stability under Inflation Targeting in Thailand?," Journal of Asian Economics, Elsevier, volume 53, issue C, pages 37-55, DOI: 10.1016/j.asieco.2017.10.003.
• Hanabusa, Kunihiro, 2017, "Japan’s quantitative monetary easing policy: Effect on the level and volatility of yield spreads," Journal of Asian Economics, Elsevier, volume 53, issue C, pages 56-66, DOI: 10.1016/j.asieco.2017.10.004.
• Maitra, Debasish & Dash, Saumya Ranjan, 2017, "Sentiment and stock market volatility revisited: A time–frequency domain approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 15, issue C, pages 74-91, DOI: 10.1016/j.jbef.2017.07.009.
• Liu, Ping & James Hueng, C., 2017, "Measuring real business condition in China," China Economic Review, Elsevier, volume 46, issue C, pages 261-274, DOI: 10.1016/j.chieco.2017.10.004.
• Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin, 2017, "Nonparametric estimation of dynamic discrete choice models for time series data," Computational Statistics & Data Analysis, Elsevier, volume 108, issue C, pages 97-120, DOI: 10.1016/j.csda.2016.10.024.
• Bermperoglou, Dimitrios & Pappa, Evi & Vella, Eugenia, 2017, "The government wage bill and private activity," Journal of Economic Dynamics and Control, Elsevier, volume 79, issue C, pages 21-47, DOI: 10.1016/j.jedc.2017.03.006.
• Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2017, "Measurement errors and monetary policy: Then and now," Journal of Economic Dynamics and Control, Elsevier, volume 79, issue C, pages 66-78, DOI: 10.1016/j.jedc.2017.03.015.
• Hommes, Cars & in ’t Veld, Daan, 2017, "Booms, busts and behavioural heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, volume 80, issue C, pages 101-124, DOI: 10.1016/j.jedc.2017.05.006.
• Liu, Jing & Wei, Yu & Ma, Feng & Wahab, M.I.M., 2017, "Forecasting the realized range-based volatility using dynamic model averaging approach," Economic Modelling, Elsevier, volume 61, issue C, pages 12-26, DOI: 10.1016/j.econmod.2016.11.020.
• Wei, Yu & Cao, Yang, 2017, "Forecasting house prices using dynamic model averaging approach: Evidence from China," Economic Modelling, Elsevier, volume 61, issue C, pages 147-155, DOI: 10.1016/j.econmod.2016.12.002.
• Nonejad, Nima, 2017, "Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market," Economic Modelling, Elsevier, volume 61, issue C, pages 388-408, DOI: 10.1016/j.econmod.2016.11.003.
• el Alaoui, AbdelKader O. & Ismath Bacha, Obiyathulla & Masih, Mansur & Asutay, Mehmet, 2017, "Leverage versus volatility: Evidence from the capital structure of European firms," Economic Modelling, Elsevier, volume 62, issue C, pages 145-160, DOI: 10.1016/j.econmod.2016.11.023.
• Szafranek, Karol, 2017, "Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy," Economic Modelling, Elsevier, volume 63, issue C, pages 334-348, DOI: 10.1016/j.econmod.2017.01.009.
• Marques, André M. & Lima, Gilberto Tadeu & Troster, Victor, 2017, "Unemployment persistence in OECD countries after the Great Recession," Economic Modelling, Elsevier, volume 64, issue C, pages 105-116, DOI: 10.1016/j.econmod.2017.03.014.
• Todorova, Neda, 2017, "The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis," Economic Modelling, Elsevier, volume 64, issue C, pages 221-230, DOI: 10.1016/j.econmod.2017.03.022.
• Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017, "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, volume 64, issue C, pages 26-39, DOI: 10.1016/j.econmod.2017.03.003.
• Reed, W. Robert & Zhu, Min, 2017, "On estimating long-run effects in models with lagged dependent variables," Economic Modelling, Elsevier, volume 64, issue C, pages 302-311, DOI: 10.1016/j.econmod.2017.04.006.
• Ma, Feng & Liu, Jing & Huang, Dengshi & Chen, Wang, 2017, "Forecasting the oil futures price volatility: A new approach," Economic Modelling, Elsevier, volume 64, issue C, pages 560-566, DOI: 10.1016/j.econmod.2017.04.020.
• Uddin, Md Akther & Ali, Md Hakim & Masih, Mansur, 2017, "Political stability and growth: An application of dynamic GMM and quantile regression," Economic Modelling, Elsevier, volume 64, issue C, pages 610-625, DOI: 10.1016/j.econmod.2017.04.028.
• Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Economic Modelling, Elsevier, volume 64, issue C, pages 74-81, DOI: 10.1016/j.econmod.2017.03.019.
• Dewandaru, Ginanjar & Masih, Rumi & Masih, Mansur, 2017, "Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis," Economic Modelling, Elsevier, volume 65, issue C, pages 30-40, DOI: 10.1016/j.econmod.2017.04.026.
• Pontines, Victor, 2017, "The financial cycles in four East Asian economies," Economic Modelling, Elsevier, volume 65, issue C, pages 51-66, DOI: 10.1016/j.econmod.2017.05.005.
• Banerjee, Piyali & Arčabić, Vladimir & Lee, Hyejin, 2017, "Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market," Economic Modelling, Elsevier, volume 67, issue C, pages 114-124, DOI: 10.1016/j.econmod.2016.11.004.
• Araichi, Sawssen & Peretti, Christian de & Belkacem, Lotfi, 2017, "Reserve modelling and the aggregation of risks using time varying copula models," Economic Modelling, Elsevier, volume 67, issue C, pages 149-158, DOI: 10.1016/j.econmod.2016.11.016.
• Clements, Adam & Hurn, Stan & Shi, Shuping, 2017, "An empirical investigation of herding in the U.S. stock market," Economic Modelling, Elsevier, volume 67, issue C, pages 184-192, DOI: 10.1016/j.econmod.2016.12.015.
• Siliverstovs, Boriss, 2017, "Dissecting models' forecasting performance," Economic Modelling, Elsevier, volume 67, issue C, pages 294-299, DOI: 10.1016/j.econmod.2017.01.008.
• Jawadi, Fredj & Jawadi, Nabila & Idi Cheffou, Abdoulkarim & Ben Ameur, Hachmi & Louhichi, Wael, 2017, "Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis," Economic Modelling, Elsevier, volume 67, issue C, pages 300-306, DOI: 10.1016/j.econmod.2017.01.018.
• Lucey, Brian M. & Sharma, Susan Sunila & Vigne, Samuel A., 2017, "Gold and inflation(s) – A time-varying relationship," Economic Modelling, Elsevier, volume 67, issue C, pages 88-101, DOI: 10.1016/j.econmod.2016.10.008.
• Chen, Cathy W.S. & Wang, Zona & Sriboonchitta, Songsak & Lee, Sangyeol, 2017, "Pair trading based on quantile forecasting of smooth transition GARCH models," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 38-55, DOI: 10.1016/j.najef.2016.10.015.
• Nautz, Dieter & Pagenhardt, Laura & Strohsal, Till, 2017, "The (de-)anchoring of inflation expectations: New evidence from the euro area," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 103-115, DOI: 10.1016/j.najef.2017.02.002.
• Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2017, "Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 172-192, DOI: 10.1016/j.najef.2017.06.004.
• Wu, Yang-Che & Huang, Yi-Ting & Lin, Shih-Kuei & Chuang, Ming-Che, 2017, "Fair valuation of mortgage insurance under stochastic default and interest rates," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 433-447, DOI: 10.1016/j.najef.2017.08.003.
• Dimitrakopoulos, Stefanos, 2017, "Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility," Economics Letters, Elsevier, volume 150, issue C, pages 10-14, DOI: 10.1016/j.econlet.2016.10.035.
• Ginker, Tim & Lieberman, Offer, 2017, "Robustness of binary choice models to conditional heteroscedasticity," Economics Letters, Elsevier, volume 150, issue C, pages 130-134, DOI: 10.1016/j.econlet.2016.11.024.