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

• Gulasekaran Rajaguru & Ahmed M Khalid & Francesco Barbera, 2014, "It’s not yen, euro or koala bloc: Greenback is still dominant in East Asia," Australian Journal of Management, Australian School of Business, volume 39, issue 4, pages 549-571, November, DOI: 10.1177/0312896214522255.
• Hazem A. Marashdeh & Husam-Aldin N. Al-Malkawi, 2014, "Financial Deepening and Economic Growth in Saudi Arabia," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 2, pages 139-154, August, DOI: 10.1177/0972652714541339.
• Elie Bouri & Georges Azzi, 2014, "On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 3, pages 279-304, December, DOI: 10.1177/0972652714552041.
• Syed Tehseen Jawaid, 2014, "Trade Openness and Economic Growth," Foreign Trade Review, , volume 49, issue 2, pages 193-212, May, DOI: 10.1177/0015732514525223.
• Amey Sapre, 2014, "Madhya Pradesh: Does Agriculture Determine the State’s Growth Trajectory?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 8, issue 1, pages 39-57, February, DOI: 10.1177/0973801013506400.
• Krishanu Pradhan, 2014, "Is India’s Public Debt Sustainable?," South Asian Journal of Macroeconomics and Public Finance, , volume 3, issue 2, pages 241-266, December, DOI: 10.1177/2277978714548637.
• Mohsin Hasnain Ahmad & Qazi Masood Ahmed, 2014, "Does the Institutional Quality Matter to Attract the Foreign Direct Investment? An Empirical Investigation for Pakistan," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 15, issue 1, pages 55-70, March, DOI: 10.1177/1391561414525708.
• Ramphul Ohlan, 2014, "Competitiveness and Trade Performance of India's Dairy Industry," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), volume 11, issue 2, pages 17-38, December.
• Burcu Ozcan, 2014, "Do Tourism Markets Of Turkey Converge?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0200630, Jun.
• Partha Ray & Vinodh Madhavan, 2014, "Price and Volatility Linkages between Indian Stocks and their European GDRs," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0300812, Jul.
• Sami Taban & Tayfur Bayat & Ferit Önder, 2014, "Fisher Effect in Austria Causality Approach," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0401542, Jul.
• Pankaj Kumar Gupta & Jasjit Bhatia, 2014, "Investment Behavior in Post-Crisis Period ? Comparison of Indian Publics and Private Firms," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0401660, Jul.
• Saban Nazl?oglu & Muhsin Kar & Gunay Akel, 2014, "Relationship Between Exchange Rates and Stock Prices in Transition Economies Evidence from Linear and Nonlinear Causality Tests," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0401683, Jul.
• Gunay Akel, 2014, "Relationship Between Exchange Rates and Stock Prices in Transition Economies Evidence from Linear and Nonlinear Causality Tests," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0401783, Jul.
• Andreas Brunhart, 2014, "Stock Market's Reactions to Revelation of Tax Evasion: An Empirical Assessment," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 150, issue 3, pages 161-190, September.
• Bertille Antoine & Otilia Boldea, 2014, "Efficient Inference with Time-Varying Identification Strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp14-03, Jun.
• Piotr Wdowiński, 2014, "Makroekonomiczne czynniki ryzyka kredytowego w sektorze bankowym w Polsce," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 55-77.
• Robert Socha, 2014, "Asymetria relacji cen paliw płynnych w Polsce i cen ropy naftowej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 133-160.
• Roshni Mohanty & Srinivasan P, 2014, "The Time-Varying Risk And Return Trade-Off In Indian Stock Markets," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 6, issue 2 (June), pages 266-281.
• Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu, 2014, "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 14-A001, Feb.
• Wei-Ming Lee & Yu-Chin Hsu & Chung-Ming Kuan, 2014, "Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 14-A004, Mar, revised Oct 2014.
• Galina Besstremyannaya, 2014, "The adverse effects of value-based purchasing in health care: dynamic quantile regression with endogeneity," Discussion Papers, Stanford Institute for Economic Policy Research, number 14-006, Nov.
• Junhui Qian & Liangjun Su, 2014, "Shrinkage Estimation of Regression Models with Multiple Structural Changes," Working Papers, Singapore Management University, School of Economics, number 06-2014, Aug.
• Carlos A. Ibarra, 2014, "Trade, investment, and capital flows:Mexico's macroeconomic adjustment to the Great Recession," Working Paper Series Sobre México, Sobre México. Temas en economía, number 2014002, Aug.
• Rina Rosenblatt-Wisch & Rolf Scheufele, 2014, "Quantification and characteristics of household inflation expectations in Switzerland," Working Papers, Swiss National Bank, number 2014-11.
• Cem IŞIK, 2014, "Patent Harcamaları ve İktisadi Büyüme Arasındaki İlişki: Türkiye Örneği," Sosyoekonomi Journal, Sosyoekonomi Society, issue 21(21).
• Güzin BAYAR & Selman TOKPUNAR, 2014, "Türkiye İmalat Sanayi Sektörlerinin İhracatı - Zaman Serisi Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 21(21).
• İbrahim TOKATLIOĞLU & Fahriye ÖZTÜRK & Hakan Naim ARDOR, 2014, "AB Ülkeleri ve Türkiye İşgücü Piyasasında Histeri Etkisi: RATCHET Modeli Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 22(22).
• Rami Ben Haj - Kacem, 2014, "Cointegration and Causality between Economic Growth and Social Development in Saudi Arabia," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 4, issue 2, pages 1-4, April.
• Robert Garthoff, 2014, "Sequentielle Überwachung von Finanzzeitreihen anhand von Residuenkarten," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 8, issue 3, pages 91-113, September, DOI: 10.1007/s11943-014-0145-6.
• Bibinger, Markus & Jirak, Moritz & Reiss, Markus, 2014, "Improved volatility estimation based on limit order books," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-053.
• Nautz, Dieter & Strohsal, Till, 2014, "Are US inflation expectations re-anchored?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-060.
• Zeng, Jing, 2014, "Forecasting Aggregates with Disaggregate Variables: Does boosting help to select the most informative predictors?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100310.
• Quint, Dominic, 2014, "How Large Is the Stress from the Common Monetary Policy in the Euro Area?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100341.
• Wagner, Martin & Wied, Dominik, 2014, "Monitoring Stationarity and Cointegration," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100386.
• Fedoseeva, Svetlana, 2014, "Is there a difference? Exchange rate nonlinearities in European agri-food (versus total) exports to the US," Discussion Papers, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU), number 66.
• Ashok Kaul & Michael Wolf, 2014, "The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis," ECON - Working Papers, Department of Economics - University of Zurich, number 149, Mar, revised May 2014.
• Ashok Kaul & Michael Wolf, 2014, "The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis," ECON - Working Papers, Department of Economics - University of Zurich, number 165, Jun.
• Liu, Lu, 2014, "Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 39-48, DOI: 10.1016/j.irfa.2013.07.009.
• Avino, Davide & Nneji, Ogonna, 2014, "Are CDS spreads predictable? An analysis of linear and non-linear forecasting models," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 262-274, DOI: 10.1016/j.irfa.2014.04.001.
• Batten, Jonathan A. & Jacoby, Gady & Liao, Rose C., 2014, "Corporate yield spreads and real interest rates," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 89-100, DOI: 10.1016/j.irfa.2014.05.009.
• Anderson, Keith & Brooks, Chris, 2014, "Speculative bubbles and the cross-sectional variation in stock returns," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 20-31, DOI: 10.1016/j.irfa.2014.07.004.
• Narayan, Paresh Kumar & Westerlund, Joakim, 2014, "Does cash flow predict returns?," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 230-236, DOI: 10.1016/j.irfa.2014.10.001.
• McMillan, David G., 2014, "Stock return, dividend growth and consumption growth predictability across markets and time: Implications for stock price movement," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 90-101, DOI: 10.1016/j.irfa.2014.07.011.
• Gürgün, Gözde & Ünalmış, İbrahim, 2014, "Is gold a safe haven against equity market investment in emerging and developing countries?," Finance Research Letters, Elsevier, volume 11, issue 4, pages 341-348, DOI: 10.1016/j.frl.2014.07.003.
• Temiz, Dilek & Gökmen, Aytaç, 2014, "FDI inflow as an international business operation by MNCs and economic growth: An empirical study on Turkey," International Business Review, Elsevier, volume 23, issue 1, pages 145-154, DOI: 10.1016/j.ibusrev.2013.03.003.
• Blonigen, Bruce A. & Piger, Jeremy & Sly, Nicholas, 2014, "Comovement in GDP trends and cycles among trading partners," Journal of International Economics, Elsevier, volume 94, issue 2, pages 239-247, DOI: 10.1016/j.jinteco.2014.06.008.
• Arestis, Philip & Chortareas, Georgios & Magkonis, Georgios & Moschos, Demetrios, 2014, "Inflation targeting and inflation convergence: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 285-295, DOI: 10.1016/j.intfin.2014.04.002.
• Manahov, Viktor & Hudson, Robert & Linsley, Philip, 2014, "New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 299-316, DOI: 10.1016/j.intfin.2014.08.007.
• Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014, "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 367-378, DOI: 10.1016/j.intfin.2014.09.004.
• He, Hongbo & Chen, Shou & Yao, Shujie & Ou, Jinghua, 2014, "Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 434-444, DOI: 10.1016/j.intfin.2014.09.005.
• Maheu, John M. & Song, Yong, 2014, "A new structural break model, with an application to Canadian inflation forecasting," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 144-160, DOI: 10.1016/j.ijforecast.2013.06.004.
• Dreger, Christian & Wolters, Jürgen, 2014, "Money demand and the role of monetary indicators in forecasting euro area inflation," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 303-312, DOI: 10.1016/j.ijforecast.2013.09.008.
• Camacho, Maximo & Perez Quiros, Gabriel & Poncela, Pilar, 2014, "Green shoots and double dips in the euro area: A real time measure," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 520-535, DOI: 10.1016/j.ijforecast.2013.01.006.
• Kock, Anders Bredahl & Teräsvirta, Timo, 2014, "Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 616-631, DOI: 10.1016/j.ijforecast.2013.01.003.
• Rossi, Barbara & Sekhposyan, Tatevik, 2014, "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 662-682, DOI: 10.1016/j.ijforecast.2013.03.005.
• Weron, Rafał, 2014, "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, volume 30, issue 4, pages 1030-1081, DOI: 10.1016/j.ijforecast.2014.08.008.
• Golinelli, Roberto & Parigi, Giuseppe, 2014, "Tracking world trade and GDP in real time," International Journal of Forecasting, Elsevier, volume 30, issue 4, pages 847-862, DOI: 10.1016/j.ijforecast.2014.01.008.
• Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014, "Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets," Japan and the World Economy, Elsevier, volume 30, issue C, pages 10-24, DOI: 10.1016/j.japwor.2014.02.001.
• Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2014, "Modeling and predicting the CBOE market volatility index," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 1-10, DOI: 10.1016/j.jbankfin.2013.11.004.
• Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2014, "Testing for a break in the persistence in yield spreads of EMU government bonds," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 109-118, DOI: 10.1016/j.jbankfin.2014.01.003.
• Cordis, Adriana S. & Kirby, Chris, 2014, "Discrete stochastic autoregressive volatility," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 160-178, DOI: 10.1016/j.jbankfin.2014.03.020.
• Nowak, Sylwia & Anderson, Heather M., 2014, "How does public information affect the frequency of trading in airline stocks?," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 26-38, DOI: 10.1016/j.jbankfin.2014.03.033.
• Martins, Luis F. & Gabriel, Vasco J., 2014, "Modelling long run comovements in equity markets: A flexible approach," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 288-295, DOI: 10.1016/j.jbankfin.2014.05.029.
• Yun, Jaeho, 2014, "Out-of-sample density forecasts with affine jump diffusion models," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 74-87, DOI: 10.1016/j.jbankfin.2014.06.024.
• Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther, 2014, "Forecasting US recessions: The role of sentiment," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 459-468, DOI: 10.1016/j.jbankfin.2014.06.017.
• Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2014, "Monetary and fiscal policy interactions: Evidence from emerging European economies," Journal of Comparative Economics, Elsevier, volume 42, issue 4, pages 1079-1091, DOI: 10.1016/j.jce.2014.05.001.
• Ornthanalai, Chayawat, 2014, "Lévy jump risk: Evidence from options and returns," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 69-90, DOI: 10.1016/j.jfineco.2013.11.009.
• Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2014, "Forecasting stock returns under economic constraints," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 517-553, DOI: 10.1016/j.jfineco.2014.07.015.
• Ashley, Richard & Li, Guo, 2014, "Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter?," Journal of Housing Economics, Elsevier, volume 26, issue C, pages 109-118, DOI: 10.1016/j.jhe.2014.09.003.
• Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2014, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 149-162, DOI: 10.1016/j.jimonfin.2012.12.002.
• Yamada, Hiroshi & Yoon, Gawon, 2014, "When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices," Journal of International Money and Finance, Elsevier, volume 42, issue C, pages 193-207, DOI: 10.1016/j.jimonfin.2013.08.011.
• Gündüz, Yalin & Kaya, Orcun, 2014, "Impacts of the financial crisis on eurozone sovereign CDS spreads," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 425-442, DOI: 10.1016/j.jimonfin.2014.03.013.
• Chinn, Menzie & Ferrara, Laurent & Mignon, Valérie, 2014, "Explaining US employment growth after the great recession: The role of output–employment non-linearities," Journal of Macroeconomics, Elsevier, volume 42, issue C, pages 118-129, DOI: 10.1016/j.jmacro.2014.07.003.
• Ben-Salha, Ousama & Jaidi, Zied, 2014, "Some new evidence on the determinants of money demand in developing countries – A case study of Tunisia," The Journal of Economic Asymmetries, Elsevier, volume 11, issue C, pages 30-45, DOI: 10.1016/j.jeca.2014.06.001.
• Paradiso, Antonio & Kumar, Saten & Margani, Patrizia, 2014, "Are Italian consumer confidence adjustments asymmetric? A macroeconomic and psychological motives approach," Journal of Economic Psychology, Elsevier, volume 43, issue C, pages 48-63, DOI: 10.1016/j.joep.2014.04.006.
• Buiatti, Cesare & Carmeci, Gaetano & Mauro, Luciano, 2014, "The origins of the public debt of Italy: Geographically dispersed interests?," Journal of Policy Modeling, Elsevier, volume 36, issue 1, pages 43-62, DOI: 10.1016/j.jpolmod.2013.10.016.
• Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M, 2014, "On the economic determinants of the gold–inflation relation," Resources Policy, Elsevier, volume 41, issue C, pages 101-108, DOI: 10.1016/j.resourpol.2014.03.007.
• Fernandez, Viviana, 2014, "Linear and non-linear causality between price indices and commodity prices," Resources Policy, Elsevier, volume 41, issue C, pages 40-51, DOI: 10.1016/j.resourpol.2014.02.006.
• Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2014, "Spatial system estimators for panel models: A sensitivity and simulation study," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 101, issue C, pages 78-102, DOI: 10.1016/j.matcom.2014.03.003.
• Yang, Lu & Hamori, Shigeyuki, 2014, "Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 145-155, DOI: 10.1016/j.pacfin.2013.12.003.
• Yang, Lixiong & Lee, Chingnun & Shie, Fu Shuen, 2014, "How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 198-226, DOI: 10.1016/j.pacfin.2013.12.007.
• Yun, Jaeho & Moon, Hyejung, 2014, "Measuring systemic risk in the Korean banking sector via dynamic conditional correlation models," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 94-114, DOI: 10.1016/j.pacfin.2014.02.005.
• Herwartz, Helmut & Theilen, Bernd, 2014, "Partisan influence on social spending under market integration, fiscal pressure and institutional change," European Journal of Political Economy, Elsevier, volume 34, issue C, pages 409-424, DOI: 10.1016/j.ejpoleco.2013.10.003.
• Canepa, Alessandra & Ibnrubbian, Abdullah, 2014, "Does faith move stock markets? Evidence from Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 4, pages 538-550, DOI: 10.1016/j.qref.2014.04.002.
• Brady, Ryan R., 2014, "The spatial diffusion of regional housing prices across U.S. states," Regional Science and Urban Economics, Elsevier, volume 46, issue C, pages 150-166, DOI: 10.1016/j.regsciurbeco.2014.04.003.
• Moore, Tomoe & Wang, Ping, 2014, "Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 1-11, DOI: 10.1016/j.iref.2013.02.004.
• Reboredo, Juan C. & Rivera-Castro, Miguel A., 2014, "Wavelet-based evidence of the impact of oil prices on stock returns," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 145-176, DOI: 10.1016/j.iref.2013.05.014.
• Zhu, Hui-Ming & Li, Rong & Li, Sufang, 2014, "Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 208-223, DOI: 10.1016/j.iref.2013.05.015.
• Fang, Chung-Rou & You, Shih-Yi, 2014, "The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 330-338, DOI: 10.1016/j.iref.2013.06.005.
• Chang, Tsangyao & Chu, Hsiao-Ping & Ranjbar, Omid, 2014, "Are GDP fluctuations transitory or permanent in African countries? Sequential Panel Selection Method," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 380-399, DOI: 10.1016/j.iref.2013.07.001.
• Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús, 2014, "Time-varying inflation targeting after the nineties," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 400-408, DOI: 10.1016/j.iref.2013.07.002.
• Apergis, Nicholas, 2014, "Can gold prices forecast the Australian dollar movements?," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 75-82, DOI: 10.1016/j.iref.2013.04.004.
• Abad, Pilar & Robles, M. Dolores, 2014, "Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 152-171, DOI: 10.1016/j.iref.2014.05.002.
• Bagliano, Fabio C. & Morana, Claudio, 2014, "Determinants of US financial fragility conditions," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 377-392, DOI: 10.1016/j.ribaf.2012.08.003.
• Kurita, Takamitsu, 2014, "Dynamic characteristics of the daily yen–dollar exchange rate," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 72-82, DOI: 10.1016/j.ribaf.2013.05.004.
• Chkili, Walid & Nguyen, Duc Khuong, 2014, "Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 46-56, DOI: 10.1016/j.ribaf.2013.11.007.
• Chevapatrakul, Thanaset & Tee, Kai-Hong, 2014, "The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis," Research in International Business and Finance, Elsevier, volume 32, issue C, pages 83-105, DOI: 10.1016/j.ribaf.2014.03.003.
• Giuseppe Piroli & Miroslava Rajcaniova & Pavel Ciaian & d'Artis Kancs, 2014, "From a rise in B to a fall in C? Environmental impact of biofuels," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2014/01, Jan.
• Eric Eisenstat & Rodney W. Strachan, 2014, "Modelling Inflation Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-68, Nov.
• Veli YILANCI & Seref BOZOKLU, 2014, "Turk Sermaye Piyasasinda Fiyat ve Islem Hacmi Iliskisi: Zamanla Degisen Asimetrik Nedensellik Analizi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 2, pages 211-220.
• Pablo Castellanos García & Indalecio Pérez Díaz del Río & Jose Manuel Sanchez-Santos, 2014, "The role of confidence in the evolution of the Spanish economy: empirical evidence from an ARDL model," European Journal of Government and Economics, Europa Grande, volume 3, issue 2, pages 148-161, December.
• Robinson, Peter M., 2014, "The estimation of misspecified long memory models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 53692, Jan.
• Jamee K. Moudud & Francisco Martinez-Hernandez, 2014, "The political economy of public investment and public finance: challenges for social democratic policies," Review of Keynesian Economics, Edward Elgar Publishing, volume 2, issue 3, pages 333-364, July.
• Lizárraga, Carmen. & Chica-Olmo, Jorge., 2014, "Crecimiento económico y cortes estructurales. El caso de Andalucía (1900-1999)," El Trimestre Económico, Fondo de Cultura Económica, volume 81, issue 321, pages 199-225, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v81i.
• Mendoza, Alfonso. & Galvanovskis, Evalds., 2014, "La cópula GED bivariada. Una aplicación en entornos de crisis," El Trimestre Económico, Fondo de Cultura Económica, volume 81, issue 323, pages .721-746, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v81i.
• Bruce E. Hansen, 2014, "Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033001.
• Yong Bao & Aman Ullah & Ru Zhang, 2014, "Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033003.
• Jiti Gao & Maxwell King, 2014, "Specification Testing in Parametric Trending Models with Unknown Errors," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033006.
• Marcelo M. de Oliveira & Alexandre C. L. Almeida, 2014, "Testing for Rational Speculative Bubbles in the Brazilian Residential Real-Estate Market," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096017.
• Panayiotis F. Diamandis & Anastassios A. Drakos & Georgios P. Kouretas, 2014, "Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Analysis and International Finance", DOI: 10.1108/S1571-038620140000023004.
• Nikolaos Giannellis & Georgios P. Kouretas, 2014, "Does China’s International Competitiveness Fluctuate in Consistency with PPP Equilibrium?," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Analysis and International Finance", DOI: 10.1108/S1571-038620140000023006.
• Soumyananda Dinda, 2014, "China integrates Asia with the world: an empirical study," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 7, issue 2, pages 70-89, May, DOI: 10.1108/JCEFTS-06-2013-0022.
• Wasim Ahmad & N.R. Bhanumurthy & Sanjay Sehgal, 2014, "The Eurozone crisis and its contagion effects on the European stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 31, issue 3, pages 325-352, July, DOI: 10.1108/SEF-01-2014-0001.
• McAleer, M.J. & Hafner, C.M., 2014, "A One Line Derivation of EGARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-20, Jun.
• Martinet, G.G. & McAleer, M.J., 2014, "On the Invertibility of EGARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-22, Jul.
• McAleer, M.J., 2014, "Asymmetry and Leverage in Conditional Volatility Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 77759, Sep.
• Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2014, "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-25.
• Eduardo Loría & Emmanuel Salas, 2014, "Ciclos, crecimiento económico y crisis en México, 1980.1-2013.4," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 29, issue 2, pages 131-161.
• Belke, Ansgar & Oeking, Anne & Setzer, Ralph, 2014, "Exports and Capacity Constraints: A smooth transition regression model for six euro-area countries," CEPS Papers, Centre for European Policy Studies, number 9228, May.
• Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury, 2014, "Forecasting House Prices in the United States with Multiple Structural Breaks," International Econometric Review (IER), Economic Research Association, volume 6, issue 1, pages 1-23, April.
• Özlem Ayvaz Kızılgöl & Evren İpek, 2014, "An Empirical Evaluation of the Relationship between Trade Openness and External Debt: Turkish Case," International Econometric Review (IER), Economic Research Association, volume 6, issue 1, pages 42-58, April.
• Munazza Jabeen & Saud Ahmad Khan, 2014, "Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan," International Econometric Review (IER), Economic Research Association, volume 6, issue 2, pages 58-76, September.
• Márcio Poletti Laurini & Armênio Dias Westin Neto, 2014, "Arbitrage In The Term Structure Of Interest Rates: A Bayesian Approach," International Econometric Review (IER), Economic Research Association, volume 6, issue 2, pages 77-99, September.
• Apostolos G. Christopoulos & Spyros Papathanasiou & Petros Kalantonis & Andreas Chouliaras & Savvas Katsikides, 2014, "An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 109-123.
• Alessandro Girardi & Andreas Reuter & Christian Gayer, 2014, "The role of survey data in nowcasting euro area GDP growth," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 538, Dec.
• Alfonso Arpaia & Aron Kiss & Balazs Palvolgyi & Alessandro Turrini, 2014, "Labour mobility and labour market adjustment in the EU," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 539, Dec.
• Fumitaka FURUOKA, 2014, "Does Hysteresis Exist in Unemployment? New Findings from Fourteen Regions of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 1, pages 59-78, February.
• Petra Buzková, 2014, "Has the Relationship Between Market and Model CDS Price Changed during the EMU Debt Crisis?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/15, Apr, revised Apr 2014.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014, "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Working Papers, Fondazione Eni Enrico Mattei, number 2014.21, Mar.
• Hirbod Assa & Nikolay Gospodinov, 2014, "Hedging and Pricing in Imperfect Markets under Non-Convexity," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-13, Aug.
• Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2014, "Frequency Dependence in a Real-Time Monetary Policy Rule," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1430, Nov, DOI: 10.26509/frbc-wp-201430.
• Jonas E. Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo, 2014, "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation - Comment," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1127, Oct.
• S. Boragan Aruoba, 2014, "Term Structures of Inflation Expectations and Real Interest Rates: The Effects of Unconventional Monetary Policy," Staff Report, Federal Reserve Bank of Minneapolis, number 502, Aug.
• Francesco Calvori & Fabrizio Cipollini & Giampiero M. Gallo, 2014, "Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_01, Feb, revised Feb 2014.
• Giampiero M. Gallo & Edoardo Otranto, 2014, "Forecasting Realized Volatility with Changes of Regimes," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_03, Feb, revised Feb 2014.
• Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo, 2014, "Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2014_17.rdf.
• Anton Skrobotov, 2014, "A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time," Working Papers, Gaidar Institute for Economic Policy, number 0102, revised 2014.
• Michael McAleer & Christian M. Hafner, 2014, "A One Line Derivation of EGARCH," Econometrics, MDPI, volume 2, issue 2, pages 1-6, June.
• Michael McAleer, 2014, "Asymmetry and Leverage in Conditional Volatility Models," Econometrics, MDPI, volume 2, issue 3, pages 1-6, September.
• Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2014, "Climatic Conditions and Productivity : An Impact Evaluation in Pre-industrial England," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1439.
• Dimitris Korobilis, 2014, "Data-based priors for vector autoregressions with drifting coefficients," Working Papers, Business School - Economics, University of Glasgow, number 2014_04, Jan.
• Marie Bessec & Catherine Doz, 2014, "Short-term forecasting of French GDP growth using dynamic factor models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01515602, DOI: 10.1787/jbcma-2013-5jz742l0pt8s.
• Luís Aguiar-Conraria & Teresa Maria Rodrigues & Maria Joana Soares, 2014, "Oil Shocks and the Euro as an Optimum Currency Area," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Marco Gallegati & Willi Semmler, "Wavelet Applications in Economics and Finance", DOI: 10.1007/978-3-319-07061-2_7.
• Wojciech W. Charemza & Yuriy Kharin & Vladislav Maevskiy, 2014, "Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Frauke Schleer-van Gellecom, "Advances in Non-linear Economic Modeling", DOI: 10.1007/978-3-642-42039-9_6.
• Nicholas Taylor, 2014, "Economic forecast quality: information timeliness and data vintage effects," Empirical Economics, Springer, volume 46, issue 1, pages 145-174, February, DOI: 10.1007/s00181-012-0672-3.
• Paraskevi Salamaliki & Ioannis Venetis, 2014, "Smooth transition trends and labor force participation rates in the United States," Empirical Economics, Springer, volume 46, issue 2, pages 629-652, March, DOI: 10.1007/s00181-013-0690-9.
• Uwe Hassler & Barbara Meller, 2014, "Detecting multiple breaks in long memory the case of U.S. inflation," Empirical Economics, Springer, volume 46, issue 2, pages 653-680, March, DOI: 10.1007/s00181-013-0691-8.
• Mariam Camarero & Juana Castillo-Giménez & Andrés Picazo-Tadeo & Cecilio Tamarit, 2014, "Is eco-efficiency in greenhouse gas emissions converging among European Union countries?," Empirical Economics, Springer, volume 47, issue 1, pages 143-168, August, DOI: 10.1007/s00181-013-0734-1.
• Masato Ubukata & Toshiaki Watanabe, 2014, "Market variance risk premiums in Japan for asset predictability," Empirical Economics, Springer, volume 47, issue 1, pages 169-198, August, DOI: 10.1007/s00181-013-0741-2.
• Maximo Camacho & Jaime Martinez-Martin, 2014, "Real-time forecasting US GDP from small-scale factor models," Empirical Economics, Springer, volume 47, issue 1, pages 347-364, August, DOI: 10.1007/s00181-013-0731-4.
• Guglielmo Caporale & Luis Gil-Alana, 2014, "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, volume 47, issue 4, pages 1389-1410, December, DOI: 10.1007/s00181-013-0780-8.
• Dirk Baur & Duy Tran, 2014, "The long-run relationship of gold and silver and the influence of bubbles and financial crises," Empirical Economics, Springer, volume 47, issue 4, pages 1525-1541, December, DOI: 10.1007/s00181-013-0787-1.
• Ergun Ermisoglu & Yasin Akcelik & Arif Oduncu & Temel Taskin, 2014, "Effects of additional monetary tightening on exchange rates," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 4, issue 1, pages 71-79, June, DOI: 10.1007/s40822-014-0004-3.
• Ronald Kumar & Peter Stauvermann, 2014, "Exploring the nexus between remittances and economic growth: a study of Bangladesh," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 61, issue 4, pages 399-415, December, DOI: 10.1007/s12232-014-0199-3.
• Miguel Tinoco-Zermeño & Francisco Venegas-Martínez & Víctor Torres-Preciado, 2014, "Growth, bank credit, and inflation in Mexico: evidence from an ARDL-bounds testing approach," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 23, issue 1, pages 1-22, December, DOI: 10.1007/s40503-014-0008-0.
• Ángel Guillén & Gabriel Rodríguez, 2014, "Trend-cycle decomposition for Peruvian GDP: application of an alternative method," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 23, issue 1, pages 1-44, December, DOI: 10.1007/s40503-014-0005-3.
• Komain JIRANYAKUL, 2014, "Energy Use Trade Nexus What Does the Data Set Say for Thailand," Journal of Advanced Research in Management, ASERS Publishing, volume 5, issue 1, pages 5-12.
• Ludovit Odor & Judita Jurasekova Kucserova, 2014, "Finding Yeti: More robust estimates of output gap in Slovakia," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2014, Mar.
• James Morley & Irina B. Panovska & Tara M. Sinclair, 2014, "Testing Stationarity for Unobserved Components Models," Discussion Papers, School of Economics, The University of New South Wales, number 2012-41B, Aug.
• Itamar Caspi & Nico Katzke & Rangan Gupta, 2014, "Date stamping historical oil price bubbles: 1876 - 2014," Working Papers, Stellenbosch University, Department of Economics, number 20/2014.
• Bill Russell, 2014, "ARCH and structural breaks in United States inflation," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 14, pages 973-978, September, DOI: 10.1080/13504851.2014.902017.
• Stefano Maria Iacus & Giuseppe Porro, 2014, "Does European Monetary Union make inflation dynamics more uniform?," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 6, pages 391-396, April, DOI: 10.1080/13504851.2013.848018.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2014, "Predicting BRICS stock returns using ARFIMA models," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1159-1166, September, DOI: 10.1080/09603107.2014.924297.
• Alfred A. Haug, 2014, "On real interest rate persistence: the role of breaks," Applied Economics, Taylor & Francis Journals, volume 46, issue 10, pages 1058-1066, April, DOI: 10.1080/00036846.2013.864043.
• Zsolt Darvas & Balẳ Varga, 2014, "Inflation persistence in central and eastern European countries," Applied Economics, Taylor & Francis Journals, volume 46, issue 13, pages 1437-1448, May, DOI: 10.1080/00036846.2013.875113.
• Christophe Andr頍 & Luis A. Gil-Alana & Rangan Gupta, 2014, "Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries," Applied Economics, Taylor & Francis Journals, volume 46, issue 18, pages 2127-2138, June, DOI: 10.1080/00036846.2014.896988.
• Florin G. Maican & Richard J. Sweeney, 2014, "Costs of misspecification in break-model unit-root tests," Applied Economics, Taylor & Francis Journals, volume 46, issue 1, pages 111-118, January, DOI: 10.1080/00036846.2013.831171.
• Miroslava Rajcaniova & d'Artis Kancs & Pavel Ciaian, 2014, "Bioenergy and global land-use change," Applied Economics, Taylor & Francis Journals, volume 46, issue 26, pages 3163-3179, September, DOI: 10.1080/00036846.2014.925076.
• Sule Akkoyunlu & Boriss Siliverstovs, 2014, "Does the law of one price hold in a high-inflation environment? A tale of two cities in Turkey," Applied Economics, Taylor & Francis Journals, volume 46, issue 26, pages 3236-3245, September, DOI: 10.1080/00036846.2014.925190.
• Jochen Hartwig, 2014, "Testing Okun’s law with Swiss industry data," Applied Economics, Taylor & Francis Journals, volume 46, issue 29, pages 3581-3590, October, DOI: 10.1080/00036846.2014.934435.
• A. Monta & L. Olmos, 2014, "Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions," Applied Economics, Taylor & Francis Journals, volume 46, issue 34, pages 4218-4230, December, DOI: 10.1080/00036846.2014.952895.
• Mohammad Reza Farzanegan, 2014, "Military Spending and Economic Growth: The Case of Iran," Defence and Peace Economics, Taylor & Francis Journals, volume 25, issue 3, pages 247-269, June, DOI: 10.1080/10242694.2012.723160.
• Sultan Mehmood, 2014, "Terrorism and the macroeconomy: Evidence from Pakistan," Defence and Peace Economics, Taylor & Francis Journals, volume 25, issue 5, pages 509-534, October, DOI: 10.1080/10242694.2013.793529.
• Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos, 2014, "Nonlinearity Induced Weak Instrumentation," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 5-6, pages 676-712, August, DOI: 10.1080/07474938.2013.825181.
• Eduardo Rossi & Paolo Santucci de Magistris, 2014, "Estimation of Long Memory in Integrated Variance," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 7, pages 785-814, October, DOI: 10.1080/07474938.2013.806131.
• Alfredo M. Pereira & Jos� M. Belbute, 2014, "Final Energy Demand in Portugal: How Persistent it is and Why it Matters for Environmental Policy," International Economic Journal, Taylor & Francis Journals, volume 28, issue 4, pages 661-677, December, DOI: 10.1080/10168737.2014.920896.
• P. Arestis & A.R. Gonz�lez, 2014, "Modelling the housing market in OECD countries," International Review of Applied Economics, Taylor & Francis Journals, volume 28, issue 2, pages 131-153, March, DOI: 10.1080/02692171.2013.828683.