Research classified by Journal of Economic Literature (JEL) codes

---

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

• 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.
• 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 Presidential 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.
• Bernard N. Iyke, 2015, "On the Term Structure of South African Interest Rates: Cointegration and Threshold Adjustment," ERSA Working Paper Series, Economic Research Southern Africa, number 557, Nov.
• 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 à LVAREZ & 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.
• Daiki Maki & Shin-ichi Kitasaka, 2015, "Residual-based tests for cointegration with three-regime TAR adjustment," Empirical Economics, Springer, volume 48, issue 3, pages 1013-1054, May, DOI: 10.1007/s00181-014-0822-x.
• Jean-Christophe Statnik & David Verstraete, 2015, "Price dynamics in agricultural commodity markets: a comparison of European and US markets," Empirical Economics, Springer, volume 48, issue 3, pages 1103-1117, May, DOI: 10.1007/s00181-014-0816-8.
• Eunhee Lee & Chang Kim & In-Moo Kim, 2015, "Equity premium over different investment horizons," Empirical Economics, Springer, volume 48, issue 3, pages 1169-1187, May, DOI: 10.1007/s00181-014-0812-z.
• Geoff Kenny & Thomas Kostka & Federico Masera, 2015, "Density characteristics and density forecast performance: a panel analysis," Empirical Economics, Springer, volume 48, issue 3, pages 1203-1231, May, DOI: 10.1007/s00181-014-0815-9.
• Hassan Ghassan & Prashanta Banerjee, 2015, "A threshold cointegration analysis of asymmetric adjustment of OPEC and non-OPEC monthly crude oil prices," Empirical Economics, Springer, volume 49, issue 1, pages 305-323, August, DOI: 10.1007/s00181-014-0848-0.
• Atanu Ghoshray & Faiza Khan, 2015, "New empirical evidence on income convergence," Empirical Economics, Springer, volume 49, issue 1, pages 343-361, August, DOI: 10.1007/s00181-014-0869-8.
• Robert Kunst & Philip Franses, 2015, "Asymmetric time aggregation and its potential benefits for forecasting annual data," Empirical Economics, Springer, volume 49, issue 1, pages 363-387, August, DOI: 10.1007/s00181-014-0864-0.
• Tomas Barrio Castro & Mariam Camarero & Cecilio Tamarit, 2015, "An analysis of the trade balance for OECD countries using periodic integration and cointegration," Empirical Economics, Springer, volume 49, issue 2, pages 389-402, September, DOI: 10.1007/s00181-014-0874-y.
• László Kónya & Bekzod Abdullaev, 2015, "Does Ricardian equivalence hold in Australia? A revision based on testing super exogeneity with impulse-indicator saturation," Empirical Economics, Springer, volume 49, issue 2, pages 423-448, September, DOI: 10.1007/s00181-014-0876-9.
• Jacobo Campo-Robledo & Luis Melo-Velandia, 2015, "Sustainability of Latin American fiscal deficits: a panel data approach," Empirical Economics, Springer, volume 49, issue 3, pages 889-907, November, DOI: 10.1007/s00181-014-0905-8.
• Paulo Esteves & António Rua, 2015, "Is there a role for domestic demand pressure on export performance?," Empirical Economics, Springer, volume 49, issue 4, pages 1173-1189, December, DOI: 10.1007/s00181-014-0908-5.
• Jawadi, Fredj & Louhichi, Waël & Idi Cheffou, Abdoulkarim, 2015, "Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 64-84, DOI: 10.1016/j.finmar.2015.09.004.
• Charles, Amélie & Darné, Olivier & Diebolt, Claude & Ferrara, Laurent, 2015, "A new monthly chronology of the US industrial cycles in the prewar economy," Journal of Financial Stability, Elsevier, volume 17, issue C, pages 3-9, DOI: 10.1016/j.jfs.2014.06.002.
• Peia, Oana & Roszbach, Kasper, 2015, "Finance and growth: Time series evidence on causality," Journal of Financial Stability, Elsevier, volume 19, issue C, pages 105-118, DOI: 10.1016/j.jfs.2014.11.005.
• Mei, Bin, 2015, "Illiquidity and risk of commercial timberland assets in the United States," Journal of Forest Economics, Elsevier, volume 21, issue 2, pages 67-78, DOI: 10.1016/j.jfe.2015.01.003.
• Sogiakas, Vasilios & Karathanassis, George, 2015, "Informational efficiency and spurious spillover effects between spot and derivatives markets," Global Finance Journal, Elsevier, volume 27, issue C, pages 46-72, DOI: 10.1016/j.gfj.2015.04.004.
• Wan, Cheng & Bertschi, Ljudmila, 2015, "Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: A practical approach," Insurance: Mathematics and Economics, Elsevier, volume 63, issue C, pages 66-75, DOI: 10.1016/j.insmatheco.2015.03.025.
• Karl Härdle, Wolfgang & López-Cabrera, Brenda & Teng, Huei-Wen, 2015, "State price densities implied from weather derivatives," Insurance: Mathematics and Economics, Elsevier, volume 64, issue C, pages 106-125, DOI: 10.1016/j.insmatheco.2015.05.001.
• Chau, Frankie & Deesomsak, Rataporn, 2015, "Business cycle variation in positive feedback trading: Evidence from the G-7 economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 147-159, DOI: 10.1016/j.intfin.2014.12.003.
• Stillwagon, Josh R., 2015, "Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 85-101, DOI: 10.1016/j.intfin.2015.01.004.
• Yunus, Nafeesa, 2015, "Trends and convergence in global housing markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 36, issue C, pages 100-112, DOI: 10.1016/j.intfin.2014.12.008.
• Kambouroudis, Dimos S. & McMillan, David G., 2015, "Is there an ideal in-sample length for forecasting volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 37, issue C, pages 114-137, DOI: 10.1016/j.intfin.2015.02.006.
• Riedel, Christoph & Wagner, Niklas, 2015, "Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 53-64, DOI: 10.1016/j.intfin.2015.05.012.
• Barsoum, Fady & Stankiewicz, Sandra, 2015, "Forecasting GDP growth using mixed-frequency models with switching regimes," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 33-50, DOI: 10.1016/j.ijforecast.2014.04.002.
• Rombouts, Jeroen V.K. & Stentoft, Lars, 2015, "Option pricing with asymmetric heteroskedastic normal mixture models," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 635-650, DOI: 10.1016/j.ijforecast.2014.09.002.
• Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015, "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 664-679, DOI: 10.1016/j.ijforecast.2014.11.005.
• Bec, Frédérique & Mogliani, Matteo, 2015, "Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?," International Journal of Forecasting, Elsevier, volume 31, issue 4, pages 1021-1042, DOI: 10.1016/j.ijforecast.2014.11.006.
• Conflitti, Cristina & De Mol, Christine & Giannone, Domenico, 2015, "Optimal combination of survey forecasts," International Journal of Forecasting, Elsevier, volume 31, issue 4, pages 1096-1103, DOI: 10.1016/j.ijforecast.2015.03.009.
• Nishino, Haruhisa & Kakamu, Kazuhiko, 2015, "A random walk stochastic volatility model for income inequality," Japan and the World Economy, Elsevier, volume 36, issue C, pages 21-28, DOI: 10.1016/j.japwor.2015.06.003.
• Seo, Sung Won & Kim, Jun Sik, 2015, "The information content of option-implied information for volatility forecasting with investor sentiment," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 106-120, DOI: 10.1016/j.jbankfin.2014.09.010.
• Banulescu, Georgiana-Denisa & Dumitrescu, Elena-Ivona, 2015, "Which are the SIFIs? A Component Expected Shortfall approach to systemic risk," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 575-588, DOI: 10.1016/j.jbankfin.2014.01.037.
• Fouquau, Julien & Spieser, Philippe K., 2015, "Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 632-643, DOI: 10.1016/j.jbankfin.2014.03.039.
• Panopoulou, Ekaterini & Vrontos, Spyridon, 2015, "Hedge fund return predictability; To combine forecasts or combine information?," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 103-122, DOI: 10.1016/j.jbankfin.2015.03.004.
• Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou, 2015, "Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 202-219, DOI: 10.1016/j.jbankfin.2015.06.005.
• Shi, Yanlin & Ho, Kin-Yip, 2015, "Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 189-204, DOI: 10.1016/j.jbankfin.2015.08.025.
• Jondeau, Eric & Lahaye, Jérôme & Rockinger, Michael, 2015, "Estimating the price impact of trades in a high-frequency microstructure model with jumps," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 205-224, DOI: 10.1016/j.jbankfin.2015.09.005.
• Preve, Daniel, 2015, "Linear programming-based estimators in nonnegative autoregression," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 225-234, DOI: 10.1016/j.jbankfin.2015.08.010.
• Lo, Ming Chien & Morley, James, 2015, "Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 285-302, DOI: 10.1016/j.jimonfin.2014.12.003.
• Dorn, Sabrina & Egger, Peter, 2015, "On the distribution of exchange rate regime treatment effects on international trade," Journal of International Money and Finance, Elsevier, volume 53, issue C, pages 75-94, DOI: 10.1016/j.jimonfin.2014.12.005.
• Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara, 2015, "Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates," Journal of International Money and Finance, Elsevier, volume 54, issue C, pages 116-141, DOI: 10.1016/j.jimonfin.2015.03.001.
• Kellard, Neil M. & Jiang, Ying & Wohar, Mark, 2015, "Spurious long memory, uncommon breaks and the implied–realized volatility puzzle," Journal of International Money and Finance, Elsevier, volume 56, issue C, pages 36-54, DOI: 10.1016/j.jimonfin.2015.04.003.
• Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan, 2015, "Trends and cycles in historical gold and silver prices," Journal of International Money and Finance, Elsevier, volume 58, issue C, pages 98-109, DOI: 10.1016/j.jimonfin.2015.08.003.
• Funke, Michael & Shu, Chang & Cheng, Xiaoqiang & Eraslan, Sercan, 2015, "Assessing the CNH–CNY pricing differential: Role of fundamentals, contagion and policy," Journal of International Money and Finance, Elsevier, volume 59, issue C, pages 245-262, DOI: 10.1016/j.jimonfin.2015.07.008.
• Gomes, Fábio Augusto Reis & Ribeiro, Priscila Fernandes, 2015, "Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive," Journal of Macroeconomics, Elsevier, volume 45, issue C, pages 108-123, DOI: 10.1016/j.jmacro.2015.04.001.
• Chen, Shiu-Sheng & Chou, Yu-Hsi, 2015, "Revisiting the relationship between exchange rates and fundamentals," Journal of Macroeconomics, Elsevier, volume 46, issue C, pages 1-22, DOI: 10.1016/j.jmacro.2015.07.004.
• Dreger, Christian & Wolters, Jürgen, 2015, "Unconventional monetary policy and money demand," Journal of Macroeconomics, Elsevier, volume 46, issue C, pages 40-54, DOI: 10.1016/j.jmacro.2015.07.005.
• brayek, Angham ben & Sebai, Saber & Naoui, Kamel, 2015, "A study of the interactive relationship between oil price and exchange rate: A copula approach and a DCC-MGARCH model," The Journal of Economic Asymmetries, Elsevier, volume 12, issue 2, pages 173-189, DOI: 10.1016/j.jeca.2015.09.002.
• Iglesias, Emma M., 2015, "Value at Risk of the main stock market indexes in the European Union (2000–2012)," Journal of Policy Modeling, Elsevier, volume 37, issue 1, pages 1-13, DOI: 10.1016/j.jpolmod.2015.01.006.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015, "The causal relationship between debt and growth in EMU countries," Journal of Policy Modeling, Elsevier, volume 37, issue 6, pages 974-989, DOI: 10.1016/j.jpolmod.2015.09.004.
• Frömmel, Michael & Kruse, Robinson, 2015, "Interest rate convergence in the EMS prior to European Monetary Union," Journal of Policy Modeling, Elsevier, volume 37, issue 6, pages 990-1004, DOI: 10.1016/j.jpolmod.2015.08.002.
• Ntantamis, Christos & Zhou, Jun, 2015, "Bull and bear markets in commodity prices and commodity stocks: Is there a relation?," Resources Policy, Elsevier, volume 43, issue C, pages 61-81, DOI: 10.1016/j.resourpol.2014.10.002.
• Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan, 2015, "Persistence of precious metal prices: A fractional integration approach with structural breaks," Resources Policy, Elsevier, volume 44, issue C, pages 57-64, DOI: 10.1016/j.resourpol.2014.12.004.
• He, Kaijian & Lu, Xingjing & Zou, Yingchao & Keung Lai, Kin, 2015, "Forecasting metal prices with a curvelet based multiscale methodology," Resources Policy, Elsevier, volume 45, issue C, pages 144-150, DOI: 10.1016/j.resourpol.2015.03.011.
• Fernandez, Viviana, 2015, "Influence in commodity markets: Measuring co‐movement globally," Resources Policy, Elsevier, volume 45, issue C, pages 151-164, DOI: 10.1016/j.resourpol.2015.04.008.
• Ghazali, Mohd Fahmi & Lean, Hooi Hooi & Bahari, Zakaria, 2015, "Sharia compliant gold investment in Malaysia: Hedge or safe haven?," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 192-204, DOI: 10.1016/j.pacfin.2014.12.005.
• Mohamed, Hisham Hanifa & Masih, Mansur & Bacha, Obiyathulla I., 2015, "Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 233-252, DOI: 10.1016/j.pacfin.2015.02.004.
• Fantazzini, Dean & Toktamysova, Zhamal, 2015, "Forecasting German car sales using Google data and multivariate models," International Journal of Production Economics, Elsevier, volume 170, issue PA, pages 97-135, DOI: 10.1016/j.ijpe.2015.09.010.
• Agiakloglou, Christos & Gkouvakis, Michail, 2015, "Causal interrelations among market fundamentals: Evidence from the European Telecommunications sector," The Quarterly Review of Economics and Finance, Elsevier, volume 55, issue C, pages 150-159, DOI: 10.1016/j.qref.2014.07.001.
• Ben Jebli, Mehdi & Ben Youssef, Slim, 2015, "The environmental Kuznets curve, economic growth, renewable and non-renewable energy, and trade in Tunisia," Renewable and Sustainable Energy Reviews, Elsevier, volume 47, issue C, pages 173-185, DOI: 10.1016/j.rser.2015.02.049.
• Piroli, Giuseppe & Rajcaniova, Miroslava & Ciaian, Pavel & Kancs, d׳Artis, 2015, "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," Renewable and Sustainable Energy Reviews, Elsevier, volume 49, issue C, pages 921-930, DOI: 10.1016/j.rser.2015.04.133.
• Basher, Syed Abul & Masini, Andrea & Aflaki, Sam, 2015, "Time series properties of the renewable energy diffusion process: Implications for energy policy design and assessment," Renewable and Sustainable Energy Reviews, Elsevier, volume 52, issue C, pages 1680-1692, DOI: 10.1016/j.rser.2015.08.028.
• El Montasser, Ghassen & Gupta, Rangan & Martins, Andre Luis & Wanke, Peter, 2015, "Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?," Renewable and Sustainable Energy Reviews, Elsevier, volume 52, issue C, pages 19-23, DOI: 10.1016/j.rser.2015.07.085.
• Goh, Soo Khoon & McNown, Robert, 2015, "Examining the exchange rate regime–monetary policy autonomy nexus: Evidence from Malaysia," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 292-303, DOI: 10.1016/j.iref.2014.10.006.
• Wang, Juan & Zhang, Dongxiang & Zhang, Jian, 2015, "Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 157-164, DOI: 10.1016/j.iref.2014.11.020.