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

• Camacho Maximo & Lovcha Yuliya & Quiros Gabriel Perez, 2015, "Can we use seasonally adjusted variables in dynamic factor models?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 3, pages 377-391, June, DOI: 10.1515/snde-2013-0096.
• Lee Hyejin & Lee Junsoo & Im Kyungso, 2015, "More powerful cointegration tests with non-normal errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 4, pages 397-413, September, DOI: 10.1515/snde-2013-0060.
• Lanne Markku, 2015, "Noncausality and inflation persistence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 4, pages 469-481, September, DOI: 10.1515/snde-2013-0108.
• Nonejad Nima, 2015, "Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 5, pages 561-584, December, DOI: 10.1515/snde-2014-0043.
• Bekiros Stelios & Nguyen Duc Khuong & Uddin Gazi Salah & Sjö Bo, 2015, "Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 5, pages 609-624, December, DOI: 10.1515/snde-2014-0055.
• Ben Jann, 2015, "Methodological Report on Kaul and Wolf's Working Papers on the Effect of Plain Packaging on Smoking Prevalence in Australia and the Criticism Raised by OxyRomandie," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 10, Mar, DOI: 10.7892/boris.81520.
• Tung Liu & Kui-Wai Li, 2015, "The Empirics of Economic Growth and Industrialization Using Growth Identity Equation," Working Papers, Ball State University, Department of Economics, number 201501, Jun, revised Jun 2015.
• W. Robert Reed, 2015, "Testing For Unit Roots With Cointegrated Data," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 15/11, May.
• W. Robert Reed & Min Zhu, 2015, "On Estimating Long-Run Effects in Models with Lagged Dependent Variables," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 15/18, Nov.
• Fabio C. Bagliano & Claudio Morana, 2015, "It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 424.
• Audrey Laporte & Adrian Rohit Dass & Brian Ferguson, 2015, "Is the Rational Addiction model inherently impossible to estimate?," Working Papers, Canadian Centre for Health Economics, number 150011, Jul, revised Jun 2016.
• Pami Dua & Divya Tuteja, 2015, "Global Recession And Eurozone Debt Crisis - Impact On Exports Of China And India," Working papers, Centre for Development Economics, Delhi School of Economics, number 242, Apr.
• Michaël GOUJON & OLIVIER SANTONI & Sosso FEINDOUNO, 2015, "Tendances et chocs climatiques à La Réunion : utilisation de la base CRU TS version 3.21," Working Papers, CERDI, number 201510, May.
• Aristide MABALI & Moundigbaye MANTOBAYE, 2015, "Oil and Regional Development in Chad: Impact Assessment of Doba Oil Project on the Poverty in Host Region," Working Papers, CERDI, number 201515, Jun.
• Mostafa Tahmasebi & Michel Rocca, 2015, "A fuzzy model to estimate the size of the underground economy applying structural equation modeling," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 347-368, November.
• Violetta Dalla & Javier Hidalgo, 2015, "Testing for Breaks in Regression Models with Dependent Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /2015/584, Mar.
• Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015, "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series, CESifo, number 5336.
• André Kallåk Anundsen & Ragnar Nymoen, 2015, "Did US Consumers 'Save for a Rainy Day' Before the Great Recession?," CESifo Working Paper Series, CESifo, number 5347.
• 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," CESifo Working Paper Series, CESifo, number 5407.
• Ansgar Belke & Anne Oeking & Ralph Setzer, 2015, "Exports and Capacity Constraints: Evidence for Several Euro Area Countries," CESifo Working Paper Series, CESifo, number 5455.
• Nidhaleddine Ben Cheikh & Christophe Rault, 2015, "The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis," CESifo Working Paper Series, CESifo, number 5550.
• Gordon H. Hanson & Nelson Lind & Marc-Andreas Muendler, 2015, "The Dynamics of Comparative Advantage," CESifo Working Paper Series, CESifo, number 5622.
• Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015, "The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks," CESifo Working Paper Series, CESifo, number 5630.
• Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015, "Die Machbarkeit von Kurzfristprognosen für den Freistaat Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 22, issue 04, pages 21-25, August.
• Stefan Sauer & Klaus Wohlrabe, 2015, "Die Saisonbereinigung im ifo Konjunkturtest – Umstellung auf das X-13ARIMA-SEATS-Verfahren," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 01, pages 32-42, January.
• Steffen Henzel, 2015, "Prognosekraft des ifo Konjunkturtests – Einfluss der neuen Saisonbereinigung mit X-13ARIMA-SEATS," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 01, pages 59-63, January.
• Wolfgang Nierhaus & Klaus Abberger, 2015, "ifo Konjunkturampel revisited," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 05, pages 27-32, March.
• Timo Wollmershäuser, 2015, "Evaluation der ifo Konjunkturprognosen – ein Vergleich mit den Prognosen von Consensus Economics," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 22, pages 26-28, November.
• Przemyslaw Wojciechowski, 2015, "Konjunkturtest im Fokus: Rekordwerte in der Konjunkturumfrage im Bereich Dienstleistungen: Was treibt den Geschäftsklimaindikator in die Höhe?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 22, pages 41-43, November.
• José Manuel Madeira Belbute, 2015, "Measuring persistence in inflation: evidence for Angola," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2015_02.
• José Manuel Madeira Belbute, 2015, "Does Final Energy Demand in Portugal Exhibit Long Memory? A Fractional Integration Analysis," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2015_04.
• José Manuel Madeira Belbute, 2015, "An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2015_11.
• José Manuel Madeira Belbute, 2015, "Do Global CO2 Emissions from Fuel Consumption Exhibit Long Memory? A Fractional Integration Analysis," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2015_14.
• Galina Besstremyannaya, 2015, "The adverse effects of incentives regulation in health care: a comparative analysis with the U.S. and Japanese hospital data," Working Papers, Center for Economic and Financial Research (CEFIR), number w0218, Oct.
• Hanson, Gordon H. & Lind, Nelson & Muendler, Marc-Andreas, 2015, "The Dynamics of Comparative Advantage," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 252.
• Máximo Camacho & Danilo Leiva-León & Gabriel Pérez-Quiros, 2015, "Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach," Working Papers Central Bank of Chile, Central Bank of Chile, number 764, Aug.
• Carlos Medel & Pablo Pincheira, 2015, "The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model," Working Papers Central Bank of Chile, Central Bank of Chile, number 768, Sep.
• Carlos Medel, 2015, "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 769, Sep.
• Virginie Coudert & Valérie Mignon, 2015, "Reassessing the empirical relationship between the oil price and the dollar," Working Papers, CEPII research center, number 2015-25, Dec.
• Federico M. Bandi & Benoit Perron & Andrea Tamoni & Claudio Tebaldi, 2015, "The scale of predictability," CIRANO Working Papers, CIRANO, number 2015s-21, May.
• Barend Abeln & Jan P.A.M. Jacobs, 2015, "Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET," CIRANO Working Papers, CIRANO, number 2015s-35, Jul.
• E. Otranto, 2015, "Adding Flexibility to Markov Switching Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201509.
• José E. Gómez-González & Jair N. Ojeda-Joya & Catalina Rey-Guerra & Natalia Sicard, 2015, "Testing for Bubbles in the Colombian Housing Market: A New Approach," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Juan Andr�s Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & Jos� Fernando Moreno-Guti�rrez, 2015, "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries� Term Premia," Borradores de Economia, Banco de la Republica, number 12609, Mar.
• Davinson Stev Abril Salcedo & Luis Fernando Melo Velandia & Daniel Parra Amado, 2015, "Heterogeneidad de los �ndices de Producci�n Sectoriales de la Industria Colombiana," Borradores de Economia, Banco de la Republica, number 12973, Jun.
• Davinson Stev Abril Salcedo & Luis Fernando Melo Velandia & Daniel Parra Amado, 2015, "Impactos de los fen�menos clim�ticos sobre el precio de los alimentos en Colombia," Borradores de Economia, Banco de la Republica, number 13648, Sep.
• Jair N. Ojeda-Joya & Oscar Jaulin-Mendez & Juan C. Bustos-Pel�ez, 2015, "The Interdependence between Commodity-Price and GDP Cycles: A Frequency Domain Approach," Borradores de Economia, Banco de la Republica, number 13991, Nov.
• Javier Gutiérrez Rueda & Andr�s Murcia Pab�n, 2015, "El papel de la estructura del sistema financiero en la transmisión de la política monetaria," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 33, issue 76, pages 44-52, DOI: 10.1016/j.espe.2014.12.003.
• Henry RODRIGUEZ SOSA & Gabriel PIRAQUIVE GALEANO, 2015, "Análisis comparativo y recomendaciones para el fortalecimiento fiscal de las entidades territoriales," Archivos de Economía, Departamento Nacional de Planeación, number 13920, Oct.
• Katherine Julieth Sierra Suárez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z, 2015, "Predictibilidad de los retornos en el mercado de Colombia e hipótesis de mercado adaptativo," Estudios Gerenciales, Universidad Icesi, volume 31, issue 137, pages 411-418.
• Katherine Julieth Sierra Suárez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z, 2015, "Predictibilidad de los retornos en el mercado de Colombia e hipótesis de mercado adaptativo," Estudios Gerenciales, Universidad Icesi, volume 31, issue 137, pages 411-418.
• María Luz Moyano Buitrago & Jos� Mauricio Gil Le�n, 2015, "Efectos de la inversión extranjera directa sobre el crecimiento económico en Colombia: evidencia empírica 2000-2010," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Carlos J. Pena, 2015, "Desempleo, inversión privada y términos de intercambio. Venezuela, 1970-2012," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 25, pages 141-163.
• Emilio Rojas & Werner Kristjanpoller, 2015, "Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 83, pages 9-31.
• Gabriela Zepeda-Mercado, 2015, "Sincronización cíclica del sector manufacturero de méxico y estados unidos desde una perspectiva no lineal autorregresiva con transición suave," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 23, issue 2, pages 163-175.
• Hernando Vargas & Andr�s Gonz�lez & Ignacio Lozano, 2015, "Macroeconomic Gains from Structural Fiscal Policy Adjustments: The Case of Colombia," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 39-81.
• Óscar Penagos Gómez & H�ctor Rojas Serrano & Jacobo Campo Robledo, 2015, "La Paradoja de Feldstein-Horioka – Evidencia para Colombia durante 1925-2011," Revista Ecos de Economía, Universidad EAFIT, volume 19, issue 40, pages 4-24.
• Hernán Enríquez Sierra & Jacobo Campo Robledo & Antonio Avenda�o Arosemena, 2015, "Relaciones regionales en los precios de vivienda nueva en Colombia," Revista Ecos de Economía, Universidad EAFIT, volume 19, issue 40, pages 25-47.
• Jorge Mario Uribe & Natalia Restrepo L�pez, 2015, "Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia," Revista Ecos de Economía, Universidad EAFIT, volume 19, issue 41, pages 24-44.
• Juan Benjamín Duarte Duarte & Katherine Julieth Sierra Su�rez & V�ctor Alfonso Rueda Ortiz, 2015, "Análisis comparativo de eficiencia entre Brasil, México y Estados Unidos," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 7, issue 2, pages 341-357.
• Jhon James Mora Rodr√≠guez & Carolina Caicedo Marulanda & AndrÔøΩs Cendales, 2015, "El efecto del Diploma en el Mercado laboral Caleno: Un an√°lisis a partir de las Vacantes," Icesi Economics Working Papers, Universidad Icesi, number 14563, Mar.
• Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015, "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015007, Feb.
• Deschamps, P., 2015, "Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015020, May.
• Dufays, A. & Rombouts, V., 2015, "Sparse Change-Point Time Series Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015032, Jul.
• BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015, "The Contribution of Structural Break Models to Forecating Macroeconomic Series," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2651, Jan.
• Christian M. HAFNER & Arie PREMINGER, 2015, "An ARCH Model Without Intercept," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2770, Jan.
• Piotr Ryszard Pluciennik, 2015, "The Assessment of Polish Bank Sector Condition on the Basis of Swap Spreads," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 46, issue 1, pages 7-22.
• Sylwester Bejger, 2015, "Testing Parallel Pricing Behavior in the Polish Wholesale Fuel Market: an ARDL – Bound Testing Approach," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 111-128.
• Ewa Ratuszny, 2015, "Risk Modeling of Commodities using CAViaR Models, the Encompassing Method and the Combined Forecasts," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 129-156.
• Sylwester Bejger, 2015, "Screening for competition failures: some remarks on horizontal anticompetitive behavior visual detection," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 14, issue 2, pages 169-188, June, DOI: 10.12775/EiP.2015.010.
• Aron, Janine & Muellbauer, John & Sebudde, Rachel, 2015, "Inflation forecasting models for Uganda: is mobile money relevant?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10739, Jul.
• Gadea Rivas, Maria Dolores & Gomez-Loscos, Ana & Pérez Quirós, Gabriel, 2015, "The Great Moderation in historical perspective.Is it that great?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10825, Sep.
• Camacho, Máximo & Leiva-León, Danilo & Pérez Quirós, Gabriel, 2015, "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 10828, Sep.
• Janine Aron & John Muellbauer & Rachel Sebudde, 2015, "Inflation forecasting models for Uganda: is mobile money relevant?," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2015-17.
• Andrea Albanese & Bart Cockx & Yannick Thuy, 2015, "Working Time Reductions at the End of the Career. Do they prolong the Time Spent in Employment?," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2015024, Dec.
• Yong Bao, 2015, "Should We Demean the Data?," Annals of Economics and Finance, Society for AEF, volume 16, issue 1, pages 163-171, May.
• Dimitrios I. Vortelinos, 2015, "The Effect of Macro News on Volatility and Jumps," Annals of Economics and Finance, Society for AEF, volume 16, issue 2, pages 425-447, November.
• 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.
• Cosimo Magazzino, 2015, "Energy consumption and GDP in Italy: cointegration and causality analysis," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 17, issue 1, pages 137-153, February, DOI: 10.1007/s10668-014-9543-8.
• Cecilia Mancini & Vanessa Mattiussi & Roberto Renò, 2015, "Spot volatility estimation using delta sequences," Finance and Stochastics, Springer, volume 19, issue 2, pages 261-293, April, DOI: 10.1007/s00780-015-0255-1.
• Lutz Bellmann & Olaf Hübler, 2015, "Working time accounts and firm performance in Germany," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 4, issue 1, pages 1-18, December, DOI: 10.1186/s40174-015-0048-8.
• Ahmad Baharumshah & Siew-Voon Soon, 2015, "Demand for broad money in Singapore: does wealth matter?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 557-573, July, DOI: 10.1007/s12197-013-9267-x.
• Vasileios Siakoulis & Ioannis Venetis, 2015, "On inter-arrival times of bond market extreme events. An application to seven European markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 4, pages 717-741, October, DOI: 10.1007/s12197-013-9276-9.
• MeiChi Huang & LinYing Yeh, 2015, "Should the Fed take extra action for the recent housing bubble? Evidence from asymmetric transitory shocks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 4, pages 762-781, October, DOI: 10.1007/s12197-014-9281-7.
• Burak Güriş & Yaşar Yaşgül, 2015, "Does the Fisher hypothesis hold for the G7 countries? Evidence from ADL threshold cointegration test," Quality & Quantity: International Journal of Methodology, Springer, volume 49, issue 6, pages 2549-2557, November, DOI: 10.1007/s11135-014-0127-3.
• Mauro Bernardi & Lea Petrella, 2015, "Multiple seasonal cycles forecasting model: the Italian electricity demand," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 24, issue 4, pages 671-695, November, DOI: 10.1007/s10260-015-0313-z.
• Massimiliano Mazzanti & Antonio Musolesi, 2015, "Unveiling structural breaks in long-run economic development-CO2 relationships," SEEDS Working Papers, SEEDS, Sustainability Environmental Economics and Dynamics Studies, number 1815, Dec, revised Dec 2015.
• Juraj Hucek & Alexander Karsay & Marian Vavra, 2015, "Short-term Forecasting of Real GDP Using Monthly Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number OP 1/2015, Jul.
• Philip Inyeob Ji & Glenn Otto, 2015, "Explosive Behaviour in Australian Housing Markets: Rational Bubbles or Not?," Discussion Papers, School of Economics, The University of New South Wales, number 2015-27, Dec.
• Eo, Yunjong, 2015, "Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters," Working Papers, University of Sydney, School of Economics, number 2015-18, Oct, revised Nov 2015.
• Nico Katzke & Chris Garbers, 2015, "Do Long Memory and Asymmetries Matter When Assessing Downside Return Risk?," Working Papers, Stellenbosch University, Department of Economics, number 06/2015.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Stellenbosch University, Department of Economics, number 08/2015.
• Bangzhu Zhu & Julien Chevallier & Shujiao Ma & Yiming Wei, 2015, "Examining the structural changes of European carbon futures price 2005-2012," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 5, pages 335-342, March, DOI: 10.1080/13504851.2014.943875.
• D. Ventosa-Santaul a & M. G -Zald & F. H. Wallace, 2015, "The real exchange rate, regime changes and volatility shifts," Applied Economics, Taylor & Francis Journals, volume 47, issue 24, pages 2445-2454, May, DOI: 10.1080/00036846.2015.1005821.
• Rina Rosenblatt-Wisch & Rolf Scheufele, 2015, "Quantification and characteristics of household inflation expectations in Switzerland," Applied Economics, Taylor & Francis Journals, volume 47, issue 26, pages 2699-2716, June, DOI: 10.1080/00036846.2015.1008773.
• Christian Hutter & Enzo Weber, 2015, "Constructing a new leading indicator for unemployment from a survey among German employment agencies," Applied Economics, Taylor & Francis Journals, volume 47, issue 33, pages 3540-3558, July, DOI: 10.1080/00036846.2015.1018672.
• Zuzana Janko & Gurleen Popli, 2015, "Examining the link between crime and unemployment: a time-series analysis for Canada," Applied Economics, Taylor & Francis Journals, volume 47, issue 37, pages 4007-4019, August, DOI: 10.1080/00036846.2015.1023942.
• Rangan Gupta & Anandamayee Majumdar, 2015, "Forecasting US real house price returns over 1831-2013: evidence from copula models," Applied Economics, Taylor & Francis Journals, volume 47, issue 48, pages 5204-5213, October, DOI: 10.1080/00036846.2015.1044648.
• Era Dabla-Norris & Raphael Espinoza & Sarwat Jahan, 2015, "Spillovers to low-income countries: importance of systemic emerging markets," Applied Economics, Taylor & Francis Journals, volume 47, issue 53, pages 5707-5725, November, DOI: 10.1080/00036846.2015.1058903.
• Sebastian Fossati, 2015, "Forecasting US recessions with macro factors," Applied Economics, Taylor & Francis Journals, volume 47, issue 53, pages 5726-5738, November, DOI: 10.1080/00036846.2015.1058904.
• Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 4, pages 512-536, April, DOI: 10.1080/07474938.2013.808065.
• Markus Jochmann, 2015, "Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 5, pages 537-558, May, DOI: 10.1080/07474938.2013.806199.
• Siem Jan Koopman & André Lucas & Marcel Scharth, 2015, "Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 1, pages 114-127, January, DOI: 10.1080/07350015.2014.925807.
• Nikolay Gospodinov & Serena Ng, 2015, "Minimum Distance Estimation of Possibly Noninvertible Moving Average Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 3, pages 403-417, July, DOI: 10.1080/07350015.2014.955175.
• Jurgen A. Doornik & David F. Hendry & Steve Cook, 2015, "Statistical model selection with “Big Data”," Cogent Economics & Finance, Taylor & Francis Journals, volume 3, issue 1, pages 1045216-104, December, DOI: 10.1080/23322039.2015.1045216.
• Massimiliano Caporin & Angelo Ranaldo & Gabriel G. Velo, 2015, "Precious metals under the microscope: a high-frequency analysis," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 5, pages 743-759, May, DOI: 10.1080/14697688.2014.947313.
• Pelin Öge Güney & Erdinç Telatar & Mübariz Hasanov, 2015, "Time series behaviour of the real interest rates in transition economies," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 28, issue 1, pages 104-118, January, DOI: 10.1080/1331677X.2015.1028240.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015, "U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis," Journal of Housing Research, Taylor & Francis Journals, volume 24, issue 1, pages 73-86, January, DOI: 10.1080/10835547.2015.12092098.
• Hakan Kara & Pinar Ozlu & Deren Unalmis, 2015, "Turkiye icin Finansal Kosullar Endeksi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 15, issue 3, pages 41-73.
• Hakan Kara & Pinar Ozlu & Deren Unalmis, 2015, "Turkiye icin Finansal Kosullar Endeksi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1513.
• Aslihan Atabek Demirhan, 2015, "Export Behavior of the Turkish Manufacturing Firms," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1522.
• Suleyman Hilmi Kal & Ferhat Arslaner & Nuran Arslaner, 2015, "Sources of Asymmetry and Non-linearity in Pass-Through of Exchange Rate and Import Price to Consumer Price Inflation for the Turkish Economy during Inflation Targeting Regime," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1530.
• Mahmut Gunay, 2015, ""I Just Ran Four Million Regressions" for Backcasting Turkish GDP Growth," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1533.
• Tugrul Gurgur & Zubeyir Kilinc, 2015, "In Search of the Drivers of the Turkish Consumer Confidence," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1538.
• Nikolaos Sariannidis & Polyxeni Papadopoulou & Evangelos Drimbetas, 2015, "Investigation of the Greek Stock Exchange volatility and the impact of foreign markets from 2007 to 2012," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 8, issue 2, pages 55-68, October.
• Guillaume Gaetan Martinet & Michael McAleer, 2015, "On the Invertibility of EGARCH(p,q)," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-022/III, Feb.
• Shiqing Ling & Michael McAleer & Howell Tong, 2015, "Frontiers in Time Series and Financial Econometrics: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-026/III, Feb.
• Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015, "In-Sample Bounds for Time-Varying Parameters of Observation Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-027/III, Feb, revised 07 Sep 2015.
• Titus J. Galama & Hans van Kippersluis, 2015, "A Theory of Education and Health," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-031/V, Mar.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015, "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-056/III, May.
• Siem Jan Koopman & Rutger Lit & Andre Lucas, 2015, "Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-076/IV/DSF94, Jul.
• Chia-Lin Chang & Yiying Li & Michael McAleer, 2015, "Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-077/III, Jul.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2015, "Specification Testing in Hawkes Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-086/III, Jul.
• Cars Hommes & Daan in't Veld, 2015, "Booms, Busts and Behavioural Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-088/II, Jul.
• David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2015, "Multivariate Volatility Impulse Response Analysis of GFC News Events," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-089/III, Jul.
• Didier Nibbering & Richard Paap & Michel van der Wel, 2015, "What Do Professional Forecasters Actually Predict?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-095/III, Aug, revised 13 Oct 2017.
• Norbert Christopeit & Michael Massmann, 2015, "Estimating Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-106/III, Sep.
• Michael McAleer, 2015, "The Fundamental Equation in Tourism Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-129/III, Nov.
• Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2015, "A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-131/III, Dec.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral, 2015, "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-133/III, Dec.
• Drew Creal & Siem Jan Koopman & André Lucas & Marcin Zamojski, 2015, "Generalized Autoregressive Method of Moments," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-138/III, Dec, revised 06 Jul 2018.
• Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2015, "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-140/III, Jan, revised 19 Apr 2017.
• Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015, "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-003.
• Yongchen Zhao, 2015, "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers, Towson University, Department of Economics, number 2015-04, Dec, revised Mar 2020.
• Timothy Cogley & Thomas J. Sargent, 2015, "Measuring Price-Level Uncertainty and Instability in the United States, 1850–2012," The Review of Economics and Statistics, MIT Press, volume 97, issue 4, pages 827-838, October.
• Josh R. Stillwagon, 2015, "TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation," Working Papers, Trinity College, Department of Economics, number 1502, Feb.
• Steven Yee & Miguel Ramirez, 2015, "Purchasing Power Parity: A Time Series Analysis of the U.S. and Mexico, 1995 - 2007," Working Papers, Trinity College, Department of Economics, number 1508, Sep.
• Alexander Beames & Michael Kouparitsas, 2015, "Modelling Australia’s imports of goods and services," Treasury Working Papers, The Treasury, Australian Government, number 2015-02, Jun, revised Jun 2015.
• Jeffrey Cohen & Yannis M. Ioannides & Win (Wirathip) Thanapisitikul, 2015, "Spatial Effects and House Price Dynamics in the U.S.A," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0809.
• Fabio C. Bagliano & Claudio Morana, 2015, "It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 031, Jul.
• Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2015, "Semi-Parametric Seasonal Unit Root Tests," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 72.
• Tomás del Barrio Castro & Andrii Bodnar & Andreu Sansó Rosselló, 2015, "Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 73.
• Andrés Fernández Díaz, 2015, "Chaos and Fractal Impact on Economics
  [El impacto en la ciencia económica de la teoría del caos y de los fractales: Teoría y aplicaciones]," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, number 15-02, Feb.
• Guillaume Gaetan Martinet & Michael McAleer, 2015, "On the Invertibility of EGARCH(p,q)," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-03, Feb.
• Shiqing Ling & Michael McAleer & Howell Tong, 2015, "Frontiers in Time Series and Financial Econometrics: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-04, Feb.
• Alfredo García Hiernaux & David Esteban Guerrero Burbano, 2015, "Price-Level Convergence in the Eurozone," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-05, May.
• Chia-Lin Chang & Yiying Li & Michael McAleer, 2015, "Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-08, Jun.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2015, "Multivariate Volatility Impulse Response Analysis of GFC News Events," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-10, Jul.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015, "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-16, Nov.
• Alfredo Garcia Hiernaux & David Esteban Guerrero Burbano & Michael McAleer, 2015, "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-18, Nov.
• Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil price forecastability and economic uncertainty," Open Access publications, School of Economics, University College Dublin, number 10197/7345, Jul.
• Pedro Isaac Chavez-Lopez & Tae-Hwy Lee, 2015, "Quantile-Covariance Three-Pass Regression Filter," Working Papers, University of California at Riverside, Department of Economics, number 202513, Oct.
• Tae-Hwy Lee & Saerom Lee, 2015, "Solving the Forecast Combination Puzzle," Working Papers, University of California at Riverside, Department of Economics, number 202514, Oct.
• Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015, "Uncertainty and crude oil returns," Working papers, University of Connecticut, Department of Economics, number 2015-03, Apr.
• David Berger & Ricardo Caballero & Eduardo Engel, 2015, "Missing Aggregate Dynamics: On the Slow Convergence of Lumpy Adjustment Models," Working Papers, University of Chile, Department of Economics, number wp412, Nov.
• Davide Delle Monache & Stefano Grassi & Paolo Santucci, 2015, "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," Studies in Economics, School of Economics, University of Kent, number 1511, Jul.
• Juan Carlos Guevara Guevara, 2015, "Bi-directional Causality between Firm and Household Credit: The Eurozone and Venezuelan cases," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 40, issue 39, pages 73-118, January-J.
• Helmi Hamdi & Ali Said & Rashid Sbia, 2015, "Empirical evidence on the long-run money demand function in the gulf cooperation council countries," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/199937.
• Tapas Mishra & Claude Diebolt & Mamata Parhi, 2015, "Stochastic Economic Growth and Volatile Population Dynamics: Past Imperfect and Future Tense," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2015-06.
• Claude Diebolt, 2015, "Comment appréhender les temporalités de l’histoire économique ? Plaidoyer pour une cliométrie des événements rares," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2015-12.
• Claude Diebolt & Tapas Mishra & Faustine Perrin, 2015, "Did Gender-Bias Matter in the Quantity- Quality Trade-off in the 19th Century France ?," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2015-28.
• Hecq, A.W. & Lieb, L.M. & Telg, J.M.A., 2015, "Identification of Mixed Causal-Noncausal Models : How Fat Should We Go?," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 035, Jan, DOI: 10.26481/umagsb.2015035.
• Luciano Stefanini, 2015, "Quantile and expectile smoothing by F-transform," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1512, revised 2015.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2015, "Risk-Return Trade-Off for European Stock Markets," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/246967.
• Buncic, Daniel & Gisler, Katja I. M., 2015, "Global Equity Market Volatility Spillovers: A Broader Role for the United States," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1508, Mar.
• Yamin Ahmad & Olena Mykhaylova, 2015, "Exploring International Differences in Inflation Dynamics," Working Papers, UW-Whitewater, Department of Economics, number 15-01, Jul, revised Mar 2017.
• Marcos Alvarez-Díaz & Mª Soledad Otero-Giraldez & Manuel González-Gómez, 2015, "La Modelización de la Demanda de Turismo de Economías Emergentes: El caso de la Llegada de Turistas Rusos a España," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 1503, Jun.
• ZEREN, Feyyaz & ERGÜZEL, Oylum Şehvez, 2015, "Testing For Bubbles In The Housing Market: Further Evidence From Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 1, pages 40-52.
• Philip Arestis & Ana Rosa González-Martínez, 2015, "Is Job Insecurity a Driver of the Housing Cycle? Some Evidence in the Spanish Case," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 62, issue 1, pages 1-14.
• Tzu-Yi Yang & Yu-Tai Yang, 2015, "A Study on the Asymmetry of the News Aspect of the Stock Market: Evidence from Three Institutional Investors in the Taiwan Stock Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 62, issue 3, pages 361-383.
• Fumitaka Furuoka, 2015, "Unemployment Hysteresis in the “Nordic Kitten”: Evidence from Five Estonian Regions," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 62, issue 5, pages 631-642.
• Tseng Shoiw-Mei, 2015, "Poland’s Trade with East Asia: An Outlier Approach," Folia Oeconomica Stetinensia, Paradigm, volume 15, issue 2, pages 81-100, December, DOI: 10.1515/foli-2015-0037.
• Pasca Lucian, 2015, "A Critical Review of the Main Approaches on Financial Market Dynamics Modelling," Journal of Heterodox Economics, Paradigm, volume 2, issue 2, pages 151-167, December, DOI: 10.1515/jheec-2015-0017.
• Gupta Kapil & Kaur Mandeep, 2015, "Impact Of Financial Crisis On Hedging Effectiveness Of Futures Contracts: Evidence From The National Stock Exchange Of India," South East European Journal of Economics and Business, Paradigm, volume 10, issue 2, pages 69-88, December, DOI: 10.1515/jeb-2015-0009.
• Antonio Montanes & Lorena Olmos & Marcelo Reyes, 2015, "Convergence in Spanish provinces," ERSA conference papers, European Regional Science Association, number ersa15p1188, Oct.
• Igor L. Kheifets, 2015, "Specification tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, volume 18, issue 1, pages 67-94, February.