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

• Goodness C. Aye & Tsangyao Chang & Rangan Gupta, 2015, "Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model," Working Papers, University of Pretoria, Department of Economics, number 201559, Aug.
• Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba, 2015, "Energy Demand in South Africa: Is it Asymmetric?," Working Papers, University of Pretoria, Department of Economics, number 201560, Aug.
• Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das, 2015, "Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models," Working Papers, University of Pretoria, Department of Economics, number 201561, Aug.
• Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta, 2015, "Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201566, Sep.
• Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015, "Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve," Working Papers, University of Pretoria, Department of Economics, number 201567, Sep.
• Mehmet Balcilar & Rangan Gupta & Mark E. Wohar, 2015, "Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201572, Oct.
• Nikolaos Antonakakis & Rangan Gupta, 2015, "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Working Papers, University of Pretoria, Department of Economics, number 201573, Oct.
• Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015, "Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates," Working Papers, University of Pretoria, Department of Economics, number 201574, Oct.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201575, Oct.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015, "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201576, Oct.
• Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015, "Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes," Working Papers, University of Pretoria, Department of Economics, number 201580, Oct.
• Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2015, "The US Real GNP is Trend-Stationary After All," Working Papers, University of Pretoria, Department of Economics, number 201581, Nov.
• Carlos P. Barros & Rangan Gupta, 2015, "Development, Poverty and Inequality: A Spatial Analysis of South African Provinces," Working Papers, University of Pretoria, Department of Economics, number 201583, Nov.
• Aviral K. Tiwari & Arif B. Dar & Niyati Bhanja & Rangan Gupta, 2015, "A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015," Working Papers, University of Pretoria, Department of Economics, number 201588, Nov.
• Claudiu T. Albulescu & Aviral Kumar Twari & Stephen M. Miller & Rangan Gupta, 2015, "Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201591, Dec.
• Rangan Gupta & Christian Pierdzioch & Marian Risse, 2015, "On International Uncertainty Links: BART-Based Empirical Evidence for Canada," Working Papers, University of Pretoria, Department of Economics, number 201594, Dec.
• Osabuohien-Irabor Osarumwense, 2015, "Day-of-the-week effect in the Nigerian Stock Market Returns and Volatility: Does the Distributional Assumptions Influence Disappearance?," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2015, issue 4, pages 33-44, DOI: 10.18267/j.efaj.148.
• Martin Boďa & Petra Medveďová & Mariana Považanová, 2015, "(A)symetria v Okunovom zákone v štátoch Vyšehradskej skupiny
  [(A)symmetry in Okun's Law in the Visegrad Group Countries]," Politická ekonomie, Prague University of Economics and Business, volume 2015, issue 6, pages 741-758, DOI: 10.18267/j.polek.1024.
• Thomas Barnay & Julie Favrot & Catherine Pollak, 2015, "L'effet des arrêts maladie sur les trajectoires professionnelles," Économie et Statistique, Programme National Persée, volume 475, issue 1, pages 135-156, DOI: 10.3406/estat.2015.10530.
• Kayode Ayinde & Aliyu A. Bello & Opeyemi E. Ayinde & Damilola. B. Adekanmbi, 2015, "Modeling Nigerian Government Revenues and Total Expenditure: Combined Estimators’ Analysis and Error Correction Model Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 1, pages 1-14, March.
• Cláudia Duarte, 2015, "Covariate-augmented unit root tests with mixed-frequency data," Working Papers, Banco de Portugal, Economics and Research Department, number w201507.
• Paulo M.M. Rodrigues & Rita Fradique Lourenço, 2015, "House prices: bubbles, exuberance or something else? Evidence from euro area countries," Working Papers, Banco de Portugal, Economics and Research Department, number w201517.
• Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2015, "Testing Mean Stability of Heteroskedastic Time Series," Working Papers, Queen Mary University of London, School of Economics and Finance, number 765, Dec.
• Liudas Giraitis & Donatas Surgailis & Andrius Škarnulis, 2015, "Integrated ARCH, FIGARCH and AR Models: Origins of Long Memory," Working Papers, Queen Mary University of London, School of Economics and Finance, number 766, Dec.
• Adam Clements & Joanne Fuller & Vasilios Papalexiou, 2015, "Public news flow in intraday component models for trading activity and volatility," NCER Working Paper Series, National Centre for Econometric Research, number 106, Aug.
• Rodríguez, Gabriel & Tramontana, Roxana, 2015, "An Application of a Short Memory Model with Random Level Shifts to the Volatility of Latin American Stock Market Returns," Working Papers, Banco Central de Reserva del Perú, number 2015-004, Jul.
• Winkelried, Diego, 2015, "Unit Roots, Flexible Trends and the Prebisch-Singer Hypothesis," Working Papers, Banco Central de Reserva del Perú, number 2015-007, Nov.
• Winkelried, Diego, 2015, "Piecewise linear trends and cycles in primary commodity prices," Working Papers, Banco Central de Reserva del Perú, number 2015-012, Dec.
• Vanessa Cediel Sánchez & Carlos Velásquez Vega, 2015, "¿Hay una burbuja inmobiliaria en Bogotá? Un estudio por segmentos de mercado," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 17, issue 32, pages 233-357, January-J.
• TaÅŸtan Serkan & Arıç Kıvanç Halil, 2015, "Is Current Account of Turkey Sustainable ? Evidence from Nonlinear Unit Root Tests," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 57, pages 95-114, September.
• Banu Tanrıöver & Rahmi Yamak, 2015, "Business Cycle Asymmetry: Deepness and Steepness in Turkey," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 58, pages 81-96, December.
• Mohamed Abbas Ibrahim, 2015, "Merchandise Import Demand Function in Saudi Arabia," Applied Economics and Finance, Redfame publishing, volume 2, issue 1, pages 55-65, February.
• Pasrun Adam, 2015, "A Model of the Dynamic of the Relationship between Stock Prices and Economic Growth of Indonesia," Applied Economics and Finance, Redfame publishing, volume 2, issue 3, pages 12-19, August.
• G. Bampinas & T. Panagiotidis, 2015, "Are Gold and Silver a Hedge against Inflation? A Two Century Perspective," Working Paper series, Rimini Centre for Economic Analysis, number 15-02, Feb.
• John M. Maheu & Qiao Yang, 2015, "An Infinite Hidden Markov Model for Short-term Interest Rates," Working Paper series, Rimini Centre for Economic Analysis, number 15-05, Feb.
• Vinod Thomas & Ramón López, 2015, "Global Increase in Climated-Related Disasters," ADB Economics Working Paper Series, Asian Development Bank, number 466, Nov.
• Petr Parshakov, 2015, "Estimation of skill of Russian mutual fund managers," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 37, issue 1, pages 57-66.
• M A Taslim & Md Amzad Hossain, 2015, "Asymmetric Transmission of International Price of Edible Oil in Bangladesh," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 38, issue 01, pages 33-54.
• K. M. Zahidul Islam & Sayed Farrukh Ahmed, 2015, "Stock Market Crash and Stock Return Volatility: Empirical Evidence from Dhaka Stock Exchange," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 38, issue 3, pages 25-34.
• Banu Tanrıöver & Duygu Arslantürk Çöllü, 2015, "Analysis of Forecasting Performance of Investors in Turkey Within Framework of the Random Walk Model (Türkiye’de Yatırımcıların Öngörü Performanslarının Rassal Yürüyüş Modeli Çerçevesinde Analizi)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 2, pages 127-139.
• Priyanshi Gupta & Sanjay Sehgal & Florent Deisting, 2015, "Time-Varying Bond Market Integration in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 30, issue 4, pages 708-760.
• Daly Vince & Seyyed Ali Paytakhti Oskooe, 2015, "Stock market efficiency in Iran: unit root testing with smooth structural breaks and non-trading days," Economics Discussion Papers, School of Economics, Kingston University London, number 2015-6, Sep.
• Aidil Rizal SHAHRIN, 2015, "Has Nonlinearity Resolved The A Nomaly Of Unit Root Behaviour In Forward Discount ? New Empirical Evidence," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 70-80, March.
• Petre CARAIANI, 2015, "Testing For Nonlinearity In Unemployment Rates Via Delay Vector Variance," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 81-92, March.
• Corina SAMAN, 2015, "Out-Of-Sample Forecasting Performance Of A Robust Neural Exchange Rate Model Of Ron/Usd," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 93-106, March.
• Feng-Jenq LIN, 2015, "Adding EMD Process and Filtering Analysis to Enhance Performances of ARIMA Model When Time Series Is Measurement Data," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 92-104, June.
• Tsang-Yao CHANG & Hao FANG & Yen-Hsien LEE, 2015, "Nonlinear A Djustment To The Long-Run Equilibrium Between The Reit And The Stock Markets In Japan And Singapore," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 27-38, September.
• Amaia Altuzarra, 2015, "Measuring Unemployment Persistence by Age and Gender," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 110-133, December.
• Mihaela Cornelia Sandu & Elena Druica & Rodica Ianole, 2015, "A Time Series Analysis Using R for Understanding Car Sales On The Romanian Market," Romanian Statistical Review, Romanian Statistical Review, volume 63, issue 3, pages 130-140, September.
• Alessandro Giovannelli & Tommaso Proietti, 2015, "On the Selection of Common Factors for Macroeconomic Forecasting," CEIS Research Paper, Tor Vergata University, CEIS, number 332, Mar, revised 12 Mar 2015.
• Alessandra Luati & Tommaso Proietti, 2015, "Generalised partial autocorrelations and the mutual information between past and future," CEIS Research Paper, Tor Vergata University, CEIS, number 344, Jun, revised 05 Jun 2015.
• Tommaso Proietti & Eric Hillebrand, 2015, "Seasonal Changes in Central England Temperatures," CEIS Research Paper, Tor Vergata University, CEIS, number 347, Jun, revised 15 Jun 2015.
• Andrea Albanese & Bart Cockx & Yannick Thuy, 2015, "Working Time Reductions At The End Of The Career. Do They Prolong The Time Spent In Employment?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 15/916, Dec.
• Sainan Jin & Valentina Corradi & Norman Swanson, 2015, "Robust Forecast Comparison," Departmental Working Papers, Rutgers University, Department of Economics, number 201502, May.
• Min Seong Kim & Yixiao Sun & Jingjing Yang, 2015, "A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data," Working Papers, Toronto Metropolitan University, Department of Economics, number 049, Sep.
• Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2024, "The bond market impact of the South African Reserve Bank bond purchase programme," ERSA Working Paper Series, Economic Research Southern Africa, number 38, Aug.
• Bartosz Stawiarski, 2015, "Selected Techniques Of Detecting Structural Breaks In Financial Volatility," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 1, pages 32-43, August.
• P. Srinivasan & M. Kalaivani, 2015, "Determinants of Foreign Institutional Investment in India: An Empirical Analysis," Global Business Review, International Management Institute, volume 16, issue 3, pages 364-376, June, DOI: 10.1177/0972150915569925.
• Chor Foon Tang, 2015, "How Stable is the Savings-led Growth Hypothesis in Malaysia? The Bootstrap Simulation and Recursive Causality Tests," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 9, issue 1, pages 1-17, February, DOI: 10.1177/0973801014557393.
• Rangan Gupta & Christophe André & Luis Gil-Alana, 2015, "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, volume 52, issue 16, pages 3123-3143, December, DOI: 10.1177/0042098014555629.
• Amaia Jone BETZUEN ÁLVAREZ & Amancio BETZUEN ZALBIDEGOITIA, 2015, "La modelización de los cambios en la longevidad de la población del País Vasco y su estimación futura," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 24, issue 2, pages 45-54.
• Eirini Ozouni & Constantinos Katrakylidis & Grigoris Zarotiadis, 2015, "Investigating the Long Cycles of Capitalism With Spectral and Cross-Spectral Analysis," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 13, issue 1, pages 7-30.
• Luis Cárdenas del Rey & Andrea Carrera & Laura Vitriago Valdivielso, 2015, "El comercio de cabotaje del vino de Jerez en el siglo XIX: un análisis cuantitativo," Documentos de Trabajo de la Sociedad de Estudios de Historia Agraria, Sociedad de Estudios de Historia Agraria, number 1502, Apr.
• Mosayeb Pahlavani & Mandana Zanganeh Soroush, 2015, "Evaluattion the Impacts of Market Orientation on Export Efficiency of lateral Industries of Fishery Sector through Structural Equation Modeling," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2804971, Oct.
• Mariusz Prochniak & Bartosz Witkowski, 2015, "Does Beta Convergence Imply Stochastic Convergence of GDP Per Capita Levels Between Countries? Empirical Evidence," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3104926, Nov.
• Dickson Oriakhi & Vincent Ajayi-Ojo, 2015, "Does Public Spending Growth Stimulate Economic Development? Empirical Evidence From Nigeria," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3105275, Nov.
• Olufemi Adeyeye, 2015, "Does Supply-Leading Hypothesis hold in a Developing Economy? A Nigerian Focus," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204823, Sep.
• Jakub Bartos, 2015, "Does Bitcoin follow the hypothesis of efficient market?," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 2, pages 10-23, June.
• Evan Lau & ALVINA SYN-YEE Lee & MOHAMMAD AFFENDY Arip, 2015, "Macroeconomics Determinants Of External Debt In Malaysia," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 4, pages 14-26, December.
• Francisco Venegas Martínez & Gabriel Alberto Agudelo TorreS & Luis Ceferino Franco Arbeláez & Luis Eduardo Franco Ceballos, 2015, "Cobertura dinámica de la reserva actuarial de una empresa con pasivos pensionales," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 2, pages 211-224, julio-dic.
• Bertille Antoine & Otilia Boldea, 2015, "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers, Department of Economics, Simon Fraser University, number dp15-04, Jun, revised 25 Aug 2016.
• Bertille Antoine & Otilia, 2015, "Inference in linear models with structural changes and mixed identification strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp15-05, Jun.
• Mariusz Próchniak & Bartosz Witkowski, 2015, "Stochastic Convergence of the European Union Countries: A Conditional Approach," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 39, pages 41-56.
• Agnieszka Szczypińska, 2015, "Real convergence vs. macroeconomic imbalances in the EU," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 39, pages 71-86.
• Stanisław Cichocki & Michał Gradzewicz & Joanna Tyrowicz, 2015, "Wrażliwość zatrudnienia na zmiany PKB w Polsce a elastyczność instytucji rynku pracy," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 91-116.
• Krzysztof Drachal, 2015, "Review Of Garch Model Applicability In View Of Some Recent Research," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 7, issue 2 (July), pages 191-200.
• Shivani Inder & J.S. Pasricha, 2015, "Empirical Investigation Of The Macro-Economic Determinants Of Foreign Institutional Investment In India: An Autoregressive Distributed Lag (Ardl) Approach," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 7, issue 3 (Decemb, pages 411-427.
• Yang Chen & Juan Carlos Cuestas & Paulo José Regis, 2015, "Corporate Tax Convergence in Asian and Pacific Economies," Working Papers, The University of Sheffield, Department of Economics, number 2015003, Jan.
• Carlos A. Ibarra, 2015, "Trade, investment, and capital flows: Mexico?s macroeconomic adjustment to the Great Recession," Sobre México. Revista de Economía, Sobre México. Temas en economía, volume 1, issue 1, pages 72-92.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij, 2015, "Private information, capital flows, and exchange rates," Working Papers, Swiss National Bank, number 2015-12.
• Eda BALIKÇIOĞLU & Kutay OKTAY, 2015, "Türkiye’de Turizm Gelirleri ve Ekonomik Büyüme İlişkisinin Kamu Politikaları Doğrultusunda Değerlendirilmesi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(25).
• Ayşen ARAÇ, 2015, "Nonlinear Dynamics in Term Structure of Interest Rates: Evidence from the Euro Area," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(26).
• James LeSage & Bryce Cashell, 2015, "A comparison of vector autoregressive forecasting performance: spatial versus non-spatial Bayesian priors," The Annals of Regional Science, Springer;Western Regional Science Association, volume 54, issue 2, pages 533-560, March, DOI: 10.1007/s00168-015-0665-1.
• Jakub Nowotarski & Rafał Weron, 2015, "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," Computational Statistics, Springer, volume 30, issue 3, pages 791-803, September, DOI: 10.1007/s00180-014-0523-0.
• Hendry, David F. & Johansen, Søren, 2015, "Model Discovery And Trygve Haavelmo’S Legacy," Econometric Theory, Cambridge University Press, volume 31, issue 1, pages 93-114, February.
• Liao, Zhipeng & Phillips, Peter C. B., 2015, "Automated Estimation Of Vector Error Correction Models," Econometric Theory, Cambridge University Press, volume 31, issue 3, pages 581-646, June.
• Chen, Haiqiang & Fang, Ying & Li, Yingxing, 2015, "Estimation And Inference For Varying-Coefficient Models With Nonstationary Regressors Using Penalized Splines," Econometric Theory, Cambridge University Press, volume 31, issue 4, pages 753-777, August.
• Chen, Haiqiang, 2015, "Robust Estimation And Inference For Threshold Models With Integrated Regressors," Econometric Theory, Cambridge University Press, volume 31, issue 4, pages 778-810, August.
• Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag, 2015, "Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series," Econometric Theory, Cambridge University Press, volume 31, issue 5, pages 911-952, October.
• Arnade, Carlos & Hoffman, Linwood, 2015, "The Impact Of Price Variability On Cash/Futures Market Relationships: Implications For Market Efficiency And Price Discovery," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 47, issue 4, pages 539-559, November.
• Lovcha, Yuliya & Perez-Laborda, Alejandro, 2015, "The Hours Worked–Productivity Puzzle: Identification In A Fractional Integration Setting," Macroeconomic Dynamics, Cambridge University Press, volume 19, issue 7, pages 1593-1621, October.
• Thomas M. FULLERTON & Miguel MARTINEZ & Wm. Doyle SMITH & Adam WALKE, 2015, "Inflationary Dynamics in Guatemala," Journal of Economics and Political Economy, EconSciences 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, EconSciences 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, EconSciences Journals, volume 2, issue 4, pages 281-299, December.
• Peter C. B. Phillips, 2015, "Pitfalls and Possibilities in Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2003, Jun.
• Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2015, "Testing Mean Stability of Heteroskedastic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2006, Jun.
• Xiaohong Chen & Zhipeng Liao, 2015, "Sieve Semiparametric Two-Step GMM under Weak Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2012, Jul.
• José M. Belbute & Alfredo Marvão Pereira, 2015, "Does Final Energy Demand in Portugal Exhibit Long Memory? A Fractional Integration Analysis," Working Papers, Economics Department, William & Mary, number 163, Aug.
• José M. Belbute & Alfredo Marvão Pereira, 2015, "An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach," Working Papers, Economics Department, William & Mary, number 164, Aug.
• Edgar Ventura Neyra & Gabriel Rodríguez, 2015, "Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 61, issue 3, pages 261-292, DOI: 10.3790/aeq.61.3.261.
• Christian Dreger & Konstantin Kholodilin, 2015, "The Ruble between the Hammer and the Anvil: The Impact of Oil Prices and Economic Sanctions," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 5, issue 44, pages 587-591.
• Corporate author, 2015, "The Price of Oil Is Having a Stronger Impact on the Ruble's Exchange Rate Than Are the Sanctions: Seven Questions to Konstantin Kholodilin," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 5, issue 44, pages 592-592.
• Christian Dreger & Konstantin Kholodilin, 2015, "Der Rubel zwischen Hammer und Amboss: der Einfluss von Ölpreisen und Wirtschaftssanktionen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 44, pages 1051-1056.
• Corporate author, 2015, "Der Ölpreis spielt für den Wechselkurs des Rubels eine viel wichtigere Rolle als Sanktionen: Sieben Fragen an Konstantin Kholodilin," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 44, pages 1057-1057.
• Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1486.
• Christian Dreger & Jarko Fidrmuc & Konstantin Kholodilin & Dirk Ulbricht, 2015, "The Ruble between the Hammer and the Anvil: Oil Prices and Economic Sanctions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1488.
• Benjamin Beckers, 2015, "The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1496.
• Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015, "The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1524.
• Westerlund, Joakim & Narayan, Paresh & Zheng, Xinwei, 2015, "Testing for stock return predictability in a large Chinese panel," Working Papers, Deakin University, Department of Economics, number fe_2015_11, Jan, DOI: 10.1016/j.ememar.2015.05.004.
• Imane El Ouadghiri & Remzi Uctum, 2015, "Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-14.
• Fredj Jawadi & Georges Prat, 2015, "Equity Prices and Fundamentals: a DDM-APT Mixed Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-16.
• Imane El Ouadghiri, 2015, "Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-17.
• Houda Rharrabti Zaid, 2015, "Transmission du stress financier de la zone euro aux Pays de l’Europe Centrale et Orientale," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-37.
• SHIRANI-FAKHR, Zohreh & KHOSHAKHLAGH, Rahman & SHARIFI, Alimorad, 2015, "Estimating Demand Function For Electricity In Industrial Sector Of Iran Using Structural Time Series Model (Stsm)," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 15, issue 1, pages 143-160.
• Haque, M.I., 2015, "Are exports and imports of Saudi Arabia cointegrated? An empirical study," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 15, issue 1, pages 111-124.
• Betül GÃœR, 2015, "An Analysis of Purchasing Power Parity for the Turkish Economy Using Unit Root Testing with Multiple Structural Breaks," Eurasian Eononometrics, Statistics and Emprical Economics Journal, Eurasian Academy Of Sciences, volume 1, issue 1, pages 32-42, February, DOI: 10.17740/eas.stat.2015.V1-03.
• Harry-Paul Vander Elst, 2015, "FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-12, Apr.
• Yves Dominicy & Harry-Paul Vander Elst, 2015, "Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-41, Nov.
• Rua, António & Soares Esteves, Paulo & Staehr, Karsten & Bobeica, Elena, 2015, "Exports and domestic demand pressure: a dynamic panel data model for the euro area countries," Working Paper Series, European Central Bank, number 1777, Apr.
• Melolinna, Marko, 2015, "What has driven inflation dynamics in the Euro area, the United Kingdom and the United States," Working Paper Series, European Central Bank, number 1802, Jun.
• Calza, Alessandro & Zaghini, Andrea, 2015, "Shoe-leather costs in the euro area and the foreign demand for euro banknotes," Working Paper Series, European Central Bank, number 1824, Jul.
• Gross, Marco & Población García, Francisco Javier, 2015, "A false sense of security in applying handpicked equations for stress test purposes," Working Paper Series, European Central Bank, number 1845, Sep.
• De Santis, Roberto A. & Legrenzi, Gabriella & Milas, Costas, 2015, "Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds," Working Paper Series, European Central Bank, number 1858, Oct.
• Ioannis N. Kallianiotis, 2015, "Economic Crises and the Substitution of Fiscal Policy by Monetary Policy," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 1, pages 44-68.
• Ghazi Al-Assaf & Bashier Al-Abdulrazag, 2015, "The Validity of Export-Led Growth Hypothesis for Jordan: A Bounds Testing Approach," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 1, pages 199-211.
• Fethi Belhaj & Ezzeddine Abaoub, 2015, "A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 354-364.
• Samet G nay, 2015, "Chaotic Structure of the BRIC Countries and Turkey's Stock Market," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 515-522.
• Takawira Tyavambiza & Davis Nyangara, 2015, "Financial and Monetary Reforms and the Finance-Growth Relationship in Zimbabwe," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 590-602.
• Helmi Hamdi & Ali Said & Rashid Sbia, 2015, "Empirical Evidence on the Long-Run Money Demand Function in the Gulf Cooperation Council Countries," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 603-612.
• Onur Gozbasi & Alper Aslan, 2015, "Persistence of Profit in Energy Industry: Dynamic Evidence from Turkish Companies," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 624-628.
• Trust Kganyago & Victor Gumbo, 2015, "An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 3, pages 638-646.
• Ady Soejoto & Waspodo Tjipto Subroto & Suyanto, 2015, "Fiscal Decentralization Policy in Promoting Indonesia Human Development," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 3, pages 763-771.
• Sevda Yaprakli & Fatih Kaplan, 2015, "Re-examining of the Turkish Crude Oil Import Demand with Multi-structural Breaks Analysis in the Long Run Period," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 2, pages 402-407.
• Augustine C. Osigwe & Damilola Felix Arawomo, 2015, "Energy Consumption, Energy Prices and Economic Growth: Causal Relationships Based on Error Correction Model," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 2, pages 408-414.
• Ibrahim D. Raheem & Agboola H. Yusuf, 2015, "Energy Consumption-Economic Growth Nexus: Evidence from Linear and Nonlinear Models in Selected African Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 2, pages 558-564.
• Komain Jiranyakul, 2015, "Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 2, pages 574-579.
• G. P. Girish & S. Vijayalakshmi, 2015, "Role of Energy Exchanges for Power Trading in India," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 3, pages 673-676.
• G. P. Girish & P. Sashikala & Bharath Supra & Anitha Acharya, 2015, "Renewable Energy Certifi cate Trading through Power Exchanges in India," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 3, pages 805-808.
• Samet G nay, 2015, "Markov Regime Switching Generalized Autoregressive Conditional Heteroskedastic Model and Volatility Modeling for Oil Returns," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 4, pages 979-985.
• Nezir Kose & Sabit Baimaganbetov, 2015, "The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 4, pages 1058-1064.
• S. Vijayalakshmi & G. P. Girish, 2015, "Artificial Neural Networks for Spot Electricity Price Forecasting: A Review," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 4, pages 1092-1097.
• Korobilis, Dimitris, 2015, "Quantile forecasts of inflation under model uncertainty," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-72, Apr.
• Buth, Bora & Kakinaka, Makoto & Miyamoto, Hiroaki, 2015, "Inflation and inflation uncertainty: The case of Cambodia, Lao PDR, and Vietnam," Journal of Asian Economics, Elsevier, volume 38, issue C, pages 31-43, DOI: 10.1016/j.asieco.2015.03.004.
• Huyghebaert, Nancy & Xu, Weidong, 2015, "What determines the market share of investment banks in Chinese domestic IPOs?," China Economic Review, Elsevier, volume 34, issue C, pages 150-168, DOI: 10.1016/j.chieco.2015.05.001.
• Cogley, Timothy & Sargent, Thomas J. & Surico, Paolo, 2015, "Price-level uncertainty and instability in the United Kingdom," Journal of Economic Dynamics and Control, Elsevier, volume 52, issue C, pages 1-16, DOI: 10.1016/j.jedc.2014.11.010.
• Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2015, "Complete subset regressions with large-dimensional sets of predictors," Journal of Economic Dynamics and Control, Elsevier, volume 54, issue C, pages 86-110, DOI: 10.1016/j.jedc.2015.03.004.
• Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias, 2015, "Shifts in volatility driven by large stock market shocks," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 130-147, DOI: 10.1016/j.jedc.2015.03.006.
• Liu, Xiaochun & Luger, Richard, 2015, "Unfolded GARCH models," Journal of Economic Dynamics and Control, Elsevier, volume 58, issue C, pages 186-217, DOI: 10.1016/j.jedc.2015.06.007.
• Baxa, Jaromír & Plašil, Miroslav & Vašíček, Bořek, 2015, "Changes in inflation dynamics under inflation targeting? Evidence from Central European countries," Economic Modelling, Elsevier, volume 44, issue C, pages 116-130, DOI: 10.1016/j.econmod.2014.10.028.
• Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2015, "On the time-varying relationship between EMU sovereign spreads and their determinants," Economic Modelling, Elsevier, volume 44, issue C, pages 363-371, DOI: 10.1016/j.econmod.2014.07.025.
• Marczak, Martyna & Gómez, Víctor, 2015, "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," Economic Modelling, Elsevier, volume 47, issue C, pages 40-52, DOI: 10.1016/j.econmod.2015.02.014.
• Ferris, J. Stephen & Voia, Marcel C., 2015, "The effect of federal government size on private economic performance in Canada: 1870–2011," Economic Modelling, Elsevier, volume 49, issue C, pages 172-185, DOI: 10.1016/j.econmod.2015.04.006.
• Liddle, Brantley & Messinis, George, 2015, "Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries," Economic Modelling, Elsevier, volume 49, issue C, pages 278-285, DOI: 10.1016/j.econmod.2015.04.012.
• Christensen, Bent Jesper & Nielsen, Morten Ørregaard & Zhu, Jie, 2015, "The impact of financial crises on the risk–return tradeoff and the leverage effect," Economic Modelling, Elsevier, volume 49, issue C, pages 407-418, DOI: 10.1016/j.econmod.2015.03.006.
• Boubaker, Heni & Sghaier, Nadia, 2015, "Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach," Economic Modelling, Elsevier, volume 50, issue C, pages 254-265, DOI: 10.1016/j.econmod.2015.06.027.
• Todorova, Neda, 2015, "The course of realized volatility in the LME non-ferrous metal market," Economic Modelling, Elsevier, volume 51, issue C, pages 1-12, DOI: 10.1016/j.econmod.2015.07.005.
• Kim, Hyeongwoo & Ryu, Deockhyun, 2015, "Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach," Economic Modelling, Elsevier, volume 51, issue C, pages 227-241, DOI: 10.1016/j.econmod.2015.07.009.
• Camacho, Maximo & Martinez-Martin, Jaime, 2015, "Monitoring the world business cycle," Economic Modelling, Elsevier, volume 51, issue C, pages 617-625, DOI: 10.1016/j.econmod.2015.09.013.
• Kuck, Konstantin & Maderitsch, Robert & Schweikert, Karsten, 2015, "Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions," Economics Letters, Elsevier, volume 126, issue C, pages 114-118, DOI: 10.1016/j.econlet.2014.11.028.
• Wu, Jilin, 2015, "Restoring monotonic power in Wald/LM-type tests," Economics Letters, Elsevier, volume 126, issue C, pages 13-17, DOI: 10.1016/j.econlet.2014.10.020.
• Wang, Xiaohu & Yu, Jun, 2015, "Limit theory for an explosive autoregressive process," Economics Letters, Elsevier, volume 126, issue C, pages 176-180, DOI: 10.1016/j.econlet.2014.12.004.
• Nautz, Dieter & Strohsal, Till, 2015, "Are US inflation expectations re-anchored?," Economics Letters, Elsevier, volume 127, issue C, pages 6-9, DOI: 10.1016/j.econlet.2014.12.023.
• Zhou, Qiankun & Yu, Jun, 2015, "Asymptotic theory for linear diffusions under alternative sampling schemes," Economics Letters, Elsevier, volume 128, issue C, pages 1-5, DOI: 10.1016/j.econlet.2014.12.015.
• Hafner, Christian M. & Preminger, Arie, 2015, "An ARCH model without intercept," Economics Letters, Elsevier, volume 129, issue C, pages 13-17, DOI: 10.1016/j.econlet.2015.01.029.
• Ghoshray, Atanu & Stamatogiannis, Michalis P., 2015, "Centurial evidence of breaks in the persistence of unemployment," Economics Letters, Elsevier, volume 129, issue C, pages 74-76, DOI: 10.1016/j.econlet.2015.02.012.
• Shin, Dong Wan & Hwang, Eunju, 2015, "A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities," Economics Letters, Elsevier, volume 129, issue C, pages 95-99, DOI: 10.1016/j.econlet.2015.02.013.
• Damjanovic, Tatiana & Girdėnas, Šarūnas & Liu, Keqing, 2015, "Stationarity of econometric learning with bounded memory and a predicted state variable," Economics Letters, Elsevier, volume 130, issue C, pages 93-96, DOI: 10.1016/j.econlet.2015.03.011.
• Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015, "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, volume 132, issue C, pages 125-128, DOI: 10.1016/j.econlet.2015.04.023.
• Hansen, Peter Reinhard, 2015, "A martingale decomposition of discrete Markov chains," Economics Letters, Elsevier, volume 133, issue C, pages 14-18, DOI: 10.1016/j.econlet.2015.04.028.
• Nonejad, Nima, 2015, "Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling," Economics Letters, Elsevier, volume 133, issue C, pages 35-39, DOI: 10.1016/j.econlet.2015.04.034.
• Bao, Yong & Ullah, Aman & Wang, Yun & Yu, Jun, 2015, "Bias in the estimation of mean reversion in continuous-time Lévy processes," Economics Letters, Elsevier, volume 134, issue C, pages 16-19, DOI: 10.1016/j.econlet.2015.06.002.
• Regis, Paulo José & Cuestas, Juan Carlos & Chen, Yang, 2015, "Corporate tax in Europe: Towards convergence?," Economics Letters, Elsevier, volume 134, issue C, pages 9-12, DOI: 10.1016/j.econlet.2015.05.030.
• Albanese, Marina & Bonasia, Mariangela & Napolitano, Oreste & Spagnolo, Nicola, 2015, "Happiness, taxes and social provision: A note," Economics Letters, Elsevier, volume 135, issue C, pages 100-103, DOI: 10.1016/j.econlet.2015.07.029.
• Kruse, Robinson, 2015, "A modified test against spurious long memory," Economics Letters, Elsevier, volume 135, issue C, pages 34-38, DOI: 10.1016/j.econlet.2015.07.019.
• Belbute, José M. & Pereira, Alfredo M., 2015, "An alternative reference scenario for global CO2 emissions from fuel consumption: An ARFIMA approach," Economics Letters, Elsevier, volume 136, issue C, pages 108-111, DOI: 10.1016/j.econlet.2015.09.001.
• Francq, Christian & Zakoïan, Jean-Michel, 2015, "Risk-parameter estimation in volatility models," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 158-173, DOI: 10.1016/j.jeconom.2014.06.019.
• Aguilar, Mike & Hill, Jonathan B., 2015, "Robust score and portmanteau tests of volatility spillover," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 37-61, DOI: 10.1016/j.jeconom.2014.09.001.
• Gençay, Ramazan & Signori, Daniele, 2015, "Multi-scale tests for serial correlation," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 62-80, DOI: 10.1016/j.jeconom.2014.08.002.
• Harvey, David I. & Leybourne, Stephen J., 2015, "Confidence sets for the date of a break in level and trend when the order of integration is unknown," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 262-279, DOI: 10.1016/j.jeconom.2014.09.004.
• Gomez-Biscarri, Javier & Hualde, Javier, 2015, "A residual-based ADF test for stationary cointegration in I(2) settings," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 280-294, DOI: 10.1016/j.jeconom.2014.08.009.
• Chan, Nigel & Wang, Qiying, 2015, "Nonlinear regressions with nonstationary time series," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 182-195, DOI: 10.1016/j.jeconom.2014.04.025.
• Andreou, Elena & Werker, Bas J.M., 2015, "Residual-based rank specification tests for AR–GARCH type models," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 305-331, DOI: 10.1016/j.jeconom.2014.11.001.
• Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2015, "Nonparametric rank tests for non-stationary panels," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 378-391, DOI: 10.1016/j.jeconom.2014.08.013.
• Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015, "Nonparametric predictive regression," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 468-494, DOI: 10.1016/j.jeconom.2014.05.015.
• Proietti, Tommaso & Luati, Alessandra, 2015, "The generalised autocovariance function," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 245-257, DOI: 10.1016/j.jeconom.2014.07.004.
• Wachter, Jessica A. & Warusawitharana, Missaka, 2015, "What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 74-93, DOI: 10.1016/j.jeconom.2014.05.018.