Research classified by Journal of Economic Literature (JEL) codes

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

2014

• Shoora B. Paudyal Ph.D., 2014, "Determinants of Inflation in Nepal: An Empirical Assessment," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 26, issue 2, pages 61-82, October.
• D. Audenaert & J. Bardaji & R. Lardeux & M. Orand & M. Sicsic, 2014, "Wage Resilience in France since the Great Recession," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2014-11.
• Søren Johansen & Bent Nielsen, 2014, "Outlier detection algorithms for least squares time series regression," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2014-W04, Sep.
• Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Guglielmo Maria Caporale, 2014, "Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2014, Feb.
• Luis A. Gil-Alana & OlaOluwa Simon Yaya, 2014, "The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2014, Jul.
• Matthieu Cornec, 2014, "Constructing a conditional GDP fan chart with an application to French business survey data," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2013, issue 2, pages 109-127, DOI: 10.1787/jbcma-2013-5jz417xzw931.
• Marie Bessec & Catherine Doz, 2014, "Short-term forecasting of French GDP growth using dynamic factor models," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2013, issue 2, pages 11-50, DOI: 10.1787/jbcma-2013-5jz742l0pt8s.
• Fudulache Adina Elena, 2014, "Modelling the Dynamics of Sovereign Risk Premium [Modelarea dinamicii primei de risc suveran]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Ai Deng, 2014, "Understanding Spurious Regression in Financial Economics," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 122-150.
• Seongman Moon & Carlos Velasco, 2014, "On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 151-173.
• Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2014, "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 89-121.
• Per Frederiksen & Frank S. Nielsen, 2014, "Testing for Long Memory in Potentially Nonstationary Perturbed Fractional Processes," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 2, pages 329-381.
• Jianing Di & Ashis Gangopadhyay, 2014, "One-step Semiparametric Estimation of the GARCH Model," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 2, pages 382-407.
• Mark Hallam & Jose Olmo, 2014, "Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 2, pages 408-432.
• J. Isaac Miller, 2014, "Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 3, pages 584-614.
• Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2014, "Measuring Comovements by Regression Quantiles," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 4, pages 645-678.
• Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tédongap, 2014, "Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty," Review of Finance, European Finance Association, volume 18, issue 1, pages 219-269.
• Bãlã Raluca-Maria, 2014, "Exploring the Long-Run Relationship between GDP and Private Consumption of Romania through Cointegration Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 257-262, May.
• David Hendry & Jurgen A. Doornik, 2014, "Statistical Model Selection with 'Big Data'," Economics Series Working Papers, University of Oxford, Department of Economics, number 735, Dec.
• Cezary A. Kapuscinski & Kyle Thomson, 2014, "Experiment Estimates of Indigenous Employment from Administrative Data," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 17, issue 2, pages 139-161.
• Villalba Padilla, Fátima Irina & Flores-Ortega, Miguel, 2014, "Análisis de la volatilidad del índice principal del mercado bursátil mexicano, del índice de riesgo país y de la mezcla mexicana de exportación mediante un modelo GARCH trivariado asimétrico || Volatility Analysis of the Core Mexican Stock Market Ind," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 17, issue 1, pages 3-22, June.
• Efrem Castelnuovo & Luca Fanelli, 2014, "Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0183, Jul.
• Massimiliano Caporin & Eduardo Rossi & Paolo Santucci De Magistris, 2014, "Chasing Volatility. A Persistent Multiplicative Error Model With Jumps," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0186, Sep.
• Guglielmo Maria Caporale & Luis Gil-alana, 2014, "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 56, issue 4, pages 581-591, December.
• Junior Ojeda & Gabriel Rodriguez, 2014, "An Application of a Random Level Shifts Model to the Volatility of Peruvian Stock and Exchange Rates Returns," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-383.
• Gabriel Rodriguez & Roxana Tramontana, 2014, "An Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-385.
• Willy Alanya & Gabriel Rodríguez, 2014, "Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-392.
• Andres Herrera & Gabriel Rodríguez, 2014, "Volatility of Stock Market and Exchange Rate Returns in Peru: Long Memory or Short Memory with Level Shifts?," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-393.
• Alfredo Calderon Vela & Gabriel Rodríguez, 2014, "Extreme Value Theory: An Application to the Peruvian Stock Market Returns," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-394.
• Renzo Pardo Figueroa & Gabriel Rodríguez, 2014, "Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-395.
• Dean Fantazzini, 2014, "Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data," PLOS ONE, Public Library of Science, volume 9, issue 11, pages 1-27, November, DOI: 10.1371/journal.pone.0111894.
• Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2014, "Un modelo TGARCH con una distribución t de Student asimétrica y las hipotesis de racionalidad de los inversionistas bursátiles en Latinoamérica
  [A TGARCH model with an asymmetric Student´s t distribution and the rationality hypotheses of stock inv," MPRA Paper, University Library of Munich, Germany, number 53019, Jan.
• Ali, Sharafat, 2014, "Inflation, Income Inequality and Economic Growth in Pakistan: A Cointegration Analysis," MPRA Paper, University Library of Munich, Germany, number 53706, Feb.
• Korobilis, Dimitris, 2014, "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper, University Library of Munich, Germany, number 53772, Jan.
• Caporin, Massimiliano & Fontini, Fulvio, 2014, "The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises," MPRA Paper, University Library of Munich, Germany, number 53779, Feb.
• Jiranyakul, Komain & Opiela, Timothy, 2014, "An Empirical Test of Money Demand in Thailand from 1993 to 2012," MPRA Paper, University Library of Munich, Germany, number 54162, Mar.
• Gouriéroux, Christian & Zakoian, Jean-Michel, 2014, "On uniqueness of moving average representations of heavy-tailed stationary processes," MPRA Paper, University Library of Munich, Germany, number 54907, Mar.
• Fantazzini, Dean, 2014, "Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'," MPRA Paper, University Library of Munich, Germany, number 55430.
• Nonejad, Nima, 2014, "Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox," MPRA Paper, University Library of Munich, Germany, number 55662, May.
• Nonejad, Nima, 2014, "Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 55664, May.
• KARGI, Bilal, 2014, "The Effects of BRICS and MATIK Countries on World Economy and Cointegration Analysis The Long Term Relation G-7 Growth Rates (1962-2012)," MPRA Paper, University Library of Munich, Germany, number 55693, Mar.
• KARGI, Bilal, 2014, "Electricity Consumption and Economic Growth: A Long-Term Co-integrated Analysis for Turkey," MPRA Paper, University Library of Munich, Germany, number 55699, Feb.
• Hännikäinen, Jari, 2014, "Multi-step forecasting in the presence of breaks," MPRA Paper, University Library of Munich, Germany, number 55816, May.
• Jiranyakul, Komain, 2014, "Energy use-trade nexus: what does the data set say for Thailand?," MPRA Paper, University Library of Munich, Germany, number 55984, May.
• Alimi, R. Santos, 2014, "Does Optimal Government Size Exist for Developing Economies? The Case of Nigeria," MPRA Paper, University Library of Munich, Germany, number 56073, Feb.
• Halkos, George & Kevork, Ilias, 2014, "Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα
  [Confidence intervals for percentiles in stationary ARMA processes: An application using environmental data]," MPRA Paper, University Library of Munich, Germany, number 56134, May.
• Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 56527, Jun.
• Karapanagiotidis, Paul, 2014, "Dynamic modeling of commodity futures prices," MPRA Paper, University Library of Munich, Germany, number 56805, Jun.
• Abu Bakar, Norhidayah & Masih, Abul Mansur M., 2014, "The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis," MPRA Paper, University Library of Munich, Germany, number 56977, Jun.
• Khan, Aftab & Masih, Mansur, 2014, "Correlation between Islamic stock and Commodity markets: An investigation into the impact of financial crisis and financialization of commodity markets," MPRA Paper, University Library of Munich, Germany, number 56979, Jun.
• Abdullah, Ahmad Monir & Saiti, Buerhan & Masih, Abul Mansur M., 2014, "Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia," MPRA Paper, University Library of Munich, Germany, number 56987, Jun.
• Abdullah, Ahmad Monir & Saiti, Buerhan & Masih, Abul Mansur M., 2014, "Diversification in Crude Oil and Other Commodities: A Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 56988, Jun.
• Rithuan, Syahidah Hanis Meor & Abdullah, Ahmad Monir & Masih, Abul Mansur M., 2014, "The Impact of Crude Oil Price on Islamic Stock Indices of Gulf Cooperation Council (GCC) Countries: A Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 56989, Jun.
• Mokhtar, Maznita & Masih, Mansur, 2014, "Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS," MPRA Paper, University Library of Munich, Germany, number 56990, Jun.
• Rizvi, Aun & Masih, Mansur, 2014, "Oil price shocks and GCC capital markets: who drives whom?," MPRA Paper, University Library of Munich, Germany, number 56993, Jun.
• Chunxiu, Ma & Masih, Mansur, 2014, "Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application," MPRA Paper, University Library of Munich, Germany, number 57004, Jun.
• Kabir, Sarkar Humayun & Masih, Mansur, 2014, "Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 57007, Jun.
• Gaspar, Catarina & Fuinhas, José Alberto & Marques, António Cardoso, 2014, "Endividamento antes e após a introdução do euro: análise ARDL do caso português
  [Indebtedness before and after euro: an ARDL analysis of Portugal]," MPRA Paper, University Library of Munich, Germany, number 57015, Jun.
• Antunes, João Marques & Fuinhas, José Alberto & Marques, António Cardoso, 2014, "Modelização VAR da volatilidade dos preços do ouro e dos índices dos mercados financeiros
  [Modelling the volatility of gold prices and financial stock indexes: a VAR approach]," MPRA Paper, University Library of Munich, Germany, number 57017, Jun.
• Saiti, Buerhan & Bacha, Obiyathulla & Masih, Mansur, 2014, "Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis," MPRA Paper, University Library of Munich, Germany, number 57064, Jun.
• KARGI, Bilal, 2014, "Structural Breakage and Long Term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries (1962-2012)," MPRA Paper, University Library of Munich, Germany, number 57106, Apr.
• Jiranyakul, Komain, 2014, "Oil price volatility and real effective exchange rate: the case of Thailand," MPRA Paper, University Library of Munich, Germany, number 57196, Jul.
• Proietti, Tommaso, 2014, "Exponential Smoothing, Long Memory and Volatility Prediction," MPRA Paper, University Library of Munich, Germany, number 57230, Jul.
• Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 57262, Jun.
• Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 57350, Jun.
• Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 57395, Jun.
• Phiri, Andrew, 2014, "Re-evaluating Okun's law in South Africa: A nonlinear co-integration approach," MPRA Paper, University Library of Munich, Germany, number 57398, Jul.
• Medel, Carlos A., 2014, "Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas
  [Classical Probability of Overfitting with Information Criteria: Estimations with Chilean Macroeconomic Series]," MPRA Paper, University Library of Munich, Germany, number 57401, Jul.
• Di Giannatale, Paolo & Passarelli, Francesco, 2014, "Integration Contracts and Asset Complementarity: Theory and Evidence from US Data," MPRA Paper, University Library of Munich, Germany, number 57575, Jul.
• Shah, Anwar & Majeed, Muhammad Tariq, 2014, "Real Exchange Rate and Trade Balance in Pakistan: An ARDL Co-integration Approach," MPRA Paper, University Library of Munich, Germany, number 57674, Jul.
• el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014, "Leverage versus volatility: Evidence from the Capital Structure of European Firms," MPRA Paper, University Library of Munich, Germany, number 57682, Jun.
• el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014, "Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening," MPRA Paper, University Library of Munich, Germany, number 57685, Jun.
• Ilhan, Bilal & Masih, Mansur, 2014, "Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper, University Library of Munich, Germany, number 57688, Jul.
• Hussan, Subithabhanu & Masih, Mansur, 2014, "Are The Profit Rates of the Islamic Investment Deposit Accounts Truly Performance Based? A Case Study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 57689, Jul.
• Caleiro, António, 2014, "De novo acerca da sazonalidade nos nascimentos em Portugal
  [Again on the seasonality of births in Portugal]," MPRA Paper, University Library of Munich, Germany, number 57708, Aug.
• Rafi, Umar & Masih, Mansur, 2014, "Are Islamic Banks Truly Shariah Compliant? An Application of Time Series Multivariate Forecasting Techniques to Islamic Bank Financing," MPRA Paper, University Library of Munich, Germany, number 57711, Jul.
• Chong, Terence Tai Leung & Ding, Haoyuan & Park, Sung Y, 2014, "Nonlinear Dependence between Stock and Real Estate Markets in China," MPRA Paper, University Library of Munich, Germany, number 57774, Jul.
• Raza, Syed Ali & Shahbaz, Muhammad, 2014, "Energy Conservation Policies may affect Trade Performance in Pakistan: Confirmation of Feedback Hypothesis," MPRA Paper, University Library of Munich, Germany, number 57775, Feb.
• Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2014, "Variance targeting estimation of multivariate GARCH models," MPRA Paper, University Library of Munich, Germany, number 57794, Aug.
• Ko, Stanley I. M. & Chong, Terence T. L. & Ghosh, Pulak, 2014, "Dirichlet Process Hidden Markov Multiple Change-point Model," MPRA Paper, University Library of Munich, Germany, number 57871, Aug.
• Zagaglia, Paolo, 2014, "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," MPRA Paper, University Library of Munich, Germany, number 57878, Aug.
• Faul, Joseph & Khumalo, Bridgette & Pashe, Mpho & Khuzwayo, Miranda & Banda, Kamogelo & Jali, Senzo & Myeni, Bathandekile & Pule, Retlaodirela & Mosito, Boitshoko & Jack, Lona-u-Thando & Phiri, Andrew, 2014, "Is South Africa's inflation target too persistent for monetary policy conduct?," MPRA Paper, University Library of Munich, Germany, number 58233, Sep.
• Masih, Mansur & AbdulKarim, Fatima, 2014, "Dynamic causal chain of money, output, interest rate, exchange rate and prices: Nigeria as a case study," MPRA Paper, University Library of Munich, Germany, number 58240, Aug.
• Yildirim, Ramazan & Masih, A. Mansur M., 2014, "The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis," MPRA Paper, University Library of Munich, Germany, number 58269, Aug.
• Jiranyakul, Komain, 2014, "Capital Formation in Thailand: Its Importance and Determinants," MPRA Paper, University Library of Munich, Germany, number 58442, Sep.
• Golmohammadpoor Azar, Kamran, 2014, "Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform," MPRA Paper, University Library of Munich, Germany, number 58597, Jun.
• Barnett, William A. & Duzhak, Evgeniya A., 2014, "Structural Stability of the Generalized Taylor Rule," MPRA Paper, University Library of Munich, Germany, number 58737.
• Wesselbaum, Dennis, 2014, "How Large are Firing Costs? A Cross-Country Study," MPRA Paper, University Library of Munich, Germany, number 58762, Jun.
• Naseri, Marjan & Masih, Mansur, 2014, "Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 58799, Aug.
• Ali, Mohsin & Masih, Mansur, 2014, "Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis," MPRA Paper, University Library of Munich, Germany, number 58828, Aug.
• Rahim, Adam Mohamed & Masih, Mansur, 2014, "Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors," MPRA Paper, University Library of Munich, Germany, number 58832, Aug.
• Omer, Gamal Salih & Masih, Mansur, 2014, "Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC," MPRA Paper, University Library of Munich, Germany, number 58862, Aug.
• Al Shugaa, Ameen & Masih, Mansur, 2014, "Uncertainty and Volatility in MENA Stock Markets During the Arab Spring," MPRA Paper, University Library of Munich, Germany, number 58867, Aug.
• Farouk, Faizal & Masih, Mansur, 2014, "Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity," MPRA Paper, University Library of Munich, Germany, number 58869, Aug.
• Yusoff, Yuzlizawati & Masih, Mansur, 2014, "Comovement of East and West Stock Market Indexes," MPRA Paper, University Library of Munich, Germany, number 58872, Aug.
• Rahim, Adam Mohamed & Masih, Mansur, 2014, "Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches," MPRA Paper, University Library of Munich, Germany, number 58903, Sep.
• Hakim, Idwan & Masih, Mansur, 2014, "Portfolio diversification strategy for Malaysia: International and sectoral perspectives," MPRA Paper, University Library of Munich, Germany, number 58909, Sep.
• Preminger, Arie & Storti, Giuseppe, 2014, "Least squares estimation for GARCH (1,1) model with heavy tailed errors," MPRA Paper, University Library of Munich, Germany, number 59082, Jan.
• González-Val, Rafael & Marcén, Miriam, 2014, "Club classification of US divorce rates," MPRA Paper, University Library of Munich, Germany, number 59440, Oct.
• Liddle, Brantley & Messinis, George, 2014, "Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries," MPRA Paper, University Library of Munich, Germany, number 59565.
• Liddle, Brantley & Messinis, George, 2014, "Revisiting carbon Kuznets curves with endogenous breaks modeling: Evidence of decoupling and saturation (but few inverted-Us) for individual OECD countries," MPRA Paper, University Library of Munich, Germany, number 59566.
• Dewandaru, Ginanjar & Rizvi, Syed Aun & Sarkar, Kabir & Bacha, Obiyathulla & Masih, Mansur, 2014, "How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries," MPRA Paper, University Library of Munich, Germany, number 59587, May.
• el Alaoui, AbdelKader & Diwandaru, Ginanjar & Rosly, Saiful Azhar & Masih, Mansur, 2014, "What Drives Profitability of Banks: Do Interest rate, and Fee and Commissions impact the profitability of Banks? Evidence from the European Countries," MPRA Paper, University Library of Munich, Germany, number 59606, Oct.
• Jiranyakul, Komain, 2014, "Temporal causal relationship between stock market capitalization, trade openness and real GDP: evidence from Thailand," MPRA Paper, University Library of Munich, Germany, number 59652, Nov.
• Fantazziini, Dean, 2014, "Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data," MPRA Paper, University Library of Munich, Germany, number 59696.
• Ahmad, Ali & Francq, Christian, 2014, "Poisson qmle of count time series models," MPRA Paper, University Library of Munich, Germany, number 59804, Nov.
• Valli, Mohammed & Masih, Mansur, 2014, "Is there any causality between inflation and FDI in an ‘inflation targeting’ regime? Evidence from South Africa," MPRA Paper, University Library of Munich, Germany, number 60246, Aug.
• Kamaruzdin, Thaqif & Masih, Mansur, 2014, "An inquiry into the stability of Islamic Financial Services Institutions in terms of volatility, risk and correlations: A case study of Malaysia employing M-GARCH t-DCC and MODWT Wavelet approaches," MPRA Paper, University Library of Munich, Germany, number 60248, Jul.
• Delavari, Majid & Baranpour, Naghmeh & Abdeshahi, Abbas, 2014, "Analyzing the Effect of Real Exchange Rate on Petrochemicals Exporting," MPRA Paper, University Library of Munich, Germany, number 60360, Nov.
• Jiranyakul, Komain, 2014, "Temporal causal relationship between stock market capitalization, trade openness and real GDP: evidence from Thailand," MPRA Paper, University Library of Munich, Germany, number 60623, Nov.
• Estrada, Fernando, 2014, "El capital en el siglo XXI de Thomas Piketty
  [Thomas Piketty’s Capital in the 21st century]," MPRA Paper, University Library of Munich, Germany, number 60662.
• Giovannelli, Alessandro & Proietti, Tommaso, 2014, "On the Selection of Common Factors for Macroeconomic Forecasting," MPRA Paper, University Library of Munich, Germany, number 60673, Nov.
• Estrada, Fernando, 2014, "Thomas Piketty’s Capital in the 21st Century," MPRA Paper, University Library of Munich, Germany, number 60682.
• LONZO LUBU, Gastonfils & AVOM, Desiré, 2014, "Les Effets Non Lineaires Des Dépenses Publiques Sur La Croissance Économique En Rd Congo
  [Nonlinear Effects Of Spending On Economic Growth In Dr Congo]," MPRA Paper, University Library of Munich, Germany, number 60716, Dec.
• Furuoka, Fumitaka, 2014, "Hysteresis in European labour market," MPRA Paper, University Library of Munich, Germany, number 60946.
• Barrera-Chaupis, Carlos, 2014, "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012
  [The relationship between inflation's and growth's discrete cycles: Peru 1993-2012]," MPRA Paper, University Library of Munich, Germany, number 60959, Dec.
• RIANE, Nizare, 2014, "Etude de la dynamique non-linéaire des rentabilités de la bourse de Casablanca
  [Study of the returns nonlinear dynamics of the Casablanca stock exchange]," MPRA Paper, University Library of Munich, Germany, number 61957, Sep, revised 06 Feb 2015.
• Omay, Tolga & Hasanov, Mubariz & Emirmahmutoglu, Furkan, 2014, "Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition," MPRA Paper, University Library of Munich, Germany, number 62335, Sep.
• Mobin, Mohammad Ashraful & Masih, Mansur, 2014, "Do the macroeconomic variables have any impact on the Islamic bank deposits?An application of ARDL approach to the Malaysian market," MPRA Paper, University Library of Munich, Germany, number 62342, Aug.
• Jaffar, Yusuf & Masih, Mansur, 2014, "Exploring portfolio diversification opportunities through venture capital financing," MPRA Paper, University Library of Munich, Germany, number 62351, Aug.
• Rahman, Sharezan & Masih, Mansur, 2014, "Increasing household debts and its relation to GDP, interest rate and house price: Malaysia’s perspective," MPRA Paper, University Library of Munich, Germany, number 62365, Aug.
• Hashim, Khairul & Masih, Mansur, 2014, "What causes economic growth in Malaysia: exports or imports ?," MPRA Paper, University Library of Munich, Germany, number 62366, Aug.
• Abdi, Zeinab & Masih, Mansur, 2014, "Which type of government revenue leads government expenditure?," MPRA Paper, University Library of Munich, Germany, number 62367, Aug.
• Alaaabed, Alaa & Masih, Mansur, 2014, "Finance-growth nexus: insights from an application of threshold regression model to Malaysia’s dual financial system," MPRA Paper, University Library of Munich, Germany, number 62990, Jun.
• Alaabed, Alaa & Masih, Mansur, 2014, "Size and Volatility: new evidence from an application of wavelet approach to the emerging Islamic mutual funds’ industry," MPRA Paper, University Library of Munich, Germany, number 62991, Jun.
• Othman, Arshad Nuval & Masih, Mansur, 2014, "The different impact of conventional interest rates on Islamic stock market, Islamic banking and Islamic insurance: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 63285, Jul.
• Hamdi, Helmi & Sbia, Rashid & said, ali, 2014, "Empirical Evidence on the Long-Run Money Demand Function in the GCC Countries," MPRA Paper, University Library of Munich, Germany, number 63306, revised 2015.
• Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent, 2014, "Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods," MPRA Paper, University Library of Munich, Germany, number 64078, Oct.
• Izu, Akhenaton, 2014, "Crise de la dette et détresse sociale du peuple congolais
  [Debt crisis and social distress of the Congolese]," MPRA Paper, University Library of Munich, Germany, number 64186, Apr, revised 05 Feb 2015.
• Kundu, Nobinkhor & Mollah, Muhammad Musharuf Hossain, 2014, "Empirical Approaches to the Post-Keynesian Theory of Demand for Money: An Error Correction Model of Bangladesh," MPRA Paper, University Library of Munich, Germany, number 65727, Aug, revised 14 Oct 2014.
• EL BOUHADI, Hamid & OUAHID, Driss, 2014, "Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines
  [Dating structural changes in time series : the case of the Moroccan macroeconomic series]," MPRA Paper, University Library of Munich, Germany, number 68168, Dec.
• Cevik, Emrah Ismail & Topaloğlu, Gültekin, 2014, "Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği
  [Long memory and structural breaks on volatility: evidence from Borsa Istanbul]," MPRA Paper, University Library of Munich, Germany, number 71485, revised 2014.
• BEKHALED, Aicha & DADENE, Abdelghani & CHIKHI, Mohamed, 2014, "اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011
  [Testing the Predictability of Casablanca Stock Exchange Returns (2007-2011)]," MPRA Paper, University Library of Munich, Germany, number 76629, revised 2014.
• Gil-Alana, Luis A. & Yaya, OlaOluwa S & Shittu, Olanrewaju I, 2014, "GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features," MPRA Paper, University Library of Munich, Germany, number 88758.
• Perera, Roshan & Jayawickrema, Vishuddhi, 2014, "Monetary policy rules in practice: Evidence for Sri Lanka," MPRA Paper, University Library of Munich, Germany, number 95584, Jan.
• Salles, Andre Assis de, 2014, "Asymmetry between Gasoline and Crude Oil Prices in the Brazilian Economy and Some Selected Developed Economies," MPRA Paper, University Library of Munich, Germany, number 98985, revised 2020.
• Mulatu F. Zerihun & Marthinus C. Breitenbach & Francis Kemegue, 2014, "Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union," Working Papers, University of Pretoria, Department of Economics, number 201406, Feb.
• Goodness C. Aye & Olorato Gadinabokao & Rangan Gupta, 2014, "Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain," Working Papers, University of Pretoria, Department of Economics, number 201425, May.
• Ghassen El Montasser & Rangan Gupta, 2014, "An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 201435, Jul.
• Ahdi N. Ajmi & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014, "Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201436, Jul.
• Rangan Gupta & Anandamayee Majumdar, 2014, "Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models," Working Papers, University of Pretoria, Department of Economics, number 201444, Aug.
• Itamar Caspi & Nico Katzke & Rangan Gupta, 2014, "Date Stamping Historical Oil Price Bubbles: 1876-2014," Working Papers, University of Pretoria, Department of Economics, number 201445, Aug.
• Paresh K. Narayan & Rangan Gupta, 2014, "Has Oil Pirce Predicted Stock Returns for Over a Century?," Working Papers, University of Pretoria, Department of Economics, number 201446, Aug.
• Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia, 2014, "Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013," Working Papers, University of Pretoria, Department of Economics, number 201450, Oct.
• Kola Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014, "Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market," Working Papers, University of Pretoria, Department of Economics, number 201454, Oct.
• Massimiliano Caporin & Rangan Gupta, 2014, "Time-Varying Persistence in US Inflation," Working Papers, University of Pretoria, Department of Economics, number 201457, Oct.
• Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2014, "Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201458, Oct.
• Adnen Ben Nasr & Rangan Gupta & Joao Ricardo Sato, 2014, "Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201466, Nov.
• Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke, 2014, "Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?," Working Papers, University of Pretoria, Department of Economics, number 201479, Dec.
• Martin Mandel & Vladimír Tomšík, 2014, "Monetary Policy Efficiency in Conditions of Excess Liquidity Withdrawal," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 1, pages 3-23, DOI: 10.18267/j.pep.470.
• Muhammad Zakaria, 2014, "Effects of Trade Liberalization on Exports, Imports and Trade Balance in Pakistan: A Time Series Analysis," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 1, pages 121-139, DOI: 10.18267/j.pep.476.
• Josef Arlt & Martin Mandel, 2014, "The Reaction Function of Three Central Banks of Visegrad Group," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 3, pages 269-289, DOI: 10.18267/j.pep.484.
• Štěpán Chrz & Karel Janda & Ladislav Krištoufek, 2014, "Modelování provázanosti trhů potravin, biopaliv a fosilních paliv
  [Modeling Interconnections within Food, Biofuel, and Fossil Fuel Markets]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 1, pages 117-140, DOI: 10.18267/j.polek.940.
• Petr Maleček, 2014, "Toky dlouhodobé nezaměstnanosti
  [Long-Term Unemployment Flows]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 4, pages 560-576, DOI: 10.18267/j.polek.969.
• Jiří Mihola & Petr Wawrosz, 2014, "Alternativní metoda měření extenzivních a intenzivních faktorů změny HDP a její aplikace na vývoj HDP USA a Číny
  [An Alternative Method How to Measure Impact of the Intensive and Extensive Factors on the GDP Change and Its Application on the Us an," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 5, pages 583-604, DOI: 10.18267/j.polek.971.
• Marta Skrzypczyńska, 2014, "Cyclical Processes in the Polish Economy," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 3, pages 153-192, September.
• Roman Huptas, 2014, "Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 4, pages 237-273, December.
• Paulo M.M. Rodrigues & Uwe Hassler, 2014, "Persistence in the Banking Industry: Fractional integration and breaks in memory," Working Papers, Banco de Portugal, Economics and Research Department, number w201406.
• António Rua & Paulo Esteves & Elena Bobeica, 2014, "Exports and Domestic Demand Pressure: a Dynamic Panel Data Model for the Euro Area Countries," Working Papers, Banco de Portugal, Economics and Research Department, number w201415.
• Morten Ø. Nielsen & Lealand Morin, 2014, "Fcvarmodel.m: A Matlab Software Package For Estimation And Testing In The Fractionally Cointegrated Var Model," Working Paper, Economics Department, Queen's University, number 1273, Mar.
• Richard T. Baillie & Claudio Morana, 2014, "Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 593, Jun.
• Davide Delle Monache & Ivan Petrella, 2014, "Adaptive Models and Heavy Tails," Working Papers, Queen Mary University of London, School of Economics and Finance, number 720, Jul.
• Grigory Franguridi, 2014, "Higher order conditional moment dynamics and forecasting value-at-risk (in Russian)," Quantile, Quantile, issue 12, pages 69-82, February.
• Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2014, "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 14-02, Apr.
• Adam Clements & Yin Liao, 2014, "The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index," NCER Working Paper Series, National Centre for Econometric Research, number 101, Jun.
• Adam Clements & Neda Todorova, 2014, "The impact of information flow and trading activity on gold and oil futures volatility," NCER Working Paper Series, National Centre for Econometric Research, number 102, Jun.
• Viladegut, Hugo & Cabello, Miguel, 2014, "El canal de crédito en el Perú: Una aproximación SVAR," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 27, pages 51-66.
• Barrera, Carlos, 2014, "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012," Working Papers, Banco Central de Reserva del Perú, number 2014-024, Dec.
• Gilles Criton & Olivier Scaillet, 2014, "Hedge Fund Managers: Luck and Dynamic Assessment," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 28-38, March-Apr.
• Michael P. Clements, 2014, "Real-Time Factor Model Forecasting and the Effects of Instability," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-05, May.
• Eglantina Zyka & Elena Myftaraj (Tomori), 2014, "Factors affecting the insurance sector development: Evidence from Albania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 51, pages 171-188, March.
• Ghulam Rasool Madni, 2014, "Taxation, Fiscal Deficit and Inflation in Pakistan," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 53, pages 41-60, September.
• Theodore Panagiotidis & Gianluigi Pelloni, 2014, "Asymmetry and Lilien’s Sectoral Shifts Hypothesis: A Quantile Regression Approach," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 6, issue 1, pages 68-86, June.
• Samih Antoine Azar, 2014, "Martingales in Daily Foreign Exchange Rates: Evidence from Six Currencies against the Lebanese Pound," Applied Economics and Finance, Redfame publishing, volume 1, issue 1, pages 55-64, May.
• Tuhkuri, Joonas, 2014, "Big Data: Google Searches Predict Unemployment in Finland," ETLA Reports, The Research Institute of the Finnish Economy, number 31, Aug.
• Theodore Panagiotidis & Gianluigi Pelloni, 2014, "Asymmetry and Lilien's Sectoral Shifts Hypothesis: A Quantile Regression Approach," Working Paper series, Rimini Centre for Economic Analysis, number 15_14, May.
• Paolo Zagaglia, 2014, "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," Working Paper series, Rimini Centre for Economic Analysis, number 18_14, Jul.
• Eric Eisenstat & Rodney Strachan, 2014, "Modelling Inflation Volatility," Working Paper series, Rimini Centre for Economic Analysis, number 43_14, Dec.
• Valery Semenychev & Eugene Kurkin & Eugene Semenychev & Anastasia Danilova, 2014, "Oscillatory components in the bell-shaped curves of the product life cycle modeling tool," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 33, issue 1, pages 111-123.
• Tolga Omay & Mübariz Hasanov & Nuri Uçar, 2014, "Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 34, issue 2, pages 36-55.
• Suna Korkmaz, 2014, "Causality Relationship between Export and Economic Growth in Turkish Economy," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 5, issue 4, pages 119-128.
• Georges Dionne & Maria Pacurar & Xiaozhou Zhou, 2014, "Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 14-1, Feb.
• Samet Günay, 2014, "Fractal Structure of the Stock Markets of Leading Asian Countries," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 4, pages 367-394, DOI: 10.11644/KIEP.JEAI.2014.18.4.286.
• Young Wook Han, 2014, "Effects of Financial Crises on the Long Memory Volatility Dependency of Foreign Exchange Rates: the Asian Crisis vs. the Global Crisis," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 1, pages 3-27, DOI: 10.11644/KIEP.JEAI.2014.18.1.273.
• Bodiseowei C. Obudah & Steve S. Tombofa, 2014, "The Impact of Exchange Rate Movements on Trade Balance in Nigeria’s Open-Economy - L’impatto delle variazioni dei tassi di cambio sulla bilancia commerciale della Nigeria," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 1, pages 111-125.
• Marco Tronzano, 2014, "Multicointegration and Fiscal Sustainability in India: Evidence from Standard and Regime Shifts Models - Multicointegrazione e sostenibilità fiscale in India: evidenze empiriche da modelli standard e," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 2, pages 263-291.
• Osama D. Sweidan & Aktham I. Maghyereh, 2014, "The Interrelationship between the FED’s Profit and Selected Macroeconomic Variables - L’interrelazione tra profitti della Federal Reserve e alcune variabili macroeconomiche," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 4, pages 493-516.
• Stephen S. Tombofa & Tamarauntari M. Karimo, 2014, "Effects of Trade on Growth in Nigeria’s Open Economy: Econometric Analysis - Effetti del commercio internazionale sulla crescita della Nigeria: un’analisi econometrica," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 4, pages 517-529.
• Samar Nawaz & Arshad Aziz & Khalid Zaman, 2014, "Impact of trade factors on economic growth: seemingly unrelated regression model," European Economic Letters, European Economics Letters Group, volume 3, issue 2, pages 46-50.
• Carlos Díaz Valdivia, 2014, "El rol del mercado de bonos de carbono europeo (EU–ETS) como gestor de inversión en medioambiente en Europa y países en desarrollo," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 22, pages 85-134.
• Kurach, Radosław & Stelmach, Jerzy, 2014, "Time-Varying Behaviour of Sector Beta Risk – The Case of Poland," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 139-159, March.
• Joscha Beckmann & Ansgar Belke & Christian Dreger, 2014, "The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule," ROME Working Papers, ROME Network, number 201410, Sep.
• Paul Zarembka (ed.), 2014, "Sraffa And Althusser Reconsidered; Neoliberalism Advancing In South Africa, England, And Greece," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, number volm29a, ISBN: ARRAY(0x8c5d8f78).
• Tommaso Proietti, 2014, "Exponential Smoothing, Long Memory and Volatility Prediction," CEIS Research Paper, Tor Vergata University, CEIS, number 319, Jul, revised 30 Jul 2014.
• Barbara Annicchiarico & Anna Rita Bennato & Emilio Zanetti Chini, 2014, "150 Years of Italian CO2 Emissions and Economic Growth," CEIS Research Paper, Tor Vergata University, CEIS, number 320, Jul, revised 31 Jul 2014.
• Martyna Marczak & Tommaso Proietti, 2014, "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 325, Aug, revised 08 Aug 2014.
• Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson, 2014, "Consistent Pretesting for Jumps," Departmental Working Papers, Rutgers University, Department of Economics, number 201408, Jun.