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

• Guangming Pan & Jiti Gao & Yanrong Yang & Meihui Guo, 2015, "Cross-sectional Independence Test for a Class of Parametric Panel Data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/15.
• Biqing Cai & Chaohua Dong & Jiti Gao, 2015, "Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/15.
• Kyle A. Johnston & Miguel D. Ramirez, 2015, "Foreign Direct Investment and Economic Growth in Cote D¡¯Ivoire: A Time Series Analysis," Business and Economic Research, Macrothink Institute, volume 5, issue 2, pages 35-47, December.
• KALNINA, Ilze & TEWOU, Kokouvi, 2015, "Cross-sectional dependence in idiosyncratic volatility," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2015-04.
• KALNINA, Ilze & XIU, Dacheng, 2015, "Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2015-05.
• Ilze KALNINA & Kokouvi TEWOU, 2015, "Cross-sectional Dependence in Idiosyncratic Volatility," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 08-2015.
• Ilze KALNINA & Dacheng XIU, 2015, "Nonparametric Estimation of the Leverage Effect : A Trade-off between Robustness and Efficiency," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 09-2015.
• Zhenxi Chen & Jan F. Kiviet & Weihong Huang, 2015, "On the integration of China's main stock exchange with the international financial market," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1505, Oct.
• Harry Vander Elst, 2015, "FloGARCH : Realizing long memory and asymmetries in returns volatility," Working Paper Research, National Bank of Belgium, number 280, Apr.
• Christopher A. Hennessy & Ilya A. Strebulaev, 2015, "Beyond Random Assignment: Credible Inference of Causal Effects in Dynamic Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 20978, Feb.
• Ulrich K. Müller & Mark W. Watson, 2015, "Low-Frequency Econometrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 21564, Sep.
• Yacine Aït-Sahalia & Dacheng Xiu, 2015, "Principal Component Analysis of High Frequency Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 21584, Sep.
• Pooyan Amir Ahmadi & Harald Uhlig, 2015, "Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 21738, Nov.
• Yoichi Arai, 2015, "Testing for Linearity in Regressions with I(1) Processes," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 15-11, Aug.
• Vlatka Bilas & Mile BoÅ¡njak, 2015, "Examining the relationship between banking loans to private individuals growth rate and personal consumption growth rate in Croatia – the cointegration approach," Notitia - journal for economic, business and social issues, Notitia Ltd., volume 1, issue 1, pages 19-25, December.
• Chakraborty, Lekha & Varma, Kushagra Om, 2015, "Efficacy of New Monetary Framework and Determining Inflation in India: An Empirical Analysis of Financially Deregulated Regime," Working Papers, National Institute of Public Finance and Policy, number 15/153, Aug.
• Mahesh Kumar Chaulagai, Ph.D., 2015, "Testing the J-Curve Hypothesis: A Case of Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 27, issue 1, pages 17-36, April.
• Vanessa Berenguer-Rico & Bent Nielsen, 2015, "Cumulated sum of squares statistics for non-linear and non-stationary regressions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2015-W09, Aug.
• Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015, "Persistence of precious metal prices: a fractional integration approach with structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2015, Apr.
• Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu, 2015, "Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 07/2015, Apr.
• Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale & Hector Carcel, 2015, "Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 11/2015, Sep.
• Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale, 2015, "African Growth, Non-Linearities and Strong Dependence: An Empirical Study," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 12/2015, May.
• Georgi Naidenov & Kaloyan Haralampiev, 2015, "The Historic "March" of the Bulgarian Economy in the Space of the Liberal and the State Capitalism," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 85-148, August, DOI: 10.37075/RP.2015.2.03.
• Elena Rusticelli & David Turner & Maria Chiara Cavalleri, 2015, "Incorporating Anchored Inflation Expectations in the Phillips Curve and in the Derivation of OECD Measures of Equilibrium Unemployment," OECD Economics Department Working Papers, OECD Publishing, number 1231, May, DOI: 10.1787/5js1gmq551wd-en.
• Elena Rusticelli & David Turner & Maria Chiara Cavalleri, 2015, "Incorporating anchored inflation expectations in the Phillips curve and in the derivation of OECD measures of the unemployment gap," OECD Journal: Economic Studies, OECD Publishing, volume 2015, issue 1, pages 299-331, DOI: 10.1787/eco_studies-2015-5jrp104kjg.
• Klaus Abberger & Wolfgang Nierhaus, 2015, "Construction of composite business cycle indicators in a scarce data environment: A case study for Abu Dhabi," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2015, issue 1, pages 83-95, DOI: 10.1787/jbcma-2015-5jrtfl9554bt.
• Bacila Nicolae, 2015, "Public Policies To R&D In Romania In The Context Of The Eu State Aid Policy," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 133-141, July.

2014

• Claudiu T. Albulescu & Cornel Oros & Aviral Kumar Tiwari, 2014, "Revisiting the inflation - output gap relationship for France using a wavelet transform approach," Post-Print, HAL, number hal-00954189, DOI: 10.1016/j.econmod.2013.11.039.
• Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2014, "Explaining US employment growth after the Great Recession: the role of output-employment non-linearities," Post-Print, HAL, number hal-01385949.
• Antonia Lopez Villavicencio & Valérie Mignon, 2014, "Nonlinearity of the inflation-output trade-off and time-varying price rigidity," Post-Print, HAL, number hal-01386097.
• Bertrand Candelon & Sessi Tokpavi, 2014, "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Post-Print, HAL, number hal-01411694.
• Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2014, "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Post-Print, HAL, number hal-01411783.
• Marie Bessec & Julien Fouquau & Sophie Méritet, 2014, "Forecasting electricity spot prices using time-series models with a double temporal segmentation," Post-Print, HAL, number hal-01502835, Mar.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2014, "Oil price and financial markets: Multivariate dynamic frequency analysis," Post-Print, HAL, number hal-01517425, DOI: 10.1016/j.enpol.2014.05.057.
• Georges Prat & Remzi Uctum & Sylvie Lecarpentier-Moyal & Patricia Renou-Maissant, 2014, "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Post-Print, HAL, number hal-01638222.
• J. Malizard, 2014, "Dépenses militaires et croissance économique dans un contexte non-linéaire : le cas français," Post-Print, HAL, number hal-02272387.
• Giscard Assoumou-Ella & Cécile Bastidon & Philippe Gilles, 2014, "International Prices, Monetary and Income Shocks: A SVAR Model of the External Trade Channel in African Economies," Post-Print, HAL, number hal-03318515.
• Christian Francq & Jean-Michel Zakoïan, 2014, "Multi-level Conditional VaR Estimation in Dynamic Models," Post-Print, HAL, number hal-05430959, DOI: 10.1007/978-3-319-03395-2_1.
• Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2014, "Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model," Post-Print, HAL, number halshs-00995703.
• Geert Dhaene & Koen Jochmans, 2014, "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po Economics Publications (main), HAL, number hal-01070553, Mar.
• Amélie Charles & Olivier Darné & Laurent Ferrara, 2014, "Does the Great Recession imply the end of the Great Moderation? International evidence," Working Papers, HAL, number hal-00952951, Feb.
• Geert Dhaene & Koen Jochmans, 2014, "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers, HAL, number hal-01070553, Mar.
• Philippe Charlot & Olivier Darné & Zakaria Moussa, 2014, "Commodity returns co-movements: Fundamentals or "style" effect?," Working Papers, HAL, number hal-01093631, Dec.
• Jean-François Carpantier & Arnaud Dufays, 2014, "Specific Markov-switching behaviour for ARMA parameters," Working Papers, HAL, number hal-01821134, Jun.
• Syed Basher & Andrea Masini & Sam Aflaki, 2014, "Time Series Properties of the Renewable Energy Diffusion Process: Implications for Energy Policy Design and Assessment," Working Papers, HAL, number hal-02018566, Sep.
• Syed Basher & Andrea Masini & Sam Aflaki, 2014, "Time Series Properties of the Renewable Energy Diffusion Process: Implications for Energy Policy Design and Assessment," Working Papers, HAL, number hal-02018568, Sep.
• Amélie Charles & Olivier Darné & Laurent Ferrara, 2014, "Does the Great Recession imply the end of the Great Moderation? International evidence," Working Papers, HAL, number hal-04141344.
• Imane El Ouadghiri & Valérie Mignon & Nicolas Boitout, 2014, "On the impact of macroeconomic news surprises on Treasury-bond yields," Working Papers, HAL, number hal-04141345.
• Bertrand Candelon & Sessi Tokpavi, 2014, "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Working Papers, HAL, number hal-04141347.
• David Audenaert & José Bardaji & Raphaël Lardeux & Michaël Orand & Michaël Sicsic, 2014, "Wage Resilience in France since the Great Recession
  [La résistance des salaires depuis la grande récession s’explique-t-elle par des rigidités à la baisse ?]," Working Papers, HAL, number hal-05450898, Oct.
• Gilles de Truchis & Benjamin Keddad, 2014, "On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates," Working Papers, HAL, number halshs-00999225, May.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers, HAL, number halshs-01015390, Jun.
• Gilles de Truchis & Florent Dubois, 2014, "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," Working Papers, HAL, number halshs-01065775, Sep.
• Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2014, "Climatic Conditions and Productivity: An Impact Evaluation in Pre-industrial England," Working Papers, HAL, number halshs-01098763.
• Geert Dhaene & Koen Jochmans, 2014, "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po Economics Discussion Papers, HAL, number hal-01070553, Mar.
• Rohde, Johannes & Sibbertsen, Philipp, 2014, "Credit Risk Modeling under Conditional Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-528, Apr.
• Demetrescu, Matei & Sibbertsen, Philipp, 2014, "Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-531, Jul.
• Leschinski, Christian & Sibbertsen, Philipp, 2014, "Model Order Selection in Seasonal/Cyclical Long Memory Models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-535, Sep.
• Tobias A. Jopp, 2014, "How did the capital market evaluate Germany’s prospects for winning World War I? Evidence from the Amsterdam market for government bonds," Working Papers, European Historical Economics Society (EHES), number 0052, Feb.
• Quoreshi, A.M.M. Shahiduzzaman, 2014, "Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data," Working Papers, Blekinge Institute of Technology, Department of Industrial Economics, number 2014/03, Apr.
• Li, Yushu & Reese, Simon, 2014, "Wavelet improvement in turning point detection using a Hidden Markov Model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/10, Mar.
• Biørn, Erik, 2014, "Serially Correlated Measurement Errors in Time Series Regression: The Potential of Instrumental Variable Estimators," Memorandum, Oslo University, Department of Economics, number 28/2014, Dec.
• Brockwell, Erik, 2014, "State and Industrial Actions to Influence Consumer Behavior," Umeå Economic Studies, Umeå University, Department of Economics, number 894, Sep.
• YAMAZAKI, Daisuke & 山崎, 大輔 & KUROZUMI, Eiji & 黒住, 英司, 2014, "Improving the Finite Sample Performance of Tests for a Shift in Mean," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2014-16, Nov.
• Watanabe, Toshiaki, 2014, "Bayesian Analysis of Business Cycle in Japan Using Markov Switching Model with Stochastic Volatility and Fat-tail Distribution," Economic Review, Hitotsubashi University, volume 65, issue 2, pages 156-167, April, DOI: 10.15057/27348.
• Seyed Reza Miraskari & Mahyar Shabaninejad Masouleh & Seyed Abolfazl Alavi, 2014, "Analyzing Impacts of Foreign Direct Investment on Private Sector in Economic Growth of Iran," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 11, pages 223-237, November.
• Mohsen Mehrara & Abbas Ali Rezaei, 2014, "The Long Run Relationship between Government Revenue and Expenditure in Iran: A Co integration Analysis in the Presence of Structural Breaks," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 5, pages 288-301, May.
• Musa Y., 2014, "Modeling an Average Monthly Temperature of Sokoto Metropolis Using Short Term Memory Models," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 7, pages 382-397, July.
• Majid Sameti & Somayeh Shirzad Kenary & Najme Esmaeel Darjani & Salman Gharakhani, 2014, "The Investigation of Internet Effect on Financial Corruption Case study Iran and Some Selected Developing Countries (2002-2009)," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 7, pages 450-462, July.
• Hutter, Christian & Weber, Enzo, 2014, "Forecasting with a mismatch-enhanced labor market matching function," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201416.
• Efrem Castelnuovo & Luca Fanelli, 2014, "Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2014n18, Jul.
• Imed Gammoudi & Lotfi BelKacem & Mohamed El Ghourabi, 2014, "Value at Risk Estimation for Heavy Tailed Distributions," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 109-125.
• Juan Benjamin Duarte Duarte & Katherine Julieth Sierra Suarez & Juan Manuel Mascarenas Perez-Inigo, 2014, "Evaluation Of Long-Term Memory In Colombian Stock Market By Hurst Coefficient, Evaluacion De La Memoria De Largo Plazo Del Mercado Bursatil Colombiano Mediante El Coeficiente De Hurst," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 4, pages 1-10.
• Paweł Borys & Piotr Ciżkowicz & Andrzej Rzońca, 2014, "Panel Data Evidence on the Effects of Fiscal Policy Shocks in the EU New Member States," Fiscal Studies, Institute for Fiscal Studies, volume 35, issue , pages 189-224, June.
• Federico M. Bandi & Bernard Perron & Andrea Tamoni & Claudio Tebaldi, 2014, "The scale of predictability," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 509.
• Kunst, Robert M., 2014, "A Combined Nonparametric Test for Seasonal Unit Roots," Economics Series, Institute for Advanced Studies, number 303, Mar.
• Dilem YILDIRIM, 2014, "Asymmetric Interest Rate Pass-Through to Turkish Loan Rates," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 334, pages 09-28.
• Tayfur BAYAT & Selim KAYHAN & Çetin DOĞAN, 2014, "An Empirical Investigation of Fisherian Link in BRIC-T Countries," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 334, pages 95-120.
• Selin Devrim ÖZDEMİR & Işıl AKGÜL, 2014, "Hisse Senedi Piyasalarının Kaotik Yapısı ve Yapay Sinir Ağları ile öngörüsü: IMKB-100 örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 336, pages 31-58.
• Öyküm Esra AŞKIN & Ali Hakan BÜYÜKLÜ, 2014, "Testing the Calendar Anomalies for BIST City Indexes with Symmetric and Asymmetric GARCH Models," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 336, pages 59-82.
• Harun SENCAL & Mehmet ORHAN, 2014, "Risks of Turkish Industries During Financial Crisis," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 343, pages 83-104.
• Raj Aggarwal & Brian M. Lucey & Fergal A. O'Connor, 2014, "Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp462, Nov.
• Inuwa Nasiru & Haruna Modibbo Usman & Abubakar Mohammed Saidu, 2014, "Oil Consumption and Economic Growth: Evidence from Nigeria," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 2, issue 4, pages 106-112, December.
• Adu Frank & Ohene-Manu Joseph & Ishmael Ackah, 2014, "Government Expenditures and Economic Growth dynamics in Ghana," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 2, issue 5, pages 180-190, May.
• Roshaiza Taha & Nanthakumar Loganathan, 2014, "Long-Run Nexus between Tax Revenue on Economic Performance: Empirical Evidence from Malaysia," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 2, issue 6, pages 238-245, June.
• Bilal Mehmood & Zahid Irshad Younas & Amna Shahid, 2014, "Aviation Demand as Covariate of Economic Growth in Bangladesh: Cointegration Estimation and Causality Analysis," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 2, issue 8, pages 301-307, August.
• Mohamed Arouri & Aviral Kumar Tiwari & Frédéric Teulon, 2014, "Oil prices and trade balance: a frequency domain analysis for India," Working Papers, Department of Research, Ipag Business School, number 2014-116, Jan.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2014, "Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis," Working Papers, Department of Research, Ipag Business School, number 2014-121, Jan.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers, Department of Research, Ipag Business School, number 2014-131, Jan.
• Slim Chaouachi & Zied Ftiti & Frederic Teulon, 2014, "Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks," Working Papers, Department of Research, Ipag Business School, number 2014-147, Jan.
• Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Working Papers, Department of Research, Ipag Business School, number 2014-325, Jan.
• Jean-Michel Sahut, 2014, "A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates," Working Papers, Department of Research, Ipag Business School, number 2014-352, Jan.
• Gilles de Truchis & Benjamin Keddad, 2014, "Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities," Working Papers, Department of Research, Ipag Business School, number 2014-382, Jan.
• Gilles de Truchis & Benjamin Keddad, 2014, "On the risk comovements between the crude oil market and the U.S. dollar exchange rates," Working Papers, Department of Research, Ipag Business School, number 2014-383, Jan.
• Walid Chkili & Duc Khuong Nguyen, 2014, "Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries," Working Papers, Department of Research, Ipag Business School, number 2014-388, Jan.
• Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Working Papers, Department of Research, Ipag Business School, number 2014-389, Jan.
• Bertrand Candelon & Jameel Ahmed & Stefan Straetmans, 2014, "Predicting and Capitalizing on Stock Market Bears in the U.S," Working Papers, Department of Research, Ipag Business School, number 2014-409, Jan.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2014, "Oil price impact on financial markets:," Working Papers, Department of Research, Ipag Business School, number 2014-435, Jan.
• Stelios Bekiros & Duc Khuong Nguyen & Gazi Salah Uddin & Bo Sjö, 2014, "Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area," Working Papers, Department of Research, Ipag Business School, number 2014-437, Jan.
• Marie Bessec & Julien Fouquau & Sophie Meritet, 2014, "Forecasting electricity spot prices using time-series models with a double temporal segmentation," Working Papers, Department of Research, Ipag Business School, number 2014-588, Jan.
• António Afonso & Pedro Gomes & Abderrahim Taamouti, 2014, "Sovereign credit ratings, market volatility, and financial gains," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2014/06, Jan.
• Calhoun, Gray, 2014, "Out-Of-Sample Comparisons of Overfit Models," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 32462, Mar.
• Haouas, Ilham & Heshmati, Almas, 2014, "Can the UAE Avoid the Oil Curse by Economic Diversification?," IZA Discussion Papers, IZA Network @ LISER, number 8003, Feb.
• Brixiova Schwidrowski, Zuzana & Ncube, Mthuli, 2014, "The Real Exchange Rate and Growth in Zimbabwe: Does the Currency Regime Matter?," IZA Discussion Papers, IZA Network @ LISER, number 8398, Aug.
• Constant, Amelie F. & García-Muñoz, Teresa & Neuman, Shoshana & Neuman, Tzahi, 2014, "Micro and Macro Determinants of Health: Older Immigrants in Europe," IZA Discussion Papers, IZA Network @ LISER, number 8754, Dec.
• Muhammad Yusuf & C.A. Malarvizhi & Mohammad Nurul Huda Mazumder & Zhan Su, 2014, "Corruption, poverty, and economic growth relationship in the Nigerian economy," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 3, pages 95-107, July-Sept.
• Ya-Chi Huang, 2014, "Re-Exploring the Existence of Arbitrage Opportunity with an Agent-based Artificial Stock Market," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 10, issue 2, pages 157-180, July.
• Nicholas Apergis & Rajeev Goel & James Payne, 2014, "Dynamics of U.S. State Cigarette Consumption: Evidence from Panel Error Correction Modeling," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 42, issue 1, pages 3-20, March, DOI: 10.1007/s11293-013-9401-3.
• Miguel Ramirez & Zsófia Kőműves, 2014, "Economic Infrastructure, Private Capital Formation, and FDI Inflows to Hungary: A Unit Root and Cointegration Analysis with Structural Breaks," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 42, issue 4, pages 367-382, December, DOI: 10.1007/s11293-014-9436-0.
• Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014, "Real interest rate persistence in South Africa: evidence and implications," Economic Change and Restructuring, Springer, volume 47, issue 1, pages 41-62, February, DOI: 10.1007/s10644-012-9132-5.
• Athanasios Athanasenas & Constantinos Katrakilidis & Emmanouil Trachanas, 2014, "Government spending and revenues in the Greek economy: evidence from nonlinear cointegration," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 2, pages 365-376, May, DOI: 10.1007/s10663-013-9221-3.
• Luis Gil-Alana & Trilochan Tripathy, 2014, "Mean Reversion in Agricultural Commodity Prices in India," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 4, pages 385-398, November, DOI: 10.1007/s11294-014-9489-5.
• Tylor Orme, 2014, "The short- and long-term effectiveness of anti-piracy laws and enforcement actions," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 38, issue 4, pages 351-368, November, DOI: 10.1007/s10824-014-9225-2.
• Felix Schindler, 2014, "Persistence and Predictability in UK House Price Movements," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 1, pages 132-163, January, DOI: 10.1007/s11146-012-9384-x.
• Ming-Hsien Chen & Vivian Tai, 2014, "The price discovery of day trading activities in futures market," Review of Derivatives Research, Springer, volume 17, issue 2, pages 217-239, July, DOI: 10.1007/s11147-014-9096-x.
• Angelos Kanas, 2014, "Uncovering a positive risk-return relation: the role of implied volatility index," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 159-170, January, DOI: 10.1007/s11156-012-0317-9.
• Jing Zeng, 2014, "Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-20, Sep.
• Jochen Hartwig, 2014, "Testing Okun's Law with Swiss Industry Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 14-357, Jun, DOI: 10.3929/ethz-a-010166535.
• Lukasz Gatarek & Søren Johansen, 2014, "Optimal hedging with the cointegrated vector autoregressive model," Discussion Papers, University of Copenhagen. Department of Economics, number 14-22, Sep.
• Søren Johansen & Bent Nielsen, 2014, "Optimal hedging with the cointegrated vector autoregressive model," Discussion Papers, University of Copenhagen. Department of Economics, number 14-23, Sep.
• Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai, 2014, "The change of correlation structure across industries:an analysis in the regime-switching framework," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-14-002, Apr.
• Simeon Coleman & Kavita Sirichand, 2014, "Investigating Multiple Changes in Persistence in International Yields," Discussion Paper Series, Department of Economics, Loughborough University, number 2014_04, Jul, revised Jul 2014.
• Christopher Spencer, 2014, "Conventional and Unconventional Votes: A Tale of Three Monetary Policy Committees," Discussion Paper Series, Department of Economics, Loughborough University, number 2014_11, Dec, revised Dec 2014.
• Ramón A. Castillo Ponce & Carlos Alberto Flores Sánchez & María de Lourdes Rodríguez Espinosa, 2014, "The Relative Importance of the Service Sector in the Mexican Economy: A Time Series Analysis," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 80, pages 133-151, Enero-Jun, DOI: 10.17533/udea.le.n80a5.
• Jorge Uribe & Julián Fernández, 2014, "Financial bubbles and recent behaviour of the Latin American stock markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 81, pages 57-90, Julio - D, DOI: 10.17533/udea.le.n81a3.
• Emilio Rojas & Werner Kristjanpoller, 2014, "Calendar anomalies in the Latin American stock markets: A Bonferroni testing approach," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 81, pages 91-113, Julio - D, DOI: 10.17533/udea.le.n81a4.
• Stephen Pollock, 2014, "Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/03, Feb.
• Stephen Pollock, 2014, "Trends Cycles and Seasons: Econometric Methods of Signal Extraction," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/04, Feb.
• Stephen G. Hall & P. A. V. B. Swamy & George S. Tavlas, 2014, "Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/18, Dec.
• Aysegül Çorakçi Eruygur & Tolga Omay, 2014, "Terrorism and the Stock Market: A Case Study for Turkey Using STR Models," Journal of Reviews on Global Economics, Lifescience Global, volume 3, pages 220-227.
• Mohammed Isa Shuaibu & Basiru Oyeniran Fatai, 2014, "On the Stability of Nigeria’s Import Demand: Do Endogenous Structural Breaks Matter?," Journal of Reviews on Global Economics, Lifescience Global, volume 3, pages 228-240.
• Andreas Brunhart, 2014, "Methodenbericht zur Schnellschätzung des liechtensteinischen Bruttonationaleinkommens," Arbeitspapiere, Liechtenstein-Institut, number 47.
• Bloechl, Andreas, 2014, "Reducing the Excess Variability of the Hodrick-Prescott Filter by Flexible Penalization," Discussion Papers in Economics, University of Munich, Department of Economics, number 17940, Jan.
• Blöchl, Andreas, 2014, "Trend Estimation with Penalized Splines as Mixed Models for Series with Structural Breaks," Discussion Papers in Economics, University of Munich, Department of Economics, number 18446, Feb.
• Bloechl, Andreas, 2014, "Penalized Splines, Mixed Models and the Wiener-Kolmogorov Filter," Discussion Papers in Economics, University of Munich, Department of Economics, number 21406.
• Fernando Antonio Lucena Aiube & Tara Keshar Nanda Baidya, 2014, "Analysis of the Behavior of Volatility in Crude Oil Price," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 1, pages 64-72, February.
• Komain Jiranyakul, 2014, "Does oil price uncertainty transmit to the Thai stock market?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 6, pages 16-25, December.
• Jean-François Carpantier, 2014, "Specific Markov-switching behaviour for ARMA parameters," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 14-07.
• 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," Cahiers de recherche, CIRPEE, number 1413.
• Georges Dionne & Maria Pacurar & Xiaozhou Zhou, 2014, "Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse," Cahiers de recherche, CIRPEE, number 1414.
• Atrianfar, Hamed & ,, 2014, "Evaluation of the Performance of Combined Methods in Real-Time Forecasting of Inflation in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 18, pages 23-57, March.
• Mosavi, Mohammad Hshem & Ragheb, Mariam, 2014, "The Effect of Inflation Rate on the Performance of the Stock Market in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 7, issue 19, pages 125-142, May.
• Einian, Majid & Barakchian, Seyed Mehdi, 2014, "Measuring and Dating Business Cycles in the Iranian Economy," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 7, issue 20, pages 161-194, July.
• Paul Contoyannis & Jinhu Li, 2014, "The Dynamics of Depression from Adolescence to Early Adulthood," Department of Economics Working Papers, McMaster University, number 2014-09, Sep.
• Andrew Phiri, 2014, "Nonlinear Co-Integration Between Unemployment and Economic Growth in South Africa," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 12, issue 4 (Winter, pages 303-324.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014, "Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?," Working Papers, University of Milano-Bicocca, Department of Economics, number 269, Mar, revised Mar 2014.
• Donatella Baiardi & Matteo Manera & Mario Menegatti, 2014, "The Effects of Environmental Risk on Consumption: an Empirical Analysis on the Mediterranean Countries," Working Papers, University of Milano-Bicocca, Department of Economics, number 271, Apr, revised Apr 2014.
• Claudio Morana, 2014, "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks," Working Papers, University of Milano-Bicocca, Department of Economics, number 273, May, revised May 2014.
• Ankita Mishra & Vinod Mishra & Russell Smyth, 2014, "The Random-Walk Hypothesis on the Indian Stock Market," Monash Economics Working Papers, Monash University, Department of Economics, number 07-14, Apr.
• Vinod Mishra & Russell Smyth, 2014, "Is Monthly US Natural Gas Consumption Stationary? New Evidence from a GARCH Unit Root Test with Structural Breaks," Monash Economics Working Papers, Monash University, Department of Economics, number 09-14, Apr.
• Christophe Chorro & Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2014, "Testing for Leverage Effects in the Returns of US Equities," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14022r, Feb, revised Jan 2017, DOI: 10.1016/j.jempfin.2018.07.008.
• D.S. Poskitt & Gael M. Martin & Simone D. Grose, 2014, "Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/14.
• Souhaib Ben Taieb & Rob J Hyndman, 2014, "Boosting multi-step autoregressive forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/14.
• K. Nadarajah & Gael M. Martin & D.S. Poskitt, 2014, "Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/14.
• Simone D. Grose & Gael M. Martin & D.S. Poskitt, 2014, "Bias Correction of Persistence Measures in Fractionally Integrated Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/14.
• Gael M. Martin & Brendan P.M. McCabe & Worapree Maneesoonthorn & Christian P. Robert, 2014, "Approximate Bayesian Computation in State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/14.
• Jiti Gao & Han Hong, 2014, "A Computational Implementation of GMM," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/14.
• Jiti Gao & Han Hong, 2014, "Nonparametric Regression Approach to Bayesian Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/14.
• Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin, 2014, "Specification Testing for Nonlinear Multivariate Cointegrating Regressions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/14.
• Martínez Preece Marissa R. & Venegas Martínez Francisco, 2014, "Análisis del riesgo de mercado de los fondos de pensión en México Un enfoque con modelos autorregresivos," Contaduría y Administración, Accounting and Management, volume 59, issue 3, pages 165-195, julio-sep.
• Ch. Piette & G. Langenus, 2014, "Using BREL to nowcast the Belgian business cycle: the role of survey data," Economic Review, National Bank of Belgium, issue i, pages 75-98, June.
• Arnaud Dufays, 2014, "On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers," Working Paper Research, National Bank of Belgium, number 263, Sep.
• Patra, Michael Debabrata & Khundrakpam, Jeevan Kumar & George, Asish Thomas, 2014, "Post-Global Crisis Inflation Dynamics in India: What has changed?," India Policy Forum, National Council of Applied Economic Research, volume 10, issue 1, pages 117-203.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2014, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1403, Dec.
• Laxmi Prasad Prasai, 2014, "Foreign Trade Pattern of Nepal: Gravity Model Approach," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 26, issue 1, pages 24-43, April.
• Mahesh K. Chaulagai, Ph.D., 2014, "Indo-Nepal Trade Relation: The Phenomenon of Black Hole Effect," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 26, issue 1, pages 44-57, April.
• Shoora B. Paudyal, Ph.D., 2014, "Modelling and Forecasting Demand for Nepali Tourism," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 26, issue 1, pages 58-89, April.