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

• De Vita, Glauco & Trachanas, Emmanouil, 2016, "‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ — A failed replication (negative Type 1 and Type 2)," Energy Economics, Elsevier, volume 56, issue C, pages 150-160, DOI: 10.1016/j.eneco.2016.03.014.
• Pan, Zhiyuan & Wang, Yudong & Liu, Li, 2016, "The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach," Energy Economics, Elsevier, volume 56, issue C, pages 453-463, DOI: 10.1016/j.eneco.2016.04.008.
• Badeeb, Ramez Abubakr & Lean, Hooi Hooi & Smyth, Russell, 2016, "Oil curse and finance–growth nexus in Malaysia: The role of investment," Energy Economics, Elsevier, volume 57, issue C, pages 154-165, DOI: 10.1016/j.eneco.2016.04.020.
• Fallahi, Firouz & Karimi, Mohammad & Voia, Marcel-Cristian, 2016, "Persistence in world energy consumption: Evidence from subsampling confidence intervals," Energy Economics, Elsevier, volume 57, issue C, pages 175-183, DOI: 10.1016/j.eneco.2016.04.021.
• Nowotarski, Jakub & Weron, Rafał, 2016, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," Energy Economics, Elsevier, volume 57, issue C, pages 228-235, DOI: 10.1016/j.eneco.2016.05.009.
• Guo, Jin & Zheng, Xinye & Chen, Zhan-Ming, 2016, "How does coal price drive up inflation? Reexamining the relationship between coal price and general price level in China," Energy Economics, Elsevier, volume 57, issue C, pages 265-276, DOI: 10.1016/j.eneco.2016.06.001.
• Klein, Tony & Walther, Thomas, 2016, "Oil price volatility forecast with mixture memory GARCH," Energy Economics, Elsevier, volume 58, issue C, pages 46-58, DOI: 10.1016/j.eneco.2016.06.004.
• Atalla, Tarek N. & Hunt, Lester C., 2016, "Modelling residential electricity demand in the GCC countries," Energy Economics, Elsevier, volume 59, issue C, pages 149-158, DOI: 10.1016/j.eneco.2016.07.027.
• Aghababa, Hajar & Barnett, William A., 2016, "Dynamic structure of the spot price of crude oil: does time aggregation matter?," Energy Economics, Elsevier, volume 59, issue C, pages 227-237, DOI: 10.1016/j.eneco.2016.07.023.
• Jaeck, Edouard & Lautier, Delphine, 2016, "Volatility in electricity derivative markets: The Samuelson effect revisited," Energy Economics, Elsevier, volume 59, issue C, pages 300-313, DOI: 10.1016/j.eneco.2016.08.009.
• Ding, Haoyuan & Kim, Hyung-Gun & Park, Sung Y., 2016, "Crude oil and stock markets: Causal relationships in tails?," Energy Economics, Elsevier, volume 59, issue C, pages 58-69, DOI: 10.1016/j.eneco.2016.07.013.
• Huang, Shupei & An, Haizhong & Gao, Xiangyun & Hao, Xiaoqing, 2016, "Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales," Energy Economics, Elsevier, volume 59, issue C, pages 70-80, DOI: 10.1016/j.eneco.2016.07.025.
• Zaklan, Aleksandar & Abrell, Jan & Neumann, Anne, 2016, "Stationarity changes in long-run energy commodity prices," Energy Economics, Elsevier, volume 59, issue C, pages 96-103, DOI: 10.1016/j.eneco.2016.07.022.
• Nusair, Salah A., 2016, "The effects of oil price shocks on the economies of the Gulf Co-operation Council countries: Nonlinear analysis," Energy Policy, Elsevier, volume 91, issue C, pages 256-267, DOI: 10.1016/j.enpol.2016.01.013.
• da Silva, Patricia Pereira & Moreno, Blanca & Figueiredo, Nuno Carvalho, 2016, "Firm-specific impacts of CO2 prices on the stock market value of the Spanish power industry," Energy Policy, Elsevier, volume 94, issue C, pages 492-501, DOI: 10.1016/j.enpol.2016.01.005.
• Coudert, Virginie & Mignon, Valérie, 2016, "Reassessing the empirical relationship between the oil price and the dollar," Energy Policy, Elsevier, volume 95, issue C, pages 147-157, DOI: 10.1016/j.enpol.2016.05.002.
• Fantazzini, Dean, 2016, "The oil price crash in 2014/15: Was there a (negative) financial bubble?," Energy Policy, Elsevier, volume 96, issue C, pages 383-396, DOI: 10.1016/j.enpol.2016.06.020.
• Brown, Stephen P.A. & McDonough, Ian K., 2016, "Using the Environmental Kuznets Curve to evaluate energy policy: Some practical considerations," Energy Policy, Elsevier, volume 98, issue C, pages 453-458, DOI: 10.1016/j.enpol.2016.09.020.
• Auer, Benjamin R., 2016, "How does Germany's green energy policy affect electricity market volatility? An application of conditional autoregressive range models," Energy Policy, Elsevier, volume 98, issue C, pages 621-628, DOI: 10.1016/j.enpol.2016.08.037.
• Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016, "Time series analysis of persistence in crude oil price volatility across bull and bear regimes," Energy, Elsevier, volume 109, issue C, pages 29-37, DOI: 10.1016/j.energy.2016.04.082.
• Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi, 2016, "Global oil market and the U.S. stock returns," Energy, Elsevier, volume 114, issue C, pages 1277-1287, DOI: 10.1016/j.energy.2016.08.078.
• Bilgili, Faik & Koçak, Emrah & Bulut, Ümit & Sualp, M. Nedim, 2016, "How did the US economy react to shale gas production revolution? An advanced time series approach," Energy, Elsevier, volume 116, issue P1, pages 963-977, DOI: 10.1016/j.energy.2016.10.056.
• Nowotarski, Jakub & Liu, Bidong & Weron, Rafał & Hong, Tao, 2016, "Improving short term load forecast accuracy via combining sister forecasts," Energy, Elsevier, volume 98, issue C, pages 40-49, DOI: 10.1016/j.energy.2015.12.142.
• Li, Haiqi & Kim, Myeong Jun & Park, Sung Y., 2016, "Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 217-225, DOI: 10.1016/j.irfa.2016.01.022.
• Caglayan, Mustafa & Xu, Bing, 2016, "Sentiment volatility and bank lending behavior," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 107-120, DOI: 10.1016/j.irfa.2016.03.009.
• Ftiti, Zied & Guesmi, Khaled & Abid, Ilyes, 2016, "Oil price and stock market co-movement: What can we learn from time-scale approaches?," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 266-280, DOI: 10.1016/j.irfa.2015.08.011.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2016, "Risk-return trade-off for European stock markets," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 84-103, DOI: 10.1016/j.irfa.2016.03.018.
• 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.
• 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, "Revisitando a dinâmica trimestral do investimento no Brasil: 1996-2012," Brazilian Journal of Political Economy, FGV EAESP, volume 36, issue 1, pages 190-213, March, DOI: 10.1590/0101-31572016v36n01a11.
• 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 83, 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.
• Sonja Kokotović, 2016, "PMI (Public Media Institution Radio Television of Vojvodina the New Media Organization," European Journal of Interdisciplinary Studies Articles, Revistia Research and Publishing, volume 2, EJIS Sept, DOI: 10.26417/ejis.v6i1.p14-24.
• Muhammed Ali Isik, 2016, "The Socio-Psychological Impact of Divorce on School Children through Analysis of Interviews Implemented to Students and School Psychologists in Tirana\Albania," European Journal of Interdisciplinary Studies Articles, Revistia Research and Publishing, volume 2, EJIS Sept, DOI: 10.26417/ejis.v2i4.p137-144.
• Noor Farihah Mohd Noor, 2017, "Sustainability Symbol of Justice," European Journal of Interdisciplinary Studies Articles, Revistia Research and Publishing, volume 3, DOI: 10.26417/ejis.v3i1.82-87.
• 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, May - Aug, DOI: 10.26417/ejis.v2i3.p63-72.
• Orges Zani, 2016, "The Instability of Mjaft Movement and of G99 Party, Leaded by Mr. Veliaj," European Journal of Interdisciplinary Studies Articles, Revistia Research and Publishing, volume 2, EJIS Sept, DOI: 10.26417/ejis.v6i1.p71-76.
• Bartosz Kazmierczak, 2016, "Communication and Social Problems in the Context of Downtown Area Renewal. Case Study of Poznan in Poland," European Journal of Interdisciplinary Studies Articles, Revistia Research and Publishing, volume 2, EJIS Sept, DOI: 10.26417/ejis.v6i1.p104-107.
• 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.
• Joshin Murai, 2016, "A model of transaction signs with order splitting and public information," Evolutionary and Institutional Economics Review, Springer, volume 13, issue 2, pages 469-480, December, DOI: 10.1007/s40844-016-0050-5.
• Efrem Castelnuovo, 2016, "Monetary policy shocks and Cholesky VARs: an assessment for the Euro area," Empirical Economics, Springer, volume 50, issue 2, pages 383-414, March, DOI: 10.1007/s00181-015-0930-2.
• Svetlana Fedoseeva & Laura M. Werner, 2016, "How linear is pricing-to-market? Empirical assessment of hysteresis and asymmetry of PTM," Empirical Economics, Springer, volume 50, issue 3, pages 1065-1090, May, DOI: 10.1007/s00181-015-0957-4.
• Yudong Wang & Li Liu, 2016, "Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging," Empirical Economics, Springer, volume 50, issue 4, pages 1481-1509, June, DOI: 10.1007/s00181-015-0983-2.
• Zouheir Mighri & Faysal Mansouri, 2016, "Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach," Empirical Economics, Springer, volume 51, issue 3, pages 1115-1149, November, DOI: 10.1007/s00181-015-1029-5.
• Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2016, "Real estate returns predictability revisited: novel evidence from the US REITs market," Empirical Economics, Springer, volume 51, issue 3, pages 1165-1190, November, DOI: 10.1007/s00181-015-1037-5.
• Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2016, "Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market," Empirical Economics, Springer, volume 51, issue 3, pages 1191-1191, November, DOI: 10.1007/s00181-016-1066-8.
• Hiroshi Yamada & Gawon Yoon, 2016, "Measuring the US NAIRU as a step function," Empirical Economics, Springer, volume 51, issue 4, pages 1679-1688, December, DOI: 10.1007/s00181-015-1048-2.
• Ali Babikir & Henry Mwambi, 2016, "Evaluating the combined forecasts of the dynamic factor model and the artificial neural network model using linear and nonlinear combining methods," Empirical Economics, Springer, volume 51, issue 4, pages 1541-1556, December, DOI: 10.1007/s00181-015-1049-1.
• Atle Oglend & Frank Asche, 2016, "Cyclical non-stationarity in commodity prices," Empirical Economics, Springer, volume 51, issue 4, pages 1465-1479, December, DOI: 10.1007/s00181-015-1060-6.
• Carlos P. Barros & Luis A. Gil-Alana & Zhongfei Chen, 2016, "Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market," Empirical Economics, Springer, volume 51, issue 4, pages 1399-1414, December, DOI: 10.1007/s00181-015-1063-3.
• Fatemeh Nazifi, 2016, "The pass-through rates of carbon costs on to electricity prices within the Australian National Electricity Market," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 18, issue 1, pages 41-62, January, DOI: 10.1007/s10018-015-0111-8.
• Saba Mushtaq, 2016, "Causality between bank’s major activities and economic growth: evidences from Pakistan," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 2, issue 1, pages 1-11, December, DOI: 10.1186/s40854-016-0024-y.