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

• Juan Carlos Zambrano Jurado, 2013, "Aproximación al fenómeno de histéresis en el mercado laboral para siete áreas metropolitanas en Colombia," Documentos de Trabajo, Universidad del Valle, CIDSE, number 11026, Feb.
• Jorge Mario Uribe Gil, 2013, "Testing for multiple bubbles with daily data," Documentos de Trabajo, Universidad del Valle, CIDSE, number 11028, Jul.
• Jacobo Campo R & W. Andr�s Sanabria P., 2013, "Recursos Naturales y Crecimiento Económico en Colombia: ¿Maldición de los Recursos?," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 21, pages 17-37.
• Jaime Montoya R., 2013, "Tasa de cambio nominal: un conjunto alternativo de determinantes bajo un modelo de oferta y demanda de divisas," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 21, pages 63-91.
• Ramón Castillo & Carlos Flores & Mar�a Rodr�guez, 2013, "The relative importance of the service sector in the mexican economy: A time series Analysis," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 80, pages 133-151.
• Diego Fernando Lemus Polanía & Elkin Argemiro Casta�o V�lez, 2013, "Prueba de hipótesis sobre la existencia de una raíz fraccional en una serie de tiempo no estacionaria," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 78, pages 151-184.
• Juan David Páez & Francisco Gonz�lez, 2013, "Implementación del Modelo LWR en MATLAB para la movilidad en Bogotá," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 13114, May.
• Óscar Penagos Gómez & H�ctor Rojas Serrano & Jacobo Campo Robledo, 2013, "La paradoja Feldstein – Horioka: Evidencia para Colombia (1925 – 2011)," Documentos de Trabajo, Universidad Católica de Colombia, number 12393, Apr.
• WANG, Cindy Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2013, "Forecasting a long memory process subject to structural breaks," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2574, Jan.
• Andrzej Geise & Mariola Pilatowska, 2013, "Synchronization of Crude Oil Prices Cycle and Business Cycle for the Central Eastern European Economies," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 175-194.
• Agata Kliber & Barbara Bedowska-Sojka, 2013, "Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 87-106.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2013, "Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 9312, Jan.
• Marcellino, Massimiliano & Ferrara, Laurent & Mogliani, Matteo, 2013, "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," CEPR Discussion Papers, Centre for Economic Policy Research, number 9313, Jan.
• Marcellino, Massimiliano & Venditti, Fabrizio & Porqueddu, Mario, 2013, "Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 9334, Feb.
• Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2013, "Forecasting Stock Returns under Economic Constraints," CEPR Discussion Papers, Centre for Economic Policy Research, number 9377, Mar.
• Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013, "Nonparametric Predictive Regression," CEPR Discussion Papers, Centre for Economic Policy Research, number 9570, Jul.
• Rossi, Barbara & Gürkaynak, Refet & KısacıkoÄŸlu, Burçin, 2013, "Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?," CEPR Discussion Papers, Centre for Economic Policy Research, number 9576, Jul.
• Werker, Bas J M & Andreou, Elena, 2013, "Residual-based Rank Specification Tests for AR-GARCH type models," CEPR Discussion Papers, Centre for Economic Policy Research, number 9583, Aug.
• Claudio Morana, 2013, "Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 138, Dec.
• Christian Francq & Jean-Michel Zakoian, 2013, "Inference in Non Stationary Asymmetric Garch Models," Working Papers, Center for Research in Economics and Statistics, number 2013-11, Aug.
• Frédérique Bec & Matteo Mogliani, 2013, "Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?," Working Papers, Center for Research in Economics and Statistics, number 2013-21, Dec.
• Dong Li & Shiqing Ling & Jean-Michel Zakoian, 2013, "Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models," Working Papers, Center for Research in Economics and Statistics, number 2013-51, Dec.
• Giovanni Cerulli & Bianca Potì, 2013, "Managerial capacity in the innovation process and firm profitability," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 201301, Jun.
• Berenguer Rico, Vanessa & Gonzalo, Jesús, 2013, "Co-summability from linear to non-linear cointegration," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1312, Jun.
• Sucarrat, Genaro & Escribano, Álvaro, 2013, "Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1321, Sep.
• Galán Camacho, Jorge Eduardo & Lopes Moreira da Veiga, María Helena & Wiper, Michael Peter, 2013, "Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws131918, Jun.
• 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.

2012

• Matei Demetrescu & Robinson Kruse, 2012, "The Power of Unit Root Tests Against Nonlinear Local Alternatives," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-01, Jan.
• Anders Bredahl Kock, 2012, "On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-05, Feb.
• Cristina Amado & Timo Teräsvirta, 2012, "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-07, 02.
• Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2012, "Unit roots, nonlinearities and structural breaks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-14, Apr.
• Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu, 2012, "The impact of financial crises on the risk-return tradeoff and the leverage effect," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-19, May.
• Hendrik Kaufmann & Robinson Kruse & Philipp Sibbertsen, 2012, "On tests for linearity against STAR models with deterministic trends," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-20, May.
• Heejoon Han & Dennis Kristensen, 2012, "Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-25, May.
• Eric Hillebrand & Marcelo C. Medeiros, 2012, "Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-30, Jun.
• Eric Hillebrand & Marcelo C. Medeiros & Junyue Xu, 2012, "Asymptotic Theory for Regressions with Smoothly Changing Parameters," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-31, Jun.
• Nektarios Aslanidis & Charlotte Christiansen, 2012, "Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-34, Jul.
• Marcelo C. Medeiros & Eduardo F. Mendes, 2012, "Estimating High-Dimensional Time Series Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-37, Sep.
• Peter Reinhard Hansen & Zhuo Huang, 2012, "Exponential GARCH Modeling with Realized Measures of Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-44, Oct.
• Søren Johansen & Marco Riani & Anthony C. Atkinson, 2012, "The Selection of ARIMA Models with or without Regressors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-46, Nov.
• Søren Johansen & Morten Ørregaard Nielsen, 2012, "The role of initial values in nonstationary fractional time series models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-47, Nov.
• Matthew T. Holt & Timo Teräsvirta, 2012, "Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-54, Nov.
• Daniel J. Nordman & Helle Bunzel & Soumendra N. Lahiri, 2012, "A Non-standard Empirical Likelihood for Time Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-55, Dec.
• Saeed Dehghan Khavari & Seyed Hossein Mirjalili, 2012, "Estimation and Analysis of Output Gap: An Application of Structural Vector Autoregression and Hodrick-Prescott-Fmethods," American Journal of Economics and Business Administration, Science Publications, volume 4, issue 3, pages 180-189, August, DOI: 10.3844/ajebasp.2012.180.189.
• Hyeongwoo Kim & Young-Kyu Moh, 2012, "The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2012-02, Apr.
• Igor Kheifets & Carlos Velasco, 2012, "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers, New Economic School (NES), number w0170, Feb.
• Juan Carlos Cuestas & Luis A. Gil-Alana & Karl Taylor, 2012, "Inflation convergence in Central and Eastern Europe with a view to adopting the euro," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 12-01, Jan.
• Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2012, "Real exchange rate volatility, financial crises and nominal exchange regimes," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 12-05, Oct.
• Kiriya Kulkolkarn & Chotiwut Laophairoj, 2012, "Attributes Determining Condominium Prices in Bangkok (in Thai)," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 19, issue 1, pages 24-45, June.
• Von Dirk Sauerland & Ansgar Wübker, 2012, "Die Entwicklung der Ausgaben in der Gesetzlichen Krankenversicherung bis 2050 – bleibende Herausforderung für die deutsche Gesundheitspolitik," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 132, issue 1, pages 53-88, DOI: 10.3790/schm.132.1.53.
• Veli Yilanci, 2012, "Investigating Asymmetries in Macroeconomic Aggregates of Central and Eastern European Economies," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 14, issue 31, pages 223-229, February.
• Michael Haupert & James Murray, 2012, "Regime switching and wages in major league baseball under the reserve clause," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 6, issue 2, pages 143-162, May, DOI: 10.1007/s11698-011-0067-2.
• Lisa Sella & Roberto Marchionatti, 2012, "On the cyclical variability of economic growth in Italy, 1881–1913: a critical note," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 6, issue 3, pages 307-328, October, DOI: 10.1007/s11698-011-0075-2.
• Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara, 2012, "A new monthly chronology of the US industrial cycles in the prewar economy," Working Papers, Association Française de Cliométrie (AFC), number 12-02.
• Yaya Sissoko & Niloufer Sohrabji, 2012, "Current Account Sustainability of ECOWAS Countries," The African Finance Journal, Africagrowth Institute, volume 14, issue 2, pages 1-22.
• Quinton Morris & Andrea Saayman, 2012, "A Wavelet Perspective on the Real Interest Parity Condition," The African Finance Journal, Africagrowth Institute, volume 14, issue 2, pages 43-63.
• Jonathan Chipili, 2012, "Modelling Exchange Rate Volatility in Zambia," The African Finance Journal, Africagrowth Institute, volume 14, issue 2, pages 85-107.
• Dharmasena, Senarath & Capps, Oral, Jr. & Bessler, David A., 2012, "Modeling Advertising Expenditures and Spillover Effects Applied to the U.S. Non-Alcoholic Beverage Industry: Vector Autoregression (VAR) and Polynomial Distributed Lag (PDL) Approaches," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124363, Jun, DOI: 10.22004/ag.econ.124363.
• Bizimana, Jean-Claude & Angerer, Jay P. & Bessler, David A., 2012, "Cattle Markets Integration and Price Discovery in Three Developing Countries of Mali, Kenya, and Tanzania," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124550, DOI: 10.22004/ag.econ.124550.
• Taha, Fawzi A. & Hahn, William F., 2012, "Modeling South Africa’s Meat Import Demand System," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124582, DOI: 10.22004/ag.econ.124582.
• Lohano, Heman D. & Mari, Fateh M., 2012, "Measuring Spatial Integration in Tomato and Onion Markets of Pakistan: An Application of Error Correction Model in the Presence of Stationarity," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124611, DOI: 10.22004/ag.econ.124611.
• Mela, Giulio, 2012, "Did the Fischler reform increase market integration between the EU and world commodity markets?," 2012 First Congress, June 4-5, 2012, Trento, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 124107, DOI: 10.22004/ag.econ.124107.
• Tluczak, Agnieszka, None, "Attempt to Identify the Causal Relationships Between the Prices of Milk in Selected EU Countries," Acta Oeconomica et Informatica, Faculty of Economics and Management, Slovak Agricultural University in Nitra (FEM SPU), volume 15, issue 2, pages 1-3, DOI: 10.22004/ag.econ.133163.
• Hamulczuk, Mariusz & Klimkowski, Cezary, None, "Response of the Polish Wheat Prices to the World's Crude Oil Prices," Acta Oeconomica et Informatica, Faculty of Economics and Management, Slovak Agricultural University in Nitra (FEM SPU), volume 15, issue 2, pages 1-7, DOI: 10.22004/ag.econ.133169.
• Holst, Carsten & von Cramon-Taubadel, Stephan, None, "International Synchronisation of the Pork Cycle," Acta Oeconomica et Informatica, Faculty of Economics and Management, Slovak Agricultural University in Nitra (FEM SPU), volume 15, issue 01, pages 1-6, DOI: 10.22004/ag.econ.133229.
• Mela, Giulio & Canali, Gabriele, , "EU and World Agricultural Markets: Are They more Integrated after the Fischler Reform?," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122480, DOI: 10.22004/ag.econ.122480.
• Bathla, Seema, , "Volatility in Agriculture Commodity Prices in India: Impact and Macroeconomic and Sector-Specific Policy Responses," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122543, DOI: 10.22004/ag.econ.122543.
• Figiel, Szczepan & Hamulczuk, Mariusz & Klimkowski, Cezary, , "Price volatility and accuracy of price risk measurement depending on methods and data aggregation: The case of wheat prices in the EU countries," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122549, DOI: 10.22004/ag.econ.122549.
• Morana, Claudio, 2012, "Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 121723, Feb, DOI: 10.22004/ag.econ.121723.
• Morana, Claudio, 2012, "The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 127423, May, DOI: 10.22004/ag.econ.127423.
• Figiel, Szczepan & Hamulczuk, Mariusz, 2012, "Price Risk in the Wheat Market in Poland," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126144, DOI: 10.22004/ag.econ.126144.
• Martin-Rodriguez, Gloria & Caceres-Hernandez, Jose Juan, 2012, "Forecasting weekly Canary tomato exports from annual surface data," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126364, DOI: 10.22004/ag.econ.126364.
• Ciaian, Pavel & Kancs, d'Artis & Rajcaniova, Miroslava, 2012, "Bioenergy and Land Use Change," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126379, DOI: 10.22004/ag.econ.126379.
• Ciaian, Pavel & Kancs, d'Artis & Rajcaniova, Miroslava, 2012, "Bioenergy and Global Land Use Change," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332207.
• Morana, Claudio, 2012, "Oil price dynamics, macro-finance interactions and the role of financial speculation," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332210.
• Jesper Christensen, Bent & ßrregaard Nielsen, Morten & Zhu, Jie, 2012, "The impact of financial crises on the risk-return tradeoff and the leverage effect," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274615, May, DOI: 10.22004/ag.econ.274615.
• Johansen, SÃÿren & ßrregaard Nielsen, Morten, 2012, "The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274620, Nov, DOI: 10.22004/ag.econ.274620.
• Resende Filho, Moisés de Andrade & Bressan, Valéria Gama Fully & Braga, Marcelo Jose & Bressan, Aureliano Angel, None, "Sistemas de Equações de Demanda por Carnes no Brasil: especificação e estimação," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 50, issue 01, pages 1-18, DOI: 10.22004/ag.econ.154781.
• Costa, Cássia Kely Favoretto & Maia, Sinezio Fernandes & Sampaio, Luciano Menezes Bezerra, None, "Exportações Brasileiras de Suco de Laranja e Subsídios Americanos: uma análise empírica de estratégias comerciais (1991-2006)," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 50, issue 01, pages 1-24, DOI: 10.22004/ag.econ.154837.
• Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2012, "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1214, Jun.
• Marcel Aloy & Gilles Dufrénot & Charles Lai Tong & Anne Péguin-Feissolle, 2012, "A Smooth Transition Long-Memory Model," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1240, Dec, revised Dec 2012.
• İmre Ersoy, 2012, "Government debt vs. financial depth dilemma in developing countries: The case of Turkey," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 62, issue 3, pages 345-362, September.
• Cornea, A. & Hommes, C.H. & Massaro, D., 2012, "Behavioral Heterogeneity in U.S. Inflation Dynamics," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 12-03.
• Serife Ozsahin & Dogan Uysal, 2012, "Estimating The Real Effective Exchange Rate Volatility With Arch And Garch Models," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 1, pages 13-20, March.
• Mehmet Cural & Recep Emre Ericok & Veli Yilanci, 2012, "The Effect Of Public Investments On Private Sector Investments In Turkey:1970-2009," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 1, pages 73-88, March.
• Kenan Lopcu & Almila Burgac & Fikret Dulger, 2012, "Balassa-Samuelson Hypothesis: A Test For The Turkish Economy," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 4, pages 1-22, December.
• Luís Antônio Sleimann Bertussi & Divanildo Triches, 2012, "Multicointegração e Políticas Fiscais: Uma Avaliação de Sustentabilidade Fiscal para Argentina, Brasil, México, Peru, Uruguai e Venezuela," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 13, issue 2, pages 303-325.
• Akihiko Noda, 2012, "A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan," Papers, arXiv.org, number 1207.1842, Jul, revised Jan 2016.
• David Harvey & Neil Kellard & Jakob Madsen & Mark Wohar, 2012, "Trends and Cycles in Real Commodity Prices: 1650-2010," CEH Discussion Papers, Centre for Economic History, Research School of Economics, Australian National University, number 010, Dec.
• Conrad, Christian & Eife, Thomas A., 2012, "Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule," Working Papers, University of Heidelberg, Department of Economics, number 0521, Feb.
• Raffaella Giacomini & Barbara Rossi, 2012, "Model comparisons in unstable environments," CeMMAP working papers, Institute for Fiscal Studies, number 13/12, Jun, DOI: 10.1920/wp.cem.2012.1312.
• Oliver Linton & Dajing Shang & Yang Yan, 2012, "Efficient estimation of conditional risk measures in a semiparametric GARCH model," CeMMAP working papers, Institute for Fiscal Studies, number 25/12, Sep, DOI: 10.1920/wp.cem.2012.2512.
• Degui Li & Oliver Linton & Zudi Lu, 2012, "A flexible semiparametric model for time series," CeMMAP working papers, Institute for Fiscal Studies, number 28/12, Sep, DOI: 10.1920/wp.cem.2012.2812.
• Guido Russi, 2012, "Estimating the Leverage Effect Using High Frequency Data," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 1-24, February.
• Tai-Liang Chen, 2012, "Forecasting the Taiwan Stock Market with a Novel Momentum-based Fuzzy Time-series," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 38-50, February.
• Samih Antoine Azar, 2012, "Determinants of Cyclical Aggregate Dividend Behavior," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 71-78, August.
• Marian Vavra, 2012, "Robustness of Power Properties of Non-linearity Tests," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1205, Mar.
• Marian Vavra, 2012, "A Note on the Finite Sample Properties of the CLS Method of TAR Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1206, Mar.
• John Knight & Stephen Satchell & Jessica Zhang, 2012, "Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1213, Aug.
• Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros, 2012, "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers, BBVA Bank, Economic Research Department, number 1201, Jan.
• Maximo Camacho & Jaime Martíinez-Martin, 2012, "Real-time forecasting US GDP from small-scale factor models," Working Papers, BBVA Bank, Economic Research Department, number 1210, Jun.
• Diego Elías & Matías Vicens, 2012, "Bills and Coins Daily Demand Forecast," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 65-66, pages 23-39, September.
• Emrah Ismail ÇEVIK & Nuket Kirci ÇEVIK & Serhan GURKAN, 2012, "Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 6, issue 1, pages 133-155.
• Concha Artola & Enrique Galán, 2012, "Tracking the future on the web: construction of leading indicators using internet searches," Occasional Papers, Banco de España, number 1203, Apr.
• Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012, "Extracting non-linear signals from several economic indicators," Working Papers, Banco de España, number 1202, Feb.
• Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros, 2012, "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers, Banco de España, number 1203, Feb.
• Rocio Alvarez & Maximo Camacho & Gabriel Perez-Quiros, 2012, "Finite sample performance of small versus large scale dynamic factor models," Working Papers, Banco de España, number 1204, Feb.
• Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012, "Markov-switching dynamic factor models in real time," Working Papers, Banco de España, number 1205, Feb.
• Maximo Camacho & Yuliya Lovcha & Gabriel Perez-Quiros, 2012, "Can we use seasonally adjusted indicators in dynamic factor models?," Working Papers, Banco de España, number 1235, Oct.
• Maria Dolores Gadea Rivas & Gabriel Perez-Quiros, 2012, "The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit," Working Papers, Banco de España, number 1240, Dec.
• Alessandro Borin & Riccardo Cristadoro & Roberto Golinelli & Giuseppe Parigi, 2012, "Forecasting world output: the rising importance of emerging economies," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 853, Feb.
• Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2012, "Selecting predictors by using Bayesian model averaging in bridge models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 872, Jul.
• Fabio Busetti, 2012, "On detecting end-of-sample instabilities," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 881, Sep.
• Francesco D'Amuri & Juri Marcucci, 2012, "The predictive power of Google searches in forecasting unemployment," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 891, Nov.
• Elizondo Rocío, 2012, "Monthly GDP estimates based on the IGAE," Working Papers, Banco de México, number 2012-11, Oct.
• Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012, "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia, Banco de la Republica de Colombia, number 705, Apr, DOI: 10.32468/be.705.
• Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012, "Pronósticos de corto plazo en tiempo real para la actividad económica colombiana," Borradores de Economia, Banco de la Republica de Colombia, number 724, Jul, DOI: 10.32468/be.724.
• Igor Pelipas, 2012, "Multiple Structural Breaks and Inflation Persistance in Belarus," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 21, Dec.
• Frédérique Bec & Bouabdallah, O. & Laurent Ferrara, 2012, "The European way out of recession," Working papers, Banque de France, number 360.
• Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2012, "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," Working papers, Banque de France, number 383.
• Marie Bessec & Othman Bouabdallah, 2012, "Forecasting GDP over the business cycle in a multi-frequency and data-rich environment," Working papers, Banque de France, number 384.
• Frédérique Bec & Marie Bessec, 2012, "Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors," Working papers, Banque de France, number 400.
• Marie Bessec, 2012, "Short-term forecasts of French GDP: a dynamic factor model with targeted predictors," Working papers, Banque de France, number 409.
• Rebeca Jiménez-Rodríguez & Giuseppe Russo, 2012, "Aggregate Employment Dynamics And (Partial) Labour Market Reforms," Bulletin of Economic Research, Wiley Blackwell, volume 64, issue 3, pages 430-448, July, DOI: j.1467-8586.2011.00396.x.
• Ibrahim Tutar & Aysit Tansel, 2012, "An Analysis Of Political And Institutional Power Dispersion: The Case Of Turkey," Contemporary Economic Policy, Western Economic Association International, volume 30, issue 4, pages 548-565, October, DOI: j.1465-7287.2011.00273.x.
• Emmanuel De Veirman & Ashley Dunstan, 2012, "Debt Dynamics and the Relationship Between Consumption and Cyclical Wealth Changes," The Economic Record, The Economic Society of Australia, volume 88, issue 282, pages 330-340, September, DOI: j.1475-4932.2012.00812.x.
• Sarah Sinclair & Jonathan Boymal & Ashton De Silva, 2012, "A Re‐Appraisal of the Fertility Response to the Australian Baby Bonus," The Economic Record, The Economic Society of Australia, volume 88, issue s1, pages 78-87, June, DOI: j.1475-4932.2012.00805.x.
• Chia-Lin Chang & Michael Mcaleer, 2012, "Aggregation, Heterogeneous Autoregression And Volatility Of Daily International Tourist Arrivals And Exchange Rates," The Japanese Economic Review, Japanese Economic Association, volume 63, issue 3, pages 397-419, September.
• Hiroki Masuda & Takayuki Morimoto, 2012, "Optimal Weight For Realized Variance Based On Intermittent High-Frequency Data," The Japanese Economic Review, Japanese Economic Association, volume 63, issue 4, pages 497-527, December, DOI: 10.1111/jere.2012.63.issue-4.
• Tommaso Proietti, 2012, "Seasonality, Forecast Extensions And Business Cycle Uncertainty," Journal of Economic Surveys, Wiley Blackwell, volume 26, issue 4, pages 555-569, September, DOI: j.1467-6419.2010.00660.x.
• Rainer Klump & Peter McAdam & Alpo Willman, 2012, "The Normalized Ces Production Function: Theory And Empirics," Journal of Economic Surveys, Wiley Blackwell, volume 26, issue 5, pages 769-799, December, DOI: j.1467-6419.2012.00730.x.
• Jacques Jaussaud & Serge Rey, 2012, "Long‐Run Determinants Of Japanese Exports To China And The United States: A Sectoral Analysis," Pacific Economic Review, Wiley Blackwell, volume 17, issue 1, pages 1-28, February, DOI: j.1468-0106.2011.00569.x.
• Young Hoon Lee & Rodney Fort, 2012, "Competitive Balance: Time Series Lessons from the E nglish P remier L eague," Scottish Journal of Political Economy, Scottish Economic Society, volume 59, issue 3, pages 266-282, July.
• BACILA Nicolae, 2012, "State Aid Policy Between Competition And Economic Growth: The Impact Of State Aid To R&D On Gdp In The Eu Member States," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 0, issue 1, pages 86-94.
• Rolando Manuel Gonzáles Martínez, 2012, "¿How plural is the plural economy of Bolivia? Constructing a plural economy indicator with fuzzy sets," Revista de Análisis del BCB, Banco Central de Bolivia, volume 16, issue 1, pages 9-29, June.
• Zacharias Bragoudakis & Dimitrios Sideris, 2012, "Do retail gasoline prices adjust symmetrically to crude oil price changes? the case of the Greek oil market," Economic Bulletin, Bank of Greece, issue 37, pages 7-21, December.
• Hyeongwoo Kim & Young-Kyu Moh, 2012, "The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 18, issue 4, pages 1-22, December.
• Hyeongwoo Kim & Young-Kyu Moh, 2012, "The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests," Working Papers, Economic Research Institute, Bank of Korea, number 2012-5, Jun.
• Merter Akinci & Ömer Yilmaz, 2012, "Validity of the Triple Deficit Hypothesis in Turkey Bounds Test Approach," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 50, pages 1-28.
• Horvath Roman & Poldauf Petr, 2012, "International Stock Market Comovements: What Happened during the Financial Crisis?," Global Economy Journal, De Gruyter, volume 12, issue 1, pages 1-21, March, DOI: 10.1515/1524-5861.1788.
• Nieswiadomy Michael L. & Strazicich Mark C. & Clayton Stephen, 2012, "Was There a Structural Break in Barry Bonds's Bat?," Journal of Quantitative Analysis in Sports, De Gruyter, volume 8, issue 3, pages 1-19, October, DOI: 10.1515/1559-0410.1305.
• Abadir Karim M. & Larsson Rolf, 2012, "Biases of Correlograms and of AR Representations of Stationary Series," Journal of Time Series Econometrics, De Gruyter, volume 4, issue 1, pages 1-11, May, DOI: 10.1515/1941-1928.1130.
• Mallory Mindy & Lence Sergio H., 2012, "Testing for Cointegration in the Presence of Moving Average Errors," Journal of Time Series Econometrics, De Gruyter, volume 4, issue 2, pages 1-68, November, DOI: 10.1515/1941-1928.1124.
• Douglas Gomes dos Santos & Flávio Augusto Ziegelmann, 2012, "Volatility Estimation and Forecasting During Crisis Periods: A Study Comparing GARCH Models with Semiparametric Additive Models," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 1, pages 49-70.
• Carlos Enrique Carrasco-Gutierrez & Wagner Piazza Gaglianone, 2012, "Evaluating Asset Pricing Models in a Simulated Multifactor Approach," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 4, pages 425-460.
• Pascal Le Floc'h & Iuliana Matei & Mehmet Tuncel, 2012, "Commercial Sizes and Prices on the French Monkfish Fishery :A Time-Series Analysis," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 55, issue 1, pages 97-115.
• Anna Creti & Pierre-André Jouvet & Valérie Mignon, 2012, "Les déterminants des prix du carbone. Une comparaison entre les phases I et II," Revue économique, Presses de Sciences-Po, volume 63, issue 3, pages 601-610.
• Claude Diebolt & Karine Pellier, 2012, "400 ans de protection par les brevets. Une contribution de cliométrie comparative," Revue économique, Presses de Sciences-Po, volume 63, issue 3, pages 611-621.
• Éric Heyer & Mathieu Plane, 2012, "Impact des allégements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 7, pages 123-140.
• Frédérique Bec & Mélika Ben Salem & Marie Bessec, 2012, "Le rôle des stocks en sortie de crise : Une étude empirique sur données d'enquête," Revue d'économie politique, Dalloz, volume 122, issue 6, pages 811-822.
• Harvey, A. & Sucarrat, G., 2012, "EGARCH models with fat tails, skewness and leverage," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1236, Aug.
• Andres, P. & Harvey, A., 2012, "The Dyanamic Location/Scale Model: with applications to intra-day financial data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1240, Sep.
• Harvey, A. & Luati, A., 2012, "Filtering with heavy tails," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1255, Dec.
• Carlos Barros & Luis Gil-Alana, 2012, "Inflation forecasting in Angola: a fractional approach," CEsA Working Papers, CEsA - Centre for African and Development Studies, number 103, Feb.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2012, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/09, May.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/12, Jun.
• Smruti Ranjan Behera & Pami Dua & Bishwanath Goldar, 2012, "Foreign Direct Investment And Technology Spillover---Evidence Across Indian Manufacturing Industries," Working papers, Centre for Development Economics, Delhi School of Economics, number 207, Jan.
• den Haan, Wouter J. & Levin, Andrew T, 2000, "Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0127m2tp, Jun.
• Haldrup, Niels Prof. & Montanes, Antonio & Sansó, Andreu, 2000, "Measurement Errors and Outliers in Seasonal Unit Root Testing," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0gw7q9hk, Jun.
• Giacomini, Raffaella & Komunjer, Ivana, 2002, "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4n99t4wz, Jun.
• Bowdler, Christopher & Jansen, Eilev S., 2004, "Testing for a time-varying price-cost markup in the Euro area inflation process," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4s75w541, May.
• Giacomini, Raffaella, 2002, "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt59s2g5j5, Jun.
• Jansson, Michael & Haldrup, Niels Prof., 2000, "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5b13w0rp, Jun.
• Giacomini, Raffaella & White, Halbert, 2003, "Tests of Conditional Predictive Ability," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5jk0j5jh, Jun.
• Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6d36x00z, Sep.
• ANDREWS, DONALD W & Sun, Yixiao X, 2002, "Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt9wt048tt, Oct.
• Paúl Castillo & Alberto Humala & Vicente Tuesta, 2012, "Regime shifts and inflation uncertainty in Peru," Journal of Applied Economics, Universidad del CEMA, volume 15, pages 71-87, May.
• Jin Cao & Gerhard Illing, 2012, ""Interest Rate Trap", or: Why Does the Central Bank Keep the Policy Rate too Low for too Long Time?," CESifo Working Paper Series, CESifo, number 3794.
• Marc Gronwald & Janina Ketterer, 2012, "What Moves the European Carbon Market? - Insights from Conditional Jump Models," CESifo Working Paper Series, CESifo, number 3795.
• Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano, 2012, "The Sustainability of Fiscal Policy in Italy: A Long-Term Perspective," CESifo Working Paper Series, CESifo, number 3812.
• Gebhard Flaig, 2012, "Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter," CESifo Working Paper Series, CESifo, number 3816.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence in Youth Unemployment," CESifo Working Paper Series, CESifo, number 3961.
• Sasa Zikovic & Randall Filer, 2012, "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," CESifo Working Paper Series, CESifo, number 3980.
• Gabriella Deborah Legrenzi & Costas Milas, 2012, "Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS," CESifo Working Paper Series, CESifo, number 4001.
• Bas van Aarle & Bas Van Aarle, 2012, "Macroeconomic Fluctuations in a Stylized DSGE Model with Disequilibrium Dynamics," CESifo Working Paper Series, CESifo, number 4017.
• Wolfgang Nierhaus, 2012, "Konjunkturprognosen heute – Möglichkeiten und Probleme," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 19, issue 05, pages 29-37, October.
• Hans-Werner Sinn, 2012, "Der ifo Index und die Konjunktur," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 65, issue 21, pages 13-14, November.
• Anna Billharz & Steffen Elstner & Marcus Jüppner, 2012, "Methoden der ifo Kurzfristprognose am Beispiel der Ausrüstungsinvestitionen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 65, issue 21, pages 24-33, November.
• Klaus Wohlrabe, 2012, "ifo Konjunkturtest November 2012 in Kürze," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 65, issue 23, pages 88-91, December.
• Janina Ketterer, 2012, "The Impact of Wind Power Generation on the Electricity Price in Germany," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 143.
• Jorge Miguel Lopo Gonçalves Andraz & Nélia Maria Afonso Norte, 2012, "The “Great Moderation” in Portugal: GDP Volatility, Regime Changes and Business Cycles," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2012_09.
• Isao Ishida & Toshiaki Watanabe, 2009, "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-145, Jan.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-162, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-171, Sep.
• Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009, "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-175, Oct, revised Nov 2009.
• Michael McAleer & Marcelo C. Medeiros, 2009, "Forecasting Realized Volatility with Linear and Nonlinear Models," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-189, Oct.
• Chia-Ling Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2009, "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-190, Nov.
• Chia-Lin Chang & Michael McAleer, 2009, "Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-192, Nov.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-202, Jan.
• Igor Kheifets & Carlos Velasco, 2012, "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers, Center for Economic and Financial Research (CEFIR), number w0170, Feb.
• Carlos Medel, 2012, "How Informative are In–Sample Information Criteria to Forecasting? The Case of Chilean GDP," Working Papers Central Bank of Chile, Central Bank of Chile, number 657, Jan.
• Carlos Medel, 2012, "¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?," Working Papers Central Bank of Chile, Central Bank of Chile, number 658, Jan.
• Carlos A. Medel & Sergio C. Salgado, 2012, "Does BIC Estimate and Forecast Better Than AIC?," Working Papers Central Bank of Chile, Central Bank of Chile, number 679, Nov.
• Anna Creti & Marc Joëts & Valérie Mignon, 2012, "On the links between stock and commodity markets' volatility," Working Papers, CEPII research center, number 2012-20, Oct.