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

• Reed, W. Robert & Smith, Aaron, 2017, "A time series paradox: Unit root tests perform poorly when data are cointegrated," Economics Letters, Elsevier, volume 151, issue C, pages 71-74, DOI: 10.1016/j.econlet.2016.12.005.
• Hassler, Uwe, 2017, "Ergodic for the mean," Economics Letters, Elsevier, volume 151, issue C, pages 75-78, DOI: 10.1016/j.econlet.2016.12.013.
• Leschinski, Christian, 2017, "On the memory of products of long range dependent time series," Economics Letters, Elsevier, volume 153, issue C, pages 72-76, DOI: 10.1016/j.econlet.2017.01.025.
• Bürgi, Constantin, 2017, "Bias, rationality and asymmetric loss functions," Economics Letters, Elsevier, volume 154, issue C, pages 113-116, DOI: 10.1016/j.econlet.2017.03.002.
• Dimitrakopoulos, Stefanos & Dey, Dipak K., 2017, "Discrete-response state space models with conditional heteroscedasticity: An application to forecasting the federal funds rate target," Economics Letters, Elsevier, volume 154, issue C, pages 20-23, DOI: 10.1016/j.econlet.2017.02.012.
• Gadea, María Dolores & Gomez-Loscos, Ana & Perez-Quiros, Gabriel, 2017, "Dissecting US recoveries," Economics Letters, Elsevier, volume 154, issue C, pages 59-63, DOI: 10.1016/j.econlet.2017.02.027.
• Li, Meiyu & Gençay, Ramazan, 2017, "Tests for serial correlation of unknown form in dynamic least squares regression with wavelets," Economics Letters, Elsevier, volume 155, issue C, pages 104-110, DOI: 10.1016/j.econlet.2017.03.021.
• Dimitrakopoulos, Stefanos, 2017, "The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation," Economics Letters, Elsevier, volume 155, issue C, pages 14-18, DOI: 10.1016/j.econlet.2017.02.039.
• Shang, Yuhuang & Liu, Lulu, 2017, "An extension of stochastic volatility model with mixed frequency information," Economics Letters, Elsevier, volume 155, issue C, pages 144-148, DOI: 10.1016/j.econlet.2017.04.003.
• Yang, Yang & Wang, Shaoping, 2017, "Two simple tests of the trend hypothesis under time-varying variance," Economics Letters, Elsevier, volume 156, issue C, pages 123-128, DOI: 10.1016/j.econlet.2017.04.030.
• Dias, Gustavo Fruet, 2017, "The time-varying GARCH-in-mean model," Economics Letters, Elsevier, volume 157, issue C, pages 129-132, DOI: 10.1016/j.econlet.2017.06.005.
• Capehart, Kevin W., 2017, "Inequality and top income cyclicality," Economics Letters, Elsevier, volume 157, issue C, pages 152-154, DOI: 10.1016/j.econlet.2017.06.019.
• Su, Zhi & Fang, Tong & Yin, Libo, 2017, "The role of news-based implied volatility among US financial markets," Economics Letters, Elsevier, volume 157, issue C, pages 24-27, DOI: 10.1016/j.econlet.2017.05.028.
• Fosten, Jack, 2017, "Confidence intervals in regressions with estimated factors and idiosyncratic components," Economics Letters, Elsevier, volume 157, issue C, pages 71-74, DOI: 10.1016/j.econlet.2017.05.034.
• Katsiampa, Paraskevi, 2017, "Volatility estimation for Bitcoin: A comparison of GARCH models," Economics Letters, Elsevier, volume 158, issue C, pages 3-6, DOI: 10.1016/j.econlet.2017.06.023.
• Urquhart, Andrew, 2017, "Price clustering in Bitcoin," Economics Letters, Elsevier, volume 159, issue C, pages 145-148, DOI: 10.1016/j.econlet.2017.07.035.
• Snaith, Stuart & Termprasertsakul, Santi & Wood, Andrew, 2017, "The exchange rate exposure puzzle: The long and the short of it," Economics Letters, Elsevier, volume 159, issue C, pages 204-207, DOI: 10.1016/j.econlet.2017.08.005.
• Kang, Jiwon & Song, Junmo, 2017, "Score test for parameter change in Poisson autoregressive models," Economics Letters, Elsevier, volume 160, issue C, pages 33-37, DOI: 10.1016/j.econlet.2017.08.021.
• Jansen, Dennis W. & Zervou, Anastasia, 2017, "The time varying effect of monetary policy on stock returns," Economics Letters, Elsevier, volume 160, issue C, pages 54-58, DOI: 10.1016/j.econlet.2017.08.022.
• Arvanitis, Stelios & Louka, Alexandros, 2017, "Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model," Economics Letters, Elsevier, volume 161, issue C, pages 135-137, DOI: 10.1016/j.econlet.2017.09.035.
• Karaki, Mohamad B., 2017, "Nonlinearities in the response of real GDP to oil price shocks," Economics Letters, Elsevier, volume 161, issue C, pages 146-148, DOI: 10.1016/j.econlet.2017.09.034.
• Chang, Chia-Lin & McAleer, Michael, 2017, "The correct regularity condition and interpretation of asymmetry in EGARCH," Economics Letters, Elsevier, volume 161, issue C, pages 52-55, DOI: 10.1016/j.econlet.2017.09.017.
• Jiang, Shifu, 2017, "The cause of an integral correction mechanism of the real exchange rate," Economics Letters, Elsevier, volume 161, issue C, pages 66-70, DOI: 10.1016/j.econlet.2017.09.022.
• Kim, Jihyun & Park, Joon Y., 2017, "Asymptotics for recurrent diffusions with application to high frequency regression," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 37-54, DOI: 10.1016/j.jeconom.2015.12.019.
• Inoue, Atsushi & Jin, Lu & Rossi, Barbara, 2017, "Rolling window selection for out-of-sample forecasting with time-varying parameters," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 55-67, DOI: 10.1016/j.jeconom.2016.03.006.
• Lieberman, Offer & Phillips, Peter C.B., 2017, "A multivariate stochastic unit root model with an application to derivative pricing," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 99-110, DOI: 10.1016/j.jeconom.2016.05.019.
• Hallin, Marc & La Vecchia, Davide, 2017, "R-estimation in semiparametric dynamic location-scale models," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 233-247, DOI: 10.1016/j.jeconom.2016.08.002.
• Ergemen, Yunus Emre & Velasco, Carlos, 2017, "Estimation of fractionally integrated panels with fixed effects and cross-section dependence," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 248-258, DOI: 10.1016/j.jeconom.2016.05.020.
• Hounyo, Ulrich, 2017, "Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 130-152, DOI: 10.1016/j.jeconom.2016.11.002.
• Potiron, Yoann & Mykland, Per A., 2017, "Estimation of integrated quadratic covariation with endogenous sampling times," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 20-41, DOI: 10.1016/j.jeconom.2016.10.004.
• Kim, Min Seong & Sun, Yixiao & Yang, Jingjing, 2017, "A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 298-322, DOI: 10.1016/j.jeconom.2016.11.008.
• Caporin, Massimiliano & Rossi, Eduardo & Santucci de Magistris, Paolo, 2017, "Chasing volatility," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 122-145, DOI: 10.1016/j.jeconom.2017.01.005.
• Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2017, "Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 165-188, DOI: 10.1016/j.jeconom.2017.01.008.
• Haldrup, Niels & Vera Valdés, J. Eduardo, 2017, "Long memory, fractional integration, and cross-sectional aggregation," Journal of Econometrics, Elsevier, volume 199, issue 1, pages 1-11, DOI: 10.1016/j.jeconom.2017.03.001.
• Asai, Manabu & Chang, Chia-Lin & McAleer, Michael, 2017, "Realized stochastic volatility with general asymmetry and long memory," Journal of Econometrics, Elsevier, volume 199, issue 2, pages 202-212, DOI: 10.1016/j.jeconom.2017.05.010.
• Dong, Chaohua & Gao, Jiti & Tjøstheim, Dag & Yin, Jiying, 2017, "Specification testing for nonlinear multivariate cointegrating regressions," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 104-117, DOI: 10.1016/j.jeconom.2017.05.016.
• Kheifets, Igor & Velasco, Carlos, 2017, "New goodness-of-fit diagnostics for conditional discrete response models," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 135-149, DOI: 10.1016/j.jeconom.2017.05.017.
• Hu, Yingyao, 2017, "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 154-168, DOI: 10.1016/j.jeconom.2017.06.002.
• Engle, Robert & Roussellet, Guillaume & Siriwardane, Emil, 2017, "Scenario generation for long run interest rate risk assessment," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 333-347, DOI: 10.1016/j.jeconom.2017.08.012.
• Psaradakis, Zacharias & Vávra, Marián, 2017, "A distance test of normality for a wide class of stationary processes," Econometrics and Statistics, Elsevier, volume 2, issue C, pages 50-60, DOI: 10.1016/j.ecosta.2016.11.005.
• Meligkotsidou, Loukia & Tzavalis, Elias & Vrontos, Ioannis, 2017, "On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks," Econometrics and Statistics, Elsevier, volume 4, issue C, pages 70-90, DOI: 10.1016/j.ecosta.2017.04.004.
• Harris, Richard D.F. & Stoja, Evarist & Tan, Linzhi, 2017, "The dynamic Black–Litterman approach to asset allocation," European Journal of Operational Research, Elsevier, volume 259, issue 3, pages 1085-1096, DOI: 10.1016/j.ejor.2016.11.045.
• Kablan, Sandrine & Ftiti, Zied & Guesmi, Khaled, 2017, "Commodity price cycles and financial pressures in African commodities exporters," Emerging Markets Review, Elsevier, volume 30, issue C, pages 215-231, DOI: 10.1016/j.ememar.2016.05.005.
• Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur M., 2017, "The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test," Emerging Markets Review, Elsevier, volume 30, issue C, pages 66-95, DOI: 10.1016/j.ememar.2016.09.002.
• Escobari, Diego & Garcia, Sergio & Mellado, Cristhian, 2017, "Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages," Emerging Markets Review, Elsevier, volume 33, issue C, pages 90-101, DOI: 10.1016/j.ememar.2017.09.001.
• Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert, 2017, "Improving the accuracy of asset price bubble start and end date estimators," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 121-138, DOI: 10.1016/j.jempfin.2016.11.001.
• Nonejad, Nima, 2017, "Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 131-154, DOI: 10.1016/j.jempfin.2017.03.003.
• Han, Xing & Li, Youwei, 2017, "Can investor sentiment be a momentum time-series predictor? Evidence from China," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 212-239, DOI: 10.1016/j.jempfin.2017.04.001.
• Xyngis, Georgios, 2017, "Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 43-65, DOI: 10.1016/j.jempfin.2017.06.001.
• Joo, Young C. & Park, Sung Y., 2017, "Oil prices and stock markets: Does the effect of uncertainty change over time?," Energy Economics, Elsevier, volume 61, issue C, pages 42-51, DOI: 10.1016/j.eneco.2016.10.017.
• Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E., 2017, "Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data," Energy Economics, Elsevier, volume 61, issue C, pages 72-86, DOI: 10.1016/j.eneco.2016.11.003.
• Pircalabu, A. & Hvolby, T. & Jung, J. & Høg, E., 2017, "Joint price and volumetric risk in wind power trading: A copula approach," Energy Economics, Elsevier, volume 62, issue C, pages 139-154, DOI: 10.1016/j.eneco.2016.11.023.
• Atalla, Tarek & Bean, Patrick, 2017, "Determinants of energy productivity in 39 countries: An empirical investigation," Energy Economics, Elsevier, volume 62, issue C, pages 217-229, DOI: 10.1016/j.eneco.2016.12.003.
• Rintamäki, Tuomas & Siddiqui, Afzal S. & Salo, Ahti, 2017, "Does renewable energy generation decrease the volatility of electricity prices? An analysis of Denmark and Germany," Energy Economics, Elsevier, volume 62, issue C, pages 270-282, DOI: 10.1016/j.eneco.2016.12.019.
• Apergis, Emmanuel & Apergis, Nicholas, 2017, "The role of rare earth prices in renewable energy consumption: The actual driver for a renewable energy world," Energy Economics, Elsevier, volume 62, issue C, pages 33-42, DOI: 10.1016/j.eneco.2016.12.015.
• Payne, James E. & Vizek, Maruška & Lee, Junsoo, 2017, "Stochastic convergence in per capita fossil fuel consumption in U.S. states," Energy Economics, Elsevier, volume 62, issue C, pages 382-395, DOI: 10.1016/j.eneco.2016.03.023.
• Mohammadi, Hassan & Ram, Rati, 2017, "Convergence in energy consumption per capita across the US states, 1970–2013: An exploration through selected parametric and non-parametric methods," Energy Economics, Elsevier, volume 62, issue C, pages 404-410, DOI: 10.1016/j.eneco.2016.07.002.
• Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat, 2017, "The relationship between oil prices and rig counts: The importance of lags," Energy Economics, Elsevier, volume 63, issue C, pages 213-226, DOI: 10.1016/j.eneco.2017.01.015.
• Bennedsen, Mikkel, 2017, "A rough multi-factor model of electricity spot prices," Energy Economics, Elsevier, volume 63, issue C, pages 301-313, DOI: 10.1016/j.eneco.2017.02.007.
• Borovkova, Svetlana & Schmeck, Maren Diane, 2017, "Electricity price modeling with stochastic time change," Energy Economics, Elsevier, volume 63, issue C, pages 51-65, DOI: 10.1016/j.eneco.2017.01.002.
• Kakeu, Johnson & Bouaddi, Mohammed, 2017, "Empirical evidence of news about future prospects in the risk-pricing of oil assets," Energy Economics, Elsevier, volume 64, issue C, pages 458-468, DOI: 10.1016/j.eneco.2015.10.018.
• Fallahi, Firouz, 2017, "Stochastic convergence in per capita energy use in world," Energy Economics, Elsevier, volume 65, issue C, pages 228-239, DOI: 10.1016/j.eneco.2017.04.029.
• Kozminski, Kate & Baek, Jungho, 2017, "Can an oil-rich economy reduce its income inequality? Empirical evidence from Alaska's Permanent Fund Dividend," Energy Economics, Elsevier, volume 65, issue C, pages 98-104, DOI: 10.1016/j.eneco.2017.04.021.
• Campos, I. & Cortazar, G. & Reyes, T., 2017, "Modeling and predicting oil VIX: Internet search volume versus traditional mariables," Energy Economics, Elsevier, volume 66, issue C, pages 194-204, DOI: 10.1016/j.eneco.2017.06.009.
• Salim, Ruhul & Yao, Yao & Chen, George & Zhang, Lin, 2017, "Can foreign direct investment harness energy consumption in China? A time series investigation," Energy Economics, Elsevier, volume 66, issue C, pages 43-53, DOI: 10.1016/j.eneco.2017.05.026.
• Taylor, Nick, 2017, "Timing strategy performance in the crude oil futures market," Energy Economics, Elsevier, volume 66, issue C, pages 480-492, DOI: 10.1016/j.eneco.2017.07.019.
• Lyu, Yongjian & Wang, Peng & Wei, Yu & Ke, Rui, 2017, "Forecasting the VaR of crude oil market: Do alternative distributions help?," Energy Economics, Elsevier, volume 66, issue C, pages 523-534, DOI: 10.1016/j.eneco.2017.06.015.
• Chen, Fan & Linn, Scott C., 2017, "Investment and operating choice: Oil and natural gas futures prices and drilling activity," Energy Economics, Elsevier, volume 66, issue C, pages 54-68, DOI: 10.1016/j.eneco.2017.05.012.
• Ma, Feng & Wahab, M.I.M. & Huang, Dengshi & Xu, Weiju, 2017, "Forecasting the realized volatility of the oil futures market: A regime switching approach," Energy Economics, Elsevier, volume 67, issue C, pages 136-145, DOI: 10.1016/j.eneco.2017.08.004.
• Liu, Nan & Ma, Zujun & Kang, Jidong, 2017, "A regional analysis of carbon intensities of electricity generation in China," Energy Economics, Elsevier, volume 67, issue C, pages 268-277, DOI: 10.1016/j.eneco.2017.08.018.
• Agnolucci, Paolo & De Lipsis, Vincenzo & Arvanitopoulos, Theodoros, 2017, "Modelling UK sub-sector industrial energy demand," Energy Economics, Elsevier, volume 67, issue C, pages 366-374, DOI: 10.1016/j.eneco.2017.08.027.
• Charles, Amélie & Darné, Olivier, 2017, "Forecasting crude-oil market volatility: Further evidence with jumps," Energy Economics, Elsevier, volume 67, issue C, pages 508-519, DOI: 10.1016/j.eneco.2017.09.002.
• Wei, Yu & Liu, Jing & Lai, Xiaodong & Hu, Yang, 2017, "Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?," Energy Economics, Elsevier, volume 68, issue C, pages 141-150, DOI: 10.1016/j.eneco.2017.09.016.
• Maghyereh, Aktham I. & Awartani, Basel & Tziogkidis, Panagiotis, 2017, "Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries," Energy Economics, Elsevier, volume 68, issue C, pages 440-453, DOI: 10.1016/j.eneco.2017.10.025.
• Kyritsis, Evangelos & Andersson, Jonas & Serletis, Apostolos, 2017, "Electricity prices, large-scale renewable integration, and policy implications," Energy Policy, Elsevier, volume 101, issue C, pages 550-560, DOI: 10.1016/j.enpol.2016.11.014.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017, "Oil supply shocks and economic growth in the Mediterranean," Energy Policy, Elsevier, volume 110, issue C, pages 167-175, DOI: 10.1016/j.enpol.2017.08.004.
• Rahman, Mohammad Mafizur & Kashem, Mohammad Abul, 2017, "Carbon emissions, energy consumption and industrial growth in Bangladesh: Empirical evidence from ARDL cointegration and Granger causality analysis," Energy Policy, Elsevier, volume 110, issue C, pages 600-608, DOI: 10.1016/j.enpol.2017.09.006.
• Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando, 2017, "Crude oil price behaviour before and after military conflicts and geopolitical events," Energy, Elsevier, volume 120, issue C, pages 79-91, DOI: 10.1016/j.energy.2016.12.102.
• Gil-Alana, Luis A. & Mudida, Robert & Carcel, Hector, 2017, "Shocks affecting electricity prices in Kenya, a fractional integration study," Energy, Elsevier, volume 124, issue C, pages 521-530, DOI: 10.1016/j.energy.2017.02.092.
• Salisu, Afees A. & Isah, Kazeem O. & Oyewole, Oluwatomisin J. & Akanni, Lateef O., 2017, "Modelling oil price-inflation nexus: The role of asymmetries," Energy, Elsevier, volume 125, issue C, pages 97-106, DOI: 10.1016/j.energy.2017.02.128.
• Zhang, Guofu & Du, Ziping, 2017, "Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China," Energy, Elsevier, volume 135, issue C, pages 249-256, DOI: 10.1016/j.energy.2017.06.103.
• Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando, 2017, "U.S. shale oil production and WTI prices behaviour," Energy, Elsevier, volume 141, issue C, pages 12-19, DOI: 10.1016/j.energy.2017.09.055.
• Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Hammoudeh, Shawkat M., 2017, "Main driving factors of the interest rate-stock market Granger causality," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 260-280, DOI: 10.1016/j.irfa.2017.07.008.
• Giorgio Canarella & Stephen M. Miller, 2017, "Did Okun’s law die after the Great Recession?," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 52, issue 4, pages 216-226, October, DOI: 10.1057/s11369-017-0045-1.
• Emilio Zanetti Chini, 2017, "Generalizing Smooth Transition Autoregressions," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 138, May.
• Miguel Ataurima Arellano & Erika Collantes & Gabriel Rodriguez, 2017, "Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2017-436.
• Yuanhua Feng & Thomas Gries, 2017, "Data-driven local polynomial for the trend and its derivatives in economic time series," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 102, Apr.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2017, "Do Announcements of WTO Dispute Resolution Cases Matter? Evidence from the Rare Earth Elements Market," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 103, Apr.
• Darlington Osaremwinda Ogbeide & Osazee Frank Ogieva, 2017, "Modelling Share Price Behaviour in Nigeria," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 17, issue 1, pages 169-186.
• Burhan Ahmad & Ole Gjølberg & Mubashir Mehdi, 2017, "Spatial Differences in Rice Price Volatility:A Case Study of Pakistan 1994–2011," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 56, issue 3, pages 265-289.
• Madeira, Makharam & Masih, Mansur, 2017, "Does the purchasing power parity theory hold for Malaysia ?," MPRA Paper, University Library of Munich, Germany, number 100017, Jul.
• Khalit, Nafsiah & Masih, Mansur, 2017, "Is shariah (islamic) stock price causally related to the macroeconomic variables ? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 100251, Apr.
• Bakkali, Saad & Masih, Mansur, 2017, "Is the GCC islamic index independent of the conventional interest rates ?," MPRA Paper, University Library of Munich, Germany, number 100636, Mar.
• Malayan, Firoz & Masih, Mansur, 2017, "Causal linkages between the energy sector and islamic regional indexes: evidence from GCC, EU, US, emerging markets and Asia-pacific," MPRA Paper, University Library of Munich, Germany, number 100681, Oct.
• Ashraf, Kamran & Masih, Mansur, 2017, "Does the purchasing power parity theory still hold ? The UK as the case study," MPRA Paper, University Library of Munich, Germany, number 100764, Dec.
• Yousef, Mona & Masih, Mansur, 2017, "Time-varying correlation between islamic stock indices: evidence from the GCC countries based on MGARCH-DCC approach," MPRA Paper, University Library of Munich, Germany, number 100986, Oct.
• Miras, Hassan & Masih, Mansur, 2017, "Stock returns and macroeconomic factors in an emerging economy: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 101229, Jun.
• Abdullah, Iskandar & Masih, Mansur, 2017, "The lead-lag relationship and the determinants of Islamic banks’ profit rates: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 101916, Jul.
• Mohamad, Shaifulfazlee & Masih, Mansur, 2017, "What drives the property prices ? the Malaysian case," MPRA Paper, University Library of Munich, Germany, number 102411, Jun.
• Amanbayev, Yerkebulan & Masih, Mansur, 2017, "What factors affect the export competitiveness? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 102512, Apr.
• Omar, Abdullah & Masih, Mansur, 2017, "Does inflation impact shariah (islamic) equity index and conventional equity index differently?the case of Malaysia," MPRA Paper, University Library of Munich, Germany, number 102576, Apr.
• Doojav, Gan-Ochir & Luvsannyam, Davaajargal, 2017, "Forecasting inflation in Mongolia: A dynamic model averaging approach," MPRA Paper, University Library of Munich, Germany, number 102602.
• Zada, Najeeb & Masih, Mansur, 2017, "Exploring the relationship between the Malaysian islamic index and international islamic indices," MPRA Paper, University Library of Munich, Germany, number 102809, Sep.
• Isa, Yazid & Masih, Mansur, 2017, "Does conventional interest rate influence islamic deposit rate of return or the other way around ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 102877, Jul.
• Ahmed, Tayyab & Masih, Mansur, 2017, "Is islamic stock index related with conventional stock index ? evidence from the UK," MPRA Paper, University Library of Munich, Germany, number 102967, Jun.
• Doojav, Gan-Ochir, 2017, "Factors explaining high interest rates in Mongolia: A Markov Regime-Switching approach," MPRA Paper, University Library of Munich, Germany, number 103514.
• Osman, Fatimah & Masih, Mansur, 2017, "What are the drivers of islamic bank deposits ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 103721, Nov.
• Abdullah, Mace & Masih, Mansur, 2017, "Is there any significant difference in global volatility of and correlation between shari’ah-compliant (Islamic) equities and sukuk ?," MPRA Paper, University Library of Munich, Germany, number 103729, Jul.
• Omar, Abdullah & Masih, Mansur, 2017, "Is the effect of inflation on shariah (islamic) stock and conventional stock different ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 103732, Jun.
• Zakaria, Khairuddin & Masih, Mansur, 2017, "Impact of various islamic equity markets on sharia (islamic) compliant equity invesments in emerging markets," MPRA Paper, University Library of Munich, Germany, number 103799, Nov.
• Bahaman, Abrar & Masih, Mansur, 2017, "Identifying the lead-lag relationship between the shariah (islamic) equity index and macroeconomic variables: Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 103820, Feb.
• Foziah, Nik Hazimi & Masih, Mansur, 2017, "Does islamic banking have significant effect on economic growth ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 104703, Nov.
• Abbas, Amir & Masih, Mansur, 2017, "Islamic stock index, conventional stock index and macroeconomic variables," MPRA Paper, University Library of Munich, Germany, number 104806, Mar.
• al Bdiwy, Feras & Masih, Mansur, 2017, "The lead-lag relationship among select regional islamic equity markets," MPRA Paper, University Library of Munich, Germany, number 104973, Apr.
• Farouk, Faizal & Masih, Mansur, 2017, "Lead-lag relationship between islamic ETF price and strategic commodities: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 104977, Mar.
• Fajar, Muhammad & Hartini, Sri, 2017, "Inflation forecasting by hybrid singular spectrum analysis – multilayer perceptrons neural network method, case of Indonesia," MPRA Paper, University Library of Munich, Germany, number 105100, Oct, revised 11 May 2018.
• Ibrahim, Zil Farlilah & Masih, Mansur, 2017, "Is gold a better choice as reserve currency for smaller market economies?," MPRA Paper, University Library of Munich, Germany, number 105474, Jun.
• Roslan, Ahmad Ridza & Masih, Mansur, 2017, "How does advertisement spending affect business performance of both islamic and conventional banks?," MPRA Paper, University Library of Munich, Germany, number 105578, Jul.
• Ali, Hakim & Masih, Mansur, 2017, "Granger-causality between islamic finance and growth: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 106112, Nov.
• Hamour, Mohamed & Masih, Mansur, 2017, "The dilemma of the sharia conscious investor: a time series analysis," MPRA Paper, University Library of Munich, Germany, number 106129, Mar.
• Cheah, Chee Keong & Masih, Mansur, 2017, "Does the growth of islamic bank financing depend on stock market growth? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 106192, Aug.
• Izani, Izahairani & Masih, Mansur, 2017, "Do islamic bank deposits depend on total islamic bank assets or the other way around ?," MPRA Paper, University Library of Munich, Germany, number 106218, Apr.
• Alamsyah, Janoearto & Masih, Mansur, 2017, "Impact of islamic money market development on islamic bank liquidity management: a case study of Indonesia," MPRA Paper, University Library of Munich, Germany, number 106778, Oct.
• Rahman, Nadiah Abd & Masih, Mansur, 2017, "Does the islamic bank deposit have an effect on equity market ? Malaysian case," MPRA Paper, University Library of Munich, Germany, number 106789, Aug.
• Azland, Adam & Masih, Mansur, 2017, "Discerning the relationship between bitcoin and islamic index," MPRA Paper, University Library of Munich, Germany, number 106790, Jul.
• Nor, Amiruddin & Masih, Mansur, 2017, "Granger-causality between islamic banks and conventional banks: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 107064, May.
• Ramic, Esma & Masih, Mansur, 2017, "Is islamic bank financing related to interest rate ? Malaysian evidence based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 107163, May.
• Hussin, Syaryanti & Masih, Mansur, 2017, "Does interest rate affect the saving account deposits of islamic banks ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 107370, Feb.
• Hassen, Omar & Masih, Mansur, 2017, "Is shariah stock index better than the conventional stock index in explaining economic growth ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 107749, Jul.
• Yusoff, Abdul & Masih, Mansur, 2017, "The impact of key industry-sectoral indices on islamic stock market: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 107907, Jun.
• Hassan, Hissam & Masih, Mansur, 2017, "Public debt and GDP growth in the Malaysian islamic economy," MPRA Paper, University Library of Munich, Germany, number 107999, Sep.
• Kalthum, Ummi & Masih, Mansur, 2017, "The lead-lag relationship between PPI, CPI and oil price: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 108011, Nov.
• Yaacob, Nurul & Masih, Mansur, 2017, "Do the exchange rate fluctuations of trading partners affect the export competitiveness of a country? Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 108037, May.
• Morni, Fareiny & Masih, Mansur, 2017, "Predicting stress in the banking sector: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 108445, Jun.
• Salman, Firdaus & Masih, Mansur, 2017, "Is gold worth an investment ? a case study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 108469, Dec.
• Fatiha, Illani & Masih, Mansur, 2017, "Causal relationship between FDI, trade, economic growth and exchange rate : Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 108485, May.
• Afifah, Irfan & Masih, Mansur, 2017, "Do macroeconomic variables have any impact on stock market? an Indonesian case study based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 108504, Nov.
• Mosteut, Safini & Masih, Mansur, 2017, "Does the exchange rate volatility affect the foreign direct investment? the case of Thailand," MPRA Paper, University Library of Munich, Germany, number 108898, Nov.
• Abbas, Aadil & Masih, Mansur, 2017, "Which investment (private or public) does contribute to economic growth more? a case study of South Africa," MPRA Paper, University Library of Munich, Germany, number 108919, Feb.
• Omar, Masitah & Masih, Mansur, 2017, "Does saving stimulate growth? the case of Malaysia," MPRA Paper, University Library of Munich, Germany, number 109242, Jun.
• Musaev, Mekhroj & Masih, Mansur, 2017, "Impact of oil price volatility on macroeconomic variables: an ARDL approach," MPRA Paper, University Library of Munich, Germany, number 109252, Aug.
• Isaacs, Ziyaat & Masih, Mansur, 2017, "Testing the long-run relationship between exchange rate, oil price, FDI and GDP: an ARDL approach," MPRA Paper, University Library of Munich, Germany, number 109279, Feb.
• Fadzil, Atikah & Masih, Mansur, 2017, "Does export lead growth? evidence from Japan," MPRA Paper, University Library of Munich, Germany, number 109290, Nov.
• Bekmuratov, Mukhsinbek & Masih, Mansur, 2017, "Granger-causality between oil price and macrovariables: ARDL approach," MPRA Paper, University Library of Munich, Germany, number 109862, Mar.
• Ludeen, Abdullah & Masih, Mansur, 2017, "What factors affect islamic bank deposits ? Malaysian case based on ARDL," MPRA Paper, University Library of Munich, Germany, number 109880, Apr.
• Salehyar, Masoud & Masih, Mansur, 2017, "Lead-lag between female employment and economic growth: evidence from Canada," MPRA Paper, University Library of Munich, Germany, number 109892, Jun.
• Sulaiman, Nadzri & Masih, Mansur, 2017, "Macroeconomic variables and stock markets (domestic and foreign): evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 110154, Feb.
• Cheah, Ping Yean & Masih, Mansur, 2017, "Interdependence of international stock markets: Malaysian case," MPRA Paper, University Library of Munich, Germany, number 110196, Mar.
• Ghafar, Aiman & Masih, Mansur, 2017, "The unemployment rate and its determinants: the Malaysian case," MPRA Paper, University Library of Munich, Germany, number 110220, May.
• Ali, Ariffhidayat & Masih, Mansur, 2017, "Relationship between oil price and gross fixed capital formation: Malaysian case," MPRA Paper, University Library of Munich, Germany, number 110266, Oct.
• Quadri, Syed & Masih, Mansur, 2017, "Granger-causality between macroeconomic variables and stock market index: evidence from India," MPRA Paper, University Library of Munich, Germany, number 110304, Feb.
• Nazlan, Wan Syafiq & Masih, Mansur, 2017, "Does financial development lead or lag economic growth ? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 110348, Feb.
• Daud, Ariff & Masih, Mansur, 2017, "Is there any relationship between exchange rate and investment ? evidence from Australia," MPRA Paper, University Library of Munich, Germany, number 110655, Aug.
• Sharabati, Yamen & Masih, Mansur, 2017, "Are imports driven by exports or the other way around ?Thailand evidence," MPRA Paper, University Library of Munich, Germany, number 110689, Jul.
• Rahmali, Atiqah & Masih, Mansur, 2017, "Discerning the effect of international stock markets before and after the subprime crisis," MPRA Paper, University Library of Munich, Germany, number 110700, May.
• Kaleemuddin, Mohammed & Masih, Mansur, 2017, "Does financial development drive economic growth ? an ARDL approach," MPRA Paper, University Library of Munich, Germany, number 110716, Aug.
• Khan, Azima & Masih, Mansur, 2017, "Does women empowerment Granger-cause economic growth or the other way around? evidence from Iceland," MPRA Paper, University Library of Munich, Germany, number 111186, Feb.
• Mubarak, Fadhlul & Wulandya, Siti Arni & Seran, Karlina & Soleh, Agus M & Andriansyah, Andriansyah, 2017, "Pemodelan Tingkat Suku Bunga Surat Perbendaharaan Negara 3 Bulan
  [Interest Rate Model of 3-Month Treasury Bill]," MPRA Paper, University Library of Munich, Germany, number 111537, Feb.
• Mukrim, Anis & Masih, Mansur, 2017, "The impact of macroeconomic variables on the crude palm oil export: Malaysian evidence based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 111740, Dec.
• Salleh, Eddee & Masih, Mansur, 2017, "Does gold act as an inflation hedge ? Malaysian case," MPRA Paper, University Library of Munich, Germany, number 111749, Mar.
• Rahamat, Amri & Masih, Mansur, 2017, "Granger-causality between oil price, exchange rate and government bonds: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 111769, Feb.
• Hoe, Foong Chee & Masih, Mansur, 2017, "Short - and long-run relationship between oil price and exchange rate: evidence from Malaysia based on Markov regime switching approach," MPRA Paper, University Library of Munich, Germany, number 112105, Dec.
• Lee, Siew Peng & Masih, Mansur, 2017, "Determinants of banks’ margins: case of islamic and conventional banks: evidence from Malaysia based on GMM approach," MPRA Paper, University Library of Munich, Germany, number 112110, May.
• Halim, Abdul & Masih, Mansur, 2017, "Comovement between crude oil prices and shariah stock indices: MGARCH-DCC and wavelet analysis," MPRA Paper, University Library of Munich, Germany, number 112141, Aug.
• Ariff, Azwar & Masih, Mansur, 2017, "Role of global financial crisis in causing dynamic connectedness of Asian equity markets," MPRA Paper, University Library of Munich, Germany, number 112555, Dec.
• Kazi Abrar, Hossain & Syed Abul, Basher & A.K. Enamul, Haque, 2017, "Quantifying the impact of Ramadan on global raw sugar prices," MPRA Paper, University Library of Munich, Germany, number 75941, Jan.
• Bógalo, Juan & Poncela, Pilar & Senra, Eva, 2017, "Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA," MPRA Paper, University Library of Munich, Germany, number 76023, Jan.
• Ahad, Muhammad & Dar, Adeel Ahmad & Imran, Muhammad, 2017, "Does Financial Development Promote Industrial Production in Pakistan? Evidence from Combine Cointegration and Causality Approach," MPRA Paper, University Library of Munich, Germany, number 76458.
• Ho, Sin-Yu, 2017, "The Macroeconomic Determinants of Stock Market Development: Evidence from South Africa," MPRA Paper, University Library of Munich, Germany, number 76493, Jan.
• Phiri, Andrew, 2017, "Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach," MPRA Paper, University Library of Munich, Germany, number 76542, Feb.
• CHIKHI, Mohamed, 2017, "Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange
  [Exogenous Shocks and nonlinearity in the stock exchange series: Application to the nonparametric modelling of ," MPRA Paper, University Library of Munich, Germany, number 76691, revised 2017.
• Pincheira, Pablo, 2017, "A Power Booster Factor for Out-of-Sample Tests of Predictability," MPRA Paper, University Library of Munich, Germany, number 77027, Feb.
• Chong, Terence Tai-Leung & Cao, Bingqing & Wong, Wing Keung, 2017, "A Principal Component Approach to Measuring Investor Sentiment in Hong Kong," MPRA Paper, University Library of Munich, Germany, number 77147, Feb.
• Ho, Sin-Yu, 2017, "The Macroeconomic Determinants of Stock Market Development: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 77232, Feb.
• Cellini, Roberto & Cuccia, Tiziana, 2017, "How free admittance affects charged visits to museums: An analysis of the Italian case," MPRA Paper, University Library of Munich, Germany, number 78067, Apr.
• Polbin, Andrey, 2017, "Моделирование Реального Курса Рубля В Условиях Изменения Режима Денежно-Кредитной Политики
  [Modeling the real ruble exchange rate under monetary policy regime change]," MPRA Paper, University Library of Munich, Germany, number 78139.
• Njindan Iyke, Bernard & Ho, Sin-Yu, 2017, "The Real Exchange Rate, the Ghanaian Trade Balance, and the J-curve," MPRA Paper, University Library of Munich, Germany, number 78211, Jan.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2017, "Ajustarea seriilor de timp financiare,Partea întâi
  [Smoothing of financial time series, Part 1]," MPRA Paper, University Library of Munich, Germany, number 78329, Apr, revised 15 Apr 2017.
• Medel, Carlos A., 2017, "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper, University Library of Munich, Germany, number 78439, Apr.
• Polbin, Andrey & Skrobotov, Anton, 2017, "Спектральная Оценка Компоненты Бизнес Цикла Ввп России С Учетом Высокой Зависимости От Условий Торговли
  [Spectral estimation of the business cycle component of the Russian GDP under high dependence on the terms of trade]," MPRA Paper, University Library of Munich, Germany, number 78667, Apr.
• Njindan Iyke, Bernard & Ho, Sin-Yu, 2017, "Real Exchange Rate Volatility and Domestic Consumption in Ghana," MPRA Paper, University Library of Munich, Germany, number 78852.
• Phiri, Andrew, 2017, "The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis," MPRA Paper, University Library of Munich, Germany, number 79096, May.
• Driouchi, Ahmed & Harkat, Tahar, 2017, "Counting the NEETs for Countries with no or less Data, Using Information on Unemployment of Youth Aged 15-24: The Case of Arab Countries," MPRA Paper, University Library of Munich, Germany, number 79330, May.
• Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2017, "Are linear models really unuseful to describe business cycle data?," MPRA Paper, University Library of Munich, Germany, number 79413, May.
• Trofimov, Ivan D., 2017, "Profit rates in the developed capitalist economies: a time series investigation," MPRA Paper, University Library of Munich, Germany, number 79529, Jun.
• Nazir, Sidra & Saeed, Saira & Muhammad, Atta, 2017, "Threshold Modeling for Inflation and GDP Growth," MPRA Paper, University Library of Munich, Germany, number 79649, Jun.
• Bhatt, Vipul & Kishor, Kundan & Marfatia, Hardik, 2017, "Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument," MPRA Paper, University Library of Munich, Germany, number 79748, Jun.
• Vu, Binh, 2017, "Are population and international trade the main factors for environmental damage in China?," MPRA Paper, University Library of Munich, Germany, number 79773, Feb.
• D., Ivan, 2017, "Stability of the labour shares: evidence from OECD economies," MPRA Paper, University Library of Munich, Germany, number 79822, Jun.
• Kovačić, Zlatko & Vilotić, Miloš, 2017, "Assessing European business cycles synchronization," MPRA Paper, University Library of Munich, Germany, number 79990, May.
• Kolisi, Nwabisa & Phiri, Andrew, 2017, "Changes in the relationship between interest rates and housing prices in South Africa around the 2007 financial crisis," MPRA Paper, University Library of Munich, Germany, number 80173, Jul.
• Bisio, Laura & Moauro, Filippo, 2017, "Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts," MPRA Paper, University Library of Munich, Germany, number 80211, Jul, revised 14 Jul 2017.
• Njindan Iyke, Bernard & Ho, Sin-Yu, 2017, "Exchange Rate Uncertainty and Domestic Investment in Ghana," MPRA Paper, University Library of Munich, Germany, number 80474.
• Mabrouki, Mohamed, 2017, "Brevet d’invention et croissance économique : une analyse dans le cadre de l’économie tunisienne durant la période 1970 - 2010
  [Patent of invention and economic growth: an analysis within the framework of the Tunisian economy during the period 197," MPRA Paper, University Library of Munich, Germany, number 80485, Jan.
• Chong, Terence Tai Leung & Pang, Tianxiao & Zhang, Danna & Liang, Yanling, 2017, "Structural change in non-stationary AR(1) models," MPRA Paper, University Library of Munich, Germany, number 80510.
• Chong, Terence Tai Leung & Ding, Yue & Pang, Tianxiao, 2017, "Extreme Risk Value and Dependence Structure of the China Securities Index 300," MPRA Paper, University Library of Munich, Germany, number 80556, Mar.
• Phiri, Andrew & Mukuka, Doreen, 2017, "Does unemployment aggravate suicide rates in South Africa? Some empirical evidence," MPRA Paper, University Library of Munich, Germany, number 80749.
• Hecq, Alain & Issler, João Victor & Telg, Sean, 2017, "Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors," MPRA Paper, University Library of Munich, Germany, number 80767, Aug.
• Sanchez Villalba, Miguel A., 2017, "On the effects of repeated tax amnesties," MPRA Paper, University Library of Munich, Germany, number 80936.