Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

2015

• Wei‐Ming Lee & Yu‐Chin Hsu & Chung‐Ming Kuan, 2015, "Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions," Econometrics Journal, Royal Economic Society, volume 18, issue 1, pages 95-116, February.
• Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2015, "Novel panel cointegration tests emending for cross‐section dependence with N fixed," Econometrics Journal, Royal Economic Society, volume 18, issue 3, pages 363-411, October.
• Eiji Kurozumi & Yohei Yamamoto, 2015, "Confidence sets for the break date based on optimal tests," Econometrics Journal, Royal Economic Society, volume 18, issue 3, pages 412-435, October.
• Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015, "Testing For Multiple Bubbles: Historical Episodes Of Exuberance And Collapse In The S&P 500," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 4, pages 1043-1078, November, DOI: 10.1111/iere.12132.
• Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015, "Testing For Multiple Bubbles: Limit Theory Of Real‐Time Detectors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 4, pages 1079-1134, November, DOI: 10.1111/iere.12131.
• André K. Anundsen, 2015, "Econometric Regime Shifts and the US Subprime Bubble," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 145-169, January.
• Michael Berlemann & Sören Enkelmann & Torben Kuhlenkasper, 2015, "Unraveling the Relationship Between Presidential Approval and the Economy: A Multidimensional Semiparametric Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 3, pages 468-486, April.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015, "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 596-620, June.
• Efrem Castelnuovo & Luca Fanelli, 2015, "Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 6, pages 924-947, September.
• Constantino Hevia & Martin Gonzalez‐Rozada & Martin Sola & Fabio Spagnolo, 2015, "Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 6, pages 987-1009, September.
• Maximo Camacho & Gabriel Perez‐Quiros & Pilar Poncela, 2015, "Extracting Nonlinear Signals from Several Economic Indicators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 7, pages 1073-1089, November.
• Hector Carcel & Luis A. Gil-Alana & Godfrey Madigu, 2015, "Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 4, pages 507-524, December, DOI: 10.1515/GEJ-2015-0002.
• Belén Nieto & Alfonso Novales & Gonzalo Rubio, 2015, "Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 04, pages 1-41, December, DOI: 10.1142/S2010139215500214.
• Chor Foon Tang & Eu Chye Tan, 2015, "The Relative Contributions Of Domestic And Foreign Direct Investments And Exports To Malaysia'S Economic Growth," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 02, pages 1-20, DOI: 10.1142/S0217590815500113.
• Tolga Omay & Nicholas Apergis & Hülya Özçelebi, 2015, "Energy Consumption And Growth: New Evidence From A Non-Linear Panel And A Sample Of Developing Countries," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 02, pages 1-30, DOI: 10.1142/S0217590815500186.
• Zeynel Abidin Ozdemir & Cagdas Ekinci & Korhan Gokmenoglu, 2015, "International Evidence On Real Interest Rate Persistence," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 04, pages 1-14, DOI: 10.1142/S0217590815500873.
• Joscha Beckmann & Ansgar Belke & Christian Dreger, 2015, "The relevance of international spillovers and asymmetric effects in the Taylor rule," FIW Working Paper series, FIW, number 140, Jan.
• Bidong Liu & Jakub Nowotarski & Tao Hong & Rafal Weron, 2015, "Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/01, Feb.
• Bidong Liu & Jiali Liu & Tao Hong, 2015, "Sister models for load forecast combination," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/02, Feb.
• Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong, 2015, "Improving short term load forecast accuracy via combining sister forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/05, May.
• Katarzyna Maciejowska & Jakub Nowotarski, 2015, "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/06, May.
• Pu Wang & Bidong Liu & Tao Hong, 2015, "Electric load forecasting with recency effect: A big data approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/08, Oct.
• Ha-Hyun Jo & Yi Seul Eom, 2015, "The Empirical Study on the CDM projects in Korea: with PDD data of 2005¡­2015," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-80, Jun.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric Model Averaging of Ultra-High Dimensional Time Series," Discussion Papers, Department of Economics, University of York, number 15/18, Oct.
• Josip Tica, 2015, "Unit Root Test Results Table Creator," EFZG Department of Macroeconomics Software Series, Faculty of Economics and Business, University of Zagreb, number 15-01, revised .
• Stolbov, Mikhail, 2015, "Causality between credit depth and economic growth: Evidence from 24 OECD countries," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 15/2015.
• Dreger, Christian & Fidrmuc, Jarko & Kholodilin, Konstantin & Ulbricht, Dirk, 2015, "The Ruble between the hammer and the anvil: Oil prices and economic sanctions," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 25/2015.
• Laakkonen, Helinä, 2015, "Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market," Bank of Finland Research Discussion Papers, Bank of Finland, number 4/2015.
• Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015, "Characterizing the financial cycle: Evidence from a frequency domain analysis," Discussion Papers, Deutsche Bundesbank, number 22/2015.
• Grundke, Peter & Pliszka, Kamil, 2015, "A macroeconomic reverse stress test," Discussion Papers, Deutsche Bundesbank, number 30/2015.
• Vasilev, Aleksandar, 2015, "New Keynesian Phillips Curve Estimation: The Case of Hungary (1981–2006)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 13, issue 4, pages 355-367.
• Darko, Christian Kwasi, 2015, "Determinants of Economic Growth in Ghana," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 123098, Nov.
• Brunhart, Andreas, 2015, "The Swiss business cycle and the lead of small neighbor Liechtenstein," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 130154, DOI: 10.13091/li-ap-51.
• Vasilev, Aleksandar, 2015, "New Keynesian Phillips Curve Estimation: The Case of Hungary /1981-2006/," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 142472.
• Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2015, "Modeling and forecasting crude oil price volatility: Evidence from historical and recent data," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 31.
• Ghonghadze, Jaba & Lux, Thomas, 2015, "Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 38.
• Barunik, Jozef & Barunikova, Michaela, 2015, "Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 43.
• Bartzsch, Nikolaus & Seitz, Franz, 2015, "Cash holdings in Germany and the demand for "German" banknotes: What role for cashless payments?," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 51.
• Marczak, Martyna & Beissinger, Thomas, 2015, "Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 06-2015.
• Senay, Acikgöz & Mert, Merter, 2015, "The endogeneity of the natural rate of growth: An alternative approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-2.
• Reed, W. Robert, 2015, "Testing for unit roots with cointegrated data," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-57.
• Han, Heejoon & Kutan, Ali M. & Ryu, Doojin, 2015, "Modeling and predicting the market volatility index: The case of VKOSPI," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-7.
• Han, Heejoon & Kutan, Ali M. & Ryu, Doojin, 2015, "Effects of the US stock market return and volatility on the VKOSPI," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 9, pages 1-34, DOI: 10.5018/economics-ejournal.ja.2015-.
• Fredj Jawadi & Georges Prat, 2015, "Equity Prices and Fundamentals: a DDM-APT Mixed Approach," Working paper serie RMT - Grenoble Ecole de Management, HAL, number hal-04141411.
• Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara, 2015, "A new monthly chronology of the US industrial cycles in the prewar economy," Post-Print, HAL, number hal-01146800, DOI: 10.1016/j.jfs.2014.06.002.
• Julien Fouquau & Philippe K. Spieser, 2015, "Statistical evidence about LIBOR manipulation: A "Sherlock Holmes" investigation," Post-Print, HAL, number hal-01160060, Jan, DOI: 10.1016/j.jbankfin.2014.03.039.
• Marie Bessec & Othman Bouabdallah, 2015, "Forecasting GDP over the business cycle in a multi-frequency and data-rich environment," Post-Print, HAL, number hal-01275760, DOI: 10.1111/obes.12069.
• Thomas Barnay & Julie Favrot & Catherine Pollak, 2015, "L'effet des arrêts maladie sur les trajectoires professionnelles," Post-Print, HAL, number hal-01297560.
• Georgiana-Denisa Banulescu & Elena Ivona Dumitrescu, 2015, "Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk," Post-Print, HAL, number hal-01385923.
• Imane El Ouadghiri & Remzi Uctum, 2015, "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print, HAL, number hal-01411808.
• Christophe Schalck & Régis Chenavaz, 2015, "Oil commodity returns and macroeconomic factors: A time-varying approach," Post-Print, HAL, number hal-01457334, Jan, DOI: 10.1016/j.ribaf.2014.05.002.
• Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2015, "Macroeconomic forecasting during the Great Recession: the return of non-linearity?," Post-Print, HAL, number hal-01635951.
• Remzi Uctum & Imane El Ouadghiri, 2015, "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print, HAL, number hal-01638221.
• Geert Dhaene & Koen Jochmans, 2015, "Split-panel jackknife estimation of fixed-effect models," Post-Print, HAL, number hal-03392997, Feb, DOI: 10.1093/restud/rdv007.
• Firouz Fallahi & Marcel-Cristian Voia, 2015, "Convergence and persistence in per capita energy use among OECD countries: Revisited using confidence intervals," Post-Print, HAL, number hal-04926589, Dec, DOI: 10.1016/j.eneco.2015.10.004.
• J. Stephen Ferris & Marcel Voia, 2015, "The effect of federal government size on private economic performance in Canada: 1870–2011," Post-Print, HAL, number hal-04926591, Sep, DOI: 10.1016/j.econmod.2015.04.006.
• Ali Ahmad & Christian Francq, 2015, "Poisson QMLE of Count Time Series Models," Post-Print, HAL, number hal-05417334, Nov, DOI: 10.1111/jtsa.12167.
• Christian Francq & Simos Meintanis, 2015, "Fourier-type estimation of the power GARCH model with stable-Paretian innovations," Post-Print, HAL, number hal-05417341, Sep, DOI: 10.1007/s00184-015-0560-x.
• Mohamed El Ghourabi & Christian Francq & Fedya Telmoudi, 2015, "Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified," Post-Print, HAL, number hal-05417346, May, DOI: 10.1111/jtsa.12136.
• Christian Francq & Jean-Michel Zakoïan, 2015, "Risk-parameter estimation in volatility models," Post-Print, HAL, number hal-05417474, Jan, DOI: 10.1016/j.jeconom.2014.06.019.
• Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2016, "Climatic Conditions and Productivity: An Impact Evaluation in Pre-industrial England," Post-Print, HAL, number halshs-01096335.
• Geert Dhaene & Koen Jochmans, 2015, "Split-panel jackknife estimation of fixed-effect models," Sciences Po Economics Publications (main), HAL, number hal-03392997, Feb, DOI: 10.1093/restud/rdv007.
• Fredj Jawadi & Georges Prat, 2015, "Equity Prices and Fundamentals: a DDM-APT Mixed Approach," Working Papers, HAL, number hal-04141411.
• Anne Péguin-Feissolle & Bilel Sanhaji, 2015, "Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix)," Working Papers, HAL, number halshs-01133751, Mar.
• 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, HAL, number halshs-01150853, May.
• Rinke, Saskia & Sibbertsen, Philipp, 2015, "Information Criteria for Nonlinear Time Series Models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-548, Mar.
• Grote, Claudia & Bertram, Philip, 2015, "A comparative Study of Volatility Breaks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-558, Jun.
• Bertram, Philip & Ma, Jun & Sibbertsen, Philipp, 2015, "Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-565, Sep.
• Yamin Ahmad & Olena Mykhaylova, 2015, "Exploring International Differences in Inflation Dynamics," Working Papers, College of the Holy Cross, Department of Economics, number 1509, Sep.
• Ingrid Groessl & Artur Tarassow, 2015, "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201504, May, revised Jan 2018.
• Diebolt, Claude & Mishra, Tapas & Perrin, Faustine, 2015, "Did Gender-Bias Matter in the Quantity-Quality Trade-off in 19th Century France?," Lund Papers in Economic History, Lund University, Department of Economic History, number 141, Dec.
• Hansen, Bjørn Gunnar & Li, Yushu, 2015, "Future world market prices of milk and feed looking into the crystal ball," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/17, Apr.
• Mantalos, Panagiotis, 2015, "Greek Debt Crisis “An Introduction to the Economic Effects of Austerity”," Working Papers, Örebro University, School of Business, number 2015:4, Apr.
• Mantalos, Panagiotis, 2015, "Greek Debt Crisis: The “@-euro” a New Possible Solution to Greek Debt Crisis," Working Papers, Örebro University, School of Business, number 2015:5, Apr.
• Anundsen, Andre K. & Nymoen, Ragnar, 2015, "Did US consumers `save for a rainy day' before the Great Recession?," Memorandum, Oslo University, Department of Economics, number 11/2015, May.
• Brännäs, Kurt & Machava, Agostinho, 2015, "Time Series Modelling of Daily Metical/Rand Exchange Rate Returns, 1996-2014," Umeå Economic Studies, Umeå University, Department of Economics, number 909, May.
• KUROZUMI, Eiji & 黒住, 英司 & YAMAMOTO, Yohei & 山本, 庸平, 2015, "Confidence Sets for the Break Date Based on Optimal Tests," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2015-01, Jan.
• Ishihara, Tsunehiro & Watanabe, Toshiaki, 2015, "Econometric Analysis of Business Cycles: A Survey with the Application to the Composite Index in Japan," Economic Review, Hitotsubashi University, volume 66, issue 2, pages 145-168, April, DOI: 10.15057/27510.
• Huang, Yu-Lieh & Huang, Chao-Hsi, 2015, "Uncertain Effects Of Shocks Vs. Uncertain Unit Root: An Alternative View Of U.S. Real Gdp," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 56, issue 1, pages 117-134, June, DOI: 10.15057/27191.
• Tao Cai & Vinh Q. T. Dang & Jennifer T. Lai, 2015, "China's Capital and "Hot" Money Flows: An Empirical Investigation," Working Papers, Hong Kong Institute for Monetary Research, number 162015, Jul.
• Marcos Alvarez Diaz & Gonzalo Caballero Miguez & Baltasar Manzano Gonz lez & Jos M. Mart n Moreno, 2015, "Assessment of Political Situation over the Business Cycle in Spain: A Time Series Analysis," Hacienda Pública Española / Review of Public Economics, IEF, volume 213, issue 2, pages 41-62, June.
• Maachi SOFIANE & Zairi BELKACEM, 2015, "The Impact of Public Spending on Imports in Algeria:Econometric Study between the Period 1990 – 2012," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 3, issue 1, pages 44-55, March.
• Gabriel ILIESCU, 2015, "Negociation, Threat and Transitivity," International Conference on Economic Sciences and Business Administration, Spiru Haret University, volume 2, issue 1, pages 156-162, December.
• Tuti Eka Asmarani & Telisa Aulia Falianty, 2015, "The Persistency and The Sustainability of The Indonesia's Current Account Deficit," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 17, issue 3, pages 315-338, January, DOI: https://doi.org/10.21098/bemp.v17i3.
• Ahmed El Ghini & Youssef Saidi, 2015, "Financial market contagion during the global financial crisis: evidence from the Moroccan stock market," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 4, issue 1, pages 78-95.
• Nicolae Bacila, 2015, "The Evolution of State Aid to Research and Development in Central and Eastern Europe in the Context of the European Integration Process," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 7, issue 3.
• Oliver Linton & Katja Smetanina, 2015, "Mean Ratio Statistic for measuring predictability," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/15, Feb.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric model averaging of ultra-high dimensional time series," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP62/15, Oct.
• Maria Elena Bontempi & Laura Bottazzi & Roberto Golinelli, 2015, "ynamic corporate capital structure behavior:empirical assessment in the light of heterogeneity and non stationarity," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 537.
• Geoff Kenny & Thomas Kostka & Federico Masera, 2015, "Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 4, pages 1-46, December.
• Madhu Sehrawat & A. K. Giri, 2015, "Re-examining the Threshold Effects in Inflation–Growth Nexus: Evidence from India," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 3, issue 2, pages 57-67, Fabruary.
• Ioannis N. Kallianiotis, 2015, "The Optimal Taxation and the Current Tax System," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 3, issue 3, pages 151-164, March.
• Bilal Mehmood & Amna Shahid & Saddam Ilyas, 2015, "Co-integration Analysis of Aviation Demand and Economic Growth in Philippines," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 3, issue 6, pages 271-277, June.
• Elei Green Igbogi & Ikpechukwu Njoku, 2015, "Effects of Maritime Illegal Oil Trading on Economic Growth in Nigeria," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 3, issue 7, pages 343-351, July.
• Carlos A. Medel, 2015, "Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 30, issue 1, pages 57-72, Abril.
• Gabriel Rodríguez & Roxana Tramontana Tocto, 2015, "Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 52, issue 2, pages 185-211, November.
• Danijel Grahovac & Nenad Suvak, 2015, "Heavy-tailed modeling of CROBEX," Financial Theory and Practice, Institute of Public Finance, volume 39, issue 4, pages 411-430.
• Fredj Jawadi & Georges Prat, 2015, "Equity Prices and Fundamentals: a DDM-APT Mixed Approach," Working Papers, Department of Research, Ipag Business School, number 2015-630, Jan.
• Pavel Ciaian & d'Artis Kancs & Giuseppe Piroli & Miroslava Rajcaniova, 2015, "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," JRC Research Reports, Joint Research Centre, number JRC95503, Nov.
• Oscar Claveria & Enric Monte & Salvador Torra, 2015, "“Multiple-input multiple-output vs. single-input single-output neural network forecasting”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201502, Jan, revised Jan 2015.
• Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015, "“Sovereigns and banks in the euro area: a tale of two crises”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201504, Jan, revised Jan 2015.
• Oscar Claveria & Enric Monte & Salvador Torra, 2015, "“Regional Forecasting with Support Vector Regressions: The Case of Spain”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201507, Jan, revised Jan 2015.
• Oscar Claveria & Enric Monte & Salvador Torra, 2015, "“Self-organizing map analysis of agents' expectations. Different patterns of anticipation of the 2008 financial crisis”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201511, Mar, revised Mar 2015.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "“On the bi-directional causal relationship between public debt and economic growth in EMU countries”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201512, May, revised May 2015.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "“Short-run and long-run effects of public debt on economic performance: Evidence from EMU countries”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201522, Sep, revised Sep 2015.
• Barbara Iaconelli & Fabio Bacchini & Maria Giulia Ippoliti & Barbara Guardabascio & Roberto Iannaccone, 2015, "The seasonal adjustment of quarterly service turnover indices," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 17, issue 1, pages 55-78.
• Constant, Amelie F. & García-Muñoz, Teresa & Neuman, Shoshana & Neuman, Tzahi, 2015, "A 'Healthy Immigrant Effect' or a 'Sick Immigrant Effect'? Selection and Policies Matter," IZA Discussion Papers, IZA Network @ LISER, number 9338, Sep.
• Ben Cheikh, Nidhaleddine & Rault, Christophe, 2015, "The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis," IZA Discussion Papers, IZA Network @ LISER, number 9467, Oct.
• Bellmann, Lutz & Hübler, Olaf, 2015, "Are Working Time Accounts Beneficial for German Establishments?," IZA Discussion Papers, IZA Network @ LISER, number 9583, Dec.
• Albanese, Andrea & Cockx, Bart & Thuy, Yannick, 2015, "Working Time Reductions at the End of the Career: Do They Prolong the Time Spent in Employment?," IZA Discussion Papers, IZA Network @ LISER, number 9619, Dec.
• Mohsen Bahmani-Oskooee & Tsangyao Chang*, 2015, "Nonlinear threshold unit root test and ppp in transition countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 1, pages 177-186, January-M.
• Neveen M. Torayeh, 2015, "Fiscal deficits in Egypt: is it a macroeconomic or politico-institutional problem?," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 1, pages 365-380, January-M.
• Olalekan Bashir Aworinde* & Mushay Adeniyi Ogundipe, 2015, "The tax-spend nexus in Nigeria: evidence from asymmetric modeling," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 1, pages 39-51, January-M.
• Smruti Ranjan Behera, 2015, "Do Domestic Firms Really Benefit From Foreign Direct Investment? The Role Of Horizontal And Vertical Spillovers And Absorptive Capacity," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 40, issue 2, pages 57-86, June.
• Arfat Ahmad Sofi & S. Raja Sethu Durai, 2015, "Club Convergence Across Indian States: An Empirical Analysis," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 40, issue 4, pages 107-124, December.
• Ionut - Cristian BACIU, 2015, "Measures Of Core Inflation Used By The National Bank Of Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 7, issue 1, pages 17-30, March.
• Flaig Gebhard, 2015, "Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 235, issue 6, pages 518-538, December, DOI: 10.1515/jbnst-2015-0602.
• Yushu Li, 2015, "Estimate Long Memory Causality Relationship by Wavelet Method," Computational Economics, Springer;Society for Computational Economics, volume 45, issue 4, pages 531-544, April, DOI: 10.1007/s10614-014-9434-y.
• Heni Boubaker, 2015, "Wavelet Estimation of Gegenbauer Processes: Simulation and Empirical Application," Computational Economics, Springer;Society for Computational Economics, volume 46, issue 4, pages 551-574, December, DOI: 10.1007/s10614-014-9471-6.
• Ahmad Ahmad & Olalekan Aworinde, 2015, "Structural breaks and twin deficits hypothesis in African countries," Economic Change and Restructuring, Springer, volume 48, issue 1, pages 1-35, February, DOI: 10.1007/s10644-014-9154-2.
• Nimai Das, 2015, "Subnational level fiscal health in India: stability and sustainability implications," Economic Change and Restructuring, Springer, volume 48, issue 1, pages 71-91, February, DOI: 10.1007/s10644-014-9157-z.
• Michael Pickhardt & Jordi Sardà, 2015, "Size and causes of the underground economy in Spain: a correction of the record and new evidence from the MCDR approach," European Journal of Law and Economics, Springer, volume 39, issue 2, pages 403-429, April, DOI: 10.1007/s10657-013-9431-y.
• Bernardina Algieri, 2015, "Price and non-price competitiveness in export demand: empirical evidence from Italy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 1, pages 157-183, February, DOI: 10.1007/s10663-014-9257-z.
• Wasim Ahmad & N. Bhanumurthy & Sanjay Sehgal, 2015, "Regime dependent dynamics and European stock markets: Is asset allocation really possible?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 1, pages 77-107, February, DOI: 10.1007/s10663-014-9248-0.
• Ansgar Belke & Christian Dreger, 2015, "The transmission of oil and food prices to consumer prices," International Economics and Economic Policy, Springer, volume 12, issue 1, pages 143-161, March, DOI: 10.1007/s10368-014-0283-x.
• Andrea Vaona, 2015, "The price-price Phillips curve in small open economies and monetary unions: theory and empirics," International Economics and Economic Policy, Springer, volume 12, issue 2, pages 281-307, June, DOI: 10.1007/s10368-014-0270-2.
• Jeffrey McCullough & Daniel Crespin & Jean Abraham & Jon Christianson & Michael Finch, 2015, "Public reporting and the evolution of diabetes quality," International Journal of Health Economics and Management, Springer, volume 15, issue 1, pages 127-138, March, DOI: 10.1007/s10754-015-9167-z.
• Jean-Guy Simonato, 2015, "New Warrant Issues Valuation with Leverage and Equity Model Errors," Journal of Financial Services Research, Springer;Western Finance Association, volume 47, issue 2, pages 247-272, April, DOI: 10.1007/s10693-013-0183-1.
• Jing Zeng, 2015, "Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-11, May.
• Sandra Stankiewicz, 2015, "Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-12, May.
• Tamer Cetin & Kadir Y. Eryigit, 2015, "Estimating the Economic Effects of Deregulation: Evidence from the Turkish Airline Industry," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1525, Nov.
• Sabrina Dorn, 2015, "Währungsunionen, Wechselkursregime und deren Effekte auf bilateralen Handel: drei empirische Ergebnisse," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 9, issue 2, pages 43-51, June, DOI: 10.3929/ethz-a-005427569.
• Boriss Siliverstovs, 2015, "The franc shock and Swiss GDP: How long does it take to start feeling the pain?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-373, Feb, DOI: 10.3929/ethz-a-010385479.
• Boriss Siliverstovs, 2015, "Short-term forecasting with mixed-frequency data: A MIDASSO approach," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-375, Mar, DOI: 10.3929/ethz-a-010399937.
• Boriss Siliverstovs, 2015, "Dissecting the purchasing managers' index," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-376, Mar, DOI: 10.3929/ethz-a-010402982.
• Daniel Kaufmann, 2015, "Nominal stability and Swiss monetary regimes over two centuries," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-379, Apr, DOI: 10.3929/ethz-a-010416200.
• Boriss Siliverstovs, 2015, "Dissecting Models' Forecasting Performance," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-397, Nov, DOI: 10.3929/ethz-a-010692101.
• Thomas M. FULLERTON & Miguel MARTINEZ & Wm. Doyle SMITH & Adam WALKE, 2015, "Inflationary Dynamics in Guatemala," Journal of Economics and Political Economy, KSP Journals, volume 2, issue 4, pages 436-444, December.
• Rami Ben HAJ-KACEM, 2015, "The Impact of Age Distribution on Household Consumption: Evidence from Saudi Arabia," Turkish Economic Review, KSP Journals, volume 2, issue 4, pages 277-304, December.
• Ebenezer OLUBIYI & Omolola Smaria OLARINDE, 2015, "Revisiting the Effects of Workers’ Remittances on Economic Development in Nigeria," Journal of Economic and Social Thought, KSP Journals, volume 2, issue 4, pages 281-299, December.
• Emilio Rojas Olea & Werner Kristjanpoller Rodríguez, 2015, "Price-volume ratio analysis by causality and day-of-the-week effect for the Latin American stock markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 83, pages 9-31, Julio - D, DOI: 10.17533/udea.le.n83a01.
• Pavel Ciaian & d'Artis Kancs & Giuseppe Pirolix & Miroslava Rajcaniova, 2015, "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," LICOS Discussion Papers, LICOS - Centre for Institutions and Economic Performance, KU Leuven, number 37115.
• Andreas Brunhart, 2015, "The Swiss Business Cycle and the Lead of Small Neighbor Liechtenstein," Arbeitspapiere, Liechtenstein-Institut, number 51, Oct.
• Sadia Afrin & Mahmudul Hasan Fouiji & Muhammad Raquib, 2015, "Re-gendering globalization: Overcoming the phenomenon of gendering globalization," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 3, pages 54-66, June.
• Prasanna-Perera Lalith Welgamage, 2015, "Tourism Economics in Sri Lanka: An Econometric Analysis," International Journal of Business and Social Research, LAR Center Press, volume 5, issue 1, pages 90-101, January.
• Henzel Steffen R. & Lehmann Robert & Wohlrabe Klaus, 2015, "Nowcasting Regional GDP: The Case of the Free State of Saxony," Review of Economics, De Gruyter, volume 66, issue 1, pages 71-98, April, DOI: 10.1515/roe-2015-0105.
• Arnaud Dufays, 2015, "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1508.
• Arnaud Dufays, 2015, "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche, CIRPEE, number 1518.
• Badi H. Baltagi & Chihwa Kao & Long Liu, 2015, "Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 178, Jan.
• Mehrara, Mohsen & Jebelameli, Farkhondeh & Mojab, Ramin, 2015, "Oil Revenue Shocks and Value-Added of Different Sectors, A TVP- VAR Approach," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 8, issue 23, pages 39-58, April.
• Masoumi, Esmat & Tehranchian, Amir Mansor, 2015, "The Impact of Exchange Rate Misalignment on the Persistence of Inflation in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 2, pages 45-69, January.
• Falahi, Mohammad Ali & Hajamini, Mehdi, 2015, "Relationship between Inflation and Inflation Uncertainty in Iran: An Application of SETAR-GARCH Model," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 2, pages 69-91, January.
• Ruthira Naraidoo & Leroi Raputsoane, 2015, "Debt Sustainability and Financial Crises in South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 1, pages 224-233, January, DOI: 10.1080/1540496X.2015.1011534.
• Kirsten Thompson & Reneé van Eyden & Rangan Gupta, 2015, "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 486-501, May, DOI: 10.1080/1540496X.2015.1025664.
• Ankita Mishra & Vinod Mishra & Russell Smyth, 2015, "The Random-Walk Hypothesis on the Indian Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 5, pages 879-892, September, DOI: 10.1080/1540496X.2015.1061380.
• George S. Naufal & Ismail H. Genc, 2015, "Structural Change in MENA Remittance Flows," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 6, pages 1175-1178, November, DOI: 10.1080/1540496X.2015.1080515.
• Panayiotis Theodossiou, 2015, "Skewed Generalized Error Distribution of Financial Assets and Option Pricing," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 4, pages 223-266, December.
• Aleksandar Vasilev, 2015, "New Keynesian Phillips Curve Estimation: The Case of Hungary (1981–2006)," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 13, issue 4 (Winter, pages 355-367.
• Andrew Phiri, 2015, "Efficient Market Hypothesis in South Africa: Evidence from Linear and Nonlinear Unit Root Tests," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 13, issue 4 (Winter, pages 369-387.
• Anton Velinov, 2015, "Assessing Fiscal-Policy Sustainability: On the Different States of the Debt-to-GDP Process," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 71, issue 4, pages 415-439, December, DOI: 10.1628/001522108X14385891669733.
• Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Milano-Bicocca, Department of Economics, number 298, Apr, revised Apr 2015.
• Fabio Bagliano & Claudio Morana, 2015, "It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection," Working Papers, University of Milano-Bicocca, Department of Economics, number 303, Jul, revised Jul 2015.
• Claudio, Morana, 2015, "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," Working Papers, University of Milano-Bicocca, Department of Economics, number 321, Dec, revised 28 Dec 2015.
• Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015, "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2015-15, Oct.
• Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015, "Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2015-23, Dec.
• Prasanna-Perera Lalith Welgamage, 2015, "Tourism Economics in Sri Lanka: An Econometric Analysis," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, volume 5, issue 1, pages 90-101, January.
• Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086r, Sep, revised Jul 2016.
• Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086rr, Sep, revised Feb 2017, DOI: 10.1007/s00500-019-04607-x.
• Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo, 2015, "A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/15.
• Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton, 2015, "Probabilistic time series forecasting with boosted additive models: an application to smart meter data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/15.
• Alexander Dokumentov & Rob J. Hyndman, 2015, "STR: A Seasonal-Trend Decomposition Procedure Based on Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/15.