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

• Wasim Ahmad & N. Bhanumurthy & Sanjay Sehgal, 2015, "Regime dependent dynamics and European stock markets: Is asset allocation really possible?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 1, pages 77-107, February, DOI: 10.1007/s10663-014-9248-0.
• Ansgar Belke & Christian Dreger, 2015, "The transmission of oil and food prices to consumer prices," International Economics and Economic Policy, Springer, volume 12, issue 1, pages 143-161, March, DOI: 10.1007/s10368-014-0283-x.
• Andrea Vaona, 2015, "The price-price Phillips curve in small open economies and monetary unions: theory and empirics," International Economics and Economic Policy, Springer, volume 12, issue 2, pages 281-307, June, DOI: 10.1007/s10368-014-0270-2.
• Jeffrey McCullough & Daniel Crespin & Jean Abraham & Jon Christianson & Michael Finch, 2015, "Public reporting and the evolution of diabetes quality," International Journal of Health Economics and Management, Springer, volume 15, issue 1, pages 127-138, March, DOI: 10.1007/s10754-015-9167-z.
• Jean-Guy Simonato, 2015, "New Warrant Issues Valuation with Leverage and Equity Model Errors," Journal of Financial Services Research, Springer;Western Finance Association, volume 47, issue 2, pages 247-272, April, DOI: 10.1007/s10693-013-0183-1.
• Jing Zeng, 2015, "Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-11, May.
• Sandra Stankiewicz, 2015, "Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-12, May.
• Tamer Cetin & Kadir Y. Eryigit, 2015, "Estimating the Economic Effects of Deregulation: Evidence from the Turkish Airline Industry," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1525, Nov.
• Sabrina Dorn, 2015, "Währungsunionen, Wechselkursregime und deren Effekte auf bilateralen Handel: drei empirische Ergebnisse," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 9, issue 2, pages 43-51, June, DOI: 10.3929/ethz-a-005427569.
• Boriss Siliverstovs, 2015, "The franc shock and Swiss GDP: How long does it take to start feeling the pain?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-373, Feb, DOI: 10.3929/ethz-a-010385479.
• Boriss Siliverstovs, 2015, "Short-term forecasting with mixed-frequency data: A MIDASSO approach," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-375, Mar, DOI: 10.3929/ethz-a-010399937.
• Boriss Siliverstovs, 2015, "Dissecting the purchasing managers' index," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-376, Mar, DOI: 10.3929/ethz-a-010402982.
• Daniel Kaufmann, 2015, "Nominal stability and Swiss monetary regimes over two centuries," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-379, Apr, DOI: 10.3929/ethz-a-010416200.
• Boriss Siliverstovs, 2015, "Dissecting Models' Forecasting Performance," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-397, Nov, DOI: 10.3929/ethz-a-010692101.
• Thomas M. FULLERTON & Miguel MARTINEZ & Wm. Doyle SMITH & Adam WALKE, 2015, "Inflationary Dynamics in Guatemala," Journal of Economics and Political Economy, KSP Journals, volume 2, issue 4, pages 436-444, December.
• Rami Ben HAJ-KACEM, 2015, "The Impact of Age Distribution on Household Consumption: Evidence from Saudi Arabia," Turkish Economic Review, KSP Journals, volume 2, issue 4, pages 277-304, December.
• Ebenezer OLUBIYI & Omolola Smaria OLARINDE, 2015, "Revisiting the Effects of Workers’ Remittances on Economic Development in Nigeria," Journal of Economic and Social Thought, KSP Journals, volume 2, issue 4, pages 281-299, December.
• Emilio Rojas Olea & Werner Kristjanpoller Rodríguez, 2015, "Price-volume ratio analysis by causality and day-of-the-week effect for the Latin American stock markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 83, pages 9-31, Julio - D, DOI: 10.17533/udea.le.n83a01.
• Andreas Brunhart, 2015, "The Swiss Business Cycle and the Lead of Small Neighbor Liechtenstein," Arbeitspapiere, Liechtenstein-Institut, number 51, Oct.
• Sadia Afrin & Mahmudul Hasan Fouiji & Muhammad Raquib, 2015, "Re-gendering globalization: Overcoming the phenomenon of gendering globalization," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 3, pages 54-66, June.
• Prasanna-Perera Lalith Welgamage, 2015, "Tourism Economics in Sri Lanka: An Econometric Analysis," International Journal of Business and Social Research, LAR Center Press, volume 5, issue 1, pages 90-101, January.
• Henzel Steffen R. & Lehmann Robert & Wohlrabe Klaus, 2015, "Nowcasting Regional GDP: The Case of the Free State of Saxony," Review of Economics, De Gruyter, volume 66, issue 1, pages 71-98, April, DOI: 10.1515/roe-2015-0105.
• Arnaud Dufays, 2015, "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1508.
• Arnaud Dufays, 2015, "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche, CIRPEE, number 1518.
• Badi H. Baltagi & Chihwa Kao & Long Liu, 2015, "Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 178, Jan.
• Mehrara, Mohsen & Jebelameli, Farkhondeh & Mojab, Ramin, 2015, "Oil Revenue Shocks and Value-Added of Different Sectors, A TVP- VAR Approach," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 8, issue 23, pages 39-58, April.
• Masoumi, Esmat & Tehranchian, Amir Mansor, 2015, "The Impact of Exchange Rate Misalignment on the Persistence of Inflation in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 2, pages 45-69, January.
• Falahi, Mohammad Ali & Hajamini, Mehdi, 2015, "Relationship between Inflation and Inflation Uncertainty in Iran: An Application of SETAR-GARCH Model," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 2, pages 69-91, January.
• Ruthira Naraidoo & Leroi Raputsoane, 2015, "Debt Sustainability and Financial Crises in South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 1, pages 224-233, January, DOI: 10.1080/1540496X.2015.1011534.
• Kirsten Thompson & Reneé van Eyden & Rangan Gupta, 2015, "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 486-501, May, DOI: 10.1080/1540496X.2015.1025664.
• Ankita Mishra & Vinod Mishra & Russell Smyth, 2015, "The Random-Walk Hypothesis on the Indian Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 5, pages 879-892, September, DOI: 10.1080/1540496X.2015.1061380.
• George S. Naufal & Ismail H. Genc, 2015, "Structural Change in MENA Remittance Flows," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 6, pages 1175-1178, November, DOI: 10.1080/1540496X.2015.1080515.
• Panayiotis Theodossiou, 2015, "Skewed Generalized Error Distribution of Financial Assets and Option Pricing," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 4, pages 223-266, December.
• Aleksandar Vasilev, 2015, "New Keynesian Phillips Curve Estimation: The Case of Hungary (1981–2006)," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 13, issue 4 (Winter, pages 355-367.
• Andrew Phiri, 2015, "Efficient Market Hypothesis in South Africa: Evidence from Linear and Nonlinear Unit Root Tests," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 13, issue 4 (Winter, pages 369-387.
• Anton Velinov, 2015, "Assessing Fiscal-Policy Sustainability: On the Different States of the Debt-to-GDP Process," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 71, issue 4, pages 415-439, December, DOI: 10.1628/001522108X14385891669733.
• Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Milano-Bicocca, Department of Economics, number 298, Apr, revised Apr 2015.
• Fabio Bagliano & Claudio Morana, 2015, "It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection," Working Papers, University of Milano-Bicocca, Department of Economics, number 303, Jul, revised Jul 2015.
• Claudio, Morana, 2015, "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," Working Papers, University of Milano-Bicocca, Department of Economics, number 321, Dec, revised 28 Dec 2015.
• Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015, "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2015-15, Oct.
• Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015, "Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2015-23, Dec.
• Prasanna-Perera Lalith Welgamage, 2015, "Tourism Economics in Sri Lanka: An Econometric Analysis," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, volume 5, issue 1, pages 90-101, January.
• Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086r, Sep, revised Jul 2016.
• Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086rr, Sep, revised Feb 2017.
• Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo, 2015, "A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/15.
• Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton, 2015, "Probabilistic time series forecasting with boosted additive models: an application to smart meter data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/15.
• Alexander Dokumentov & Rob J. Hyndman, 2015, "STR: A Seasonal-Trend Decomposition Procedure Based on Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/15.
• Guangming Pan & Jiti Gao & Yanrong Yang & Meihui Guo, 2015, "Cross-sectional Independence Test for a Class of Parametric Panel Data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/15.
• Biqing Cai & Chaohua Dong & Jiti Gao, 2015, "Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/15.
• Kyle A. Johnston & Miguel D. Ramirez, 2015, "Foreign Direct Investment and Economic Growth in Cote D¡¯Ivoire: A Time Series Analysis," Business and Economic Research, Macrothink Institute, volume 5, issue 2, pages 35-47, December.
• KALNINA, Ilze & TEWOU, Kokouvi, 2015, "Cross-sectional dependence in idiosyncratic volatility," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2015-04.
• KALNINA, Ilze & XIU, Dacheng, 2015, "Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2015-05.
• Ilze KALNINA & Kokouvi TEWOU, 2015, "Cross-sectional Dependence in Idiosyncratic Volatility," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 08-2015.
• Ilze KALNINA & Dacheng XIU, 2015, "Nonparametric Estimation of the Leverage Effect : A Trade-off between Robustness and Efficiency," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 09-2015.
• Zhenxi Chen & Jan F. Kiviet & Weihong Huang, 2015, "On the integration of China's main stock exchange with the international financial market," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1505, Oct.
• Harry Vander Elst, 2015, "FloGARCH : Realizing long memory and asymmetries in returns volatility," Working Paper Research, National Bank of Belgium, number 280, Apr.
• Christopher A. Hennessy & Ilya A. Strebulaev, 2015, "Beyond Random Assignment: Credible Inference of Causal Effects in Dynamic Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 20978, Feb.
• Ulrich K. Müller & Mark W. Watson, 2015, "Low-Frequency Econometrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 21564, Sep.
• Yacine Aït-Sahalia & Dacheng Xiu, 2015, "Principal Component Analysis of High Frequency Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 21584, Sep.
• Pooyan Amir Ahmadi & Harald Uhlig, 2015, "Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 21738, Nov.
• Yoichi Arai, 2015, "Testing for Linearity in Regressions with I(1) Processes," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 15-11, Aug.
• Vlatka Bilas & Mile BoÅ¡njak, 2015, "Examining the relationship between banking loans to private individuals growth rate and personal consumption growth rate in Croatia – the cointegration approach," Notitia - journal for economic, business and social issues, Notitia Ltd., volume 1, issue 1, pages 19-25, December.
• Chakraborty, Lekha & Varma, Kushagra Om, 2015, "Efficacy of New Monetary Framework and Determining Inflation in India: An Empirical Analysis of Financially Deregulated Regime," Working Papers, National Institute of Public Finance and Policy, number 15/153, Aug.
• Mahesh Kumar Chaulagai, Ph.D., 2015, "Testing the J-Curve Hypothesis: A Case of Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 27, issue 1, pages 17-36, April.
• Vanessa Berenguer-Rico & Bent Nielsen, 2015, "Cumulated sum of squares statistics for non-linear and non-stationary regressions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2015-W09, Aug.
• Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015, "Persistence of precious metal prices: a fractional integration approach with structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2015, Apr.
• Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu, 2015, "Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 07/2015, Apr.
• Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale & Hector Carcel, 2015, "Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 11/2015, Sep.
• Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale, 2015, "African Growth, Non-Linearities and Strong Dependence: An Empirical Study," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 12/2015, May.
• Georgi Naidenov & Kaloyan Haralampiev, 2015, "The Historic "March" of the Bulgarian Economy in the Space of the Liberal and the State Capitalism," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 87-148, May.
• Elena Rusticelli & David Turner & Maria Chiara Cavalleri, 2015, "Incorporating Anchored Inflation Expectations in the Phillips Curve and in the Derivation of OECD Measures of Equilibrium Unemployment," OECD Economics Department Working Papers, OECD Publishing, number 1231, May, DOI: 10.1787/5js1gmq551wd-en.
• Elena Rusticelli & David Turner & Maria Chiara Cavalleri, 2015, "Incorporating anchored inflation expectations in the Phillips curve and in the derivation of OECD measures of the unemployment gap," OECD Journal: Economic Studies, OECD Publishing, volume 2015, issue 1, pages 299-331, DOI: 10.1787/eco_studies-2015-5jrp104kjg.
• Klaus Abberger & Wolfgang Nierhaus, 2015, "Construction of composite business cycle indicators in a scarce data environment: A case study for Abu Dhabi," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2015, issue 1, pages 83-95, DOI: 10.1787/jbcma-2015-5jrtfl9554bt.
• Bacila Nicolae, 2015, "Public Policies To R&D In Romania In The Context Of The Eu State Aid Policy," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 133-141, July.
• 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.