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

2015

• 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.
• Jorge León Murillo & Esteban Méndez-Chacón, 2015, "Probability of Sudden Correction of Current Account for Costa Rica: a Survival Analysis Approach," Documentos de Trabajo, Banco Central de Costa Rica, number 1504, Nov.
• Carlos Chaverri-Morales & Juan Diego Chavarría Mejía, 2015, "Forecasting Inflation With Bayesian Techniques," Documentos de Trabajo, Banco Central de Costa Rica, number 1505, Nov.
• 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.
• Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2015, "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," Working Papers, Banco de España, number 1523, Sep.
• María Dolores Gadea & Ana Gómez-Loscos & Gabriel Perez-Quiros, 2015, "The great moderation in historical perspective. Is it that great?," Working Papers, Banco de España, number 1527, Oct.
• Marcello Miccoli & Stefano Neri, 2015, "Inflation surprises and inflation expectations in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 265, Mar.
• Alessandro Calza & Andrea Zaghini, 2015, "Shoe-leather costs in the euro area and the foreign demand for euro banknotes," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1039, Nov.
• Noriega Antonio E. & Ramos Francia Manuel & Rodríguez-Pérez Cid Alonso, 2015, "Money Demand Estimations in Mexico and of its Stability 1986-2010, as well as Some Examples of its Uses," Working Papers, Banco de México, number 2015-13, Jul.
• Ramos Francia Manuel & Noriega Antonio E. & Rodríguez-Pérez Cid Alonso, 2015, "The Use of Monetary Aggregates as Indicators of the Future Evolution of Consumer Prices: Monetary Growth and Inflation Target," Working Papers, Banco de México, number 2015-14, Jul.
• Juan Andrés Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2015, "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia," Borradores de Economia, Banco de la Republica de Colombia, number 869, Mar, DOI: 10.32468/be.869.
• Davinson Stev Abril Salcedo & Luis Fernando Melo Velandia & Daniel Parra Amado, 2015, "Heterogeneidad de los Índices de Producción Sectoriales de la Industria Colombiana," Borradores de Economia, Banco de la Republica de Colombia, number 888, Jun, DOI: 10.32468/be.888.
• Davinson Stev Abril Salcedo & Luis Fernando Melo Velandia & Daniel Parra Amado, 2015, "Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 902, Sep, DOI: 10.32468/be.902.
• Jair N. Ojeda-Joya & Oscar Jaulin-Mendez & Juan C. Bustos-Peláez, 2015, "The Interdependence between Commodity-Price and GDP Cycles: A Frequency Domain Approach," Borradores de Economia, Banco de la Republica de Colombia, number 913, Nov, DOI: 10.32468/be.913.
• Javier Gutiérrez Rueda & Andrés Murcia Pabón, 2015, "El papel de la estructura del sistema financiero en la transmisión de la política monetaria," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 33, issue 76, pages 44-52, April, DOI: 10.1016/j.espe.2014.12.003.
• Julija Cerović & Vesna Karadžić, 2015, "Extreme Value Theory In Emerging Markets: Evidence From Montenegrin Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 60, issue 206, pages 87-116, July - Se.
• Grégory Levieuge, 2015, "Explaining and forecasting bank loans. Good times and crisis," Working papers, Banque de France, number 566.
• Grégory Levieuge, 2015, "the coherence and the predictive content of the French Bank Lending Survey s indicators (in French)," Working papers, Banque de France, number 567.
• Laura Mayoral, 2015, "The Persistence of Inflation in OECD Countries:a Fractionally Integrated Approach," Working Papers, Barcelona School of Economics, number 259, Sep.
• Tatevik Sekhposyan & Barbara Rossi, 2015, "Alternative Tests for Correct Specification of Conditional Predictive Densities," Working Papers, Barcelona School of Economics, number 758, Sep.
• Kenneth Rogoff & Domenico Ferraro & Barbara Rossi, 2015, "Can Oil Prices Forecast Exchange Rates?," Working Papers, Barcelona School of Economics, number 803, Sep.
• Michael Funke & Chang Shu & Xiaoqiang Cheng & Sercan Eraslan, 2015, "Assessing the CNH-CNY pricing differential: role of fundamentals, contagion and policy," BIS Working Papers, Bank for International Settlements, number 492, Feb.
• Dumičić Ksenija & Žmuk Berislav, 2015, "Statistical Control Charts: Performances of Short Term Stock Trading in Croatia," Business Systems Research, Sciendo, volume 6, issue 1, pages 22-35, March, DOI: 10.1515/bsrj-2015-0002.
• Cerović Julija & Lipovina-Božović Milena & Vujošević Saša, 2015, "A Comparative Analysis of Value at Risk Measurement on Emerging Stock Markets: Case of Montenegro," Business Systems Research, Sciendo, volume 6, issue 1, pages 36-55, March, DOI: 10.1515/bsrj-2015-0003.
• Mariam Camarero & Josep Lluís Carrion‐i‐Silvestre & Cecilio Tamarit, 2015, "The Relationship Between Debt Level And Fiscal Sustainability In Organization For Economic Cooperation And Development Countries," Economic Inquiry, Western Economic Association International, volume 53, issue 1, pages 129-149, January, DOI: 10.1111/ecin.12126.
• Pilar Abad & M. Dolores Robles, 2015, "The Risk–Return Binomial After Rating Changes," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 44, issue 2, pages 249-274, July.
• Wilfried Rickels & Dennis Görlich & Sonja Peterson, 2015, "Explaining European Emission Allowance Price Dynamics: Evidence from Phase II," German Economic Review, Verein für Socialpolitik, volume 16, issue 2, pages 181-202, May.
• Menzie Chinn & Kavan Kucko, 2015, "The Predictive Power of the Yield Curve Across Countries and Time," International Finance, Wiley Blackwell, volume 18, issue 2, pages 129-156, June.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015, "Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 178, issue 4, pages 837-862, October.
• Morten Ørregaard Nielsen, 2015, "Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 2, pages 154-188, March.
• Zacharias Psaradakis & Marián Vávra, 2015, "A Quantile-based Test for Symmetry of Weakly Dependent Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 4, pages 587-598, July.
• Neil Kellard & Denise Osborn & Jerry Coakley & John C. Nankervis & Periklis Kougoulis & Jerry Coakley, 2015, "Generalized Variance-Ratio Tests in the Presence of Statistical Dependence," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 5, pages 687-705, September.
• Neil Kellard & Denise Osborn & Jerry Coakley & Simone D. Grose & Gael M. Martin & Donald S. Poskitt, 2015, "Bias Correction of Persistence Measures in Fractionally Integrated Models," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 5, pages 721-740, September.
• Christian Gouriéroux & Jean-Michel Zakoïan, 2015, "On Uniqueness of Moving Average Representations of Heavy-tailed Stationary Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 6, pages 876-887, November.
• Ralf Brüggemann & Jing Zeng, 2015, "Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 1, pages 22-39, February.
• Anton Skrobotov, 2015, "Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 2, pages 254-273, April.
• Marie Bessec & Othman Bouabdallah, 2015, "Forecasting GDP over the Business Cycle in a Multi-Frequency and Data-Rich Environment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 3, pages 360-384, June.
• Tomás Del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2015, "On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 4, pages 495-511, August.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Robert Mudida, 2015, "Testing the Marshall–Lerner Condition in Kenya," South African Journal of Economics, Economic Society of South Africa, volume 83, issue 2, pages 253-268, June.
• Banu Kurtaran, 2015, "Re-examining the PPP Hypothesis via Nonlinearity and Smooth Breaks," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 2, issue 1, pages 1-21.
• Melis Tartici, 2015, "A Reinvestigation of the Hysteresis Hypothesis in the OECD Countries," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 2, issue 1, pages 22-40.
• André K. Anundsen & Ragnar Nymoen, 2015, "Did US consumers ‘save for a rainy day’ before the Great Recession?," Working Paper, Norges Bank, number 2015/08, May.
• Davide Pettenuzzo & Francesco Ravazzolo, 2015, "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 9/2015, Aug.
• Francesco Ravazzolo & Philip Rothman, 2015, "Oil-Price Density Forecasts of U.S. GDP," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 10/2015, Oct.
• Iryna Kaminska & Matt Roberts-Sklar, 2015, "A global factor in variance risk premia and local bond pricing," Bank of England working papers, Bank of England, number 576, Dec.
• Itamar Caspi, 2015, "Testing for a Housing Bubble at the National and Regional Level: The Case of Israel," Bank of Israel Working Papers, Bank of Israel, number 2015.05, Jul.
• Sohei Kaihatsu & Jouchi Nakajima, 2015, "Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-3, May.
• Seungmoon Choi, 2015, "Maximum Likelihood Estimation of Continuous-Time Diffusion Models for Korean Short-Term Interest Rates," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 21, issue 4, pages 28-58, December.
• Ki-Ho Kim, 2015, "GVAR Analysis on 6 Korean Broad Regions - Bayesian Cointegration Approach (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 21, issue 4, pages 97-131, December.
• M. E. Bontempi & L. Bottazzi & R. Golinelli, 2015, "Dynamic corporate capital structure behavior: empirical assessment in the light of heterogeneity and non stationarity," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp988, Jan.
• Zhongjun Qu & Fan Zhuo, 2015, "Likelihood Ratio Based Tests for Markov Regime Switching," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-003, Oct.
• Sergei Koulayev & Marc Rysman & Scott Schuh & Joanna Stavins, 2015, "Explaining adoption and use of payment instruments by U.S. consumers," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-004, May.
• Jiawen Xu & Pierre Perron, 2015, "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-012, Sep.
• Luis Filipe Martins & Pierre Perron, 2015, "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-014, Oct.
• Rasmus T. Varneskov & Pierre Perron, 2015, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-015, Sep.
• Pierre Perron & Tatsuma Wada, 2015, "Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-016, Oct.
• Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2015, "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-018, Jan, revised Nov 2015.
• Rickels Wilfried & Görlich Dennis & Peterson Sonja, 2015, "Explaining European Emission Allowance Price Dynamics: Evidence from Phase II," German Economic Review, De Gruyter, volume 16, issue 2, pages 181-202, May, DOI: 10.1111/geer.12045.
• Carcel Hector & Gil-Alana Luis A. & Madigu Godfrey, 2015, "Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study," Global Economy Journal, De Gruyter, volume 15, issue 4, pages 507-524, December, DOI: 10.1515/gej-2015-0002.
• Kurozumi Eiji, 2015, "Testing for Multiple Structural Changes with Non-Homogeneous Regressors," Journal of Time Series Econometrics, De Gruyter, volume 7, issue 1, pages 1-35, January, DOI: 10.1515/jtse-2012-0019.
• Wolters Maik H. & Tillmann Peter, 2015, "The changing dynamics of US inflation persistence: a quantile regression approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 2, pages 161-182, April, DOI: 10.1515/snde-2013-0080.
• Donayre Luiggi, 2015, "Do monetary policy shocks generate TAR or STAR dynamics in output?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 2, pages 227-247, April, DOI: 10.1515/snde-2013-0038.
• Camacho Maximo & Lovcha Yuliya & Quiros Gabriel Perez, 2015, "Can we use seasonally adjusted variables in dynamic factor models?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 3, pages 377-391, June, DOI: 10.1515/snde-2013-0096.
• Lee Hyejin & Lee Junsoo & Im Kyungso, 2015, "More powerful cointegration tests with non-normal errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 4, pages 397-413, September, DOI: 10.1515/snde-2013-0060.
• Lanne Markku, 2015, "Noncausality and inflation persistence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 4, pages 469-481, September, DOI: 10.1515/snde-2013-0108.
• Nonejad Nima, 2015, "Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 5, pages 561-584, December, DOI: 10.1515/snde-2014-0043.
• Bekiros Stelios & Nguyen Duc Khuong & Uddin Gazi Salah & Sjö Bo, 2015, "Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 5, pages 609-624, December, DOI: 10.1515/snde-2014-0055.
• Ben Jann, 2015, "Methodological Report on Kaul and Wolf's Working Papers on the Effect of Plain Packaging on Smoking Prevalence in Australia and the Criticism Raised by OxyRomandie," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 10, Mar, DOI: 10.7892/boris.81520.
• Tung Liu & Kui-Wai Li, 2015, "The Empirics of Economic Growth and Industrialization Using Growth Identity Equation," Working Papers, Ball State University, Department of Economics, number 201501, Jun, revised Jun 2015.
• W. Robert Reed, 2015, "Testing For Unit Roots With Cointegrated Data," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 15/11, May.
• W. Robert Reed & Min Zhu, 2015, "On Estimating Long-Run Effects in Models with Lagged Dependent Variables," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 15/18, Nov.
• Fabio C. Bagliano & Claudio Morana, 2015, "It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 424.
• Audrey Laporte & Adrian Rohit Dass & Brian Ferguson, 2015, "Is the Rational Addiction model inherently impossible to estimate?," Working Papers, Canadian Centre for Health Economics, number 150011, Jul, revised Jun 2016.
• Pami Dua & Divya Tuteja, 2015, "Global Recession And Eurozone Debt Crisis - Impact On Exports Of China And India," Working papers, Centre for Development Economics, Delhi School of Economics, number 242, Apr.
• Michaël GOUJON & OLIVIER SANTONI & Sosso FEINDOUNO, 2015, "Tendances et chocs climatiques à La Réunion : utilisation de la base CRU TS version 3.21," Working Papers, CERDI, number 201510, May.
• Aristide MABALI & Moundigbaye MANTOBAYE, 2015, "Oil and Regional Development in Chad: Impact Assessment of Doba Oil Project on the Poverty in Host Region," Working Papers, CERDI, number 201515, Jun.
• Mostafa Tahmasebi & Michel Rocca, 2015, "A fuzzy model to estimate the size of the underground economy applying structural equation modeling," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 347-368, November.
• Violetta Dalla & Javier Hidalgo, 2015, "Testing for Breaks in Regression Models with Dependent Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /2015/584, Mar.
• Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015, "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series, CESifo, number 5336.
• André Kallåk Anundsen & Ragnar Nymoen, 2015, "Did US Consumers 'Save for a Rainy Day' Before the Great Recession?," CESifo Working Paper Series, CESifo, number 5347.
• Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 5407.
• Ansgar Belke & Anne Oeking & Ralph Setzer, 2015, "Exports and Capacity Constraints: Evidence for Several Euro Area Countries," CESifo Working Paper Series, CESifo, number 5455.
• Nidhaleddine Ben Cheikh & Christophe Rault, 2015, "The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis," CESifo Working Paper Series, CESifo, number 5550.
• Gordon H. Hanson & Nelson Lind & Marc-Andreas Muendler, 2015, "The Dynamics of Comparative Advantage," CESifo Working Paper Series, CESifo, number 5622.
• Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015, "The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks," CESifo Working Paper Series, CESifo, number 5630.
• Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015, "Die Machbarkeit von Kurzfristprognosen für den Freistaat Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 22, issue 04, pages 21-25, August.
• Stefan Sauer & Klaus Wohlrabe, 2015, "Die Saisonbereinigung im ifo Konjunkturtest – Umstellung auf das X-13ARIMA-SEATS-Verfahren," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 01, pages 32-42, January.
• Steffen Henzel, 2015, "Prognosekraft des ifo Konjunkturtests – Einfluss der neuen Saisonbereinigung mit X-13ARIMA-SEATS," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 01, pages 59-63, January.
• Wolfgang Nierhaus & Klaus Abberger, 2015, "ifo Konjunkturampel revisited," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 05, pages 27-32, March.
• Timo Wollmershäuser, 2015, "Evaluation der ifo Konjunkturprognosen – ein Vergleich mit den Prognosen von Consensus Economics," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 22, pages 26-28, November.
• Przemyslaw Wojciechowski, 2015, "Konjunkturtest im Fokus: Rekordwerte in der Konjunkturumfrage im Bereich Dienstleistungen: Was treibt den Geschäftsklimaindikator in die Höhe?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 22, pages 41-43, November.
• José Manuel Madeira Belbute, 2015, "Measuring persistence in inflation: evidence for Angola," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2015_02.
• José Manuel Madeira Belbute, 2015, "Does Final Energy Demand in Portugal Exhibit Long Memory? A Fractional Integration Analysis," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2015_04.
• José Manuel Madeira Belbute, 2015, "An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2015_11.
• José Manuel Madeira Belbute, 2015, "Do Global CO2 Emissions from Fuel Consumption Exhibit Long Memory? A Fractional Integration Analysis," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2015_14.
• 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, Center for Economic and Financial Research (CEFIR), number w0218, Oct.
• Hanson, Gordon H. & Lind, Nelson & Muendler, Marc-Andreas, 2015, "The Dynamics of Comparative Advantage," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 252.
• Máximo Camacho & Danilo Leiva-León & Gabriel Pérez-Quiros, 2015, "Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach," Working Papers Central Bank of Chile, Central Bank of Chile, number 764, Aug.
• Carlos Medel & Pablo Pincheira, 2015, "The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model," Working Papers Central Bank of Chile, Central Bank of Chile, number 768, Sep.
• Carlos Medel, 2015, "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 769, Sep.
• Virginie Coudert & Valérie Mignon, 2015, "Reassessing the empirical relationship between the oil price and the dollar," Working Papers, CEPII research center, number 2015-25, Dec.
• Federico M. Bandi & Benoit Perron & Andrea Tamoni & Claudio Tebaldi, 2015, "The scale of predictability," CIRANO Working Papers, CIRANO, number 2015s-21, May.
• Barend Abeln & Jan P.A.M. Jacobs, 2015, "Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET," CIRANO Working Papers, CIRANO, number 2015s-35, Jul.
• E. Otranto, 2015, "Adding Flexibility to Markov Switching Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201509.
• José E. Gómez-González & Jair N. Ojeda-Joya & Catalina Rey-Guerra & Natalia Sicard, 2015, "Testing for Bubbles in the Colombian Housing Market: A New Approach," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Juan Andr�s Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & Jos� Fernando Moreno-Guti�rrez, 2015, "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries� Term Premia," Borradores de Economia, Banco de la Republica, number 12609, Mar.
• Davinson Stev Abril Salcedo & Luis Fernando Melo Velandia & Daniel Parra Amado, 2015, "Heterogeneidad de los �ndices de Producci�n Sectoriales de la Industria Colombiana," Borradores de Economia, Banco de la Republica, number 12973, Jun.
• Davinson Stev Abril Salcedo & Luis Fernando Melo Velandia & Daniel Parra Amado, 2015, "Impactos de los fen�menos clim�ticos sobre el precio de los alimentos en Colombia," Borradores de Economia, Banco de la Republica, number 13648, Sep.
• Jair N. Ojeda-Joya & Oscar Jaulin-Mendez & Juan C. Bustos-Pel�ez, 2015, "The Interdependence between Commodity-Price and GDP Cycles: A Frequency Domain Approach," Borradores de Economia, Banco de la Republica, number 13991, Nov.
• Javier Gutiérrez Rueda & Andr�s Murcia Pab�n, 2015, "El papel de la estructura del sistema financiero en la transmisión de la política monetaria," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 33, issue 76, pages 44-52, DOI: 10.1016/j.espe.2014.12.003.
• Henry RODRIGUEZ SOSA & Gabriel PIRAQUIVE GALEANO, 2015, "Análisis comparativo y recomendaciones para el fortalecimiento fiscal de las entidades territoriales," Archivos de Economía, Departamento Nacional de Planeación, number 13920, Oct.
• Katherine Julieth Sierra Suárez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z, 2015, "Predictibilidad de los retornos en el mercado de Colombia e hipótesis de mercado adaptativo," Estudios Gerenciales, Universidad Icesi, volume 31, issue 137, pages 411-418.
• Katherine Julieth Sierra Suárez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z, 2015, "Predictibilidad de los retornos en el mercado de Colombia e hipótesis de mercado adaptativo," Estudios Gerenciales, Universidad Icesi, volume 31, issue 137, pages 411-418.
• María Luz Moyano Buitrago & Jos� Mauricio Gil Le�n, 2015, "Efectos de la inversión extranjera directa sobre el crecimiento económico en Colombia: evidencia empírica 2000-2010," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Carlos J. Pena, 2015, "Desempleo, inversión privada y términos de intercambio. Venezuela, 1970-2012," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 25, pages 141-163.
• Emilio Rojas & Werner Kristjanpoller, 2015, "Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 83, pages 9-31.
• Gabriela Zepeda-Mercado, 2015, "Sincronización cíclica del sector manufacturero de méxico y estados unidos desde una perspectiva no lineal autorregresiva con transición suave," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 23, issue 2, pages 163-175.
• Hernando Vargas & Andr�s Gonz�lez & Ignacio Lozano, 2015, "Macroeconomic Gains from Structural Fiscal Policy Adjustments: The Case of Colombia," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 39-81.
• Óscar Penagos Gómez & H�ctor Rojas Serrano & Jacobo Campo Robledo, 2015, "La Paradoja de Feldstein-Horioka – Evidencia para Colombia durante 1925-2011," Revista Ecos de Economía, Universidad EAFIT, volume 19, issue 40, pages 4-24.
• Hernán Enríquez Sierra & Jacobo Campo Robledo & Antonio Avenda�o Arosemena, 2015, "Relaciones regionales en los precios de vivienda nueva en Colombia," Revista Ecos de Economía, Universidad EAFIT, volume 19, issue 40, pages 25-47.
• Jorge Mario Uribe & Natalia Restrepo L�pez, 2015, "Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia," Revista Ecos de Economía, Universidad EAFIT, volume 19, issue 41, pages 24-44.
• Juan Benjamín Duarte Duarte & Katherine Julieth Sierra Su�rez & V�ctor Alfonso Rueda Ortiz, 2015, "Análisis comparativo de eficiencia entre Brasil, México y Estados Unidos," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 7, issue 2, pages 341-357.
• Jhon James Mora Rodr√≠guez & Carolina Caicedo Marulanda & AndrÔøΩs Cendales, 2015, "El efecto del Diploma en el Mercado laboral Caleno: Un an√°lisis a partir de las Vacantes," Icesi Economics Working Papers, Universidad Icesi, number 14563, Mar.
• Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015, "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015007, Feb.
• Deschamps, P., 2015, "Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015020, May.
• Dufays, A. & Rombouts, V., 2015, "Sparse Change-Point Time Series Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015032, Jul.
• BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015, "The Contribution of Structural Break Models to Forecating Macroeconomic Series," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2651, Jan.
• Christian M. HAFNER & Arie PREMINGER, 2015, "An ARCH Model Without Intercept," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2770, Jan.
• Piotr Ryszard Pluciennik, 2015, "The Assessment of Polish Bank Sector Condition on the Basis of Swap Spreads," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 46, issue 1, pages 7-22.
• Sylwester Bejger, 2015, "Testing Parallel Pricing Behavior in the Polish Wholesale Fuel Market: an ARDL – Bound Testing Approach," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 111-128.
• Ewa Ratuszny, 2015, "Risk Modeling of Commodities using CAViaR Models, the Encompassing Method and the Combined Forecasts," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 129-156.
• Sylwester Bejger, 2015, "Screening for competition failures: some remarks on horizontal anticompetitive behavior visual detection," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 14, issue 2, pages 169-188, June, DOI: 10.12775/EiP.2015.010.
• Muellbauer, John & Aron, Janine & Sebudde, Rachel, 2015, "Inflation forecasting models for Uganda: is mobile money relevant?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10739, Jul.
• Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores & Gomez-Loscos, Ana, 2015, "The Great Moderation in historical perspective.Is it that great?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10825, Sep.
• Pérez-Quirós, Gabriel & Camacho, Máximo & Leiva-León, Danilo, 2015, "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 10828, Sep.
• Janine Aron & John Muellbauer & Rachel Sebudde, 2015, "Inflation forecasting models for Uganda: is mobile money relevant?," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2015-17.
• Andrea Albanese & Bart Cockx & Yannick Thuy, 2015, "Working Time Reductions at the End of the Career. Do they prolong the Time Spent in Employment?," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2015024, Dec.
• Yong Bao, 2015, "Should We Demean the Data?," Annals of Economics and Finance, Society for AEF, volume 16, issue 1, pages 163-171, May.
• Dimitrios I. Vortelinos, 2015, "The Effect of Macro News on Volatility and Jumps," Annals of Economics and Finance, Society for AEF, volume 16, issue 2, pages 425-447, November.
• Hendry, David F. & Johansen, Søren, 2015, "Model Discovery And Trygve Haavelmo’S Legacy," Econometric Theory, Cambridge University Press, volume 31, issue 1, pages 93-114, February.
• Liao, Zhipeng & Phillips, Peter C. B., 2015, "Automated Estimation Of Vector Error Correction Models," Econometric Theory, Cambridge University Press, volume 31, issue 3, pages 581-646, June.
• Chen, Haiqiang & Fang, Ying & Li, Yingxing, 2015, "Estimation And Inference For Varying-Coefficient Models With Nonstationary Regressors Using Penalized Splines," Econometric Theory, Cambridge University Press, volume 31, issue 4, pages 753-777, August.
• Chen, Haiqiang, 2015, "Robust Estimation And Inference For Threshold Models With Integrated Regressors," Econometric Theory, Cambridge University Press, volume 31, issue 4, pages 778-810, August.
• Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag, 2015, "Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series," Econometric Theory, Cambridge University Press, volume 31, issue 5, pages 911-952, October.
• 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, Cambridge University Press, volume 47, issue 4, pages 539-559, November.
• Cosimo Magazzino, 2015, "Energy consumption and GDP in Italy: cointegration and causality analysis," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 17, issue 1, pages 137-153, February, DOI: 10.1007/s10668-014-9543-8.
• Cecilia Mancini & Vanessa Mattiussi & Roberto Renò, 2015, "Spot volatility estimation using delta sequences," Finance and Stochastics, Springer, volume 19, issue 2, pages 261-293, April, DOI: 10.1007/s00780-015-0255-1.
• Lutz Bellmann & Olaf Hübler, 2015, "Working time accounts and firm performance in Germany," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 4, issue 1, pages 1-18, December, DOI: 10.1186/s40174-015-0048-8.
• Ahmad Baharumshah & Siew-Voon Soon, 2015, "Demand for broad money in Singapore: does wealth matter?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 557-573, July, DOI: 10.1007/s12197-013-9267-x.
• Vasileios Siakoulis & Ioannis Venetis, 2015, "On inter-arrival times of bond market extreme events. An application to seven European markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 4, pages 717-741, October, DOI: 10.1007/s12197-013-9276-9.
• MeiChi Huang & LinYing Yeh, 2015, "Should the Fed take extra action for the recent housing bubble? Evidence from asymmetric transitory shocks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 4, pages 762-781, October, DOI: 10.1007/s12197-014-9281-7.
• Burak Güriş & Yaşar Yaşgül, 2015, "Does the Fisher hypothesis hold for the G7 countries? Evidence from ADL threshold cointegration test," Quality & Quantity: International Journal of Methodology, Springer, volume 49, issue 6, pages 2549-2557, November, DOI: 10.1007/s11135-014-0127-3.
• Mauro Bernardi & Lea Petrella, 2015, "Multiple seasonal cycles forecasting model: the Italian electricity demand," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 24, issue 4, pages 671-695, November, DOI: 10.1007/s10260-015-0313-z.
• Massimiliano Mazzanti & Antonio Musolesi, 2015, "Unveiling structural breaks in long-run economic development-CO2 relationships," SEEDS Working Papers, SEEDS, Sustainability Environmental Economics and Dynamics Studies, number 1815, Dec, revised Dec 2015.
• Juraj Hucek & Alexander Karsay & Marian Vavra, 2015, "Short-term Forecasting of Real GDP Using Monthly Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number OP 1/2015, Jul.