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

2013

• António Afonso, & Michael G. Arghyrou, & George Bagdatoglou, & Alexandros Kontonikas, 2013, "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/05, Feb.
• António Afonso & Priscilla Toffano, 2013, "Fiscal regimes in the EU," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/10, Apr.
• Mahmut Zortuk & Seyhat Bayrak, 2013, "Secilmis Ulkelere Gore Turkiye’nin Turizm Talebi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 19, issue 1, pages 38-58, November.
• Nawalage S. Cooray, 2013, "An Empirical Analysis of Inflation-Growth Nexus in Developing Countries: The Case of Sri Lanka," Working Papers, Research Institute, International University of Japan, number EMS_2013_21, Nov.
• Naufal, George S & Genc, Ismail H., 2013, "Structural Change in MENA Remittance Flows," IZA Discussion Papers, IZA Network @ LISER, number 7485, Jul.
• Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013, "The relationship between debt level and fiscal sustainability in OECD countries," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2013/10.
• Jesús Peiró-Palomino, 2013, "European regional convergence revisited: The role of space and the intangible assets," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2013/11.
• Kojo Menyah & Yemane Wolde-Rufael, 2013, "Government expenditure and economic growth: the ethiopian experience, 1950–2007," Journal of Developing Areas, Tennessee State University, College of Business, volume 47, issue 1, pages 263-280, January-J.
• Emmanuel Anoruo & Yusuf Ahmad, 2013, "Regime-dependent monetary policy convergence: the case of southern African development community (SADC)," Journal of Developing Areas, Tennessee State University, College of Business, volume 47, issue 1, pages 75-90, January-J.
• Babajide Fowowe, 2013, "Do fiscal incentives promote investment?: empirical evidence from Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 47, issue 2, pages 17-35, July-Dece.
• George Adu, 2013, "Determinants of economic growth in Ghana: parametric and nonparametric investigations," Journal of Developing Areas, Tennessee State University, College of Business, volume 47, issue 2, pages 277-301, July-Dece.
• Jui-Chung Yang & Ke-Li Xu, 2013, "Estimation and Inference under Weak Identi cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function," 2013 Papers, Job Market Papers, number pya307, Dec.
• Siliverstovs Boriss, 2013, "Dating Business Cycles in Historical Perspective: Evidence for Switzerland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 233, issue 5-6, pages 661-679, October, DOI: 10.1515/jbnst-2013-5-607.
• John W. Keating & Isaac K. Kanyama, 2013, "Is Sticky Price Adjustment Important for Output Fluctuations?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201301, Jan.
• Mohammed Dore & Roelof Makken & Erik Eastman, 2013, "The Monetary Transmission Mechanism, Non-residential Fixed Investment and Housing," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 41, issue 3, pages 215-224, September, DOI: 10.1007/s11293-013-9371-5.
• Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2013, "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," Computational Economics, Springer;Society for Computational Economics, volume 41, issue 2, pages 249-265, February, DOI: 10.1007/s10614-012-9328-9.
• Heni Boubaker & Anne Péguin-Feissolle, 2013, "Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets," Computational Economics, Springer;Society for Computational Economics, volume 42, issue 3, pages 291-306, October, DOI: 10.1007/s10614-012-9355-6.
• Evangelia Papapetrou, 2013, "Oil prices and economic activity in Greece," Economic Change and Restructuring, Springer, volume 46, issue 4, pages 385-397, November, DOI: 10.1007/s10644-013-9140-0.
• Mariam Camarero & Juana Castillo & Andrés Picazo-Tadeo & Cecilio Tamarit, 2013, "Eco-Efficiency and Convergence in OECD Countries," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 55, issue 1, pages 87-106, May, DOI: 10.1007/s10640-012-9616-9.
• Philippe Bergevin & Christian Calmès & Raymond Théoret, 2013, "Time-Varying Leverage and Basel III: A Look at Canadian Evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 3, pages 233-247, August, DOI: 10.1007/s11294-013-9411-6.
• Miguel Ramirez, 2013, "Do Financial and Institutional Variables Enhance the Impact of Remittances on Economic Growth in Latin America and the Caribbean? A Panel Cointegration Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 3, pages 273-288, August, DOI: 10.1007/s11294-013-9407-2.
• Chrysovalantis Gaganis & Iftekhar Hasan & Fotios Pasiouras, 2013, "Efficiency and stock returns: evidence from the insurance industry," Journal of Productivity Analysis, Springer, volume 40, issue 3, pages 429-442, December, DOI: 10.1007/s11123-013-0347-x.
• Felix Schindler, 2013, "Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices," The Journal of Real Estate Finance and Economics, Springer, volume 46, issue 1, pages 44-90, January, DOI: 10.1007/s11146-011-9316-1.
• Yow-Jen Jou & Chih-Wei Wang & Wan-Chien Chiu, 2013, "Is the realized volatility good for option pricing during the recent financial crisis?," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 171-188, January, DOI: 10.1007/s11156-012-0285-0.
• Bartosz Gębka & Michail Karoglou, 2013, "Is there life in the old dogs yet? Making break-tests work on financial contagion," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 3, pages 485-507, April, DOI: 10.1007/s11156-012-0278-z.
• Constantin Anghelache & Ligia Prodan, 2013, "The Use of Simple Regression in Macroeconomic Analysis," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 4, pages 168-172, December.
• Fady Barsoum & Sandra Stankiewicz, 2013, "Forecasting GDP Growth Using Mixed-Frequency Models With Switching Regimes," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2013-10, May.
• David Iselin & Boriss Siliverstovs, 2013, "Mit Zeitungen Konjunkturprognosen erstellen: Eine Vergleichsstudie für die Schweiz und Deutschland," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 7, issue 3, pages 104-117, September, DOI: 10.3929/ethz-a-005427569.
• David Iselin & Boriss Siliverstovs, 2013, "Using Newspapers for Tracking the Business Cycle," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 13-337, Jan, DOI: 10.3929/ethz-a-009899599.
• Søren Johansen & Bent Nielsen, 2013, "Asymptotic analysis of the Forward Search," Discussion Papers, University of Copenhagen. Department of Economics, number 13-01, Feb.
• Andreas Noack Jensen & Morten Ørregaard Nielsen, 2013, "A fast fractional difference algorithm," Discussion Papers, University of Copenhagen. Department of Economics, number 13-04, May.
• Katarina Juselius, 2013, "Testing for Near I (2) Trends When the Signal to Noise Ratio is Small," Discussion Papers, University of Copenhagen. Department of Economics, number 14-01, Dec.
• Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2013, "Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility," KIER Working Papers, Kyoto University, Institute of Economic Research, number 844, Jan.
• Diego Lemus & Elkin Castaño, 2013, "A test for the existence of a fractional root in a non-stationary time series," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 78, pages 151-184.
• Stephen Hall & Amangeldi Kenjegaliev & P.A.V.B. Swamy & George S. Tavlas, 2013, "Measuring Currency Pressures: The Cases of the Japanese Yen, the Chinese Yuan, and the U.K. Pound," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 13/10, May.
• Benjamin HAMIDI & Bertrand MAILLET & Jean-Luc PRIGENT, 2013, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 164.
• Philip Arestis & Ana Rosa Gonzalez, 2013, "Endogenous Bank Credit and Its Link to Housing in OECD Countries," Economics Working Paper Archive, Levy Economics Institute, number wp_750, Jan.
• Philip Arestis & Ana Rosa Gonzalez, 2013, "Modeling the Housing Market in OECD Countries," Economics Working Paper Archive, Levy Economics Institute, number wp_764, May.
• Andreas Brunhart, 2013, "Der Klein(st)staat Liechtenstein und seine grossen Nachbarländer: Eine wachstums- und konjunkturanalytische Gegenüberstellung," Arbeitspapiere, Liechtenstein-Institut, number 44.
• Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013, "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 10, issue 1, pages 121-148, April.
• Abdul Jalil Khan & Parvez Azim, 2013, "One-Step-Ahead Forecastability of GARCH (1,1): A Comparative Analysis of USD- and PKR-Based Exchange Rate Volatilities," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 18, issue 1, pages 1-38, Jan-June.
• Nadia Tahir, 2013, "Forward-Looking and Backward-Looking Taylor Rules: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 18, issue 2, pages 121-145, July-Dec.
• Jean-François Carpantier & Arnaud Dufays, 2013, "Commodities Inventory Effect," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-07.
• Michael Berlemann & Soeren Enkelmann & Torben Kuhlenkasper, 2013, "Unraveling the Relationship between Presidential Approval and the Economy - A Multi-Dimensional Semi-Parametric Approach," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 273, May.
• Omay Tolga & Araz-Takay Bahar & Eruygur Ayşegül & Kiliç Ilker, 2013, "The Effects of Terrorist Activities on Foreign Direct Investment: Nonlinear Evidence from Turkey," Review of Economics, De Gruyter, volume 64, issue 2, pages 139-158, August, DOI: 10.1515/roe-2013-0203.
• David Ardia & Lennart F. Hoogerheide, 2013, "Worldwide equity Risk Prediction," Cahiers de recherche, CIRPEE, number 1312.
• David Ardia & Lennart F. Hoogerheide, 2013, "Cross-Sectional Distribution of GARCH Coefficients across S&P 500 Constituents: Time-Variation over the Period 2000-2012," Cahiers de recherche, CIRPEE, number 1313.
• David Ardia & Kris Boudt, 2013, "The Peer Performance of Hedge Funds," Cahiers de recherche, CIRPEE, number 1329.
• Jafari Samimi, Ahmad & Tehranchian, Amirmansour & Balonejad, Rozbeh, 2013, "Optimal Control of the Import in Planning for Economic Growth," 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 14, pages 69-86, March.
• Francesco Ravazzolo & Philip Rothman, 2013, "Oil and U.S. GDP: A Real-Time Out-of-Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 2-3, pages 449-463, March, DOI: jmcb.12009.
• Chang-Jin Kim & Cheolbeom Park, 2013, "Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 5, pages 933-952, August.
• Fabio C. Bagliano & Claudio Morana, 2013, "Determinants of US Financial fragility conditions," Working Papers, University of Milano-Bicocca, Department of Economics, number 224, Feb, revised Feb 2013.
• Claudio Morana, 2013, "Oil price dynamics, macro-finance interactions and the role of financial speculation," Working Papers, University of Milano-Bicocca, Department of Economics, number 225, Nov, revised Nov 2013.
• Claudio Morana, 2013, "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure," Working Papers, University of Milano-Bicocca, Department of Economics, number 233, Feb, revised Feb 2013.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013, "Biofuels and Food Prices: Searching for the Causal Link," Working Papers, University of Milano-Bicocca, Department of Economics, number 239, Mar, revised Mar 2013.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013, "Food versus Fuel: Causality and Predictability in Distribution," Working Papers, University of Milano-Bicocca, Department of Economics, number 241, Mar, revised Mar 2013.
• Claudio Morana, 2013, "Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns," Working Papers, University of Milano-Bicocca, Department of Economics, number 264, Dec, revised Dec 2013.
• Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA, 2013, "Food versus Fuel: Causality and Predictability in Distribution," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2013-10, Jun.
• Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA, 2013, "Biofuels and Food Prices: Searching for the Causal Link," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2013-11, Jun.
• Stefano IACUS & Giuseppe PORRO, 2013, "Does European Monetary Union make inflation dynamics more uniform?," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2013-12, Jun.
• Zsolt Darvas & Balázs Varga, 2013, "Inflation Persistence in Central and Eastern European Countries," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 1302, Feb, revised Jul 2013.
• Barbara Pistoresi, 2013, "Italy's current account sustainability:a long run perspective, 1861-2000," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 092, Sep.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Understanding Exchange Rates Dynamics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13023, Mar.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13025, Mar.
• Boonsoo Koo & Myung Hwan Seo, 2013, "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/13.
• D.S. Poskitt & Simone D. Grose & Gael M. Martin, 2013, "Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/13.
• Simone D. Grose & Gael M. Martin & Donald S. Poskitt, 2013, "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 29/13.
• Boonsoo Koo & Myung Hwan Seo, 2013, "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/13.
• Natalie Hegwood & M.H. Tuttle, 2013, "A Comment on Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure: Cointegration Methods Matter," Journal of Economic Insight, Missouri Valley Economic Association, volume 39, issue 1, pages 73-77.
• A. Stevens, 2013, "What inflation developments reveal about the Phillips curve: implications for monetary policy," Economic Review, National Bank of Belgium, issue iii, pages 67-76, December.
• Ulrich Mueller & Mark W. Watson, 2013, "Measuring Uncertainty about Long-Run Prediction," NBER Working Papers, National Bureau of Economic Research, Inc, number 18870, Mar.
• Geert Bekaert & Marie Hoerova, 2013, "The VIX, the Variance Premium and Stock Market Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 18995, Apr.
• Menzie D. Chinn & Laurent Ferrara & Valérie Mignon, 2013, "Post-recession US Employment through the Lens of a Non-linear Okun's law," NBER Working Papers, National Bureau of Economic Research, Inc, number 19047, May.
• Serena Ng & Jonathan H. Wright, 2013, "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers, National Bureau of Economic Research, Inc, number 19469, Sep.
• Traoré, Fousseini, 2013, "Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach," Revue d'Etudes en Agriculture et Environnement, Editions NecPlus, volume 2013, issue 03, pages 303-316, September.
• Traoré, Fousseini, 2013, "Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach," Revue d'Etudes en Agriculture et Environnement, Editions NecPlus, volume 94, issue 03, pages 303-316, September.
• Christian Schoder, 2013, "Effective demand, exogenous normal utilization and endogenous capacity in the long run. Evidence from a CVAR analysis for the US," Working Papers, New School for Social Research, Department of Economics, number 1306, Oct.
• Luís Francisco Aguiar-Conraria & Teresa Maria Rodrigues & Maria Joana Soares, 2013, "Oil Shocks and the Euro as an Optimum Currency Area," NIPE Working Papers, NIPE - Universidade do Minho, number 01/2013.
• Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2013, "Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms," Foundations and Trends(R) in Econometrics, now publishers, volume 6, issue 2, pages 101-161, November, DOI: 10.1561/0800000018.
• Mirko Djukic, 2013, "Detailed description of X-12-ARIMA seasonal adjustment of Serbian industrial production series," Working papers, National Bank of Serbia, number 26, Apr.
• A. Poissonnier, 2013, "Temporal disaggregation of stock variables - The Chow-Lin method extended to dynamic models," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2013-03.
• Bent Nielsen & Søren Johansen, 2013, "Asymptotic analysis of the Forward Search," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2013-W02, Feb.
• David F. Hendry & Grayham E. Mizon, 2013, "Unpredictability in Economic Analysis, Econometric Modeling and Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2013-W04, Feb.
• Luis Alberiko Gil-Alaña & Fernando Pérez de Gracia & Robert Mudida, 2013, "Persistence, long memory and seasonality in Kenyan tourism series," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2013, Aug.
• Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2013, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 12/2013, Dec.
• Özer Karagedikli & Ryan, Michael & Daan Steenkamp & Tugrul Vehbi, 2013, "What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2013/05, Jan.
• Boriss Siliverstovs, 2013, "Do business tendency surveys help in forecasting employment?: A real-time evidence for Switzerland," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2013, issue 2, pages 129-151, DOI: 10.1787/jbcma-2013-5k4bxlxjkd32.
• Alfred A. Haug, 2013, "On Real Interest Rate Persistence: The Role of Breaks," Working Papers, University of Otago, Department of Economics, number 1303, Jan, revised Jan 2013.
• Ai Deng, 2013, "Understanding Spurious Regression in Financial Economics," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 122-150, December.
• Seongman Moon & Carlos Velasco, 2013, "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, December.
• Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2013, "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, December.
• Burcã Ana-Maria & Bãtrînca Ghiorghe, 2013, "Application of Autoregressive Models for Forecasting Marine Insurance Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1125-1129, May.
• Burca Ana-Maria & Batrinca Ghiorghe, 2013, "VLCC Ships Prices and their Influence on Maritime Insurance MarketAbstract:The global economic and financial crisis has repressed the boom of the shipping industry, generating a high volatility of ves," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 542-547, May.
• Kevin Sheppard & Lily Liu & Andrew J. Patton, 2013, "Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes," Economics Series Working Papers, University of Oxford, Department of Economics, number 645, Feb.
• Jennifer Castle & David Hendry, 2013, "Semi-automatic Non-linear Model selection," Economics Series Working Papers, University of Oxford, Department of Economics, number 654, May.
• Javier Fernandez-Macho, 2013, "A Test for the Null of Multiple Cointegrating Vectors," Economics Series Working Papers, University of Oxford, Department of Economics, number 657, Jun.
• David Hendry & Jurgen A. Doornik & Felix Pretis, 2013, "Step-indicator Saturation," Economics Series Working Papers, University of Oxford, Department of Economics, number 658, Jun.
• Javier Fernandez-Macho, 2013, "A wavelet approach to multiple cointegration testing," Economics Series Working Papers, University of Oxford, Department of Economics, number 668, Jul.
• Efrem Castelnuovo & Luca Fanelli, 2013, "Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0163, May.
• Juan Carlos Aquino & Gabriel Rodríguez, 2013, "Understanding the functional central limit theorems with some applications to unit root testing with structural change," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 36, issue 71, pages 107-149.
• Dionisio Ramirez & Gabriel Rodríguez, 2013, "Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate?," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2013-367.
• Ángel Guillén & Gabriel Rodríguez, 2013, "Trend-cycle decomposition for Peruvian GDP: Application of an alternative method," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2013-368.
• Andrew Phiri, 2013, "An inquisition into bivariate threshold effects in the inflation-growth correlation: Evaluating South Africa’s macroeconomic objectives," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 3, pages 1-11, October.
• Rafal Siedlecki & Daniel Papla, 2013, "Forecasting economic crisis using gradient measurement of development and log-logistic function," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 3, pages 28-40, October.
• Tatay, Tibor & Kotosz, Balázs, 2013, "Central Bank Modelling and Variables Doing Random Walks," Public Finance Quarterly, Corvinus University of Budapest, volume 58, issue 4, pages 434-451.
• Misbah Tanveer Choudhry, 2013, "Age Dependency and Labor Productivity Divergence," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 113/2013, Jan.
• Abdul Rashid & Fazal Husain, 2013, "Capital Inflows, Inflation, and the Exchange Rate Volatility- An Investigation for Linear and Nonlinear Causal Linkages," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 52, issue 3, pages 183-206.
• Kevin S. Nell, 2013, "A Total Factor Productivity-Capital Accumulation Hypothesis of India’s Growth Transitions," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1313, Jul.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1914, Sep.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1915, Sep.
• Offer Lieberman & Peter C.B. Phillips, 2013, "Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1916, Sep.
• Igor Kheifets & Carlos Velasco, 2013, "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1924, Nov.
• Alfredo Marvão Pereira & José Manuel Belbute, 2013, "Final energy demand in Portugal: How persistent it is and why it matters for environmental policy," Working Papers, Economics Department, William & Mary, number 109, Jul.
• Rui M. Pereira, 2013, "Okun's Law across the Business Cycle and during the Great Recession: A Markov Switching Analysis," Working Papers, Economics Department, William & Mary, number 139, Jun.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013, "Long Memory in the Ukrainian Stock Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1279.
• Benjamin Beckers & Helmut Herwartz & Moritz Seidel, 2013, "Forecasting the Risk of Speculative Assets by Means of Copula Distributions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1282.
• Markku Lanne & Jani Luoto, 2013, "A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1285.
• Markku Lanne, 2013, "Noncausality and Inflation Persistence," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1286.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2013, "The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1288.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013, "Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1294.
• Guglielmo Maria Caporale & Stefano Di Colli & Juan Sergio Lopez, 2013, "Bank Lending Procyclicality and Credit Quality during Financial Crises," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1309.
• Ansgar Belke & Christian Dreger, 2013, "The Transmission of Oil and Food Prices to Consumer Prices: Evidence for the MENA Countries," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1332.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2013, "Testing Unemployment Theories: A Multivariate Long Memory Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1345.
• Antonia López-Villavicencio & Valérie Mignon, 2013, "Nonlinearity of the inflation-output trade-off and time-varying price rigidity," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-1.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2013, "Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-11.
• Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2013, "Post-recession US employment through the lens of a non-linear Okun’s law," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-12.
• 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," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-36.
• Jia Li & Andrew J. Patton, 2013, "Asymptotic Inference about Predictive Accuracy Using High Frequency Data," Working Papers, Duke University, Department of Economics, number 13-27.
• Tim Bollerslev & Andrew J. Patton & Wang Wenjing, 2013, "Daily House Price Indexes: Construction, Modeling, and Longer-Run Predictions," Working Papers, Duke University, Department of Economics, number 13-29.
• Bill Russell, 2013, "ARCH and structural breaks in United States inflation," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 277, Oct.
• Ibrahim, M.A., 2013, "Financial Development And Economic Growth In Saudi Arabian Economy," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 13, issue 1, pages 133-144.
• Benlagha, N., 2013, "Co-movement of Index linked bonds and conventional bonds in France: Subprime crisis and Structural Break, 2003-01, 2012-04," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 13, issue 1, pages 55-66.
• Choongjae Cho, 2013, "The Causal Relationship between Trade and FDI : Implication for India and East Asian Countries," Trade Working Papers, East Asian Bureau of Economic Research, number 23857, Dec.
• Banerjee, Anurag N. & Chevillon, Guillaume & Kratz, Marie, 2013, "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1314, Sep.
• de Bondt, Gabe & Dieden, Heinz Christian & Muzikarova, Sona & Vincze, Istvan, 2013, "Introducing the ECB indicator on euro area industrial new orders," Occasional Paper Series, European Central Bank, number 149, Jun.
• Salines, Marion & Glöckler, Gabriel & Gade, Thomas & Strodthoff, Steffen, 2013, ""Loose lips sinking markets?": the impact of political communication on sovereign bond spreads," Occasional Paper Series, European Central Bank, number 150, Jul.