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

• Sharma, Shahil & Escobari, Diego, 2017, "Identifying Price Bubble Periods in the Energy Sector," MPRA Paper, University Library of Munich, Germany, number 83355, Nov.
• Perveen, Asma & Munir, Kashif, 2017, "Impact of Total, Internal and External Government Debt on Interest Rate in Pakistan," MPRA Paper, University Library of Munich, Germany, number 83427, Oct.
• Güriş, Burak, 2017, "A Flexible Fourier Form Nonlinear Unit Root Test Based on ESTAR Model," MPRA Paper, University Library of Munich, Germany, number 83472, Dec.
• Guduza, Sinazo & Phiri, Andrew, 2017, "Efficient Market Hypothesis: Evidence from the JSE equity and bond markets," MPRA Paper, University Library of Munich, Germany, number 83487, Dec.
• HALICIOGLU, Ferda & Ketenci, Natalya, 2017, "Testing the Productivity Bias Hypothesis in Middle East Countries," MPRA Paper, University Library of Munich, Germany, number 83528.
• HALICIOGLU, Ferda & EREN, Kasim, 2017, "Testing Twin Deficits and Saving-Investment Nexus in Turkey," MPRA Paper, University Library of Munich, Germany, number 83529.
• Becker, Martin & Klößner, Stefan & Pfeifer, Gregor, 2017, "Cross-Validating Synthetic Controls," MPRA Paper, University Library of Munich, Germany, number 83679, Aug.
• Trabelsi, Mohamed Ali & Hmida, Salma, 2017, "A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets," MPRA Paper, University Library of Munich, Germany, number 83718, revised 2017.
• Chhorn, Theara & Chaiboonsri, Chukiat, 2017, "Modelling and Forecasting Tourist Arrivals to Cambodia: An Application of ARIMA-GARCH Approach," MPRA Paper, University Library of Munich, Germany, number 83942, Dec, revised 27 Dec 2017.
• MESTRE, Roman & TERRAZA, Michel, 2017, "Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-
  [Time-Frequency varying Beta Estimation -A continuous wavelets approach-]," MPRA Paper, University Library of Munich, Germany, number 86335, Dec.
• Latheef, Udhula Abdul & Masih, Mansur, 2017, "Asymmetrical effects of macro variables on commercial bank deposits: evidence from Maldives based on NARDL," MPRA Paper, University Library of Munich, Germany, number 86361, Dec.
• Yaya, OlaOluwa S & Akinlana, Damola M & Ogbonna, Ahamuefula E, 2017, "Investigating Structural break-GARCH-based Unit root test in US exchange rates," MPRA Paper, University Library of Munich, Germany, number 88768.
• Hameed, Dr. Gulnaz & Nazir, Sidra & Muhammad, Atta & Saeed, Saira, 2017, "Threshold Modeling for Inflation and GDP Growth," MPRA Paper, University Library of Munich, Germany, number 90130, revised 2018.
• Fotiadis, Anestis & Williams, Russell Blair, 2017, "“TiCoSa” a 3d matrix conceptual model to investigate visitors’ perceptions in an athletic event," MPRA Paper, University Library of Munich, Germany, number 90638, Dec, revised 17 Apr 2017.
• Degiannakis, Stavros & Filis, George, 2017, "Forecasting oil price realized volatility using information channels from other asset classes," MPRA Paper, University Library of Munich, Germany, number 96276.
• Sulaiman, Ruslinda & Masih, Mansur, 2017, "Lead-lag relationship between GIA deposit and GIA profit rate in islamic banks:evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 98677, Feb.
• Munjid, Modhaa & Masih, Mansur, 2017, "The causal relationship between the macroeconomic variables and the stock price: the case of Brazil," MPRA Paper, University Library of Munich, Germany, number 98779, Nov.
• Mohamed, Hazik & Masih, Mansur, 2017, "Stock market comovement among the ASEAN-5 : a causality analysis," MPRA Paper, University Library of Munich, Germany, number 98781, May.
• Shawtari, Fekri Ali & Masih, Mansur, 2017, "Granger-causal relationship between macroeconomic variables and stock prices: evidence from South Africa," MPRA Paper, University Library of Munich, Germany, number 99848, Nov.
• Habib, Farrukh & Masih, Mansur, 2017, "The effect of interest rates and rate of profit on islamic investment deposits: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 99909, May.
• Christophe André & Tsangyao Chang & Luis A. Gil-Alana & Rangan Gupta, 2017, "Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201705, Jan.
• Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017, "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201707, Feb.
• Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017, "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201708, Feb.
• Luis A. Gil-Alana & Rangan Gupta, 2017, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201713, Mar.
• Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta, 2017, "Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201719, Mar.
• Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta, 2017, "The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201725, Apr.
• Rangan Gupta & Seong-Min Yoon, 2017, "OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201726, Apr.
• Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2017, "Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings," Working Papers, University of Pretoria, Department of Economics, number 201727, Apr.
• Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017, "Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201731, May.
• Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data," Working Papers, University of Pretoria, Department of Economics, number 201739, May.
• Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2017, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers, University of Pretoria, Department of Economics, number 201740, Jun.
• Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2017, "Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201741, Jun.
• Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Working Papers, University of Pretoria, Department of Economics, number 201743, Jun.
• Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar, 2017, "Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model," Working Papers, University of Pretoria, Department of Economics, number 201744, Jun.
• Refk Selmi & Christos Kollias & Stephanos Papadamou & Rangan Gupta, 2017, "A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US," Working Papers, University of Pretoria, Department of Economics, number 201747, Jun.
• Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang, 2017, "Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles," Working Papers, University of Pretoria, Department of Economics, number 201750, Jun.
• Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2017, "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201754, Jul.
• Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar, 2017, "The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201755, Jul.
• Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch, 2017, "Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio," Working Papers, University of Pretoria, Department of Economics, number 201756, Jul.
• Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201762, Aug.
• Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2017, "Kuznets Curve for the US: A Reconsideration Using Cosummability," Working Papers, University of Pretoria, Department of Economics, number 201763, Aug.
• Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017, "Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201766, Sep.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 201767, Sep.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201770, Oct.
• Lanouar Charfeddine & Karim Ben Khediri & Goodness C. Aye & Rangan Gupta, 2017, "Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201771, Oct.
• Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2017, "Inflation Dynamics in Uganda: A Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201772, Oct.
• Martijn Bos & Riza Demirer & Rangan Gupta & Aviral Kumar Tiwari, 2017, "Oil Returns and Volatility: The Role of Mergers and Acquisitions," Working Papers, University of Pretoria, Department of Economics, number 201775, Oct.
• Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017, "The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201782, Dec.
• Dagmar Blatná, 2017, "Analysis of the Sustainable Growth Indicator in the Area of Climate Change from the Point of View of Europe 2020 Strategy Performance
  [Analýza indikátoru udržitelného rozvoje v oblasti klimatických," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2017, issue 1, pages 36-50, DOI: 10.18267/j.aop.567.
• Nikola Radivojevic & Jelena Jovovic, 2017, "Examining of Determinants of Non-Performing Loans," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 3, pages 300-316, DOI: 10.18267/j.pep.615.
• Ivan D. Trofimov, 2017, "Profit rates in the developed capitalist economies: a time series investigation," PSL Quarterly Review, Economia civile, volume 70, issue 281, pages 85-128.
• Mohitosh Kejriwal, 2017, "A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1303, Dec.
• Javier Hualde & Morten Ø. Nielsen, 2019, "Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends," Working Paper, Economics Department, Queen's University, number 1376, Mar.
• Fabrizio Iacone & Stepana Lazarova, 2017, "Semiparametric detection of changes in long range dependence," Working Papers, Queen Mary University of London, School of Economics and Finance, number 830, Aug.
• Winkelried, Diego, 2017, "Cronología de los ciclos económicos en el Perú: 1992 a 2016," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 34, pages 55-76.
• Winkelried, Diego, 2017, "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Working Papers, Banco Central de Reserva del Perú, number 2017-013, Dec.
• Emese Lazar & Ning Zhang, 2017, "Model Risk of Expected Shortfall," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-10, Nov.
• Nina Boyarchenko & Domenico Giannone & Tobias Adrian, 2017, "Vulnerable Growth," 2017 Meeting Papers, Society for Economic Dynamics, number 1317.
• Deven Bansod & Geetilaxmi Mohapatra & A. K. Giri, 2017, "Fiscal Policy, Economic Growth and Income Inequality: A Case of Indian Economy," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 63, pages 72-88, March.
• Muhammad Khan & Nikolay Nenovsky, 2017, "Monetary Regimes and External Shocks Reaction: Empirical Investigations on Eastern European Economies," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 66, pages 63-81, December.
• Georgios Bampinas & Konstantinos Ladopoulos & Theodore Panagiotidis, 2017, "A note on the estimated GARCH coefficients from the S&P1500 universe," Working Paper series, Rimini Centre for Economic Analysis, number 17-09, Apr.
• Sebastian Fossati, 2017, "Testing for State-Dependent Predictive Ability," Working Papers, University of Alberta, Department of Economics, number 2017-09, Sep.
• Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2017, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 45, pages 5-28.
• Perekunah Bright Eregha & Ekundayo Peter Mesagan, 2017, "Energy consumption, oil price and macroeconomic performance in energy dependent African countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 46, pages 74-89.
• Elena Sinelnikova-Muryleva & Anton Skrobotov, 2017, "Testing time series for the bubbles (with application to Russian data)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 46, pages 90-103.
• Şerife Özşahin & Gülbahar Üçler, 2017, "Asymmetric Relationship between Institutional Quality and Remittance Inflows: Empirical Evidence for Turkey," Bulletin of Economic Theory and Analysis, BETA Journals, volume 2, issue 3, pages 189-204.
• Uğur Korkut Pata & Harun Terzi, 2017, "The Causality Link Between Electricity Consumption and Economic Growth in Turkey: Evidence from ARDL Bounds Testing Procedure," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 1, pages 19-33.
• Umut Akduğan, 2017, "Determinants of the External Debt Stock in Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 2, pages 183-202.
• Marco Tronzano, 2017, "Testing Fiscal Sustainability In The Transition Economies Of Eastern Europe: The Case Of Poland (1999-2015)," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 70, issue 1, pages 103-132.
• Nikolaos Dritsakis & Pavlos Stamatiou, 2017, "Foreign Direct Investments, Exports, Unemployment and Economic Growth in the New EU Members - A Panel Data Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 70, issue 4, pages 443-468.
• Marco Tronzano, 2017, "Reassessing the Sustainability of Public Finances in Poland: Evidence from a Multicointegration Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 70, issue 4, pages 509-526.
• Erika Olaya & Jessica Armijos, 2017, "Efecto de la inversión extranjera directa en el crecimiento económico en Ecuador durante 1980-2015: un análisis de cointegración," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 2, issue 1, pages 31-38.
• Karina Córdova & Alejandra Criollo & Sharon Macas, 2017, "¿Importa el nivel de desarrollo en la determinación de la propensión marginal a importar? Una comparación empírica entre Ecuador, Chile y Estados Unidos," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 2, issue 1, pages 39-47.
• Erika Olaya, 2017, "Efecto del gasto en investigación y desarrollo en el ingreso de los establecimientos de Ecuador," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 3, issue 1, pages 7-18.
• Andrey Garrochamba, 2017, "Gasto público y su efecto en la desigualdad de Ecuador," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 3, issue 1, pages 63-73.
• Mohammad Abdi Seyyedkolaee & Amirmansour Tehranchian & Ahmad Jafari Samimi & Seyyed Mojtaba Mojaverian, 2017, "The Impact of Exchange Rate Pass-Through on Implicit Price Index of Iran's Agriculture Sector: An Application of M-GARCH and Threshold Regression Models," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 3, issue 4, pages 101-128.
• Ebrahim Javdan & Jafar Haghighat & Esmaeil Pishbahar & Rassul Mohammadrezaei, 2017, "Investigation the Pass-Through of Global Food Prices to Domestic Prices in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 3, issue 4, pages 177-196.
• Majid Feshari & Hanieh Ghafouri Barjin, 2017, "The Impact of Fuel Price on Road Transportation Demand: Time-Varying Parameter and Kalman-Filter Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 2, pages 103-126.
• Zeinab Baradaran Khanian & Hossein Asgharpur & Hossein Panahi & Alireza Kazerooni, 2017, "The Asymmetric Effect of Inflation on the Budget Deficit in Iran: Quantile Regression Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 3, pages 169-194.
• Seyed Jamaledin Mohseni Zonouzi & Soleiman feizi & Akram Mosavi, 2017, "Effect of Exchange Rate and Exchange Rate Uncertainty on Domestic Consumption of Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 3, pages 195-214.
• Weilin Xiao & Jun Yu, 2017, "Asymptotic Theory for Estimating Drift Parameters in the Fractional Vasicek Model," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2017, Apr.
• Xiaohu Wang & Jun Yu, 2017, "Bubble Testing under Deterministic Trends," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2017, Sep.
• Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017, "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 18-2017, Nov.
• Krzysztof DRACHAL, 2017, "Volatility Clustering, Leverage Effects and Risk-Return Tradeoff in the Selected Stock Markets in the CEE Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 37-53, September.
• Tsangyao CHANG & Yifei CAI & Wen-Yi CHEN, 2017, "Are Suicide Rate Fluctuations Transitory or Permanent? Panel KSS Unit Root Test with a Fourier Function through the Sequential Panel Selection Method," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 5-17, September.
• George Daniel Mateescu, 2017, "Regression on intervals," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 170901, Sep.
• Andreea – Cristina PETRICA & Stelian STANCU, 2017, "Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 1, pages 57-72, March.
• Houssam HACHIMI, 2017, "R programming for the Quarterly National Accounts: Moroccan case," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 4, pages 77-84, December.
• Antonio TACHE & Oana-Catalina Popescu & Monica Tache, 2017, "GIS mathematic model analyzing the attractiveness of the Romanian settlements network, assessing the competitiveness factors at national level," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 9, pages 83-102, September.
• Tommaso Proietti & Alessandro Giovannelli, 2017, "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CEIS Research Paper, Tor Vergata University, CEIS, number 410, Jul, revised 19 Jul 2017.
• Leopoldo Catania & Stefano Grassi, 2017, "Modelling Crypto-Currencies Financial Time-Series," CEIS Research Paper, Tor Vergata University, CEIS, number 417, Dec, revised 11 Dec 2017.
• Tommaso Proietti & Niels Haldrup & Oskar Knapik, 2017, "Spikes and Memory in (Nord Pool) Electricity Price Spot Prices," CEIS Research Paper, Tor Vergata University, CEIS, number 422, Dec, revised 18 Dec 2017.
• B.B. Chakrabarti & Vivek Rajvanshi, 2017, "Intraday Periodicity and Volatility Forecasting: Evidence from Indian Crude Oil Futures Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 16, issue 1, pages 1-28, April, DOI: 10.1177/0972652716686207.
• Abdurrahman Korkmaz & Mustafa Erhan Bilman, 2017, "The S-curve Behaviour of the Trade Balance," Foreign Trade Review, , volume 52, issue 1, pages 1-14, February, DOI: 10.1177/0015732516650826.
• Ömer Yalçınkaya & Ä°brahim Hüseyni & Ali Kemal Çelik, 2017, "The Impact of Total Factor Productivity on Economic Growth for Developed and Emerging Countries: A Second-generation Panel Data Analysis," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 11, issue 4, pages 404-417, November, DOI: 10.1177/0973801017722266.
• Aviral Kumar Tiwari & Phouphet Kyophilavong, 2017, "Exchange Rates and International Reserves in India," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 18, issue 1, pages 76-93, March, DOI: 10.1177/1391561416684237.
• Muhammad Arshad Khan & Atif Ali Jaffri & Faisal Abbas & Azad Haider, 2017, "Does Trade Liberalization Improve Trade Balance in Pakistan?," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 18, issue 2, pages 158-183, September, DOI: 10.1177/1391561417713128.
• Aviral Kumar Tiwari & Subhendu Dutta & Aruna Kumar Dash, 2017, "Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), volume 14, issue 2, pages 63-81, December.
• Victor Pontines, 2017, "Extracting and Measuring Periodicities of Credit and Housing Cycles: Evidence from Eight Economies," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp28, Dec.
• Olumuyiwa Ganiyu Yinusa & Olalekan Bashir Aworinde & Isiaq Olasunkanmi Oseni, 2017, "The Revenue-Expenditure Nexus in Nigeria: Assymetric Cointegration Approach," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 15, issue 1, pages 47-61.
• Ersi Athanassiou & Ekaterini Tsouma, 2017, "Financial and Housing Wealth Effects on Private Consumption: The Case of Greece," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 15, issue 1, pages 63-86.
• Simone Kruse & Thomas Tischer & Timo Wittig, 2017, "A New Empirical Investigation Of The Platinum Spot Returns," Journal of Smart Economic Growth, , volume 2, issue 2, pages 141-148, September.
• Esra Ball? & Salih Çam & Müge Manga & Çiler Sigeze, 2017, "The Relationship between Energy Use, GDP, Carbon Dioxide Emissions, Population, Financial Development, and Industrialization: The Case of Turkey," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4607826, Jul.
• Boopendra seetanah & Raja Vinesh Sannassee & Viraiyen Teeroovengadum, 2017, "Air Access Liberalisation, Marketing Promotion And Tourism Trade," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5207098, Jul.
• Luká? Frýd, 2017, "A wavelet transformation approach to crude oil price and CZK/USD exchange rate dependence," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4507429, Apr.
• Giovanni De Luca & Giampiero M. Gallo & Danilo Carità, 2017, "Evaluating Combined Forecasts for Realized Volatility Using Asymmetric Loss Functions," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 2, issue 2, pages 99-111, December, DOI: 10.33119/ERFIN.2017.2.2.3.
• Riadh El Abed, 2017, "Time Varying And Asymmetric Effect Between Oil Prices And Nominal Exchange Rate Volatility: A Multivariate Fiegarch-Dcc Approach," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 9, issue 1 (March), pages 86-106.
• Daniel Stefan Armeanu & Adrian Enciu & Sorin-Iulian Cioaca, 2017, "Romanian Capital Market in a Globalized World," Working papers Globalization - Economic, Social and Moral Implications, April 2017, Research Association for Interdisciplinary Studies, number 2, Jan, DOI: 10.5281/zenodo.581756.
• Özge KORKMAZ & Deniz ERER & Elif ERER, 2017, "Terör Olaylarının Finansal Piyasalar Üzerine Etkisi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(31).
• Harun TERZİ & Asiye TÜTÜNCÜ, 2017, "Türkiye’de Üretici Fiyat Endeksi ve Tüketici Fiyat Endeksi Arasındaki İlişkinin İncelenmesi: ARDL Sınır Testi YaklaşımıAbstract: Producer price index and consumer price index are used instead of each other for calculating inflation rate and various e," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(34).
• Joshua Odutola Omokehinde & Matthew Adeolu Abata & Stephen Oseko Migiro, 2017, "Foreign Exchange News Announcements and the Volatility of Stock Returns in Nigeria," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 67, issue 3, pages 3-17, july-Sept.
• Vittorio Daniele & Pasquale Foresti & Oreste Napolitano, 2017, "The stability of money demand in the long-run: Italy 1861–2011," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 11, issue 2, pages 217-244, May, DOI: 10.1007/s11698-016-0143-8.
• Tomás Barrio Castro & Andrii Bodnar & Andreu Sansó, 2017, "Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending," Computational Statistics, Springer, volume 32, issue 4, pages 1533-1568, December, DOI: 10.1007/s00180-016-0688-9.
• M. Papi & L. Pontecorvi & C. Donatucci, 2017, "Weighted average price in the Heston stochastic volatility model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 351-373, November, DOI: 10.1007/s10203-017-0197-5.
• Sanjay Sehgal & Payal Jain, 2017, "Information linkages among emerging equity markets—an empirical study," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 44, issue 1, pages 15-38, March, DOI: 10.1007/s40622-016-0144-2.
• Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo, 2017, "On the influence of US monetary policy on crude oil price volatility," Empirical Economics, Springer, volume 52, issue 1, pages 155-178, February, DOI: 10.1007/s00181-016-1069-5.
• Pilar Poncela & Eva Senra & Lya Paola Sierra, 2017, "Long-term links between raw materials prices, real exchange rate and relative de-industrialization in a commodity-dependent economy: empirical evidence of “Dutch disease” in Colombia," Empirical Economics, Springer, volume 52, issue 2, pages 777-798, March, DOI: 10.1007/s00181-016-1083-7.
• José Noguera-Santaella, 2017, "Is Sub-Saharan Africa catching up?," Empirical Economics, Springer, volume 52, issue 2, pages 555-575, March, DOI: 10.1007/s00181-016-1086-4.
• Mohsen Bahmani-Oskooee & Tsangyao Chang & Tsung-Hsien Chen & Han-Wen Tzeng, 2017, "Revisiting purchasing power parity in Eastern European countries: quantile unit root tests," Empirical Economics, Springer, volume 52, issue 2, pages 463-483, March, DOI: 10.1007/s00181-016-1099-z.
• Ikerne Valle & Kepa Astorkiza & Ignacio Díaz-Emparanza, 2017, "Measuring species concentration, diversification and dependency in a macro-fishery," Empirical Economics, Springer, volume 52, issue 4, pages 1689-1713, June, DOI: 10.1007/s00181-016-1102-8.
• Ahmed El Ghini & Youssef Saidi, 2017, "Return and volatility spillovers in the Moroccan stock market during the financial crisis," Empirical Economics, Springer, volume 52, issue 4, pages 1481-1504, June, DOI: 10.1007/s00181-016-1110-8.
• Debdatta Pal & Subrata K. Mitra, 2017, "Diesel and soybean price relationship in the USA: evidence from a quantile autoregressive distributed lag model," Empirical Economics, Springer, volume 52, issue 4, pages 1609-1626, June, DOI: 10.1007/s00181-016-1114-4.
• Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017, "The role of indicator selection in nowcasting euro-area GDP in pseudo-real time," Empirical Economics, Springer, volume 53, issue 1, pages 79-99, August, DOI: 10.1007/s00181-016-1151-z.
• Constantin Bürgi & Tara M. Sinclair, 2017, "A nonparametric approach to identifying a subset of forecasters that outperforms the simple average," Empirical Economics, Springer, volume 53, issue 1, pages 101-115, August, DOI: 10.1007/s00181-016-1152-y.
• Graham Elliott, 2017, "Forecast combination when outcomes are difficult to predict," Empirical Economics, Springer, volume 53, issue 1, pages 7-20, August, DOI: 10.1007/s00181-017-1253-2.
• Elena Deryugina & Alexey Ponomarenko, 2017, "Money-based underlying inflation measure for Russia: a structural dynamic factor model approach," Empirical Economics, Springer, volume 53, issue 2, pages 441-457, September, DOI: 10.1007/s00181-016-1125-1.
• Mikhail Stolbov, 2017, "Causality between credit depth and economic growth: evidence from 24 OECD countries," Empirical Economics, Springer, volume 53, issue 2, pages 493-524, September, DOI: 10.1007/s00181-016-1142-0.
• Massimiliano Caporin & Rangan Gupta, 2017, "Time-varying persistence in US inflation," Empirical Economics, Springer, volume 53, issue 2, pages 423-439, September, DOI: 10.1007/s00181-016-1144-y.
• Kristian Jönsson, 2017, "Restricted Hodrick–Prescott filtering in a state-space framework," Empirical Economics, Springer, volume 53, issue 3, pages 1243-1251, November, DOI: 10.1007/s00181-016-1139-8.
• Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2017, "The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method," Empirical Economics, Springer, volume 53, issue 3, pages 879-889, November, DOI: 10.1007/s00181-016-1150-0.
• Fumitaka Furuoka, 2017, "A new approach to testing unemployment hysteresis," Empirical Economics, Springer, volume 53, issue 3, pages 1253-1280, November, DOI: 10.1007/s00181-016-1164-7.
• Rui F. Teixeira & Mara Madaleno & Elisabete S. Vieira, 2017, "Oil price effects over individual Portuguese stock returns," Empirical Economics, Springer, volume 53, issue 3, pages 891-926, November, DOI: 10.1007/s00181-016-1166-5.
• Kurmaş Akdoğan, 2017, "Unemployment hysteresis and structural change in Europe," Empirical Economics, Springer, volume 53, issue 4, pages 1415-1440, December, DOI: 10.1007/s00181-016-1171-8.
• Ming Meng & Mark C. Strazicich & Junsoo Lee, 2017, "Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors," Empirical Economics, Springer, volume 53, issue 4, pages 1399-1414, December, DOI: 10.1007/s00181-016-1196-z.
• César Castro & Rebeca Jiménez-Rodríguez & Pilar Poncela & Eva Senra, 2017, "A new look at oil price pass-through into inflation: evidence from disaggregated European data," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 34, issue 1, pages 55-82, April, DOI: 10.1007/s40888-016-0048-9.
• Massimiliano Agovino & Mariaconcetta Casaccia & Alessandro Crociata, 2017, "Effectiveness and efficiency of European Regional Development Fund on separate waste collection: evidence from Italian regions by a stochastic frontier approach," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 34, issue 1, pages 105-137, April, DOI: 10.1007/s40888-016-0050-2.
• Massimiliano Mazzanti & Antonio Musolesi, 2017, "The effect of Rio Convention and other structural breaks on long-run economic development-CO2 relationships," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 34, issue 3, pages 389-405, December, DOI: 10.1007/s40888-017-0069-z.
• Samet Günay, 2017, "Value at risk (VaR) analysis for fat tails and long memory in returns," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 7, issue 2, pages 215-230, August, DOI: 10.1007/s40822-017-0067-z.
• Ajaya Kumar Panda & Swagatika Nanda, 2017, "Short-term and long-term Interconnectedness of stock returns in Western Europe and the global market," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 3, issue 1, pages 1-24, December, DOI: 10.1186/s40854-016-0051-8.
• Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2017, "Hybrid scheme for Brownian semistationary processes," Finance and Stochastics, Springer, volume 21, issue 4, pages 931-965, October, DOI: 10.1007/s00780-017-0335-5.
• Andreas Brunhart, 2017, "Are Microstates Necessarily Led by Their Bigger Neighbors’ Business Cycle? The Case of Liechtenstein and Switzerland," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 13, issue 1, pages 29-52, May, DOI: 10.1007/s41549-017-0013-x.
• Borja Balparda & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2017, "The fisher relationship in Nigeria," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 2, pages 343-353, April, DOI: 10.1007/s12197-016-9355-9.
• C. P. Barros & João Ricardo Faria & Luis A. Gil-Alana, 2017, "The demand for money in Angola," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 2, pages 408-420, April, DOI: 10.1007/s12197-016-9358-6.
• Bas Aarle, 2017, "Macroeconomic fluctuations in a New Keynesian disequilibrium model," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 6, issue 1, pages 1-20, December, DOI: 10.1186/s40008-017-0070-2.
• Christos Kollias & Suzanna-Maria Paleologou & Panayiotis Tzeremes & Nickolaos Tzeremes, 2017, "Defence expenditure and economic growth in Latin American countries: evidence from linear and nonlinear causality tests," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 26, issue 1, pages 1-25, December, DOI: 10.1007/s40503-017-0039-4.
• Frederick H. Wallace, 2017, "Purchasing power parity in Mexico since 1933," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 26, issue 1, pages 1-18, December, DOI: 10.1007/s40503-017-0042-9.
• Jorge M. Andraz & Nélia M. Norte, 2017, "Gross domestic product growth, volatility and regime changes nexus: the case of Portugal," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 16, issue 1, pages 1-16, April, DOI: 10.1007/s10258-017-0128-y.
• Chi-Wei Su & Hui Yu & Hsu-Ling Chang & Xiao-Lin Li, 2017, "How does inflation determine inflation uncertainty? A Chinese perspective," Quality & Quantity: International Journal of Methodology, Springer, volume 51, issue 3, pages 1417-1434, May, DOI: 10.1007/s11135-016-0341-2.
• Ünal Töngür & Adem Yavuz Elveren, 2017, "The nexus of economic growth, military expenditures, and income inequality," Quality & Quantity: International Journal of Methodology, Springer, volume 51, issue 4, pages 1821-1842, July, DOI: 10.1007/s11135-016-0368-4.
• Wen-Yi Chen, 2017, "Demographic structure and monetary policy effectiveness: evidence from Taiwan," Quality & Quantity: International Journal of Methodology, Springer, volume 51, issue 6, pages 2521-2544, November, DOI: 10.1007/s11135-016-0407-1.
• Iñaki Bildosola & Pilar Gonzalez & Paz Moral, 2017, "An approach for modelling and forecasting research activity related to an emerging technology," Scientometrics, Springer;Akadémiai Kiadó, volume 112, issue 1, pages 557-572, July, DOI: 10.1007/s11192-017-2381-3.
• Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017, "Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 1, pages 393-405, March, DOI: 10.1007/s11205-016-1253-1.
• Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta, 2017, "Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 2, pages 527-542, March, DOI: 10.1007/s11205-016-1275-8.
• Nikolaos Antonakakis & Rangan Gupta, 2017, "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 133, issue 2, pages 543-560, September, DOI: 10.1007/s11205-016-1384-4.
• Dennis Alvaro & Ángel Guillén & Gabriel Rodríguez, 2017, "Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 153, issue 1, pages 71-103, February, DOI: 10.1007/s10290-016-0271-z.
• Sherzod Yarmukhamedov, 2017, "Determinants of Traffic Fatalities in Sweden," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 7, issue 2, pages 1-1.
• Vasilios Sogiakas, 2017, "On the implementation of asymmetric VaR models for managing and forecasting market risk," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 6, pages 1-2.
• Brownlees, Christian & Engle, Robert F., 2017, "SRISK: a conditional capital shortfall measure of systemic risk," ESRB Working Paper Series, European Systemic Risk Board, number 37, Mar.
• Andrea BUCCI, 2017, "Forecasting Realized Volatility A Review," Journal of Advanced Studies in Finance, ASERS Publishing, volume 8, issue 2, pages 94-138.
• Michael Oates & Aidan Melia & Valeria Ferrando, 2017, "Energy balancing accross cities: Virtual Power Plant prototype and iURBAN case studies," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 4, issue 3, pages 351-363, March, DOI: 10.9770/jesi.2017.4.3S(10).
• Ales Marsal & Lorant Kaszab & Roman Horvath, 2017, "Government Spending and the Term Structure of Interest Rates in a DSGE Model," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2017, Sep.
• Glenn Otto & Nigel Stapledon, 2017, "How Predictable? Rent Growth and Returns in Sydney and Melbourne Housing Markets," Discussion Papers, School of Economics, The University of New South Wales, number 2017-01, Jan.
• Knapik, Oskar & Exterkate, Peter, 2017, "A regime-switching stochastic volatility model for forecasting electricity prices," Working Papers, University of Sydney, School of Economics, number 2017-02, Feb.
• Eo, Yunjong & Morley, James, 2017, "Why has the US economy stagnated since the Great Recession?," Working Papers, University of Sydney, School of Economics, number 2017-14, Nov, revised Jun 2019.
• Andrea Fracasso & Rocco Probo, 2017, "When did inflation expectations in the Euro area de-anchor?," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 20, pages 1481-1485, November, DOI: 10.1080/13504851.2017.1287846.
• António Afonso & Jorge Silva, 2017, "Determinants of nonresident government debt ownership," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 2, pages 107-112, January, DOI: 10.1080/13504851.2016.1167818.
• Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2017, "The US real GNP is trend-stationary after all," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 8, pages 510-514, May, DOI: 10.1080/13504851.2016.1205719.
• Claudiu Tiberiu Albulescu & Christian Aubin & Daniel Goyeau, 2017, "Stock prices, inflation and inflation uncertainty in the U.S.: testing the long-run relationship considering Dow Jones sector indexes," Applied Economics, Taylor & Francis Journals, volume 49, issue 18, pages 1794-1807, April, DOI: 10.1080/00036846.2016.1226491.
• David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2017, "Volatility spillover and multivariate volatility impulse response analysis of GFC news events," Applied Economics, Taylor & Francis Journals, volume 49, issue 33, pages 3246-3262, July, DOI: 10.1080/00036846.2016.1257210.
• Islam Hassouneh & Teresa Serra & Štefan Bojnec & José M. Gil, 2017, "Modelling price transmission and volatility spillover in the Slovenian wheat market," Applied Economics, Taylor & Francis Journals, volume 49, issue 41, pages 4116-4126, September, DOI: 10.1080/00036846.2016.1276273.
• Mardi Dungey & Jan P.A.M. Jacobs & Jing Tian, 2017, "Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks," Applied Economics, Taylor & Francis Journals, volume 49, issue 45, pages 4554-4566, September, DOI: 10.1080/00036846.2017.1284998.
• Fabio C. Bagliano & Claudio Morana, 2017, "It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection," Applied Economics, Taylor & Francis Journals, volume 49, issue 49, pages 4946-4969, October, DOI: 10.1080/00036846.2017.1296553.
• Grégory Levieuge, 2017, "Explaining and forecasting bank loans. Good times and crisis," Applied Economics, Taylor & Francis Journals, volume 49, issue 8, pages 823-843, February, DOI: 10.1080/00036846.2016.1208350.
• Yoosoon Chang & Robin C. Sickles & Wonho Song, 2017, "Bootstrapping unit root tests with covariates," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 136-155, March, DOI: 10.1080/07474938.2015.1114279.
• Badi H. Baltagi & Chihwa Kao & Long Liu, 2017, "Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 85-102, March, DOI: 10.1080/07474938.2015.1114262.
• James A. Duffy & David F. Hendry, 2017, "The impact of integrated measurement errors on modeling long-run macroeconomic time series," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 568-587, October, DOI: 10.1080/07474938.2017.1307177.
• Jean-Marie Dufour & Richard Luger, 2017, "Identification-robust moment-based tests for Markov switching in autoregressive models," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 713-727, October, DOI: 10.1080/07474938.2017.1307548.
• Ilze Kalnina & Dacheng Xiu, 2017, "Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency," Journal of the American Statistical Association, Taylor & Francis Journals, volume 112, issue 517, pages 384-396, January, DOI: 10.1080/01621459.2016.1141687.
• Siem Jan Koopman & Rutger Lit & André Lucas, 2017, "Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam Model," Journal of the American Statistical Association, Taylor & Francis Journals, volume 112, issue 520, pages 1490-1503, October, DOI: 10.1080/01621459.2017.1302878.
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017, "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 2, pages 162-182, April, DOI: 10.1080/07350015.2015.1123636.
• Davide Pettenuzzo & Allan Timmermann, 2017, "Forecasting Macroeconomic Variables Under Model Instability," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 2, pages 183-201, April, DOI: 10.1080/07350015.2015.1051183.
• Pedro H. C. Sant’Anna, 2017, "Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 3, pages 349-358, July, DOI: 10.1080/07350015.2015.1102732.
• A.M.M. Shahiduzzaman Quoreshi, 2017, "A bivariate integer-valued long-memory model for high-frequency financial count data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 46, issue 3, pages 1080-1089, February, DOI: 10.1080/03610926.2014.997361.
• Bernard Njindan Iyke & Sin-Yu Ho, 2017, "Exchange rate uncertainty and domestic investment in Ghana," Cogent Economics & Finance, Taylor & Francis Journals, volume 5, issue 1, pages 1362157-136, January, DOI: 10.1080/23322039.2017.1362157.
• Bernard Njindan Iyke & Sin-Yu Ho, 2017, "The Real Exchange Rate, the Ghanaian Trade Balance, and the J-curve," Journal of African Business, Taylor & Francis Journals, volume 18, issue 3, pages 380-392, July, DOI: 10.1080/15228916.2017.1315706.
• Chia-Lin Chang & Michael McAleer, 2018, "The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-015/III, Mar.
• Manabu Asai & Michael McAleer, 2017, "Forecasting the Volatility of Nikkei 225 Futures," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-017/III, Jan.
• Manabu Asai & Chia-Lin Chang & Michael McAleer, 2017, "Realized Stochastic Volatility with General Asymmetry and Long Memory," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-038/III, Apr.
• Adriaan R. Soetevent & Tadas Bruzikas, 2017, "The Impact of Process Innovation on Prices: Evidence from Automated Fuel Retailing in The Netherlands," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-045/VII, May.
• Chia-Lin Chang & Michael McAleer, 2017, "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-056/III, Jun.
• Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2017, "Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-059/III, Jul.
• Max van Lent, 2017, "Increasing the Well-Being of Others On-the-Job and Outside the Workplace," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-061/VII, Jun.