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

• 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.
• Ozdemir, Zeynel Abidin & Gokmenoglu, Korhan & Ekinci, Cagdas, 2013, "Persistence in crude oil spot and futures prices," Energy, Elsevier, volume 59, issue C, pages 29-37, DOI: 10.1016/j.energy.2013.06.008.
• Vivian, Andrew & Wohar, Mark E., 2013, "The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?," International Review of Financial Analysis, Elsevier, volume 26, issue C, pages 40-50, DOI: 10.1016/j.irfa.2012.05.002.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2013, "Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 1-9, DOI: 10.1016/j.irfa.2013.03.011.
• Sun, Changyou, 2013, "On the market risk of securitized timberlands," Journal of Forest Economics, Elsevier, volume 19, issue 2, pages 110-127, DOI: 10.1016/j.jfe.2012.11.002.
• Bec, Frédérique & Zeng, Songlin, 2013, "Are Southeast Asian real exchange rates mean reverting?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 265-282, DOI: 10.1016/j.intfin.2012.09.010.
• Silvennoinen, Annastiina & Thorp, Susan, 2013, "Financialization, crisis and commodity correlation dynamics," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 42-65, DOI: 10.1016/j.intfin.2012.11.007.
• ap Gwilym, Rhys & Kanas, Angelos & Molyneux, Philip, 2013, "U.S. prompt corrective action and bank risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 239-257, DOI: 10.1016/j.intfin.2013.06.002.
• Goda, Thomas & Lysandrou, Photis & Stewart, Chris, 2013, "The contribution of US bond demand to the US bond yield conundrum of 2004–2007: An empirical investigation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 113-136, DOI: 10.1016/j.intfin.2013.07.012.
• Calmès, Christian & Théoret, Raymond, 2013, "Market-oriented banking, financial stability and macro-prudential indicators of leverage," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 13-34, DOI: 10.1016/j.intfin.2013.07.004.
• Ahmad, A.H. & Moran Hernandez, Ricardo, 2013, "Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 306-317, DOI: 10.1016/j.intfin.2013.10.002.
• Korobilis, Dimitris, 2013, "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 43-59, DOI: 10.1016/j.ijforecast.2012.05.006.
• Proietti, Tommaso & Lütkepohl, Helmut, 2013, "Does the Box–Cox transformation help in forecasting macroeconomic time series?," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 88-99, DOI: 10.1016/j.ijforecast.2012.06.001.
• Galvão, Ana Beatriz, 2013, "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 395-410, DOI: 10.1016/j.ijforecast.2012.10.006.
• Ng, Jason & Forbes, Catherine S. & Martin, Gael M. & McCabe, Brendan P.M., 2013, "Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 411-430, DOI: 10.1016/j.ijforecast.2012.10.005.
• Manzan, Sebastiano & Zerom, Dawit, 2013, "Are macroeconomic variables useful for forecasting the distribution of U.S. inflation?," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 469-478, DOI: 10.1016/j.ijforecast.2013.01.005.
• Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013, "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 622-627, DOI: 10.1016/j.ijforecast.2013.04.002.
• Liu, Lin & Chang, Hsu-Ling & Su, Chi-Wei & Jiang, Chun, 2013, "Real interest rate parity in East Asian countries based on China with flexible Fourier stationary test," Japan and the World Economy, Elsevier, volume 25, issue , pages 52-58, DOI: 10.1016/j.japwor.2013.01.003.
• Murase, Koichi, 2013, "Asymmetric effects of the exchange rate on domestic corporate goods prices," Japan and the World Economy, Elsevier, volume 25, issue , pages 80-89, DOI: 10.1016/j.japwor.2013.01.006.
• Chen, Sen-Sung & Cheng, Shu-Ching & Pan, Guochen & Wu, Tsung-Pao, 2013, "The relationship between globalization and insurance activities: A panel data analysis," Japan and the World Economy, Elsevier, volume 28, issue C, pages 151-157, DOI: 10.1016/j.japwor.2013.10.001.
• He, Huizhen & Ranjbar, Omid & Chang, Tsangyao, 2013, "Purchasing power parity in transition countries: Old wine with new bottle," Japan and the World Economy, Elsevier, volume 28, issue C, pages 24-32, DOI: 10.1016/j.japwor.2013.06.002.
• Lee, Cheng-Feng & Hu, Te-Chung & Li, Ping-Cheng & Tsong, Ching-Chuan, 2013, "Asymmetric behavior of unemployment rates: Evidence from the quantile covariate unit root test," Japan and the World Economy, Elsevier, volume 28, issue C, pages 72-84, DOI: 10.1016/j.japwor.2013.08.002.
• Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013, "An analysis of commodity markets: What gain for investors?," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3878-3889, DOI: 10.1016/j.jbankfin.2013.07.009.
• Zhu, Xiaoneng & Zhu, Jie, 2013, "Predicting stock returns: A regime-switching combination approach and economic links," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4120-4133, DOI: 10.1016/j.jbankfin.2013.07.016.
• Kellner, Ralf & Gatzert, Nadine, 2013, "Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4353-4367, DOI: 10.1016/j.jbankfin.2013.07.043.
• Hua, Jian & Manzan, Sebastiano, 2013, "Forecasting the return distribution using high-frequency volatility measures," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4381-4403, DOI: 10.1016/j.jbankfin.2013.08.002.
• Hagströmer, Björn & Hansson, Björn & Nilsson, Birger, 2013, "The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4476-4487, DOI: 10.1016/j.jbankfin.2013.01.029.
• Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J., 2013, "SAFE: An early warning system for systemic banking risk," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4510-4533, DOI: 10.1016/j.jbankfin.2013.02.016.
• Dunis, Christian & Kellard, Neil M. & Snaith, Stuart, 2013, "Forecasting EUR–USD implied volatility: The case of intraday data," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4943-4957, DOI: 10.1016/j.jbankfin.2013.08.028.
• Balboa, Marina & López-Espinosa, Germán & Rubia, Antonio, 2013, "Nonlinear dynamics in discretionary accruals: An analysis of bank loan-loss provisions," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5186-5207, DOI: 10.1016/j.jbankfin.2013.05.020.
• Camarero, Mariam & Carrion-i-Silvestre, Josep Lluís & Tamarit, Cecilio, 2013, "Global imbalances and the intertemporal external budget constraint: A multicointegration approach," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5357-5372, DOI: 10.1016/j.jbankfin.2013.01.008.
• Kosse, Anneke, 2013, "Do newspaper articles on card fraud affect debit card usage?," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5382-5391, DOI: 10.1016/j.jbankfin.2013.01.016.
• Morana, Claudio, 2013, "Oil price dynamics, macro-finance interactions and the role of financial speculation," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 206-226, DOI: 10.1016/j.jbankfin.2012.08.027.
• Baur, Dirk G., 2013, "The structure and degree of dependence: A quantile regression approach," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 786-798, DOI: 10.1016/j.jbankfin.2012.10.015.
• Maican, Florin G. & Sweeney, Richard J., 2013, "Real exchange rate adjustment in European transition countries," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 907-926, DOI: 10.1016/j.jbankfin.2012.10.007.
• Hutchison, Michael & Sushko, Vladyslav, 2013, "Impact of macro-economic surprises on carry trade activity," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1133-1147, DOI: 10.1016/j.jbankfin.2012.10.022.
• Hayat, Aziz & Ganiev, Bahodir & Tang, Xueli, 2013, "Expectations of future income and real exchange rate movements," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1274-1285, DOI: 10.1016/j.jbankfin.2012.12.002.
• Gębka, Bartosz & Karoglou, Michail, 2013, "Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3639-3653, DOI: 10.1016/j.jbankfin.2013.04.035.
• Snaith, Stuart & Coakley, Jerry & Kellard, Neil, 2013, "Does the forward premium puzzle disappear over the horizon?," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3681-3693, DOI: 10.1016/j.jbankfin.2013.06.001.
• Deakin, Simon, 2013, "The legal theory of finance: Implications for methodology and empirical research," Journal of Comparative Economics, Elsevier, volume 41, issue 2, pages 338-342, DOI: 10.1016/j.jce.2013.03.005.
• Oberndorfer, Ulrich & Schmidt, Peter & Wagner, Marcus & Ziegler, Andreas, 2013, "Does the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms," Journal of Environmental Economics and Management, Elsevier, volume 66, issue 3, pages 497-509, DOI: 10.1016/j.jeem.2013.04.005.
• Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George, 2013, "Risk and return: Long-run relations, fractional cointegration, and return predictability," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 409-424, DOI: 10.1016/j.jfineco.2013.01.002.
• Aït-Sahalia, Yacine & Fan, Jianqing & Li, Yingying, 2013, "The leverage effect puzzle: Disentangling sources of bias at high frequency," Journal of Financial Economics, Elsevier, volume 109, issue 1, pages 224-249, DOI: 10.1016/j.jfineco.2013.02.018.
• Maheu, John M. & McCurdy, Thomas H. & Zhao, Xiaofei, 2013, "Do jumps contribute to the dynamics of the equity premium?," Journal of Financial Economics, Elsevier, volume 110, issue 2, pages 457-477, DOI: 10.1016/j.jfineco.2013.07.006.
• Kitsul, Yuriy & Wright, Jonathan H., 2013, "The economics of options-implied inflation probability density functions," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 696-711, DOI: 10.1016/j.jfineco.2013.08.013.
• Beaupain, Renaud & Durré, Alain, 2013, "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, volume 22, issue 2, pages 259-284, DOI: 10.1016/j.jfi.2012.10.001.
• De Moor, Lieven & Sercu, Piet, 2013, "The smallest firm effect: An international study," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 129-155, DOI: 10.1016/j.jimonfin.2012.04.002.
• Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi, 2013, "Exchange rate pass-through and inflation: A nonlinear time series analysis," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 512-527, DOI: 10.1016/j.jimonfin.2012.05.024.
• Lovcha, Yuliya & Perez-Laborda, Alejandro, 2013, "Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 20-35, DOI: 10.1016/j.jimonfin.2013.01.002.
• Hall, Stephen G. & Kenjegaliev, Amangeldi & Swamy, P.A.V.B. & Tavlas, George S., 2013, "Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound," Journal of the Japanese and International Economies, Elsevier, volume 29, issue C, pages 1-20, DOI: 10.1016/j.jjie.2013.04.001.
• Russell, Bill & Chowdhury, Rosen Azad, 2013, "Estimating United States Phillips curves with expectations consistent with the statistical process of inflation," Journal of Macroeconomics, Elsevier, volume 35, issue C, pages 24-38, DOI: 10.1016/j.jmacro.2012.11.004.
• Gomes, Fábio Augusto Reis & Paz, Lourenço S., 2013, "Estimating the elasticity of intertemporal substitution: Is the aggregate financial return free from the weak instrument problem?," Journal of Macroeconomics, Elsevier, volume 36, issue C, pages 63-75, DOI: 10.1016/j.jmacro.2013.01.005.
• Abdymomunov, Azamat, 2013, "Predicting output using the entire yield curve," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 333-344, DOI: 10.1016/j.jmacro.2013.05.002.
• Meitz, Mika & Saikkonen, Pentti, 2013, "Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity," Journal of Multivariate Analysis, Elsevier, volume 114, issue C, pages 227-255, DOI: 10.1016/j.jmva.2012.07.015.
• Garz, Marcel, 2013, "Unemployment expectations, excessive pessimism, and news coverage," Journal of Economic Psychology, Elsevier, volume 34, issue C, pages 156-168, DOI: 10.1016/j.joep.2012.09.007.
• Kollias, Christos & Mylonidis, Nikolaos & Paleologou, Suzanna-Maria, 2013, "Crime and the effectiveness of public order spending in Greece: Policy implications of some persistent findings," Journal of Policy Modeling, Elsevier, volume 35, issue 1, pages 121-133, DOI: 10.1016/j.jpolmod.2012.02.004.
• Seip, Knut L. & McNown, Robert, 2013, "Monetary policy and stability during six periods in US economic history: 1959–2008: a novel, nonlinear monetary policy rule," Journal of Policy Modeling, Elsevier, volume 35, issue 2, pages 307-325, DOI: 10.1016/j.jpolmod.2012.03.004.
• Abbas, Faisal & Choudhury, Nirmalya, 2013, "Electricity consumption-economic growth Nexus: An aggregated and disaggregated causality analysis in India and Pakistan," Journal of Policy Modeling, Elsevier, volume 35, issue 4, pages 538-553, DOI: 10.1016/j.jpolmod.2012.09.001.
• Günçavdi, Öner & Küçük, Ali Erhan, 2013, "Investment expenditure and capital accumulation in an inflationary environment: The case of Turkey," Journal of Policy Modeling, Elsevier, volume 35, issue 4, pages 554-571, DOI: 10.1016/j.jpolmod.2012.04.003.
• Trachanas, Emmanouil & Katrakilidis, Constantinos, 2013, "Fiscal deficits under financial pressure and insolvency: Evidence for Italy, Greece and Spain," Journal of Policy Modeling, Elsevier, volume 35, issue 5, pages 730-749, DOI: 10.1016/j.jpolmod.2013.03.013.
• Malik, Zahra & Zaman, Khalid, 2013, "Macroeconomic consequences of terrorism in Pakistan," Journal of Policy Modeling, Elsevier, volume 35, issue 6, pages 1103-1123, DOI: 10.1016/j.jpolmod.2013.08.002.
• Kumar, Saten & Webber, Don J. & Fargher, Scott, 2013, "Money demand stability: A case study of Nigeria," Journal of Policy Modeling, Elsevier, volume 35, issue 6, pages 978-991, DOI: 10.1016/j.jpolmod.2013.03.012.
• Dülger, Fikret & Lopcu, Kenan & Burgaç, Almıla & Ballı, Esra, 2013, "Is Russia suffering from Dutch Disease? Cointegration with structural break," Resources Policy, Elsevier, volume 38, issue 4, pages 605-612, DOI: 10.1016/j.resourpol.2013.09.006.
• Ma, Yiqun, 2013, "Iron ore spot price volatility and change in forward pricing mechanism," Resources Policy, Elsevier, volume 38, issue 4, pages 621-627, DOI: 10.1016/j.resourpol.2013.10.002.
• Rea, William & Oxley, Les & Reale, Marco & Brown, Jennifer, 2013, "Not all estimators are born equal: The empirical properties of some estimators of long memory," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 93, issue C, pages 29-42, DOI: 10.1016/j.matcom.2012.08.005.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013, "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 93, issue C, pages 9-18, DOI: 10.1016/j.matcom.2013.03.007.
• Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel, 2013, "Currency hedging strategies using dynamic multivariate GARCH," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 164-182, DOI: 10.1016/j.matcom.2012.02.008.
• Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio, 2013, "Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 183-204, DOI: 10.1016/j.matcom.2012.06.013.
• Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013, "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 223-237, DOI: 10.1016/j.matcom.2013.08.010.
• Goh, Jeremy C. & Jiang, Fuwei & Tu, Jun & Wang, Yuchen, 2013, "Can US economic variables predict the Chinese stock market?," Pacific-Basin Finance Journal, Elsevier, volume 22, issue C, pages 69-87, DOI: 10.1016/j.pacfin.2012.10.002.
• Dorsett, Richard, 2013, "The effect of the Troubles on GDP in Northern Ireland," European Journal of Political Economy, Elsevier, volume 29, issue C, pages 119-133, DOI: 10.1016/j.ejpoleco.2012.10.003.
• Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2013, "Risk and return in the Tehran stock exchange," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 3, pages 238-256, DOI: 10.1016/j.qref.2013.05.005.
• Belbute, José Manuel, 2013, "Is the Euro-Area core price index really more persistent than the food and energy price indexes?," Research in Economics, Elsevier, volume 67, issue 4, pages 307-315, DOI: 10.1016/j.rie.2013.07.003.
• Fingleton, Bernard & Palombi, Silvia, 2013, "Spatial panel data estimation, counterfactual predictions, and local economic resilience among British towns in the Victorian era," Regional Science and Urban Economics, Elsevier, volume 43, issue 4, pages 649-660, DOI: 10.1016/j.regsciurbeco.2013.04.005.
• Peri, Massimo & Baldi, Lucia, 2013, "The effect of biofuel policies on feedstock market: Empirical evidence for rapeseed oil prices in EU," Resource and Energy Economics, Elsevier, volume 35, issue 1, pages 18-37, DOI: 10.1016/j.reseneeco.2012.11.002.
• Kryzanowski, Lawrence & Mohsni, Sana, 2013, "Growth of aggregate corporate earnings and cash-flows: Persistence and determinants," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 13-23, DOI: 10.1016/j.iref.2012.05.003.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013, "GFC-robust risk management strategies under the Basel Accord," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 97-111, DOI: 10.1016/j.iref.2012.09.006.
• Lee, Junsoo & Strazicich, Mark C. & Yu, Byung Chul, 2013, "Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests," Review of Financial Economics, Elsevier, volume 22, issue 4, pages 187-193, DOI: 10.1016/j.rfe.2013.08.002.
• Narayan, Seema & Narayan, Paresh Kumar, 2013, "The inflation–output nexus: Empirical evidence from India, South Africa, and Brazil," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 19-34, DOI: 10.1016/j.ribaf.2012.09.003.
• Okada, Keisuke & Samreth, Sovannroeun, 2013, "A study on the socio-economic determinants of suicide: Evidence from 13 European OECD countries," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 45, issue C, pages 78-85, DOI: 10.1016/j.socec.2013.04.009.
• Tang, Chor Foon & Tan, Eu Chye, 2013, "How stable is the tourism-led growth hypothesis in Malaysia? Evidence from disaggregated tourism markets," Tourism Management, Elsevier, volume 37, issue C, pages 52-57, DOI: 10.1016/j.tourman.2012.12.014.
• Erten, Bilge & Ocampo, José Antonio, 2013, "Super Cycles of Commodity Prices Since the Mid-Nineteenth Century," World Development, Elsevier, volume 44, issue C, pages 14-30, DOI: 10.1016/j.worlddev.2012.11.013.
• Jane Nilsson, 2013, "Continuous Time Models Experimentation and Learning," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 56, issue 3, pages 24-55.
• Lukas Vacha & Karel Janda & Ladislav Kristoufek & David Zilbermand, 2013, "Time-Frequency Dynamics of Biofuels-Fuels-Food System," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-27, May.
• Ozer Karagedikli & Michael Ryan & Daan Steenkamp & Tugrul Vehbi, 2013, "What Happens When the Kiwi Flies? The Sectoral Effects of the Exchange Rate Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-73, Nov.
• Joshua C C Chan & Cody Y L Hsiao, 2013, "Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-74, Nov.
• Taha Bahadir SARAC, 2013, "Ihracat ve Ithalatin Ekonomik Buyume Uzerindeki Etkisi: Turkiye Ornegi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 2, pages 181-194.
• Guzin BAYAR & Selman TOKPUNAR, 2013, "Turk Lirasi Reel Kuru Denge Degerinde Mi?," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 4, pages 405-426.
• Salih GENCER & Ibrahim ARISOY, 2013, "Turkiye’de Uzun Donem Genis Para (M2Y) Talebinin Tahmini: Zamanla Degisen Katsayilar Yonteminden Bulgular," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 4, pages 515-526.
• Petralias, Athanassios & Petros, Sotirios & Prodromídis, Pródromos, 2013, "Greece in recession: economic predictions, mispredictions and policy implications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 52626, Sep.
• Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano, 2013, "Is the Italian public debt really unsustainable? An historical comparison, 1861-2010," Working Papers, Economic History Society, number 13022, Apr.
• Díaz-Emparanza Herrero, Ignacio & Moral Zuazo, María Paz, 2013, "Seasonal Stability Tests in gretl. An Application to International Tourism Data," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Sep.
• Fernández Macho, Francisco Javier, 2013, "A Note on Wavelet Correlation and Cointegration," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Nov.
• Bhattacharya, Sharad Nath & Bhattacharya, Mousumi, 2013, "Long memory in return structures from developed markets," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• Barañano Mentxaka, Ilaski & Romero-Avila, Diego, 2013, "Long-Term Growth and Persistence with Endogenous Depreciation: Theory and Evidence," IKERLANAK, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I, number http://www-fae1-eao1-ehu-.
• Jorge M. Andraz & Nelia M. Norte, 2013, "Output volatility in the OECD: Are the member states becoming less vulnerable to exogenous shocks?," Economic Issues Journal Articles, Economic Issues, volume 18, issue 2, pages 91-122, September.
• Tommaso Proietti & Alessandra Luati, 2013, "Maximum likelihood estimation of time series models: the Kalman filter and beyond," Chapters, Edward Elgar Publishing, chapter 15, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
• Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2013, "Unit roots, non-linearities and structural breaks," Chapters, Edward Elgar Publishing, chapter 4, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
• Bojanic, Antonio N., 2013, "Inflación e incertidumbre inflacionaria en Bolivia," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 318, pages 401-426, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Frédérique BEC & Songlin ZENG, 2013, "Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2013-21.
• Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado, 2013, "Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 177-205., January-J.
• Carlos A. Ibarra, 2013, "Capital Flows and Private Investment in Mexico," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 3, Cierre, pages 65-99.
• Simeon Oludiran Akinleye & Stephen Ekpo, 2013, "Oil Price Shocks and Macroeconomic Performance in Nigeria," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 4, Cierre, pages 565-624.
• Daniel Ventosa-Santaularia & Frederick Wallace & Manuel Gomez-Zaldívar, 2013, "The Real Exchange Rate, Regime Changes and Volatility Shifts," Working Papers, CIDE, División de Economía, number DTE 551, May.
• Rodolfo Cermeño & Mario Negrete García, 2013, "Política Monetaria Estadounidense y Tipo De Cambio Real en México, 1996-2012," Working Papers, CIDE, División de Economía, number DTE 566, Nov.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Barbara Rossi, 2013, "Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031002.
• Ferda Halicioglu, 2013, "Dynamics of obesity in Finland," Journal of Economic Studies, Emerald Group Publishing Limited, volume 40, issue 5, pages 644-657, October, DOI: 10.1108/JES-01-2012-0007.
• Rangan Gupta & Monique Reid, 2013, "Macroeconomic surprises and stock returns in South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 30, issue 3, pages 266-282, July, DOI: 10.1108/SEF-Apr-2012-0049.
• Andrew Worthington & Helen Higgs, 2013, "Macro drivers of Australian housing affordability, 1985-2010," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 30, issue 4, pages 347-369, September, DOI: 10.1108/SEF-07-2012-0078.
• Chang, C-L. & Chen, C-C. & McAleer, M.J. & Chen, P-Y., 2013, "Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-04, Jan.
• Franses, Ph.H.B.F., 2013, "Are we in a bubble? A simple time-series-based diagnostic," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-12, Mar.
• Chang, C-L. & Hsu, H-K. & McAleer, M.J., 2013, "The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-26, Aug.
• Almeida e Santos Nogueira, R.J. & Basturk, N. & Kaymak, U. & Costa Sousa, J.M., 2013, "Estimation of flexible fuzzy GARCH models for conditional density estimation," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-013-LIS, Jul.
• J. M. Belbute & A. B. Caleiro, 2013, "Cross Country Evidence on Consumption Persistence," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 3, issue 2, pages 440-440.
• Eleftherios I. Thalassinos & Mike P. Hanias & Panayiotis G. Curtis & John E. Thalassinos, 2013, "Forecasting Financial Indices: The Baltic Dry Indices," International Journal of Maritime, Trade & Economic Issues (IJMTEI), International Journal of Maritime, Trade & Economic Issues (IJMTEI), volume 0, issue 1, pages 109-130.
• Antonios Adamopoulos, 2013, "Financial Development and Economic Growth: A Revised Empirical Study for Ireland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 25-33.
• 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," Erudite Working Paper, Erudite, number 2013-05.
• Benjamin Volland, 2013, "The History of an Inferior Good: Beer Consumption in Germany," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2012-19, Jan.
• Nimai Das, 2013, "Subnational-level Fiscal Health: Stability and Sustainability Implications for Kerala, Punjab, and West Bengal," Working Papers, eSocialSciences, number id:5589, Nov.
• José Manuel Belbute, 2013, "Procura final de energia em Portugal: Existe evidência sobre a presença de memória longa?," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 1_2013.
• Töngür, Ünal & Elveren, Adem, 2013, "The Impact of Military Spending and Income Inequality on Economic Growth in Turkey, 1963-2008," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association, number 251.
• Tomanova, Lucie, 2013, "Exchange Rate Volatility and the Foreign Trade in CEEC," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association, number 267.
• Bor, Özgür & İsmihan, Mustafa & Bayaner, Ahmet, 2013, "Price Asymmetry in Farm-Retail Price Transmission in the Turkish Dairy Market," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association, number 272.
• Özdemir, Zeynel Abidin & Balcılar, Mehmet & Tansel, Aysıt, 2013, "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association, number 308.
• Marek RUSNAK, 2013, "Revisions to the Czech National Accounts: Properties and Predictability," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 3, pages 244-261, July.
• Saša ŽIKOVIÆ & Randall K. FILER, 2013, "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 4, pages 327-359, August.
• Ladislav KRISTOUFEK & Petra LUNACKOVA, 2013, "Long-term Memory in Electricity Prices: Czech Market Evidence," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 5, pages 407-424, November.
• Jozef BARUNÍK & Lukáš VÁCHA, 2013, "Contagion among Central and Eastern European Stock Markets during the Financial Crisis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 5, pages 443-453, November.
• Ladislav Kristoufek & Karel Janda & David Zilberman, 2013, "Non-linear price transmission between biofuels, fuels and food commodities," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2013/16, Oct, revised Oct 2013.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013, "Biofuels and Food Prices: Searching for the Causal Link," Working Papers, Fondazione Eni Enrico Mattei, number 2013.22, Mar.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013, "Food versus Fuel: Causality and Predictability in Distribution," Working Papers, Fondazione Eni Enrico Mattei, number 2013.23, Mar.
• Anders Bredahl Kock & Timo Teräsvirta, 2013, "Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques," Finnish Economic Papers, Finnish Economic Association, volume 26, issue 1, pages 13-24, Spring.
• Catherine Happer, 2013, "Financialisation, Media and Social Change," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper10, Nov.
• Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2013, "Modeling and predicting the CBOE market volatility index," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 342, Dec.
• Fernandes, Marcelo & Medeiros, Marcelo C. & Veiga, Alvaro, 2013, "A (semi-)parametric functional coefficient autoregressive conditional duration model," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 343, Dec.
• Nikolay Gospodinov & Serena Ng, 2013, "Minimum distance estimation of possibly non-invertible moving average models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-11.
• José E. Gómez-González & Jair N. Ojeda-Joya & Catalina Rey-Guerra & Natalia Sicard, 2013, "Testing for bubbles in housing markets: new results using a new method," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 164, Dec.
• Valerie Grossman & Adrienne Mack & Enrique Martínez García & Efthymios Pavlidis & Iván Payá & David Peel & Alisa Yusupova, 2013, "Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 165, Dec.
• Mardi Dungey & Jan P. A. M. Jacobs & Jing Tian & Simon van Norden, 2013, "Trend-cycle decomposition: implications from an exact structural identification," Working Papers, Federal Reserve Bank of Philadelphia, number 13-22.
• Anton Skrobotov, 2013, "On GLS-detrending for deterministic seasonality testing," Working Papers, Gaidar Institute for Economic Policy, number 0073, revised 2014.
• Anton Skrobotov, 2013, "Local Structural Trend Break in Stationarity Testing," Working Papers, Gaidar Institute for Economic Policy, number 0074, revised 2013.
• Anton Skrobotov, 2013, "Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions," Working Papers, Gaidar Institute for Economic Policy, number 0083, revised 2013.
• Huiyu Huang & Tae-Hwy Lee, 2013, "Forecasting Value-at-Risk Using High-Frequency Information," Econometrics, MDPI, volume 1, issue 1, pages 1-14, June.
• Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013, "Polynomial Regressions and Nonsense Inference," Econometrics, MDPI, volume 1, issue 3, pages 1-13, November.
• Layal Mansour, 2013, "International Reserves versus External Debts : Can International reserves avoid future Financial Crisis in indebted Countries ?," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1329.
• Mazzanti, M. & Musolesi, A., 2013, "Economic development and CO2 emissions: assessing the effect of policy and energy time events for advanced countries," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2013-11.