Research classified by Journal of Economic Literature (JEL) codes

---

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

2015

• G. P. Girish & S. Vijayalakshmi, 2015, "Role of Energy Exchanges for Power Trading in India," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 673-676.
• G. P. Girish & P. Sashikala & Bharath Supra & Anitha Acharya, 2015, "Renewable Energy Certifi cate Trading through Power Exchanges in India," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 805-808.
• Samet G nay, 2015, "Markov Regime Switching Generalized Autoregressive Conditional Heteroskedastic Model and Volatility Modeling for Oil Returns," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 979-985.
• Nezir Kose & Sabit Baimaganbetov, 2015, "The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 1058-1064.
• S. Vijayalakshmi & G. P. Girish, 2015, "Artificial Neural Networks for Spot Electricity Price Forecasting: A Review," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 1092-1097.
• Korobilis, Dimitris, 2015, "Quantile forecasts of inflation under model uncertainty," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-72, Apr.
• Buth, Bora & Kakinaka, Makoto & Miyamoto, Hiroaki, 2015, "Inflation and inflation uncertainty: The case of Cambodia, Lao PDR, and Vietnam," Journal of Asian Economics, Elsevier, volume 38, issue C, pages 31-43, DOI: 10.1016/j.asieco.2015.03.004.
• Huyghebaert, Nancy & Xu, Weidong, 2015, "What determines the market share of investment banks in Chinese domestic IPOs?," China Economic Review, Elsevier, volume 34, issue C, pages 150-168, DOI: 10.1016/j.chieco.2015.05.001.
• Cogley, Timothy & Sargent, Thomas J. & Surico, Paolo, 2015, "Price-level uncertainty and instability in the United Kingdom," Journal of Economic Dynamics and Control, Elsevier, volume 52, issue C, pages 1-16, DOI: 10.1016/j.jedc.2014.11.010.
• Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2015, "Complete subset regressions with large-dimensional sets of predictors," Journal of Economic Dynamics and Control, Elsevier, volume 54, issue C, pages 86-110, DOI: 10.1016/j.jedc.2015.03.004.
• Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias, 2015, "Shifts in volatility driven by large stock market shocks," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 130-147, DOI: 10.1016/j.jedc.2015.03.006.
• Liu, Xiaochun & Luger, Richard, 2015, "Unfolded GARCH models," Journal of Economic Dynamics and Control, Elsevier, volume 58, issue C, pages 186-217, DOI: 10.1016/j.jedc.2015.06.007.
• Baxa, Jaromír & Plašil, Miroslav & Vašíček, Bořek, 2015, "Changes in inflation dynamics under inflation targeting? Evidence from Central European countries," Economic Modelling, Elsevier, volume 44, issue C, pages 116-130, DOI: 10.1016/j.econmod.2014.10.028.
• Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2015, "On the time-varying relationship between EMU sovereign spreads and their determinants," Economic Modelling, Elsevier, volume 44, issue C, pages 363-371, DOI: 10.1016/j.econmod.2014.07.025.
• Marczak, Martyna & Gómez, Víctor, 2015, "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," Economic Modelling, Elsevier, volume 47, issue C, pages 40-52, DOI: 10.1016/j.econmod.2015.02.014.
• Ferris, J. Stephen & Voia, Marcel C., 2015, "The effect of federal government size on private economic performance in Canada: 1870–2011," Economic Modelling, Elsevier, volume 49, issue C, pages 172-185, DOI: 10.1016/j.econmod.2015.04.006.
• Liddle, Brantley & Messinis, George, 2015, "Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries," Economic Modelling, Elsevier, volume 49, issue C, pages 278-285, DOI: 10.1016/j.econmod.2015.04.012.
• Christensen, Bent Jesper & Nielsen, Morten Ørregaard & Zhu, Jie, 2015, "The impact of financial crises on the risk–return tradeoff and the leverage effect," Economic Modelling, Elsevier, volume 49, issue C, pages 407-418, DOI: 10.1016/j.econmod.2015.03.006.
• Boubaker, Heni & Sghaier, Nadia, 2015, "Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach," Economic Modelling, Elsevier, volume 50, issue C, pages 254-265, DOI: 10.1016/j.econmod.2015.06.027.
• Todorova, Neda, 2015, "The course of realized volatility in the LME non-ferrous metal market," Economic Modelling, Elsevier, volume 51, issue C, pages 1-12, DOI: 10.1016/j.econmod.2015.07.005.
• Kim, Hyeongwoo & Ryu, Deockhyun, 2015, "Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach," Economic Modelling, Elsevier, volume 51, issue C, pages 227-241, DOI: 10.1016/j.econmod.2015.07.009.
• Camacho, Maximo & Martinez-Martin, Jaime, 2015, "Monitoring the world business cycle," Economic Modelling, Elsevier, volume 51, issue C, pages 617-625, DOI: 10.1016/j.econmod.2015.09.013.
• Kuck, Konstantin & Maderitsch, Robert & Schweikert, Karsten, 2015, "Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions," Economics Letters, Elsevier, volume 126, issue C, pages 114-118, DOI: 10.1016/j.econlet.2014.11.028.
• Wu, Jilin, 2015, "Restoring monotonic power in Wald/LM-type tests," Economics Letters, Elsevier, volume 126, issue C, pages 13-17, DOI: 10.1016/j.econlet.2014.10.020.
• Wang, Xiaohu & Yu, Jun, 2015, "Limit theory for an explosive autoregressive process," Economics Letters, Elsevier, volume 126, issue C, pages 176-180, DOI: 10.1016/j.econlet.2014.12.004.
• Nautz, Dieter & Strohsal, Till, 2015, "Are US inflation expectations re-anchored?," Economics Letters, Elsevier, volume 127, issue C, pages 6-9, DOI: 10.1016/j.econlet.2014.12.023.
• Zhou, Qiankun & Yu, Jun, 2015, "Asymptotic theory for linear diffusions under alternative sampling schemes," Economics Letters, Elsevier, volume 128, issue C, pages 1-5, DOI: 10.1016/j.econlet.2014.12.015.
• Hafner, Christian M. & Preminger, Arie, 2015, "An ARCH model without intercept," Economics Letters, Elsevier, volume 129, issue C, pages 13-17, DOI: 10.1016/j.econlet.2015.01.029.
• Ghoshray, Atanu & Stamatogiannis, Michalis P., 2015, "Centurial evidence of breaks in the persistence of unemployment," Economics Letters, Elsevier, volume 129, issue C, pages 74-76, DOI: 10.1016/j.econlet.2015.02.012.
• Shin, Dong Wan & Hwang, Eunju, 2015, "A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities," Economics Letters, Elsevier, volume 129, issue C, pages 95-99, DOI: 10.1016/j.econlet.2015.02.013.
• Damjanovic, Tatiana & Girdėnas, Šarūnas & Liu, Keqing, 2015, "Stationarity of econometric learning with bounded memory and a predicted state variable," Economics Letters, Elsevier, volume 130, issue C, pages 93-96, DOI: 10.1016/j.econlet.2015.03.011.
• Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015, "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, volume 132, issue C, pages 125-128, DOI: 10.1016/j.econlet.2015.04.023.
• Hansen, Peter Reinhard, 2015, "A martingale decomposition of discrete Markov chains," Economics Letters, Elsevier, volume 133, issue C, pages 14-18, DOI: 10.1016/j.econlet.2015.04.028.
• Nonejad, Nima, 2015, "Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling," Economics Letters, Elsevier, volume 133, issue C, pages 35-39, DOI: 10.1016/j.econlet.2015.04.034.
• Bao, Yong & Ullah, Aman & Wang, Yun & Yu, Jun, 2015, "Bias in the estimation of mean reversion in continuous-time Lévy processes," Economics Letters, Elsevier, volume 134, issue C, pages 16-19, DOI: 10.1016/j.econlet.2015.06.002.
• Regis, Paulo José & Cuestas, Juan Carlos & Chen, Yang, 2015, "Corporate tax in Europe: Towards convergence?," Economics Letters, Elsevier, volume 134, issue C, pages 9-12, DOI: 10.1016/j.econlet.2015.05.030.
• Albanese, Marina & Bonasia, Mariangela & Napolitano, Oreste & Spagnolo, Nicola, 2015, "Happiness, taxes and social provision: A note," Economics Letters, Elsevier, volume 135, issue C, pages 100-103, DOI: 10.1016/j.econlet.2015.07.029.
• Kruse, Robinson, 2015, "A modified test against spurious long memory," Economics Letters, Elsevier, volume 135, issue C, pages 34-38, DOI: 10.1016/j.econlet.2015.07.019.
• Belbute, José M. & Pereira, Alfredo M., 2015, "An alternative reference scenario for global CO2 emissions from fuel consumption: An ARFIMA approach," Economics Letters, Elsevier, volume 136, issue C, pages 108-111, DOI: 10.1016/j.econlet.2015.09.001.
• Francq, Christian & Zakoïan, Jean-Michel, 2015, "Risk-parameter estimation in volatility models," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 158-173, DOI: 10.1016/j.jeconom.2014.06.019.
• Aguilar, Mike & Hill, Jonathan B., 2015, "Robust score and portmanteau tests of volatility spillover," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 37-61, DOI: 10.1016/j.jeconom.2014.09.001.
• Gençay, Ramazan & Signori, Daniele, 2015, "Multi-scale tests for serial correlation," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 62-80, DOI: 10.1016/j.jeconom.2014.08.002.
• Harvey, David I. & Leybourne, Stephen J., 2015, "Confidence sets for the date of a break in level and trend when the order of integration is unknown," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 262-279, DOI: 10.1016/j.jeconom.2014.09.004.
• Gomez-Biscarri, Javier & Hualde, Javier, 2015, "A residual-based ADF test for stationary cointegration in I(2) settings," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 280-294, DOI: 10.1016/j.jeconom.2014.08.009.
• Chan, Nigel & Wang, Qiying, 2015, "Nonlinear regressions with nonstationary time series," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 182-195, DOI: 10.1016/j.jeconom.2014.04.025.
• Andreou, Elena & Werker, Bas J.M., 2015, "Residual-based rank specification tests for AR–GARCH type models," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 305-331, DOI: 10.1016/j.jeconom.2014.11.001.
• Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2015, "Nonparametric rank tests for non-stationary panels," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 378-391, DOI: 10.1016/j.jeconom.2014.08.013.
• Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015, "Nonparametric predictive regression," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 468-494, DOI: 10.1016/j.jeconom.2014.05.015.
• Proietti, Tommaso & Luati, Alessandra, 2015, "The generalised autocovariance function," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 245-257, DOI: 10.1016/j.jeconom.2014.07.004.
• Wachter, Jessica A. & Warusawitharana, Missaka, 2015, "What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 74-93, DOI: 10.1016/j.jeconom.2014.05.018.
• Kelly, Bryan & Pruitt, Seth, 2015, "The three-pass regression filter: A new approach to forecasting using many predictors," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 294-316, DOI: 10.1016/j.jeconom.2015.02.011.
• Gonçalves, Sílvia & Kaffo, Maximilien, 2015, "Bootstrap inference for linear dynamic panel data models with individual fixed effects," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 407-426, DOI: 10.1016/j.jeconom.2015.02.017.
• Zhu, Ke & Li, Wai Keung, 2015, "A bootstrapped spectral test for adequacy in weak ARMA models," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 113-130, DOI: 10.1016/j.jeconom.2015.02.005.
• Cho, Cheol-Keun & Amsler, Christine & Schmidt, Peter, 2015, "A test of the null of integer integration against the alternative of fractional integration," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 217-237, DOI: 10.1016/j.jeconom.2015.02.023.
• Liu, Lily Y. & Patton, Andrew J. & Sheppard, Kevin, 2015, "Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 293-311, DOI: 10.1016/j.jeconom.2015.02.008.
• Li, Degui & Linton, Oliver & Lu, Zudi, 2015, "A flexible semiparametric forecasting model for time series," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 345-357, DOI: 10.1016/j.jeconom.2015.02.025.
• Kaufmann, Sylvia, 2015, "K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation?," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 82-94, DOI: 10.1016/j.jeconom.2015.02.001.
• Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio, 2015, "A stochastic dominance approach to financial risk management strategies," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 472-485, DOI: 10.1016/j.jeconom.2015.02.032.
• Baldovin, Fulvio & Caporin, Massimiliano & Caraglio, Michele & Stella, Attilio L. & Zamparo, Marco, 2015, "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 486-497, DOI: 10.1016/j.jeconom.2015.02.033.
• Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2015, "Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 557-579, DOI: 10.1016/j.jeconom.2015.02.039.
• Duong, Diep & Swanson, Norman R., 2015, "Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 606-621, DOI: 10.1016/j.jeconom.2015.02.042.
• Koo, Bonsoo & Seo, Myung Hwan, 2015, "Structural-break models under mis-specification: Implications for forecasting," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 166-181, DOI: 10.1016/j.jeconom.2015.03.046.
• Cho, Jin Seo & Kim, Tae-hwan & Shin, Yongcheol, 2015, "Quantile cointegration in the autoregressive distributed-lag modeling framework," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 281-300, DOI: 10.1016/j.jeconom.2015.05.003.
• Westerlund, Joakim & Larsson, Rolf, 2015, "New tools for understanding the local asymptotic power of panel unit root tests," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 59-93, DOI: 10.1016/j.jeconom.2015.03.043.
• Poskitt, D.S. & Grose, Simone D. & Martin, Gael M., 2015, "Higher-order improvements of the sieve bootstrap for fractionally integrated processes," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 94-110, DOI: 10.1016/j.jeconom.2015.03.045.
• Chen, Xiaohong & Liao, Zhipeng, 2015, "Sieve semiparametric two-step GMM under weak dependence," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 163-186, DOI: 10.1016/j.jeconom.2015.07.001.
• Ling, Shiqing & McAleer, Michael & Tong, Howell, 2015, "Frontiers in Time Series and Financial Econometrics: An overview," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 245-250, DOI: 10.1016/j.jeconom.2015.03.019.
• Chan, Ngai Hang & Yau, Chun Yip & Zhang, Rong-Mao, 2015, "LASSO estimation of threshold autoregressive models," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 285-296, DOI: 10.1016/j.jeconom.2015.03.023.
• Cheng, Tzu-Chang F. & Ing, Ching-Kang & Yu, Shu-Hui, 2015, "Toward optimal model averaging in regression models with time series errors," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 321-334, DOI: 10.1016/j.jeconom.2015.03.026.
• Li, Dong & Ling, Shiqing & Zakoïan, Jean-Michel, 2015, "Asymptotic inference in multiple-threshold double autoregressive models," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 415-427, DOI: 10.1016/j.jeconom.2015.03.033.
• Li, Muyi & Li, Wai Keung & Li, Guodong, 2015, "A new hyperbolic GARCH model," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 428-436, DOI: 10.1016/j.jeconom.2015.03.034.
• Su, Fei & Chan, Kung-Sik, 2015, "Quasi-likelihood estimation of a threshold diffusion process," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 473-484, DOI: 10.1016/j.jeconom.2015.03.038.
• Tong, Howell, 2015, "Threshold models in time series analysis—Some reflections," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 485-491, DOI: 10.1016/j.jeconom.2015.03.039.
• Kutan, Ali M. & Zhou, Su, 2015, "PPP may hold better than you think: Smooth breaks and non-linear mean reversion in real effective exchange rates," Economic Systems, Elsevier, volume 39, issue 2, pages 358-366, DOI: 10.1016/j.ecosys.2014.12.001.
• Westerlund, Joakim & Narayan, Paresh Kumar & Zheng, Xinwei, 2015, "Testing for stock return predictability in a large Chinese panel," Emerging Markets Review, Elsevier, volume 24, issue C, pages 81-100, DOI: 10.1016/j.ememar.2015.05.004.
• Zeng, Songlin & Bec, Frédérique, 2015, "Do stock returns rebound after bear markets? An empirical analysis from five OECD countries," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 50-61, DOI: 10.1016/j.jempfin.2014.11.005.
• BenSaïda, Ahmed, 2015, "The frequency of regime switching in financial market volatility," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 63-79, DOI: 10.1016/j.jempfin.2015.03.005.
• Dalla, Violetta, 2015, "Power transformations of absolute returns and long memory estimation," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 1-18, DOI: 10.1016/j.jempfin.2015.05.002.
• Chatzikonstanti, Vasiliki & Venetis, Ioannis A., 2015, "Long memory in log-range series: Do structural breaks matter?," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 104-113, DOI: 10.1016/j.jempfin.2015.06.003.
• Ye, Xu-Guo & Lin, Jin-Guan & Zhao, Yan-Yong & Hao, Hong-Xia, 2015, "Two-step estimation of the volatility functions in diffusion models with empirical applications," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 135-159, DOI: 10.1016/j.jempfin.2015.05.001.
• Baillie, Richard T. & Kim, Kun Ho, 2015, "Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 99-111, DOI: 10.1016/j.jempfin.2015.08.007.
• Narayan, Paresh Kumar & Gupta, Rangan, 2015, "Has oil price predicted stock returns for over a century?," Energy Economics, Elsevier, volume 48, issue C, pages 18-23, DOI: 10.1016/j.eneco.2014.11.018.
• Bunn, Derek & Koc, Veli & Sapio, Alessandro, 2015, "Resource externalities and the persistence of heterogeneous pricing behavior in an energy commodity market," Energy Economics, Elsevier, volume 48, issue C, pages 265-275, DOI: 10.1016/j.eneco.2014.12.015.
• Liu, Li & Ma, Feng & Wang, Yudong, 2015, "Forecasting excess stock returns with crude oil market data," Energy Economics, Elsevier, volume 48, issue C, pages 316-324, DOI: 10.1016/j.eneco.2014.12.006.
• Clò, Stefano & D'Adamo, Gaetano, 2015, "The dark side of the sun: How solar power production affects the market value of solar and gas sources," Energy Economics, Elsevier, volume 49, issue C, pages 523-530, DOI: 10.1016/j.eneco.2015.03.025.
• Adom, Philip Kofi, 2015, "Asymmetric impacts of the determinants of energy intensity in Nigeria," Energy Economics, Elsevier, volume 49, issue C, pages 570-580, DOI: 10.1016/j.eneco.2015.03.027.
• Fernandez, Viviana, 2015, "Commodity price excess co-movement from a historical perspective: 1900–2010," Energy Economics, Elsevier, volume 49, issue C, pages 698-710, DOI: 10.1016/j.eneco.2015.04.003.
• Baek, Jungho, 2015, "Environmental Kuznets curve for CO2 emissions: The case of Arctic countries," Energy Economics, Elsevier, volume 50, issue C, pages 13-17, DOI: 10.1016/j.eneco.2015.04.010.
• Westerlund, Joakim & Thuraisamy, Kannan & Sharma, Susan, 2015, "On the use of panel cointegration tests in energy economics," Energy Economics, Elsevier, volume 50, issue C, pages 359-363, DOI: 10.1016/j.eneco.2014.08.020.
• Hasanov, Mübariz, 2015, "The demand for transport fuels in Turkey," Energy Economics, Elsevier, volume 51, issue C, pages 125-134, DOI: 10.1016/j.eneco.2015.05.023.
• Ziolkowska, Jadwiga R. & Ziolkowski, Bozydar, 2015, "Energy efficiency in the transport sector in the EU-27: A dynamic dematerialization analysis," Energy Economics, Elsevier, volume 51, issue C, pages 21-30, DOI: 10.1016/j.eneco.2015.06.012.
• Ben Nasr, Adnen & Gupta, Rangan & Sato, João Ricardo, 2015, "Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data," Energy Economics, Elsevier, volume 52, issue PA, pages 136-141, DOI: 10.1016/j.eneco.2015.10.005.
• Yaya, OlaOluwa Simon & Gil-Alana, Luis Alberiko & Carcel, Hector, 2015, "Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time," Energy Economics, Elsevier, volume 52, issue PA, pages 240-245, DOI: 10.1016/j.eneco.2015.10.011.
• Fallahi, Firouz & Voia, Marcel-Cristian, 2015, "Convergence and persistence in per capita energy use among OECD countries: Revisited using confidence intervals," Energy Economics, Elsevier, volume 52, issue PA, pages 246-253, DOI: 10.1016/j.eneco.2015.10.004.
• Chitnis, Mona & Sorrell, Steve, 2015, "Living up to expectations: Estimating direct and indirect rebound effects for UK households," Energy Economics, Elsevier, volume 52, issue S1, pages 100-116, DOI: 10.1016/j.eneco.2015.08.026.
• Bagnai, Alberto & Mongeau Ospina, Christian Alexander, 2015, "Long- and short-run price asymmetries and hysteresis in the Italian gasoline market," Energy Policy, Elsevier, volume 78, issue C, pages 41-50, DOI: 10.1016/j.enpol.2014.12.017.
• Raza, Syed Ali & Shahbaz, Muhammad & Nguyen, Duc Khuong, 2015, "Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan," Energy Policy, Elsevier, volume 80, issue C, pages 1-10, DOI: 10.1016/j.enpol.2015.01.011.
• Batiz-Zuk, Enrique & Christodoulakis, George & Poon, Ser-Huang, 2015, "Credit contagion in the presence of non-normal shocks," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 129-139, DOI: 10.1016/j.irfa.2014.11.014.
• Deeney, Peter & Cummins, Mark & Dowling, Michael & Bermingham, Adam, 2015, "Sentiment in oil markets," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 179-185, DOI: 10.1016/j.irfa.2015.01.005.
• Baur, Dirk G. & Glover, Kristoffer J., 2015, "Speculative trading in the gold market," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 63-71, DOI: 10.1016/j.irfa.2015.02.004.
• Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor, 2015, "What determines the yen swap spread?," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 1-13, DOI: 10.1016/j.irfa.2015.04.001.
• Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Stock return forecasting: Some new evidence," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 38-51, DOI: 10.1016/j.irfa.2015.05.002.
• Kryzanowski, Lawrence & Mohsni, Sana, 2015, "Earnings forecasts and idiosyncratic volatilities," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 107-123, DOI: 10.1016/j.irfa.2015.06.001.
• Choudhry, Taufiq & Hassan, Syed S. & Shabi, Sarosh, 2015, "Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 247-256, DOI: 10.1016/j.irfa.2015.03.011.
• Bampinas, Georgios & Panagiotidis, Theodore, 2015, "Are gold and silver a hedge against inflation? A two century perspective," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 267-276, DOI: 10.1016/j.irfa.2015.02.007.
• Assaf, Ata, 2015, "Long memory and level shifts in REITs returns and volatility," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 172-182, DOI: 10.1016/j.irfa.2015.06.004.
• Barrell, Ray & Costantini, Mauro & Meco, Iris, 2015, "Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 316-323, DOI: 10.1016/j.irfa.2015.08.007.
• Chen, Yu-Lun & Chang, Ya-Kai, 2015, "Investor structure and the informational efficiency of commodity futures prices," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 358-367, DOI: 10.1016/j.irfa.2015.08.013.
• Yazgan, M. Ege & Özkan, Harun, 2015, "Detecting structural changes using wavelets," Finance Research Letters, Elsevier, volume 12, issue C, pages 23-37, DOI: 10.1016/j.frl.2014.12.003.
• He, Hongbo & Chen, Shou & Yao, Shujie & Ou, Jinghua, 2015, "Stock market interdependence between China and the world: A multi-factor R-squared approach," Finance Research Letters, Elsevier, volume 13, issue C, pages 125-129, DOI: 10.1016/j.frl.2015.02.005.
• Neaime, Simon, 2015, "Are emerging MENA stock markets mean reverting? A Monte Carlo simulation," Finance Research Letters, Elsevier, volume 13, issue C, pages 74-80, DOI: 10.1016/j.frl.2015.03.001.
• Ardia, David & Boudt, Kris, 2015, "Testing equality of modified Sharpe ratios," Finance Research Letters, Elsevier, volume 13, issue C, pages 97-104, DOI: 10.1016/j.frl.2015.02.008.
• Araç, Ayşen & Yalta, A. Yasemin, 2015, "Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis," Finance Research Letters, Elsevier, volume 15, issue C, pages 41-48, DOI: 10.1016/j.frl.2015.08.002.
• Tom Engsted & Simon J. Hviid & Thomas Q. Pedersen, 2015, "Explosive bubbles in house prices? Evidence from the OECD countries," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-01, Jan.
• Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2015, "Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-02, Jan.
• Christian M. Hafner & Sebastien Laurent & Francesco Violante, 2015, "Weak diffusion limits of dynamic conditional correlation models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-03, Jan.
• Daniela Osterrieder & Daniel Ventosa-Santaulària & J. Eduardo Vera-Valdés, 2015, "Unbalanced Regressions and the Predictive Equation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-09, Jan.
• Arianna Agosto & Giuseppe Cavaliere & Dennis Kristensen & Anders Rahbek, 2015, "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-11, Jan.
• Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2015, "Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-14, Mar.
• Peter Reinhard Hansen, 2015, "A Martingale Decomposition of Discrete Markov Chains," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-18, Apr.
• Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov, 2015, "A Markov Chain Estimator of Multivariate Volatility from High Frequency Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-19, Mar.
• Henri Nyberg & Harri Pönkä, 2015, "International Sign Predictability of Stock Returns: The Role of the United States," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-20, May.
• Ulrich Hounyo & Bezirgen Veliyev, 2015, "Validity of Edgeworth expansions for realized volatility estimators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-21, May.
• Tommaso Proietti & Alessandra Luati, 2015, "Generalised partial autocorrelations and the mutual information between past and future," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-24, May.
• Tommaso Proietti & Eric Hillebrand, 2015, "Seasonal Changes in Central England Temperatures," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-28, Jun.
• Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2015, "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-30, Jun.
• Jean-Guy Simonato & Lars Stentoft, 2015, "Which pricing approach for options under GARCH with non-normal innovations?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-32, Jul.
• Nina Munkholt Jakobsen & Michael Sørensen, 2015, "Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed Time Interval," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-33, Aug.
• Yunus Emre Ergemen & Carlos Velasco, 2015, "Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-35, Aug.
• Mikkel Bennedsen, 2015, "Rough electricity: a new fractal multi-factor model of electricity spot prices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-42, Sep.
• Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2015, "Hybrid scheme for Brownian semistationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-43, Sep.
• Harri Pönkä, 2015, "The Role of Credit in Predicting US Recessions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-48, Nov.
• Tommaso Proietti, 2015, "Exponential Smoothing, Long Memory and Volatility Prediction," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-51, Jun.
• Niels Haldrup & J. Eduardo Vera-Valdés, 2015, "Long Memory, Fractional Integration, and Cross-Sectional Aggregation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-59, Dec.
• Hyeongwoo Kim & Deockhyun Ryu, 2015, "Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2015-08, Jun.
• Galina Besstremyannaya, 2015, "The adverse effects of incentives regulation in health care: a comparative analysis with the U.S. and Japanese hospital data," Working Papers, New Economic School (NES), number w0218, Oct.
• Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015, "Sovereigns and banks in the euro area: A tale of two crises," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 15-01, Jan.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "On the bi-directional causal relationship between public debt and economic growth in EMU countries," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 15-06, Jun.
• Akarapong Untong, 2015, "ASEAN Long-Run Tourism Elasticity Demand in Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 22, issue 2, pages 77-101, December.
• Rafael Dobado-González & Alfredo García-Hiernaux & David E. Guerrero, 2015, "West versus Far East: early globalization and the great divergence," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 9, issue 2, pages 235-264, May, DOI: 10.1007/s11698-014-0115-9.
• Claude Diebolt, 2015, "Comment appréhender les temporalités de l’histoire économique ? Plaidoyer pour une cliométrie des évènements rares," Working Papers, Association Française de Cliométrie (AFC), number 01-15.
• Claude Diebolt & Tapas Mishra & Faustine Perrin, 2015, "Did Gender-Bias Matter in the Quantity-Quality Trade-off in the 19th Century France?," Working Papers, Association Française de Cliométrie (AFC), number 04-15.
• Meshach Jesse Aziakpono & Magdalene Kasyoka Wilson, 2015, "Interest Rate Pass-Through, Financial Structure And Monetary Policy In South Africa," The African Finance Journal, Africagrowth Institute, volume 17, issue 1, pages 67-90.
• Arnade, Carlos & Hoffman, Linwood, 2015, "The Impact of Price Variability on Cash/Futures Market Relationships: Implications for Market Efficiency and Price Discovery," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 201850, DOI: 10.22004/ag.econ.201850.
• Mujahid, Irfan & Kalkuhl, Matthias, 2015, "Food Price Crisis in Indonesia: Alert from the Key Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205277, Jul, DOI: 10.22004/ag.econ.205277.
• Djuric, Ivan & Götz, Linde & Glauben, Thomas, 2015, "Trade diversion and high food prices - The impact of the Russian pig meat import ban," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205330, DOI: 10.22004/ag.econ.205330.
• Asgari, Mahdi & Reed, Michael, 2015, "Terms of Trade Volatility and Persistence to Shocks in the United States," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205531, DOI: 10.22004/ag.econ.205531.
• Guerrero-Escobar, Santiago & Hernandez-Del Valle, Gerardo & Juarez-Torres, Miriam, , "A Functional Approach to Test Trending Volatility: Evidence of Trending Volatility in the Price of Mexican Agricultural Products," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205738, DOI: 10.22004/ag.econ.205738.
• Correia, Leonida & Rebelo, João & Caldas, José, 2015, "Production and Trade of Port Wine: Temporal Dynamics and Pricing," Agricultural Economics Review, Greek Association of Agricultural Economists, volume 16, issue 01, pages 1-15, DOI: 10.22004/ag.econ.253687.
• Amendola, Alessandra & Candila, Vincenzo & Scognamillo, Antonio, 2015, "On the influence of the U.S. monetary policy on the crude oil price volatility," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 207860, Jun, DOI: 10.22004/ag.econ.207860.
• Fedoseeva, S., None, "Is there a difference? Exchange rate nonlinearities in European agri-food (versus total) exports to the US," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), volume 50, DOI: 10.22004/ag.econ.261703.
• Caceres-Hernandez, Jose & Martin-Rodriguez, Gloria, 2015, "Splines and seasonal unit roots in weekly agricultural prices," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211380, DOI: 10.22004/ag.econ.211380.
• Djuric, Ivan & Gotz, Linde & Glauben, Thomas, 2015, "The Imlact of the Russian Import Ban on Domestic Pig Meat Prices in Russia," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211579, DOI: 10.22004/ag.econ.211579.
• Hassouneh, Islam & Serra, Teresa & Bojnec, Stefan & Gil, Jose M., 2015, "Modeling price transmission and volatility spillover in the Slovenian wheat market," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211711, DOI: 10.22004/ag.econ.211711.
• Rosales, Francisco & von-Cramon, Stephan, 2015, "Analysis of Price Transmission using a Nonparametric Error Correction Model with Time-Varying Cointegration," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 230227, Aug, DOI: 10.22004/ag.econ.230227.
• Djuric, Ivan & Götz, Linde & Glauben, Thomas, 2015, "Trade Diversion and High Food Prices: The Impact of the Russian Pig Meat Import Ban," 2015: Trade and Societal Well-Being, December 13-15, 2015, Clearwater Beach, Florida, International Agricultural Trade Research Consortium, number 229240, Dec, DOI: 10.22004/ag.econ.229240.
• Taha, Fawzi A. & Hahn, William F., 2015, "Factors Driving South African Poultry and Meat Imports," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, volume 18, issue A, pages 1-18, July, DOI: 10.22004/ag.econ.207009.
• Arnade, Carlos & Hoffman, Linwood, 2015, "The Impact of Price Variability on Cash/Futures Market Relationships: Implications for Market Efficiency and Price Discovery," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 47, issue 4, December, DOI: 10.22004/ag.econ.349125.
• Cichocki, Stanisław & Gradzewicz, Michał & Tyrowicz, Joanna, None, "Wrażliwość zatrudnienia na zmiany PKB w Polsce a elastyczność instytucji rynku pracy," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2015, issue 4, DOI: 10.22004/ag.econ.359014.
• Bragagnolo, Cassiano & Barros, Geraldo Sant’Ana de Camargo, None, "Impactos Dinâmicos dos Fatores de Produção e da Produtividade sobre a Função de Produção Agrícola," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 53, issue 01, pages 1-20, DOI: 10.22004/ag.econ.212564.
• Freitas, Clailton Ataídes de & Sáfadi, Thelma, None, "Volatilidade dos Retornos de Commodities Agropecuárias Brasileiras: um teste utilizando o modelo APARCH," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 53, issue 2, pages 1-18, DOI: 10.22004/ag.econ.212577.
• Gong, Li & Kinnucan, Henry, 2015, "Effects of Recession and Dollar Weakening on the U.S. Agricultural Trade Balance," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association, number 196612, DOI: 10.22004/ag.econ.196612.
• Simona MUTU, 2015, "Exposure To Systemic Risk Of The European Too-Big-To-Fail Banks During Crisis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 16, pages 103-115, December.
• Lira Peter SEKANTSI & Mamofokeng MOTLOKOA, 2015, "Evidence On The Nexus Between Electricity Consumption And Economic Growth Through Empirical Investigation Of Uganda," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 15, pages 149-165, June.
• Anne Péguin-Feissolle & Bilel Sanhaji, 2015, "Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix)," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1516, Mar.
• Sorin-Manuel Delureanu Ph. D Student, 2015, "A Spectral Decomposition Approach To Separating Independent Factors: The Case Of Foreign Exchange Rates," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 25, pages 117-126, NOVEMBER.
• Breitung, Jorg & Hafner, Christian, 2015, "A simple model for now-casting volatility series," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2015021, Jan.
• Hafner, Christian & Preminger, Arie, 2015, "The effect of additive outliers on a fractional unit root test," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2015027, Jan.
• Hafner, Christian & Preminger, Arie, 2015, "An ARCH model without intercept," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2015039, Jan.
• Duygu Turgut & İzzettin Temiz, 2015, "Time Series Analysis and Forecasting For Air Pollution In Ankara: A Box-Jenkins Approach," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 3, issue 2, pages 131-138, December, DOI: http://dx.doi.org/10.17093/aj.2015..
• Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2015, "Structure and asymptotic theory for nonlinear models with GARCH erros," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 16, issue 1, pages 1-21.
• Raphael Rocha Gouvêa & Bernardo Patta Schettini, 2015, "Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996–2010)," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 16, issue 2, pages 250-271.
• Jean-Paul Chavas, 2015, "Dynamics, Viability, and Resilience in Bioeconomics," Annual Review of Resource Economics, Annual Reviews, volume 7, issue 1, pages 209-231, October.
• Raffaella Giacomini & Barbara Rossi, 2015, "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Annual Review of Economics, Annual Reviews, volume 7, issue 1, pages 207-229, August.
• Cesar Carrera & Alan Ledesma, 2015, "Aggregate Inflation Forecast with Bayesian Vector Autoregressive Models," Working Papers, Peruvian Economic Association, number 50, Jul.
• Oscar Claveria & Enric Monte & Salvador Torra, 2015, "“Multiple-input multiple-output vs. single-input single-output neural network forecasting”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201502, Jan, revised Jan 2015.
• Oscar Claveria & Enric Monte & Salvador Torra, 2015, "“Regional Forecasting with Support Vector Regressions: The Case of Spain”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201506, Jan, revised Jan 2015.
• Oscar Claveria & Enric Monte & Salvador Torra, 2015, "“Self-organizing map analysis of agents’ expectations. Different patterns of anticipation of the 2008 financial crisis”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201508, Mar, revised Mar 2015.
• Jean-Jacques Forneron & Serena Ng, 2015, "The ABC of Simulation Estimation with Auxiliary Statistics," Papers, arXiv.org, number 1501.01265, Jan, revised Oct 2017.
• Yoann Potiron & Per Mykland, 2015, "Estimation of integrated quadratic covariation with endogenous sampling times," Papers, arXiv.org, number 1507.01033, Jul, revised Nov 2016.
• Christos P. Pappas & Christos T. Papadas, 2015, "Farm Production Costs, Producer Prices and Retail Food Prices: A Cointegration Analysis," Working Papers, Agricultural University of Athens, Department Of Agricultural Economics, number 2015-1.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2015, "Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns," DEOS Working Papers, Athens University of Economics and Business, number 1507, Feb.
• Conrad, Christian & Mammen , Enno, 2015, "Asymptotics for parametric GARCH-in-Mean Models," Working Papers, University of Heidelberg, Department of Economics, number 0579, Jan.
• Oliver Linton & Katja Smetanina, 2015, "Mean Ratio Statistic for measuring predictability," CeMMAP working papers, Institute for Fiscal Studies, number 08/15, Feb, DOI: 10.1920/wp.cem.2015.0815.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric model averaging of ultra-high dimensional time series," CeMMAP working papers, Institute for Fiscal Studies, number 62/15, Oct, DOI: 10.1920/wp.cem.2015.6215.
• Allen Molina & Jungho Baek, 2015, "Analyzing Factors Affecting U.S. College Textbook Prices: An ARDL Cointegration Approach," Review of Economics & Finance, Better Advances Press, Canada, volume 5, pages 35-42, May.
• Soheila Kaghazian & Isa Zaghi Jojadeh & Yazdan Naghdi, 2015, "Underground Economy Estimation in Iran by Mimic Method," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 90-109.
• Fumitaka Furuoka, 2015, "Are Unemployment Rates in the Post-Communist Economies Stationary? Empirical Evidence from Central Asia," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 85-105.
• Zacharias Psaradakis & Marián Vávra, 2015, "A Distance Test of Normality for a Wide Class of Stationary Processes," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1513, Sep.
• Zacharias Psaradakis & Marián Vávra, 2015, "Portmanteau Tests for Linearity of Stationary Time Series," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1514, Sep.
• Delle Monache & Ivan Petrella & Fabrizio Venditti, 2015, "Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1515, Jul.
• Maximo Camacho & Jaime Martinez Martin, 2015, "Monitoring the world business cycle," Working Papers, BBVA Bank, Economic Research Department, number 1506, Feb.
• Sungje Byun & Soojin Jo, 2015, "Heterogeneity in the Dynamic Effects of Uncertainty on Investment," Staff Working Papers, Bank of Canada, number 15-34, DOI: 10.34989/swp-2015-34.
• Paolo Guarda & Abdelaziz Rouabah, 2015, "Is the financial sector Luxembourg?s engine of growth?," BCL working papers, Central Bank of Luxembourg, number 97, Aug.
• Horacio Aguirre & Tamara Burdisso & Federico Grillo & Emiliano Giupponi, 2015, "Intermediation Spreads in an Emerging Economy Under Different Macroeconomic Regimes: Argentina, 1994-2013," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201564, Sep.
• Laura D´Amato & Lorena Garegnani & Emilio Blanco, 2015, "GDP Nowcasting: Assessing business cycle conditions in Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201569, Nov.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2015, "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy, number 82.
• Aycan HEPSAG & Burcay YASAR AKCALI, 2015, "The Analysis of Weak Form Efficiency with Asymmetric Nonlinear Unit Root Test: The Case of G-7 and E-7 Countries," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 9, issue 2, pages 73-90.
• Maximo Camacho & Jaime Martinez-Martin, 2015, "Monitoring the world business cycle," Working Papers, Banco de España, number 1509, Mar.