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

• 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 & Matteo Manera, 2020, "A test of time reversibility based on Lmoments with an application to the business cycles of the G7 economies," Working Papers, University of Milano-Bicocca, Department of Economics, number 445, Jun, revised Jun 2020.
• 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.
• 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.
• 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.

2013

• Jean-François Carpantier & Arnaud Dufays, 2013, "Commodities Inventory Effect," Working Papers, HAL, number hal-01821144.
• Fabien Candau & Michaël Goujon & Jean-François Hoarau & Serge Rey, 2013, "Real exchange rate and competitiveness of an EU’s ultra-peripheral region: La Reunion Island," Working Papers, HAL, number hal-01847942, Oct.
• Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2013, "Post-recession US employment through the lens of a non-linear Okun’s law," Working Papers, HAL, number hal-04141207.
• Antonia Lopez Villavicencio & Valérie Mignon, 2013, "Nonlinearity of the inflation-output trade-off and time-varying price rigidity," Working Papers, HAL, number hal-04141225.
• Yannick Le Pen & Benoît Sévi, 2013, "Futures Trading and the Excess Comovement of Commodity Prices," Working Papers, HAL, number halshs-00793724, Jan.
• Muhammad Khan & Mazen Kebewar & Nikolay Nenovsky, 2013, "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," Working Papers, HAL, number halshs-00804556, Mar.
• Gilles de Truchis & Benjamin Keddad, 2013, "Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities," Working Papers, HAL, number halshs-00862256, Sep.
• Layal Mansour, 2013, "International Reserves versus External Debts : Can International reserves avoid future Financial Crisis in indebted Countries ?," Working Papers, HAL, number halshs-00864899, Sep.
• Marcel Aloy & Gilles de Truchis, 2013, "Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems," Working Papers, HAL, number halshs-00879522, Oct.
• Fabien Candau & Michaël Goujon & Jean-François Hoarau & Serge Rey, 2013, "Real exchange rate and competitiveness of an EU’s ultra-peripheral region: La Reunion Island," Working papers of CATT, HAL, number hal-01847942, Oct.
• Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2013, "Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-517, Aug.
• Christensen, Bent Jesper & Kruse, Robinson & Sibbertsen, Philipp, 2013, "A unified framework for testing in the linear regression model under unknown order of fractional integration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-519, Oct.
• Zsolt Darvas & Balazs Varga, 2013, "Inflation persistence in central and eastern European countries," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1327, Aug.
• Athanassios Petralias & Sotirios Petros & Pródromos Prodromídis, 2013, "Greece in Recession: Economic predictions, mispredictions and policy implications," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 75, Sep.
• Maican, Florin G. & Sweeney, Richard J., 2013, "Rejection Probabilities for a Battery of Unit-Root Tests," Working Papers in Economics, University of Gothenburg, Department of Economics, number 568, Jun.
• Anundsen, André Kallåk, 2013, "Economic Regime Shifts and the US Subprime Bubble," Memorandum, Oslo University, Department of Economics, number 05/2013, Jan.
• Brännäs, Kurt, 2013, "The Number of Shareholders - Time Series Modelling and Some Empirical Result," Umeå Economic Studies, Umeå University, Department of Economics, number 855, Jan.
• Brännäs, Kurt, 2013, "The Number of Traded Shares: A Time Series Modelling Approach," Umeå Economic Studies, Umeå University, Department of Economics, number 860, May.
• Karimu, Amin, 2013, "Essays on Energy Demand and Household Energy Choice," Umeå Economic Studies, Umeå University, Department of Economics, number 864, Sep.
• Iuliia Naidenova & Petr Parshakov, 2013, "Intellectual Capital Investments: Evidence from Panel Var Analysis," HSE Working papers, National Research University Higher School of Economics, number WP BRP 11/FE/2013.
• Hadri, Kaddour & Kurozumi, Eiji & 黒住, 英司 & Rao, Yao, 2013, "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2013-12, Sep.
• Kurozumi, Eiji & Aono, Kohei, 2013, "Estimation And Inference In Predictive Regressions," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 54, issue 2, pages 231-250, December, DOI: 10.15057/26018.
• Matthias Bauer, 2013, "Political Aversion To a Multilateral Fiscal Rule: The Dynamic Commitment Problem in European Fiscal Governance," Global Financial Markets Working Paper Series, Friedrich-Schiller-University Jena, number 44-2013, Aug.
• Masato Ubukata & Toshiaki Watanabe, 2013, "Pricing Nikkei 225 Options Using Realized Volatility," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-273, Jan.
• Kei Nanamiya, 2013, "Modelling for the Wavelet Coefficients of ARFIMA Processes," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-281, Feb.
• Mohammad Taghi Khosravi Larijani & Abbas Rezazadeh Karsalari & Mehdi Aghaee, 2013, "The Effects of Oil Price Shocks on real GDP in Iran," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 1, issue 3, pages 18-29, September.
• Hutter, Christian & Weber, Enzo, 2013, "Constructing a new leading indicator for unemployment from a survey among German employment agencies," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201317.
• Paul Contoyannis & Jinhu Li, 2013, "Family Socio-Economic Status, Childhood Life-Events and the Dynamics of Depression from Adolescence to Early Adulthood," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2013n11, Mar.
• Salami Doyin & Kelikume Ikechukwu, 2013, "Is Inflation Always and Everywhere a Monetary Phenomenon? The Case of Nigeria," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 2, pages 105-114.
• Michael Adusei, 2013, "Financial Development and Economic Growth: Evidence from Ghana," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 5, pages 61-76.
• Linda Margarita Medina Herrera & Ernesto Armando Pacheco Velazquez, 2013, "Spectral Analysis And Networks In Financial Correlation Matrices, Analisis Espectral Y Redes En Matrices De Correlacion Financiera," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 6, issue 6, pages 15-28.
• Oliver Linton & Qiying Wang, 2013, "Non-parametric transformation regression with non-stationary data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/13, Apr.
• Heejoon Han & Dennis Kristensen, 2013, "Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/13, May.
• Muhammad Shahbaz & Nuno Carlos Leitão, 2013, "Portuguese Carbon Dioxide Emissions and Economic Growth: A Time Series Analysis," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 1, issue 1, pages 1-7, March.
• Muhammad Ibrahim Abdullah & Liu Wei & Waseem Anwar & Umair Saeed Bhutta, 2013, "Energy Crisis and Performance of Industry of Pakistan: An Empirical Study," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 1, issue 3, pages 21-27, September.
• Nanthakumar Loganathan & Ang Shy Han & Mori Kogid, 2013, "Demand for Indonesia, Singapore and Thailand Tourist to Malaysia:Seasonal Unit Root and Multivariate Analysis," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 1, issue 2, pages 15-23, Februray.
• Muhammad Shahbaz & Faridul Islam & Muhammad Sabihuddin Butt, 2013, "Devaluation and Income Inequality Nexus: Evidence from Pakistan," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 1, issue 4, pages 48-58, April.
• Muhammad Shahbaz & Talat Afza & Muhammad Shahbaz Shabbir, 2013, "Financial Development, Domestic Savings and Poverty Reduction in Pakistan: Using Cointegration and Granger Causality Analysis," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 1, issue 5, pages 59-73, May.
• Pablo Pincheira, 2013, "Conditional Predictive Ability of Exchange Rates in Long Run Regressions," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 28, issue 2, pages 3-35, October.
• Sebastian Gechert & Rafael Mentges, 2013, "What Drives Fiscal Multipliers? The Role of Private Wealth and Debt," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 124-2013.
• Elsy Gómez-Ramos & Francisco Venegas-Martínez, 2013, "A Review of Artificial Neural Networks: How Well Do They Perform in Forecasting Time Series?," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 6, issue 2, pages 7-15, Diciembre.
• Juan Carlos Escanciano & Juan Carlos Pardo-Fernández & Ingrid Van Keilegom, 2013, "Semiparametric Estimation Of Risk-Return Relationships," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2013-004, Sep.
• Carlos A. Medel, 2013, "How informative are in-sample information criteria to forecasting? The case of Chilean GDP," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 50, issue 1, pages 133-161, May.
• Sylvie Lecarpentier Moyal & Georges Prat & Patricia Renou Maissant & Remzi Uctum, 2013, "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Working Papers, Department of Research, Ipag Business School, number 2013-27, Jan.
• Segura-Rodríguez, Diana C. & Venegas-Martínez,Francisco & Allier-Campuzano, Héctor, 2013, "Modelo econométrico para pronosticar la inflación utilizando cointegración, var y vec para la economía mexicana 1990.I-2011.IV," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 38, pages 39-71, segundo t.
• Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2013, "“GLS based unit root tests for bounded processes”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201304, Apr, revised Apr 2013.
• Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013, "“The relationship between debt level and fiscal sustainability in OECD countries”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201315, Sep, revised Sep 2013.