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

• 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.
• Ciobănică Mihaela – Lavinia, 2017, "Strategic Planning Method Used in Enterprise Management," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 380-386, December.
• Mesagan Peter Ekundayo & Amadi Nkem Agatha, 2017, "The Efficiency Market Theory: A Case of Commercial Banks Stocks in Nigeria," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 583-587, December.
• James Duffy & David Hendry, 2017, "The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series," Economics Series Working Papers, University of Oxford, Department of Economics, number 818, Jan.
• Rodríguez, Gabriel, 2017, "Extreme Value Theory: An Application to the Peruvian Stock Market Returns || Teoría de valores extremos: una aplicación a los retornos bursátiles peruanos," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 23, issue 1, pages 48-74, Junio.
• De Andrés Mosquera, Andrés, 2017, "Los determinantes a largo plazo y su contribución a la tasa de ahorro de los hogares españoles en el período 1985-2016 || Long-term determinants and its contribution to Spanish household saving rate during the period 1985-2016," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 24, issue 1, pages 292-339, Diciembre.
• P. Evans & David G. McMillan & Fiona J. McMillan, 2017, "Time-varying correlations and interrelations: Firm-level-based sector evidence," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 3, pages 209-221, May, DOI: 10.1057/s41260-016-0034-3.
• 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.
• Nyholm, Juho, 2017, "Residual-based diagnostic tests for noninvertible ARMA models," MPRA Paper, University Library of Munich, Germany, number 81033, Aug.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2017, "Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing," MPRA Paper, University Library of Munich, Germany, number 81053.
• Folarin, Oludele & Asongu, Simplice, 2017, "Financial liberalization and long-run stability of money demand in Nigeria," MPRA Paper, University Library of Munich, Germany, number 81190, Jun.
• Fries, Sébastien & Zakoian, Jean-Michel, 2017, "Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles," MPRA Paper, University Library of Munich, Germany, number 81345, Sep.
• Escobari, Diego & Garcia, Sergio & Mellado, Cristhian, 2017, "Identifying Bubbles in Latin American Equity Markets: Phillips-Perron-based Tests and Linkages," MPRA Paper, University Library of Munich, Germany, number 81453, Sep.
• Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017, "Long memory in Turkish Unemployment Rates," MPRA Paper, University Library of Munich, Germany, number 81571, May.
• Trofimov, Ivan D., 2017, "Capital productivity in industrialized economies: evidence from error-correction model and Lagrange Multiplier tests," MPRA Paper, University Library of Munich, Germany, number 81655, Sep.
• Hepsag, Aycan, 2017, "A unit root test based on smooth transitions and nonlinear adjustment," MPRA Paper, University Library of Munich, Germany, number 81788, Oct.
• Pönkä, Harri, 2017, "Sentiment and sign predictability of stock returns," MPRA Paper, University Library of Munich, Germany, number 81861, Oct.
• Pedersen, Rasmus Søndergaard, 2017, "Robust inference in conditionally heteroskedastic autoregressions," MPRA Paper, University Library of Munich, Germany, number 81979, Oct.
• Diallo, Abdoulaye Kindy & Masih, Mansur, 2017, "CO2 emissions and financial development: evidence from the United Arab Emirates based on an ARDL approach," MPRA Paper, University Library of Munich, Germany, number 82054, Jun.
• Nazib, Nur Afiyah & Masih, Mansur, 2017, "The response of monetary policy shocks on Islamic bank deposits: evidence from Malaysia based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 82094, Jun.
• Dzanan, Haris & Masih, Mansur, 2017, "Does currency depreciation necessarily result in positive trade balance ? new evidence from Norway," MPRA Paper, University Library of Munich, Germany, number 82103, May.
• Umairah, Fatin & Masih, Mansur, 2017, "Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?," MPRA Paper, University Library of Munich, Germany, number 82117, Jul.
• Reza, Md. Ridwan & Masih, Mansur, 2017, "Regime switching behavior of volatilities of Islamic equities: evidence from Markov- Switching GARCH models for some selected broad based indices," MPRA Paper, University Library of Munich, Germany, number 82123, Jul.
• Poyraz, Mehmet Sami & Masih, Mansur, 2017, "External private debt and economic growth: Is there a lead-lag Granger-casual relationship? evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 82132, May.
• Mustapha, Ishaq Muhammad & Masih, Mansur, 2017, "Dynamics of islamic stock market returns and exchange rate movements in the ASEAN Countries in a regime-switching environment: Implications for the islamic investors and risk hedgers," MPRA Paper, University Library of Munich, Germany, number 82218, Aug.
• Güriş, Burak, 2017, "A New Nonlinear Unit Root Test with Fourier Function," MPRA Paper, University Library of Munich, Germany, number 82260, Oct.
• Chella, Namapsa & Phiri, Andrew, 2017, "Long-run cointegration between foreign direct investment, direct investment and unemployment in South Africa," MPRA Paper, University Library of Munich, Germany, number 82371, Nov.
• Dingela, Siyasanga & Khobai, Hlalefang, 2017, "Dynamic Impact of Money Supply on Economic Growth in South Africa. An ARDL Approach," MPRA Paper, University Library of Munich, Germany, number 82539, Nov.
• Bucci, Andrea, 2017, "Forecasting realized volatility: a review," MPRA Paper, University Library of Munich, Germany, number 83232, Dec.
• Hepsag, Aycan, 2017, "New unit root tests with two smooth breaks and nonlinear adjustment," MPRA Paper, University Library of Munich, Germany, number 83353, Dec.
• 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.