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

2014

• Miguel Tinoco-Zermeño & Francisco Venegas-Martínez & Víctor Torres-Preciado, 2014, "Growth, bank credit, and inflation in Mexico: evidence from an ARDL-bounds testing approach," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 23, issue 1, pages 1-22, December, DOI: 10.1007/s40503-014-0008-0.
• Ángel Guillén & Gabriel Rodríguez, 2014, "Trend-cycle decomposition for Peruvian GDP: application of an alternative method," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 23, issue 1, pages 1-44, December, DOI: 10.1007/s40503-014-0005-3.
• Komain JIRANYAKUL, 2014, "Energy Use Trade Nexus What Does the Data Set Say for Thailand," Journal of Advanced Research in Management, ASERS Publishing, volume 5, issue 1, pages 5-12.
• Ludovit Odor & Judita Jurasekova Kucserova, 2014, "Finding Yeti: More robust estimates of output gap in Slovakia," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2014, Mar.
• James Morley & Irina B. Panovska & Tara M. Sinclair, 2014, "Testing Stationarity for Unobserved Components Models," Discussion Papers, School of Economics, The University of New South Wales, number 2012-41B, Aug.
• Itamar Caspi & Nico Katzke & Rangan Gupta, 2014, "Date stamping historical oil price bubbles: 1876 - 2014," Working Papers, Stellenbosch University, Department of Economics, number 20/2014.
• Bill Russell, 2014, "ARCH and structural breaks in United States inflation," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 14, pages 973-978, September, DOI: 10.1080/13504851.2014.902017.
• Stefano Maria Iacus & Giuseppe Porro, 2014, "Does European Monetary Union make inflation dynamics more uniform?," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 6, pages 391-396, April, DOI: 10.1080/13504851.2013.848018.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2014, "Predicting BRICS stock returns using ARFIMA models," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1159-1166, September, DOI: 10.1080/09603107.2014.924297.
• Alfred A. Haug, 2014, "On real interest rate persistence: the role of breaks," Applied Economics, Taylor & Francis Journals, volume 46, issue 10, pages 1058-1066, April, DOI: 10.1080/00036846.2013.864043.
• Zsolt Darvas & Balẳ Varga, 2014, "Inflation persistence in central and eastern European countries," Applied Economics, Taylor & Francis Journals, volume 46, issue 13, pages 1437-1448, May, DOI: 10.1080/00036846.2013.875113.
• Christophe Andr頍 & Luis A. Gil-Alana & Rangan Gupta, 2014, "Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries," Applied Economics, Taylor & Francis Journals, volume 46, issue 18, pages 2127-2138, June, DOI: 10.1080/00036846.2014.896988.
• Florin G. Maican & Richard J. Sweeney, 2014, "Costs of misspecification in break-model unit-root tests," Applied Economics, Taylor & Francis Journals, volume 46, issue 1, pages 111-118, January, DOI: 10.1080/00036846.2013.831171.
• Miroslava Rajcaniova & d'Artis Kancs & Pavel Ciaian, 2014, "Bioenergy and global land-use change," Applied Economics, Taylor & Francis Journals, volume 46, issue 26, pages 3163-3179, September, DOI: 10.1080/00036846.2014.925076.
• Sule Akkoyunlu & Boriss Siliverstovs, 2014, "Does the law of one price hold in a high-inflation environment? A tale of two cities in Turkey," Applied Economics, Taylor & Francis Journals, volume 46, issue 26, pages 3236-3245, September, DOI: 10.1080/00036846.2014.925190.
• Jochen Hartwig, 2014, "Testing Okun’s law with Swiss industry data," Applied Economics, Taylor & Francis Journals, volume 46, issue 29, pages 3581-3590, October, DOI: 10.1080/00036846.2014.934435.
• A. Monta & L. Olmos, 2014, "Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions," Applied Economics, Taylor & Francis Journals, volume 46, issue 34, pages 4218-4230, December, DOI: 10.1080/00036846.2014.952895.
• Mohammad Reza Farzanegan, 2014, "Military Spending and Economic Growth: The Case of Iran," Defence and Peace Economics, Taylor & Francis Journals, volume 25, issue 3, pages 247-269, June, DOI: 10.1080/10242694.2012.723160.
• Sultan Mehmood, 2014, "Terrorism and the macroeconomy: Evidence from Pakistan," Defence and Peace Economics, Taylor & Francis Journals, volume 25, issue 5, pages 509-534, October, DOI: 10.1080/10242694.2013.793529.
• Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos, 2014, "Nonlinearity Induced Weak Instrumentation," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 5-6, pages 676-712, August, DOI: 10.1080/07474938.2013.825181.
• Eduardo Rossi & Paolo Santucci de Magistris, 2014, "Estimation of Long Memory in Integrated Variance," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 7, pages 785-814, October, DOI: 10.1080/07474938.2013.806131.
• Alfredo M. Pereira & Jos� M. Belbute, 2014, "Final Energy Demand in Portugal: How Persistent it is and Why it Matters for Environmental Policy," International Economic Journal, Taylor & Francis Journals, volume 28, issue 4, pages 661-677, December, DOI: 10.1080/10168737.2014.920896.
• P. Arestis & A.R. Gonz�lez, 2014, "Modelling the housing market in OECD countries," International Review of Applied Economics, Taylor & Francis Journals, volume 28, issue 2, pages 131-153, March, DOI: 10.1080/02692171.2013.828683.
• Andrew Harvey & Alessandra Luati, 2014, "Filtering With Heavy Tails," Journal of the American Statistical Association, Taylor & Francis Journals, volume 109, issue 507, pages 1112-1122, September, DOI: 10.1080/01621459.2014.887011.
• Heejoon Han & Dennis Kristensen, 2014, "Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 3, pages 416-429, July, DOI: 10.1080/07350015.2014.897954.
• Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck, 2014, "Copula dynamics in CDOs," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 9, pages 1573-1585, September, DOI: 10.1080/14697688.2013.847280.
• Senay Acikgoz & Merter Mert, 2014, "Sources of Growth Revisited: The Importance of the Nature of Technological Progress," Journal of Applied Economics, Taylor & Francis Journals, volume 17, issue 1, pages 31-62, May, DOI: 10.1016/S1514-0326(14)60002-7.
• Jari Hännikäinen, 2014, "Multi-step forecasting in the presence of breaks," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1494, May.
• Hande Kucuk & Pinar Ozlu & Anil Talasli & Deren Unalmis & Canan Yuksel, 2014, "Interest Rate Corridor, Liquidity Management and the Overnight Spread," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1402.
• Kurmas Akdogan, 2014, "Mean Reversion of the Current Account and Sustainability : Evidence from European Countries," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1411.
• Ferhat Arslaner & Dogan Karaman & Nuran Arslaner & Suleyman Hilmi Kal, 2014, "The Relationship between Inflation Targeting and Exchange Rate Pass-Through in Turkey with a Model Averaging Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1416.
• Gozde Gurgun & Ibrahim Unalmis, 2014, "Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1422.
• Ghulam Rasool Madni, 2014, "Role of fiscal policy for private investment in Pakistan," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 2, pages 139-152, September.
• Eleftherios Giovanis, 2014, "The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 3, pages 43-61, December.
• Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas, 2014, "Testing for Parameter Instability in Competing Modeling Frameworks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-010/IV/DSF71, Jan.
• Lukasz Gatarek & Søren Johansen, 2014, "Optimal Hedging with the Vector Autoregressive Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-022/III, Feb.
• David Ardia & Lukasz Gatarek & Lennart F. Hoogerheide, 2014, "A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-028/III, Feb.
• Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2014, "Maximum Likelihood Estimation for Score-Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-029/III, Mar, revised 23 Oct 2017.
• Siem Jan Koopman & Rutger Lit & André Lucas, 2014, "The Dynamic Skellam Model with Applications," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-032/IV/DSF73, Mar, revised 06 Jul 2015.
• Francisco Blasques & Siem Jan Koopman & André Lucas, 2014, "Information Theoretic Optimality of Observation Driven Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-046/III, Apr.
• Michael McAleer & Christian M. Hafner, 2014, "A One Line Derivation of EGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-069/III, Jun.
• Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2014, "Time Varying Transition Probabilities for Markov Regime Switching Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-072/III, Jun.
• Francisco Blasques & Siem Jan Koopman & André Lucas, 2014, "Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-074/III, Jun.
• Christian M. Hafner & Michael McAleer, 2014, "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-087/III, Jul.
• Guillaume Gaetan Martinet & Michael McAleer, 2014, "On the Invertibility of EGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-096/III, Jul.
• Francisco Blasques & Siem Jan Koopman & André Lucas, 2014, "Optimal Formulations for Nonlinear Autoregressive Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-103/III, Aug.
• István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas, 2014, "Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-118/III, Sep, revised 31 Mar 2016.
• Nalan Basturk & Pinar Ceyhan & Herman K. van Dijk, 2014, "Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-119/III, Sep, revised 14 Sep 2014.
• Michael McAleer, 2014, "Asymmetry and Leverage in Conditional Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-125/III, Sep.
• Laurent Callot & Anders B. Kock & Marcelo C. Medeiros, 2014, "Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-147/III, Nov.
• Donald W. K. Andrews & Patrik Guggenberger, 2014, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," The Review of Economics and Statistics, MIT Press, volume 96, issue 2, pages 376-381, May.
• Josh Stillwagon, 2014, "Testing the Expectations Hypothesis with Survey Forecasts: The Impacts of Consumer Sentiment and the Zero Lower Bound in an I(2) CVAR," Working Papers, Trinity College, Department of Economics, number 1401, Jan.
• Yang Chen & Juan Cuestas & Paulo Regis, 2014, "Corporate Tax Convergence in Asian and Pacific Economies," TUT Economic Research Series, Department of Finance and Economics, Tallinn University of Technology, number 17, Sep.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral, 2014, "A Stochastic Dominance Approach to Financial Risk Management Strategies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-08, revised Apr 2014.
• Michael McAleer & Christian M. Hafner, 2014, "A One Line Derivation of EGARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-15, Jun.
• Pilar Abad Romero & Maria Dolores Robles Fernández, 2014, "The Risk-Return binomial after rating changes," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-23, Jul.
• Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2014, "Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-25.
• Guillaume Gaetan Martinet & Michael McAleer, 2014, "On the Invertibility of EGARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-28.
• Christian M. Hafner & Michael McAleer, 2014, "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-29.
• Tae-Hwy Lee & Huiyu Huang, 2014, "Forecasting Value-at-Risk Using High Frequency Information," Working Papers, University of California at Riverside, Department of Economics, number 201409, Sep.
• Aman Ullah & Yong Bao & Yun Wang, 2014, "Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process," Working Papers, University of California at Riverside, Department of Economics, number 201413, Sep.
• Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris, 2014, "Forecasting with the Standardized Self-Perturbed Kalman Filter," Studies in Economics, School of Economics, University of Kent, number 1405, Feb.
• Thomas Barnay & Julie Favrot & Catherine Pollak, 2014, "L’effet des arrêts maladie sur les trajectoires professionnelles," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2014-23.
• Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2014, "Time-varying Long-run Income and Output Elasticities of Electricity Demand," Working Papers, Department of Economics, University of Missouri, number 1409, Jun.
• J. Isaac Miller, 2014, "Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series," Working Papers, Department of Economics, University of Missouri, number 1412, Jul.
• Dionicio Morales Ramírez & José Raúl Luyando Cuevas, 2014, "Analisis del consumo de enrgia eléctrica residencial en el área metropolitana de Monterrey, N.L., México," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 31, issue 62, pages 27-47, january-j.
• Barbara Rossi & Tatevik Sekhposyan, 2014, "Alternative tests for correct specification of conditional predictive densities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1416, Jan, revised Jul 2017.
• Barbara Rossi & Tatevik Sekhposyan, 2014, "Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1426, Jun, revised Nov 2014.
• Atsushi Inoue & Lu Jin & Barbara Rossi, 2014, "Rolling window selection for out-of-sample forecasting with time-varying parameters," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1435, Jun, revised Apr 2016.
• Raffaella Giacomini & Barbara Rossi, 2014, "Model comparisons in unstable environments," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1437, Aug, revised Jan 2015.
• Javier Gómez Biscarri & Javier Hualde, 2014, "A residual-based ADF test for stationary cointegration in I (2) settings," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1439, Sep.
• Raffaella Giacomini & Barbara Rossi, 2014, "Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1476, Dec.
• Buncic, Daniel & Piras, Gion Donat, 2014, "Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1436, Dec, revised Oct 2015.
• Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2014, "Precious Metals Under the Microscope: A High-Frequency Analysis," Working Papers on Finance, University of St. Gallen, School of Finance, number 1409, Jan.
• Carlo Ciccarelli & Pierpaolo Pierani & Silvia Tiezzi, 2014, "Secular trends in tobacco consumption: the case of Italy, 1871-2010," Department of Economics University of Siena, Department of Economics, University of Siena, number 700, Jun.
• Dirk G Baur & Isaac Miyakawa, 2014, "The Stock Market, the Real Economy and Contagion," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 179, Jan.
• Yamin Ahmad & Luiggi Donayre, 2014, "Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?," Working Papers, UW-Whitewater, Department of Economics, number 14-02, Mar.
• Roberto Casarin, 2014, "A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:23.
• Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez & Ana Belén Trigo Iglesias, 2014, "Modelización econométrica de la demanda de turistas británicos a España," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 1404, Nov.
• Philip Arestis & Ana Rosa González, 2014, "Housing Market-Bank Credit Relationship: Some Thoughts on Its Causality," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 2, pages 145-160.
• Tomasz Skoczylas, 2014, "Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-06.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-18.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Options delta hedging with no options at all," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-27.
• Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski, 2014, "Generalized Momentum Asset Allocation Model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-30.
• Nidhaleddine Ben Cheikh & Christophe Rault, 2014, "The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1078, Jun.
• Zuzana Brixiov?? & Mthuli Ncube, 2014, "The Real Exchange Rate and Growth in Zimbabwe: Does the Currency Regime Matter?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1081, Aug.
• Ramiz Rahmanov, 2014, "Liquidity Constraints, Loss Aversion, and Myopia: Evidence from Central and Eastern European Countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1082, Aug.
• Heikki Pursiainen & Mika Kortelainen & Jenni Pääkkönen, 2014, "Impact of School Quality on Educational Attainment - Evidence from Finnish High Schools," ERSA conference papers, European Regional Science Association, number ersa14p711, Nov.
• Florian Huber & Tamas Krisztin & Philipp Piribauer, 2014, "Forecasting Global Equity Indices using Large Bayesian VARs," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp184, Oct.
• Huber, Florian & Krisztin, Tamás & Piribauer, Philipp, 2014, "Forecasting Global Equity Indices Using Large Bayesian VARs," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 184, Oct.
• Peter C. B. Phillips, 2014, "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Econometrica, Econometric Society, volume 82, issue 3, pages 1177-1195, May, DOI: 10.3982/ECTA11094.
• Leandro M. Magnusson & Sophocles Mavroeidis, 2014, "Identification Using Stability Restrictions," Econometrica, Econometric Society, volume 82, issue 5, pages 1799-1851, September, DOI: 10.3982/ECTA9612.
• Leandro M. Magnusson & Sophocles Mavroeidis, 2014, "Identification Using Stability Restrictions," Econometrica, Econometric Society, volume 82, issue , pages 1799-1851, September.
• Peter Fuleky & Eric Zivot, 2014, "Indirect inference based on the score," Econometrics Journal, Royal Economic Society, volume 17, issue 3, pages 383-393, October.
• Meilan Yan & Maximilian J. B. Hall & Paul Turner, 2014, "Estimating Liquidity Risk Using The Exposure‐Based Cash‐Flow‐At‐Risk Approach: An Application To The Uk Banking Sector," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 19, issue 3, pages 225-238, July.
• James G. MacKinnon & Morten Ørregaard Nielsen, 2014, "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 1, pages 161-171, January, DOI: 10.1002/jae.2295.
• Hendrik Kaufmann & Florian Heinen & Philipp Sibbertsen, 2014, "The Dynamics Of Real Exchange Rates: A Reconsideration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 758-773, August.
• Guglielmo Maria Caporale & Luis Gil‐Alana, 2014, "Long‐Run and Cyclical Dynamics in the US Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 2, pages 147-161, March.
• Geoff Kenny & Thomas Kostka & Federico Masera, 2014, "How Informative are the Subjective Density Forecasts of Macroeconomists?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 3, pages 163-185, April.
• Chor-Yiu Sin, 2014, "Qmle Of A Standard Exponential Acd Model: Asymptotic Distribution And Residual Correlation," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-10, DOI: 10.1142/S2010495214400090.
• G. K. Randolph Tan, 2014, "The Relationship Between Employment And Earnings In Singapore: 1991–2012," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 03, pages 1-22, DOI: 10.1142/S0217590814500222.
• Sheue Li Ong & Chong Mun Ho, 2014, "Testing For Linear And Non-Linear Granger Non-Causality Hypothesis Between Stock And Bond: The Cases Of Malaysia And Singapore," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 05, pages 1-18, DOI: 10.1142/S0217590814500453.
• Rafal Weron, 2014, "A review of electricity price forecasting: The past, the present and the future," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/02, Mar.
• Jakub Nowotarski & Rafal Weron, 2014, "Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/03, Apr.
• Rafal Weron, 2014, "Electricity price forecasting: A review of the state-of-the-art with a look into the future," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/07, May, DOI: 10.1016/j.ijforecast.2014.08.008.
• Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron, 2014, "Modelling price spikes in electricity markets - the impact of load, weather and capacity," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/08, May.
• Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014, "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/09, Jun.
• Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014, "Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/10, Jul.
• Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic, 2014, "Evaluating the performance of VaR models in energy markets," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/12, Oct.
• Jin Seo Cho & Tae-Hwan Kim & Yongcheol Shin, 2014, "Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-69, Nov.
• Joocheol Kim & Jungwoo kim, 2014, "Dynamic mixture distribution: A new approach to minimize mean squared error," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-75, Dec.
• Lijuan Huo & Tae-Hwan Kim & Yunmi Kim & Dong Jin Lee, 2014, "Testing for Autocorrelation in Quantile Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-76, Dec.
• Tomislav Globan & Vladimir Arčabić & Petar Sorić, 2014, "Inflation in New EU Member States: A Domestically or Externally Driven Phenomenon?," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1405, Oct.
• Josip Tica & Vladimir Arčabić & Junsoo Lee & Robert J. Sonora, 2014, "On the Causal Relationship between Public Debt and GDP Growth Rates in Panel Data Models," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1409, Dec.
• Tonći Svilokos Meri Šuman Tolić Ivana Pavlić, 2014, "Economic Growth and Tourism Demand in Croatia: the Cyclical Component Analysis," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 17, issue Special C, pages 65-80, December.
• Tillmann, Peter & Wolters, Maik H., 2014, "The changing dynamics of US inflation persistence: A quantile regression approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-09.
• Kargi, Bilal, 2014, "The Effects of BRICS and MATIK Countries on World Economy and Cointegration Analysis in the Long Term Relation with G-7 Growth Rates (1962-2012)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 6, issue 3, pages 262-272.
• Kargi, Bilal, 2014, "Electricity Consumption and Economic Growth: Long-Term Co-Integrated Analysis on Turkey," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 6, issue 4, pages 285-293, DOI: 10.5539/ijef.v6n4p285.
• Kargi, Bilal, 2014, "Structural Breakage and Long-term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 13, issue 4, pages 431-442.
• Mungroo, Albert & Ooft, Gavin & Tjon Kie Sim-Balker, Peggy, 2014, "Government Expenditure in Suriname: A Stimulus or Impediment to Growth," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 215531.
• Beckmann, Joscha & Belke, Ansgar & Dreger, Christian, 2014, "The relevance of international spillovers and asymmetric effects in the Taylor rule," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 359.
• Jungmittag, Andre, 2014, "Combination of forecasts across estimation windows: An application to air travel demand," Working Paper Series, Frankfurt University of Applied Sciences, Faculty of Business and Law, number 05.
• Chen, Zhenxi, 2014, "Estimating heterogeneous agents behavior with different investment horizons in stock markets," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 5.
• Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014, "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 208.
• Quint, Dominic, 2014, "Is it really more dispersed? Measuring and comparing the stress from the common monetary policy in the euro area," Discussion Papers, Free University Berlin, School of Business & Economics, number 2014/13.
• Marczak, Martyna & Proietti, Tommaso, 2014, "Outlier detection in structural time series models: The indicator saturation approach," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 90-2014.
• Rossen, Anja, 2014, "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 157.
• Juselius, Katarina, 2014, "Testing for near I(2) trends when the signal to noise ratio is small," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-8.
• Juselius, Katarina, 2014, "Testing for near I(2) trends when the signal-to-noise ratio is small," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-30, DOI: 10.5018/economics-ejournal.ja.2014-.
• Vaona, Andrea, 2014, "The price-price Phillips curve in small open economies and monetary unions: Theory and empirics," Kiel Working Papers, Kiel Institute for the World Economy, number 1904.
• Tillmann, Peter & Wolters, Maik H., 2014, "The changing dynamics of US inflation persistence: A quantile regression approach," Kiel Working Papers, Kiel Institute for the World Economy, number 1951.
• El-Shagi, Makram & Lindner, Axel & von Schweinitz, Gregor, 2014, "Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 6/2014.
• El-Shagi, Makram & Lindner, Axel & von Schweinitz, Gregor, 2014, "Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 20, issue 3, pages 46-49.
• Bibinger, Markus & Jirak, Moritz & Reiss, Markus, 2014, "Improved volatility estimation based on limit order books," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-053.
• Nautz, Dieter & Strohsal, Till, 2014, "Are US inflation expectations re-anchored?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-060.
• Zeng, Jing, 2014, "Forecasting Aggregates with Disaggregate Variables: Does boosting help to select the most informative predictors?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100310.
• Quint, Dominic, 2014, "How Large Is the Stress from the Common Monetary Policy in the Euro Area?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100341.
• Wagner, Martin & Wied, Dominik, 2014, "Monitoring Stationarity and Cointegration," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100386.
• Fedoseeva, Svetlana, 2014, "Is there a difference? Exchange rate nonlinearities in European agri-food (versus total) exports to the US," Discussion Papers, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU), number 66.
• Ashok Kaul & Michael Wolf, 2014, "The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis," ECON - Working Papers, Department of Economics - University of Zurich, number 149, Mar, revised May 2014.
• Ashok Kaul & Michael Wolf, 2014, "The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis," ECON - Working Papers, Department of Economics - University of Zurich, number 165, Jun.
• Igor Kheifets, 2014, "Specification Tests for Nonlinear Dynamic Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1937, Mar, revised Oct 2014.
• Offer Lieberman & Peter C.B. Phillips, 2014, "A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1964, Dec.
• Peter C.B. Phillips & Shu-Ping Shi, 2014, "Financial Bubble Implosion," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1967, Dec.
• Hanying Liang & Peter C.B. Phillips & Hanchao Wang & Qiying Wang, 2014, "Weak Convergence to Stochastic Integrals for Econometric Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1971, Dec.
• Anton Velinov, 2014, "Assessing the Sustainability of Government Debt: On the Different States of the Debt/GDP Process," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1359.
• Micaela Ponce & Anne Neumann, 2014, "Elasticities of Supply for the US Natural Gas Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1372.
• Christian Dreger & Jürgen Wolters, 2014, "Unconventional Monetary Policy and Money Demand," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1382.
• Joscha Beckmann & Ansgar Belke & Christian Dreger, 2014, "The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1416.
• Bertrand Caudelon & Sessi Tokpavi, 2014, "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-18.
• Imane El Ouadghiri & Valerie Mignon & Nicolas Boitout, 2014, "On the impact of macroeconomic news surprises on Treasury-bond yields," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-20.
• Amélie Charles & Olivier Darné & Laurent Ferrara, 2014, "Does the Great Recession imply the end of the Great Moderation? International evidence," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-21.
• Zsofia KOMUVES & Miguel D. RAMIREZ, 2014, "FDI, Exchange Rate, and Economic Growth in Hungary, 1995-2012: Causality and Cointegration Analysis," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 14, issue 1, pages 45-58.
• Masini, Andrea & Aflaki, Sam, 2014, "Time Series Properties of the Renewable Energy Diffusion Process: Implications for Energy Policy Design and Assessment," HEC Research Papers Series, HEC Paris, number 1058, Sep.
• Abdelkamel Alj & Rajae Azrak & Guy Melard, 2014, "On Conditions in Central Limit Theorems for Martingale Difference Arrays Long Version," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-05, Jan.
• Krylova, Elizaveta & Darracq Pariès, Matthieu & Moccero, Diego & Marchini, Claudia, 2014, "The retail bank interest rate pass-through: The case of the euro area during the financial and sovereign debt crisis," Occasional Paper Series, European Central Bank, number 155, Sep.
• de Bondt, Gabe & Dieden, Heinz Christian & Muzikarova, Sona & Vincze, Istvan, 2014, "Modelling industrial new orders for the euro area," Statistics Paper Series, European Central Bank, number 6, Dec.
• Afonso, António & Gomes, Pedro & Taamouti, Abderrahim, 2014, "Sovereign credit ratings, market volatility, and financial gains," Working Paper Series, European Central Bank, number 1654, Mar.
• Hoerova, Marie & Bekaert, Geert, 2014, "The VIX, the variance premium and stock market volatility," Working Paper Series, European Central Bank, number 1675, May.
• Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2014, "Density characteristics and density forecast performance: a panel analysis," Working Paper Series, European Central Bank, number 1679, May.
• Belke, Ansgar & Oeking, Anne & Setzer, Ralph, 2014, "Exports and capacity constraints - a smooth transition regression model for six euro area countries," Working Paper Series, European Central Bank, number 1740, Nov.
• Chang, Yoosoon & Sickles, Robin C. & Song, Wonho, 2014, "Bootstrapping Unit Root Tests with Covariates," Working Papers, Rice University, Department of Economics, number 15-009, Aug.
• Emmanuel Anoruo & Vasudeva N.R. Murthy, 2014, "Testing Nonlinear Inflation Convergence for the Central African Economic and Monetary Community," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 1-7.
• Ngo My Tran & Walter Nonneman & Ann Jorissen, 2014, "Government Ownership and Firm Performance: The Case of Vietnam," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3.
• Usman Owolabi Akeem & Fadipe Moses, 2014, "An Empirical Analysis of Allocative Efficiency of Nigerian CommercialBanks: A DEA Approach," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 465-475.
• Ghazi Al-Assaf & Abdullah M. Al-Malki, 2014, "Modelling the Macroeconomic Determinants of Workers' Remittances: The Case of Jordan," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 514-526.
• Emna Rouetbi & Chokri Mamoghli, 2014, "Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 4, pages 920-929.
• Girish Godekere Panchakshara Murthy & Vijayalakshmi Sedidi, 2014, "Forecasting Electricity Prices in Deregulated Wholesale Spot Electricity Market: A Review," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 1, pages 32-42.
• Y lmaz BAYAR & Cuneyt KILIC, 2014, "Effects of Oil and Natural Gas Prices on Industrial Production in the Eurozone Member Countries," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 2, pages 238-247.
• Eyup DOGAN, 2014, "Energy Consumption and Economic Growth: Evidence from Low-Income Countries in Sub-Saharan Africa," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 2, pages 154-162.
• Patrick Withey, 2014, "Energy Use, Income and Carbon Dioxide Emissions: Direct and Multi-Horizon Causality in Canada," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 2, pages 178-188.