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

• Tao Cai & Vinh Q. T. Dang & Jennifer T. Lai, 2016, "China's Capital and ‘Hot’ Money Flows: An Empirical Investigation," Pacific Economic Review, Wiley Blackwell, volume 21, issue 3, pages 276-294, August.
• Makram El-Shagi & Axel Lindner & Gregor von Schweinitz, 2016, "Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis," Review of International Economics, Wiley Blackwell, volume 24, issue 1, pages 37-66, February.
• José Manuel Belbute & Leonardo Dia Massala & Júlio António Delgado, 2016, "Measuring Persistence in Inflation: Evidence For angola," South African Journal of Economics, Economic Society of South Africa, volume 84, issue 4, pages 594-606, December.
• Mariam Camarero & Inmaculada Martínez-Zarzoso & Felicitas Nowak-Lehmann & Cecilio Tamarit, 2016, "Trade Openness and Income: A Tale of Two Regions," The World Economy, Wiley Blackwell, volume 39, issue 3, pages 386-408, March.
• PHIRI Andrew & NYONI Bothwell, 2016, "Re-Visting The Electricity-Growth Nexus In South Africa," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 11, issue 1, pages 97-111, April.
• Ariel Bernardo Ibañez Choque & Marco Israel Gavincha Lima & Miriam Pacífica Llapaco Ávila, 2016, "Crecimiento económico, cambio estructural y diversificación: el caso de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 24, issue 1, pages 49-114, June.
• Oscar Díaz Quevedo & Tatiana Rocabado Palomeque, 2016, "En búsqueda de una relación de largo plazo entre crecimiento económico y desarrollo del sistema financiero," Revista de Análisis del BCB, Banco Central de Bolivia, volume 25, issue 2, pages 191-219, July.
• André K. Anundsen, 2016, "Detecting imbalances in house prices: What goes up must come down?," Working Paper, Norges Bank, number 2016/11, Aug.
• Ivan Petrella & Davide Delle Monache, 2016, "Adaptive models and heavy tails," Bank of England Staff Working Paper series, Bank of England, number 577, Jan.
• Richard D F Harris & Evarist Stoja & Linzhi Tan, 2016, "The dynamic Black-Litterman approach to asset allocation," Bank of England Staff Working Paper series, Bank of England, number 596, Apr.
• Beum-Jo Park, 2016, "Investors' Herd Behavior and its Relation with Volatility in the Korean Stock Market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 22, issue 3, pages 70-93, September.
• F. Lilla, 2016, "High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1084, Nov.
• Syed Aun R. Rizvi & Shaista Arshad, 2016, "How does crisis affect efficiency? An empirical study of East Asian markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 1, pages 1-8, March.
• Alaa Alaabed & Mansur Masih, 2016, "Finance-growth nexus: Insights from an application of threshold regression model to Malaysia's dual financial system," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 2, pages 63-71, June.
• Ahmad Monir Abdullah & Buerhan Saiti & Mansur Masih, 2016, "The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 219-232, December.
• Sollis Robert, 2016, "Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null," Journal of Time Series Econometrics, De Gruyter, volume 8, issue 1, pages 1-19, January, DOI: 10.1515/jtse-2013-0004.
• Nguimkeu Pierre, 2016, "An Improved Selection Test between Autoregressive and Moving Average Disturbances in Regression Models," Journal of Time Series Econometrics, De Gruyter, volume 8, issue 1, pages 41-54, January, DOI: 10.1515/jtse-2014-0036.
• Nonejad Nima, 2016, "Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox," Journal of Time Series Econometrics, De Gruyter, volume 8, issue 1, pages 55-90, January, DOI: 10.1515/jtse-2013-0024.
• Cuestas Juan Carlos & Gil-Alana Luis Alberiko, 2016, "Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 1, pages 57-74, February, DOI: 10.1515/snde-2014-0005.
• Yamada Hiroshi & Yoon Gawon, 2016, "Selecting the tuning parameter of the ℓ1 trend filter," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 1, pages 97-105, February, DOI: 10.1515/snde-2014-0089.
• Kuriyama Nina, 2016, "Testing cointegration in quantile regressions with an application to the term structure of interest rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 2, pages 107-121, April, DOI: 10.1515/snde-2013-0107.
• Eo Yunjong, 2016, "Structural changes in inflation dynamics: multiple breaks at different dates for different parameters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 3, pages 211-231, June, DOI: 10.1515/snde-2015-0041.
• Rinke Saskia & Sibbertsen Philipp, 2016, "Information criteria for nonlinear time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 3, pages 325-341, June, DOI: 10.1515/snde-2015-0026.
• Baillie Richard T. & Kapetanios George, 2016, "On the estimation of short memory components in long memory time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 365-375, September, DOI: 10.1515/snde-2015-0120.
• Ravazzolo Francesco & Rothman Philip, 2016, "Oil-price density forecasts of US GDP," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 441-453, September, DOI: 10.1515/snde-2015-0116.
• Jensen Mark J., 2016, "Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 455-475, September, DOI: 10.1515/snde-2014-0116.
• Fossati Sebastian, 2016, "Dating US business cycles with macro factors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 5, pages 529-547, December, DOI: 10.1515/snde-2015-0037.
• Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016, "Option-Implied Equity Premium Predictions via Entropic TiltinG," Working Papers, Brandeis University, Department of Economics and International Business School, number 99, Jan.
• Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016, "Option-Implied Equity Premium Predictions via Entropic TiltinG," Working Papers, Brandeis University, Department of Economics and International Business School, number 99R, Jan, revised Aug 2016.
• Kleiber, Christian, 2016, "Structural Change in (Economic) Time Series," Working papers, Faculty of Business and Economics - University of Basel, number 2016/06.
• Ito, R., 2016, "Spline-DCS for Forecasting Trade Volume in High-Frequency Finance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1606, Jan.
• Ryoko Ito, 2016, "Asymptotic Theory for Beta-t-GARCH," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1607, Jan.
• Peter Malec, 2016, "A Semiparametric Intraday GARCH Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1633, May.
• Umit Bulut, 2016, "How Far Ahead Does the Central Bank of the Republic of Turkey Look?," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 5, issue 1, pages 99-111.
• Magdalena Petrovska & Aneta Krstevska & Nikola Naumovski, 2016, "Forecasting Macedonian Business Cycle Turning Points Using Qual Var Model," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 5, issue 3, pages 61-78.
• W. Robert Reed, 2016, "Univariate Unit Root Tests Perform Poorly When Data Are Cointegrated," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/01, Jan.
• W. Robert Reed & Min Zhu, 2016, "On Estimating Long-Run Effects In Models with Lagged Dependent Variables," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/16, Jul.
• W. Robert Reed & Aaron Smith, 2016, "A Time Series Paradox: Unit Root Tests Perform Poorly When Data Are Cointegrated," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/19, Sep.
• Audrey Laporte & Adrian Rohit Dass & Brian Ferguson, 2016, "On a Possible Problem in the Estimation of Saddle-point Dynamic Economic Models," Working Papers, Canadian Centre for Health Economics, number 160004, Apr.
• Kim, Min Seong & Sun, Yixiao & Yang, Jingjing, 2016, "A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2240n3n5, Jan.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2016, "Testing unemployment theories: A multivariate long memory approach," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 95-112, May.
• Julian P. Veley & Brian C. Payne & Jiri Tresl & Wilfredo Toledo, 2016, "Implied Volatility Around the World : Geographical Markets and Asset Classes," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp562, Apr.
• Andrea Albanese & Bart Cockx & Yannick Thuy, 2016, "Working Time Reductions at the End of the Career. Do they Prolong the Time Spent in Employment?," CESifo Working Paper Series, CESifo, number 5695.
• Suphi Sen & Bertrand Melenberg & Herman R. J. Vollebergh, 2016, "Identification and Estimation of the Environmental Kuznets Curve: Pairwise Differencing to Deal with Nonlinearity and Nonstationarity," CESifo Working Paper Series, CESifo, number 5837.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016, "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," CESifo Working Paper Series, CESifo, number 5995.
• Eva Deuchert & Martin Huber & Mark Schelker, 2016, "Direct and Indirect Effects Based on Difference-in-Differences with an Application to Political Preferences Following the Vietnam Draft Lottery," CESifo Working Paper Series, CESifo, number 6000.
• Markus Reischmann, 2016, "Empirical Studies on Public Debt and Fiscal Transfers," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 63, September.
• Gabriel Felbermayr & Erdal Yalcin & Inga Heiland, 2013, "Federal Export Credit Guarantees of the Federal Republic of Germany (Hermes Credit Guarantees)," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 63, October.
• Vera Sommer & Klaus Wohlrabe, 2016, "Historische ifo-Konjunkturzeitreihen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 69, issue 14, pages 36-37, July.
• Carlos Medel, 2016, "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile, Central Bank of Chile, number 785, May.
• Carlos Medel, 2016, "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile, Central Bank of Chile, number 791, Oct.
• Oscar Claveria & Enric Monte & Salvador Torra, 2016, "A self-organizing map analysis of survey-based agents? expectations before impending shocks for model selection: The case of the 2008 financial crisis," International Economics, CEPII research center, issue 146, pages 40-58.
• Dalibor Stevanovic & Rachidi Kotchoni, 2016, "Prévision de l’activité économique au Québec," CIRANO Project Reports, CIRANO, number 2016rp-08, Jun.
• Ulrich Hounyo & Silvia Gonçalves & Nour Meddahi, 2016, "Bootstrapping pre-averaged realized volatility under market microstructure noise," CIRANO Working Papers, CIRANO, number 2016s-25, May.
• Jean-Marie Dufour & Richard Luger, 2016, "Identification-robust moment-based tests for Markov-switching in autoregressive models," CIRANO Working Papers, CIRANO, number 2016s-63, Dec.
• Elke Jahn & Enzo Weber, 2016, "The effect of temporary help jobs on employment volatility," Canadian Journal of Economics, Canadian Economics Association, volume 49, issue 1, pages 412-427, February, DOI: 10.1111/caje.12202.
• Libo Xu & Apostolos Serletis, undated, "Monetary and Fiscal Policy Switching with Time-Varying Volatilities," Working Papers, Department of Economics, University of Calgary, number 2016-34, revised 13 Jun 2016.
• 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 República, volume 34, issue 80, pages 146-158, DOI: 10.1016/j.espe.2016.03.003.
• Mónica Eliana FLÓREZ BUSTAMANTE & Jurany Beccie RAM�REZ GALLEGO, 2016, "Estimación de elasticidades de sustitución Armington: una aplicación para la industria en Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 14805, Jun.
• Davinson Abril Salcedo & Luis Fernando Melo Velandia & Daniel Parra Amado, 2016, "Impacto de la semana santa sobre los índices de produccion sectoriales de la industria colombiana," Revista de Economía del Rosario, Universidad del Rosario, volume 19, issue 1, pages 57-84.
• Jhon James Mora & Andres Cendales & Caicedo Carolina, 2016, "Diplomas y desajuste educativo en Cali a partir de avisos clasificados," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 86, pages 179-198.
• Juan David Rojas & Sebasti�n Higuera, 2016, "Transmisión de choques en los flujos de capitales al crecimiento económico colombiano," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 14636, Jun.
• Miller Ariza, 2016, "Pronóstico del volumen de negociación del mercado secundario de renta fija en Colombia: a través de la modelación no lineal star," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-46.
• Andrés David Pinchao Rosero & Jorge Mario Uribe Gil, 2016, "Crecimiento económico colombiano y quiebres estructurales endógenos," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 15537, Dec.
• Julián Fernández Mejía & Jorge Mario Uribe, 2016, "Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 1, pages 83-103.
• Antonio Ruiz Porras & Fidel Gustavo Cruz Ruiz, 2016, "Las hipótesis de Fisher en Latinoamérica: un análisis de cointegración," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 2, pages 301-326.
• Julio César Alonso Cifuentes & Daniela Estrada Nates, 2016, "El precio mundial del café y su efecto en el precio minorista para las cinco principales ciudades de Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 2, pages 379-399.
• Julio César Alonso Cifuentes & Daniela Estrada Nates, 2016, "El precio mundial del café y su efecto en el precio minorista para las cinco principales ciudades de Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 2, pages 379-399.
• BREITUNG, Jörg & HAFNER, Christian, 2016, "A Simple Model for Now-Casting Volatility Series," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016004, Oct.
• DE KLERK, Etienne & GLINEUR, François & TAYLOR, Adrien B., 2016, "On the Worst-case Complexity of the Gradient Method with Exact Line Search for Smooth Strongly Convex Functions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016027, Jun.
• AUGUSTYNIAK, Maciej & BAUWENS, Luc & DUFAYS, Arnaud, 2016, "A New Approach to Volatility Modeling : The High-Dimensional Markov Model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016042, Dec.
• DESCHAMPS, Philippe J., 2016, "Bayesian Semiparametric Forecasts of Real Interest Rate Data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016050, Nov.
• Christian M. HAFNER & Arie PREMINGER, 2016, "The Effect of Additive Outliers on Fractional Unit Root Tests," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2762, Jan.
• Jörg BREITUNG & Christian M. HAFNER, 2016, "A simple model for now-casting volatility series," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2865, Jan.
• Hevia, Constantino & Petrella, Ivan & Sola, Martin, 2016, "Risk Premia and Seasonality in Commodity Futures," CEPR Discussion Papers, Centre for Economic Policy Research, number 11169, Mar.
• Andreou, Elena, 2016, "On the use of high frequency measures of volatility in MIDAS regressions," CEPR Discussion Papers, Centre for Economic Policy Research, number 11307, Jun.
• Pettenuzzo, Davide & Timmermann, Allan, 2016, "Forecasting Macroeconomic Variables under Model Instability," CEPR Discussion Papers, Centre for Economic Policy Research, number 11355, Jun.
• Carrasco, Marine & Rossi, Barbara, 2016, "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 11388, Jul.
• Rossi, Barbara & Sekhposyan, Tatevik, 2016, "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," CEPR Discussion Papers, Centre for Economic Policy Research, number 11391, Jul.
• Rossi, Barbara & Sekhposyan, Tatevik & Soupré, Mattheiu, 2016, "Understanding the Sources of Macroeconomic Uncertainty," CEPR Discussion Papers, Centre for Economic Policy Research, number 11415, Jul.
• Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016, "Vulnerable Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 11583, Oct.
• Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2016, "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers, Centre for Economic Policy Research, number 11599, Nov.
• Claudio Morana, 2016, "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 155, Jan.
• Escribano, Álvaro & Sucarrat, Genaro, 2016, "Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 23436, Jul.
• Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez, 2016, "La modelización de la demanda de turismo de economías emergentes: el caso de la llegada de turistas rusos a España," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 110, pages 112-125, Mayo.
• Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016, "A quasi real-time leading indicator for the EU industrial production," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 118 [rev.], revised 2016, DOI: 10.2139/ssrn.2694608.
• Melnick, Rafi & Strohsal, Till, 2016, "Disinflation and the Phillips Curve: Israel 1986-2015," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-039.
• Colombier, Carsten, 2016, "Population aging in healthcare - a minor issue? Evidence from Switzerland," FiFo Discussion Papers - Finanzwissenschaftliche Diskussionsbeiträge, University of Cologne, FiFo Institute for Public Economics, number 16-3.
• Neck, Reinhard & Schneider, Friedrich, 2016, "The Popularity Function: A Spurious Regression? The Case of Austria," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145470.
• Zaklan, Aleksandar, 2016, "Free Allocation and the Endowment Effect in Cap-and-Trade Systems: Evidence from the European Electricity Sector," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145682.
• Nagel, Korbinian, 2016, "A Life Course Perspective on the Income-to-Health Relationship: Macro-Empirical Evidence from two Centuries," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145810.
• Rammer, Christian & Schubert, Torben, 2016, "Concentration on the few? R&D and innovation in German firms 2001 to 2013," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-005.

2015

• Samoilova, Evgenia & Vance, Colin, 2015, "Does parenthood make happy people happier? A lifecycle analysis using panel quantile regression," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 563, DOI: 10.4419/86788649.
• Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2015, "A novel ex-ante leading indicator for the EU industrial production," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 118, DOI: 10.2139/ssrn.2694608.
• Melnick, Rafi & Strohsal, Till, 2015, "From galloping inflation to price stability in steps: Israel 1985-2013," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-009.
• Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015, "Characterizing the financial cycle: Evidence from a frequency domain analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-021.
• Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015, "How do financial cycles interact? Evidence from the US and the UK," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-024.
• Shen, Zhiwei & Ritter, Matthias, 2015, "Forecasting volatility of wind power production," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-026.
• Strohsal, Till & Melnick, Rafi & Nautz, Dieter, 2015, "The time-varying degree of inflation expectations anchoring," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-028.
• Pagenhardt, Laura & Nautz, Dieter & Strohsal, Till, 2015, "The (de-)anchoring of inflation expectations: New evidence from the Euro area," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-044.
• Kruse, Yves Robinson & Kaufmann, Hendrik, 2015, "Bias-corrected estimation in mildly explosive autoregressions," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112897.
• Esteves, Paulo & Bobeica, Eleina & Rua, Antonio & Staehr, Karsten, 2015, "Exports and domestic demand pressure: a dynamic panel data model for the euro area countries," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113067.
• Herwartz, Helmut, 2015, "Are GARCH innovations independent - a long term assessment for the S&P 500," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113109.
• Marczak, Martyna & Proietti, Tommaso, 2015, "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113137.
• Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015, "Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113143.
• Demetrescu, Matei & Kruse, Robinson, 2015, "Testing heteroskedastic time series for normality," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113221.
• Belke, Ansgar & Oeking, Anne & Setzer, Ralph, 2015, "Exports and Capacity Constraints: Evidence for Several Euro Area Countries," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113228.
• Schober, Dominik & Woll, Oliver, 2015, "Disentangling irregular cycles in economic time series," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 15-067.
• Batiz-Zuk, Enrique & Christodoulakis, George & Poon, Ser-Huang, 2015, "Credit contagion in the presence of non-normal shocks," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 129-139, DOI: 10.1016/j.irfa.2014.11.014.
• Deeney, Peter & Cummins, Mark & Dowling, Michael & Bermingham, Adam, 2015, "Sentiment in oil markets," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 179-185, DOI: 10.1016/j.irfa.2015.01.005.
• Baur, Dirk G. & Glover, Kristoffer J., 2015, "Speculative trading in the gold market," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 63-71, DOI: 10.1016/j.irfa.2015.02.004.
• Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor, 2015, "What determines the yen swap spread?," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 1-13, DOI: 10.1016/j.irfa.2015.04.001.
• Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Stock return forecasting: Some new evidence," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 38-51, DOI: 10.1016/j.irfa.2015.05.002.
• Kryzanowski, Lawrence & Mohsni, Sana, 2015, "Earnings forecasts and idiosyncratic volatilities," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 107-123, DOI: 10.1016/j.irfa.2015.06.001.
• Choudhry, Taufiq & Hassan, Syed S. & Shabi, Sarosh, 2015, "Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 247-256, DOI: 10.1016/j.irfa.2015.03.011.
• Bampinas, Georgios & Panagiotidis, Theodore, 2015, "Are gold and silver a hedge against inflation? A two century perspective," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 267-276, DOI: 10.1016/j.irfa.2015.02.007.
• Assaf, Ata, 2015, "Long memory and level shifts in REITs returns and volatility," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 172-182, DOI: 10.1016/j.irfa.2015.06.004.
• Barrell, Ray & Costantini, Mauro & Meco, Iris, 2015, "Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 316-323, DOI: 10.1016/j.irfa.2015.08.007.
• Chen, Yu-Lun & Chang, Ya-Kai, 2015, "Investor structure and the informational efficiency of commodity futures prices," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 358-367, DOI: 10.1016/j.irfa.2015.08.013.
• Yazgan, M. Ege & Özkan, Harun, 2015, "Detecting structural changes using wavelets," Finance Research Letters, Elsevier, volume 12, issue C, pages 23-37, DOI: 10.1016/j.frl.2014.12.003.
• He, Hongbo & Chen, Shou & Yao, Shujie & Ou, Jinghua, 2015, "Stock market interdependence between China and the world: A multi-factor R-squared approach," Finance Research Letters, Elsevier, volume 13, issue C, pages 125-129, DOI: 10.1016/j.frl.2015.02.005.
• Neaime, Simon, 2015, "Are emerging MENA stock markets mean reverting? A Monte Carlo simulation," Finance Research Letters, Elsevier, volume 13, issue C, pages 74-80, DOI: 10.1016/j.frl.2015.03.001.
• Ardia, David & Boudt, Kris, 2015, "Testing equality of modified Sharpe ratios," Finance Research Letters, Elsevier, volume 13, issue C, pages 97-104, DOI: 10.1016/j.frl.2015.02.008.
• Araç, Ayşen & Yalta, A. Yasemin, 2015, "Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis," Finance Research Letters, Elsevier, volume 15, issue C, pages 41-48, DOI: 10.1016/j.frl.2015.08.002.
• Jawadi, Fredj & Louhichi, Waël & Idi Cheffou, Abdoulkarim, 2015, "Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 64-84, DOI: 10.1016/j.finmar.2015.09.004.
• Charles, Amélie & Darné, Olivier & Diebolt, Claude & Ferrara, Laurent, 2015, "A new monthly chronology of the US industrial cycles in the prewar economy," Journal of Financial Stability, Elsevier, volume 17, issue C, pages 3-9, DOI: 10.1016/j.jfs.2014.06.002.
• Peia, Oana & Roszbach, Kasper, 2015, "Finance and growth: Time series evidence on causality," Journal of Financial Stability, Elsevier, volume 19, issue C, pages 105-118, DOI: 10.1016/j.jfs.2014.11.005.
• Mei, Bin, 2015, "Illiquidity and risk of commercial timberland assets in the United States," Journal of Forest Economics, Elsevier, volume 21, issue 2, pages 67-78, DOI: 10.1016/j.jfe.2015.01.003.
• Sogiakas, Vasilios & Karathanassis, George, 2015, "Informational efficiency and spurious spillover effects between spot and derivatives markets," Global Finance Journal, Elsevier, volume 27, issue C, pages 46-72, DOI: 10.1016/j.gfj.2015.04.004.
• Wan, Cheng & Bertschi, Ljudmila, 2015, "Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: A practical approach," Insurance: Mathematics and Economics, Elsevier, volume 63, issue C, pages 66-75, DOI: 10.1016/j.insmatheco.2015.03.025.
• Karl Härdle, Wolfgang & López-Cabrera, Brenda & Teng, Huei-Wen, 2015, "State price densities implied from weather derivatives," Insurance: Mathematics and Economics, Elsevier, volume 64, issue C, pages 106-125, DOI: 10.1016/j.insmatheco.2015.05.001.
• Chau, Frankie & Deesomsak, Rataporn, 2015, "Business cycle variation in positive feedback trading: Evidence from the G-7 economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 147-159, DOI: 10.1016/j.intfin.2014.12.003.
• Stillwagon, Josh R., 2015, "Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 85-101, DOI: 10.1016/j.intfin.2015.01.004.
• Yunus, Nafeesa, 2015, "Trends and convergence in global housing markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 36, issue C, pages 100-112, DOI: 10.1016/j.intfin.2014.12.008.
• Kambouroudis, Dimos S. & McMillan, David G., 2015, "Is there an ideal in-sample length for forecasting volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 37, issue C, pages 114-137, DOI: 10.1016/j.intfin.2015.02.006.
• Riedel, Christoph & Wagner, Niklas, 2015, "Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 53-64, DOI: 10.1016/j.intfin.2015.05.012.
• Barsoum, Fady & Stankiewicz, Sandra, 2015, "Forecasting GDP growth using mixed-frequency models with switching regimes," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 33-50, DOI: 10.1016/j.ijforecast.2014.04.002.
• Rombouts, Jeroen V.K. & Stentoft, Lars, 2015, "Option pricing with asymmetric heteroskedastic normal mixture models," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 635-650, DOI: 10.1016/j.ijforecast.2014.09.002.
• Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015, "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 664-679, DOI: 10.1016/j.ijforecast.2014.11.005.
• Bec, Frédérique & Mogliani, Matteo, 2015, "Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?," International Journal of Forecasting, Elsevier, volume 31, issue 4, pages 1021-1042, DOI: 10.1016/j.ijforecast.2014.11.006.
• Conflitti, Cristina & De Mol, Christine & Giannone, Domenico, 2015, "Optimal combination of survey forecasts," International Journal of Forecasting, Elsevier, volume 31, issue 4, pages 1096-1103, DOI: 10.1016/j.ijforecast.2015.03.009.
• Nishino, Haruhisa & Kakamu, Kazuhiko, 2015, "A random walk stochastic volatility model for income inequality," Japan and the World Economy, Elsevier, volume 36, issue C, pages 21-28, DOI: 10.1016/j.japwor.2015.06.003.
• Seo, Sung Won & Kim, Jun Sik, 2015, "The information content of option-implied information for volatility forecasting with investor sentiment," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 106-120, DOI: 10.1016/j.jbankfin.2014.09.010.
• Banulescu, Georgiana-Denisa & Dumitrescu, Elena-Ivona, 2015, "Which are the SIFIs? A Component Expected Shortfall approach to systemic risk," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 575-588, DOI: 10.1016/j.jbankfin.2014.01.037.
• Fouquau, Julien & Spieser, Philippe K., 2015, "Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 632-643, DOI: 10.1016/j.jbankfin.2014.03.039.
• Panopoulou, Ekaterini & Vrontos, Spyridon, 2015, "Hedge fund return predictability; To combine forecasts or combine information?," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 103-122, DOI: 10.1016/j.jbankfin.2015.03.004.
• Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou, 2015, "Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 202-219, DOI: 10.1016/j.jbankfin.2015.06.005.
• Shi, Yanlin & Ho, Kin-Yip, 2015, "Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 189-204, DOI: 10.1016/j.jbankfin.2015.08.025.
• Jondeau, Eric & Lahaye, Jérôme & Rockinger, Michael, 2015, "Estimating the price impact of trades in a high-frequency microstructure model with jumps," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 205-224, DOI: 10.1016/j.jbankfin.2015.09.005.
• Preve, Daniel, 2015, "Linear programming-based estimators in nonnegative autoregression," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 225-234, DOI: 10.1016/j.jbankfin.2015.08.010.
• Lo, Ming Chien & Morley, James, 2015, "Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 285-302, DOI: 10.1016/j.jimonfin.2014.12.003.
• Dorn, Sabrina & Egger, Peter, 2015, "On the distribution of exchange rate regime treatment effects on international trade," Journal of International Money and Finance, Elsevier, volume 53, issue C, pages 75-94, DOI: 10.1016/j.jimonfin.2014.12.005.
• Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara, 2015, "Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates," Journal of International Money and Finance, Elsevier, volume 54, issue C, pages 116-141, DOI: 10.1016/j.jimonfin.2015.03.001.
• Kellard, Neil M. & Jiang, Ying & Wohar, Mark, 2015, "Spurious long memory, uncommon breaks and the implied–realized volatility puzzle," Journal of International Money and Finance, Elsevier, volume 56, issue C, pages 36-54, DOI: 10.1016/j.jimonfin.2015.04.003.
• Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan, 2015, "Trends and cycles in historical gold and silver prices," Journal of International Money and Finance, Elsevier, volume 58, issue C, pages 98-109, DOI: 10.1016/j.jimonfin.2015.08.003.
• Funke, Michael & Shu, Chang & Cheng, Xiaoqiang & Eraslan, Sercan, 2015, "Assessing the CNH–CNY pricing differential: Role of fundamentals, contagion and policy," Journal of International Money and Finance, Elsevier, volume 59, issue C, pages 245-262, DOI: 10.1016/j.jimonfin.2015.07.008.
• Gomes, Fábio Augusto Reis & Ribeiro, Priscila Fernandes, 2015, "Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive," Journal of Macroeconomics, Elsevier, volume 45, issue C, pages 108-123, DOI: 10.1016/j.jmacro.2015.04.001.
• Chen, Shiu-Sheng & Chou, Yu-Hsi, 2015, "Revisiting the relationship between exchange rates and fundamentals," Journal of Macroeconomics, Elsevier, volume 46, issue C, pages 1-22, DOI: 10.1016/j.jmacro.2015.07.004.
• Dreger, Christian & Wolters, Jürgen, 2015, "Unconventional monetary policy and money demand," Journal of Macroeconomics, Elsevier, volume 46, issue C, pages 40-54, DOI: 10.1016/j.jmacro.2015.07.005.
• brayek, Angham ben & Sebai, Saber & Naoui, Kamel, 2015, "A study of the interactive relationship between oil price and exchange rate: A copula approach and a DCC-MGARCH model," The Journal of Economic Asymmetries, Elsevier, volume 12, issue 2, pages 173-189, DOI: 10.1016/j.jeca.2015.09.002.
• Iglesias, Emma M., 2015, "Value at Risk of the main stock market indexes in the European Union (2000–2012)," Journal of Policy Modeling, Elsevier, volume 37, issue 1, pages 1-13, DOI: 10.1016/j.jpolmod.2015.01.006.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015, "The causal relationship between debt and growth in EMU countries," Journal of Policy Modeling, Elsevier, volume 37, issue 6, pages 974-989, DOI: 10.1016/j.jpolmod.2015.09.004.
• Frömmel, Michael & Kruse, Robinson, 2015, "Interest rate convergence in the EMS prior to European Monetary Union," Journal of Policy Modeling, Elsevier, volume 37, issue 6, pages 990-1004, DOI: 10.1016/j.jpolmod.2015.08.002.
• Ntantamis, Christos & Zhou, Jun, 2015, "Bull and bear markets in commodity prices and commodity stocks: Is there a relation?," Resources Policy, Elsevier, volume 43, issue C, pages 61-81, DOI: 10.1016/j.resourpol.2014.10.002.
• Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan, 2015, "Persistence of precious metal prices: A fractional integration approach with structural breaks," Resources Policy, Elsevier, volume 44, issue C, pages 57-64, DOI: 10.1016/j.resourpol.2014.12.004.
• He, Kaijian & Lu, Xingjing & Zou, Yingchao & Keung Lai, Kin, 2015, "Forecasting metal prices with a curvelet based multiscale methodology," Resources Policy, Elsevier, volume 45, issue C, pages 144-150, DOI: 10.1016/j.resourpol.2015.03.011.
• Fernandez, Viviana, 2015, "Influence in commodity markets: Measuring co‐movement globally," Resources Policy, Elsevier, volume 45, issue C, pages 151-164, DOI: 10.1016/j.resourpol.2015.04.008.
• Ghazali, Mohd Fahmi & Lean, Hooi Hooi & Bahari, Zakaria, 2015, "Sharia compliant gold investment in Malaysia: Hedge or safe haven?," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 192-204, DOI: 10.1016/j.pacfin.2014.12.005.
• Mohamed, Hisham Hanifa & Masih, Mansur & Bacha, Obiyathulla I., 2015, "Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 233-252, DOI: 10.1016/j.pacfin.2015.02.004.
• Fantazzini, Dean & Toktamysova, Zhamal, 2015, "Forecasting German car sales using Google data and multivariate models," International Journal of Production Economics, Elsevier, volume 170, issue PA, pages 97-135, DOI: 10.1016/j.ijpe.2015.09.010.
• Agiakloglou, Christos & Gkouvakis, Michail, 2015, "Causal interrelations among market fundamentals: Evidence from the European Telecommunications sector," The Quarterly Review of Economics and Finance, Elsevier, volume 55, issue C, pages 150-159, DOI: 10.1016/j.qref.2014.07.001.
• Ben Jebli, Mehdi & Ben Youssef, Slim, 2015, "The environmental Kuznets curve, economic growth, renewable and non-renewable energy, and trade in Tunisia," Renewable and Sustainable Energy Reviews, Elsevier, volume 47, issue C, pages 173-185, DOI: 10.1016/j.rser.2015.02.049.
• Piroli, Giuseppe & Rajcaniova, Miroslava & Ciaian, Pavel & Kancs, d׳Artis, 2015, "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," Renewable and Sustainable Energy Reviews, Elsevier, volume 49, issue C, pages 921-930, DOI: 10.1016/j.rser.2015.04.133.
• Basher, Syed Abul & Masini, Andrea & Aflaki, Sam, 2015, "Time series properties of the renewable energy diffusion process: Implications for energy policy design and assessment," Renewable and Sustainable Energy Reviews, Elsevier, volume 52, issue C, pages 1680-1692, DOI: 10.1016/j.rser.2015.08.028.
• El Montasser, Ghassen & Gupta, Rangan & Martins, Andre Luis & Wanke, Peter, 2015, "Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?," Renewable and Sustainable Energy Reviews, Elsevier, volume 52, issue C, pages 19-23, DOI: 10.1016/j.rser.2015.07.085.
• Goh, Soo Khoon & McNown, Robert, 2015, "Examining the exchange rate regime–monetary policy autonomy nexus: Evidence from Malaysia," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 292-303, DOI: 10.1016/j.iref.2014.10.006.
• Wang, Juan & Zhang, Dongxiang & Zhang, Jian, 2015, "Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 157-164, DOI: 10.1016/j.iref.2014.11.020.
• Kim, Hyeongwoo & Ryu, Deockhyun, 2015, "A nonparametric study of real exchange rate persistence over a century," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 406-418, DOI: 10.1016/j.iref.2015.01.003.
• Arize, Augustine C. & Malindretos, John & Ghosh, Dilip, 2015, "Purchasing power parity-symmetry and proportionality: Evidence from 116 countries," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 69-85, DOI: 10.1016/j.iref.2014.11.014.
• Chen, Shyh-Wei & Xie, Zixiong, 2015, "Testing for current account sustainability under assumptions of smooth break and nonlinearity," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 142-156, DOI: 10.1016/j.iref.2015.02.015.
• Wu, Shue-Jen & Lee, Wei-Ming, 2015, "Intertemporal risk–return relationships in bull and bear markets," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 308-325, DOI: 10.1016/j.iref.2015.03.008.
• Nath, Harmindar B. & Brooks, Robert D., 2015, "Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 94-111, DOI: 10.1016/j.iref.2014.12.012.
• Sin, Chor-yiu (CY), 2015, "The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 298-311, DOI: 10.1016/j.iref.2015.02.026.
• Swanson, Norman R. & Urbach, Richard, 2015, "Prediction and simulation using simple models characterized by nonstationarity and seasonality," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 312-323, DOI: 10.1016/j.iref.2015.02.027.
• Caporin, Massimiliano & Velo, Gabriel G., 2015, "Realized range volatility forecasting: Dynamic features and predictive variables," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 98-112, DOI: 10.1016/j.iref.2015.02.021.
• Vortelinos, Dimitrios I., 2015, "Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets," Review of Financial Economics, Elsevier, volume 27, issue C, pages 58-67, DOI: 10.1016/j.rfe.2015.09.001.
• Xie, Zixiong & Chen, Shyh-Wei, 2015, "Are there periodically collapsing bubbles in the REIT markets? New evidence from the US," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 17-31, DOI: 10.1016/j.ribaf.2014.06.003.
• Schalck, Christophe & Chenavaz, Régis, 2015, "Oil commodity returns and macroeconomic factors: A time-varying approach," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 290-303, DOI: 10.1016/j.ribaf.2014.05.002.
• Smales, Lee A., 2015, "Better the devil you know: The influence of political incumbency on Australian financial market uncertainty," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 59-74, DOI: 10.1016/j.ribaf.2014.06.002.
• Ladislav Kristoufek & Karel Janda & David Zilberman, 2015, "Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-11, Apr.
• Barend Abeln & Jan P.A.M. Jacobs, 2015, "Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-25, Jul.
• Malkhozov, Aytek & Tamoni, Andrea, 2015, "News shocks and asset prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62004, Mar.