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

• Masih, Mansur & Majid, Hamdan Abdul, 2013, "Stock Price and Industrial Production in Developing Countries: A Dynamic Heterogeneous Panel Analysis," MPRA Paper, University Library of Munich, Germany, number 58308, Nov.
• Masih, Mansur & Majid, Hamdan Abdul, 2013, "Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis," MPRA Paper, University Library of Munich, Germany, number 58313, Dec.
• Caspi, Itamar, 2013, "Rtadf: Testing for Bubbles with EViews," MPRA Paper, University Library of Munich, Germany, number 58791, Aug, revised 06 Sep 2014.
• Swastika, Putri & Dewandaru, Ginanjar & Masih, Mansur, 2013, "Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques," MPRA Paper, University Library of Munich, Germany, number 58833, Aug.
• Swastika, Purti & Dewandaru, Ginanjar & Masih, Mansur, 2013, "The Impact of Debt on Economic Growth: A Case Study of Indonesia," MPRA Paper, University Library of Munich, Germany, number 58837, Aug.
• Nagayev, Ruslan & Masih, Mansur, 2013, "Should Shariah-compliant investors include commodities in their portfolios? New evidence," MPRA Paper, University Library of Munich, Germany, number 58851, Aug.
• Nagayev, Ruslan & Masih, Mansur, 2013, "The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios," MPRA Paper, University Library of Munich, Germany, number 58852, Aug.
• Ayub, Aishahton & Masih, Mansur, 2013, "Interest Rate, Exchange Rate, and Stock Prices of Islamic Banks: A Panel Data Analysis," MPRA Paper, University Library of Munich, Germany, number 58871, Aug.
• Masih, Mansur & Majid, Hamdan Abdul, 2013, "The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications," MPRA Paper, University Library of Munich, Germany, number 58946, Aug.
• Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna, 2013, "Long memory in the ukrainian stock market and financial crises," MPRA Paper, University Library of Munich, Germany, number 59061, Oct.
• Lof, Matthijs, 2013, "Essays on Expectations and the Econometrics of Asset Pricing," MPRA Paper, University Library of Munich, Germany, number 59064, May.
• Ben Cheikh, Nidhaleddine & Rault, Christophe, 2013, "The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis," MPRA Paper, University Library of Munich, Germany, number 59484, May.
• Ayub, Aishaton & Masih, Mansur, 2013, "The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach," MPRA Paper, University Library of Munich, Germany, number 59618, Aug.
• Naseri, Marjan & Masih, Mansur, 2013, "Causality between Malaysian Islamic Stock Market and Macroeconomic Variables," MPRA Paper, University Library of Munich, Germany, number 60247, Aug.
• Miranda Pinto, Jorge, 2013, "Estabilidad de la demanda de trabajo y efecto del salario minimo sobre el Empleo: El caso Chileno
  [Labor demand stability and the minimum wage effect on employment: The Chilean evidence]," MPRA Paper, University Library of Munich, Germany, number 60333, Apr, revised 30 Nov 2014.
• Ghassan, Hassan B. & Banerjee, Prashanta K., 2013, "A Threshold Cointegration Analysis of Asymmetric Adjustment of OPEC and non-OPEC Monthly Crude Oil Prices," MPRA Paper, University Library of Munich, Germany, number 62168, Oct, revised May 2014.
• Omay, Tolga & Yildirim, Dilem, 2013, "Nonlinearity and Smooth Breaks in Unit Root Testing," MPRA Paper, University Library of Munich, Germany, number 62334, May.
• Mohamad, Sharifah Fairuz Syed & Masih, Mansur, 2013, "Gold price movements in selected currencies: wavelet approach," MPRA Paper, University Library of Munich, Germany, number 62347, Aug.
• Mohamad, Sharifah Fairuz Syed & Masih, Mansur, 2013, "An application of MGARCH-DCC analysis on selected currencies in terms of gold Price," MPRA Paper, University Library of Munich, Germany, number 62349, Aug.
• shafaai, Shafizal & Masih, Mansur, 2013, "Stock market and crude oil relationship: A wavelet analysis," MPRA Paper, University Library of Munich, Germany, number 62363, Aug.
• Shafaai, Shafizal & Masih, Mansur, 2013, "Determinants of cost of equity: The case of Shariah-compliant Malaysian firms," MPRA Paper, University Library of Munich, Germany, number 62364, Aug.
• Kelbore, Zerihun Getachew, 2013, "A Comparison of World and Domestic Price Volatilities of Oilseeds: Evidence from Ethiopia," MPRA Paper, University Library of Munich, Germany, number 62816, Feb, revised 15 Apr 2015.
• Hanifa, Mohamed Hisham & Masih, Mansur, 2013, "Housing finance and financial stability: evidence from Malaysia, Thailand and Singapore," MPRA Paper, University Library of Munich, Germany, number 63022, Aug.
• Mokhtar, Maznita & Masih, Mansur, 2013, "Are investments in islamic REITs susceptible to forex uncertainty: wavelet analysis," MPRA Paper, University Library of Munich, Germany, number 63024, Aug.
• Pathan, Rubina & Masih, Mansur, 2013, "Relationship between macroeconomic variables and stock market index: evidence from India," MPRA Paper, University Library of Munich, Germany, number 63302, Jul.
• Yildirim, Ramazan & Masih, Mansur, 2013, "Relationship between regional Shariah stock markets: The cointegration and causality," MPRA Paper, University Library of Munich, Germany, number 76281, Dec.
• Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013, "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers, University of Pretoria, Department of Economics, number 201304, Jan.
• Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013, "Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 201321, May.
• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, University of Pretoria, Department of Economics, number 201351, Sep.
• Ruthira Naraidoo & Leroi Raputsoane, 2013, "Debt sustainability and financial crises in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201352, Sep.
• Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013, "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201359, Sep.
• Luis A. Gil-Alana & Rangan Gupta, 2013, "Persistence and Cycles in Historical Oil Prices Data," Working Papers, University of Pretoria, Department of Economics, number 201375, Nov.
• Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013, "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201383, Dec.
• Jozef Barunik, 2013, "Can we Improve Understanding of the Financial Market Dependencies in the Crisis by their Decomposition?," ACTA VSFS, University of Finance and Administration, volume 7, issue 1, pages 6-30.
• Ilya Bolotov & Radek Čajka & Kateřina Gajdušková, 2013, "The Economic Balance of the Czech Republic and Slovakia During the Economic Crisis," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 4, pages 504-523, DOI: 10.18267/j.pep.465.
• Ewa Ratuszny, 2013, "Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 1, pages 35-63, March.
• Barbara Będowska-Sójka, 2013, "Macroeconomic News Effects on the Stock Markets in Intraday Data," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 4, pages 249-269, December.
• António Rua & Paulo Esteves, 2013, "Is there a role for domestic demand pressure on export performance?," Working Papers, Banco de Portugal, Economics and Research Department, number w201303.
• Paulo M.M. Rodrigues & Nuno Sobreira, 2013, "Characterizing economic growth paths based on new structural change tests," Working Papers, Banco de Portugal, Economics and Research Department, number w201313.
• Thomas Brenner & Carsten Emmrich & Charlotte Schlump, 2013, "Regional Effects of a Cluster-oriented policy measure. The Case of the InnoRegio program in Germany," Working Papers on Innovation and Space, Philipps University Marburg, Department of Geography, number 2013-05, Jan.
• Andreas Noack Jensen & Morten Ø. Nielsen, 2013, "A Fast Fractional Difference Algorithm," Working Paper, Economics Department, Queen's University, number 1307, Apr.
• Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2013, "Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets," Working Paper, Economics Department, Queen's University, number 1309, Dec.
• Eiji Kurozumi & Daisuke Yamazaki & Kaddour Hadri, 2013, "Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 13-01, Oct.
• Adam Clements & Yin Liao, 2013, "The dynamics of co-jumps, volatility and correlation," NCER Working Paper Series, National Centre for Econometric Research, number 91, Feb.
• Adam E Clements & Yin Liao, 2013, "Modeling and forecasting realized volatility: getting the most out of the jump component," NCER Working Paper Series, National Centre for Econometric Research, number 93, Aug.
• Di Bu & Yin Liao, 2013, "Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach," NCER Working Paper Series, National Centre for Econometric Research, number 98, Oct.
• Adam Clements & Ayesha Scott & Annastiina Silvennoinen, 2013, "On the Benefits of Equicorrelation for Portfolio Allocation," NCER Working Paper Series, National Centre for Econometric Research, number 99, Dec.
• Fousseini Traoré, 2013, "Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, volume 94, issue 3, pages 303-316.
• Tom Cusbert & Thomas Rohling, 2013, "Currency Demand during the Global Financial Crisis: Evidence from Australia," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2013-01, Jan.
• Sánchez, Elmer, 2013, "Grado de inversión y flujos de inversión directa extranjera a economías emergentes," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 61-79.
• Cuenca, Leonidas & Flores, Julio & Morales, Daniel, 2013, "The Consumer confidence index and short-term private consumption forecasting in Peru," Working Papers, Banco Central de Reserva del Perú, number 2013-004, Apr.
• Sánchez, Elmer, 2013, "Grado de inversión y flujos de inversión directa extranjera a economías emergentes," Working Papers, Banco Central de Reserva del Perú, number 2013-010, Aug.
• Lahura, Erick & Chang, Giancarlo & Salazar, Oscar, 2013, "Identificación de Episodios de Auge Crediticio: Una propuesta Metodológica con Fundamentos Económicos," Working Papers, Banco Central de Reserva del Perú, number 2013-011, Aug.
• Chang, Jillie & Del Río, Andrea, 2013, "Google Trends: Predicción del nivel de empleo agregado en Perú usando datos en tiempo real, 2005-2011," Working Papers, Banco Central de Reserva del Perú, number 2013-015, Dec.
• Carrera, César & Ramírez-Rondán, Nelson, 2013, "Inflation, Information Rigidity, and the Sticky Information Phillips Curve," Working Papers, Banco Central de Reserva del Perú, number 2013-017, Dec.
• David Berger, 2013, "Missing aggregate dynamics: on the slow convergence of lumpy adjustment models," 2013 Meeting Papers, Society for Economic Dynamics, number 464.
• Bilal Mehmood & Wasif Siddiqui, 2013, "What Causes What? Panel Cointegration Approach on Investment in Telecommunication and Economic Growth: Case of Asian Countries," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 16, issue 47, pages 3-16, March.
• Ismail O. Fasanya & Adegbemi B.O Onakoya, 2013, "Oil Price Fluctuations and Output performance in Nigeria : a Var Approach," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 16, issue 49, pages 47-72, September.
• Muhammad Jamil & Rao Muhammad Atif & Khalid Zaman, 2013, "Internal and External Determinants of Economic Growth: A closer look at Pakistan’s Economy," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 16, issue 49, pages 73-90, September.
• Ghulam Rasool Madni, 2013, "Instrumental Effects of Fiscal Policy for Pakistan Economy," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 16, issue 50, pages 27-50, December.
• Giray Gozgor, 2013, "Stochastic properties of the consumption-income ratios in central and eastern European countries," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 31, issue 2, pages 193-207.
• Theodore Panagiotidis & Gianluigi Pelloni, 2013, "Employment Reallocation and Unemployment Revisited: A Quantile Regression Approach," Working Paper series, Rimini Centre for Economic Analysis, number 01_13, Jan, revised Feb 2014.
• Periklis Gogas & Theophilos Papadimitriou & Elvira Takli, 2013, "Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach," Working Paper series, Rimini Centre for Economic Analysis, number 04_13, Jan.
• Sebastian Fossati, 2013, "Forecasting U.S. Recessions with Macro Factors," Working Papers, University of Alberta, Department of Economics, number 2013-03, Apr.
• Gour Gobinda Goswami & Mohammad Mashnun Hossain, 2013, "From Judgmental Projection to Time Series Forecast: Does it Alter the Debt Sustainability Analysis of Bangladesh?," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 36, issue 3, pages 1-41.
• Hasim Akca & Cevat Bilgin, 2013, "Tax-Spend or Spend-Tax: An Ampirical Survey on Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 4, issue 1, pages 143-143.
• Mehmet Pekkaya, 2013, "Estimation Fractional Integration Parameter and an Application to Major Turkish Financial Time Series," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 4, issue 2, pages 1-91.
• Yusuf Ekrem Akbas, 2013, "The Analysis of Relationship between the Rate of Stock Return and Interest Rate with Nonlinear Methods: The Case of Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 4, issue 3, pages 1-21.
• Abdulnasser Hatemi-J & Julio Sarmiento-Sabogal, 2013, "An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach - Un’analisi empirica della reazione del mercato azionario colombiano al," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 66, issue 1, pages 57-67.
• Choong Jae Cho, 2013, "The Causal Relationship between Trade and FDI: Implication for India and East Asian Countries," Working Papers, Korea Institute for International Economic Policy, number 13-6, Dec, DOI: 10.2139/ssrn.2366195.
• Savoiu, Gheorghe & Dinu, Vasile & Ciuca, Suzana, 2013, "Foreign Direct Investment based on Country Risk and other Macroconomic Factors. Econometric Models for Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 39-61, March.
• Zhang, Biao & Zhang, Dongxiang & Wang, Juan & Huang, Xiashuai, 2013, "Does Venture Capital Spur Economic Growth? Evidence from Israel," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 115-128, June.
• Saman, Corina & Pauna, Bianca, 2013, "New Keynesian Phillips Curve for Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 159-171, June.
• Chih-Wei SU & Hsu-Ling CHANG & Chun JIANG, 2013, "Does Wealth or Credit Effect Exist in China?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 104-114, October.
• Zhiqiang HU & Yizhu WANG, 2013, "The IPO Cycles in China's A-share IPO Market: Detection Based on a Three Regimes Markov Switching Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 115-131, October.
• Yanli LI, Hongfeng PENG & Hongfeng PENG, 2013, "Inflation Persistence in Nine Latin American Countries: Panel SURKSS Test with a Fourier Function," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 132-143, October.
• Pincheira, Pablo, 2013, "A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 26-43, October.
• Feng-Li Lin, 2013, "Board Ownership and Firm Value in Taiwan - A Panel Smooth Transition Regression Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 148-160, December.
• Li-Hung Wu, 2013, "Rational Bubbles Exist in the G-7 Stock Markets? Threshold Cointegration Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 32-43, December.
• Pavelescu, Florin Marius, 2013, "Factorii modelatori ai valorilor calculate ale Testului Student in cazul unei regresii liniare cu trei variabile explicative," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 132603, Sep.
• Corina Saman, 2013, "Acuratetea prognozei si dinamica modelelor SARIMA: studiu de caz cursul de schimb Ron-Usd," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 132604, Sep.
• Ansgar Belke & Anne Oeking & Ralph Setzer, 2013, "Exports and Capacity Constraints – A Smooth Transition Regression Model for Six Euro Area Countries," ROME Working Papers, ROME Network, number 201313, Aug.
• Sarra Ben Slimane & Moez Ben Tahar & Zied Essid, 2013, "Comparative analysis of the degree of international capital mobility in Tunisia and Morocco: revised Feldstein Horioka approach," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 5, issue 1, pages 33-43, June.
• Constantin ANGHELACHE & Mario G.R. PAGLIACCI & Elena BUGUDUI & Ligia PRODAN & Bogdan DRAGOMIR, 2013, "Multiple Regression Used in Macro-economic Analysis," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 2, pages 134-140, May.
• Constantin ANGHELACHE & Vergil VOINEAGU & Alexandru MANOLE & Diana Valentina SOARE & Ligia PRODAN, 2013, "The Linear and Non-displaced Estimator in Multiple Regression," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 2, pages 161-166, May.
• Constantin ANGHELACHE & Gabriela Victoria ANGHELACHE & Daniel DUMITRESCU & Cristi DUMITRESCU & Adina Mihaela DINU, 2013, "General Aspects Regarding the Classical Hypotheses in Multiple Regression," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 2, pages 171-176, May.
• Catalin DEATCU & Zoica NICOLA, 2013, "Using Time Series in the Analysis of the Gross Domestic Product," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 2, pages 296-301, May.
• Constantin ANGHELACHE & Vergil VOINEAGU & Mihai GHEORGHE & Cristina SACALA & Ionut NEGOITA & Alexandru URSACHE, 2013, "The Features of the Chronological Series of Statistical Indices," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 2, pages 55-61, May.
• Constantin ANGHELACHE & Ioan PARTACHI & Adina Mihaela DINU & Ligia PRODAN & Georgeta BARDAªU (LIXANDRU), 2013, "Theoretical Aspects Regarding the Use of the Multiple Linear Regression Model in Economic Analyses," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 2, pages 78-87, May.
• Chiara Perricone, 2013, "Clustering Macroeconomic Variables," CEIS Research Paper, Tor Vergata University, CEIS, number 283, Jun, revised 11 Jun 2013.
• Tommaso Proietti & Alessandra Luati, 2013, "Generalised Linear Spectral Models," CEIS Research Paper, Tor Vergata University, CEIS, number 290, Oct, revised 03 Oct 2013.
• Emilio Zanetti Chini, 2013, "Generalizing smooth transition autoregressions," CEIS Research Paper, Tor Vergata University, CEIS, number 294, Oct, revised 25 Sep 2014.
• Valentina Corradi & Norman Swanson, 2013, "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers, Rutgers University, Department of Economics, number 201309, Jul.
• Diep Duong & Norman Swanson, 2013, "Density and Conditional Distribution Based Specification Analysis," Departmental Working Papers, Rutgers University, Department of Economics, number 201312, Jul.
• Valentina Corradi & Norman Swanson, 2013, "Testing for Structural Stability of Factor Augmented Forecasting Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201314, Jul.
• Kihwan Kim & Norman Swanson, 2013, "Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets," Departmental Working Papers, Rutgers University, Department of Economics, number 201315, Jul.
• Diep Duong & Norman Swanson, 2013, "Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction," Departmental Working Papers, Rutgers University, Department of Economics, number 201321, Jul.
• Norman Swanson & Richard Urbach, 2013, "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers, Rutgers University, Department of Economics, number 201323, Aug.
• A. Vinay Kumar & Shikha Jaiswal, 2013, "The Information Content of Alternate Implied Volatility Models: Case of Indian Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 3, pages 293-321, December, DOI: 10.1177/0972652713512915.
• Rajan Sudesh Ratna & Murali Kallummal, 2013, "ASEAN–India Free Trade Agreement (FTA) and its Impact on India," Foreign Trade Review, , volume 48, issue 4, pages 481-497, November, DOI: 10.1177/0015732513504713.
• Dilip Kumar & S. Maheswaran, 2013, "Return, Volatility and Risk Spillover from Oil Prices and the US Dollar Exchange Rate to the Indian Industrial Sectors," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 1, pages 61-91, February, DOI: 10.1177/0973801012466103.
• Okon J. Umoh & Ekpeno L. Effiong, 2013, "Trade Openness and Manufacturing Sector Performance in Nigeria," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 2, pages 147-169, May, DOI: 10.1177/0973801013483505.
• Chor Foon Tang, 2013, "Evidence on Structural Instability in the Japanese Money Demand Function," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 3, pages 255-272, August, DOI: 10.1177/0973801013491531.
• Deepankar Basu & Panayiotis T. Manolakos, 2013, "Is There a Tendency for the Rate of Profit to Fall? Econometric Evidence for the U.S. Economy, 1948-2007," Review of Radical Political Economics, Union for Radical Political Economics, volume 45, issue 1, pages 76-95, March.
• Biru Paksha Paul, 2013, "Output Relationships in South Asia: Are Bangladesh and India Different from Neighbours?," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 14, issue 1, pages 35-57, March, DOI: 10.1177/1391561413477939.
• Mohammad Mafizur Rahman & Muhammad Shahbaz, 2013, "Do Imports and Foreign Capital Inflows Lead Economic Growth? Cointegration and Causality Analysis in Pakistan," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 14, issue 1, pages 59-81, March, DOI: 10.1177/1391561413477941.
• Veli Yilanci, 2013, "The Validity of the Halloween Effect in the Istanbul Stock Exchange," Research Journal of Politics, Economics and Management, Sakarya University, Faculty of Economics and Administrative Sciences, volume 1, issue 1, pages 21-30, January.
• De la Cruz Mejía Téllez, Juan, 2013, "Aplicación del modelo Weibull en el análisis de eventos críticos en precios bursátiles / Weibull Model Application for the Analysis of Critical Events in Stock Prices," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 3, issue 1, pages 73-88, enero-jun.
• Srinivasan P. & Kalaivani M., 2013, "Determinants Of Foreign Institutional Investment In India: An Empirical Analysis," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 3 (Decemb, pages 361-375.
• Zuzana Janko & Gurleen Popli, 2013, "Examining the Link between Crime and Unemployment: A Time Series Analysis for Canada," Working Papers, The University of Sheffield, Department of Economics, number 2013001.
• Juan Carlos Cuestas & Paulo José Regis, 2013, "On the Relationship Between Exchange Rates and External Imbalances: East and Southeast Asia," Working Papers, The University of Sheffield, Department of Economics, number 2013015, Oct.
• Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013, "Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes," Working Papers, Singapore Management University, School of Economics, number 02-2013, Mar.
• Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500," Working Papers, Singapore Management University, School of Economics, number 04-2013, Aug.
• Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors," Working Papers, Singapore Management University, School of Economics, number 05-2013, Aug.
• Xiaohu Wang & Jun Yu, 2013, "Limit Theory for an Explosive Autoregressive Process," Working Papers, Singapore Management University, School of Economics, number 08-2013, Nov.
• Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013, "Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-01-2013, Feb.
• Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-04-2013, Jul.
• Teodor Sedlarski & Angel Eremiev, 2013, "Econometric Analysis of the Modified Phillips Curve in Finland 1988–2009," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, volume 11, issue 1, pages 227-251, March.
• Marco Huwiler & Daniel Kaufmann, 2013, "Combining disaggregate forecasts for inflation: The SNB's ARIMA model," Economic Studies, Swiss National Bank, number 2013-07.
• Baseem Al-Athwari & Jorn Altmann & Almas Heshmati, 2013, "A Conceptual Model and Methodology for Evaluating E-Infrastructure Deployment and Its Application to OECD and MENA Countries," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2013102, Apr, revised Apr 2013.
• Benoît Dewaele, 2013, "Portfolio Optimization for Hedge Funds through Time-Varying Coefficients," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-032, Sep.
• Benoît Dewaele, 2013, "Leverage and Alpha: The Case of Funds of Hedge Funds," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-033, Sep.
• Pei-Chien Lin & Chun-Hung Lin & I-Ling Ho, 2013, "Regional convergence or divergence in China? Evidence from unit root tests with breaks," The Annals of Regional Science, Springer;Western Regional Science Association, volume 50, issue 1, pages 223-243, February, DOI: 10.1007/s00168-011-0490-0.
• Kejriwal, Mohitosh & Perron, Pierre & Zhou, Jing, 2013, "Wald Tests For Detecting Multiple Structural Changes In Persistence," Econometric Theory, Cambridge University Press, volume 29, issue 2, pages 289-323, April.
• Pötscher, Benedikt M., 2013, "On The Order Of Magnitude Of Sums Of Negative Powers Of Integrated Processes," Econometric Theory, Cambridge University Press, volume 29, issue 3, pages 642-658, June.
• Phillips, Peter C.B. & Magdalinos, Tassos, 2013, "Inconsistent Var Regression With Common Explosive Roots," Econometric Theory, Cambridge University Press, volume 29, issue 4, pages 808-837, August.
• Castro, Tomás del Barrio & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2013, "The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests," Econometric Theory, Cambridge University Press, volume 29, issue 6, pages 1289-1313, December.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1914, Sep.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1915, Sep.
• Offer Lieberman & Peter C.B. Phillips, 2013, "Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1916, Sep.
• Igor Kheifets & Carlos Velasco, 2013, "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1924, Nov.
• Alfredo Marvão Pereira & José Manuel Belbute, 2013, "Final energy demand in Portugal: How persistent it is and why it matters for environmental policy," Working Papers, Economics Department, William & Mary, number 109, Jul.
• Rui M. Pereira, 2013, "Okun's Law across the Business Cycle and during the Great Recession: A Markov Switching Analysis," Working Papers, Economics Department, William & Mary, number 139, Jun.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013, "Long Memory in the Ukrainian Stock Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1279.
• Benjamin Beckers & Helmut Herwartz & Moritz Seidel, 2013, "Forecasting the Risk of Speculative Assets by Means of Copula Distributions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1282.
• Markku Lanne & Jani Luoto, 2013, "A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1285.
• Markku Lanne, 2013, "Noncausality and Inflation Persistence," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1286.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2013, "The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1288.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013, "Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1294.
• Guglielmo Maria Caporale & Stefano Di Colli & Juan Sergio Lopez, 2013, "Bank Lending Procyclicality and Credit Quality during Financial Crises," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1309.
• Ansgar Belke & Christian Dreger, 2013, "The Transmission of Oil and Food Prices to Consumer Prices: Evidence for the MENA Countries," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1332.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2013, "Testing Unemployment Theories: A Multivariate Long Memory Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1345.
• Antonia López-Villavicencio & Valérie Mignon, 2013, "Nonlinearity of the inflation-output trade-off and time-varying price rigidity," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-1.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2013, "Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-11.
• Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2013, "Post-recession US employment through the lens of a non-linear Okun’s law," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-12.
• Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2013, "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-36.
• Jia Li & Andrew J. Patton, 2013, "Asymptotic Inference about Predictive Accuracy Using High Frequency Data," Working Papers, Duke University, Department of Economics, number 13-27.
• Tim Bollerslev & Andrew J. Patton & Wang Wenjing, 2013, "Daily House Price Indexes: Construction, Modeling, and Longer-Run Predictions," Working Papers, Duke University, Department of Economics, number 13-29.
• Bill Russell, 2013, "ARCH and structural breaks in United States inflation," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 277, Oct.
• Ibrahim, M.A., 2013, "Financial Development And Economic Growth In Saudi Arabian Economy," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 13, issue 1, pages 133-144.
• Benlagha, N., 2013, "Co-movement of Index linked bonds and conventional bonds in France: Subprime crisis and Structural Break, 2003-01, 2012-04," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 13, issue 1, pages 55-66.
• Choongjae Cho, 2013, "The Causal Relationship between Trade and FDI : Implication for India and East Asian Countries," Trade Working Papers, East Asian Bureau of Economic Research, number 23857, Dec.
• Banerjee, Anurag N. & Chevillon, Guillaume & Kratz, Marie, 2013, "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1314, Sep.
• de Bondt, Gabe & Dieden, Heinz Christian & Muzikarova, Sona & Vincze, Istvan, 2013, "Introducing the ECB indicator on euro area industrial new orders," Occasional Paper Series, European Central Bank, number 149, Jun.
• Salines, Marion & Glöckler, Gabriel & Gade, Thomas & Strodthoff, Steffen, 2013, ""Loose lips sinking markets?": the impact of political communication on sovereign bond spreads," Occasional Paper Series, European Central Bank, number 150, Jul.