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

• Sergio Cerezo Aguirre, 2014, "Boom en el sector inmobiliario en Bolivia: ¿burbuja o fundamentos económicos?," Revista de Análisis del BCB, Banco Central de Bolivia, volume 20, issue 1, pages 75-118, June.
• Sergio Cerezo Aguirre & Mauricio Mora Barrenechea, 2014, "Relación no lineal entre inflación y crecimiento económico: evidencia empírica para Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 21, issue 2, pages 9-36, December.
• Tolga Omay & Dilem Yildirim, 2014, "Nonlinearity and Smooth Breaks in Unit Root Testing," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 1, pages 1-9.
• Mubariz Hasanov, 2014, "Testing for a unit root in the presence of a nonlinear trend: The case of Australian Reel Exchange Rate," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 1, pages 10-17.
• Tolga Omay, 2014, "A Survey about Smooth Transition Panel Data Analysis," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 1, pages 18-29.
• Furkan Emirmahmutoðlu, 2014, "Cross-section Dependency and the Effects of Nonlinearity in Panel Unit Testing," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 1, pages 30-36.
• Deniz Ilalan, 2014, "Profitability Effects of Owning a Group Affiliated Media Institution: An Emerging Market Case," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 2, pages 17-24.
• Narmin Mammadova, 2014, "The Stochastic Futures of the Natural Gas Prices: Russian Federation in Caspian Region," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 2, pages 8-16.
• Davide Pettenuzzo & Francesco Ravazzolo, 2014, "Optimal portfolio choice under decision-based model combinations," Working Paper, Norges Bank, number 2014/15, Nov.
• Michael Joyce & Zhuoshi Liu & Ian Tonks, 2014, "Institutional investor portfolio allocation, quantitative easing and the global financial crisis," Bank of England Staff Working Paper series, Bank of England, number 510, Sep.
• Bradley Speigner, 2014, "Long-term unemployment and convexity in the Phillips curve," Bank of England Staff Working Paper series, Bank of England, number 519, Dec.
• Ki-Ho Kim, 2014, "An Empirical Analysis of Asymmetries in the Term Structure of Korean Government Bonds (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2014-12, Apr.
• Timothy Cogley & Thomas J. Sargent, 2014, "Measuring Price-Level Uncertainty and Instability in the U.S., 1850-2012," Working Papers, Economic Research Institute, Bank of Korea, number 2014-33, Nov.
• A. Girardi & R. Golinelli & C. Pappalardo, 2014, "The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp919, Jan.
• Shaista Arshad & Syed Aun R. Rizvi & Mansor H. Ibrahim, 2014, "Tripartite analysis across business cycles in Turkey: A multi-timescale inquiry of efficiency, volatility and integration," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 4, pages 224-235, December.
• Luis Filipe Martins & Pierre Perron, 2014, "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number 2014-003, Mar.
• Tatsuma Wada & Pierre Perron, 2014, "Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number 2014-004, Apr.
• Pierre Perron & Wendong Shi, 2014, "Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2014-009, Jun.
• Seong Yeon Chang & Pierre Perron, 2014, "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-011, Apr, revised 20 Sep 2015.
• Bassil Charbel, 2014, "The Effect of Terrorism on Tourism Demand in the Middle East," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 20, issue 4, pages 669-684, December, DOI: 10.1515/peps-2014-0032.
• Banerjee Anurag & Pitarakis Jean-Yves, 2014, "Functional cointegration: definition and nonparametric estimation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 5, pages 507-520, December, DOI: 10.1515/snde-2013-0083.
• Leiva-Leon Danilo, 2014, "Real vs. nominal cycles: a multistate Markov-switching bi-factor approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 5, pages 557-580, December, DOI: 10.1515/snde-2012-0002.
• Delia, TESELIOS, 2014, "Forest Management In The Present Context Of The Forest Administration In Romania," Management Strategies Journal, Constantin Brancoveanu University, volume 26, issue 4, pages 630-638.
• Davide Pettenuzzo & Francesco Ravazzolo, 2014, "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers, Brandeis University, Department of Economics and International Business School, number 80, Oct.
• Eric M. Aldrich & Indra Heckenbach & Gregory Laughlin, 2014, "A Compound Multifractal Model for High-Frequency Asset Returns," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2014-05, Aug.
• Julien Malizard, 2014, "Dépenses militaires et croissance économique dans un contexte non linéaire. Le cas français," Revue économique, Presses de Sciences-Po, volume 65, issue 3, pages 601-618.
• Yankou Diasso, 2014, "Dynamique du prix international du coton : aléas, aversion au risque et chaos," Recherches économiques de Louvain, De Boeck Université, volume 80, issue 4, pages 53-86.
• Andrew Harvey & Stephen Thiele, 2014, "Testing against Changing Correlation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1439, Nov.
• J. Stephen Ferris & Marcel-Cristian Voia, 2014, "The Effect of Federal Government Size on Private Economic Performance in Canada: 1870–2011," Carleton Economic Papers, Carleton University, Department of Economics, number 14-01, Mar.
• Firouz Fallahi & Mohammad Karimi & Marcel-Cristian Voia, 2014, "Are Shocks to Energy Consumption Persistent? Evidence from Subsampling Confidence Intervals," Carleton Economic Papers, Carleton University, Department of Economics, number 14-02, Mar.
• J. Stephen Ferris & Marcel-Cristian Voia, 2014, "Does Aggregate Government Size Effect Private Economic Performance in Canada?," Carleton Economic Papers, Carleton University, Department of Economics, number 14-13, Nov.
• Ludovit Odor & Judita Jurasekova Kucserova, 2014, "Finding Yeti: More robust estimates of output gap in Slovakia," Working Papers, Council for Budget Responsibility, number Working Paper No. 2/2014, Jan.
• Snežana Radukić & Milica Radović, 2014, "Long Term Trend Analysis in the Capital Market – The Case of Serbia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 3, issue 3, pages 5-18.
• Michael McAleer & Christian M. Hafner, 2014, "A One Line Derivation of EGARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/16, Jun.
• Christian M. Hafner & Michael McAleer, 2014, "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/19, Jul.
• Guillaume Gaetan Martinet & Michael McAleer, 2014, "On the Invertibility of EGARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/21, Jul.
• Michael McAleer, 2014, "Asymmetry and Leverage in Conditional Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/24, Sep.
• W. Robert Reed, 2014, "Unit Root Tests, Size Distortions, and Cointegrated Data," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/28, Dec.
• Senay Acikgoz & Merter Mert, 2014, "Sources of growth revisited: The importance of the nature of technological progress," Journal of Applied Economics, Universidad del CEMA, volume 17, pages 31-62, May.
• Marc Hansen & Helmut Herwartz & Malte Rengel, 2014, "State dependence of aggregated risk aversion: Evidence for the German stock market," Journal of Applied Economics, Universidad del CEMA, volume 17, pages 257-282, November.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2014, "Testing Unemployment Theories: A Multivariate Long Memory Approach," CESifo Working Paper Series, CESifo, number 4570.
• Andreas Blöchl & Gebhard Flaig, 2014, "The Hodrick-Prescott Filter with a Time-Varying Penalization Parameter. An Application for the Trend Estimation of Global Temperature," CESifo Working Paper Series, CESifo, number 4577.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2014, "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," CESifo Working Paper Series, CESifo, number 4696.
• Benjamin Larin & Bernd Süssmuth, 2014, "Fiscal Autonomy and Fiscal Sustainability: Subnational Taxation and Public Indebtedness in Contemporary Spain," CESifo Working Paper Series, CESifo, number 4726.
• Marc Gronwald, 2014, "The Economics of Bitcoins - Market Characteristics and Price Jumps," CESifo Working Paper Series, CESifo, number 5121.
• Wolfgang Nierhaus, 2014, "Saisonbereinigung in der Konjunkturanalyse: Ein Fallbeispiel," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 67, issue 21, pages 35-39, November.
• Niklas Potrafke & Markus Reischmann, 2014, "Explosive Target balances of the German Bundesbank," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 185.
• Igor Kheifets, 2014, "Specification Tests for Nonlinear Dynamic Models," Working Papers, Center for Economic and Financial Research (CEFIR), number w0209, Oct.
• Carlos Medel, 2014, "Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas," Working Papers Central Bank of Chile, Central Bank of Chile, number 735, Aug.
• Fabien Candau & Michaël Goujon & Jean-François Hoarau & Serge Rey, 2014, "Real exchange rate and competitiveness of an EU's ultra-peripheral region: La Reunion Island," International Economics, CEPII research center, issue 137, pages 1-21.
• Babajide Fowowe, 2014, "Modelling the oil price –exchange rate nexus for South Africa," International Economics, CEPII research center, issue 140, pages 36-48.
• Gabriele Fiorentini & Enrique Sentana, 2014, "Neglected Serial Correlation Tests in UCARIMA Models," Working Papers, CEMFI, number wp2014_1406, Oct.
• Ioana-Iuliana TOMULEASA, 2014, "Bank Performance And Soundness In The New Eu Member States," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 31, pages 499-512, November.
• Branislav Saxa, 2014, "Forecasting Mortgages: Internet Search Data as a Proxy for Mortgage Credit Demand," Working Papers, Czech National Bank, Research and Statistics Department, number 2014/14, Dec.
• Luis Fernando Melo Velandia & Daniel Parra Amado, 2014, "Efectos calendario sobre la producci�n industrial en Colombia," Borradores de Economia, Banco de la Republica, number 11241, May.
• Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014, "Pron�sticos para una econom�a menos vol�til: El caso colombiano," Borradores de Economia, Banco de la Republica, number 11252, May.
• Juan Pablo Franco & Jos� E. G�mez Gonz�lez & Jair N. Ojeda & Jhon Edward Torres, 2014, "Burbujas en precios de activos financieros: existencia, persistencia y migraci�n," Borradores de Economia, Banco de la Republica, number 11405, May.
• Luis F. Melo Velandia & Rub�n A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014, "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks� Estimates," Borradores de Economia, Banco de la Republica, number 12323, Nov.
• Gustavo Adolfo HERNANDEZ DIAZ & Gabriel PIRAQUIVE GALEANO, 2014, "Evolución de los precios de la vivienda en Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 11208, Jan.
• Jhon Alexis Díaz Contreras & Gloria In�s Mac�as Villalba & Edgar Luna Gonz�lez, 2014, "Estrategia de cobertura con productos derivados para el mercado energético colombiano," Estudios Gerenciales, Universidad Icesi.
• Jimy Ferrer Carbonell & Roberto Escalante Semerena, 2014, "Demanda de gasolina en la zona metropolitana del Valle de México: análisis empírico de la reducción del subsidio," Revista de Economía del Rosario, Universidad del Rosario.
• Andrés Mauricio Gómez & Zoraida Ramirez Gutierrez, 2014, "Dinámica económica de las remesas enviadas desde Espana y Estados Unidos a Colombia entre 2005-2013: un análisis de cointegración," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Jorge Uribe & Juli�n Fern�ndez, 2014, "Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 81, pages 57-90.
• Emilio Rojas & Werner Kristjanpoller, 2014, "Anomalías de calendario en los mercados accionarios latinoamericanos: una revisión mediante el procedimiento de Bonferroni," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 81, pages 91-113.
• Hernán Enríquez Sierra & Jacobo Campo Robledo & Antonio Avenda�o Arosemena, 2014, "Efectos interregionales en el mercado de vivienda nueva: Colombia 1997 – 2013," Documentos de Trabajo, Universidad Católica de Colombia, number 12414, Aug.
• Jonny Castro Tapias, 2014, "Crecimiento económico y capital humano: Un análisis de cointegración para Colombia en el periodo 1960 – 2012," Documentos de Trabajo, Universidad Católica de Colombia, number 12418, Dec.
• Sandy Manrique Parra & Santiago Castillo Acu�a, 2014, "Paridad del Poder Adquisitivo en Colombia: Análisis comparativo de los periodos pre y post crisis del 2008," Documentos de Trabajo, Universidad Católica de Colombia, number 12421, Dec.
• CARPANTIER, Jean-François & DUFAYS, Arnaud, 2014, "Specific Markov-switching behaviour for ARMA parameters," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014014, Jun.
• Braione, Manuela & Scholtes, Nicolas K., 2014, "Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014059, Nov.
• Hafner, Christian & Breitung, Jörg, 2014, "A simple model for now-casting volatility series," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014060, Nov.
• BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K., 2014, "Marginal likelihood for Markov-switching and change-point GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2533, Jan.
• BAUWENS, Luc & DE BACKER, Bruno & DUFAYS, Arnaud, 2014, "A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2641, Jan.
• Arie ten Cate, 2014, "Maximum likelihood estimation of the Markov chain model with macro data and the ecological inference model," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 284, Sep.
• Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik, 2014, "Does historical VIX term structure contain valuable information for predicting VIX futures?," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 14, pages 5-28.
• Claude Diebolt, 2014, "Kuznets versus kondratieff An essay in historical macroeconometrics," Cahiers d’économie politique / Papers in Political Economy, L'Harmattan, issue 67, pages 81-118.
• Pérez Quirós, Gabriel & Gadea Rivas, Maria Dolores & Gomez-Loscos, Ana, 2014, "The Two Greatest. Great Recession vs. Great Moderation," CEPR Discussion Papers, Centre for Economic Policy Research, number 10092, Aug.
• Rossi, Barbara & Inoue, Atsushi & Jin, Lu, 2014, "Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," CEPR Discussion Papers, Centre for Economic Policy Research, number 10168, Sep.
• Christian Francq & Jean-Michel Zakoian, 2014, "Multi-level Conditional VaR Estimation in Dynamic Models," Working Papers, Center for Research in Economics and Statistics, number 2014-01.
• Dimitra Chatzi & Dikaios Tserkezos, 2014, "Testing the Linearity of a Time Series," Working Papers, University of Crete, Department of Economics, number 1401, Oct.
• Marta Małecka, 2014, "Duration-Based Approach to VaR Independence Backtesting," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), volume 15, issue 4, pages 627-636, September.
• Andrea Monticini & Francesco Ravazzolo, 2014, "Forecasting the intraday market price of money," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def010, Feb.
• Russel Davidson & Andrea Monticini, 2014, "Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def012, Mar.
• Carnero Fernández, María Ángeles & Pérez, Ana & Ruiz Ortega, Esther, 2014, "Identification of asymmetric conditional heteroscedasticity in the presence of outliers," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws141912, Jul.
• Mao, Xiuping & Ruiz Ortega, Esther & Veiga, Helena, 2014, "Score driven asymmetric stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws142618, Oct.
• Arturo Lorenzo Valdés & Antonio Ruiz Porras, 2014, "Un modelo Tgarch con una distribución t de student asimétrica y las hipótesis de racionalidad de los inversionistas bursátiles en Latinoamérica," Archivos Revista Economía y Política., Facultad de Ciencias Económicas y Administrativas, Universidad de Cuenca., volume 19, pages 66-97, Enero, DOI: 10.25097/rep.n19.2014.03.

2013

• Søren Johansen & Bent Nielsen, 2013, "Asymptotic analysis of the Forward Search," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-05, Oct.
• Hendrik Kaufmannz & Robinson Kruse, 2013, "Bias-corrected estimation in potentially mildly explosive autoregressive models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-10, 04.
• Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013, "Changes in persistence, spurious regressions and the Fisher hypothesis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-11, Nov.
• Charlotte Christiansen & Jonas Nygaard Eriksen & Stig V. Møller, 2013, "Forecasting US Recessions: The Role of Sentiments," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-14, 04.
• Asger Lunde & Anne Floor Brix, 2013, "Estimating Stochastic Volatility Models using Prediction-based Estimating Functions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-23, Feb.
• Nima Nonejad, 2013, "A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-24, 08.
• Nima Nonejad, 2013, "Time-Consistency Problem and the Behavior of US Inflation from 1970 to 2008," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-25, 08.
• Nima Nonejad, 2013, "Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-26, 08.
• Nima Nonejad, 2013, "Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-27, 08.
• Ulrich Hounyo & Sílvia Goncalves & Nour Meddahi, 2013, "Bootstrapping pre-averaged realized volatility under market microstructure noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-28, 08.
• Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim, 2013, "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-29, Nov.
• Ulrich Hounyo, 2013, "Bootstrapping realized volatility and realized beta under a local Gaussianity assumption," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-30, 09.
• Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2013, "Risk-Return Trade-Off for European Stock Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-31, Jul.
• Emilio Zanetti Chini, 2013, "Generalizing smooth transition autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-32, Sep.
• Tommaso Proietti & Alessandra Luati, 2013, "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-34, Oct.
• Bent Jesper Christensen & Robinson Kruse & Philipp Sibbertsen, 2013, "A unified framework for testing in the linear regression model under unknown order of fractional integration," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-35, 05.
• Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013, "Polynomial Regressions and Nonsense Inference," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-40, 11.
• Hyeongwoo Kim & Deockhyun Ryu, 2013, "Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-06, Mar.
• Hyeongwoo Kim & Deockhyun Ryu, 2013, "A Nonparametric Study of Real Exchange Rate Persistence over a Century," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-08, Jul.
• Carlos Barros & Luis Gil-Alana, 2013, "Inflation Forecasting in Angola: A Fractional Approach," African Development Review, African Development Bank, volume 25, issue 1, pages 91-104.
• Yiannis Karavias & Elias Tzavalis, 2013, "The power performance of fixed-T panel unit root tests allowing for structural breaks in their deterministic components," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201323.
• Juan Carlos Cuestas & Luis A. Gil-Alana, 2013, "A non-linear approach with long range dependence based on Chebyshev polynomials," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 13-01, Feb.
• 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, Asociación Española de Economía y Finanzas Internacionales, number 13-04, May.
• Juan Carlos Cuestas & Paulo José Regis, 2013, "On the relationship between exchange rates and external imbalances: East and Southeast Asia," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 13-08, Oct.
• Mostefa BELMOKADDEM & Sidi Mohamed Boumediene KHETIB & Mohamed Seghir GUELLIL, 2013, "A Macro –Econometric Study Of Oil Energy:Opaep Panel’S Data Analysis," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 2, issue 1, pages 31-50, JULY.
• Brian Beach & Stephen Norman & Douglas Wills, 2013, "Time or spot ? A revaluation of Amsterdam market data prior to 1747," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 7, issue 1, pages 61-85, January, DOI: 10.1007/s11698-012-0081-z.
• Jonathan Chipili, 2013, "Monetary Policy, Foreign Exchange Intervention and Exchange Rate Volatility in Zambia," The African Finance Journal, Africagrowth Institute, volume 15, issue 1, pages 36-55.
• Vasciaveo, M. & Rosa, F. & Weaver, R., 2013, "Agricultural market integration: price transmission and policy intervention," 2013 Second Congress, June 6-7, 2013, Parma, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 149887, Jun, DOI: 10.22004/ag.econ.149887.
• Caceres-Hernandez, Jose Juan & Martin-Rodriguez, Gloria & González Gómez, José Ignacio & Nuez Yánez, Juan Sebastian, 2013, "Canary banana exports. Are product withdrawal decisions rational?," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 13, issue 02, pages 1-26, December, DOI: 10.22004/ag.econ.162310.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2013, "Biofuels and Food Prices: Searching for the Causal Link," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 148895, Mar, DOI: 10.22004/ag.econ.148895.
• Patil, Kiran Kumar R. & Manjunatha, G.R. & Chandrakanth, M.G., 2013, "Economic Impact of Institutions on the Consumption of Forest Products in India," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, volume 68, issue 2, pages 1-14, DOI: 10.22004/ag.econ.206328.
• Phiri, Andrew, 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 (PRADEC), volume 9, issue 3, pages 1-11, DOI: 10.22004/ag.econ.245229.
• Noack Jensen, Andreas & ßrregaard Nielsen, Morten, 2013, "A fast fractional difference algorithm," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274632, Apr, DOI: 10.22004/ag.econ.274632.
• Cavaliere, Giuseppe & ßrregaard Nielsen, Morten & Taylor, A.M. Robert, 2013, "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274634, Dec, DOI: 10.22004/ag.econ.274634.
• Alves, Alexandre Florindo & Tonin, Julyerme Matheus & Carrer, Marcelo José, undated, "Assimetria de Transmissão de Preço na Comercialização da Uva Fina de Mesa no Paraná: 1997 a 2011," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 51, issue 3, pages 1-20, DOI: 10.22004/ag.econ.184537.
• Algieri, Bernardina, 2013, "A Roller Coaster Ride: an empirical investigation of the main drivers of wheat price," Discussion Papers, University of Bonn, Center for Development Research (ZEF), number 145556, Feb, DOI: 10.22004/ag.econ.145556.
• Yannick Le Pen & Benoît Sévi, 2013, "Futures Trading and the Excess Comovement of Commodity Prices," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1301, Jan, revised Jan 2013.
• Gilles de Truchis & Benjamin Keddad, 2013, "Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1346, Sep, revised Sep 2013.
• Marcel Aloy & Gilles de Truchis, 2013, "Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1353, Oct, revised 29 Oct 2013.
• Konstantinos Katrakilidis & Persefoni V. Tsaliki & Theodosios Tsiakis, 2013, "The Greek economy in a Kaldorian developmental framework," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 63, issue 1, pages 61-75, March.
• Altaf Hussain & Musrat Rafique & Ambar Khalil & Maryam Nawaz, 2013, "Macroeconomic Determinants Of Stock Price Variations: An Economic Analysis Of Kse-100 Index," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), volume 1, issue 1, pages 28-46, June.
• Peter A. Groothuis & Kurt W. Rotthoff & Mark C. Strazicich, 2013, "Evaluation of Talent in a Changing World: The Case of Major League Baseball," Working Papers, Department of Economics, Appalachian State University, number 13-15.
• Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2013, "“GLS based unit root tests for bounded processes”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201302, 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”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201307, Sep, revised Sep 2013.
• Fulvio Baldovin & Massimiliano Caporin & Michele Caraglio & Attilio Stella & Marco Zamparo, 2013, "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Papers, arXiv.org, number 1307.6322, Jul, revised May 2014.
• Jiranyakul, Komain, 2013, "The Predictive Role of Stock Market Return for Real Activity in Thailand," Asian Journal of Empirical Research, Asian Economic and Social Society, volume 3, issue 3, pages 317-328.
• Marek Jarocinski & Albert Marcet, 2013, "Online Appendix to "Priors about Observables in Vector Autoregressions"," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 928.13, Feb.
• Marek Jarocinski & Albert Marcet, 2013, "Priors about Observables in Vector Autoregressions," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 929.13, Mar.
• Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2013, "Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices," DEOS Working Papers, Athens University of Economics and Business, number 1305, Feb.
• Nimai Das, 2013, "Subnational-level Fiscal Health Stability and sustainability implications for Kerala, Punjab, and West Bengal," IEG Working Papers, Institute of Economic Growth, number 329.
• Oliver Linton & Qiying Wang, 2013, "Non-parametric transformation regression with non-stationary data," CeMMAP working papers, Institute for Fiscal Studies, number 16/13, Apr, DOI: 10.1920/wp.cem.2013.1613.
• Heejoon Han & Dennis Kristensen, 2013, "Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates," CeMMAP working papers, Institute for Fiscal Studies, number 18/13, May, DOI: 10.1920/wp.cem.2013.1813.
• Huseyin Kaya, 2013, "On the Predictive Power of Yield Spread for Future Growth and Recession: The Turkish Case," Working Papers, Bahcesehir University, Betam, number 010, Mar, revised Mar 2013.
• Noureddine Benlagha, 2013, "The Long-run Relationship among Index-linked Bonds and Conventional Bonds," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 15-24, February.
• Ming-Tao Chou, 2013, "An Application of Fuzzy Time Series: A Long Range Forecasting Method in the Global Steel Price Index Forecast," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 90-98, February.
• Carlos P. Barros & Luis A. Gil-Alana, 2013, "The Housing Markets in Spain and Portugal: Evidence of Persistence," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 19-32, November.
• Samih Antoine Azar, 2013, "The Spurious Relation between Inflation Uncertainty and Stock Returns: Evidence from the U.S," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 99-109, November.
• Taher Jamil & Farhan Shazia, 2013, "Capital Market Deepening and Economic Growth in Bangladesh," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Nathan Porter & TengTeng Xu, 2013, "Money Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions," Staff Working Papers, Bank of Canada, number 13-20, DOI: 10.34989/swp-2013-20.
• Joshua Aizenman & Gurnain Pasricha, 2013, "Why Do Emerging Markets Liberalize Capital Outflow Controls? Fiscal versus Net Capital Flow Concerns," Staff Working Papers, Bank of Canada, number 13-21, DOI: 10.34989/swp-2013-21.
• Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tedongap, 2013, "Which Parametric Model for Conditional Skewness?," Staff Working Papers, Bank of Canada, number 13-32, DOI: 10.34989/swp-2013-32.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013, "Biofuels and Food Prices: Searching for the Causal Link," IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy, number 55.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013, "Food versus Fuel: Causality and Predictability in Distribution," IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy, number 56.
• Doruk KUCUKSARAC & Ozgur OZEL, 2013, "The Overnight Currency Swap Rates and ISE Overnight Repo Rates," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 7, issue 2, pages 37-53.
• Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2013, "Short-term forecasting for empirical economists. A survey of the recently proposed algorithms," Working Papers, Banco de España, number 1318, Nov.
• Pablo Burriel & María Isabel García-Belmonte, 2013, "Meeting our D€STINY. A Disaggregated €uro area Short Term INdicator model to forecast GDP (Y) growth," Working Papers, Banco de España, number 1323, Dec.
• Massimiliano Marcellino & Mario Porqueddu & Fabrizio Venditti, 2013, "Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 896, Jan.
• Roberto Golinelli & Giuseppe Parigi, 2013, "Tracking world trade and GDP in real time," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 920, Jul.
• Riccardo De Bonis & Andrea Silvestrini, 2013, "The Italian financial cycle: 1861-2011," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 936, Oct.
• Vaughan Daniel, 2013, "An Analysis of the Process of Disinflationary Structural Change: The Case of Mexico," Working Papers, Banco de México, number 2013-12, Sep.
• José Eduardo Gómez G. & Jair Ojeda Joya & Catalina Rey Guerra & Natalia Sicard, 2013, "Testing for Bubbles in Housing Markets: New Results Using a New Method," Borradores de Economia, Banco de la Republica de Colombia, number 753, Jan, DOI: 10.32468/be.753.
• Hector Manuel Zárate Solano & Angélica Rengifo Gómez, 2013, "Forecasting annual inflation with power transformations: the case of inflation targeting countries," Borradores de Economia, Banco de la Republica de Colombia, number 756, Feb, DOI: 10.32468/be.756.
• Frédérique Bec & Matteo Mogliani, 2013, "Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?," Working papers, Banque de France, number 436.
• Pamfili Antipa, 2013, "Fiscal Sustainability and the Value of Money: Lessons from the British Paper Pound, 1797-1821," Working papers, Banque de France, number 466.
• Marek Jarocinski & Albert Marcet, 2015, "Priors about Observables in Vector Autoregressions," Working Papers, Barcelona School of Economics, number 684, Sep.
• Marek Jarocinski & Albert Marcet, 2015, "Online Appendix to 'Priors about Observables in Vector Autoregressions'," Working Papers, Barcelona School of Economics, number 685, Sep.
• Barbara Rossi, 2015, "Conditional Predictive Density Evaluation in the Presence of Instabilities," Working Papers, Barcelona School of Economics, number 688, Sep.
• Barbara Rossi, 2015, "Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers, Barcelona School of Economics, number 689, Sep.
• Bucevska Vesna, 2013, "An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange," Business Systems Research, Paradigm, volume 4, issue 1, pages 49-64, March, DOI: 10.2478/bsrj-2013-0005.
• Šimpach Ondřej & Langhamrová Jitka, 2013, "Forecasting Future Salaries in the Czech Republic Using Stochastic Modelling," Business Systems Research, Paradigm, volume 4, issue 2, pages 4-125, December, DOI: 10.2478/bsrj-2013-0009.
• Carlos P. Barros & Luis A. Gil-Alana, 2013, "Inflation Forecasting in Angola: A Fractional Approach," African Development Review, African Development Bank, volume 25, issue 1, pages 91-104, March, DOI: 10.1111/j.1467-8268.2013.12016.x.
• Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2013, "International Labour Force Participation Rates By Gender: Unit Root Or Structural Breaks?," Bulletin of Economic Research, Wiley Blackwell, volume 65, issue , pages 142-164, May.
• Stephen G. Hall & George S. Tavlas, 2013, "The Debate About The Revived Bretton-Woods Regime: A Survey And Extension Of The Literature," Journal of Economic Surveys, Wiley Blackwell, volume 27, issue 2, pages 340-363, April, DOI: 10.1111/joes.2013.27.issue-2.
• Georges Dionne & Pierre-Carl Michaud & Maki Dahchour, 2013, "Separating Moral Hazard From Adverse Selection And Learning In Automobile Insurance: Longitudinal Evidence From France," Journal of the European Economic Association, European Economic Association, volume 11, issue 4, pages 897-917, August.
• Andrew J. Patton & Tarun Ramadorai, 2013, "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," Journal of Finance, American Finance Association, volume 68, issue 2, pages 597-635, April, DOI: jofi.12008.
• Christian Francq & Jean-Michel Zakoïan, 2013, "Optimal predictions of powers of conditionally heteroscedastic processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 75, issue 2, pages 345-367, March, DOI: 10.1111/rssb.2013.75.issue-2.
• Matei Demetrescu & Robinson Kruse, 2013, "The power of unit root tests against nonlinear local alternatives," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 1, pages 40-61, January, DOI: j.1467-9892.2012.00812.x.
• Md Atikur Rahman Khan & D. S. Poskitt, 2013, "Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 2, pages 141-155, March, DOI: j.1467-9892.2012.00820.x.
• Sebastian Fossati, 2013, "Unit root testing with stationary covariates and a structural break in the trend function," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 3, pages 368-384, May, DOI: 10.1111/(ISSN)1467-9892.
• Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013, "Modelling long-run trends and cycles in financial time series data," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 3, pages 405-421, May, DOI: 10.1111/(ISSN)1467-9892.
• Marcelle Chauvet & Jeremy Piger, 2013, "Employment And The Business Cycle," Manchester School, University of Manchester, volume 81, issue , pages 16-42, October.
• Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2013, "Model Selection in Equations with Many ‘Small’ Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 1, pages 6-22, February, DOI: j.1468-0084.2012.00727.x.
• Mauro Costantini & Claudio Lupi, 2013, "A Simple Panel-CADF Test for Unit Roots," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 2, pages 276-296, April, DOI: 10.1111/obes.2013.75.issue-2.
• Janine Aron & John Muellbauer, 2013, "New Methods for Forecasting Inflation, Applied to the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 5, pages 637-661, October.
• Matthieu Bussiere, 2013, "Exchange Rate Pass-through to Trade Prices: The Role of Nonlinearities and Asymmetries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 5, pages 731-758, October.
• Olivier Wintenberger, 2013, "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 40, issue 4, pages 846-867, December.
• Martín Palmero Pantoja & Pamela Rocabado Antelo, 2013, "Inercia inflacionaria en Bolivia: un análisis no estructural," Revista de Análisis del BCB, Banco Central de Bolivia, volume 17, issue 2(2012)-1, pages 9-44, January.