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

• Hichem AYAD, 2016, "Poverty, Inequality And Economic Growth In Algeria: An Ardl Approach," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 1-20, JULY.
• Emmanuel Olusegun STOBER, 2016, "Crude Oil Price Shocks And Macroeconomic Behavior In Nigeria," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 56-66, JULY.
• Hanifi FIRAT, 2016, "Is Real Gdp Stationary? Evidence From Some Unit Root Tests For The Advanced Economies," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 2, pages 60-80, DECEMBER.
• Ansah, Isaac Gershon K. & Gardebroek, Cornelis & Ihle, Rico & Jaleta, Moti, 2016, "Got data too poor for time series analysis? Can cluster analysis be a remedy? Studying wheat market integration in Ethiopia," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia, African Association of Agricultural Economists (AAAE), number 246442, Sep, DOI: 10.22004/ag.econ.246442.
• Markel, Evan & English, Burton C. & Lambert, Dayton, , "Thresholds and Regime Change in the Market for Renewable Identification Numbers," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236037, DOI: 10.22004/ag.econ.236037.
• Jha, Jaya & Roe, Terry L., 2016, "U.S. Agricultural Export Competitiveness and Export Market Diversification," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236250, May, DOI: 10.22004/ag.econ.236250.
• Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi, , "Global Oil Market and the U.S. Stock Returns," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 230599, DOI: 10.22004/ag.econ.230599.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, , "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 230683, DOI: 10.22004/ag.econ.230683.
• Ahmadi, Maryam & Bashiri Behmiri, Niaz & Manera, Matteo, , "How is Volatility in Commodity Markets Linked to Oil Price Shocks?," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 230684, DOI: 10.22004/ag.econ.230684.
• Götz, Linde & Djuric, Ivan & Nivievskyi, Oleg, 2016, "Regional wheat price effects of extreme weather events and wheat export controls in Russia and Ukraine," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 235157, DOI: 10.22004/ag.econ.235157.
• Cavaliere, Giuseppe & Ørregaard Nielsen, Morten & Taylor, A.M. Robert, 2016, "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274649, Nov, DOI: 10.22004/ag.econ.274649.
• Chen, Mingli, , "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," Economic Research Papers, University of Warwick - Department of Economics, number 269326, DOI: 10.22004/ag.econ.269326.
• İbrahim YAĞLI, 2016, "Uluslararasi Portföy Çeşi̇tlendi̇rmesi̇ Kapsaminda Abd İle Brics Ve Türki̇ye Hi̇sse Senedi̇ Pi̇yasalari Arasindaki̇ Eşbütünleşme İli̇şki̇si̇ni̇n Anali̇zi̇," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 1, issue 1-2, pages 13-22.
• Alberto Bagnai & Christian Alexander Mongeau Ospina, 2016, "Price asymmetries in the European gasoline market," a/ Working Papers Series, Italian Association for the Study of Economic Asymmetries, Rome (Italy), number 1602, Apr.
• Breitung, J. & Hafner, C., 2016, "A simple model for now-casting volatility series," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016035, Jan.
• Hafner, Christian & Premiger, Arie, 2016, "The effect of additive outliers on a fractional unit root test," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016027, Jan.
• Breitung, Jorg & Hafner, Christian, 2016, "A simple model for now-casting volatility series," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016040, Jan.
• Joanna Mackiewicz-Lyziak, 2016, "Central Bank Credibility: Determinants and Measurement. A Cross-Country Study," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 66, issue 1, pages 125-151, March.
• Derviş Kirikkaleli, 2016, "Foreign Bank Penetration and the Domestic Banking System: Empirical Evidence from Turkey Based on the VAR Approach," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 66, issue 1, pages 79-105, March.
• Ewa Gałecka-Burdziak & Robert Pater, 2016, "Discouraged or Added Worker Effect: Which One Prevails in the Polish Labour Market?," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 66, issue 3, pages 489-505, September.
• H. Peter Boswijk & Maurice J.G. Bun & Maarten Pieter Schinkel, 2016, "Cartel dating," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 16-04, Oct.
• Unal Tongur & Adem Yavuz Elveren, 2016, "The Nexus of Economic Growth, Military Expenditures, and Income Inequality," EconWorld Working Papers, WERI-World Economic Research Institute, number 16003, Apr, revised Apr 2016, DOI: 10.22440/EconWorld.WP.2016.003.
• Farrukh Bashir & Fareeha Andleeb & Rahat Fatima, 2016, "Intra Industry Trade, Fiscal Policy And Terms Of Trade Of Pakistan: A Long Run Analysis Using Ardl Technique," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), volume 4, issue 1, pages :1-16, December.
• Eglantina Hysa & Livia Hodo, 2016, "Foreign direct investment and economic growth in Albania: a co-integration analysis," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 15, pages 234-244, September.
• Fabricio J. Missio & Luciano F. Gabriel, 2016, "Real exchange rate, technological catching up and spillovers in a balance-of-payments constrained growth model," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 17, issue 3, pages 291-309.
• Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016, "Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities," Papers, arXiv.org, number 1612.04932, Dec, revised Dec 2021.
• Phoebe Koundouri & Nikolaos Kourogenis, 2016, "On the Use of Quadratic Trends in Natural Resource Prices' Modeling," DEOS Working Papers, Athens University of Economics and Business, number 1608, Dec.
• Richard Raines & Jungho Baek, 2016, "The Recent Evolution of the U.S. Beveridge Curve: Evidence from the ARDL Approach," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 14-24, August.
• Davide Delle Monache & Ivan Petrella, 2016, "Adaptive models and heavy tails with an application to inflation forecasting," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1603, Nov.
• Adiya Belgibayeva & Alexander Plekhanov, 2016, "Does Corruption Matter for Sources of Foreign Direct Investment?," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1604, May.
• Maximo Camacho & Matias Pacce, 2016, "Forecasting travelers in Spain with Google queries," Working Papers, BBVA Bank, Economic Research Department, number 16/20, Dec.
• Javier Sebastian, 2016, "Blockchain in financial services: Regulatory landscape and future challenges," Working Papers, BBVA Bank, Economic Research Department, number 16/21, Dec.
• Laura D'Amato & Lorena Garegnani & Emilio Blanco, 2016, "GDP Nowcasting: Assessing the Cyclical Conditions of the Argentine Economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 74, pages 7-26, December.
• María Dolores Gadea & Ana Gómez-Loscos & Antonio Montañés, 2016, "Oil price and economic growth: a long story?," Working Papers, Banco de España, number 1625, Oct.
• Davide Delle Monache & Ivan Petrella, 2016, "Adaptive models and heavy tails," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1052, Feb.
• Hernández Juan R., 2016, "Unit Root Testing in ARMA Models: A Likelihood Ratio Approach," Working Papers, Banco de México, number 2016-03, Apr.
• Hernández del Valle Gerardo & Juárez-Torres Miriam & Guerrero Santiago, 2016, "A Functional Approach to Test Trending Volatility," Working Papers, Banco de México, number 2016-04, Apr.
• Benavides Guillermo, 2016, "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," Working Papers, Banco de México, number 2016-11, Jun.
• Davinson Stev Abril-Salcedo & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2016, "Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia," Chapters, Banco de la Republica de Colombia, chapter 10, in: Cano-Sanz, Carlos Gustavo & Iregui-Bohórquez, Ana María & Ramírez-Giraldo, María Teresa & Tribín-Uri, "El desarrollo equitativo, competitivo y sostenible del sector agropecuario en Colombia", DOI: 10.32468/Ebook.664-339-9.
• Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2016, "When Bubble Meets Bubble: Contagion in OECD Countries," Borradores de Economia, Banco de la Republica de Colombia, number 942, May, DOI: 10.32468/be.942.
• Guido M. Kuersteiner & David C. Phillips & Mauricio Villamizar-Villegas, 2016, "Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy," Borradores de Economia, Banco de la Republica de Colombia, number 964, Oct, DOI: 10.32468/be.964.
• Guido M. Kuersteiner & David C. Phillips & Mauricio Villamizar-Villegas, 2016, "Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia”," Borradores de Economia, Banco de la Republica de Colombia, number 965, Oct, DOI: 10.32468/be.965.
• Daniel Ordoñez-Callamand & Mauricio Villamizar-Villegas & Luis F. Melo-Velandia, 2016, "Foreign Exchange Intervention Revisited: A New Way of Estimating Censored Models," Borradores de Economia, Banco de la Republica de Colombia, number 972, Nov, DOI: 10.32468/be.972.
• Daniel Parra-Amado & Davinson Stev Abril-Salcedo & Luis Fernando Melo-Velandia, 2016, "Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 34, issue 80, pages 146-158, June, DOI: 10.1016/j.espe.2016.03.003.
• Dzmitry Kruk, 2016, "SVAR Approach for Extracting Inflation Expectations Given Severe Monetary Shocks: Evidence from Belarus," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 39, Dec.
• Ivana Jovanović, 2016, "Modelling Consumption On The Basis Of The Complete System Of National Accounts In Serbia – The Wealth Effect," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 61, issue 208, pages 49-72, January -.
• M. Mogliani & Thomas Ferrière, 2016, "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP," Working papers, Banque de France, number 600.
• Matthieu Soupre & Tatevik Sekhposyan & Barbara Rossi, 2016, "Understanding the Sources of Macroeconomic Uncertainty," Working Papers, Barcelona School of Economics, number 920, Jul.
• José Ignacio González Giangrossi, 2016, "Agregados monetarios Divisia y demanda de dinero en Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2016003.
• Hande Küçük & Pinar Özlü & İsmaİl Anil Talaslı & Deren Ünalmış & Canan Yüksel, 2016, "Interest Rate Corridor, Liquidity Management, And The Overnight Spread," Contemporary Economic Policy, Western Economic Association International, volume 34, issue 4, pages 746-761, October.
• Christopher Spencer & Paul Temple, 2016, "Standards, learning, and growth in Britain, 1901–2009," Economic History Review, Economic History Society, volume 69, issue 2, pages 627-652, May.
• Cathy W.S. Chen & Mike K.P. So & Thomas C. Chiang, 2016, "Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach," The Japanese Economic Review, Japanese Economic Association, volume 67, issue 1, pages 96-124, March.
• Brian Chi-ang Lin & Siqi Zheng & Felix Pretis & Lea Schneider & Jason E. Smerdon & David F. Hendry, 2016, "Detecting Volcanic Eruptions In Temperature Reconstructions By Designed Break-Indicator Saturation," Journal of Economic Surveys, Wiley Blackwell, volume 30, issue 3, pages 403-429, July, DOI: 10.1111/joes.12148.
• Mogens Bladt & Samuel Finch & Michael Sørensen, 2016, "Simulation of multivariate diffusion bridges," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 78, issue 2, pages 343-369, March.
• Mohamed El Ghourabi & Christian Francq & Fedya Telmoudi, 2016, "Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 1, pages 46-76, January.
• Pentti Saikkonen & Rickard Sandberg, 2016, "Testing for a Unit Root in Noncausal Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 1, pages 99-125, January.
• Ali Ahmad & Christian Francq, 2016, "Poisson QMLE of Count Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 3, pages 291-314, May.
• Seong Yeon Chang & Pierre Perron, 2016, "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 4, pages 555-574, July.
• Luis Filipe Martins & Pierre Perron, 2016, "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 5, pages 650-659, September.
• Tao Cai & Vinh Q. T. Dang & Jennifer T. Lai, 2016, "China's Capital and ‘Hot’ Money Flows: An Empirical Investigation," Pacific Economic Review, Wiley Blackwell, volume 21, issue 3, pages 276-294, August.
• Makram El-Shagi & Axel Lindner & Gregor von Schweinitz, 2016, "Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis," Review of International Economics, Wiley Blackwell, volume 24, issue 1, pages 37-66, February.
• José Manuel Belbute & Leonardo Dia Massala & Júlio António Delgado, 2016, "Measuring Persistence in Inflation: Evidence For angola," South African Journal of Economics, Economic Society of South Africa, volume 84, issue 4, pages 594-606, December.
• Mariam Camarero & Inmaculada Martínez-Zarzoso & Felicitas Nowak-Lehmann & Cecilio Tamarit, 2016, "Trade Openness and Income: A Tale of Two Regions," The World Economy, Wiley Blackwell, volume 39, issue 3, pages 386-408, March.
• PHIRI Andrew & NYONI Bothwell, 2016, "Re-Visting The Electricity-Growth Nexus In South Africa," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 11, issue 1, pages 97-111, April.
• Ariel Bernardo Ibañez Choque & Marco Israel Gavincha Lima & Miriam Pacífica Llapaco Ávila, 2016, "Crecimiento económico, cambio estructural y diversificación: el caso de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 24, issue 1, pages 49-114, June.
• Oscar Díaz Quevedo & Tatiana Rocabado Palomeque, 2016, "En búsqueda de una relación de largo plazo entre crecimiento económico y desarrollo del sistema financiero," Revista de Análisis del BCB, Banco Central de Bolivia, volume 25, issue 2, pages 191-219, July.
• André K. Anundsen, 2016, "Detecting imbalances in house prices: What goes up must come down?," Working Paper, Norges Bank, number 2016/11, Aug.
• Ivan Petrella & Davide Delle Monache, 2016, "Adaptive models and heavy tails," Bank of England Staff Working Paper series, Bank of England, number 577, Jan.
• Richard D F Harris & Evarist Stoja & Linzhi Tan, 2016, "The dynamic Black-Litterman approach to asset allocation," Bank of England Staff Working Paper series, Bank of England, number 596, Apr.
• Beum-Jo Park, 2016, "Investors' Herd Behavior and its Relation with Volatility in the Korean Stock Market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 22, issue 3, pages 70-93, September.
• F. Lilla, 2016, "High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1084, Nov.
• Syed Aun R. Rizvi & Shaista Arshad, 2016, "How does crisis affect efficiency? An empirical study of East Asian markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 1, pages 1-8, March.
• Alaa Alaabed & Mansur Masih, 2016, "Finance-growth nexus: Insights from an application of threshold regression model to Malaysia's dual financial system," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 2, pages 63-71, June.
• Ahmad Monir Abdullah & Buerhan Saiti & Mansur Masih, 2016, "The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 219-232, December.
• Sollis Robert, 2016, "Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null," Journal of Time Series Econometrics, De Gruyter, volume 8, issue 1, pages 1-19, January, DOI: 10.1515/jtse-2013-0004.
• Nguimkeu Pierre, 2016, "An Improved Selection Test between Autoregressive and Moving Average Disturbances in Regression Models," Journal of Time Series Econometrics, De Gruyter, volume 8, issue 1, pages 41-54, January, DOI: 10.1515/jtse-2014-0036.
• Nonejad Nima, 2016, "Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox," Journal of Time Series Econometrics, De Gruyter, volume 8, issue 1, pages 55-90, January, DOI: 10.1515/jtse-2013-0024.
• Cuestas Juan Carlos & Gil-Alana Luis Alberiko, 2016, "Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 1, pages 57-74, February, DOI: 10.1515/snde-2014-0005.
• Yamada Hiroshi & Yoon Gawon, 2016, "Selecting the tuning parameter of the ℓ1 trend filter," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 1, pages 97-105, February, DOI: 10.1515/snde-2014-0089.
• Kuriyama Nina, 2016, "Testing cointegration in quantile regressions with an application to the term structure of interest rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 2, pages 107-121, April, DOI: 10.1515/snde-2013-0107.
• Eo Yunjong, 2016, "Structural changes in inflation dynamics: multiple breaks at different dates for different parameters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 3, pages 211-231, June, DOI: 10.1515/snde-2015-0041.
• Rinke Saskia & Sibbertsen Philipp, 2016, "Information criteria for nonlinear time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 3, pages 325-341, June, DOI: 10.1515/snde-2015-0026.
• Baillie Richard T. & Kapetanios George, 2016, "On the estimation of short memory components in long memory time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 365-375, September, DOI: 10.1515/snde-2015-0120.
• Ravazzolo Francesco & Rothman Philip, 2016, "Oil-price density forecasts of US GDP," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 441-453, September, DOI: 10.1515/snde-2015-0116.
• Jensen Mark J., 2016, "Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 455-475, September, DOI: 10.1515/snde-2014-0116.
• Fossati Sebastian, 2016, "Dating US business cycles with macro factors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 5, pages 529-547, December, DOI: 10.1515/snde-2015-0037.
• Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016, "Option-Implied Equity Premium Predictions via Entropic TiltinG," Working Papers, Brandeis University, Department of Economics and International Business School, number 99, Jan.
• Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016, "Option-Implied Equity Premium Predictions via Entropic TiltinG," Working Papers, Brandeis University, Department of Economics and International Business School, number 99R, Jan, revised Aug 2016.
• Kleiber, Christian, 2016, "Structural Change in (Economic) Time Series," Working papers, Faculty of Business and Economics - University of Basel, number 2016/06.
• Ito, R., 2016, "Spline-DCS for Forecasting Trade Volume in High-Frequency Finance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1606, Jan.
• Ryoko Ito, 2016, "Asymptotic Theory for Beta-t-GARCH," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1607, Jan.
• Peter Malec, 2016, "A Semiparametric Intraday GARCH Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1633, May.
• Umit Bulut, 2016, "How Far Ahead Does the Central Bank of the Republic of Turkey Look?," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 5, issue 1, pages 99-111.
• Magdalena Petrovska & Aneta Krstevska & Nikola Naumovski, 2016, "Forecasting Macedonian Business Cycle Turning Points Using Qual Var Model," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 5, issue 3, pages 61-78.
• W. Robert Reed, 2016, "Univariate Unit Root Tests Perform Poorly When Data Are Cointegrated," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/01, Jan.
• W. Robert Reed & Min Zhu, 2016, "On Estimating Long-Run Effects In Models with Lagged Dependent Variables," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/16, Jul.
• W. Robert Reed & Aaron Smith, 2016, "A Time Series Paradox: Unit Root Tests Perform Poorly When Data Are Cointegrated," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/19, Sep.
• Audrey Laporte & Adrian Rohit Dass & Brian Ferguson, 2016, "On a Possible Problem in the Estimation of Saddle-point Dynamic Economic Models," Working Papers, Canadian Centre for Health Economics, number 160004, Apr.
• Kim, Min Seong & Sun, Yixiao & Yang, Jingjing, 2016, "A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2240n3n5, Jan.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2016, "Testing unemployment theories: A multivariate long memory approach," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 95-112, May.
• Julian P. Veley & Brian C. Payne & Jiri Tresl & Wilfredo Toledo, 2016, "Implied Volatility Around the World : Geographical Markets and Asset Classes," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp562, Apr.
• Andrea Albanese & Bart Cockx & Yannick Thuy, 2016, "Working Time Reductions at the End of the Career. Do they Prolong the Time Spent in Employment?," CESifo Working Paper Series, CESifo, number 5695.
• Suphi Sen & Bertrand Melenberg & Herman R. J. Vollebergh, 2016, "Identification and Estimation of the Environmental Kuznets Curve: Pairwise Differencing to Deal with Nonlinearity and Nonstationarity," CESifo Working Paper Series, CESifo, number 5837.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016, "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," CESifo Working Paper Series, CESifo, number 5995.
• Eva Deuchert & Martin Huber & Mark Schelker, 2016, "Direct and Indirect Effects Based on Difference-in-Differences with an Application to Political Preferences Following the Vietnam Draft Lottery," CESifo Working Paper Series, CESifo, number 6000.
• Markus Reischmann, 2016, "Empirical Studies on Public Debt and Fiscal Transfers," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 63, April.
• Gabriel Felbermayr & Erdal Yalcin & Inga Heiland, 2013, "Federal Export Credit Guarantees of the Federal Republic of Germany (Hermes Credit Guarantees)," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 63, February.
• Vera Sommer & Klaus Wohlrabe, 2016, "Historische ifo-Konjunkturzeitreihen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 69, issue 14, pages 36-37, July.
• Carlos Medel, 2016, "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile, Central Bank of Chile, number 785, May.
• Carlos Medel, 2016, "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile, Central Bank of Chile, number 791, Oct.
• Oscar Claveria & Enric Monte & Salvador Torra, 2016, "A self-organizing map analysis of survey-based agents? expectations before impending shocks for model selection: The case of the 2008 financial crisis," International Economics, CEPII research center, issue 146, pages 40-58.
• Dalibor Stevanovic & Rachidi Kotchoni, 2016, "Prévision de l’activité économique au Québec," CIRANO Project Reports, CIRANO, number 2016rp-08, Jun.
• Ulrich Hounyo & Silvia Gonçalves & Nour Meddahi, 2016, "Bootstrapping pre-averaged realized volatility under market microstructure noise," CIRANO Working Papers, CIRANO, number 2016s-25, May.
• Jean-Marie Dufour & Richard Luger, 2016, "Identification-robust moment-based tests for Markov-switching in autoregressive models," CIRANO Working Papers, CIRANO, number 2016s-63, Dec.
• Elke Jahn & Enzo Weber, 2016, "The effect of temporary help jobs on employment volatility," Canadian Journal of Economics, Canadian Economics Association, volume 49, issue 1, pages 412-427, February, DOI: 10.1111/caje.12202.
• Libo Xu & Apostolos Serletis, , "Monetary and Fiscal Policy Switching with Time-Varying Volatilities," Working Papers, Department of Economics, University of Calgary, number 2016-34, revised 13 Jun 2016.
• Daniel Parra-Amado & Davinson Stev Abril-Salcedo & Luis Fernando Melo-Velandia, 2016, "Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 34, issue 80, pages 146-158, DOI: 10.1016/j.espe.2016.03.003.
• Mónica Eliana FLÓREZ BUSTAMANTE & Jurany Beccie RAM�REZ GALLEGO, 2016, "Estimación de elasticidades de sustitución Armington: una aplicación para la industria en Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 14805, Jun.
• Davinson Abril Salcedo & Luis Fernando Melo Velandia & Daniel Parra Amado, 2016, "Impacto de la semana santa sobre los índices de produccion sectoriales de la industria colombiana," Revista de Economía del Rosario, Universidad del Rosario, volume 19, issue 1, pages 57-84.
• Jhon James Mora & Andres Cendales & Caicedo Carolina, 2016, "Diplomas y desajuste educativo en Cali a partir de avisos clasificados," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 86, pages 179-198.
• Juan David Rojas & Sebasti�n Higuera, 2016, "Transmisión de choques en los flujos de capitales al crecimiento económico colombiano," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 14636, Jun.
• Miller Ariza, 2016, "Pronóstico del volumen de negociación del mercado secundario de renta fija en Colombia: a través de la modelación no lineal star," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-46.
• Andrés David Pinchao Rosero & Jorge Mario Uribe Gil, 2016, "Crecimiento económico colombiano y quiebres estructurales endógenos," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 15537, Dec.
• Julián Fernández Mejía & Jorge Mario Uribe, 2016, "Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 1, pages 83-103.
• Antonio Ruiz Porras & Fidel Gustavo Cruz Ruiz, 2016, "Las hipótesis de Fisher en Latinoamérica: un análisis de cointegración," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 2, pages 301-326.
• Julio César Alonso Cifuentes & Daniela Estrada Nates, 2016, "El precio mundial del café y su efecto en el precio minorista para las cinco principales ciudades de Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 2, pages 379-399.
• Julio César Alonso Cifuentes & Daniela Estrada Nates, 2016, "El precio mundial del café y su efecto en el precio minorista para las cinco principales ciudades de Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 2, pages 379-399.
• BREITUNG, Jörg & HAFNER, Christian, 2016, "A Simple Model for Now-Casting Volatility Series," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016004, Oct.
• DE KLERK, Etienne & GLINEUR, François & TAYLOR, Adrien B., 2016, "On the Worst-case Complexity of the Gradient Method with Exact Line Search for Smooth Strongly Convex Functions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016027, Jun.
• AUGUSTYNIAK, Maciej & BAUWENS, Luc & DUFAYS, Arnaud, 2016, "A New Approach to Volatility Modeling : The High-Dimensional Markov Model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016042, Dec.
• DESCHAMPS, Philippe J., 2016, "Bayesian Semiparametric Forecasts of Real Interest Rate Data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016050, Nov.
• Christian M. HAFNER & Arie PREMINGER, 2016, "The Effect of Additive Outliers on Fractional Unit Root Tests," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2762, Jan.
• Jörg BREITUNG & Christian M. HAFNER, 2016, "A simple model for now-casting volatility series," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2865, Jan.
• Petrella, Ivan & Sola, Martin & Hevia, Constantino, 2016, "Risk Premia and Seasonality in Commodity Futures," CEPR Discussion Papers, Centre for Economic Policy Research, number 11169, Mar.
• Andreou, Elena, 2016, "On the use of high frequency measures of volatility in MIDAS regressions," CEPR Discussion Papers, Centre for Economic Policy Research, number 11307, Jun.
• Timmermann, Allan & Pettenuzzo, Davide, 2016, "Forecasting Macroeconomic Variables under Model Instability," CEPR Discussion Papers, Centre for Economic Policy Research, number 11355, Jun.
• Rossi, Barbara & Carrasco, Marine, 2016, "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 11388, Jul.
• Rossi, Barbara & Sekhposyan, Tatevik, 2016, "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," CEPR Discussion Papers, Centre for Economic Policy Research, number 11391, Jul.
• Rossi, Barbara & Sekhposyan, Tatevik & Soupré, Mattheiu, 2016, "Understanding the Sources of Macroeconomic Uncertainty," CEPR Discussion Papers, Centre for Economic Policy Research, number 11415, Jul.
• Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016, "Vulnerable Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 11583, Oct.
• Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016, "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers, Centre for Economic Policy Research, number 11599, Nov.
• Claudio Morana, 2016, "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 155, Jan.
• Escribano, Álvaro & Sucarrat, Genaro, 2016, "Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 23436, Jul.
• Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez, 2016, "La modelización de la demanda de turismo de economías emergentes: el caso de la llegada de turistas rusos a España," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 110, pages 112-125, Mayo.
• Linton, Oliver & Wang, Qiying, 2016, "Nonparametric Transformation Regression With Nonstationary Data," Econometric Theory, Cambridge University Press, volume 32, issue 1, pages 1-29, February.
• Johansen, Søren & Nielsen, Morten Ørregaard, 2016, "The Role Of Initial Values In Conditional Sum-Of-Squares Estimation Of Nonstationary Fractional Time Series Models," Econometric Theory, Cambridge University Press, volume 32, issue 5, pages 1095-1139, October.
• Liang, Hanying & Phillips, Peter C.B. & Wang, Hanchao & Wang, Qiying, 2016, "Weak Convergence To Stochastic Integrals For Econometric Applications," Econometric Theory, Cambridge University Press, volume 32, issue 6, pages 1349-1375, December.
• Qian, Junhui & Su, Liangjun, 2016, "Shrinkage Estimation Of Regression Models With Multiple Structural Changes," Econometric Theory, Cambridge University Press, volume 32, issue 6, pages 1376-1433, December.
• Wang, Zihe & Li, Johnny Siu-Hang, 2016, "A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds," Finance Research Letters, Elsevier, volume 16, issue C, pages 103-111, DOI: 10.1016/j.frl.2015.10.004.
• Song, Wonho & Ryu, Doojin & Webb, Robert I., 2016, "Overseas market shocks and VKOSPI dynamics: A Markov-switching approach," Finance Research Letters, Elsevier, volume 16, issue C, pages 275-282, DOI: 10.1016/j.frl.2015.12.007.
• Apergis, Emmanuel & Apergis, Nicholas, 2016, "The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry," Finance Research Letters, Elsevier, volume 17, issue C, pages 186-192, DOI: 10.1016/j.frl.2016.03.002.
• Rivieccio, Giorgia & De Luca, Giovanni, 2016, "Copula function approaches for the analysis of serial and cross dependence in stock returns," Finance Research Letters, Elsevier, volume 17, issue C, pages 55-61, DOI: 10.1016/j.frl.2016.01.006.
• Noda, Akihiko, 2016, "A test of the adaptive market hypothesis using a time-varying AR model in Japan," Finance Research Letters, Elsevier, volume 17, issue C, pages 66-71, DOI: 10.1016/j.frl.2016.01.004.
• Pönkä, Harri, 2016, "Real oil prices and the international sign predictability of stock returns," Finance Research Letters, Elsevier, volume 17, issue C, pages 79-87, DOI: 10.1016/j.frl.2016.01.011.
• Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016, "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, volume 18, issue C, pages 291-296, DOI: 10.1016/j.frl.2016.01.012.
• Caglayan, Mustafa & Xu, Bing, 2016, "Inflation volatility effects on the allocation of bank loans," Journal of Financial Stability, Elsevier, volume 24, issue C, pages 27-39, DOI: 10.1016/j.jfs.2016.04.008.
• Kinnucan, Henry W., 2016, "Timber price dynamics after a natural disaster: Hurricane Hugo revisited," Journal of Forest Economics, Elsevier, volume 25, issue C, pages 115-129, DOI: 10.1016/j.jfe.2016.09.002.
• Claveria, Oscar & Monte, Enric & Torra, Salvador, 2016, "A self-organizing map analysis of survey-based agents׳ expectations before impending shocks for model selection: The case of the 2008 financial crisis," International Economics, Elsevier, volume 146, issue C, pages 40-58, DOI: 10.1016/j.inteco.2015.11.003.
• Engsted, Tom & Hviid, Simon J. & Pedersen, Thomas Q., 2016, "Explosive bubbles in house prices? Evidence from the OECD countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 40, issue C, pages 14-25, DOI: 10.1016/j.intfin.2015.07.006.
• Karabiyik, Hande & Westerlund, Joakim & Narayan, Paresh, 2016, "On the estimation and testing of predictive panel regressions," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 45, issue C, pages 115-125, DOI: 10.1016/j.intfin.2016.07.003.
• Marczak, Martyna & Proietti, Tommaso, 2016, "Outlier detection in structural time series models: The indicator saturation approach," International Journal of Forecasting, Elsevier, volume 32, issue 1, pages 180-202, DOI: 10.1016/j.ijforecast.2015.04.005.
• Maciejowska, Katarzyna & Nowotarski, Jakub, 2016, "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 1051-1056, DOI: 10.1016/j.ijforecast.2015.11.008.
• Wang, Pu & Liu, Bidong & Hong, Tao, 2016, "Electric load forecasting with recency effect: A big data approach," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 585-597, DOI: 10.1016/j.ijforecast.2015.09.006.
• 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.