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

2016

• Madaras Szilárd & Györfy Lehel, 2016, "Non-Linearity and Non-Stationarity of Exchange Rate Time Series in Three Central-Eastern European Countries Regarding the CHF Currency in 2014 and 2015," Acta Universitatis Sapientiae, Economics and Business, Sciendo, volume 4, issue 1, pages 33-41, DOI: 10.1515/auseb-2016-0002.
• Rajevska Olga, 2016, "Theoretical Old-Age Pension Benefits and Replacement Rates in the Baltic States: A Retrospective Simulation," Acta Universitatis Sapientiae, Economics and Business, Sciendo, volume 28, issue 1, pages 13-19, December, DOI: 10.1515/eb-2016-0002.
• Žmuk Berislav, 2016, "Capabilities of Statistical Residual-Based Control Charts in Short- and Long-Term Stock Trading," Naše gospodarstvo/Our economy, Sciendo, volume 62, issue 1, pages 12-26, March, DOI: 10.1515/ngoe-2016-0002.
• R.A. Omotunde (M.Sc.) & Isaac Chii Nwaogwugwu (PhD) & N. I. Nwokoma (Professor), 2016, "Interest Rate Shocks And Stock Market Volatility In Nigeria (1985-2014)," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 16, issue 2, pages 44-72, December.
• Supachok Thakolsri & Yuthana Sethapramote & Komain Jiranyakul, 2016, "Relationship of the Change in Implied Volatility with the Underlying Equity Index Return in Thailand," Economic Research Guardian, Mutascu Publishing, volume 6, issue 2, pages 74-86, December.
• Dong-Yop Oh & Hyejin Lee & Karl David Boulware, 2016, "Conventional monetary policy and the degree of interest rate pass through in the long run: a non-normal approach," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2016-002, Sep.
• Elke Jahn & Enzo Weber, 2016, "The effect of temporary help jobs on employment volatility," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 49, issue 1, pages 412-427, February, DOI: 10.1111/caje.12202.
• Ulrich Hounyo & Bezirgen Veliyev, 2016, "Validity of Edgeworth expansions for realized volatility estimators," Econometrics Journal, Royal Economic Society, volume 19, issue 1, pages 1-32, February.
• Raffaella Giacomini & Barbara Rossi, 2016, "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 57, issue 2, pages 369-392, May, DOI: 10.1111/iere.12161.
• Nidhaleddine Ben Cheikh & Christophe Rault, 2016, "The Pass‐through of Exchange Rate in the Context of the European Sovereign Debt Crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 2, pages 154-166, April.
• Barbara Rossi & Tatevik Sekhposyan, 2016, "Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 3, pages 507-532, April.
• Eric Eisenstat & Rodney W. Strachan, 2016, "Modelling Inflation Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 5, pages 805-820, August.
• Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2016, "Daily House Price Indices: Construction, Modeling, and Longer‐run Predictions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 1005-1025, September.
• Davide Pettenuzzo & Francesco Ravazzolo, 2016, "Optimal Portfolio Choice Under Decision‐Based Model Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1312-1332, November.
• Andre Jungmittag, 2016, "Combination of Forecasts across Estimation Windows: An Application to Air Travel Demand," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 4, pages 373-380, July.
• Alessandro Girardi & Christian Gayer & Andreas Reuter, 2016, "The Role of Survey Data in Nowcasting Euro Area GDP Growth," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 5, pages 400-418, August.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016, "Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 5, pages 445-461, August.
• Nafis Alam & Shaista Arshad & Syed Aun R. Rizvi, 2016, "Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency," Review of Financial Economics, John Wiley & Sons, volume 31, issue 1, pages 108-114, November, DOI: 10.1016/j.rfe.2016.06.003.
• Chen, Mingli, 2016, "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1120.
• Jakub Nowotarski & Rafal Weron, 2016, "To combine or not to combine? Recent trends in electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/01, Jan.
• Jakub Nowotarski & Rafal Weron, 2016, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/05, Mar.
• Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2016, "Automated variable selection and shrinkage for day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/06, Jul.
• Jakub Nowotarski & Rafal Weron, 2016, "Recent advances in electricity price forecasting: A review of probabilistic forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/07, Sep.
• Florian Ziel & Rafal Weron, 2016, "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/08, Oct.
• Han, Xing & Li, Youwei, 2016, "Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China," RIEI Working Papers, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration, number 2016-07, Jul, revised 12 Jan 2017.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2016, "Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB," Bank of Finland Research Discussion Papers, Bank of Finland, number 20/2016.
• Webel, Karsten, 2016, "A data-driven selection of an appropriate seasonal adjustment approach," Discussion Papers, Deutsche Bundesbank, number 07/2016.
• Dreger, Christian & Wolters, Jürgen, 2016, "On the Empirical Relevance of the Lucas Critique: the Case of Euro Area Money Demand," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 43, issue 1, pages 61-82.
• Dreger, Christian & Kholodilin, Konstantin A. & Ulbricht, Dirk & Fidrmuc, Jarko, 2016, "Between the Hammer and the Anvil: The Impact of Economic Sanctions and Oil Prices on Russia’s Ruble," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 44, issue 2, pages 295-308.
• Götz, Linde & Djuric, Ivan & Nivievskyi, Oleg, 2016, "Regional wheat price effects of extreme weather events and wheat export controls in Russia and Ukraine
  [Regionale Weizenpreiseffekte von Wetterextremen und Weizenexportkontrollen in Russland und der Ukraine]," IAMO Discussion Papers, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), number 154.
• Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016, "Automatic identification of general vector error correction models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-33.
• Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan, 2016, "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-9.
• Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016, "Automatic identification of general vector error correction models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-41, DOI: 10.5018/economics-ejournal.ja.2016-.
• Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016, "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-15, DOI: 10.5018/economics-ejournal.ja.2016-.
• Holtemöller, Oliver, 2016, "Agrarrohstoffpreise und Lebensmittelpreise in armen Ländern," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 22, issue 1, pages 5-8.
• Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016, "A quasi real-time leading indicator for the EU industrial production," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 118 [rev.], revised 2016, DOI: 10.2139/ssrn.2694608.
• Melnick, Rafi & Strohsal, Till, 2016, "Disinflation and the Phillips Curve: Israel 1986-2015," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-039.
• Colombier, Carsten, 2016, "Population aging in healthcare - a minor issue? Evidence from Switzerland," FiFo Discussion Papers - Finanzwissenschaftliche Diskussionsbeiträge, University of Cologne, FiFo Institute for Public Economics, number 16-3.
• Neck, Reinhard & Schneider, Friedrich, 2016, "The Popularity Function: A Spurious Regression? The Case of Austria," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145470.
• Zaklan, Aleksandar, 2016, "Free Allocation and the Endowment Effect in Cap-and-Trade Systems: Evidence from the European Electricity Sector," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145682.
• Nagel, Korbinian, 2016, "A Life Course Perspective on the Income-to-Health Relationship: Macro-Empirical Evidence from two Centuries," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145810.
• Rammer, Christian & Schubert, Torben, 2016, "Concentration on the few? R&D and innovation in German firms 2001 to 2013," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-005.
• Anthony Paris, 2016, "The Effect of Biofuels on the Link between Oil and Agricultural Commodity Prices: A Smooth Transition Cointegration Approach," Working Papers, HAL, number hal-02475518, Apr.
• Virginie Coudert & Valérie Mignon, 2016, "Reassessing the empirical relationship between the oil price and the dollar," Working Papers, HAL, number hal-04141609.
• Philippe Polomé & Jérôme Trotignon, 2016, "Amazonian Deforestation, Environmental Kuznets Curve and Deforestation Policy: A Cointegration Approach," Working Papers, HAL, number halshs-01274854.
• Leschinski, Christian, 2016, "On the Memory of Products of Long Range Dependent Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-569, Feb.
• Kruse, Robinson & Leschinski, Christian & Will, Michael, 2016, "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-571, Feb.
• Rinke, Saskia, 2016, "The Influence of Additive Outliers on the Performance of Information Criteria to Detect Nonlinearity," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-575, Apr.
• Georg Erber & Ulrich Fritsche & Patrick Harms, 2016, "Labor Productivity Slowdown in the Developed Economies. Another Productivity Puzzle?," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201604, Sep.
• Kyritsis, Evangelos & Andersson, Jonas & Serletis, Apostolos, 2016, "Electricity Prices, Large-Scale Renewable Integration, and Policy Implications," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2016/18, Nov.
• Otneim, Håkon & Tjøstheim, Dag, 2016, "Non-parametric estimation of conditional densities: A new method," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2016/22, Dec.
• Liu, Yuna, 2016, "Stock exchange integration and price jump risks - The case of the OMX Nordic exchange mergers," Umeå Economic Studies, Umeå University, Department of Economics, number 925, Mar.
• Liu, Yuna, 2016, "Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations," Umeå Economic Studies, Umeå University, Department of Economics, number 926, May.
• KUROZUMI, Eiji & 黒住, 英司, 2016, "Monitoring Parameter Constancy with Endogenous Regressors," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2016-01, Jan.
• YAMAMOTO, Yohei & 山本, 庸平, 2016, "Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-26, May.
• Arai, Yoichi, 2016, "Testing For Linearity In Regressions With I(1) Processes," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 57, issue 1, pages 111-138, June, DOI: 10.15057/27943.
• Kanaya, Shin, 2016, "Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function estimation of continuous-time processes," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 646, Aug.
• Gokcen Ogruk, 2016, "Carry Trade Strategies With Factor Augmented Macro Fundamentals: A Dynamic Markov-Switching Factor Model," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 3, pages 11-28.
• Benjamin B. Boozer & Julie A. Staples & S. Keith Lowe & Robert J. Landry, 2016, "U.S. Corporate Pension Expense And The 20072009 Financial Crisis: An Interrupted Time Series Analysis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 3, pages 29-38.
• John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales, 2016, "Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 2, pages 31-47.
• Carlos Alberto Flores Sánchez & Martha Ofelia Lobo Rodríguez & Jorge Quiroz Félix, 2016, "Effect Of Exchange Appreciation In Mexican Deindustrialisation, Efecto De La Apreciaciã“N Cambiaria En La Desindustrializaciã“N Mexicana," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 4, pages 13-22.
• Edward N. Gamber & Jeffrey P. Liebner & Julie K. Smith, 2016, "Inflation persistence: revisited," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 9, issue 1, pages 25-44.
• Andrés Herrera Aramburú & Gabriel Rodríguez, 2016, "Volatility of stock market and exchange rate returns in Peru: Long memory or short memory with level shifts?," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 9, issue 1, pages 45-66.
• Fathali Firoozi & Donald Lien, 2016, "A Modified ADF Test for Geometric ARMA Processes," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 15, issue 2, pages 173-179, December.
• Nathan Porter & TengTeng Xu, 2016, "Money-Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 1, pages 143-198, March.
• Alessandro Calza & Andrea Zaghini, 2016, "Shoe-Leather Costs in the Euro Area and the Foreign Demand for Euro Banknotes," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 1, pages 231-246, March.
• Eyup Dogan, 2016, "The Relationship between Economic Growth, Energy Consumption and Trade," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 4, issue 1, pages 70-80, March.
• Reza Akhbari & Hamid Amadeh & Mina Alemzadeh, 2016, "Application of Pollution Haven Hypothesis in Identifying Dirty Industries Evidence of Iran-China Commercial Relationship," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 4, issue 1, pages 1-11, March.
• Khalid Zaman & Iqtidar Ali Shah, 2016, "Income Inequality, Investment, Public Expenditures and Economic Growth: The Case of Pakistan," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 4, issue 2, pages 112-123, February.
• Nazeef Ishtiaq & Hafiz Muhammad Qasim & Adeel Ahmad Dar, 2016, "Testing the Marshall-Lerner Condition and the J-Curve Phenomenon for Pakistan: Some New Insights," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 4, issue 6, pages 307-319, June.
• Waseem Khadim & Bilal Mehmood, 2016, "Can Remittances Spur Economic Growth? Evidence from Selected Asian and South American Countries," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 4, issue 7, pages 342-347, July.
• Michal Andrle & Miroslav Plašil, 2016, "System Priors for Econometric Time Series," IMF Working Papers, International Monetary Fund, number 2016/231, Nov.
• Guillermo Benavides Perales, 2016, "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 11, issue 1, pages 55-77, Enero-Jun.
• Yannick Le Pen & Benoît Sévi, 2013, "Futures trading and the excess comovement of commodity prices," Working Papers, Department of Research, Ipag Business School, number 2013-19, Jan.
• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, Department of Research, Ipag Business School, number 2013-20, Jan.
• Simón Sosvilla-Rivero & Marta Gómez-Puig, 2016, "“Debt-growth linkages in EMU across countries and time horizons”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201610, Apr, revised Apr 2016.
• António Afonso & Jorge Silva, 2016, "Determinants of non-resident government debt ownership," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/03, Jan.
• Mariya Gubareva & Maria Rosa Borges, 2016, "Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/21, Oct.
• Headey, Bruce & Muffels, Ruud, 2016, "Towards a Theory of Life Satisfaction Accounting for Stability, Change and Volatility in 25-Year Life Trajectories in Germany," IZA Discussion Papers, IZA Network @ LISER, number 10058, Jul.
• Johansson, Per & Lee, Myoung-jae, 2016, "On Nonparametric Identification of Treatment Effects in Duration Models," IZA Discussion Papers, IZA Network @ LISER, number 10247, Sep.
• Bazen, Stephen & Marimoutou, Velayoudom, 2016, "Federal Minimum Wage Hikes Do Reduce Teenage Employment: The Time Series Effects of Minimum Wages in the US Revisited," IZA Discussion Papers, IZA Network @ LISER, number 9864, Apr.
• Amir Ikram & Qin Su & Muhammad Yasir Rafiq & Ramiz-Ur-Rehman, 2016, "Time series modelling for steel production," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 3, pages 191-207, July-Sept.
• Ghassen El Montasser & Rangan Gupta, 2016, "An Application Of A New Seasonal Unit Root Test For Trending And Breaking Series To Industrial Production Of The Brics," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 4, pages 183-194, October-D.
• Ikechukwu Kelikume, 2016, "New evidence from the efficient market hypothesis for the Nigerian stock index using the wavelet unit root test approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 5, pages 185-197, Special I.
• Mohammed Nur Hussain & Bodrun Nahar, 2016, "Interest rate volatility and retail interest rate pass-through in the case of the Malaysian economy," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 5, pages 277-294, Special I.
• Shyh-Wei Chen & Chi-Sheng Hsu & Cyun-Jhen Pen, 2016, "Are Inflation Rates Mean-reverting Processes? Evidence from Six Asian Countries," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 12, issue 1, pages 119-155, February.
• Hang Zhou, 2016, "Cross-Country Evidence on Monetary Policy Autonomy: A Markov Regime Switching Approach," 2016 Papers, Job Market Papers, number pzh699, Nov.
• Rossen Anja, 2016, "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 3, pages 389-409, May, DOI: 10.1515/jbnst-2015-1019.
• Rossen Anja, 2016, "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 3, pages 389-409, May, DOI: 10.1515/jbnst-2015-1019.
• Rossen Anja, 2016, "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 3, pages 389-409, May, DOI: 10.1515/jbnst-2015-1019.
• Lüdering Jochen & Winker Peter, 2016, "Forward or Backward Looking? The Economic Discourse and the Observed Reality," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 4, pages 483-515, August, DOI: 10.1515/jbnst-2015-1026.
• Lüdering Jochen & Winker Peter, 2016, "Forward or Backward Looking? The Economic Discourse and the Observed Reality," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 4, pages 483-515, August, DOI: 10.1515/jbnst-2015-1026.
• Lüdering Jochen & Winker Peter, 2016, "Forward or Backward Looking? The Economic Discourse and the Observed Reality," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 4, pages 483-515, August, DOI: 10.1515/jbnst-2015-1026.
• William A. Barnett & Hajar Aghababa, 2016, "Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201602, Aug, revised Aug 2016.
• Imane El Ouadghiri & Valérie Mignon & Nicolas Boitout, 2016, "On the impact of macroeconomic news surprises on Treasury-bond returns," Annals of Finance, Springer, volume 12, issue 1, pages 29-53, February, DOI: 10.1007/s10436-015-0271-3.
• Asheesh Pandey & Sanjay Sehgal, 2016, "Explaining Size Effect for Indian Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 23, issue 1, pages 45-68, March, DOI: 10.1007/s10690-015-9208-0.
• Khurshid M. Kiani, 2016, "On Modelling and Forecasting Predictable Components in European Stock Markets," Computational Economics, Springer;Society for Computational Economics, volume 48, issue 3, pages 487-502, October, DOI: 10.1007/s10614-015-9510-y.
• Heni Boubaker, 2016, "A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies," Computational Economics, Springer;Society for Computational Economics, volume 48, issue 4, pages 693-731, December, DOI: 10.1007/s10614-015-9541-4.
• Carlos A. Ibarra, 2016, "Investment, asset market, and the relative unit labor cost in Mexico," Economic Change and Restructuring, Springer, volume 49, issue 4, pages 339-364, November, DOI: 10.1007/s10644-015-9175-5.
• Agata Kliber & Paweł Kliber & Piotr Płuciennik & Małgorzata Piwnicka, 2016, "POLONIA dynamics during the years 2006–2012 and the effectiveness of the monetary Policy of the National Bank of Poland," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 43, issue 1, pages 37-59, February, DOI: 10.1007/s10663-015-9287-1.
• Christian Dreger & Jürgen Wolters, 2016, "On the empirical relevance of the Lucas critique: the case of euro area money demand," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 43, issue 1, pages 61-82, February, DOI: 10.1007/s10663-015-9289-z.
• Jing Zeng, 2016, "Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 43, issue 2, pages 415-444, May, DOI: 10.1007/s10663-016-9330-x.
• Hari S. Luitel & Gerry J. Mahar, 2016, "Algebra of Integrated Time Series: Evidence from Unit Root Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 22, issue 2, pages 199-209, May, DOI: 10.1007/s11294-016-9577-9.
• Steven Yee & Miguel D. Ramirez, 2016, "Purchasing Power Parity: A Time Series Analysis of the U.S. and Mexico, 1995–2007," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 22, issue 4, pages 409-419, November, DOI: 10.1007/s11294-016-9598-4.
• Efthymios Pavlidis & Alisa Yusupova & Ivan Paya & David Peel & Enrique Martínez-García & Adrienne Mack & Valerie Grossman, 2016, "Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun," The Journal of Real Estate Finance and Economics, Springer, volume 53, issue 4, pages 419-449, November, DOI: 10.1007/s11146-015-9531-2.
• A. Altuzarra & R. Bustillo & C. Rodríguez, 2016, "Understanding Export Market Success: Evidence from Manufacturing Firms," Open Economies Review, Springer, volume 27, issue 1, pages 161-181, February, DOI: 10.1007/s11079-015-9368-6.
• Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi, 2016, "Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis," Open Economies Review, Springer, volume 27, issue 2, pages 293-302, April, DOI: 10.1007/s11079-015-9373-9.
• Gilles Truchis & Benjamin Keddad, 2016, "Long-Run Comovements in East Asian Stock Market Volatility," Open Economies Review, Springer, volume 27, issue 5, pages 969-986, November, DOI: 10.1007/s11079-016-9401-4.
• Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Wael Louhichi, 2016, "On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis," Open Economies Review, Springer, volume 27, issue 5, pages 987-998, November, DOI: 10.1007/s11079-016-9414-z.
• Thomas C. Chiang & Lanjun Lao & Qingfeng Xue, 2016, "Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 1003-1042, November, DOI: 10.1007/s11156-015-0529-x.
• Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony, 2016, "Intraday jumps and trading volume: a nonlinear Tobit specification," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 1167-1186, November, DOI: 10.1007/s11156-015-0534-0.
• Daniela Penu, 2016, "Indirect Taxes in Romania – an Econometric Analysis," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 1, pages 121-128, March.
• Nicat Hagverdiyev & Ceyhun Mikayilov & Sabuhi Yusifov, 2016, "Estimation of the Impacts of Non-Oil Traditional and NonTraditional Export Sectors on Non-Oil Export of Azerbaijan," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 4, pages 77-89, December.
• Uliha, Gábor, 2016, "Az olajár gyengülő makrogazdasági hatásai. Két versengő elmélet szintézise
  [Weakening macroeconomic effects of the oil price. A synthesis of two competing theories]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 787-818, DOI: 10.18414/KSZ.2016.7-8.787.
• Anton Antonov GERUNOV, 2016, "Automating Analytics: Forecasting Time Series in Economics and Business," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 2, pages 340-349, June.
• Maria do Rosario CORREIA & Christian GOKUS & Andrew Hughes HALLETT & Christian R. RICHTER, 2016, "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 2, pages 350-376, June.
• Issam BOUSALAM, 2016, "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," Turkish Economic Review, KSP Journals, volume 3, issue 1, pages 160-169, March.
• Leroi RAPUTSOANE, 2016, "Real Effective Exchange Rates Comovements and the South African Currency," Journal of Economics Library, KSP Journals, volume 3, issue 1, pages 57-68, March.
• Insukindro INSUKINDRO & Arti ADJI & Aryo ALIYUDANTO, 2016, "Analysis of the Unanticipated Factors in Portfolio Inflows to Indonesia: A SVAR Approach: 2001-2012," Journal of Economics Library, KSP Journals, volume 3, issue 2, pages 327-341, June.
• Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai, 2016, "An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information," Discussion papers, Graduate School of Economics , Kyoto University, number e-15-013, Feb.
• Evzen Kocenda & Balazs Varga, 2016, "The impact of monetary strategies on inflation persistence," KIER Working Papers, Kyoto University, Institute of Economic Research, number 938, Apr.
• Shin Kanaya, 2016, "Convergence rates of sums of α-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes," KIER Working Papers, Kyoto University, Institute of Economic Research, number 947, Aug.
• Dimitrios Bermperoglou & Evi Pappa & Eugenia Vella, 2016, "The Government Wage Bill and Private Activity," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 16.24, Dec.
• Jorge Barrientos Marín & Mónica Toro Martínez, 2016, "Sobre Los Fundamentales Del Precio De La Energía Eléctrica: Evidencia Empírica Para Colombia," Grupo Microeconomía Aplicada, Universidad de Antioquia, Departamento de Economía, number 74.
• Carlos Diaz Vela, 2016, "Extracting the Information Shocks from the Bank of England Inflation Density Forecasts," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/13.
• Domingo Rodríguez-Benavides & José Carlos Trejo García & Miguel à ngel Mendoza González, 2016, "Pair-Wise Approach to Test the Regional Convergence Hypothesis in Mexico," Journal of Reviews on Global Economics, Lifescience Global, volume 5, pages 59-68.
• Faisal Rachman, 2016, "Is Inflation Target Announced by Bank Indonesia the Most Accurate Inflation Forecast?," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 62, pages 98-120, August.
• Christian Gayer & Alessandro Girardi & Andreas Reuter, 2016, "Replacing Judgment by Statistics: Constructing Consumer Confidence Indicators on the basis of Data-driven Techniques. The Case of the Euro Area," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 16125.
• Arnaud Dufays & Jeroen V.K. Rombouts, 2016, "Sparse Change-point HAR Models for Realized Variance," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1607.
• Arnaud Dufays & Maciej Augustyniak & Luc Bauwens, 2016, "A new approach to volatility modeling: the High-Dimensional Markov model," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1609.
• Magdalena Petrovska & Aneta Krstevska & Nikola Naumovski, 2016, "Forecasting Macedonian business cycle turning points using Qual VAR model," Working Papers, National Bank of the Republic of North Macedonia, number 2016-05, Nov.
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• Zare, Roohollah, 2016, "Bank Lending Behaviour over the Business Cycle in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 2, pages 135-152, April.
• Zare, Roohollah, 2016, "House Price Rigidity and the Asymmetric Response of Housing Prices to Monetary Policy in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 4, pages 401-417, October.
• Nikolaos Mitianoudis & Theologos Dergiades, 2016, "Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain," Discussion Paper Series, Department of Economics, University of Macedonia, number 2016_04, Dec, revised Dec 2016.
• Aslıhan Atabek Demirhan, 2016, "Export Behavior of the Turkish Manufacturing Firms," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 11, pages 2646-2668, November, DOI: 10.1080/1540496X.2015.1103139.
• Tomislav Globan & Vladimir Arčabić & Petar Sorić, 2016, "Inflation in New EU Member States: A Domestically or Externally Driven Phenomenon?," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 1, pages 154-168, January, DOI: 10.1080/1540496X.2014.998547.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 8, pages 1935-1955, August, DOI: 10.1080/1540496X.2015.1058075.
• Dilem Yıldırım & Ethem Erdem Orman, 2016, "The Feldstein-Horioka Puzzle in the Presence of Structural Breaks: Evidence from China," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1601, Jan, revised Jan 2016.
• Dilem Yıldırım, 2016, "Empirical Investigation of Purchasing Power Parity for Turkey: Evidence from Recent Nonlinear Unit Root Tests," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1604, Apr, revised Apr 2016.
• Andrew Phiri, 2016, "The Growth Trade-off between Direct and Indirect Taxes in South Africa: Evidence from a STR Model," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 14, issue 3 (Fall), pages 233-250.
• Brian Micallef, 2016, "Property price misalignment with fundamentals in Malta," CBM Working Papers, Central Bank of Malta, number WP/03/2016.
• Rueben Ellul, 2016, "A real-time measure of business conditions in Malta," CBM Working Papers, Central Bank of Malta, number WP/04/2016.
• Ramez Abubakr Badeeb & Hooi Hooi Lean & Russell Smyth, 2016, "Oil Curse and Finance-Growth Nexus in Malaysia: The Role of Investment," Monash Economics Working Papers, Monash University, Department of Economics, number 26-16, Nov.
• Gael M. Martin & Brendan P.M. McCabe & David T. Frazier & Worapree Maneesoonthorn & Christian P. Robert, 2016, "Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 09/16.
• Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen, 2016, "Bayesian Indirect Inference and the ABC of GMM," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/16.
• Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin, 2016, "Specification Testing for Nonlinear Multivariate Cointegrating Regressions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/16.
• D.S. Poskitt, 2016, "Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/16.
• Fengping Tian & Jiti Gao & Ke Yang, 2016, "A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/16.
• Jiayi Huang & Miguel D. Ramirez, 2016, "Do Exports lead Economic Output in Five Asian Countries? A Cointegration and Granger Causality Analysis," Business and Economic Research, Macrothink Institute, volume 6, issue 2, pages 30-50, December.
• Hsini Mosbeh & Mohamed Nidhal MOSBAHI, 2016, "Stock Market Liquidity Measurement via the Bid-Ask Spread: Tunis Stockmarket," Business and Economic Research, Macrothink Institute, volume 6, issue 2, pages 65-78, December.
• Jean-Marie DUFOUR & Richard LUGER, 2016, "Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 15-2016.
• Christophe Piette, 2016, "Predicting Belgium’s GDP using targeted bridge models," Working Paper Research, National Bank of Belgium, number 290, Jan.
• Xi Chen & Michael Funke, 2016, "Renewed Momentum in the German Housing Market: Real-Time Monitoring of Boom vs. Bubble," Chapters from NBP Conference Publications, Narodowy Bank Polski, chapter 16, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk, "Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis - 2015 edition".
• Karol Szafranek, 2016, "Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective," NBP Working Papers, Narodowy Bank Polski, number 239.
• David S. Bates, 2016, "How Crashes Develop: Intradaily Volatility and Crash Evolution," NBER Working Papers, National Bureau of Economic Research, Inc, number 22028, Feb.
• Alireza Ermagun & David Levinson, 2019, "Development and Application of the Network Weight Matrix to Predict Traffic Flow for Congested and Uncongested Conditions," Working Papers, University of Minnesota: Nexus Research Group, number 2019-04, DOI: 10.1177/2399808318763368.
• Hélio Sousa Ramos Filho & Maysa Evellyn Porfírio Ferreira, 2016, "A taxa de câmbio e os ajustes no saldo da balança comercial brasileira: uma análise setorial da Curva J [Exchange rate and adjustments in the Brazilian trade balance: a sectoral analysis of the J Curv," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 26, issue 3, pages 887-907, September.
• Kumawat, Lokendra & Bhanumurthy, N. R., 2016, "Regime Shifts in India's Monetary Policy Response Function," Working Papers, National Institute of Public Finance and Policy, number 16/177, Sep.
• Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Zhongfei Chen, 2016, "The persistence of air pollution in four mega-cities of China," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2016, Feb.
• Luis Alberiko Gil-Alaña & Rangan Gupta, 2016, "Trends and Cycles in Historical Gold and Silver Prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2016, Feb.
• Nikolay Velichkov, 2016, "Macroeconomic Effects of Budget Expenditure in Bulgaria (Econometric Analysis)," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 70-83, April.
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• Marta Kovacs (Kiss), 2016, "Study On The Evolution Of Some Financial Products Based On Markov Chains Method," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 1033-1039, July.
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• Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2016, "Volatility Jumps and Their Economic Determinants," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 1, pages 29-80.
• Christian Francq & Lajos Horváth & Jean-Michel Zakoïan, 2016, "Variance Targeting Estimation of Multivariate GARCH Models," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 2, pages 353-382.
• Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia, 2016, "Quantile Regression for Long Memory Testing: A Case of Realized Volatility," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 4, pages 693-724.
• Catherine Araujo Bonjean & Catherine Simonet, 2016, "Are grain markets in Niger driven by speculation?," Oxford Economic Papers, Oxford University Press, volume 68, issue 3, pages 714-735.
• Ulrich K. Müller & Mark W. Watson, 2016, "Measuring Uncertainty about Long-Run Predictions," The Review of Economic Studies, Review of Economic Studies Ltd, volume 83, issue 4, pages 1711-1740.
• David Hendry, 2016, "Deciding Between Alternative Approaches In Macroeconomics," Economics Series Working Papers, University of Oxford, Department of Economics, number 778, Jan.
• Jennifer Castle & David Hendry & Michael P. Clements, 2016, "An Overview of Forecasting Facing Breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 779, Feb.
• David Hendry & Lea Schneider & Jason E. Smerdon, 2016, "Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation," Economics Series Working Papers, University of Oxford, Department of Economics, number 780, Feb.
• David Hendry & Andrew B. Martinez, 2016, "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations," Economics Series Working Papers, University of Oxford, Department of Economics, number 784, Mar.
• David Hendry & Grayham E. Mizon, 2016, "Improving the Teaching of Econometrics," Economics Series Working Papers, University of Oxford, Department of Economics, number 785, Mar.
• Jennifer Castle & David Hendry, 2016, "Policy Analysis, Forediction, and Forecast Failure," Economics Series Working Papers, University of Oxford, Department of Economics, number 809, Oct.
• Jesús Rodríguez-López & Gustavo A. Marrero & Rosa Marina González-Marrero & Teresa Leal-Linares, 2016, "Road accidents and business cycles in Spain," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 16.05, Mar.
• Raghbendra Jha & Sadia Afrin, 2016, "Structural transformation in South Asia," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2016-01.
• Mohammad J Alam & Raghbendra Jha, 2016, "Asymmetric threshold vertical price transmission in wheat and flour markets in Dhaka (Bangladesh): seemingly unrelated regression analysis," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2016-03.
• Raghbendra Jha & Sadia Afrin, 2016, "Pattern and determinants of structural transformation in Africa," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2016-01.
• Emilio Zanetti Chini, 2016, "Generalizing smooth transition autoregressions," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 114, Jan.
• Gabriel Rodríguez & Dennis Alvaro & Ángel Guillén, 2016, "Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2016-414.