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

• 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.
• 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 změn z hlediska plnění strategie Evropa 2020]," 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 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 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 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.