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

• José M. Belbute & Alfredo Marvão Pereira, 2016, "Do Global CO2 Emissions from Fossil-Fuel Consumption Exhibit Long Memory? A Fractional Integration Analysis," Working Papers, Economics Department, William & Mary, number 165, Apr.
• José M. Belbute & Alfredo Marvão Pereira, 2016, "Updated Reference Forecasts for Global CO2 Emissions from Fossil-Fuel Consumption," Working Papers, Economics Department, William & Mary, number 170, May.
• Nektarios A. Michail, 2016, "Examining the Time-Variation of Inflation Persistence in Ten Euro Area Countries," Working Papers, Central Bank of Cyprus, number 2016-6, Dec.
• Vasile GEORGESCU, 2016, "Using Nature-Inspired Metaheuristics to Train Predictive Machines," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 2, pages 5-24.
• Murad A. BEIN & Gulcay TUNA, 2016, "Comparing Spillover Effects Among Emerging Markets With A Higher (Lower) Share Of Commodity Exports: Evidence From The Two Major Crises," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 265-284.
• Ernesto LEON CASTRO & Ezequiel AVILÉS OCHOA & Anna Maria GIL LAFUENTE, 2016, "Exchange Rate Usd/Mxn Forecast Through Econometric Models, Time Series And Howma Operators," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 4, pages 135-150.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016, "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1590.
• Konstantin A. Kholodilin & Tymofiy Gerasymov, 2016, "Coping with Consequences of a Housing Crisis during Great War: A Case of Right-Bank Ukraine in 1914-1918," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1610.
• Virginie Coudert & Valérie Mignon, 2016, "Reassessing the empirical relationship between the oil price and the dollar," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-2.
• Anthony Paris, 2016, "The Effect of Biofuels on the Link between Oil and Agricultural Commodity Prices: A Smooth Transition Cointegration Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-5.
• Rosnan, Chotard & Michel, Dacorogna & Marie, Kratz, 2016, "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1618, Nov.
• Soares Esteves, Paulo & Prades, Elvira, 2016, "On domestic demand and export performance in the euro area countries: does export concentration matter?," Working Paper Series, European Central Bank, number 1909, May.
• Krylova, Elizaveta, 2016, "Leading indicator properties of corporate bond spreads, excess bond premia and lending spreads in the euro area," Working Paper Series, European Central Bank, number 1911, Jun.
• Krylova, Elizaveta, 2016, "Determinants of euro-denominated corporate bond spreads," Working Paper Series, European Central Bank, number 1912, Jun.
• Jung, Alexander, 2016, "A portfolio demand approach for broad money in the euro area," Working Paper Series, European Central Bank, number 1929, Jul.
• Mansoor Maitah & Petr Prochazka & Michal Cermak & Karel r dl, 2016, "Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 176-178.
• Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode, 2016, "Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 354-360.
• Kamran Mahmodpour & Yaser Sistani Badooei & Hadiseh Mohseni & Saman Veismoradi, 2016, "The Comparative Comparison of Exchange Rate Models," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 380-385.
• Ozge Kandemir Kocaaslan, 2016, "Regime Nonstationarity and Nonlinearity in the Turkish Output Level," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 503-507.
• Behnam Nikbin & Saman Panahi, 2016, "Estimation of Private Consumption Function of Iran: Autoregressive Distributed Lag Approach to Co-integration," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 653-659.
• Nessrine Hamzaoui & Boutheina Regaieg, 2016, "Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 694-702.
• Faik Bilgili, 2016, "City Price Convergence in Turkey with Structural Breaks," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 933-941.
• Shrutikeerti Kaushal & Amlan Ghosh, 2016, "Financial Institutions and Economic Growth: An Empirical Analysis of Indian Economy in the Post Liberalized Era," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 1003-1013.
• O uzhan Yilmaz, 2016, "Analysis of the Relationships between Financial Development and Economic Growth through Romer's Expanding Variety of Products Model: The Case of Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 1155-1164.
• Muhammad Azam & Muhammad Haseeb & Aznita Binti Samsi & Jimoh Olajide Raji, 2016, "Stock Market Development and Economic Growth: Evidences from Asia-4 Countries," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 1200-1208.
• Faik Bilgili & Hayriye Hilal Ba l ta, 2016, "Testing the Permanent Income and Random Walk Hypotheses for Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1371-1378.
• Ali Bouchrika & Wajdi Bardi, 2016, "The Management of Drinking Water and Long-term Perspective: Tunisia Case," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1591-1598.
• Ivani Bora & Naliniprava Tripathy, 2016, "Random or Deterministic? Evidence from Indian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1716-1721.
• Buerhan Saiti & Mansur Masih, 2016, "The Co-movement of Selective Conventional and Islamic Stock Indices: Is there any Impact on Shariah Compliant Equity Investment in China?," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1895-1905.
• Evan Lau & Alvina Syn-Yee Lee, 2016, "Determinants of External Debt in Thailand and the Philippines," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1973-1980.
• Faisal Faisal & Peshraw Majid Muhamad & Turgut Tursoy, 2016, "Impact of Economic Growth, Foreign Direct Investment and Financial Development on Stock Prices in China: Empirical Evidence from Time Series Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1998-2006.
• Philip O. Alege & Oluwasogo S. Adediran & Adeyemi A. Ogundipe, 2016, "Pollutant Emissions, Energy Consumption and Economic Growth in Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 2, pages 202-207.
• Moayad Al Rasasi & Mustafa Yilmaz, 2016, "The Effects of Oil Shocks on Turkish Macroeconomic Aggregates," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 3, pages 471-476.
• Farzana Sharmin & Mohammed Robayet Khan & Mohammed Robayet Khan, 2016, "A Causal Relationship between Energy Consumption, Energy Prices and Economic Growth in Africa," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 3, pages 477-494.
• Hlalefang Khobai & Sanderson Abel & Pierre Le Roux, 2016, "An Investigation into the Electricity Supply and Economic Growth Nexus for South Africa," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 4, pages 701-705.
• Ayben KOY & Güldenur ÇETÝN, 2016, "Metal Vadeli Ýþlem Piyasalarý ve Doðrusal Olmayan Dinamikleri," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 4, issue 4, pages 165-176.
• Castelar, Pablo Urano De Carvalho & Irffi, Guilherme & Tabosa, Francisco José Silva, 2016, "Brasil, 1981-2013: efectos del crecimiento económico y de la desigualdad de los ingresos en la pobreza," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Castelar, Pablo Urano De Carvalho & Irffi, Guilherme & Tabosa, Francisco José Silva, 2016, "Brazil, 1981-2013: the effects of economic growth and income inequality on poverty," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Shen, Zhiwei & Ritter, Matthias, 2016, "Forecasting volatility of wind power production," Applied Energy, Elsevier, volume 176, issue C, pages 295-308, DOI: 10.1016/j.apenergy.2016.05.071.
• Dibooglu, Sel & Cevik, Emrah. I., 2016, "The effect of North Korean threats on financial markets in South Korea and Japan," Journal of Asian Economics, Elsevier, volume 43, issue C, pages 18-26, DOI: 10.1016/j.asieco.2016.03.002.
• Long, Zhiming & Herrera, Rémy, 2016, "Building original series of physical capital stocks for China's economy methodological problems, proposals for solutions and a new database," China Economic Review, Elsevier, volume 40, issue C, pages 33-53, DOI: 10.1016/j.chieco.2016.05.002.
• Groen, Jan J.J. & Kapetanios, George, 2016, "Revisiting useful approaches to data-rich macroeconomic forecasting," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 221-239, DOI: 10.1016/j.csda.2015.11.014.
• Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2016, "Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 582-594, DOI: 10.1016/j.csda.2015.12.005.
• Clements, Michael P., 2016, "Real-time factor model forecasting and the effects of instability," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 661-675, DOI: 10.1016/j.csda.2015.01.011.
• de Truchis, Gilles & Keddad, Benjamin, 2016, "On the risk comovements between the crude oil market and U.S. dollar exchange rates," Economic Modelling, Elsevier, volume 52, issue PA, pages 206-215, DOI: 10.1016/j.econmod.2014.11.014.
• García-Hiernaux, Alfredo & Guerrero, David E. & McAleer, Michael, 2016, "Market integration dynamics and asymptotic price convergence in distribution," Economic Modelling, Elsevier, volume 52, issue PB, pages 913-925, DOI: 10.1016/j.econmod.2015.10.029.
• Kiani, Khurshid M., 2016, "On business cycle fluctuations in USA macroeconomic time series," Economic Modelling, Elsevier, volume 53, issue C, pages 179-186, DOI: 10.1016/j.econmod.2015.11.022.
• Chen, Shyh-Wei & Hsu, Chi-Sheng, 2016, "Threshold, smooth transition and mean reversion in inflation: New evidence from European countries," Economic Modelling, Elsevier, volume 53, issue C, pages 23-36, DOI: 10.1016/j.econmod.2015.11.006.
• Chen, Guojin & Hong, Zhiwu & Ren, Yu, 2016, "Durable consumption and asset returns: Cointegration analysis," Economic Modelling, Elsevier, volume 53, issue C, pages 231-244, DOI: 10.1016/j.econmod.2015.12.008.
• Shi, Wendong & Sun, Jingwei, 2016, "Aggregation and long-memory: An analysis based on the discrete Fourier transform," Economic Modelling, Elsevier, volume 53, issue C, pages 470-476, DOI: 10.1016/j.econmod.2015.10.045.
• El Ouadghiri, Imane & Uctum, Remzi, 2016, "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Economic Modelling, Elsevier, volume 54, issue C, pages 218-234, DOI: 10.1016/j.econmod.2015.12.025.
• Hasanov, Fakhri J. & Bulut, Cihan & Suleymanov, Elchin, 2016, "Do population age groups matter in the energy use of the oil-exporting countries?," Economic Modelling, Elsevier, volume 54, issue C, pages 82-99, DOI: 10.1016/j.econmod.2015.12.018.
• Zerihun, Mulatu F. & Breitenbach, Marthinus C., 2016, "Nonlinear approaches in testing PPP: Evidence from Southern African development community," Economic Modelling, Elsevier, volume 56, issue C, pages 162-167, DOI: 10.1016/j.econmod.2016.04.002.
• Guo, Yanfeng & Wen, Xiaoqian & Wu, Yanrui & Guo, Xiumei, 2016, "How is China's coke price related with the world oil price? The role of extreme movements," Economic Modelling, Elsevier, volume 58, issue C, pages 22-33, DOI: 10.1016/j.econmod.2016.05.018.
• Nyberg, Henri & Pönkä, Harri, 2016, "International sign predictability of stock returns: The role of the United States," Economic Modelling, Elsevier, volume 58, issue C, pages 323-338, DOI: 10.1016/j.econmod.2016.06.013.
• Cross, Jamie & Poon, Aubrey, 2016, "Forecasting structural change and fat-tailed events in Australian macroeconomic variables," Economic Modelling, Elsevier, volume 58, issue C, pages 34-51, DOI: 10.1016/j.econmod.2016.04.021.
• Eraslan, Sercan, 2016, "Safe-haven demand for housing in London," Economic Modelling, Elsevier, volume 58, issue C, pages 482-493, DOI: 10.1016/j.econmod.2015.12.022.
• Pouliot, William, 2016, "Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry," Economic Modelling, Elsevier, volume 58, issue C, pages 523-534, DOI: 10.1016/j.econmod.2016.03.011.
• Araichi, Sawssen & Peretti, Christian de & Belkacem, Lotfi, 2016, "Solvency capital requirement for a temporal dependent losses in insurance," Economic Modelling, Elsevier, volume 58, issue C, pages 588-598, DOI: 10.1016/j.econmod.2016.03.007.
• Pal, Debdatta & Mitra, Subrata K., 2016, "Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model," Economic Modelling, Elsevier, volume 59, issue C, pages 314-328, DOI: 10.1016/j.econmod.2016.08.003.
• Medeiros, Marcelo C. & Vasconcelos, Gabriel F.R., 2016, "Forecasting macroeconomic variables in data-rich environments," Economics Letters, Elsevier, volume 138, issue C, pages 50-52, DOI: 10.1016/j.econlet.2015.11.017.
• Deng, Kaihua, 2016, "A refined asymptotic framework for dividend yield in predictive regressions," Economics Letters, Elsevier, volume 138, issue C, pages 60-63, DOI: 10.1016/j.econlet.2015.11.022.
• Silva Lopes, Artur, 2016, "A simple proposal to improve the power of income convergence tests," Economics Letters, Elsevier, volume 138, issue C, pages 92-95, DOI: 10.1016/j.econlet.2015.11.041.
• Fuleky, Peter & Ventura, Luigi, 2016, "Mean lag in general error correction models," Economics Letters, Elsevier, volume 143, issue C, pages 107-110, DOI: 10.1016/j.econlet.2016.03.028.
• Gupta, Rangan & Pierdzioch, Christian & Risse, Marian, 2016, "On international uncertainty links: BART-based empirical evidence for Canada," Economics Letters, Elsevier, volume 143, issue C, pages 24-27, DOI: 10.1016/j.econlet.2016.03.009.
• Baetje, Fabian & Friedrici, Karola, 2016, "Does cross-sectional forecast dispersion proxy for macroeconomic uncertainty? New empirical evidence," Economics Letters, Elsevier, volume 143, issue C, pages 38-43, DOI: 10.1016/j.econlet.2016.03.014.
• Demetrescu, Matei & Sibbertsen, Philipp, 2016, "Inference on the long-memory properties of time series with non-stationary volatility," Economics Letters, Elsevier, volume 144, issue C, pages 80-84, DOI: 10.1016/j.econlet.2016.04.034.
• Berriel, Tiago & Medeiros, Marcelo C. & Sena, Marcelo J., 2016, "Instrument selection for estimation of a forward-looking Phillips Curve," Economics Letters, Elsevier, volume 145, issue C, pages 123-125, DOI: 10.1016/j.econlet.2016.05.032.
• Xu, Libo & Serletis, Apostolos, 2016, "Monetary and fiscal policy switching with time-varying volatilities," Economics Letters, Elsevier, volume 145, issue C, pages 202-205, DOI: 10.1016/j.econlet.2016.06.017.
• Harvey, David I. & Leybourne, Stephen J., 2016, "Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown," Economics Letters, Elsevier, volume 145, issue C, pages 239-245, DOI: 10.1016/j.econlet.2016.06.015.
• Galati, Gabriele & Hindrayanto, Irma & Koopman, Siem Jan & Vlekke, Marente, 2016, "Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area," Economics Letters, Elsevier, volume 145, issue C, pages 83-87, DOI: 10.1016/j.econlet.2016.05.034.
• Li, Haiqi & Zheng, Chaowen & Guo, Yu, 2016, "Estimation and test for quantile nonlinear cointegrating regression," Economics Letters, Elsevier, volume 148, issue C, pages 27-32, DOI: 10.1016/j.econlet.2016.09.014.
• Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016, "Is inflation persistence different in reality?," Economics Letters, Elsevier, volume 148, issue C, pages 55-58, DOI: 10.1016/j.econlet.2016.09.003.
• Choi, Hwan-sik, 2016, "Information theory for maximum likelihood estimation of diffusion models," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 110-128, DOI: 10.1016/j.jeconom.2015.10.002.
• Medeiros, Marcelo C. & Mendes, Eduardo F., 2016, "ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 255-271, DOI: 10.1016/j.jeconom.2015.10.011.
• Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2016, "Exploiting the errors: A simple approach for improved volatility forecasting," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 1-18, DOI: 10.1016/j.jeconom.2015.10.007.
• Lee, Ji Hyung, 2016, "Predictive quantile regression with persistent covariates: IVX-QR approach," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 105-118, DOI: 10.1016/j.jeconom.2015.04.003.
• Choi, Yongok & Jacewitz, Stefan & Park, Joon Y., 2016, "A reexamination of stock return predictability," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 168-189, DOI: 10.1016/j.jeconom.2015.02.048.
• Delaigle, Aurore & Meister, Alexander & Rombouts, Jeroen, 2016, "Root-T consistent density estimation in GARCH models," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 55-63, DOI: 10.1016/j.jeconom.2015.10.009.
• Phillips, Peter C.B. & Lee, Ji Hyung, 2016, "Robust econometric inference with mixed integrated and mildly explosive regressors," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 433-450, DOI: 10.1016/j.jeconom.2016.02.009.
• Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2016, "Goodness-of-fit test for specification of semiparametric copula dependence models," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 215-233, DOI: 10.1016/j.jeconom.2016.02.017.
• Wang, Xiaohu & Yu, Jun, 2016, "Double asymptotics for explosive continuous time models," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 35-53, DOI: 10.1016/j.jeconom.2016.02.014.
• Andreou, Elena, 2016, "On the use of high frequency measures of volatility in MIDAS regressions," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 367-389, DOI: 10.1016/j.jeconom.2016.04.012.
• Li, Degui & Li, Runze, 2016, "Local composite quantile regression smoothing for Harris recurrent Markov processes," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 44-56, DOI: 10.1016/j.jeconom.2016.04.002.
• Kim, Donggyu & Wang, Yazhen, 2016, "Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 220-230, DOI: 10.1016/j.jeconom.2016.05.003.
• Mykland, Per A. & Zhang, Lan, 2016, "Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 242-262, DOI: 10.1016/j.jeconom.2016.05.005.
• Conrad, Christian & Mammen, Enno, 2016, "Asymptotics for parametric GARCH-in-Mean models," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 319-329, DOI: 10.1016/j.jeconom.2016.05.010.
• Davis, Richard A. & Hancock, Stacey A. & Yao, Yi-Ching, 2016, "On consistency of minimum description length model selection for piecewise autoregressions," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 360-368, DOI: 10.1016/j.jeconom.2016.05.013.
• Li, Chenxu & Chen, Dachuan, 2016, "Estimating jump–diffusions using closed-form likelihood expansions," Journal of Econometrics, Elsevier, volume 195, issue 1, pages 51-70, DOI: 10.1016/j.jeconom.2016.07.001.
• Wang, Chuan-Sheng & Zhao, Zhibiao, 2016, "Conditional Value-at-Risk: Semiparametric estimation and inference," Journal of Econometrics, Elsevier, volume 195, issue 1, pages 86-103, DOI: 10.1016/j.jeconom.2016.07.002.
• Fox, Jeremy T. & Kim, Kyoo il & Yang, Chenyu, 2016, "A simple nonparametric approach to estimating the distribution of random coefficients in structural models," Journal of Econometrics, Elsevier, volume 195, issue 2, pages 236-254, DOI: 10.1016/j.jeconom.2016.05.018.
• Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio, 2016, "Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates," Economic Systems, Elsevier, volume 40, issue 3, pages 387-397, DOI: 10.1016/j.ecosys.2015.11.002.
• Bahmani-Oskooee, Mohsen & Chang, Tsangyao & Lee, Kuei-Chiu, 2016, "Purchasing power parity in emerging markets: A panel stationary test with both sharp and smooth breaks," Economic Systems, Elsevier, volume 40, issue 3, pages 453-460, DOI: 10.1016/j.ecosys.2015.12.002.
• Westerlund, Joakim & Thuraisamy, Kannan, 2016, "Panel multi-predictor test procedures with an application to emerging market sovereign risk," Emerging Markets Review, Elsevier, volume 28, issue C, pages 44-60, DOI: 10.1016/j.ememar.2016.06.003.
• Ghonghadze, Jaba & Lux, Thomas, 2016, "Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2016.02.002.
• Kim, Myeong Jun & Park, Sung Y., 2016, "Optimal conditional hedge ratio: A simple shrinkage estimation approach," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 139-156, DOI: 10.1016/j.jempfin.2016.06.002.
• Maheu, John M. & Yang, Qiao, 2016, "An infinite hidden Markov model for short-term interest rates," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 202-220, DOI: 10.1016/j.jempfin.2016.06.006.
• Marvasti, Akbar & Lamberte, Antonio, 2016, "Commodity price volatility under regulatory changes and disaster," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 355-361, DOI: 10.1016/j.jempfin.2016.07.008.
• Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil, 2016, "Bubbling over! The behaviour of oil futures along the yield curve," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 516-533, DOI: 10.1016/j.jempfin.2015.08.009.
• Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert, 2016, "Tests for explosive financial bubbles in the presence of non-stationary volatility," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 548-574, DOI: 10.1016/j.jempfin.2015.09.002.
• Lee, Ji Hyung & Phillips, Peter C.B., 2016, "Asset pricing with financial bubble risk," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 590-622, DOI: 10.1016/j.jempfin.2015.11.004.
• Agosto, Arianna & Cavaliere, Giuseppe & Kristensen, Dennis & Rahbek, Anders, 2016, "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 640-663, DOI: 10.1016/j.jempfin.2016.02.007.
• Linton, Oliver & Smetanina, Ekaterina, 2016, "Testing the martingale hypothesis for gross returns," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 664-689, DOI: 10.1016/j.jempfin.2016.02.010.
• Figuerola-Ferretti, Isabel & McCrorie, J. Roderick, 2016, "The shine of precious metals around the global financial crisis," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 717-738, DOI: 10.1016/j.jempfin.2016.02.013.
• Aldrich, Eric M. & Heckenbach, Indra & Laughlin, Gregory, 2016, "A compound duration model for high-frequency asset returns," Journal of Empirical Finance, Elsevier, volume 39, issue PA, pages 105-128, DOI: 10.1016/j.jempfin.2016.10.003.
• Baillie, Richard T. & Cho, Dooyeon, 2016, "Assessing Euro crises from a time varying international CAPM approach," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 197-208, DOI: 10.1016/j.jempfin.2016.03.005.
• Ghosh, Sajal & Kanjilal, Kakali, 2016, "Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests," Energy Economics, Elsevier, volume 53, issue C, pages 111-117, DOI: 10.1016/j.eneco.2014.11.002.
• Kuper, Gerard H. & Mulder, Machiel, 2016, "Cross-border constraints, institutional changes and integration of the Dutch–German gas market," Energy Economics, Elsevier, volume 53, issue C, pages 182-192, DOI: 10.1016/j.eneco.2014.09.009.
• Shalini, Velappan & Prasanna, Krishna, 2016, "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, volume 53, issue C, pages 40-57, DOI: 10.1016/j.eneco.2015.02.011.
• Reboredo, Juan C. & Ugolini, Andrea, 2016, "Quantile dependence of oil price movements and stock returns," Energy Economics, Elsevier, volume 54, issue C, pages 33-49, DOI: 10.1016/j.eneco.2015.11.015.
• Avci-Surucu, Ezgi & Aydogan, A. Kursat & Akgul, Doganbey, 2016, "Bidding structure, market efficiency and persistence in a multi-time tariff setting," Energy Economics, Elsevier, volume 54, issue C, pages 77-87, DOI: 10.1016/j.eneco.2015.10.017.
• Barros, Carlos P. & Gil-Alana, Luis A. & Wanke, Peter, 2016, "Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks," Energy Economics, Elsevier, volume 54, issue C, pages 88-95, DOI: 10.1016/j.eneco.2015.11.002.
• Bremmer, Dale S. & Kesselring, Randall G., 2016, "The relationship between U.S. retail gasoline and crude oil prices during the Great Recession: “Rockets and feathers” or “balloons and rocks” behavior?," Energy Economics, Elsevier, volume 55, issue C, pages 200-210, DOI: 10.1016/j.eneco.2015.12.014.
• Zhu, Huiming & Guo, Yawei & You, Wanhai & Xu, Yaqin, 2016, "The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach," Energy Economics, Elsevier, volume 55, issue C, pages 30-41, DOI: 10.1016/j.eneco.2015.12.027.
• Aloui, Riadh & Gupta, Rangan & Miller, Stephen M., 2016, "Uncertainty and crude oil returns," Energy Economics, Elsevier, volume 55, issue C, pages 92-100, DOI: 10.1016/j.eneco.2016.01.012.
• Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2016, "Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data," Energy Economics, Elsevier, volume 56, issue C, pages 117-133, DOI: 10.1016/j.eneco.2016.03.008.
• 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.

2015

• Ebenezer OLUBIYI & Omolola Smaria OLARINDE, 2015, "Revisiting the Effects of Workers’ Remittances on Economic Development in Nigeria," Journal of Economic and Social Thought, EconSciences Journals, volume 2, issue 4, pages 281-299, December.
• Peter C. B. Phillips, 2015, "Pitfalls and Possibilities in Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2003, Jun.
• Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2015, "Testing Mean Stability of Heteroskedastic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2006, Jun.
• Xiaohong Chen & Zhipeng Liao, 2015, "Sieve Semiparametric Two-Step GMM under Weak Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2012, Jul.
• José M. Belbute & Alfredo Marvão Pereira, 2015, "Does Final Energy Demand in Portugal Exhibit Long Memory? A Fractional Integration Analysis," Working Papers, Economics Department, William & Mary, number 163, Aug.
• José M. Belbute & Alfredo Marvão Pereira, 2015, "An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach," Working Papers, Economics Department, William & Mary, number 164, Aug.
• Edgar Ventura Neyra & Gabriel Rodríguez, 2015, "Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 61, issue 3, pages 261-292, DOI: 10.3790/aeq.61.3.261.
• Christian Dreger & Konstantin Kholodilin, 2015, "The Ruble between the Hammer and the Anvil: The Impact of Oil Prices and Economic Sanctions," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 5, issue 44, pages 587-591.
• Corporate author, 2015, "The Price of Oil Is Having a Stronger Impact on the Ruble's Exchange Rate Than Are the Sanctions: Seven Questions to Konstantin Kholodilin," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 5, issue 44, pages 592-592.
• Christian Dreger & Konstantin Kholodilin, 2015, "Der Rubel zwischen Hammer und Amboss: der Einfluss von Ölpreisen und Wirtschaftssanktionen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 44, pages 1051-1056.
• Corporate author, 2015, "Der Ölpreis spielt für den Wechselkurs des Rubels eine viel wichtigere Rolle als Sanktionen: Sieben Fragen an Konstantin Kholodilin," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 44, pages 1057-1057.
• Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1486.
• Christian Dreger & Jarko Fidrmuc & Konstantin Kholodilin & Dirk Ulbricht, 2015, "The Ruble between the Hammer and the Anvil: Oil Prices and Economic Sanctions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1488.
• Benjamin Beckers, 2015, "The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1496.
• Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015, "The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1524.
• Westerlund, Joakim & Narayan, Paresh & Zheng, Xinwei, 2015, "Testing for stock return predictability in a large Chinese panel," Working Papers, Deakin University, Department of Economics, number fe_2015_11, Jan, DOI: 10.1016/j.ememar.2015.05.004.
• Imane El Ouadghiri & Remzi Uctum, 2015, "Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-14.
• Fredj Jawadi & Georges Prat, 2015, "Equity Prices and Fundamentals: a DDM-APT Mixed Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-16.
• Imane El Ouadghiri, 2015, "Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-17.
• Houda Rharrabti Zaid, 2015, "Transmission du stress financier de la zone euro aux Pays de l’Europe Centrale et Orientale," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-37.
• SHIRANI-FAKHR, Zohreh & KHOSHAKHLAGH, Rahman & SHARIFI, Alimorad, 2015, "Estimating Demand Function For Electricity In Industrial Sector Of Iran Using Structural Time Series Model (Stsm)," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 15, issue 1, pages 143-160.
• Haque, M.I., 2015, "Are exports and imports of Saudi Arabia cointegrated? An empirical study," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 15, issue 1, pages 111-124.
• Betül GÃœR, 2015, "An Analysis of Purchasing Power Parity for the Turkish Economy Using Unit Root Testing with Multiple Structural Breaks," Eurasian Eononometrics, Statistics and Emprical Economics Journal, Eurasian Academy Of Sciences, volume 1, issue 1, pages 32-42, February, DOI: 10.17740/eas.stat.2015.V1-03.
• Harry-Paul Vander Elst, 2015, "FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-12, Apr.
• Yves Dominicy & Harry-Paul Vander Elst, 2015, "Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-41, Nov.
• Rua, António & Soares Esteves, Paulo & Staehr, Karsten & Bobeica, Elena, 2015, "Exports and domestic demand pressure: a dynamic panel data model for the euro area countries," Working Paper Series, European Central Bank, number 1777, Apr.
• Melolinna, Marko, 2015, "What has driven inflation dynamics in the Euro area, the United Kingdom and the United States," Working Paper Series, European Central Bank, number 1802, Jun.
• Calza, Alessandro & Zaghini, Andrea, 2015, "Shoe-leather costs in the euro area and the foreign demand for euro banknotes," Working Paper Series, European Central Bank, number 1824, Jul.
• Gross, Marco & Población García, Francisco Javier, 2015, "A false sense of security in applying handpicked equations for stress test purposes," Working Paper Series, European Central Bank, number 1845, Sep.
• De Santis, Roberto A. & Legrenzi, Gabriella & Milas, Costas, 2015, "Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds," Working Paper Series, European Central Bank, number 1858, Oct.
• Ioannis N. Kallianiotis, 2015, "Economic Crises and the Substitution of Fiscal Policy by Monetary Policy," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 1, pages 44-68.
• Ghazi Al-Assaf & Bashier Al-Abdulrazag, 2015, "The Validity of Export-Led Growth Hypothesis for Jordan: A Bounds Testing Approach," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 1, pages 199-211.
• Fethi Belhaj & Ezzeddine Abaoub, 2015, "A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 354-364.
• Samet G nay, 2015, "Chaotic Structure of the BRIC Countries and Turkey's Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 515-522.
• Takawira Tyavambiza & Davis Nyangara, 2015, "Financial and Monetary Reforms and the Finance-Growth Relationship in Zimbabwe," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 590-602.
• Helmi Hamdi & Ali Said & Rashid Sbia, 2015, "Empirical Evidence on the Long-Run Money Demand Function in the Gulf Cooperation Council Countries," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 603-612.
• Onur Gozbasi & Alper Aslan, 2015, "Persistence of Profit in Energy Industry: Dynamic Evidence from Turkish Companies," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 624-628.
• Trust Kganyago & Victor Gumbo, 2015, "An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 638-646.
• Ady Soejoto & Waspodo Tjipto Subroto & Suyanto, 2015, "Fiscal Decentralization Policy in Promoting Indonesia Human Development," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 763-771.
• Sevda Yaprakli & Fatih Kaplan, 2015, "Re-examining of the Turkish Crude Oil Import Demand with Multi-structural Breaks Analysis in the Long Run Period," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 402-407.
• Augustine C. Osigwe & Damilola Felix Arawomo, 2015, "Energy Consumption, Energy Prices and Economic Growth: Causal Relationships Based on Error Correction Model," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 408-414.
• Ibrahim D. Raheem & Agboola H. Yusuf, 2015, "Energy Consumption-Economic Growth Nexus: Evidence from Linear and Nonlinear Models in Selected African Countries," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 558-564.
• Komain Jiranyakul, 2015, "Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 574-579.