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

• S Coleman & K Sirichand, 2015, "Investigating Multiple Changes in Persistence in International Yields," Economic Issues Journal Articles, Economic Issues, volume 20, issue 1, pages 65-90, March.
• Panayotis G. Michaelides & John G. Milios & Konstantinos N. Konstantakis & Panayiotis Tarnaras, 2015, "Quantity-of-money fluctuations and economic instability: empirical evidence for the USA (1958–2006)," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 12, issue 3, pages 277—299-2, December.
• Ricardo Azevedo Araujo & Joanílio Rodolpho Teixeira & Cristiane Soares, 2015, "Export-led growth vs growth-led exports: what matters for the Brazilian growth experience after trade liberalization?," Review of Keynesian Economics, Edward Elgar Publishing, volume 3, issue 1, pages 108-128, January.
• John W. Keating & Isaac K. Kanyama, 2015, "Is sticky price adjustment important for output fluctuations?," Review of Keynesian Economics, Edward Elgar Publishing, volume 3, issue 3, pages 392-418, July.
• Wasim Ahmad & Sanjay Sehgal, 2015, "Regime shifts and volatility in BRIICKS stock markets: an asset allocation perspective," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 10, issue 3, pages 383-408, July, DOI: 10.1108/IJoEM-02-2013-0022.
• Nuruzzaman Arsyad, 2015, "Integration between East and Southeast Asian equity markets," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 7, issue 2, pages 104-121, May, DOI: 10.1108/JFEP-02-2014-0012.
• Angela J. Black & David G. McMillan & Fiona J. McMillan, 2015, "Cointegration between stock prices, dividends, output and consumption," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 14, issue 1, pages 81-103, February, DOI: 10.1108/RAF-09-2013-0103.
• Ling, S. & McAleer, M.J. & Tong, H., 2015, "Frontiers in Time Series and Financial Econometrics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-07, Feb.
• Martinet, G.G. & McAleer, M.J., 2015, "On the Invertibility of EGARCH(p,q)," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-12, Feb.
• Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2015, "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-14, May.
• Chang, C-L. & Li, Y. & McAleer, M.J., 2015, "Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-18, Jun.
• de Bruijn, L.P. & Franses, Ph.H.B.F., 2015, "Stochastic levels and duration dependence in US unemployment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-20, Sep.
• Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K., 2015, "Multivariate Volatility Impulse Response Analysis of GFC News Events," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-22, Jul.
• García-Hiernaux, A. & Guerrero, D.E. & McAleer, M.J., 2015, "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-30, Oct.
• McAleer, M.J., 2015, "The Fundamental Equation in Tourism Finance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-35, Nov.
• Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J., 2015, "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-38, Dec.
• Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-03.
• Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015, "Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-04.
• Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015, "Forecasting Core Inflation: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-08.
• Beckmann, Joscha & Belke, Ansgar & Dreger, Christian, 2015, "The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule," CEPS Papers, Centre for European Policy Studies, number 10029, Feb.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Esin Cakan, 2015, "Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets," International Econometric Review (IER), Economic Research Association, volume 7, issue 1, pages 13-33, April.
• Kushal Banik Chowdhury & Nityananda Sarkar, 2015, "The Effect of Inflation on Inflation Uncertainty in the G7 Countries: A Double Threshold GARCH Model," International Econometric Review (IER), Economic Research Association, volume 7, issue 1, pages 34-50, April.
• Saang Joon Baak, 2015, "Is the Yen Undervalued?," Discussion papers, ERINA - Economic Research Institute for Northeast Asia, number 1503e, Oct.
• Lekha Chakraborty & Kushagra Om Varma, 2015, "Efficacy of New Monetary Framework and Determining Inflation in India: An Empirical Analysis of Financially Deregulated Regime," Working Papers, eSocialSciences, number id:7336, Aug.
• Pami Dua & Divya Tuteja, 2015, "Global Recession and Eurozone Debt Crisis: Impact on Exports of China and India," Working Papers, eSocialSciences, number id:7386, Sep.
• Vinod Thomas & Ramón López, 2015, "Global Increase in Climate-Related Disasters," Working Papers, eSocialSciences, number id:7796, Nov.
• Vinod Thomas & Ramón López, 2015, "Global Increase in Climate - Related Disasters," Working Papers, eSocialSciences, number id:7876, Dec.
• Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR, 2015, "Semi-Parametric Seasonal Unit Root Tests," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 16807, Nov.
• Pavel Ciaian & d'Artis Kancs & Giuseppe Pirolix & Miroslava Rajcaniova, 2015, "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," Working Papers of LICOS - Centre for Institutions and Economic Performance, KU Leuven, Faculty of Economics and Business (FEB), LICOS - Centre for Institutions and Economic Performance, number 516223, Jun.
• Elitania Leyva Rayón, 2015, "Modelo multifactor para analizar la exposición de los hedge funds a factores de riesgo macroeconómico," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 42, issue 1, pages 9-44, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/422015/Leyva.
• Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu, 2015, "Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable," Discussion Papers, University of Exeter, Department of Economics, number 1502.
• Krzysztof DRACHAL, 2015, "The Structural Stability of a One-Day Risk Premium in View of the Recent Financial Crisis," Expert Journal of Economics, Sprint Investify, volume 3, issue 2, pages 136-142.
• Naci Bayrac & Emrah Dogan, 2015, "Türkiye’de Enerji Tüketiminin Ekonomik Büyüme Üzerindeki Etkileri: Markov Switching Yaklaşımı," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 10.
• Ünal Töngür & Adem Yavuz Elveren, 2015, "The Nexus of Economic Growth, Military Expenditures and Income Inequality," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 208.
• Nihat Işık & Efe Can Kılınç & Özgür Engeloğlu, 2015, "Kredi Arz Şoklarının Reel Ekonomi Üzerindeki Etkisi: Türkiye Üzerine Bir Uygulama," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 230.
• Kurmaş Akdoğan, 2015, "Unemployment Hysteresis and Structural Change in Europe," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 266.
• Büşra Akın & Kübra Önder, 2015, "Türkiye İmalat Sanayi Alt Sektörleri İhracat Talep Fonksiyonu," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 291.
• Pablo M. Pincheira & Carlos A. Medel, 2015, "Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 1, pages 2-29, January.
• Chaker Aloui & Hela BEN HAMIDA, 2015, "Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 1, pages 30-54, January.
• Vojtech Pistora & Vaclav Hausenblas, 2015, "The Impact of Macroeconomic News on Polish and Czech Government Bond Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2015/12, May, revised May 2015.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2015, "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," Working Papers, Fondazione Eni Enrico Mattei, number 2015.100, Oct.
• Maryam Ahmadi & Niaz Bashiri Behmiri & Matteo Manera, 2015, "How is Volatility in Commodity Markets Linked to Oil Price Shocks?," Working Papers, Fondazione Eni Enrico Mattei, number 2015.101, Oct.
• Franco Ruzzenenti, 2015, "Changes in the relationship between the financial and real sector and the present economic financial crisis: study of energy sector and market," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper105, Apr.
• Mark J. Jensen, 2015, "Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-12, Nov.
• Ellis W. Tallman & Saeed Zaman, 2015, "Forecasting Inflation: Phillips Curve Effects on Services Price Measures," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1519, Oct, DOI: 10.26509/frbc-wp-201519.
• Richard Ashley & Randal J. Verbrugge, 2015, "Persistence Dependence in Empirical Relations: The Velocity of Money," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1530, Dec, DOI: 10.26509/frbc-wp-201530.
• Maximo Camacho & Jaime Martinez-Martin, 2015, "Monitoring the world business cycle," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 228, Feb, DOI: 10.24149/gwp228.
• Itamar Caspi, 2015, "Testing for a housing bubble at the national and regional level: the case of Israel," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 246, Aug, DOI: 10.24149/gwp246.
• Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2015, "Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR," Working Papers, Federal Reserve Bank of St. Louis, number 2015-030, Oct, revised 10 Apr 2020, DOI: 10.20955/wp.2015.030.
• Michael D. Boldin & Jonathan H. Wright, 2015, "Weather-adjusting employment data," Working Papers, Federal Reserve Bank of Philadelphia, number 15-5, Jan.
• Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2015, "Measurement Errors and Monetary Policy: Then and Now," Working Paper, Federal Reserve Bank of Richmond, number 15-13, Nov.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-19, March.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-19, April.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-19, May.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-19, June.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-31, December.
• Stavros Degiannakis, 2015, "A Probit Model for the State of the Greek GDP Growth," IJFS, MDPI, volume 3, issue 3, pages 1-12, August.
• Michael McAleer, 2015, "The Fundamental Equation in Tourism Finance," JRFM, MDPI, volume 8, issue 4, pages 1-6, December.
• Dimitris Korobilis., 2015, "Quantile forecasts of inflation under model uncertainty," Working Papers, Business School - Economics, University of Glasgow, number 2015_09, Apr.
• Felicitas Nowak-Lehmann D. & Elena Gross, 2015, "What effect does development aid have on productivity in recipient countries? An analysis using quantiles and thresholds," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 232, Oct.
• PEREAU Jean-Christophe & URSU Eugen, 2015, "Application of periodic autoregressive process to the modeling of the Garonne river flows," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2015-14.
• Constantin Burgi, 2015, "Can A Subset Of Forecasters Beat The Simple Average In The Spf?," Working Papers, The George Washington University, The Center for Economic Research, number 2015-001, Mar.
• Yongchen Zhao, 2015, "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers, The George Washington University, The Center for Economic Research, number 2015-005, Dec.
• Constantin Bürgi & Tara M. Sinclair, 2015, "A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average," Working Papers, The George Washington University, The Center for Economic Research, number 2015-006, Dec.
• Michaël Goujon & Olivier Santoni & Sosso Feindouno, 2015, "Tendances et chocs climatiques à La Réunion : utilisation de la base CRU TS version 3.21," CERDI Working papers, HAL, number halshs-01150853, May.
• Daisuke Nagakura & Toshiaki Watanabe, 2015, "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 1, pages 45-82.
• Joakim Westerlund & Paresh Narayan, 2015, "Testing for Predictability in Conditionally Heteroskedastic Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 342-375.
• Joakim Westerlund & Paresh Narayan, 2015, "A Random Coefficient Approach to the Predictability of Stock Returns in Panels," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 3, pages 605-664.
• Eduardo Rossi & Dean Fantazzini, 2015, "Long Memory and Periodicity in Intraday Volatility," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 4, pages 922-961.
• Geert Dhaene & Koen Jochmans, 2015, "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 3, pages 991-1030.
• Mauricio Zeballos & Carlos del Carpio, 2015, "Metal Returns, Stock Returns and Stock Market Volatility," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 38, issue 75, pages 101-122.
• Paul Bedón Garcia & Gabriel Rodriguez, 2015, "Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2015-400.
• Gabriel Rodríguez, 2015, "Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2015-403.
• Ricardo Quineche Uribe & Gabriel Rodríguez, 2015, "Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2015-404.
• Sylwester Bejger, 2015, "Screening for collusion: Evidences from the Indian cement industry," Business and Economic Horizons (BEH), Prague Development Center, volume 11, issue 2, pages 96-114, July.
• Mariusz Prochniak & Bartosz Witkowski, 2015, "On the Use of Panel Stationarity Tests in Convergence Analysis: Empirical Evidence for the EU Countries," Working Papers, Institute of Economic Research, number 90/2015, Apr, revised Apr 2015.
• Peter Julian Cayton & Dennis Mapa, 2015, "Time-varying conditional Johnson Su density in Value-at-Risk methodology," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 51, issue 1, pages 23-44, June.
• Irene Brunetti & Davide Fiaschi, 2015, "Occupational Mobility across Generations: a Theoretical Model with an Application to Italy," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2015/205, Jul.
• Kevin S. Nell & Maria M. De Mello, 2015, "Testing Capital Accumulation-Driven Growth Models in a Multiple-Regime Framework: Evidence from South Africa," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1501, Apr.
• Ben Jebli, Mehdi & Ben Youssef, Slim, 2015, "The environmental Kuznets curve, economic growth, renewable and non-renewable energy, and trade in Tunisia," MPRA Paper, University Library of Munich, Germany, number 61282, Jan.
• Maheu, John M & Yang, Qiao, 2015, "An Infinite Hidden Markov Model for Short-term Interest Rates," MPRA Paper, University Library of Munich, Germany, number 62408, Jan.
• Medel, Carlos & Pincheira, Pablo, 2015, "The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model," MPRA Paper, University Library of Munich, Germany, number 62552, Mar.
• Medel, Carlos, 2015, "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," MPRA Paper, University Library of Munich, Germany, number 62609, Mar.
• Kulaksizoglu, Tamer, 2015, "Measuring the Core Inflation in Turkey with the SM-AR Model," MPRA Paper, University Library of Munich, Germany, number 62653, Mar.
• Francq, Christian & Thieu, Le Quyen, 2015, "Qml inference for volatility models with covariates," MPRA Paper, University Library of Munich, Germany, number 63198, Mar.
• Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015, "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper, University Library of Munich, Germany, number 63714, Apr.
• Bonga-Bonga, Lumengo & Kabundi, Alain, 2015, "Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach," MPRA Paper, University Library of Munich, Germany, number 63731, Apr.
• Mendez Parra, Maximiliano, 2015, "Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina," MPRA Paper, University Library of Munich, Germany, number 63831, Mar, revised 06 Apr 2015.
• Park, Kwang Suk & Masih, Mansur, 2015, "Does the shariah index move together with the conventional equity indexes?," MPRA Paper, University Library of Munich, Germany, number 63925, Jan.
• Rahim, Yasmin & Masih, Mansur, 2015, "Is gold good for hedging? lessons from the Malaysian sectoral stock indices," MPRA Paper, University Library of Munich, Germany, number 63928, Jan.
• Korobilis, Dimitris, 2015, "Quantile forecasts of inflation under model uncertainty," MPRA Paper, University Library of Munich, Germany, number 64341, Apr.
• Lestano, Lestano, 2015, "Asymmetric Exchange Rate Exposure in Indonesian Industry Sectors," MPRA Paper, University Library of Munich, Germany, number 64357.
• Phiri, Andrew, 2015, "Examining asymmetric effects in the South African Philips curve: Evidence from logistic smooth transition regression (LSTR) models," MPRA Paper, University Library of Munich, Germany, number 64487, May.
• Phiri, Andrew & Bothwell, Nyoni, 2015, "Re-visting the electricity-growth nexus in South Africa," MPRA Paper, University Library of Munich, Germany, number 64489, May.
• Siakoulis, Vasilios, 2015, "Modeling bank default intensity in the USA using autoregressive duration models," MPRA Paper, University Library of Munich, Germany, number 64526, May.
• Bartzsch, Nikolaus & Seitz, Franz & Setzer, Ralph, 2015, "The demand for euro banknotes in Germany: Structural modelling and forecasting," MPRA Paper, University Library of Munich, Germany, number 64949, Jun.
• Phiri, Andrew, 2015, "Tourism and economic growth in South Africa: Evidence from linear and nonlinear cointegration frameworks," MPRA Paper, University Library of Munich, Germany, number 65000, Jun.
• Halicioglu, Ferda & Yolac, Sema, 2015, "Testing the impact of unemployment on self-employment: empirical evidence from OECD countries," MPRA Paper, University Library of Munich, Germany, number 65026.
• Lee, JiHyung, 2015, "Predictive quantile regression with persistent covariates: IVX-QR approach," MPRA Paper, University Library of Munich, Germany, number 65150, Apr.
• Othman, Arshad Nuval & Masih, Mansur, 2015, "Do profit and loss sharing (PLS) deposits also affect PLS financing? Evidence from Malaysia based on DOLS, FMOLS and system GMM techniques," MPRA Paper, University Library of Munich, Germany, number 65224, Jun.
• Seho, Mirzet & Masih, Mansur, 2015, "Risk sharing financing of Islamic banks: interest free or interest based?," MPRA Paper, University Library of Munich, Germany, number 65230, Jun.
• Buriev, Abdul Aziz & Masih, Mansur, 2015, "Impact of Arab uprising on Portfolio diversification benefits at different investment horizons for the Turkish investors in relation to the regional stock markets: Multivariate GARCH-DCC and Wavelet coherence approaches," MPRA Paper, University Library of Munich, Germany, number 65233, Jun.
• Hashim, Khairul Khairiah & Masih, Mansur, 2015, "Stock market volatility and exchange rates: MGARCH-DCC and wavelet approaches," MPRA Paper, University Library of Munich, Germany, number 65234, Jun.
• Morad, Shahidah Nailul & Masih, Mansur, 2015, "Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach," MPRA Paper, University Library of Munich, Germany, number 65237, Jun.
• Mobin, Mohammad Ashraful & Alhabshi, Syed Othman & Masih, Mansur, 2015, "Religiosity and threshold effect in social and financial performance of microfinance institutions: System GMM and non-linear threshold approaches," MPRA Paper, University Library of Munich, Germany, number 65242, Jun.
• Rahim, Yasmin Abd & Masih, Mansur, 2015, "Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis," MPRA Paper, University Library of Munich, Germany, number 65259, Jun.
• Kamarudin, Eka Azrin & Masih, Mansur, 2015, "Islamic versus conventional stock market and its co-movement with crude oil: a wavelet analysis," MPRA Paper, University Library of Munich, Germany, number 65261, Jun.
• Dwihasri, Dhaifina & Masih, Mansur, 2015, "Should investors diversify their portfolios with stocks from major trading countries? A comparative multivariate GARCH-DCC and wavelet correlation analysis," MPRA Paper, University Library of Munich, Germany, number 65278, Jun.
• Bensalma, Ahmed, 2015, "New Fractional Dickey and Fuller Test," MPRA Paper, University Library of Munich, Germany, number 65282, May.
• Medel, Carlos, 2015, "Producers, Politicians, Warriors, and Forecasters: Who's Who in the Oil Market?," MPRA Paper, University Library of Munich, Germany, number 65298, Jun.
• AMMOURI, Bilel & TOUMI, Hassen & Zitouna, Habib, 2015, "Forecasting Inflation in Tunisia Using Dynamic Factors Model," MPRA Paper, University Library of Munich, Germany, number 65514, Jul.
• Mendes, Cassandro, 2015, "Fiscal sustainability: a note for Cabo Verde," MPRA Paper, University Library of Munich, Germany, number 65552, Jul.
• Medel, Carlos A., 2015, "A Critical Review of Posch, J. and F. Rumler (2015), 'Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve,' Journal of Forecasting 34(2): 145-62," MPRA Paper, University Library of Munich, Germany, number 65665, Jul.
• Medel, Carlos A., 2015, "Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis," MPRA Paper, University Library of Munich, Germany, number 65667, Jul.
• Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2015, "Revisiting non-linearities in business cycles around the world," MPRA Paper, University Library of Munich, Germany, number 65668, Jun.
• Obeng, Samuel Kwabena, 2015, "An empirical analysis of the relationship between minimum wage, investment and economic growth in Ghana," MPRA Paper, University Library of Munich, Germany, number 65674, Jul.
• Perederiy, Volodymyr, 2015, "Endogenous derivation and forecast of lifetime PDs," MPRA Paper, University Library of Munich, Germany, number 65679, Jul.
• Wallace, Frederick, 2015, "Price Indexes are a Problem for Testing PPP," MPRA Paper, University Library of Munich, Germany, number 65786, Jul.
• Uddin, Md Akther & Masih, Mansur, 2015, "Finance, growth and human development: An Islamic economic development perspective," MPRA Paper, University Library of Munich, Germany, number 65818, Jun.
• Tariq, Anam & Masih, Mansur, 2015, "Analyzing the impact of financial sector growth on female empowerment: A focus on the United States of America," MPRA Paper, University Library of Munich, Germany, number 65826, Jun.
• Chowdhury, Mohammad Ashraful Ferdous & Masih, Mansur, 2015, "Socially responsible investment and Shariah-compliant investment compared: Can investors benefit from diversification? An ARDL approach," MPRA Paper, University Library of Munich, Germany, number 65828, Jun.
• Ismail, Mohamed Ayaz Mohamed & Masih, Mansur, 2015, "Causality between financial development and economic growth, and the Islamic finance imperative: A case study of Indonesia," MPRA Paper, University Library of Munich, Germany, number 65831, Jul.
• Momin, Ebaad & Masih, Mansur, 2015, "Do US policy uncertainty, leveraging costs and global risk aversion impact emerging market equities? An application of bounds testing approach to the BRICS," MPRA Paper, University Library of Munich, Germany, number 65834, Jun.
• Najibullah, Syed & Masih, Mansur, 2015, "Remittances and economic growth nexus: Do financial development and investment act as transmission channels? An ARDL bounds approach," MPRA Paper, University Library of Munich, Germany, number 65837, Jul.
• Gulzar, Rosana & Masih, Mansur, 2015, "Islamic banking: 40 years later, still interest-based? Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 65840, Jul.
• Shamsudheen, Shinaj Valangattil & Masih, Mansur, 2015, "Does the conventional benchmark prop up non-performing loans in Islamic banks? A case study of Malaysia with ARDL Approach," MPRA Paper, University Library of Munich, Germany, number 65845, Jul.
• Jailani, Mohamad Zaky & Masih, Mansur, 2015, "Determining the relationship between financial development and economic growth: An application of ARDL technique to Singapore," MPRA Paper, University Library of Munich, Germany, number 65847, Jun.
• Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain, 2015, "Implied volatility transmissions between Thai and selected advanced stock markets," MPRA Paper, University Library of Munich, Germany, number 65901, Aug.
• Tang, Bo & Bethencourt, Carlos, 2015, "Asymmetric Unemployment-Output Tradeoff in the Eurozone," MPRA Paper, University Library of Munich, Germany, number 66043, Jun.
• Chattopadhyay, Siddhartha & Agrawal, Manasi, 2015, "An Algorithm for Solving Simple Sticky Information New Keynesian DSGE Model," MPRA Paper, University Library of Munich, Germany, number 66074, Apr.
• Holanda Oliveira, Lucio Hellery & Carrasco Gutierrez, Carlos Enrique, 2015, "The Dynamics of the Brazilian Current Account with Rule of Thumb Consumers," MPRA Paper, University Library of Munich, Germany, number 66079.
• Møller, Niels Framroze & Møller Andersen, Frits, 2015, "An econometric analysis of electricity demand response to price changes at the intra-day horizon: The case of manufacturing industry in West Denmark," MPRA Paper, University Library of Munich, Germany, number 66178, Aug, revised 15 Aug 2015.
• Jiranyakul, Komain, 2015, "Exchange Rate Regimes and Persistence of Inflation in Thailand," MPRA Paper, University Library of Munich, Germany, number 66203, Aug.
• Awaludin, Fadhlee & Masih, Mansur, 2015, "Sukuk pricing dynamics - factors influencing yield curve of the Malaysian Sukuk," MPRA Paper, University Library of Munich, Germany, number 66355, Aug.
• Syed Abul, Basher & Andrea, Masini & Sam, Aflaki, 2015, "Time series properties of the renewable energy diffusion process: Implications for energy policy design and assessment," MPRA Paper, University Library of Munich, Germany, number 66389, Sep.
• Tsyplakov, Alexander, 2015, "Quasifiltering for time-series modeling," MPRA Paper, University Library of Munich, Germany, number 66453, Jul.
• Hännikäinen, Jari, 2015, "Selection of an estimation window in the presence of data revisions and recent structural breaks," MPRA Paper, University Library of Munich, Germany, number 66759, Sep.
• Medel, Carlos A., 2015, "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper, University Library of Munich, Germany, number 67081, Oct.
• Fantazzini, Dean & Toktamysova, Zhamal, 2015, "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper, University Library of Munich, Germany, number 67110.
• Francq, Christian & Sucarrat, Genaro, 2015, "Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns," MPRA Paper, University Library of Munich, Germany, number 67140, Oct.
• Stefanescu, Razvan & Dumitriu, Ramona, 2015, "Conţinutul analizei seriilor de timp financiare
  [The Essentials of the Analysis of Financial Time Series]," MPRA Paper, University Library of Munich, Germany, number 67175, Oct.
• Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain, 2015, "Asymmetric volatility of the Thai stock market: evidence from high-frequency data," MPRA Paper, University Library of Munich, Germany, number 67181, Oct.
• Francq, Christian & Zakoian, Jean-Michel, 2015, "Looking for efficient qml estimation of conditional value-at-risk at multiple risk levels," MPRA Paper, University Library of Munich, Germany, number 67195, Oct.
• Zafar, Raja Fawad & Qayyum, Abdul & Ghouri, Saghir Pervaiz, 2015, "Forecasting Inflation using Functional Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 67208, Mar.
• Antwi-Boateng, Cosmos, 2015, "Is Ghana achieving sustainable trade balance in the participation of international trade? time series assessment for Ghana," MPRA Paper, University Library of Munich, Germany, number 67268, Aug.
• Escobari, Diego & Jafarinejad, Mohammad, 2015, "Date Stamping Bubbles in Real Estate Investment Trusts," MPRA Paper, University Library of Munich, Germany, number 67372, Oct.
• Mensah, Emmanuel Kwasi, 2015, "Box-Jenkins modelling and forecasting of Brent crude oil price," MPRA Paper, University Library of Munich, Germany, number 67748, Feb.
• Thakolsri, Supachock & Sethapramote, Yuthana & Jiranyakul, Komain, 2015, "Relationship of the change in implied volatility with the underlying equity index return in Thailand," MPRA Paper, University Library of Munich, Germany, number 67986, Nov.
• Chatziantoniou, Ioannis & Degiannakis, Stavros & Eeckels, Bruno & Filis, George, 2015, "Forecasting Tourist Arrivals Using Origin Country Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 68062, Nov.
• Francq, Christian & Zakoian, Jean-Michel, 2015, "Joint inference on market and estimation risks in dynamic portfolios," MPRA Paper, University Library of Munich, Germany, number 68100, Nov.
• Huerta, Daniel & Egly, Peter V. & Escobari, Diego, 2015, "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," MPRA Paper, University Library of Munich, Germany, number 68155, Nov.
• Pönkä, Harri, 2015, "Real oil prices and the international sign predictability of stock returns," MPRA Paper, University Library of Munich, Germany, number 68330, Dec.
• Chong, Terence Tai Leung & Chen, Haiqiang & Wong, Tsz Nga & Yan, Isabel K., 2015, "Estimation and Inference of Threshold Regression Models with Measurement Errors," MPRA Paper, University Library of Munich, Germany, number 68457, Nov.
• Monokroussos, George, 2015, "Nowcasting in Real Time Using Popularity Priors," MPRA Paper, University Library of Munich, Germany, number 68594, Nov.
• Chatziantoniou, Ioannis & Filis, George & Floros, Christos, 2015, "Asset prices regime-switching and the role of inflation targeting monetary policy," MPRA Paper, University Library of Munich, Germany, number 68666.
• Halicioglu, Ferda & Ketenci, Natalya, 2015, "The impact of international trade on environmental quality in transition countries: evidence from time series data during 1991-2013," MPRA Paper, University Library of Munich, Germany, number 71097, revised 2015.
• Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015, "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper, University Library of Munich, Germany, number 72084, Sep.
• Osińska, Magdalena & Kufel, Tadeusz & Błażejowski, Marcin & Kufel, Paweł, 2015, "Business Cycle Synchronization in EU Economies after the Recession of the Years 2007-2009," MPRA Paper, University Library of Munich, Germany, number 72888, revised 2015.
• NGWEN, Ngangue & AMBA OYON, Claude Marius & MBRATANA, Taoufiki, 2015, "Government expense, Consumer Price Index and Economic Growth in Cameroon," MPRA Paper, University Library of Munich, Germany, number 79682, revised 2015.
• Michaelides, Panayotis G. & Milios, John G. & Konstantakis, Konstantinos N. & Tarnaras, Panayiotis, 2015, "Quantity-of-money fluctuations and economic instability: empirical evidence for the USA (1958–2006)," MPRA Paper, University Library of Munich, Germany, number 90145.
• Ojeda-Joya, Jair & Jaulin-Mendez, Oscar & Bustos-Pelaez, Juan, 2015, "The Interdependence between Commodity-Price and GDP Cycles: A Frequency-Domain Approach," MPRA Paper, University Library of Munich, Germany, number 90403, Nov, revised 29 Nov 2018.
• Dinda, Soumyananda, 2015, "Production Technology and Carbon Emission: Long run relation with Short run Dynamics," MPRA Paper, University Library of Munich, Germany, number 91000, revised 2016.
• Degiannakis, Stavros, 2015, "A Probit Model for the State of the Greek GDP Growth," MPRA Paper, University Library of Munich, Germany, number 96280.
• Ertugrul, Hasan Murat & Çetin, Murat & Şeker, Fahri & Dogan, Eyüp, 2015, "The impact of trade openness on global carbon dioxide emissions: Evidence from the top ten emitters among developing countries," MPRA Paper, University Library of Munich, Germany, number 97539, Nov, revised 10 Mar 2016.
• Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2015, "The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201501, Jan.
• Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015, "Uncertainty and Crude Oil Returns," Working Papers, University of Pretoria, Department of Economics, number 201503, Feb.
• Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2015, "Trends and Cycles in Historical Gold and Silver Prices," Working Papers, University of Pretoria, Department of Economics, number 201507, Feb.
• Thomas Lux & Mawuli K. Segnon & Rangan Gupta, 2015, "Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data," Working Papers, University of Pretoria, Department of Economics, number 201511, Mar.
• Marcos Álvarez-Díaz & Rangan Gupta, 2015, "Forecasting the US CPI: Does Nonlinearity Matter?," Working Papers, University of Pretoria, Department of Economics, number 201512, Mar.
• Vassilios Babalos & Clement Kyei & Evangelos I. Poutos, 2015, "Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201514, Mar.
• Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015, "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers, University of Pretoria, Department of Economics, number 201515, Mar.
• Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201518, Mar.
• Yoseph Getachew & Stephen Turnovsky, 2015, "Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff," Working Papers, University of Pretoria, Department of Economics, number 201520, Apr.
• Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta, 2015, "Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201523, Apr.
• Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015, "Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?," Working Papers, University of Pretoria, Department of Economics, number 201529, May.
• Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta, 2015, "The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Working Papers, University of Pretoria, Department of Economics, number 201532, May.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 201536, Jun.
• Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller, 2015, "Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201539, Jun.
• Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta, 2015, "Forecasting Core Inflation: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201543, Jun.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, University of Pretoria, Department of Economics, number 201544, Jun.
• Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015, "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers, University of Pretoria, Department of Economics, number 201545, Jun.
• Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2015, "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," Working Papers, University of Pretoria, Department of Economics, number 201548, Jun.
• Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015, "Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data," Working Papers, University of Pretoria, Department of Economics, number 201553, Jul.