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

• Arai, Yoichi, 2016, "Testing For Linearity In Regressions With I(1) Processes," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 57, issue 1, pages 111-138, June, DOI: 10.15057/27943.
• Kanaya, Shin, 2016, "Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function estimation of continuous-time processes," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 646, Aug.
• Gokcen Ogruk, 2016, "Carry Trade Strategies With Factor Augmented Macro Fundamentals: A Dynamic Markov-Switching Factor Model," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 3, pages 11-28.
• Benjamin B. Boozer & Julie A. Staples & S. Keith Lowe & Robert J. Landry, 2016, "U.S. Corporate Pension Expense And The 20072009 Financial Crisis: An Interrupted Time Series Analysis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 3, pages 29-38.
• John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales, 2016, "Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 2, pages 31-47.
• Carlos Alberto Flores Sánchez & Martha Ofelia Lobo Rodríguez & Jorge Quiroz Félix, 2016, "Effect Of Exchange Appreciation In Mexican Deindustrialisation, Efecto De La Apreciaciã“N Cambiaria En La Desindustrializaciã“N Mexicana," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 4, pages 13-22.
• Edward N. Gamber & Jeffrey P. Liebner & Julie K. Smith, 2016, "Inflation persistence: revisited," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 9, issue 1, pages 25-44.
• Andrés Herrera Aramburú & Gabriel Rodríguez, 2016, "Volatility of stock market and exchange rate returns in Peru: Long memory or short memory with level shifts?," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 9, issue 1, pages 45-66.
• Fathali Firoozi & Donald Lien, 2016, "A Modified ADF Test for Geometric ARMA Processes," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 15, issue 2, pages 173-179, December.
• Nathan Porter & TengTeng Xu, 2016, "Money-Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 1, pages 143-198, March.
• Alessandro Calza & Andrea Zaghini, 2016, "Shoe-Leather Costs in the Euro Area and the Foreign Demand for Euro Banknotes," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 1, pages 231-246, March.
• Eyup Dogan, 2016, "The Relationship between Economic Growth, Energy Consumption and Trade," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 4, issue 1, pages 70-80, March.
• Reza Akhbari & Hamid Amadeh & Mina Alemzadeh, 2016, "Application of Pollution Haven Hypothesis in Identifying Dirty Industries Evidence of Iran-China Commercial Relationship," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 4, issue 1, pages 1-11, March.
• Khalid Zaman & Iqtidar Ali Shah, 2016, "Income Inequality, Investment, Public Expenditures and Economic Growth: The Case of Pakistan," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 4, issue 2, pages 112-123, February.
• Nazeef Ishtiaq & Hafiz Muhammad Qasim & Adeel Ahmad Dar, 2016, "Testing the Marshall-Lerner Condition and the J-Curve Phenomenon for Pakistan: Some New Insights," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 4, issue 6, pages 307-319, June.
• Waseem Khadim & Bilal Mehmood, 2016, "Can Remittances Spur Economic Growth? Evidence from Selected Asian and South American Countries," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 4, issue 7, pages 342-347, July.
• Michal Andrle & Miroslav Plašil, 2016, "System Priors for Econometric Time Series," IMF Working Papers, International Monetary Fund, number 2016/231, Nov.
• Guillermo Benavides Perales, 2016, "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 11, issue 1, pages 55-77, Enero-Jun.
• Yannick Le Pen & Benoît Sévi, 2013, "Futures trading and the excess comovement of commodity prices," Working Papers, Department of Research, Ipag Business School, number 2013-19, Jan.
• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, Department of Research, Ipag Business School, number 2013-20, Jan.
• Simón Sosvilla-Rivero & Marta Gómez-Puig, 2016, "“Debt-growth linkages in EMU across countries and time horizons”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201610, Apr, revised Apr 2016.
• António Afonso & Jorge Silva, 2016, "Determinants of non-resident government debt ownership," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/03, Jan.
• Mariya Gubareva & Maria Rosa Borges, 2016, "Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/21, Oct.
• Headey, Bruce & Muffels, Ruud, 2016, "Towards a Theory of Life Satisfaction Accounting for Stability, Change and Volatility in 25-Year Life Trajectories in Germany," IZA Discussion Papers, IZA Network @ LISER, number 10058, Jul.
• Johansson, Per & Lee, Myoung-jae, 2016, "On Nonparametric Identification of Treatment Effects in Duration Models," IZA Discussion Papers, IZA Network @ LISER, number 10247, Sep.
• Bazen, Stephen & Marimoutou, Velayoudom, 2016, "Federal Minimum Wage Hikes Do Reduce Teenage Employment: The Time Series Effects of Minimum Wages in the US Revisited," IZA Discussion Papers, IZA Network @ LISER, number 9864, Apr.
• Amir Ikram & Qin Su & Muhammad Yasir Rafiq & Ramiz-Ur-Rehman, 2016, "Time series modelling for steel production," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 3, pages 191-207, July-Sept.
• Ghassen El Montasser & Rangan Gupta, 2016, "An Application Of A New Seasonal Unit Root Test For Trending And Breaking Series To Industrial Production Of The Brics," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 4, pages 183-194, October-D.
• Ikechukwu Kelikume, 2016, "New evidence from the efficient market hypothesis for the Nigerian stock index using the wavelet unit root test approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 5, pages 185-197, Special I.
• Mohammed Nur Hussain & Bodrun Nahar, 2016, "Interest rate volatility and retail interest rate pass-through in the case of the Malaysian economy," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 5, pages 277-294, Special I.
• Shyh-Wei Chen & Chi-Sheng Hsu & Cyun-Jhen Pen, 2016, "Are Inflation Rates Mean-reverting Processes? Evidence from Six Asian Countries," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 12, issue 1, pages 119-155, February.
• Hang Zhou, 2016, "Cross-Country Evidence on Monetary Policy Autonomy: A Markov Regime Switching Approach," 2016 Papers, Job Market Papers, number pzh699, Nov.
• Rossen Anja, 2016, "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 3, pages 389-409, May, DOI: 10.1515/jbnst-2015-1019.
• Rossen Anja, 2016, "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 3, pages 389-409, May, DOI: 10.1515/jbnst-2015-1019.
• Rossen Anja, 2016, "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 3, pages 389-409, May, DOI: 10.1515/jbnst-2015-1019.
• Lüdering Jochen & Winker Peter, 2016, "Forward or Backward Looking? The Economic Discourse and the Observed Reality," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 4, pages 483-515, August, DOI: 10.1515/jbnst-2015-1026.
• Lüdering Jochen & Winker Peter, 2016, "Forward or Backward Looking? The Economic Discourse and the Observed Reality," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 4, pages 483-515, August, DOI: 10.1515/jbnst-2015-1026.
• Lüdering Jochen & Winker Peter, 2016, "Forward or Backward Looking? The Economic Discourse and the Observed Reality," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 4, pages 483-515, August, DOI: 10.1515/jbnst-2015-1026.
• William A. Barnett & Hajar Aghababa, 2016, "Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201602, Aug, revised Aug 2016.
• Imane El Ouadghiri & Valérie Mignon & Nicolas Boitout, 2016, "On the impact of macroeconomic news surprises on Treasury-bond returns," Annals of Finance, Springer, volume 12, issue 1, pages 29-53, February, DOI: 10.1007/s10436-015-0271-3.
• Asheesh Pandey & Sanjay Sehgal, 2016, "Explaining Size Effect for Indian Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 23, issue 1, pages 45-68, March, DOI: 10.1007/s10690-015-9208-0.
• Khurshid M. Kiani, 2016, "On Modelling and Forecasting Predictable Components in European Stock Markets," Computational Economics, Springer;Society for Computational Economics, volume 48, issue 3, pages 487-502, October, DOI: 10.1007/s10614-015-9510-y.
• Heni Boubaker, 2016, "A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies," Computational Economics, Springer;Society for Computational Economics, volume 48, issue 4, pages 693-731, December, DOI: 10.1007/s10614-015-9541-4.
• Carlos A. Ibarra, 2016, "Investment, asset market, and the relative unit labor cost in Mexico," Economic Change and Restructuring, Springer, volume 49, issue 4, pages 339-364, November, DOI: 10.1007/s10644-015-9175-5.
• Agata Kliber & Paweł Kliber & Piotr Płuciennik & Małgorzata Piwnicka, 2016, "POLONIA dynamics during the years 2006–2012 and the effectiveness of the monetary Policy of the National Bank of Poland," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 43, issue 1, pages 37-59, February, DOI: 10.1007/s10663-015-9287-1.
• Christian Dreger & Jürgen Wolters, 2016, "On the empirical relevance of the Lucas critique: the case of euro area money demand," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 43, issue 1, pages 61-82, February, DOI: 10.1007/s10663-015-9289-z.
• Jing Zeng, 2016, "Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 43, issue 2, pages 415-444, May, DOI: 10.1007/s10663-016-9330-x.
• Hari S. Luitel & Gerry J. Mahar, 2016, "Algebra of Integrated Time Series: Evidence from Unit Root Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 22, issue 2, pages 199-209, May, DOI: 10.1007/s11294-016-9577-9.
• Steven Yee & Miguel D. Ramirez, 2016, "Purchasing Power Parity: A Time Series Analysis of the U.S. and Mexico, 1995–2007," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 22, issue 4, pages 409-419, November, DOI: 10.1007/s11294-016-9598-4.
• Efthymios Pavlidis & Alisa Yusupova & Ivan Paya & David Peel & Enrique Martínez-García & Adrienne Mack & Valerie Grossman, 2016, "Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun," The Journal of Real Estate Finance and Economics, Springer, volume 53, issue 4, pages 419-449, November, DOI: 10.1007/s11146-015-9531-2.
• A. Altuzarra & R. Bustillo & C. Rodríguez, 2016, "Understanding Export Market Success: Evidence from Manufacturing Firms," Open Economies Review, Springer, volume 27, issue 1, pages 161-181, February, DOI: 10.1007/s11079-015-9368-6.
• Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi, 2016, "Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis," Open Economies Review, Springer, volume 27, issue 2, pages 293-302, April, DOI: 10.1007/s11079-015-9373-9.
• Gilles Truchis & Benjamin Keddad, 2016, "Long-Run Comovements in East Asian Stock Market Volatility," Open Economies Review, Springer, volume 27, issue 5, pages 969-986, November, DOI: 10.1007/s11079-016-9401-4.
• Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Wael Louhichi, 2016, "On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis," Open Economies Review, Springer, volume 27, issue 5, pages 987-998, November, DOI: 10.1007/s11079-016-9414-z.
• Thomas C. Chiang & Lanjun Lao & Qingfeng Xue, 2016, "Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 1003-1042, November, DOI: 10.1007/s11156-015-0529-x.
• Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony, 2016, "Intraday jumps and trading volume: a nonlinear Tobit specification," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 1167-1186, November, DOI: 10.1007/s11156-015-0534-0.
• Daniela Penu, 2016, "Indirect Taxes in Romania – an Econometric Analysis," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 1, pages 121-128, March.
• Nicat Hagverdiyev & Ceyhun Mikayilov & Sabuhi Yusifov, 2016, "Estimation of the Impacts of Non-Oil Traditional and NonTraditional Export Sectors on Non-Oil Export of Azerbaijan," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 4, pages 77-89, December.
• Uliha, Gábor, 2016, "Az olajár gyengülő makrogazdasági hatásai. Két versengő elmélet szintézise
  [Weakening macroeconomic effects of the oil price. A synthesis of two competing theories]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 787-818, DOI: 10.18414/KSZ.2016.7-8.787.
• Anton Antonov GERUNOV, 2016, "Automating Analytics: Forecasting Time Series in Economics and Business," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 2, pages 340-349, June.
• Maria do Rosario CORREIA & Christian GOKUS & Andrew Hughes HALLETT & Christian R. RICHTER, 2016, "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 2, pages 350-376, June.
• Issam BOUSALAM, 2016, "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," Turkish Economic Review, KSP Journals, volume 3, issue 1, pages 160-169, March.
• Leroi RAPUTSOANE, 2016, "Real Effective Exchange Rates Comovements and the South African Currency," Journal of Economics Library, KSP Journals, volume 3, issue 1, pages 57-68, March.
• Insukindro INSUKINDRO & Arti ADJI & Aryo ALIYUDANTO, 2016, "Analysis of the Unanticipated Factors in Portfolio Inflows to Indonesia: A SVAR Approach: 2001-2012," Journal of Economics Library, KSP Journals, volume 3, issue 2, pages 327-341, June.
• Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai, 2016, "An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information," Discussion papers, Graduate School of Economics , Kyoto University, number e-15-013, Feb.
• Evzen Kocenda & Balazs Varga, 2016, "The impact of monetary strategies on inflation persistence," KIER Working Papers, Kyoto University, Institute of Economic Research, number 938, Apr.
• Shin Kanaya, 2016, "Convergence rates of sums of α-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes," KIER Working Papers, Kyoto University, Institute of Economic Research, number 947, Aug.
• Dimitrios Bermperoglou & Evi Pappa & Eugenia Vella, 2016, "The Government Wage Bill and Private Activity," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 16.24, Dec.
• Jorge Barrientos Marín & Mónica Toro Martínez, 2016, "Sobre Los Fundamentales Del Precio De La Energía Eléctrica: Evidencia Empírica Para Colombia," Grupo Microeconomía Aplicada, Universidad de Antioquia, Departamento de Economía, number 74.
• Carlos Diaz Vela, 2016, "Extracting the Information Shocks from the Bank of England Inflation Density Forecasts," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/13.
• Domingo Rodríguez-Benavides & José Carlos Trejo García & Miguel à ngel Mendoza González, 2016, "Pair-Wise Approach to Test the Regional Convergence Hypothesis in Mexico," Journal of Reviews on Global Economics, Lifescience Global, volume 5, pages 59-68.
• Faisal Rachman, 2016, "Is Inflation Target Announced by Bank Indonesia the Most Accurate Inflation Forecast?," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 62, pages 98-120, August.
• Christian Gayer & Alessandro Girardi & Andreas Reuter, 2016, "Replacing Judgment by Statistics: Constructing Consumer Confidence Indicators on the basis of Data-driven Techniques. The Case of the Euro Area," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 16125.
• Arnaud Dufays & Jeroen V.K. Rombouts, 2016, "Sparse Change-point HAR Models for Realized Variance," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1607.
• Arnaud Dufays & Maciej Augustyniak & Luc Bauwens, 2016, "A new approach to volatility modeling: the High-Dimensional Markov model," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1609.
• Magdalena Petrovska & Aneta Krstevska & Nikola Naumovski, 2016, "Forecasting Macedonian business cycle turning points using Qual VAR model," Working Papers, National Bank of the Republic of North Macedonia, number 2016-05, Nov.
• Jochen Lüdering & Peter Winker, 2016, "Forward or Backward Looking? The Economic Discourse and the Observed Reality," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201607.
• Zare, Roohollah, 2016, "Bank Lending Behaviour over the Business Cycle in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 2, pages 135-152, April.
• Zare, Roohollah, 2016, "House Price Rigidity and the Asymmetric Response of Housing Prices to Monetary Policy in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 4, pages 401-417, October.
• Nikolaos Mitianoudis & Theologos Dergiades, 2016, "Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain," Discussion Paper Series, Department of Economics, University of Macedonia, number 2016_04, Dec, revised Dec 2016.
• Aslıhan Atabek Demirhan, 2016, "Export Behavior of the Turkish Manufacturing Firms," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 11, pages 2646-2668, November, DOI: 10.1080/1540496X.2015.1103139.
• Tomislav Globan & Vladimir Arčabić & Petar Sorić, 2016, "Inflation in New EU Member States: A Domestically or Externally Driven Phenomenon?," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 1, pages 154-168, January, DOI: 10.1080/1540496X.2014.998547.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 8, pages 1935-1955, August, DOI: 10.1080/1540496X.2015.1058075.
• Dilem Yıldırım & Ethem Erdem Orman, 2016, "The Feldstein-Horioka Puzzle in the Presence of Structural Breaks: Evidence from China," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1601, Jan, revised Jan 2016.
• Dilem Yıldırım, 2016, "Empirical Investigation of Purchasing Power Parity for Turkey: Evidence from Recent Nonlinear Unit Root Tests," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1604, Apr, revised Apr 2016.
• Andrew Phiri, 2016, "The Growth Trade-off between Direct and Indirect Taxes in South Africa: Evidence from a STR Model," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 14, issue 3 (Fall), pages 233-250.
• Brian Micallef, 2016, "Property price misalignment with fundamentals in Malta," CBM Working Papers, Central Bank of Malta, number WP/03/2016.
• Rueben Ellul, 2016, "A real-time measure of business conditions in Malta," CBM Working Papers, Central Bank of Malta, number WP/04/2016.
• Ramez Abubakr Badeeb & Hooi Hooi Lean & Russell Smyth, 2016, "Oil Curse and Finance-Growth Nexus in Malaysia: The Role of Investment," Monash Economics Working Papers, Monash University, Department of Economics, number 26-16, Nov.
• Gael M. Martin & Brendan P.M. McCabe & David T. Frazier & Worapree Maneesoonthorn & Christian P. Robert, 2016, "Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 09/16.
• Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen, 2016, "Bayesian Indirect Inference and the ABC of GMM," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/16.
• Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin, 2016, "Specification Testing for Nonlinear Multivariate Cointegrating Regressions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/16.
• D.S. Poskitt, 2016, "Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/16.
• Fengping Tian & Jiti Gao & Ke Yang, 2016, "A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/16.
• Jiayi Huang & Miguel D. Ramirez, 2016, "Do Exports lead Economic Output in Five Asian Countries? A Cointegration and Granger Causality Analysis," Business and Economic Research, Macrothink Institute, volume 6, issue 2, pages 30-50, December.
• Hsini Mosbeh & Mohamed Nidhal MOSBAHI, 2016, "Stock Market Liquidity Measurement via the Bid-Ask Spread: Tunis Stockmarket," Business and Economic Research, Macrothink Institute, volume 6, issue 2, pages 65-78, December.
• Jean-Marie DUFOUR & Richard LUGER, 2016, "Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 15-2016.
• Christophe Piette, 2016, "Predicting Belgium’s GDP using targeted bridge models," Working Paper Research, National Bank of Belgium, number 290, Jan.
• Xi Chen & Michael Funke, 2016, "Renewed Momentum in the German Housing Market: Real-Time Monitoring of Boom vs. Bubble," Chapters from NBP Conference Publications, Narodowy Bank Polski, chapter 16, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk, "Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis - 2015 edition".
• Karol Szafranek, 2016, "Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective," NBP Working Papers, Narodowy Bank Polski, number 239.
• David S. Bates, 2016, "How Crashes Develop: Intradaily Volatility and Crash Evolution," NBER Working Papers, National Bureau of Economic Research, Inc, number 22028, Feb.
• Alireza Ermagun & David Levinson, 2019, "Development and Application of the Network Weight Matrix to Predict Traffic Flow for Congested and Uncongested Conditions," Working Papers, University of Minnesota: Nexus Research Group, number 2019-04, DOI: 10.1177/2399808318763368.
• Alireza Ermagun & David Levinson, 2016, "An Introduction to the Network Weight Matrix," Working Papers, University of Minnesota: Nexus Research Group, number 153, DOI: 10.1111/gean.12134.
• Alireza Ermagun & David Levinson, 2016, "Spatiotemporal Traffic Forecasting: Review and Proposed Directions," Working Papers, University of Minnesota: Nexus Research Group, number 151, DOI: 10.1080/01441647.2018.1442887.
• Hélio Sousa Ramos Filho & Maysa Evellyn Porfírio Ferreira, 2016, "A taxa de câmbio e os ajustes no saldo da balança comercial brasileira: uma análise setorial da Curva J [Exchange rate and adjustments in the Brazilian trade balance: a sectoral analysis of the J Curve]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 26, issue 3, pages 887-907, September.
• Kumawat, Lokendra & Bhanumurthy, N. R., 2016, "Regime Shifts in India's Monetary Policy Response Function," Working Papers, National Institute of Public Finance and Policy, number 16/177, Sep.
• Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Zhongfei Chen, 2016, "The persistence of air pollution in four mega-cities of China," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2016, Feb.
• Luis Alberiko Gil-Alaña & Rangan Gupta, 2016, "Trends and Cycles in Historical Gold and Silver Prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2016, Feb.
• Nikolay Velichkov, 2016, "Macroeconomic Effects of Budget Expenditure in Bulgaria (Econometric Analysis)," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 70-83, April.
• Aida Caldera Sánchez & Oliver Röhn, 2016, "How do policies influence GDP tail risks?," OECD Economics Department Working Papers, OECD Publishing, number 1339, Nov, DOI: 10.1787/5jln0428l1wl-en.
• Pami Dua & Vineeta Sharma, 2016, "A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics: report," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2015, issue 2, pages 1-27, DOI: 10.1787/jbcma-2015-5jm22pfhmhlp.
• Martin Feldkircher & Florian Huber & Isabella Moder, 2016, "Modeling the evolution of monetary policy rules in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 8-27.
• Stefan Kerbl & Michael Sigmund, 2016, "From low to negative rates: an asymmetric dilemma," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 32, pages 120-137.
• Marta Kovacs (Kiss), 2016, "Study On The Evolution Of Some Financial Products Based On Markov Chains Method," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 1033-1039, July.
• Niematallah Elamin & Mototsugu Fukushige, 2016, "Forecasting extreme seasonal tourism demand," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 16-23, Sep.
• Jakir Hussain & Jean-Thomas Bernard, 2016, "Flexible Functional Forms and Curvature Conditions: Parametric Productivity Estimation in Canadian and U.S. Manufacturing Industries," Working Papers, University of Ottawa, Department of Economics, number 1612e.
• Tom Engsted & Thomas Q. Pedersen, 2016, "The predictive power of dividend yields for future infl?ation: Money illusion or rational causes?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-11, Apr.
• Mikko S. Pakkanen & Jani Lukkarinen, 2016, "Arbitrage without borrowing or short selling?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-13, Apr.
• Mikkel Bennedsen & Ulrich Hounyo & Asger Lunde & Mikko S. Pakkanen, 2016, "The Local Fractional Bootstrap," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-15, May.
• Robinson Kruse & Christian Leschinski & Michael Will, 2016, "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-17, May.
• Søren Johansen & Bent Nielsen, 2016, "Tightness of M-estimators for multiple linear regression in time series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-18, May.
• Mikkel Bennedsen, 2016, "Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-21, Aug.
• Yunus Emre Ergemen & Carlos Vladimir Rodríguez-Caballero, 2016, "A Dynamic Multi-Level Factor Model with Long-Range Dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-23, Aug.
• Shin Kanaya, 2016, "Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-24, Jul.
• Carlos Vladimir Rodríguez-Caballero, 2016, "Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-31, Oct.
• Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2016, "Climatic Conditions and Productivity: An Impact Evaluation in Pre-industrial England," Annals of Economics and Statistics, GENES, issue 121-122, pages 261-277, DOI: 10.15609/annaeconstat2009.121-122.2.
• Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016, "Do We Need High Frequency Data to Forecast Variances?," Annals of Economics and Statistics, GENES, issue 123-124, pages 135-174, DOI: 10.15609/annaeconstat2009.123-124.0.
• Serge Darolles & Gaëlle Le Fol & Christian Francq & Jean-Michel Zakoïan, 2016, "Intrinsic Liquidity in Conditional Volatility Models," Annals of Economics and Statistics, GENES, issue 123-124, pages 225-245, DOI: 10.15609/annaeconstat2009.123-124.0.
• Alain Hecq & Lenard Lieb & Sean Telg, 2016, "Identification of Mixed Causal-Noncausal Models in Finite Samples," Annals of Economics and Statistics, GENES, issue 123-124, pages 307-331, DOI: 10.15609/annaeconstat2009.123-124.0.
• Anne Péguin-Feissolle & Bilel Sanhaji, 2016, "Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models," Annals of Economics and Statistics, GENES, issue 123-124, pages 77-101, DOI: 10.15609/annaeconstat2009.123-124.0.
• Christian Francq & Jean-Michel Zakoïan, 2016, "Looking for Efficient QML Estimation of Conditional VaRs at Multiple Risk Levels," Annals of Economics and Statistics, GENES, issue 123-124, pages 9-28, DOI: 10.15609/annaeconstat2009.123-124.0.
• Juan Carlos Cuestas, 2016, "Changes in sovereign debt dynamics in Central and Eastern Europe," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 16-10, Oct.
• Juan Carlos Cuestas, 2016, "House prices and capital inflows in Spain during the boom: evidence from a cointegrated VAR and a Structural Bayesian VAR," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 16-11, Nov.
• Hichem AYAD, 2016, "Poverty, Inequality And Economic Growth In Algeria: An Ardl Approach," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 1-20, JULY.
• Emmanuel Olusegun STOBER, 2016, "Crude Oil Price Shocks And Macroeconomic Behavior In Nigeria," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 56-66, JULY.
• Hanifi FIRAT, 2016, "Is Real Gdp Stationary? Evidence From Some Unit Root Tests For The Advanced Economies," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 2, pages 60-80, DECEMBER.
• Ansah, Isaac Gershon K. & Gardebroek, Cornelis & Ihle, Rico & Jaleta, Moti, 2016, "Got data too poor for time series analysis? Can cluster analysis be a remedy? Studying wheat market integration in Ethiopia," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia, African Association of Agricultural Economists (AAAE), number 246442, Sep, DOI: 10.22004/ag.econ.246442.
• Markel, Evan & English, Burton C. & Lambert, Dayton, undated, "Thresholds and Regime Change in the Market for Renewable Identification Numbers," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236037, DOI: 10.22004/ag.econ.236037.
• Jha, Jaya & Roe, Terry L., 2016, "U.S. Agricultural Export Competitiveness and Export Market Diversification," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236250, May, DOI: 10.22004/ag.econ.236250.
• Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi, undated, "Global Oil Market and the U.S. Stock Returns," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 230599, DOI: 10.22004/ag.econ.230599.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, undated, "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 230683, DOI: 10.22004/ag.econ.230683.
• Ahmadi, Maryam & Bashiri Behmiri, Niaz & Manera, Matteo, undated, "How is Volatility in Commodity Markets Linked to Oil Price Shocks?," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 230684, DOI: 10.22004/ag.econ.230684.
• Götz, Linde & Djuric, Ivan & Nivievskyi, Oleg, 2016, "Regional wheat price effects of extreme weather events and wheat export controls in Russia and Ukraine," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 235157, DOI: 10.22004/ag.econ.235157.
• Cavaliere, Giuseppe & Ørregaard Nielsen, Morten & Taylor, A.M. Robert, 2016, "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274649, Nov, DOI: 10.22004/ag.econ.274649.
• Chen, Mingli, undated, "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," Economic Research Papers, University of Warwick - Department of Economics, number 269326, DOI: 10.22004/ag.econ.269326.
• İbrahim YAĞLI, 2016, "Uluslararasi Portföy Çeşi̇tlendi̇rmesi̇ Kapsaminda Abd İle Brics Ve Türki̇ye Hi̇sse Senedi̇ Pi̇yasalari Arasindaki̇ Eşbütünleşme İli̇şki̇si̇ni̇n Anali̇zi̇," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 1, issue 1-2, pages 13-22.
• Alberto Bagnai & Christian Alexander Mongeau Ospina, 2016, "Price asymmetries in the European gasoline market," a/ Working Papers Series, Italian Association for the Study of Economic Asymmetries, Rome (Italy), number 1602, Apr.
• Breitung, J. & Hafner, C., 2016, "A simple model for now-casting volatility series," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016035, Jan.
• Hafner, Christian & Premiger, Arie, 2016, "The effect of additive outliers on a fractional unit root test," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016027, Jan.
• Breitung, Jorg & Hafner, Christian, 2016, "A simple model for now-casting volatility series," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016040, Jan.
• Joanna Mackiewicz-Lyziak, 2016, "Central Bank Credibility: Determinants and Measurement. A Cross-Country Study," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 66, issue 1, pages 125-151, March.
• Derviş Kirikkaleli, 2016, "Foreign Bank Penetration and the Domestic Banking System: Empirical Evidence from Turkey Based on the VAR Approach," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 66, issue 1, pages 79-105, March.
• Ewa Gałecka-Burdziak & Robert Pater, 2016, "Discouraged or Added Worker Effect: Which One Prevails in the Polish Labour Market?," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 66, issue 3, pages 489-505, September.
• H. Peter Boswijk & Maurice J.G. Bun & Maarten Pieter Schinkel, 2016, "Cartel dating," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 16-04, Oct.
• Unal Tongur & Adem Yavuz Elveren, 2016, "The Nexus of Economic Growth, Military Expenditures, and Income Inequality," EconWorld Working Papers, WERI-World Economic Research Institute, number 16003, Apr, revised Apr 2016, DOI: 10.22440/EconWorld.WP.2016.003.
• Farrukh Bashir & Fareeha Andleeb & Rahat Fatima, 2016, "Intra Industry Trade, Fiscal Policy And Terms Of Trade Of Pakistan: A Long Run Analysis Using Ardl Technique," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), volume 4, issue 1, pages :1-16, December.
• Eglantina Hysa & Livia Hodo, 2016, "Foreign direct investment and economic growth in Albania: a co-integration analysis," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 15, pages 234-244, September.
• Fabricio J. Missio & Luciano F. Gabriel, 2016, "Real exchange rate, technological catching up and spillovers in a balance-of-payments constrained growth model," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 17, issue 3, pages 291-309.
• Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016, "Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities," Papers, arXiv.org, number 1612.04932, Dec, revised Dec 2021.
• Phoebe Koundouri & Nikolaos Kourogenis, 2016, "On the Use of Quadratic Trends in Natural Resource Prices' Modeling," DEOS Working Papers, Athens University of Economics and Business, number 1608, Dec.
• Richard Raines & Jungho Baek, 2016, "The Recent Evolution of the U.S. Beveridge Curve: Evidence from the ARDL Approach," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 14-24, August.
• Davide Delle Monache & Ivan Petrella, 2016, "Adaptive models and heavy tails with an application to inflation forecasting," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1603, Nov.
• Adiya Belgibayeva & Alexander Plekhanov, 2016, "Does Corruption Matter for Sources of Foreign Direct Investment?," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1604, May.
• Maximo Camacho & Matias Pacce, 2016, "Forecasting travelers in Spain with Google queries," Working Papers, BBVA Bank, Economic Research Department, number 16/20, Dec.
• Javier Sebastian, 2016, "Blockchain in financial services: Regulatory landscape and future challenges," Working Papers, BBVA Bank, Economic Research Department, number 16/21, Dec.
• Laura D'Amato & Lorena Garegnani & Emilio Blanco, 2016, "GDP Nowcasting: Assessing the Cyclical Conditions of the Argentine Economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 74, pages 7-26, December.
• María Dolores Gadea & Ana Gómez-Loscos & Antonio Montañés, 2016, "Oil price and economic growth: a long story?," Working Papers, Banco de España, number 1625, Oct.
• Davide Delle Monache & Ivan Petrella, 2016, "Adaptive models and heavy tails," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1052, Feb.
• Hernández Juan R., 2016, "Unit Root Testing in ARMA Models: A Likelihood Ratio Approach," Working Papers, Banco de México, number 2016-03, Apr.
• Hernández del Valle Gerardo & Juárez-Torres Miriam & Guerrero Santiago, 2016, "A Functional Approach to Test Trending Volatility," Working Papers, Banco de México, number 2016-04, Apr.
• Benavides Guillermo, 2016, "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," Working Papers, Banco de México, number 2016-11, Jun.
• Davinson Stev Abril-Salcedo & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2016, "Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia," Chapters, Banco de la Republica de Colombia, chapter 10, in: Cano-Sanz, Carlos Gustavo & Iregui-Bohórquez, Ana María & Ramírez-Giraldo, María Teresa & Tribín-Uri, "El desarrollo equitativo, competitivo y sostenible del sector agropecuario en Colombia", DOI: 10.32468/Ebook.664-339-9.
• Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2016, "When Bubble Meets Bubble: Contagion in OECD Countries," Borradores de Economia, Banco de la Republica de Colombia, number 942, May, DOI: 10.32468/be.942.
• Guido M. Kuersteiner & David C. Phillips & Mauricio Villamizar-Villegas, 2016, "Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy," Borradores de Economia, Banco de la Republica de Colombia, number 964, Oct, DOI: 10.32468/be.964.
• Guido M. Kuersteiner & David C. Phillips & Mauricio Villamizar-Villegas, 2016, "Supplementary Material for “The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia”," Borradores de Economia, Banco de la Republica de Colombia, number 965, Oct, DOI: 10.32468/be.965.
• Daniel Ordoñez-Callamand & Mauricio Villamizar-Villegas & Luis F. Melo-Velandia, 2016, "Foreign Exchange Intervention Revisited: A New Way of Estimating Censored Models," Borradores de Economia, Banco de la Republica de Colombia, number 972, Nov, DOI: 10.32468/be.972.
• Daniel Parra-Amado & Davinson Stev Abril-Salcedo & Luis Fernando Melo-Velandia, 2016, "Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 34, issue 80, pages 146-158, June, DOI: 10.1016/j.espe.2016.03.003.
• Dzmitry Kruk, 2016, "SVAR Approach for Extracting Inflation Expectations Given Severe Monetary Shocks: Evidence from Belarus," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 39, Dec.
• Ivana Jovanović, 2016, "Modelling Consumption On The Basis Of The Complete System Of National Accounts In Serbia – The Wealth Effect," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 61, issue 208, pages 49-72, January -.
• M. Mogliani & Thomas Ferrière, 2016, "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP," Working papers, Banque de France, number 600.
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• José Ignacio González Giangrossi, 2016, "Agregados monetarios Divisia y demanda de dinero en Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2016003.
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• Christopher Spencer & Paul Temple, 2016, "Standards, learning, and growth in Britain, 1901–2009," Economic History Review, Economic History Society, volume 69, issue 2, pages 627-652, May.
• Cathy W.S. Chen & Mike K.P. So & Thomas C. Chiang, 2016, "Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach," The Japanese Economic Review, Japanese Economic Association, volume 67, issue 1, pages 96-124, March.
• Brian Chi-ang Lin & Siqi Zheng & Felix Pretis & Lea Schneider & Jason E. Smerdon & David F. Hendry, 2016, "Detecting Volcanic Eruptions In Temperature Reconstructions By Designed Break-Indicator Saturation," Journal of Economic Surveys, Wiley Blackwell, volume 30, issue 3, pages 403-429, July, DOI: 10.1111/joes.12148.
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• Mohamed El Ghourabi & Christian Francq & Fedya Telmoudi, 2016, "Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 1, pages 46-76, January.
• Pentti Saikkonen & Rickard Sandberg, 2016, "Testing for a Unit Root in Noncausal Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 1, pages 99-125, January.
• Ali Ahmad & Christian Francq, 2016, "Poisson QMLE of Count Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 3, pages 291-314, May.
• Seong Yeon Chang & Pierre Perron, 2016, "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 4, pages 555-574, July.
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