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

• 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.
• Francis Bismans & Reynald Majetti, 2013, "Forecasting recessions using financial variables: the French case," Empirical Economics, Springer, volume 44, issue 2, pages 419-433, April, DOI: 10.1007/s00181-012-0550-z.
• Martyna Marczak & Thomas Beissinger, 2013, "Real wages and the business cycle in Germany," Empirical Economics, Springer, volume 44, issue 2, pages 469-490, April, DOI: 10.1007/s00181-011-0542-4.
• Chien-Chung Nieh & Hwey-Yun Yau & Ken Hung & Hong-Kou Ou & Shine Hung, 2013, "Cointegration and causal relationships among steel prices of Mainland China, Taiwan, and USA in the presence of multiple structural changes," Empirical Economics, Springer, volume 44, issue 2, pages 545-561, April, DOI: 10.1007/s00181-012-0556-6.
• Guglielmo Caporale & Luis Gil-Alana, 2013, "Long memory in US real output per capita," Empirical Economics, Springer, volume 44, issue 2, pages 591-611, April, DOI: 10.1007/s00181-012-0559-3.
• Tilak Abeysinghe & Ananda Jayawickrama, 2013, "A segmented trend model to assess fiscal sustainability: The US experience 1929–2009," Empirical Economics, Springer, volume 44, issue 3, pages 1129-1141, June, DOI: 10.1007/s00181-012-0584-2.
• Antonio Noriega & Carlos Capistrán & Manuel Ramos-Francia, 2013, "On the dynamics of inflation persistence around the world," Empirical Economics, Springer, volume 44, issue 3, pages 1243-1265, June, DOI: 10.1007/s00181-012-0575-3.
• Angelos Kanas, 2013, "The risk-return relation and VIX: evidence from the S&P 500," Empirical Economics, Springer, volume 44, issue 3, pages 1291-1314, June, DOI: 10.1007/s00181-012-0639-4.
• Daiki Maki, 2013, "Detecting cointegration relationships under nonlinear models: Monte Carlo analysis and some applications," Empirical Economics, Springer, volume 45, issue 1, pages 605-625, August, DOI: 10.1007/s00181-012-0605-1.
• Abdurrahman Korkmaz & Sabiha Korkmaz, 2013, "An alternative consideration for the testing procedure of the S-curve hypothesis," Empirical Economics, Springer, volume 45, issue 1, pages 627-634, August, DOI: 10.1007/s00181-012-0606-0.
• Hiroshi Yamada & Lan Jin, 2013, "Japan’s output gap estimation and ℓ 1 trend filtering," Empirical Economics, Springer, volume 45, issue 1, pages 81-88, August, DOI: 10.1007/s00181-012-0625-x.
• Frauke Dobnik, 2013, "Long-run money demand in OECD countries: what role do common factors play?," Empirical Economics, Springer, volume 45, issue 1, pages 89-113, August, DOI: 10.1007/s00181-012-0600-6.
• Antonio Arroyo & Aránzazu Juan, 2013, "Spanish regions catching-up to Europe: an analysis based on the IB-MPI unit root procedure," Empirical Economics, Springer, volume 45, issue 2, pages 715-733, October, DOI: 10.1007/s00181-012-0634-9.
• Andreas Benedictow & Pål Boug, 2013, "Trade liberalisation and exchange rate pass-through: the case of textiles and wearing apparels," Empirical Economics, Springer, volume 45, issue 2, pages 757-788, October, DOI: 10.1007/s00181-012-0629-6.
• Nico Singer & Saskia Laser & Frank Dreher, 2013, "Published stock recommendations as investor sentiment in the near-term stock market," Empirical Economics, Springer, volume 45, issue 3, pages 1233-1249, December, DOI: 10.1007/s00181-012-0649-2.
• Manuel Gómez-Zaldívar & Daniel Ventosa-Santaulària & Frederick Wallace, 2013, "The PPP hypothesis and structural breaks: the case of Mexico," Empirical Economics, Springer, volume 45, issue 3, pages 1351-1359, December, DOI: 10.1007/s00181-012-0653-6.
• Christos Agiakloglou, 2013, "Resolving spurious regressions and serially correlated errors," Empirical Economics, Springer, volume 45, issue 3, pages 1361-1366, December, DOI: 10.1007/s00181-012-0647-4.
• 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, None, "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.
• Komain Jiranyakul, 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, Sciendo, 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, Sciendo, 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.
• Ioanna C. Bardakas, 2013, "The asymmetric effect of income on import demand in Greece," Working Papers, Bank of Greece, number 159, May.
• Sunoong Hwang, 2013, "The Evolution of Industry Comovement in Korea: A Wavelet Analysis (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 19, issue 1, pages 1-41, March.
• Beum-Jo Park, 2013, "Volatility Regimes and the Relationship between Volatility, Trading Volume, and Spreads in the FX market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 19, issue 2, pages 1-23, June.
• Jaeho Yun & Hyejung Moon, 2013, "Measuring Systemic Risk in the Korean Banking Sector via Dynamic Conditional Correlation Models," Working Papers, Economic Research Institute, Bank of Korea, number 2013-27, Dec.
• T. Panagiotidis & G. Pelloni, 2013, "Employment Reallocation and Unemployment Revisited: A Quantile Regression Approach," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp881, May.
• Ergun Ermis oglu & Yasin Akcelik & Arif Oduncu, 2013, "Nowcasting GDP growth with credit data: Evidence from an emerging market economy," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 4, pages 93-98, December.
• Seongyeon Chang & Pierre Perron, 2013, "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 2013-020.
• Seongyeon Chang & Pierre Perron, 2013, "A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number 2013-023.
• Seong Yeon Chang & Pierre Perron, 2013, "A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-010, Sep, revised 11 Oct 2015.
• Egger Peter & Wamser Georg, 2013, "Effects of the Endogenous Scope of Preferentialism on International Goods Trade," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 13, issue 2, pages 709-731, July, DOI: 10.1515/bejeap-2012-0067.
• Hillebrand Eric & Medeiros Marcelo C. & Xu Junyue, 2013, "Asymptotic Theory for Regressions with Smoothly Changing Parameters," Journal of Time Series Econometrics, De Gruyter, volume 5, issue 2, pages 133-162, April, DOI: 10.1515/jtse-2012-0024.
• Skrobotov Anton, 2013, "Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion," Journal of Time Series Econometrics, De Gruyter, volume 6, issue 1, pages 33-61, December, DOI: 10.1515/jtse-2012-0031.
• Bao Yong & Zhang Ru, 2013, "Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model," Journal of Time Series Econometrics, De Gruyter, volume 6, issue 1, pages 63-80, July, DOI: 10.1515/jtse-2013-0015.
• Pollock D. S. G., 2013, "Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles," Journal of Time Series Econometrics, De Gruyter, volume 6, issue 1, pages 81-102, September, DOI: 10.1515/jtse-2012-0033.
• Bassil Charbel, 2013, "Intervention Model for Analyzing the Lebanese Tourism Sector," Review of Middle East Economics and Finance, De Gruyter, volume 8, issue 3, pages 1-15, January, DOI: 10.1515/rmeef-2012-0022.
• Brownlees Christian T. & Vannucci Marina, 2013, "A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 1, pages 21-46, February, DOI: 10.1515/snde-2012-0043.
• de Mello Luiz & Moccero Diego & Mogliani Matteo, 2013, "Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 2, pages 141-165, April, DOI: 10.1515/snde-2012-0063.
• Aloy Marcel & Dufrénot Gilles & Tong Charles Lai & Peguin-Feissolle Anne, 2013, "A smooth transition long-memory model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 3, pages 281-296, May, DOI: 10.1515/snde-2012-0042.
• Bec Frédérique & Salem Melika Ben, 2013, "Inventory investment and the business cycle: the usual suspect," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 3, pages 335-343, May, DOI: 10.1515/snde-2012-0041.
• Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov, 2013, "Forecasting Stock Returns under Economic Constraints," Working Papers, Brandeis University, Department of Economics and International Business School, number 57, May.
• Zsolt Darvas, 2013, "Inflation persistence in Central and Eastern European countries," Bruegel Working Papers, Bruegel, number 787, Jul.
• Davide Pettenuzzo, 2013, "To Predict the Equity Market, Consult Economic Theory," Rosenberg Global Financial Briefs, Brandeis University, Rosenberg Institute of Global Finance, International Businesss School, number 8, revised 2014.
• Michel Grun-Rehomme & OLGA VASYECHKO, 2013, "Methodes De Lissage D’Une Serie Temporelle :Le Probleme Des Extremites," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 56, issue 2, pages 163-174.
• WAJIH KHALLOULI & MOHAMED Ayadi & RENE SANDRETTO, 2013, "Fondamentaux, Contagion Et Dynamique Des Anticipations :Une Evaluation A Partir De La Crise Financiere Coreenne," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 56, issue 2, pages 175-189.
• Dogan Gursoy & Anna Maria Parroco & Raffaele Scuderi, 2013, "An examination of tourist arrivals dynamics using short-term time series data: a space-time cluster approach," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS06, Jun.
• Ito, Ryoko, 2013, "Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1315, Jun.
• M. Caivano & A. Harvey, 2013, "Time series models with an EGB2 conditional distribution," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1325, Jul.
• M. Caivano & A. Harvey, 2013, "Two EGARCH models and one fat tail," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1326, Jul.
• Lidija Barjaktarović & Maja Paunović & Dejan Ječmenica, 2013, "Development of the Banking Sector in CEE Countries – Comparative Analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 2, issue 2, pages 93-114.
• Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2013, "Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/07, Jan.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/08, Feb.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2013, "The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/27, Aug.
• Selahattin Togay & Nezir Kose, 2013, "Money-price relationships under a currency board system: The case of Argentina," Journal of Applied Economics, Universidad del CEMA, volume 16, pages 373-390, November.
• Ladislav Kristoufek & Karel Janda & David Zilberman, 2013, "Non-linear Price Transmission between Biofuels, Fuels and Food Commodities," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp481, Feb.
• Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano, 2013, "Is the Italian Public Debt Really Unsustainable? An Historical Comparison (1861-2010)," CESifo Working Paper Series, CESifo, number 4185.
• Peter Egger & Georg Wamser, 2013, "Effects of the Endogenous Scope of Preferentialism on International Goods Trade," CESifo Working Paper Series, CESifo, number 4208.
• Willi Leibfritz & Gebhard Flaig, 2013, "Economic Growth in Africa: Comparing Recent Improvements with the "lost 1980s and early 1990s" and Estimating New Growth Trends," CESifo Working Paper Series, CESifo, number 4215.
• 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," CESifo Working Paper Series, CESifo, number 4224.
• Xi Chen & Michael Funke, 2013, "Renewed Momentum in the German Housing Market: Boom or Bubble?," CESifo Working Paper Series, CESifo, number 4287.
• Niklas Potrafke & Markus Reischmann, 2013, "Explosive Target Balances," CESifo Working Paper Series, CESifo, number 4297.
• Beate Schirwitz, 2013, "Business Fluctuations, Job Flows and Trade Unions - Dynamics in the Economy," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 47, April.
• Ursula Triebswetter & Johann Wackerbauer, 2010, "Water - a substantial location factor for the Bavarian economy," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 47.
• Wolfgang Nierhaus, 2013, "Konjunkturprognosen heute – Möglichkeiten und Probleme," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 66, issue 01, pages 25-32, January.
• Paulo Manuel Marques Rodrigues, 2013, "On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2013_11.
• Jorge Miguel Lopo Gonçalves Andraz & Nélia Maria Afonso Norte, 2013, "Output volatility in the OECD: Are the member states becoming less vulnerable to exogenous shocks?," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2013_17.
• Markus Haas & Jochen Krause & Marc S. Paolella & Sven C. Steude, 2013, "Time-Varying Mixture GARCH Models and Asymmetric Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-04, Jan.
• Eric Jondeau & Jérôme Lahaye & Michael Rockinger, 2013, "Estimating the Price Impact of Trades in an High-Frequency Microstructure Model with Jumps," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-47, Oct, revised Feb 2016.
• Hela Mzoughi & Faysal Mansouri, 2013, "Computing risk measures for non-normal asset returns using Copula theory," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 1, pages 59-70, March.
• Giscard Assoumou Ella, 2013, "Impact of international income, prices and monetary shocks on real exchange rate in eight African economies: An empirical study," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 3, pages 41-54, September.
• Xi Shen & Kanchana Chokethaworn & Chukiat Chaiboonsri, 2013, "The dependence structure analysis among gold price, stock price index of gold mining companies and Shanghai composite index," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 4, pages 53-64, December.
• Lanwenjing Yin & Kanchana Chokethaworn & Chukiat Chaiboonsri, 2013, "Dependence structure analysis between stock index futures and spot markets in the case of the “Golden week” effect," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 4, pages 75-86, December.
• Antonia López-Villavicencio & Valérie Mignon, 2013, "Nonlinearity of the inflation-output trade-off and time-varying price rigidity," Working Papers, CEPII research center, number 2013-02, Jan.
• Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2013, "Post-Recession US Employment through the Lens of a Non-Linear Okun's Law," Working Papers, CEPII research center, number 2013-13, May.
• Mardi Dungey & Jan P.A.M. Jacobs & Jing Jian & Simon van Norden, 2013, "Trend-Cycle Decomposition: Implications from an Exact Structural Identification," CIRANO Working Papers, CIRANO, number 2013s-23, Jul.
• Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013, "Modeling Multivariate Data Revisions," CIRANO Working Papers, CIRANO, number 2013s-44, Nov.
• Juan José Echavarría & Norberto Rodríguez N. & Luis Eduardo Rojas, 2013, "La meta del banco central y la persistencia de la inflación en Colombia," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 5, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo, "Dinámica inflacionaria, persistencia y formación de precios y salarios".
• Juan José Echavarría S. & Enrique López E. & Martha Misas A., 2013, "La persistencia estadística de la inflación en Colombia," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 6, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo, "Dinámica inflacionaria, persistencia y formación de precios y salarios".
• Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), 2013, "Dinámica inflacionaria, persistencia y formación de precios y salarios," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 2, edition 1, ISBN: ARRAY(0x6a67af18), December.
• Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), 2013, "Inflationary Dynamics, Persistence, and Prices and Wages Formation," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 2en, edition 1, ISBN: ARRAY(0x6a81cc28), December.
• Jos� Eduardo G�mez & Jair Ojeda Ojeda & 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, number 10456, Jan.
• H�ctor Manuel Z�arte Solano & Ang�lica Rengifo G�mez, 2013, "Forecasting annual inflation with power transformations: the case of inflation targeting countries," Borradores de Economia, Banco de la Republica, number 10462, Feb.
• Jurany Beccie RAMÍREZ GALLEGO, 2013, "Estimación del producto potencial en Colombia:," Archivos de Economía, Departamento Nacional de Planeación, number 10704, Mar.
• Miguel SARMIENTOO & Andr�s CEPEDA & Hernando MUTIS & Juan F. P�REZ, 2013, "Nueva Evidencia sobre la Eficiencia de la Banca," Archivos de Economía, Departamento Nacional de Planeación, number 10705, Mar.