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

• Beyer, Andreas, 2009, "A Stable Model for Euro Area Money Demand: Revisiting the Role of Wealth," Working Paper Series, European Central Bank, number 1111, Nov.
• Slacalek, Jiri, 2009, "What Drives Personal Consumption? The Role of Housing and Financial Wealth," Working Paper Series, European Central Bank, number 1117, Nov.
• Castrén, Olli & Kavonius, Ilja Kristian, 2009, "Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area," Working Paper Series, European Central Bank, number 1124, Dec.
• Calza, Alessandro & Zaghini, Andrea, 2010, "Sectoral money demand and the great disinflation in the US," Working Paper Series, European Central Bank, number 1218, Jun.
• Caporale, Guglielmo Maria & Onorante, Luca & Paesani, Paolo, 2010, "Inflation and inflation uncertainty in the euro area," Working Paper Series, European Central Bank, number 1229, Jul.
• Marcet, Albert & Jarociński, Marek, 2010, "Autoregressions in small samples, priors about observables and initial conditions," Working Paper Series, European Central Bank, number 1263, Nov.
• Kenny, Geoff & Genre, Véronique & Meyler, Aidan & Timmermann, Allan, 2010, "Combining the forecasts in the ECB survey of professional forecasters: can anything beat the simple average?," Working Paper Series, European Central Bank, number 1277, Dec.
• Carroll, Christopher D. & Slacalek, Jiri & Otsuka, Misuzu, 2010, "How large are housing and financial wealth effects? A new approach," Working Paper Series, European Central Bank, number 1283, Dec.
• Klump, Rainer & McAdam, Peter & Willman, Alpo, 2011, "The normalized CES production function: theory and empirics," Working Paper Series, European Central Bank, number 1294, Feb.
• Hubrich, Kirstin & González, Andrés & Teräsvirta, Timo, 2011, "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series, European Central Bank, number 1363, Jul.
• Kosse, Anneke, 2011, "Do newspaper articles on card fraud affect debit card usage?," Working Paper Series, European Central Bank, number 1389, Oct.
• Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2012, "How informative are the subjective density forecasts of macroeconomists?," Working Paper Series, European Central Bank, number 1446, Jul.
• Schnatz, Bernd & D'Agostino, Antonello, 2012, "Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years," Working Paper Series, European Central Bank, number 1455, Aug.
• Durré, Alain & Beaupain, Renaud, 2012, "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series, European Central Bank, number 1500, Dec.
• Brousseau, Vincent & Durré, Alain, 2013, "Interest rate volatility: a consol rate-based measure," Working Paper Series, European Central Bank, number 1505, Jan.
• Afonso, António & Toffano, Priscilla, 2013, "Fiscal regimes in the EU," Working Paper Series, European Central Bank, number 1529, Apr.
• Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2013, "Can macroeconomists forecast risk? Event-based evidence from the euro area SPF," Working Paper Series, European Central Bank, number 1540, Apr.
• Warmedinger, Thomas & Paredes, Joan & Asimakopoulos, Stylianos, 2013, "Forecasting fiscal time series using mixed frequency data," Working Paper Series, European Central Bank, number 1550, May.
• Rua, António & Soares Esteves, Paulo, 2013, "Is there a role for domestic demand pressure on export performance?," Working Paper Series, European Central Bank, number 1594, Sep.
• Komuves, Zsofia & Ramirez, Miguel D., 2013, "Economic Infrastructure, Private Capital Formation, and FDI Inflows to Hungary: A Unit Root and Cointegration Analysis with Structural Breaks," Working Papers, Yale University, Department of Economics, number 123, Oct.
• Godfrey Ndlovu, 2013, "Financial Sector Development and Economic Growth: Evidence from Zimbabwe," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 435-446.
• Majid Delavari & Nadiya Gandali Alikhani & Esmaeil Naderi, 2013, "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 466-475.
• William Bekoe & Philip Kofi Adom, 2013, "Macroeconomic Uncertainty and Private Investment in Ghana:An Empirical Investigation," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 276-293.
• Samih Antoine Azar & Loucine Basmajian, 2013, "Oil Prices and the Kuwaiti and the Saudi Stock Markets:The Contrast," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 294-304.
• Samih Antoine Azar, 2013, "Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 723-733.
• Han-Ching Huang & Yong-Chern Su & Chun-Chi Shih, 2013, "Speed of Convergence to Market Efficiency: Example of Top loser Stocks," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 591-601.
• H seyin Kalyoncu & Faruk G rsoy & Hasan G cen, 2013, "Causality Relationship between GDP and Energy Consumption in Georgia, Azerbaijan and Armenia," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 1, pages 111-117.
• Mustafa SAATC & Yasemin DUMRUL, 2013, "The Relationship Between Energy Consumption and Economic Growth: Evidence From A Structural Break Analysis For Turkey," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 1, pages 20-29.
• Muslima Zahan & Ron S. Kenett, 2013, "Modeling and Forecasting Energy Consumption in the Manufacturing Industry in South Asia," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 1, pages 87-98.
• Mohammad Reza Lotfalipour & Mohammad Ali Falahi & Morteza Bastam, 2013, "Prediction of CO2 Emissions in Iran using Grey and ARIMA Models," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 3, pages 229-237.
• Abdul Rashid & Ozge Kandemir Kocaaslan, 2013, "Does Energy Consumption Volatility Affect Real GDP Volatility? An Empirical Analysis for the UK," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 4, pages 384-394.
• Neil A. Wilmot, 2013, "Cointegration in the Oil Market among Regional Blends," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 4, pages 424-433.
• Rabia Ece Omay, 2013, "The Relationship between Environment and Income:Regression Spline Approac," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue Special, pages 52-61.
• Kadir TUNA, 2013, "Türkiye’de Wagner Kanunu’nun Geçerliliðinin Test Edilmesi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 1, issue 3, pages 54-57.
• Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2013, "On the time-varying relationship between EMU sovereign spreads and their determinants," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-47.
• Russell, Bill, 2013, "Arch and Structural Breaks in United States Inflation," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-115.
• Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013, "Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1303, Jan.
• Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2013, "The present value model of U.S. stock prices revisited: long-run evidence with structural breaks, 1871-2010," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1305, Jan.
• Mariam Camarero & Juana Castillo Giménez & Andrés J. Picazo-Tadeo & Cecilio Tamarit, 2013, "Is the eco-efficiency in greenhouse gas emissions converging among European Union countries?," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1309, Mar.
• Emilio Congregado & Vicente Esteve & Antonio A. Golpe, 2013, "From complements to substitutes: Structural breaks in the elasticity of substitution between paid-employment and self-employment in the US," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1319, Sep.
• Tomas del Barrio Castro & Mariam Camarero & Cecilio Tamarit, 2013, "An analysis of the trade balance for OECD countries using periodic integration and cointegration," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1320, Oct.
• Tomas del Barrio Castro & Mariam Camarero & Cecilio Tamarit, 2013, "The trade balance in euro countries: a natural case study of periodic integration with a changing mean," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1321, Nov.
• Yiu, Matthew S. & Yu, Jun & Jin, Lu, 2013, "Detecting bubbles in Hong Kong residential property market," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 115-124, DOI: 10.1016/j.asieco.2013.04.005.
• Tian, Lei & Chen, Langnan, 2013, "A reinvestigation of the new RMB exchange rate regime," China Economic Review, Elsevier, volume 24, issue C, pages 16-25, DOI: 10.1016/j.chieco.2012.09.006.
• Chen, Yen-Hsiao & Quan, Lianfeng & Liu, Yang, 2013, "An empirical investigation on the temporal properties of China's GDP," China Economic Review, Elsevier, volume 27, issue C, pages 69-81, DOI: 10.1016/j.chieco.2013.07.007.
• Poskitt, D.S. & Sengarapillai, Arivalzahan, 2013, "Description length and dimensionality reduction in functional data analysis," Computational Statistics & Data Analysis, Elsevier, volume 58, issue C, pages 98-113, DOI: 10.1016/j.csda.2011.03.018.
• Lanne, Markku & Luoto, Jani, 2013, "Autoregression-based estimation of the new Keynesian Phillips curve," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 3, pages 561-570, DOI: 10.1016/j.jedc.2012.09.008.
• Retselisitsoe I. Thamae, 2013, "The Growth of Government Spending in Lesotho," Economic Analysis and Policy, Elsevier, volume 43, issue 3, pages 339-352, December.
• Fondeur, Y. & Karamé, F., 2013, "Can Google data help predict French youth unemployment?," Economic Modelling, Elsevier, volume 30, issue C, pages 117-125, DOI: 10.1016/j.econmod.2012.07.017.
• Sbrana, Giacomo, 2013, "The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions," Economic Modelling, Elsevier, volume 30, issue C, pages 311-316, DOI: 10.1016/j.econmod.2012.09.039.
• Li, Yushu, 2013, "Wavelet based outlier correction for power controlled turning point detection in surveillance systems," Economic Modelling, Elsevier, volume 30, issue C, pages 317-321, DOI: 10.1016/j.econmod.2012.08.028.
• Kollias, Christos & Paleologou, Suzanna-Maria, 2013, "Guns, highways and economic growth in the United States," Economic Modelling, Elsevier, volume 30, issue C, pages 449-455, DOI: 10.1016/j.econmod.2012.09.048.
• Narayan, Paresh Kumar & Narayan, Seema & Mishra, Sagarika, 2013, "Has the structural break slowed down growth rates of stock markets?," Economic Modelling, Elsevier, volume 30, issue C, pages 595-601, DOI: 10.1016/j.econmod.2012.10.001.
• Gupta, Rangan & Modise, Mampho P., 2013, "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, volume 30, issue C, pages 612-622, DOI: 10.1016/j.econmod.2012.10.015.
• Liu, Wen-Chi, 2013, "Reexamining the income inequality in China: Evidence from sequential panel selection method," Economic Modelling, Elsevier, volume 31, issue C, pages 37-42, DOI: 10.1016/j.econmod.2012.11.048.
• Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati, 2013, "Oil price and exchange rates: A wavelet based analysis for India," Economic Modelling, Elsevier, volume 31, issue C, pages 414-422, DOI: 10.1016/j.econmod.2012.11.043.
• Zhang, Lingxiang, 2013, "Modeling China's inflation dynamics: An MRSTAR approach," Economic Modelling, Elsevier, volume 31, issue C, pages 440-446, DOI: 10.1016/j.econmod.2012.12.019.
• Akarim, Yasemin Deniz & Sevim, Serafettin, 2013, "The impact of mean reversion model on portfolio investment strategies: Empirical evidence from emerging markets," Economic Modelling, Elsevier, volume 31, issue C, pages 453-459, DOI: 10.1016/j.econmod.2012.11.028.
• Trachanas, Emmanouil & Katrakilidis, Constantinos, 2013, "The dynamic linkages of fiscal and current account deficits: New evidence from five highly indebted European countries accounting for regime shifts and asymmetries," Economic Modelling, Elsevier, volume 31, issue C, pages 502-510, DOI: 10.1016/j.econmod.2012.12.026.
• Miao, Daniel Wei-Chung & Wu, Chun-Chou & Su, Yi-Kai, 2013, "Regime-switching in volatility and correlation structure using range-based models with Markov-switching," Economic Modelling, Elsevier, volume 31, issue C, pages 87-93, DOI: 10.1016/j.econmod.2012.11.013.
• Simo-Kengne, Beatrice D. & Balcilar, Mehmet & Gupta, Rangan & Reid, Monique & Aye, Goodness C., 2013, "Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model," Economic Modelling, Elsevier, volume 32, issue C, pages 161-171, DOI: 10.1016/j.econmod.2013.02.006.
• Marques, Luís Miguel & Fuinhas, José Alberto & Marques, António Cardoso, 2013, "Does the stock market cause economic growth? Portuguese evidence of economic regime change," Economic Modelling, Elsevier, volume 32, issue C, pages 316-324, DOI: 10.1016/j.econmod.2013.02.015.
• Reboredo, Juan C. & Rivera-Castro, Miguel A., 2013, "A wavelet decomposition approach to crude oil price and exchange rate dependence," Economic Modelling, Elsevier, volume 32, issue C, pages 42-57, DOI: 10.1016/j.econmod.2012.12.028.
• Ismail, Aisha & Rashid, Kashif, 2013, "Determinants of household saving: Cointegrated evidence from Pakistan (1975–2011)," Economic Modelling, Elsevier, volume 32, issue C, pages 524-531, DOI: 10.1016/j.econmod.2013.02.004.
• Guo, Feng & Hu, Jinyan & Jiang, Mingming, 2013, "Monetary shocks and asymmetric effects in an emerging stock market: The case of China," Economic Modelling, Elsevier, volume 32, issue C, pages 532-538, DOI: 10.1016/j.econmod.2013.02.032.
• Verheyen, Florian, 2013, "Exchange rate nonlinearities in EMU exports to the US," Economic Modelling, Elsevier, volume 32, issue C, pages 66-76, DOI: 10.1016/j.econmod.2013.01.039.
• Sun, Qi & Xu, Weijun & Xiao, Weilin, 2013, "An empirical estimation for mean-reverting coal prices with long memory," Economic Modelling, Elsevier, volume 33, issue C, pages 174-181, DOI: 10.1016/j.econmod.2013.04.015.
• Ahmad, Wasim & Sehgal, Sanjay & Bhanumurthy, N.R., 2013, "Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?," Economic Modelling, Elsevier, volume 33, issue C, pages 209-225, DOI: 10.1016/j.econmod.2013.04.009.
• Valadkhani, Abbas, 2013, "Modelling the terminal gate prices of unleaded petrol in Australia," Economic Modelling, Elsevier, volume 33, issue C, pages 233-243, DOI: 10.1016/j.econmod.2013.04.012.
• Chang, Tsangyao & Cheng, Shu-Ching & Pan, Guochen & Wu, Tsung-pao, 2013, "Does globalization affect the insurance markets? Bootstrap panel Granger causality test," Economic Modelling, Elsevier, volume 33, issue C, pages 254-260, DOI: 10.1016/j.econmod.2013.04.008.
• Hayat, Aziz & Bhatti, M. Ishaq, 2013, "Masking of volatility by seasonal adjustment methods," Economic Modelling, Elsevier, volume 33, issue C, pages 676-688, DOI: 10.1016/j.econmod.2013.05.016.
• Cooray, Arusha & Paradiso, Antonio & Truglia, Francesco Giovanni, 2013, "Do countries belonging to the same region suggest the same growth enhancing variables? Evidence from selected South Asian countries," Economic Modelling, Elsevier, volume 33, issue C, pages 772-779, DOI: 10.1016/j.econmod.2013.06.015.
• Gnegne, Yacouba & Jawadi, Fredj, 2013, "Boundedness and nonlinearities in public debt dynamics: A TAR assessment," Economic Modelling, Elsevier, volume 34, issue C, pages 154-160, DOI: 10.1016/j.econmod.2013.04.006.
• Guerreiro, David & Mignon, Valérie, 2013, "On price convergence in Eurozone," Economic Modelling, Elsevier, volume 34, issue C, pages 42-51, DOI: 10.1016/j.econmod.2012.10.021.
• Girardin, Eric & Joyeux, Roselyne, 2013, "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Economic Modelling, Elsevier, volume 34, issue C, pages 59-68, DOI: 10.1016/j.econmod.2012.12.001.
• Narayan, Paresh Kumar & Thuraisamy, Kannan S., 2013, "Common trends and common cycles in stock markets," Economic Modelling, Elsevier, volume 35, issue C, pages 472-476, DOI: 10.1016/j.econmod.2013.08.002.
• Pourazarm, Elham & Cooray, Arusha, 2013, "Estimating and forecasting residential electricity demand in Iran," Economic Modelling, Elsevier, volume 35, issue C, pages 546-558, DOI: 10.1016/j.econmod.2013.08.006.
• He, Huizhen & Chang, Tsangyao, 2013, "Purchasing power parity in transition countries: Sequential panel selection method," Economic Modelling, Elsevier, volume 35, issue C, pages 604-609, DOI: 10.1016/j.econmod.2013.08.021.
• Lopcu, Kenan & Dülger, Fikret & Burgaç, Almıla, 2013, "Relative productivity increases and the appreciation of the Turkish lira," Economic Modelling, Elsevier, volume 35, issue C, pages 614-621, DOI: 10.1016/j.econmod.2013.08.005.
• Rossi, Barbara, 2013, "Advances in Forecasting under Instability," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-62731-5.00021-X.
• Loría, Eduardo & Salas, Emmanuel, 2013, "Crucial exchange rate parity. Evidence for Mexico," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 101-112, DOI: 10.1016/j.najef.2012.07.001.
• Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2013, "Conditional correlations and volatility spillovers between crude oil and stock index returns," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 116-138, DOI: 10.1016/j.najef.2012.06.002.
• Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Amaral, Teodosio Perez, 2013, "The rise and fall of S&P500 variance futures," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 151-167, DOI: 10.1016/j.najef.2012.06.011.
• Dong, Chaohua & Gao, Jiti, 2013, "Solving replication problems in a complete market by orthogonal series expansion," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 306-317, DOI: 10.1016/j.najef.2012.06.009.
• Chang, Chia-Lin & Della Chang, Jui-Chuan & Huang, Yi-Wei, 2013, "Dynamic price integration in the global gold market," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 227-235, DOI: 10.1016/j.najef.2013.02.002.
• Caporin, Massimiliano & Lisi, Francesco, 2013, "A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 236-249, DOI: 10.1016/j.najef.2013.02.003.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013, "Has the Basel Accord improved risk management during the global financial crisis?," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 250-265, DOI: 10.1016/j.najef.2013.02.004.
• Chang, Chia-Lin & Hsu, Hui-Kuang & McAleer, Michael, 2013, "Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 519-534, DOI: 10.1016/j.najef.2013.02.019.
• Pelizzon, Loriana & Sartore, Domenico, 2013, "Deciphering the Libor and Euribor Spreads during the subprime crisis," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 565-585, DOI: 10.1016/j.najef.2013.02.022.
• Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013, "Time-varying mixture GARCH models and asymmetric volatility," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 602-623, DOI: 10.1016/j.najef.2013.02.024.
• Zhang, Bing & Li, Xindan & Yu, Honghai, 2013, "Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 725-738, DOI: 10.1016/j.najef.2013.05.003.
• Camarero, Mariam & Picazo-Tadeo, Andrés J. & Tamarit, Cecilio, 2013, "Are the determinants of CO2 emissions converging among OECD countries?," Economics Letters, Elsevier, volume 118, issue 1, pages 159-162, DOI: 10.1016/j.econlet.2012.10.009.
• Wang, Shin-Huei & Vasilakis, Chrysovalantis, 2013, "Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points," Economics Letters, Elsevier, volume 118, issue 2, pages 389-392, DOI: 10.1016/j.econlet.2012.11.011.
• Offick, Sven & Wohltmann, Hans-Werner, 2013, "News shocks, nonfundamentalness and volatility," Economics Letters, Elsevier, volume 119, issue 1, pages 17-19, DOI: 10.1016/j.econlet.2013.01.004.
• Zhang, Lingxiang, 2013, "Revisiting the empirics of inflation in China: A smooth transition error correction approach," Economics Letters, Elsevier, volume 119, issue 1, pages 68-71, DOI: 10.1016/j.econlet.2013.01.014.
• Dorn, Sabrina & Egger, Peter H., 2013, "Fixed currency regimes and the time pattern of trade effects," Economics Letters, Elsevier, volume 119, issue 2, pages 120-123, DOI: 10.1016/j.econlet.2013.01.017.
• Massacci, Daniele, 2013, "A switching model with flexible threshold variable: With an application to nonlinear dynamics in stock returns," Economics Letters, Elsevier, volume 119, issue 2, pages 199-203, DOI: 10.1016/j.econlet.2013.02.031.
• Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki, 2013, "News impact curve for stochastic volatility models," Economics Letters, Elsevier, volume 120, issue 1, pages 130-134, DOI: 10.1016/j.econlet.2013.03.001.
• Massacci, Daniele, 2013, "A variable addition test for exogeneity in structural threshold models," Economics Letters, Elsevier, volume 120, issue 1, pages 5-9, DOI: 10.1016/j.econlet.2013.03.044.
• Bao, Yong & Ullah, Aman & Zinde-Walsh, Victoria, 2013, "On existence of moment of mean reversion estimator in linear diffusion models," Economics Letters, Elsevier, volume 120, issue 2, pages 146-148, DOI: 10.1016/j.econlet.2013.04.024.
• Carrion-i-Silvestre, Josep Lluís & Gadea, María Dolores, 2013, "GLS-based unit root tests for bounded processes," Economics Letters, Elsevier, volume 120, issue 2, pages 184-187, DOI: 10.1016/j.econlet.2013.04.016.
• Meng, Ming & Lee, Hyejin & Cho, Myeong Hyeon & Lee, Junsoo, 2013, "Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures," Economics Letters, Elsevier, volume 120, issue 2, pages 195-199, DOI: 10.1016/j.econlet.2013.03.033.
• Sorge, Marco M., 2013, "Generalized adaptive expectations revisited," Economics Letters, Elsevier, volume 120, issue 2, pages 203-205, DOI: 10.1016/j.econlet.2013.04.033.
• Seong, Byeongchan, 2013, "Semiparametric selection of seasonal cointegrating ranks using information criteria," Economics Letters, Elsevier, volume 120, issue 3, pages 592-595, DOI: 10.1016/j.econlet.2013.06.031.
• Xu, Ke-Li, 2013, "Power monotonicity in detecting volatility levels change," Economics Letters, Elsevier, volume 121, issue 1, pages 64-69, DOI: 10.1016/j.econlet.2013.06.030.
• Su, Jen-Je & Nguyen, Jeremy K., 2013, "Alternative unit root testing strategies using the Fourier approximation," Economics Letters, Elsevier, volume 121, issue 1, pages 8-11, DOI: 10.1016/j.econlet.2013.06.042.
• Montañés, A. & Olmos, L., 2013, "Convergence in US house prices," Economics Letters, Elsevier, volume 121, issue 2, pages 152-155, DOI: 10.1016/j.econlet.2013.07.021.
• De Pace, Pierangelo & Weber, Kyle D., 2013, "High yield spreads, real economic activity, and the financial accelerator," Economics Letters, Elsevier, volume 121, issue 3, pages 346-355, DOI: 10.1016/j.econlet.2013.08.027.
• Camacho, Maximo, 2013, "Mixed-frequency VAR models with Markov-switching dynamics," Economics Letters, Elsevier, volume 121, issue 3, pages 369-373, DOI: 10.1016/j.econlet.2013.09.010.
• Hwang, Eunju & Shin, Dong Wan, 2013, "A CUSUM test for a long memory heterogeneous autoregressive model," Economics Letters, Elsevier, volume 121, issue 3, pages 379-383, DOI: 10.1016/j.econlet.2013.09.014.
• Greenwood-Nimmo, Matthew & Shin, Yongcheol, 2013, "Taxation and the asymmetric adjustment of selected retail energy prices in the UK," Economics Letters, Elsevier, volume 121, issue 3, pages 411-416, DOI: 10.1016/j.econlet.2013.09.020.
• Lee, O., 2013, "The functional central limit theorem for ARMA–GARCH processes," Economics Letters, Elsevier, volume 121, issue 3, pages 432-435, DOI: 10.1016/j.econlet.2013.09.018.
• Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas, 2013, "Stock exchange mergers and return co-movement: A flexible dynamic component correlations model," Economics Letters, Elsevier, volume 121, issue 3, pages 511-515, DOI: 10.1016/j.econlet.2013.10.001.
• Hosseinkouchack, Mehdi & Wolters, Maik H., 2013, "Do large recessions reduce output permanently?," Economics Letters, Elsevier, volume 121, issue 3, pages 516-519, DOI: 10.1016/j.econlet.2013.10.012.
• Gao, Jiti & Tjøstheim, Dag & Yin, Jiying, 2013, "Estimation in threshold autoregressive models with a stationary and a unit root regime," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 1-13, DOI: 10.1016/j.jeconom.2011.12.006.
• Hurn, A.S. & Lindsay, K.A. & McClelland, A.J., 2013, "A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 106-126, DOI: 10.1016/j.jeconom.2012.09.002.
• Chambers, Marcus J., 2013, "Jackknife estimation of stationary autoregressive models," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 142-157, DOI: 10.1016/j.jeconom.2012.09.003.
• Boldea, Otilia & Hall, Alastair R., 2013, "Estimation and inference in unstable nonlinear least squares models," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 158-167, DOI: 10.1016/j.jeconom.2012.09.004.
• Pelagatti, Matteo M. & Sen, Pranab K., 2013, "Rank tests for short memory stationarity," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 90-105, DOI: 10.1016/j.jeconom.2012.08.020.
• Andrews, Beth & Davis, Richard A., 2013, "Model identification for infinite variance autoregressive processes," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 222-234, DOI: 10.1016/j.jeconom.2012.08.009.
• Hill, Jonathan B. & Aguilar, Mike, 2013, "Moment condition tests for heavy tailed time series," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 255-274, DOI: 10.1016/j.jeconom.2012.08.013.
• Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013, "Stable mixture GARCH models," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 292-306, DOI: 10.1016/j.jeconom.2012.08.012.
• Xu, Ke-Li, 2013, "Powerful tests for structural changes in volatility," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 126-142, DOI: 10.1016/j.jeconom.2012.11.001.
• Chen, Bin & Song, Zhaogang, 2013, "Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 83-107, DOI: 10.1016/j.jeconom.2012.10.001.
• Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel, 2013, "Nelson–Plosser revisited: The ACF approach," Journal of Econometrics, Elsevier, volume 175, issue 1, pages 22-34, DOI: 10.1016/j.jeconom.2013.02.006.
• Han, Chirok & Phillips, Peter C.B., 2013, "First difference maximum likelihood and dynamic panel estimation," Journal of Econometrics, Elsevier, volume 175, issue 1, pages 35-45, DOI: 10.1016/j.jeconom.2013.03.003.
• Amado, Cristina & Teräsvirta, Timo, 2013, "Modelling volatility by variance decomposition," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 142-153, DOI: 10.1016/j.jeconom.2013.03.006.
• Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi, 2013, "Panel unit root tests in the presence of a multifactor error structure," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 94-115, DOI: 10.1016/j.jeconom.2013.02.001.
• Iacone, Fabrizio & Leybourne, Stephen J. & Robert Taylor, A.M., 2013, "Testing for a break in trend when the order of integration is unknown," Journal of Econometrics, Elsevier, volume 176, issue 1, pages 30-45, DOI: 10.1016/j.jeconom.2013.03.008.
• Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána, 2013, "Robust adaptive rate-optimal testing for the white noise hypothesis," Journal of Econometrics, Elsevier, volume 176, issue 2, pages 134-145, DOI: 10.1016/j.jeconom.2013.05.001.
• Francq, Christian & Wintenberger, Olivier & Zakoïan, Jean-Michel, 2013, "GARCH models without positivity constraints: Exponential or log GARCH?," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 34-46, DOI: 10.1016/j.jeconom.2013.05.004.
• Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail, 2013, "Optimal forecasts in the presence of structural breaks," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 134-152, DOI: 10.1016/j.jeconom.2013.04.002.
• Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng, 2013, "Forecasting a long memory process subject to structural breaks," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 171-184, DOI: 10.1016/j.jeconom.2013.04.006.
• Rossi, Barbara & Sekhposyan, Tatevik, 2013, "Conditional predictive density evaluation in the presence of instabilities," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 199-212, DOI: 10.1016/j.jeconom.2013.04.008.
• Phillips, Peter C.B. & Lee, Ji Hyung, 2013, "Predictive regression under various degrees of persistence and robust long-horizon regression," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 250-264, DOI: 10.1016/j.jeconom.2013.04.011.
• Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2013, "Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 265-284, DOI: 10.1016/j.jeconom.2013.04.012.
• Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2013, "Forecasting by factors, by variables, by both or neither?," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 305-319, DOI: 10.1016/j.jeconom.2013.04.015.
• Chen, Fei & Diebold, Francis X. & Schorfheide, Frank, 2013, "A Markov-switching multifractal inter-trade duration model, with application to US equities," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 320-342, DOI: 10.1016/j.jeconom.2013.04.016.
• Ayala, Astrid & Blazsek, Szabolcs, 2013, "Structural breaks in public finances in Central and Eastern European countries," Economic Systems, Elsevier, volume 37, issue 1, pages 45-60, DOI: 10.1016/j.ecosys.2012.06.004.
• Horvath, Roman & Petrovski, Dragan, 2013, "International stock market integration: Central and South Eastern Europe compared," Economic Systems, Elsevier, volume 37, issue 1, pages 81-91, DOI: 10.1016/j.ecosys.2012.07.004.
• Algieri, Bernardina, 2013, "An empirical analysis of the nexus between external balance and government budget balance: The case of the GIIPS countries," Economic Systems, Elsevier, volume 37, issue 2, pages 233-253, DOI: 10.1016/j.ecosys.2012.11.002.
• Kumar, Ronald Ravinesh, 2013, "Remittances and economic growth: A study of Guyana," Economic Systems, Elsevier, volume 37, issue 3, pages 462-472, DOI: 10.1016/j.ecosys.2013.01.001.
• Perron, Pierre & Chun, Sungju & Vodounou, Cosme, 2013, "Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 42-62, DOI: 10.1016/j.jempfin.2012.10.002.
• Wang, Jianxin & Yang, Minxian, 2013, "On the risk return relationship," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 132-141, DOI: 10.1016/j.jempfin.2013.01.001.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2013, "Equilibrium exchange rate determination and multiple structural changes," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 52-66, DOI: 10.1016/j.jempfin.2013.03.001.
• Byun, Suk Joon & Kim, Jun Sik, 2013, "The information content of risk-neutral skewness for volatility forecasting," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 142-161, DOI: 10.1016/j.jempfin.2013.05.006.
• Post, Thierry & Kopa, Miloš, 2013, "Aggregate investor preferences and beliefs: A comment," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 187-190, DOI: 10.1016/j.jempfin.2013.06.003.
• Herrera, Rodrigo & Schipp, Bernhard, 2013, "Value at risk forecasts by extreme value models in a conditional duration framework," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 33-47, DOI: 10.1016/j.jempfin.2013.05.002.
• Reschenhofer, Erhard & Lingler, Michaela, 2013, "Detecting synchronous cycles in financial time series of unequal length," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 1-9, DOI: 10.1016/j.jempfin.2013.07.003.
• Clements, A. & Silvennoinen, A., 2013, "Volatility timing: How best to forecast portfolio exposures," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 108-115, DOI: 10.1016/j.jempfin.2013.09.004.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013, "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 121-137, DOI: 10.1016/j.jempfin.2013.09.005.
• Zachmann, Georg, 2013, "A stochastic fuel switching model for electricity prices," Energy Economics, Elsevier, volume 35, issue C, pages 5-13, DOI: 10.1016/j.eneco.2012.06.019.
• Bordignon, Silvano & Bunn, Derek W. & Lisi, Francesco & Nan, Fany, 2013, "Combining day-ahead forecasts for British electricity prices," Energy Economics, Elsevier, volume 35, issue C, pages 88-103, DOI: 10.1016/j.eneco.2011.12.001.
• Lo Prete, Chiara & Norman, Catherine S., 2013, "Rockets and feathers in power futures markets? Evidence from the second phase of the EU ETS," Energy Economics, Elsevier, volume 36, issue C, pages 312-321, DOI: 10.1016/j.eneco.2012.08.028.
• Kisswani, Khalid M. & Nusair, Salah A., 2013, "Non-linearities in the dynamics of oil prices," Energy Economics, Elsevier, volume 36, issue C, pages 341-353, DOI: 10.1016/j.eneco.2012.09.007.
• Liu, Yaobin & Xie, Yichun, 2013, "Asymmetric adjustment of the dynamic relationship between energy intensity and urbanization in China," Energy Economics, Elsevier, volume 36, issue C, pages 43-54, DOI: 10.1016/j.eneco.2012.12.003.
• Reboredo, Juan C., 2013, "Modeling EU allowances and oil market interdependence. Implications for portfolio management," Energy Economics, Elsevier, volume 36, issue C, pages 471-480, DOI: 10.1016/j.eneco.2012.10.004.
• Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael, 2013, "Risk spillovers in oil-related CDS, stock and credit markets," Energy Economics, Elsevier, volume 36, issue C, pages 526-535, DOI: 10.1016/j.eneco.2012.10.010.
• Meng, Ming & Payne, James E. & Lee, Junsoo, 2013, "Convergence in per capita energy use among OECD countries," Energy Economics, Elsevier, volume 36, issue C, pages 536-545, DOI: 10.1016/j.eneco.2012.11.002.
• Papież, Monika & Śmiech, Sławomir, 2013, "Causality-in-mean and causality-in-variance within the international steam coal market," Energy Economics, Elsevier, volume 36, issue C, pages 594-604, DOI: 10.1016/j.eneco.2012.11.004.
• Eichler, M. & Türk, D., 2013, "Fitting semiparametric Markov regime-switching models to electricity spot prices," Energy Economics, Elsevier, volume 36, issue C, pages 614-624, DOI: 10.1016/j.eneco.2012.11.013.
• Dergiades, Theologos & Martinopoulos, Georgios & Tsoulfidis, Lefteris, 2013, "Energy consumption and economic growth: Parametric and non-parametric causality testing for the case of Greece," Energy Economics, Elsevier, volume 36, issue C, pages 686-697, DOI: 10.1016/j.eneco.2012.11.017.
• Creti, Anna & Joëts, Marc & Mignon, Valérie, 2013, "On the links between stock and commodity markets' volatility," Energy Economics, Elsevier, volume 37, issue C, pages 16-28, DOI: 10.1016/j.eneco.2013.01.005.
• Herrera, Rodrigo, 2013, "Energy risk management through self-exciting marked point process," Energy Economics, Elsevier, volume 38, issue C, pages 64-76, DOI: 10.1016/j.eneco.2013.03.003.
• Chang, Kuang-Liang & Yu, Shih-Ti, 2013, "Does crude oil price play an important role in explaining stock return behavior?," Energy Economics, Elsevier, volume 39, issue C, pages 159-168, DOI: 10.1016/j.eneco.2013.05.008.
• Liu, Ming-Hua & Margaritis, Dimitris & Zhang, Yang, 2013, "Market-driven coal prices and state-administered electricity prices in China," Energy Economics, Elsevier, volume 40, issue C, pages 167-175, DOI: 10.1016/j.eneco.2013.05.021.
• Byun, Suk Joon & Cho, Hangjun, 2013, "Forecasting carbon futures volatility using GARCH models with energy volatilities," Energy Economics, Elsevier, volume 40, issue C, pages 207-221, DOI: 10.1016/j.eneco.2013.06.017.
• Lutz, Benjamin Johannes & Pigorsch, Uta & Rotfuß, Waldemar, 2013, "Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals," Energy Economics, Elsevier, volume 40, issue C, pages 222-232, DOI: 10.1016/j.eneco.2013.05.022.
• Vacha, Lukas & Janda, Karel & Kristoufek, Ladislav & Zilberman, David, 2013, "Time–frequency dynamics of biofuel–fuel–food system," Energy Economics, Elsevier, volume 40, issue C, pages 233-241, DOI: 10.1016/j.eneco.2013.06.015.
• Benth, Fred Espen & Taib, Che Mohd Imran Che, 2013, "On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets," Energy Economics, Elsevier, volume 40, issue C, pages 259-268, DOI: 10.1016/j.eneco.2013.07.007.
• Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2013, "U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior," Energy Economics, Elsevier, volume 40, issue C, pages 425-432, DOI: 10.1016/j.eneco.2013.07.018.
• Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2013, "The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework," Energy Economics, Elsevier, volume 40, issue C, pages 714-733, DOI: 10.1016/j.eneco.2013.08.016.
• Tashpulatov, Sherzod N., 2013, "Estimating the volatility of electricity prices: The case of the England and Wales wholesale electricity market," Energy Policy, Elsevier, volume 60, issue C, pages 81-90, DOI: 10.1016/j.enpol.2013.04.045.
• Jouvet, Pierre-André & Solier, Boris, 2013, "An overview of CO2 cost pass-through to electricity prices in Europe," Energy Policy, Elsevier, volume 61, issue C, pages 1370-1376, DOI: 10.1016/j.enpol.2013.05.090.
• Fowowe, Babajide, 2013, "Jump dynamics in the relationship between oil prices and the stock market: Evidence from Nigeria," Energy, Elsevier, volume 56, issue C, pages 31-38, DOI: 10.1016/j.energy.2013.04.062.