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

• Maciejowska, Katarzyna & Nowotarski, Jakub & Weron, Rafał, 2016, "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 957-965, DOI: 10.1016/j.ijforecast.2014.12.004.
• Breitung, Jörg & Hafner, Christian M., 2016, "A simple model for now-casting volatility series," International Journal of Forecasting, Elsevier, volume 32, issue 4, pages 1247-1255, DOI: 10.1016/j.ijforecast.2016.04.007.
• Buncic, Daniel & Gisler, Katja I.M., 2016, "Global equity market volatility spillovers: A broader role for the United States," International Journal of Forecasting, Elsevier, volume 32, issue 4, pages 1317-1339, DOI: 10.1016/j.ijforecast.2016.05.001.
• Wang, Yudong & Ma, Feng & Wei, Yu & Wu, Chongfeng, 2016, "Forecasting realized volatility in a changing world: A dynamic model averaging approach," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 136-149, DOI: 10.1016/j.jbankfin.2015.12.010.
• Huang, Henry H. & Wang, Kent & Wang, Zhanglong, 2016, "A test of efficiency for the S&P 500 index option market using the generalized spectrum method," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 52-70, DOI: 10.1016/j.jbankfin.2015.11.007.
• Anand, Abhinav & Li, Tiantian & Kurosaki, Tetsuo & Kim, Young Shin, 2016, "Foster–Hart optimal portfolios," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 117-130, DOI: 10.1016/j.jbankfin.2016.03.011.
• 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," Journal of Comparative Economics, Elsevier, volume 44, issue 2, pages 295-308, DOI: 10.1016/j.jce.2015.12.010.
• Boeh, Kevin K. & Dunbar, Craig, 2016, "Underwriter deal pipeline and the pricing of IPOs," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 383-399, DOI: 10.1016/j.jfineco.2015.08.018.
• Djuric, Ivan & Götz, Linde, 2016, "Export restrictions – Do consumers really benefit? The wheat-to-bread supply chain in Serbia," Food Policy, Elsevier, volume 63, issue C, pages 112-123, DOI: 10.1016/j.foodpol.2016.07.002.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016, "Ethanol and field crops: Is there a price connection?," Food Policy, Elsevier, volume 63, issue C, pages 53-61, DOI: 10.1016/j.foodpol.2016.06.010.
• Cohen, Jeffrey P. & Ioannides, Yannis M. & (Wirathip) Thanapisitikul, Win, 2016, "Spatial effects and house price dynamics in the USA," Journal of Housing Economics, Elsevier, volume 31, issue C, pages 1-13, DOI: 10.1016/j.jhe.2015.10.006.
• Buncic, Daniel & Piras, Gion Donat, 2016, "Heterogeneous agents, the financial crisis and exchange rate predictability," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 313-359, DOI: 10.1016/j.jimonfin.2015.09.006.
• Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016, "Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries," Journal of International Money and Finance, Elsevier, volume 63, issue C, pages 137-164, DOI: 10.1016/j.jimonfin.2016.01.003.
• Winkelried, Diego, 2016, "Piecewise linear trends and cycles in primary commodity prices," Journal of International Money and Finance, Elsevier, volume 64, issue C, pages 196-213, DOI: 10.1016/j.jimonfin.2016.01.006.
• Charlot, Philippe & Darné, Olivier & Moussa, Zakaria, 2016, "Commodity returns co-movements: Fundamentals or “style” effect?," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 130-160, DOI: 10.1016/j.jimonfin.2016.07.001.
• Shibamoto, Masahiko & Tsutsui, Yoshiro & Yamane, Chisako, 2016, "Understanding regional growth dynamics in Japan: Panel co-integration approach utilizing the PANIC method," Journal of the Japanese and International Economies, Elsevier, volume 40, issue C, pages 17-30, DOI: 10.1016/j.jjie.2016.03.004.
• Jacobs, Jan P.A.M. & van Norden, Simon, 2016, "Why are initial estimates of productivity growth so unreliable?," Journal of Macroeconomics, Elsevier, volume 47, issue PB, pages 200-213, DOI: 10.1016/j.jmacro.2015.11.004.
• Donayre, Luiggi & Panovska, Irina, 2016, "Nonlinearities in the U.S. wage Phillips curve," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 19-43, DOI: 10.1016/j.jmacro.2016.01.004.
• Strohsal, Till & Melnick, Rafi & Nautz, Dieter, 2016, "The time-varying degree of inflation expectations anchoring," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 62-71, DOI: 10.1016/j.jmacro.2016.02.002.
• Kurita, Takamitsu, 2016, "Markov-switching variance models and structural changes underlying Japanese bond yields: An inquiry into non-linear dynamics," The Journal of Economic Asymmetries, Elsevier, volume 13, issue C, pages 74-80, DOI: 10.1016/j.jeca.2016.03.001.
• Bagnai, Alberto & Mongeau Ospina, Christian Alexander, 2016, "“Asymmetric asymmetries” in Eurozone markets gasoline pricing," The Journal of Economic Asymmetries, Elsevier, volume 13, issue C, pages 89-99, DOI: 10.1016/j.jeca.2016.03.004.
• Habimana, Olivier, 2016, "Asymmetric nonlinear mean reversion in real effective exchange rates: A Fisher-type panel unit root test applied to Sub-Saharan Africa," The Journal of Economic Asymmetries, Elsevier, volume 14, issue PB, pages 189-198, DOI: 10.1016/j.jeca.2016.08.002.
• Ikegami, Masako & Wang, Zijian, 2016, "The long-run causal relationship between electricity consumption and real GDP: Evidence from Japan and Germany," Journal of Policy Modeling, Elsevier, volume 38, issue 5, pages 767-784, DOI: 10.1016/j.jpolmod.2016.10.007.
• Manamperi, Nimantha, 2016, "Does military expenditure hinder economic growth? Evidence from Greece and Turkey," Journal of Policy Modeling, Elsevier, volume 38, issue 6, pages 1171-1193, DOI: 10.1016/j.jpolmod.2016.04.003.
• Aye, Goodness C. & Chang, Tsangyao & Gupta, Rangan, 2016, "Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model," Resources Policy, Elsevier, volume 48, issue C, pages 77-84, DOI: 10.1016/j.resourpol.2016.02.011.
• Yaya, OlaOluwa S. & Tumala, Mohammed M. & Udomboso, Christopher G., 2016, "Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis," Resources Policy, Elsevier, volume 49, issue C, pages 273-281, DOI: 10.1016/j.resourpol.2016.06.008.
• Dogan, Eyup, 2016, "Are shocks to electricity consumption transitory or permanent? Sub-national evidence from Turkey," Utilities Policy, Elsevier, volume 41, issue C, pages 77-84, DOI: 10.1016/j.jup.2016.06.007.
• Chen, Jian & Jiang, Fuwei & Li, Hongyi & Xu, Weidong, 2016, "Chinese stock market volatility and the role of U.S. economic variables," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 70-83, DOI: 10.1016/j.pacfin.2016.05.013.
• Escobari, Diego & Jafarinejad, Mohammad, 2016, "Date stamping bubbles in Real Estate Investment Trusts," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 224-230, DOI: 10.1016/j.qref.2015.10.003.
• Jung, Alexander, 2016, "Is euro area money demand for M3 still stable?," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 29-39, DOI: 10.1016/j.qref.2016.01.002.
• Perron, Pierre & Wada, Tatsuma, 2016, "Measuring business cycles with structural breaks and outliers: Applications to international data," Research in Economics, Elsevier, volume 70, issue 2, pages 281-303, DOI: 10.1016/j.rie.2015.12.001.
• Gil-Alana, Luis A. & Gupta, Rangan & de Gracia, Fernando Perez, 2016, "Modeling persistence of carbon emission allowance prices," Renewable and Sustainable Energy Reviews, Elsevier, volume 55, issue C, pages 221-226, DOI: 10.1016/j.rser.2015.10.056.
• Gozgor, Giray, 2016, "Are shocks to renewable energy consumption permanent or transitory? An empirical investigation for Brazil, China, and India," Renewable and Sustainable Energy Reviews, Elsevier, volume 66, issue C, pages 913-919, DOI: 10.1016/j.rser.2016.08.055.
• Kiliç, Rehim, 2016, "Regime-dependent exchange-rate pass-through to import prices," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 295-308, DOI: 10.1016/j.iref.2015.08.003.
• Zhang, Chengsi & Zhou, You, 2016, "The Global Slack Hypothesis: New Evidence from China," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 339-348, DOI: 10.1016/j.iref.2015.10.007.
• Chang, Kuang-Liang, 2016, "Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 72-87, DOI: 10.1016/j.iref.2015.10.018.
• Gomes, Pedro & Taamouti, Abderrahim, 2016, "In search of the determinants of European asset market comovements," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 103-117, DOI: 10.1016/j.iref.2016.03.005.
• Jiang, Chun & Jian, Na & Liu, Tie-Ying & Su, Chi-Wei, 2016, "Purchasing power parity and real exchange rate in Central Eastern European countries," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 349-358, DOI: 10.1016/j.iref.2016.02.006.
• Ahmad, Ahmad Hassan & Aworinde, Olalekan Bashir, 2016, "The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 144-159, DOI: 10.1016/j.iref.2016.05.004.
• Chao, Shih-Wei, 2016, "Do economic variables improve bond return volatility forecasts?," International Review of Economics & Finance, Elsevier, volume 46, issue C, pages 10-26, DOI: 10.1016/j.iref.2016.08.001.
• Alam, Nafis & Arshad, Shaista & Rizvi, Syed Aun R., 2016, "Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency," Review of Financial Economics, Elsevier, volume 31, issue C, pages 108-114, DOI: 10.1016/j.rfe.2016.06.003.
• Huchet, Nicolas & Fam, Papa Gueye, 2016, "The role of speculation in international futures markets on commodity prices," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 49-65, DOI: 10.1016/j.ribaf.2015.09.034.
• Tiwari, Aviral Kumar & Kyophilavong, Phouphet & Albulescu, Claudiu Tiberiu, 2016, "Testing the stationarity of CO2 emissions series in Sub-Saharan African countries by incorporating nonlinearity and smooth breaks," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 527-540, DOI: 10.1016/j.ribaf.2016.01.005.
• Espinosa-Torres, Juan Andrés & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando & Moreno-Gutiérrez, José Fernando, 2016, "The international transmission of risk: Causal relations among developed and emerging countries’ term premia," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 646-654, DOI: 10.1016/j.ribaf.2016.02.006.
• Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E., 2016, "Periodically collapsing bubbles in the South African stock market," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 191-201, DOI: 10.1016/j.ribaf.2016.04.010.
• Farouk, Faizal & Masih, Mansur, 2016, "Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 360-375, DOI: 10.1016/j.ribaf.2016.04.007.
• Litimi, Houda & BenSaïda, Ahmed & Bouraoui, Omar, 2016, "Herding and excessive risk in the American stock market: A sectoral analysis," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 6-21, DOI: 10.1016/j.ribaf.2016.03.008.
• Gabriel, Luciano Ferreira & Jayme, Frederico G. & Oreiro, José Luis, 2016, "A North-South Model of Economic Growth, Technological Gap, Structural Change and Real Exchange Rate," Structural Change and Economic Dynamics, Elsevier, volume 38, issue C, pages 83-94, DOI: 10.1016/j.strueco.2016.03.003.
• Ana Paula Martins, 2016, "A Smoothing Test under First-Order Autoregressive Processes and a First-Order Moving-Average Correction," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 59, issue 2, pages 77-91.
• Andrew G. Chapple, 2016, "A Bayesian Reversible Jump Piecewise Hazard approach for modeling rate changes in mass shootings," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 59, issue 3, pages 19-31.
• Ana Paula Martins, 2016, "A Smoothing Test under First-Order Autoregressive Processes and a First-Order Moving-Average Correction," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/12, Jan.
• Jitendra Kuma & Anoop Chaturvedi & Umme Afifa, 2016, "Bayesian Unit Root Test for Panel Data," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/14, Jan.
• Ana Paula Martins, 2016, "Estimation of Possibly Non-Stationary First-Order Auto-Regressive Processes," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/21, Nov.
• Andrew G. Chapple, 2016, "A Bayesian Reversible Jump Piecewise Hazard approach for modelling rate changes in mass shootings," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/24, Nov.
• Ondrej Filip & Karel Janda & Ladislav Kristoufek & David Zilberman, 2016, "Foods, Fuels or Finances: Which Prices Matter for Biofuels?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-63, Oct.
• Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016, "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65548, Jan.
• Imran Shah & Ian Corrick & Abdul Saboor, 2016, "How Should Central Banks Respond to Non-neutral Inflation Expectations?," Department of Economics Working Papers, University of Bath, Department of Economics, number 64/17, Oct.
• Mustafa Caglayan & Mustafa Caglayan & Bing Xu, 2016, "Sentiment Volatility and Bank Lending Behavior," EcoMod2016, EcoMod, number 9206, Jul.
• Cláudio Hamilton Matos dos Santos & André de Melo Modenesi & Gabriel Squeff & Lucas Vasconcelos & Monica Mora & Thais Fernandes & Thiago Moraes & Ricardo Summa & Julia Braga, 2016, "Revisiting the quarterly investment dynamics in Brazil: 1996-2012," Brazilian Journal of Political Economy, Center of Political Economy, volume 36, issue 1, pages 190-213.
• Hernández-Veleros, Zeus Salvador, 2016, "Modelos de crecimiento, estacionariedad y rompimientos: comparación entre las tendencias de crecimiento de las economías de la OCDE y las de los países menos desarrollado," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 332, pages .635-678, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v83i.
• Juan Carlos Bonifacio Ramírez, 2016, "Relaciones entre los mercados bursátiles de México y Estados Unidos: Evidencia de cointegración y Causalidad de Granger," Graduate theses (Spanish), CIDE, División de Economía, number TESG 003, Jun.
• Omar Alejandro González Rivas, 2016, "Causalidad en Segundos Momentos: Una aplicación a la volatilidad bursátil en México, Estados Unidos y Australia," Graduate theses (Spanish), CIDE, División de Economía, number TESG 006, Jun.
• Rubi Tonantzin Gutiérrez Villanueva, 2016, "Determining causal inference in linear and non-linear time-series using convergent cross mapping. An application of government expenditure and economic growth relation in Mexico 1980-2015," Graduate theses (Spanish), CIDE, División de Economía, number TESG 008, Jun.
• Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2016, "Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035007.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2016, "Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035013.
• Tommaso Proietti, 2016, "On the Selection of Common Factors for Macroeconomic Forecasting," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035015.
• Jean-Jacques Forneron & Serena Ng, 2016, "A Likelihood-Free Reverse Sampler of the Posterior Distribution," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036020.
• Sainan Huang & Songlin Zeng, 2016, "Information updating and the bounce-back effect of stock market returns," China Finance Review International, Emerald Group Publishing Limited, volume 6, issue 1, pages 96-107, February, DOI: 10.1108/CFRI-06-2015-0100.
• Rosylin Mohd Yusof & Mejda Bahlous & Roszaini Haniffa, 2016, "Rental rate as an alternative pricing for Islamic home financing," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 9, issue 4, pages 601-626, October, DOI: 10.1108/IJHMA-10-2015-0063.
• Cleomar Gomes da Silva & Rafael Cavalcanti de Araújo, 2016, "Brazil: monetary policy and the neutral interest rate," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 6, pages 966-979, November, DOI: 10.1108/JES-10-2014-0168.
• Giorgio Canarella & Stephen M. Miller, 2016, "Inflation persistence and structural breaks," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 6, pages 980-1005, November, DOI: 10.1108/JES-10-2015-0190.
• Kunlapath Sukcharoen & David J. Leatham, 2016, "Dependence and extreme correlation among US industry sectors," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 26-49, March, DOI: 10.1108/SEF-01-2015-0021.
• Caporin, M. & Chang, C-L. & McAleer, M.J., 2016, "Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-02, Feb.
• Allen, D.E. & Chang, C-L. & McAleer, M.J. & Singh, A.K., 2016, "A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-24, Jul.
• Asai, M. & McAleer, M.J., 2016, "A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-34, Aug.
• Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K., 2016, "Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-38, Jan.
• Chang, C-L. & McAleer, M.J., 2016, "A Simple Test for Causality in Volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-40, Nov.
• Asai, M. & Chang, C-L. & McAleer, M.J., 2016, "Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-41, Sep.
• Raúl De Jesús Gutiérrez., 2016, "Estrategias dinámicas de cobertura cruzada eficiente para el mercado del petróleo mexicano: Evidencia de dos modelos GARCH multivariados con término de corrección de error," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 44, issue 1, pages 115-146, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/442016/DeJesus.
• Katia Berti & Eugeniu Colesnic & Cyril Desponts & Stephanie Pamies & Etienne Sail, 2016, "Fiscal Reaction Functions for European Union Countries," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 028, Apr.
• Alessandro Girardi & Christian Gayer & Andreas Reuter, 2016, "Replacing Judgment by Statistics: Constructing Consumer Confidence Indicators on the Basis of Data-driven Techniques," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 034, Jul.
• Elissavet Karageorgou & Georgios Deligeorgiou & Lazaros Rizopoulos & Theodoros Stefou, 2016, "Professional Development in Greek Military Services. Searching a Dominant Leadership Style," European Journal of Interdisciplinary Studies Articles, Revistia Research and Publishing, volume 2, ejis_v2_i, DOI: 10.26417/ejis.v6i1.p8-13.
• Liridon Dalipi & Mejdi Bektashi & Arben Sahiti, 2016, "Independence of Independent Institutions: The Case of Independent Media Commission (IMC) in Kosovo," European Journal of Interdisciplinary Studies Articles, Revistia Research and Publishing, volume 2, ejis_v2_i, DOI: 10.26417/ejis.v2i4.p41-45.
• Marijon Pano, 2017, "Measurements of Standby Power Consumption of Domestic Appliances in Albania," European Journal of Interdisciplinary Studies Articles, Revistia Research and Publishing, volume 3, ejis_v3_i, DOI: 10.26417/ejis.v3i1.71-74.
• Saeede Safari, 2016, "Study of the Effective Factors on Air Pollution in Iran Cities," European Journal of Interdisciplinary Studies Articles, Revistia Research and Publishing, volume 2, ejis_v2_i, DOI: 10.26417/ejis.v2i3.p63-72.
• Yuri Balagula, 2016, "Fractal Characterization of Long Memory in Electricity Prices," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2016/03, Jul.
• Krzysztof Drachal, 2016, "Is the Development of WIG Index Determined by Certain Macroeconomic and Financial Factors?," Expert Journal of Economics, Sprint Investify, volume 4, issue 1, pages 24-33.
• Cosmin Octavian Cepoi & Filip Mihai Toma, 2016, "Estimating Probability of Informed Trading on the Bucharest Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 2, pages 140-160, April.
• Milan Ficura & Jiri Witzany, 2016, "Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 4, pages 278-301, August.
• Petra Buzkova & Milos Kopa, 2016, "On the Reliability of a Credit Default Swap Contract during the EMU Debt Crisis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 6, pages 510-538, December.
• Pablo M. Pincheira & Carlos A. Medel, 2016, "Forecasting with a Random Walk," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 6, pages 539-564, December.
• Hana Dzmuranova, 2016, "Risk Management of Demand Deposits in a Low Interest Rate Environment," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/10, May, revised May 2016.
• Ondrej Filip & Karel Janda & Ladislav Kristoufek & David Zilberman, 2016, "Foods, Fuels or Finances: Which Prices Matter for Biofuels?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/16, Jul, revised Jul 2016.
• Carlos A. Carrasco & Jesus Ferreiro, 2016, "An analysis of the determinants of the impact of the Great Recession on the Eurozone countries," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper149, Feb.
• Jesus Ferreiro & Catalina Galvez & Carmen Gomez & Ana Gonzalez, 2016, "The impact of the Great Recession on the European Union countries," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper150, Jan.
• Mendonça, Diogo de Prince & Marçal, Emerson Fernandes & Brito, Márcio Holland de, 2016, "Is fiscal policy effective in Brazil? An empirical analysis," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 433.
• Jeremy J. Nalewaik, 2016, "Non-Linear Phillips Curves with Inflation Regime-Switching," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-078, Aug, DOI: 10.17016/FEDS.2016.078.
• Todd Prono, 2016, "Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-083, Oct, DOI: 10.17016/FEDS.2016.083r1.
• Sean P. Grover & Kevin L. Kliesen & Michael W. McCracken, 2016, "A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth," Review, Federal Reserve Bank of St. Louis, volume 98, issue 4, pages 277-296, DOI: 10.20955/r.2016.277-296.
• Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2016, "Vulnerable growth," Staff Reports, Federal Reserve Bank of New York, number 794, Sep.
• Fabrizio Cipollini & Giampiero Gallo & Andrea Ugolini, 2016, "Median Response to Shocks: A Model for VaR Spillovers in East Asia," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2016_01, Apr.
• Giampiero M. Gallo & Edoardo Otranto, 2016, "Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2016_02, Apr.
• Francesco Calvori & Matteo Dentella & Giampiero M. Gallo, 2016, "Sovereign Debt Spreads within the Euro Area: When Fears Become Excess Fears," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2016_03, Apr.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2016, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-31, January.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2016, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-31, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, pages 1-30, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-31, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-30, November.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-30, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-30, March.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-30, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-30, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-31, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-30, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-30, August.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-30, September.
• Anton Skrobotov, 2016, "On Trend Breaks and Initial Condition in Unit Root Testing," Working Papers, Gaidar Institute for Economic Policy, number 0097, revised 2016.
• Skrobotov Anton & Cavaliere Giuseppe & Taylor Robert, 2016, "Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility," Working Papers, Gaidar Institute for Economic Policy, number wpaper-2016-269, revised 2016.
• Arnaud Dufays, 2016, "Evolutionary Sequential Monte Carlo Samplers for Change-Point Models," Econometrics, MDPI, volume 4, issue 1, pages 1-33, March.
• Francesco Audrino & Yujia Hu, 2016, "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Econometrics, MDPI, volume 4, issue 1, pages 1-24, February.
• María Dolores Gadea & Ana Gómez-Loscos & Antonio Montañés, 2016, "Oil Price and Economic Growth: A Long Story?," Econometrics, MDPI, volume 4, issue 4, pages 1-28, October.
• Bartosz Uniejewski & Jakub Nowotarski & Rafał Weron, 2016, "Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 9, issue 8, pages 1-22, August.
• Philippe Polomé & Jérôme Trotignon, 2016, "Amazonian Deforestation, Environmental Kuznets Curve and Deforestation Policy: A Cointegration Approach," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1608.
• Giorgia Marini, 2016, "A note on the power of panel cointegration tests – An application to health care expenditure and gdp," Public Finance Research Papers, Istituto di Economia e Finanza, DSGE, Sapienza University of Rome, number 21, May.
• Maria do Rosario Correia & Christian Gokus & Andrew Hughes Hallett & Christian Richter, 2016, "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Working Papers, The German University in Cairo, Faculty of Management Technology, number 41, Mar.
• Constantin Burgi, 2016, "What Do We Lose When We Average Expectations?," Working Papers, The George Washington University, The Center for Economic Research, number 2016-013.
• Ashley Hirashima & James Jones & Carl S. Bonham & Peter Fuleky, 2016, "Nowcasting Tourism Industry Performance Using High Frequency Covariates," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201611, Aug.
• Marie Bessec & Julien Fouquau & Sophie Meritet, 2016, "Forecasting electricity spot prices using time-series models with a double temporal segmentation," Post-Print, HAL, number hal-01276807, DOI: 10.1080/00036846.2015.1080801.
• Nicolas Boitout & Imane El Ouadghiri & Valérie Mignon, 2016, "On the impact of macroeconomic news surprises on Treasury-bond returns," Post-Print, HAL, number hal-01386014.
• Imane El Ouadghiri & Remzi Uctum, 2016, "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print, HAL, number hal-01386027, DOI: 10.1016/j.econmod.2015.12.025.
• Virginie Coudert & Valérie Mignon, 2016, "Reassessing the empirical relationship between the oil price and the dollar," Post-Print, HAL, number hal-01386047, DOI: 10.1016/j.enpol.2016.05.002.
• Gilles De Truchis & Benjamin Keddad, 2016, "On the risk comovements between the crude oil market and U.S. dollar exchange rates," Post-Print, HAL, number hal-01447859, Jan, DOI: 10.1016/j.econmod.2014.11.014.
• Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016, "Do We Need High Frequency Data to Forecast Variances?," Post-Print, HAL, number hal-01448237, Dec, DOI: 10.15609/annaeconstat2009.123-124.0.
• Edouard Jaeck & Delphine Lautier, 2016, "Volatility in electricity derivative markets: the Samuelson effect revisited," Post-Print, HAL, number hal-01488127, DOI: 10.1016/j.eneco.2016.08.009.
• Serge Darolles & Christian Francq & Gaëlle Le Fol & Jean-Michel Zakoïan, 2016, "Intrinsic Liquidity in Conditional Volatility Models," Post-Print, HAL, number hal-01500747, DOI: 10.15609/annaeconstat2009.123-124.0.
• Gilles de Truchis & Benjamin Keddad, 2016, "Long-Run Comovements in East Asian Stock Market Volatility," Post-Print, HAL, number hal-01549713.
• Olivier Damette, 2016, "Mixture distribution hypothesis and the impact of a Tobin tax on exchange rate volatility : a reassessment," Post-Print, HAL, number hal-01601393, DOI: 10.1017/S1365100515000036.
• Anthony Paris, 2016, "The Effect of Biofuels on the Link between Oil and Agricultural Commodity Prices: A Smooth Transition Cointegration Approach," Post-Print, HAL, number hal-01647541.
• Catherine Araujo Bonjean & Catherine Simonet, 2016, "Are grain markets in Niger driven by speculation?," Post-Print, HAL, number hal-01687417, Jul, DOI: 10.1093/oep/gpw012.
• Claude Diebolt, 2016, "Comment appréhender les temporalités de l’histoire économique ? Plaidoyer pour une cliométrie des événements rares," Post-Print, HAL, number hal-01762538.
• Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony, 2016, "Intraday jumps and trading volume: a nonlinear Tobit specification," Post-Print, HAL, number hal-02358454, Nov, DOI: 10.1007/s11156-015-0534-0.
• Bertrand Candelon & Sessi Tokpavi, 2016, "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Post-Print, HAL, number hal-03528203, Apr, DOI: 10.1080/07350015.2015.1026774.
• Nidhaleddine Ben Cheikh & Christophe Rault, 2016, "The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis," Post-Print, HAL, number hal-03533323, Apr, DOI: 10.2139/ssrn.2686508.
• Anne Peguin-Feissolle & Bilel Sanhaji, 2016, "Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models," Post-Print, HAL, number hal-04218472, DOI: 10.15609/annaeconstat2009.123-124.0.
• Firouz Fallahi & Mohammad Karimi & Marcel-Cristian Voia, 2016, "Persistence in world energy consumption: Evidence from subsampling confidence intervals," Post-Print, HAL, number hal-04926573, Jun, DOI: 10.1016/j.eneco.2016.04.021.
• Christian Francq & Lajos Horváth & Jean-Michel Zakoïan, 2016, "Variance Targeting Estimation of Multivariate GARCH Models," Post-Print, HAL, number hal-05417486, Mar, DOI: 10.1093/jjfinec/nbu030.
• Claudiu Tiberiu Albulescu & Christian Aubin & Daniel Goyeau, 2016, "Stock prices, inflation and inflation uncertainty in the U.S.: testing the long-run relationship considering Dow Jones sector indexes," Post-Print, HAL, number halshs-01394897, Jul, DOI: 10.1080/00036846.2016.1226491.
• Sosso Feindouno & Michaël Goujon & Olivier Santoni, 2016, "Tendances et chocs climatiques à La Réunion : utilisation de la base CRU TS version 3.21," Post-Print, HAL, number halshs-01483589.
• Claudiu Tiberiu Albulescu & Christian Aubin & Daniel Goyeau, 2016, "Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes," Working Papers, HAL, number hal-01282481, Mar.
• Rosnan Chotard & Michel Dacorogna & Marie Kratz, 2016, "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," Working Papers, HAL, number hal-01424285, Nov.
• Kamil, Nazrol & Masih, Mansur, 2016, "Shari’ah (islamic)compliant investments in Malaysia: influences of selected stock indices and their trend/cycle decomposition equity," MPRA Paper, University Library of Munich, Germany, number 100955, Mar.
• Abu Bakar, Norhidayah & Masih, Mansur, 2016, "Is islamic stock related to interest rate ? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 101190, Sep.
• Musa, Mustafa & Masih, Mansur, 2016, "Are the ASEAN stock markets integrated with the US market ? new evidence from wavelet coherence," MPRA Paper, University Library of Munich, Germany, number 101256, Jul.
• Mahmud, Nurrul Iiyana & Masih, Mansur, 2016, "Are shariah (islamic) stock market returns stable ? evidence from the select islamic stock indices of emerging markets, USA, UK and Japan," MPRA Paper, University Library of Munich, Germany, number 101879, Sep.
• Salleh, Fadzlullah & Masih, Mansur, 2016, "Does finance lead or lag growth? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 102493, Jun.
• Daqane, Mohamed Qalib & Masih, Mansur, 2016, "Is islamic stock market affected by interest rates ? Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 103784, Aug.
• Halim, Hafeez & Masih, Mansur, 2016, "Granger-causal relationship between islamic bank financing and macroeconomic variables: evidence from Malaysia based on ARDL," MPRA Paper, University Library of Munich, Germany, number 105424, Sep.
• Majeed, Raseena & Masih, Mansur, 2016, "Impact of macroeconomic variables on shariah stock markets: evidence from Malaysia based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 106118, Feb.
• Sulaiman, Junaid & Masih, Mansur, 2016, "Does interest rate impact the shariah index? Malaysian evidence based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 106145, Jun.
• Samad, Fadillah & Masih, Mansur, 2016, "Lead-lag relationship between domestic credit and economic growth: the case of Singapore," MPRA Paper, University Library of Munich, Germany, number 107380, Mar.
• Shin, Claire & Masih, Mansur, 2016, "Lead-lag relationship between macroeconomic variables: evidence from Korea," MPRA Paper, University Library of Munich, Germany, number 107870, Aug.
• Omar, Kamal & Masih, Mansur, 2016, "Granger-causal direction between crude oil and islamic deposits: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 108522, Dec.
• Charnikat, Charnikat & Masih, Mansur, 2016, "Granger-causal relationship between real exchange rate and economic growth: Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 108939, Apr.
• Ghafar, Nurul & Masih, Mansur, 2016, "Determinants of unemployment rate in an open economy: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 109916, Aug.
• Khasanov, Khush & Masih, Mansur, 2016, "Macroeconomic variables and oil price: evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 110192, Apr.
• Khan, Aftab & Masih, Mansur, 2016, "Does islamic stock index lead or lag conventional stock index ? Malaysian case," MPRA Paper, University Library of Munich, Germany, number 110274, Dec.
• Abidin, Tengku & Masih, Mansur, 2016, "The relationship between the prices of gold and oil and macroeconomic variables: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 110326, Mar.
• Raputsoane, Leroi, 2016, "Real effective exchange rates comovement and the South African currency," MPRA Paper, University Library of Munich, Germany, number 121901, Jan.
• Raputsoane, Leroi, 2016, "Real effective exchange rates comovements and the South African currency," MPRA Paper, University Library of Munich, Germany, number 68667, Jan.
• Ahmed, Syed Shujaat & Nazir, Sidra, 2016, "Oil Prices and REER with Impact of Regime Dummies," MPRA Paper, University Library of Munich, Germany, number 68779, Jan.
• Munir, Kashif & Sultan, Maryam, 2016, "Are Some Taxes Better for Growth in Pakistan?A Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 68828, Jan.
• Sucarrat, Genaro & Grønneberg, Steffen, 2016, "Models of Financial Return With Time-Varying Zero Probability," MPRA Paper, University Library of Munich, Germany, number 68931, Jan.
• BOUSALAM, Issam & HAMZAOUI, Moustapha, 2016, "Impact of Ethical Screening on Risk and Returns: the Case of Constructed Moroccan Islamic Stock Indexes," MPRA Paper, University Library of Munich, Germany, number 68979, Jan.
• Mushtaq, Saba, 2016, "Causality between Bank’s major activities and Economic Growth: Evidences from Pakistan," MPRA Paper, University Library of Munich, Germany, number 69052, Jan.
• Degiannakis, Stavros & Filis, George, 2016, "Forecasting oil price realized volatility: A new approach," MPRA Paper, University Library of Munich, Germany, number 69105, Jan.
• Phiri, Andrew, 2016, "The growth trade-off between direct and indirect taxes in South Africa: Evidence from a STR model," MPRA Paper, University Library of Munich, Germany, number 69152, Feb.
• Montañés, Antonio & Olmos, Lorena & Reyes, Marcelo, 2016, "Does crisis affect convergence process? The case of the Spanish provinces," MPRA Paper, University Library of Munich, Germany, number 69543, Feb.
• BOUSALAM, Issam & HAMZAOUI, Moustapha & ZOUHAYR, Otman, 2016, "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," MPRA Paper, University Library of Munich, Germany, number 69636, Jan.
• Abarahan, Amnisuhailah Binti & Masih, Mansur, 2016, "Is energy a stimulus for economic growth? A focused study on Malaysia using the auto regressive distributed lag technique," MPRA Paper, University Library of Munich, Germany, number 69765, Jan.
• Mustapha, Ishaq Muhammad & Masih, Mansur, 2016, "Dutch disease or Nigerian disease: a prima facie? New evidence from ARDL bound test analysis," MPRA Paper, University Library of Munich, Germany, number 69767, Jan.
• Bukhari, Naseem & Masih, Mansur, 2016, "An empirical investigation of causal linkages between domestic terrorism and macroeconomic variables: a case for Pakistan," MPRA Paper, University Library of Munich, Germany, number 69768, Jan.
• Mohd Haniff, NorAzza & Masih, Mansur, 2016, "Does consumer sentiment predict consumer spending in Malaysia? an autoregressive distributed lag (ARDL) approach," MPRA Paper, University Library of Munich, Germany, number 69769, Jan.
• Ahsan, Zainab Fida & Masih, Mansur, 2016, "Exploring the nexus between income inequality and financial indicators: endemic to the Indian economy?," MPRA Paper, University Library of Munich, Germany, number 69770, Jan.
• Asadov, Alam & Masih, Mansur, 2016, "Home financing loans and their relationship to real estate bubble: An analysis of the U.S. mortgage market," MPRA Paper, University Library of Munich, Germany, number 69771, Jan.