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

• Özge Dilaver & Zafer Dilaver & Lester C Hunt, 2013, "What Drives Natural Gas Consumption in Europe? Analysis and Projections," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 143, Oct.
• Cristopher Spencer & Paul Temple, 2013, "Standards, Learning and Growth in Britain 1901-2009," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0613, Sep.
• Marian Vavra, 2013, "Testing for marginal asymmetry of weakly dependent processes," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2013, Sep.
• James Morley & Irina B. Panovska & Tara M. Sinclair, 2013, "Testing Stationarity for Unobserved Components Models," Discussion Papers, School of Economics, The University of New South Wales, number 2012-41A, May.
• Ming Chien Lo & James Morley, 2013, "Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle," Discussion Papers, School of Economics, The University of New South Wales, number 2013-05, May.
• Yunjong Eo & James Morley, 2013, "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," Discussion Papers, School of Economics, The University of New South Wales, number 2013-12, May.
• Silvester Van Koten & Andreas Ortmann, 2013, "Self-regulating organizations under the shadow of governmental oversight: An experimental investigation," Discussion Papers, School of Economics, The University of New South Wales, number 2013-13, May.
• David Iselin & Boriss Siliverstovs, 2013, "The R-word index for Switzerland," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 11, pages 1032-1035, July, DOI: 10.1080/13504851.2013.772290.
• David Ardia & Lennart F. Hoogerheide, 2013, "Worldwide equity risk prediction," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 14, pages 1333-1339, September, DOI: 10.1080/13504851.2013.806775.
• M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden, 2013, "On the correspondence between data revision and trend-cycle decomposition," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 4, pages 316-319, March, DOI: 10.1080/13504851.2012.697118.
• Fredj Jawadi & Ricardo M. Sousa, 2013, "Structural breaks and nonlinearity in US and UK public debts," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 7, pages 653-657, May, DOI: 10.1080/13504851.2012.727967.
• Claude Lopez & Christian J. Murray & David H. Papell, 2013, "Median-unbiased estimation in DF-GLS regressions and the PPP puzzle," Applied Economics, Taylor & Francis Journals, volume 45, issue 4, pages 455-464, February, DOI: 10.1080/00036846.2011.605761.
• Saten Kumar & Don J. Webber, 2013, "Australasian money demand stability: application of structural break tests," Applied Economics, Taylor & Francis Journals, volume 45, issue 8, pages 1011-1025, March, DOI: 10.1080/00036846.2011.613788.
• Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2013, "Modelling trigonometric seasonal components for monthly economic time series," Applied Economics, Taylor & Francis Journals, volume 45, issue 21, pages 3024-3034, July, DOI: 10.1080/00036846.2012.690937.
• Roberto Cellini & Tiziana Cuccia, 2013, "Museum and monument attendance and tourism flow: a time series analysis approach," Applied Economics, Taylor & Francis Journals, volume 45, issue 24, pages 3473-3482, August, DOI: 10.1080/00036846.2012.716150.
• Antonio Paradiso & Saten Kumar & B. Bhaskara Rao, 2013, "The growth effects of education in Australia," Applied Economics, Taylor & Francis Journals, volume 45, issue 27, pages 3843-3852, September, DOI: 10.1080/00036846.2012.724161.
• V. Coudert & C. Couharde & V. Mignon, 2013, "Pegging emerging currencies in the face of dollar swings," Applied Economics, Taylor & Francis Journals, volume 45, issue 36, pages 5076-5085, December, DOI: 10.1080/00036846.2013.818215.
• Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2013, "Globalization and knowledge spillover: international direct investment, exports and patents," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 22, issue 4, pages 329-352, June, DOI: 10.1080/10438599.2012.707412.
• Mohitosh Kejriwal & Claude Lopez, 2013, "Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 8, pages 892-927, November, DOI: 10.1080/07474938.2012.690689.
• Petr Geraskin & Dean Fantazzini, 2013, "Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 5, pages 366-391, May, DOI: 10.1080/1351847X.2011.601657.
• Adelina Gschwandtner & Jesus Crespo Cuaresma, 2013, "Explaining the Persistence of Profits: A Time-Varying Approach," International Journal of the Economics of Business, Taylor & Francis Journals, volume 20, issue 1, pages 39-55, February, DOI: 10.1080/13571516.2012.750051.
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013, "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 29-44, January, DOI: 10.1080/07350015.2012.727718.
• Pierre Guérin & Massimiliano Marcellino, 2013, "Markov-Switching MIDAS Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 45-56, January, DOI: 10.1080/07350015.2012.727721.
• Nikolaus Hautsch & Mark Podolskij, 2013, "Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 2, pages 165-183, April, DOI: 10.1080/07350015.2012.754313.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013, "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 2, pages 240-251, April, DOI: 10.1080/07350015.2013.767199.
• Paolo Zagaglia & Massimiliano Marzo, 2013, "Gold and the U.S. dollar: tales from the turmoil," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 4, pages 571-582, March, DOI: 10.1080/14697688.2012.708431.
• Steven Poelhekke, 2013, "Human Capital and Employment Growth in German Metropolitan Areas: New Evidence," Regional Studies, Taylor & Francis Journals, volume 47, issue 2, pages 245-263, February, DOI: 10.1080/00343404.2011.571667.
• Robert Dixon & David Shepherd, 2013, "Regional Dimensions of the Australian Business Cycle," Regional Studies, Taylor & Francis Journals, volume 47, issue 2, pages 264-281, February, DOI: 10.1080/00343404.2011.571242.
• Goodness Aye & Mehmet Balcilar & Rangan Gupta, 2013, "Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach," Journal of Housing Research, Taylor & Francis Journals, volume 22, issue 2, pages 203-219, January, DOI: 10.1080/10835547.2013.12092078.
• S. Boragan Aruoba & Cagri Sarikaya, 2013, "A Real Economic Activity Indicator for Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 13, issue 1, pages 15-29.
• Ata Ozkaya, 2013, "Public Debt Stock Sustainability in Selected OECD Countries," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 13, issue 1, pages 31-49.
• Mehmet Fatih Ekinci & Gazi Kabas & Enes Sunel, 2013, "End-Point Bias in Trend-Cycle Decompositions : An Application to the Real Exchange Rates of Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 13, issue 3, pages 61-71.
• Mahir Binici & Bulent Koksal & Cuneyt Orman, 2013, "Stock Return Co-movement and Systemic Risk in the Turkish Banking System," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 13, issue Special I, pages 41-63.
• Mahir Binici & Bulent Koksal & Cuneyt Orman, 2013, "Stock Return Comovement and Systemic Risk in the Turkish Banking System," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1302.
• M. Fatih Ekinci & Gazi Kabas & Enes Sunel, 2013, "End-Point Bias in Trend-Cycle Decompositions : An Application to the Real Exchange Rates of Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1316.
• Doruk Kucuksarac & Ozgur Ozel, 2013, "Gecelik Kur Takasi Faizleri ve BIST Gecelik Repo Faizleri," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1320.
• Ergun Ermisoglu & Yasin Akcelik & Arif Oduncu, 2013, "GDP Growth and Credit Data," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1327.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2013, "Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-008/III, Jan.
• David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh, 2013, "Volatility Spillovers from the US to Australia and China across the GFC," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-009/III, Jan, revised 01 Feb 2013.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-010/III, Jan.
• Adriana Cornea & Cars Hommes & Domenico Massaro, 2013, "Behavioral Heterogeneity in U.S. Inflation Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-015/II, Jan.
• David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013, "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-018/III, Jan.
• Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2013, "Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-024/III, Jan.
• David Ardia & Lennart Hoogerheide, 2013, "GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-047/III, Mar.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013, "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-049/III, Mar.
• Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013, "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-057/III, Apr.
• Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk, 2013, "Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-060/III, Apr, revised 06 Mar 2014.
• Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013, "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-070/III, May.
• David E. Allen & Michael McAleer & Marcel Scharth, 2013, "Realized Volatility Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-092/III, Jul.
• Francisco Blasques & Andre Lucas & Erkki Silde, 2013, "Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-097/IV/DSF59, Jul.
• Norbert Christopeit & Michael Massmann, 2013, "Estimating Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-111/III, Aug.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2013, "The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-118/III, Aug.
• Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer, 2013, "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-128/III, Sep.
• Norbert Christopeit & Michael Massmann, 2013, "A Note on an Estimation Problem in Models with Adaptive Learning," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-151/III, Sep.
• Stilianos Alexiadis & Konstantinos Eleftheriou & Peter Nijkamp, 2013, "Do Income Disparities dissipate across the US States? Experimenting with a Vector Error Correction Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-165/VIII, Oct.
• Becheri, I.G. & Drost, Feike C. & van den Akker, R., 2013, "Asymptotically UMP Panel Unit Root Tests," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-017.
• Nikolay Gospodinov & Serena Ng, 2013, "Commodity Prices, Convenience Yields, and Inflation," The Review of Economics and Statistics, MIT Press, volume 95, issue 1, pages 206-219, March.
• Miguel Ramirez, 2013, "Remittances and Economic Growth in Mexico: An Empirical Study with Structural Breaks," Working Papers, Trinity College, Department of Economics, number 1306, Mar.
• Zsofia Komuves & Miguel Ramirez, 2013, "FDI, Exchange Rate, and Economic Growth in Hungary, 1995-2012: Causality and Cointegration Analysis," Working Papers, Trinity College, Department of Economics, number 1308, Jun, revised Oct 2013.
• Michael Mazur & Miguel Ramirez, 2013, "The Forward Exchange Rate Unbiasedness Hypothesis: A Single Break Unit Root and CointegrationAnalysis," Working Papers, Trinity College, Department of Economics, number 1310, Jul.
• Nidhaleddine Ben Cheikh, 2013, "Nonlinear Mechanism of the Exchange Rate Pass-Through: Does Business Cycle Matter?," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 201306, Jan.
• Murteza Sanjarani Pour & Parviz Nasir Khani & Gholamreza Zamanian & Kamran Barghandan, 2013, "Specifying The Effective Determinants Of House Price Volatilities In Iran," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 11, issue 2, pages 15-20.
• Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2013, "The present value model of US stock prices revisited: long-run evidence with structural breaks, 1871-2010," Working Papers, Instituto Universitario de Análisis Económico y Social, number 04/13, Apr.
• Emilio Congregado & Vicente Esteve & Antonio A. Golpe, 2013, "From complements to substitutes: Structural breaks in the elasticity of substitution between paidemployment and self-employment in the US," Working Papers, Instituto Universitario de Análisis Económico y Social, number 09/13, Sep.
• Rafael Dobado González & Alfredo García Hiernaux & David Guerrero Burbano, 2013, "West versus East: Early globalization and thr great divergence
  [Oeste frente a Este: Globalización temprana y gran divergencia]," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, number 13-08, Aug.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2013, "Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-01.
• Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2013, "Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-06, revised Jan 2013.
• Andrés Bujosa Brun & Marcos Bujosa Brun & Antonio García-Ferrer, 2013, "Mathematical framework for pseudo-spectra of linear stochastic difference equations," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-13, Apr, revised May 2015.
• Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013, "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-14, revised Apr 2013.
• David E. Allen & Michael McAleer & Marcel Scharth, 2013, "Realized volatility risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-26.
• Alfredo García Hiernaux & Guerrero David E. & Michael McAleer, 2013, "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-28, revised Aug 2013.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2013, "The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-30, revised Aug 2013.
• Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano, 2013, "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-36, Jun.
• Simón Sosvilla-Rivero & Amalia Morales-Zumaquero, 2013, "Real exchange rate volatility, financial crises and nominal exchange regimes," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1306.
• Tanya Molodtsova & David H. Papell, 2013, "Taylor Rule Exchange Rate Forecasting during the Financial Crisis," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 9, issue 1, pages 55-97, DOI: 10.1086/669584.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2013, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working papers, University of Connecticut, Department of Economics, number 2013-19, Aug.
• Jan Schiefer & Stefan Hirsch & Monika Hartmann & Adelina Gschwandtner, 2013, "Industry, firm, year and country effects on profitability in EU food processing," Studies in Economics, School of Economics, University of Kent, number 1309, May.
• Reinhold Heinlein & Hans-Martin Krolzig, 2013, "Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach," Studies in Economics, School of Economics, University of Kent, number 1321, Dec.
• José Contreras & Nora Guarata, 2013, "Inflation and relative price variability in Venezuela," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 38, issue 36, pages 85-122, july-dece.
• Olivier Damette, 2013, "Mixture distribution hypothesis and the impact of a Tobin tax on exhange rate volatility : a reassessment," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2013-07.
• Alvaro Brunini & Gabriela Mordecki & Lucía Ramírez, 2013, "Exports and real exchange rates in a small open economy," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 13-15, Dec.
• Götz, T.B. & Hecq, A.W., 2013, "Nowcasting causality in mixed frequency vector autoregressive models," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 050, Jan, DOI: 10.26481/umagsb.2013050.
• Westerlund, J. & Smeekes, S., 2013, "Robust block bootstrap panel predictability tests," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 060, Jan, DOI: 10.26481/umagsb.2013060.
• Arusha Cooray & Marcella Lucchetta & Antonio Paradiso, 2013, "A knowledge economy approach in empirical growth models for the Nordic countries," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp13-06.
• Barbara Rossi & Tatevik Sekhposyan, 2013, "Conditional predictive density evaluation in the presence of instabilities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1368, Feb.
• Barbara Rossi & Tatevik Sekhposyan, 2013, "Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1370, Feb.
• Lovcha, Yuliya & Pérez Laborda, Àlex, 2013, "Hours worked - Productivity puzzle: identification in fractional integration settings," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/211796.
• Lechner, Michael, 2013, "Treatment effects and panel data," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1314, Jun.
• Audrino, Francesco & Camponovo, Lorenzo, 2013, "Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1327, Oct.
• Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2013, "Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals," Working Papers on Finance, University of St. Gallen, School of Finance, number 1318, May.
• Ryan Brady, 2013, "The Spatial Diffusion of Regional Housing Prices across U.S. States," Departmental Working Papers, United States Naval Academy Department of Economics, number 45, Jun.
• Loriana Pelizzon & Domenico Sartore, 2013, "Deciphering the Libor and Euribor Spreads during the subprime crisis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013: 14.
• Zorica Mladenović & Kosta Josifidis & Slađana Srdić, 2013, "The Purchasing Power Parity in Emerging Europe: Empirical Results Based on Two-Break Analysis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 2, pages 179-202.
• Antoniou Antonis & Katrakilidis Constantinos & Tsaliki Persefoni, 2013, "Wagner’s Law versus Keynesian Hypothesis: Evidence from pre-WWII Greece," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 4, pages 457-472.
• Kuan-Min Wang & Hung-Cheng Lai, 2013, "Which Global Stock Indices Trigger Stronger Contagion Risk in the Vietnamese Stock Market? Evidence Using a Bivariate Analysis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 4, pages 473-497.
• Umut Halaç & Fatma Dilvin Taşkın & Efe Çağlar Çağlı, 2013, "Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 4, pages 499-513.
• Yohei Yamamoto & Pierre Perron, 2013, "Estimating and testing multiple structural changes in linear models using band spectral regressions," Econometrics Journal, Royal Economic Society, volume 16, issue 3, pages 400-429, October.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2013, "Semiparametric Vector Mem," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 7, pages 1067-1086, November.
• Christian Dreger & Konstantin Arkadievich Kholodilin, 2013, "Forecasting Private Consumption by Consumer Surveys," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 1, pages 10-18, January.
• Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013, "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 3, pages 267-288, April.
• Marie Bessec, 2013, "Short‐Term Forecasts of French GDP: A Dynamic Factor Model with Targeted Predictors," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 6, pages 500-511, September.
• Francesco Ravazzolo & Philip Rothman, 2013, "Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 2‐3, pages 449-463, March, DOI: 10.1111/jmcb.12009.
• Chang‐Jin Kim & Cheolbeom Park, 2013, "Disappearing Dividends: Implications for the Dividend–Price Ratio and Return Predictability," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 5, pages 933-952, August, DOI: 10.1111/jmcb.12031.
• Diego Escobari, 2013, "Asymmetric Price Adjustments in Airlines," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 34, issue 2, pages 74-85, March.
• Junsoo Lee & Mark C. Strazicich & Byung Chul Yu, 2013, "Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests," Review of Financial Economics, John Wiley & Sons, volume 22, issue 4, pages 187-193, November, DOI: 10.1016/j.rfe.2013.08.002.
• Terence Tai-Leung Chong & Wing Hei Mak & Isabel Kit-Ming Yan, 2013, "A Threshold Model Approach To Estimating The Abnormal Stock Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-17, DOI: 10.1142/S2010495213500012.
• Hahn Shik Lee & Soo In Kim, 2013, "Common Features In East Asian Stock Markets: Long-Term And Short-Term Comovements Between China And Korea," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 03, pages 1-22, DOI: 10.1142/S0217590813500185.
• Terence Tai-Leung Chong & Tau-Hing Lam, 2013, "How To Make A Profitable Trading Strategy More Profitable?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 03, pages 1-17, DOI: 10.1142/S0217590813500197.
• Siti Hamizah Mohd & Ahmad Zubaidi Baharumshah & Stilianos Fountas, 2013, "Inflation, Inflation Uncertainty And Output Growth: Recent Evidence From Asean-5 Countries," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 04, pages 1-17, DOI: 10.1142/S0217590813500306.
• Christian Dreger & Jürgen Wolters, 2013, "Money demand and the role of monetary indicators in forecasting euro area inflation," FIW Working Paper series, FIW, number 119, Apr.
• Nidhaleddine Ben Cheikh, 2013, "The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis," FIW Working Paper series, FIW, number 123, Jun.
• Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron, 2013, "An empirical comparison of alternate schemes for combining electricity spot price forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/07, Aug.
• Jakub Nowotarski & Rafal Weron, 2013, "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/12, Dec.
• Tao Hong & Jason Wilson & Jingrui Xie, 2013, "Long term probabilistic load forecasting and normalization with hourly information," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/13, Dec.
• Tao Hong & Pu Wang, 2013, "Fuzzy interaction regression for short term load forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/14, Dec.
• Jakub Nowotarski, 2013, "Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/17, Dec.
• Zhihong Chen & Shihe Fu & Dayong Zhang, 2013, "Searching for the Parallel Growth of Cities," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Gregory C Chow & Shicheng Huang & Linlin Niu, 2013, "Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Riané de Bruyn & Rangan Gupta & Lardo Stander, 2013, "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Contemporary Economics, Vizja University, volume 7, issue 1, March.
• Lijuan Huo & Tae-Hwan Kim & Yunmi Kim, 2013, "Testing for Autocorrelation in Quantile Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2013rwp-54, Feb.
• Contoyannis, P. & Li, J., 2013, "Family Socio-economic Status, Childhood Life-events and the Dynamics of Depression from Adolescence to Early Adulthood," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 13/09, Apr.
• Cristiana P. Jardim Elisabeth T. Pereira, 2013, "Corporate Bankruptcy of Portuguese Firms," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 16, issue 2, pages 39-56, May.
• Egorov, Alexey & Kovalenko, Olga, 2013, "Structural features and interest-rate dynamics of Russia's interbank lending market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 23/2013.
• Krupkina, Anna & Ponomarenko, Alexey, 2013, "Money demand models for Russia: A sectoral approach," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 31/2013.
• Oinonen, Sami & Paloviita, Maritta & Vilmi, Lauri, 2013, "How have inflation dynamics changed over time? Evidence from the euro area and USA," Bank of Finland Research Discussion Papers, Bank of Finland, number 6/2013.
• Gaganis, Chrysovalantis & Hasan, Iftekhar & Pasiouras, Fotios, 2013, "Efficiency and stock returns: evidence from the insurance industry," Bank of Finland Research Discussion Papers, Bank of Finland, number 14/2013.
• Gündüz, Yalin & Kaya, Orcun, 2013, "Sovereign default swap market efficiency and country risk in the eurozone," Discussion Papers, Deutsche Bundesbank, number 08/2013.
• Ooft, Gavin & Eckhorst, Karel, 2013, "Human Capital Development and Economic Growth in Suriname," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 215530.
• Khan, Mashrur Mustaque & Yousuf, Ahmed Sadek, 2013, "Macroeconomic Forces and Stock Prices: Evidence from the Bangladesh Stock Market," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 72453, Apr.
• Khan, Muhammad & Kebewar, Mazen & Nenovsky, Nikolay, 2013, "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 73689, Mar.
• Hachicha, Ahmed & Lean Hooi Hooi, 2013, "Inflation, inflation uncertainty and output in Tunisia," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-1.

2012

• Zisimos Koustas & Jean-François Lamarche, 2012, "Instrumental variable estimation of a nonlinear Taylor rule," Empirical Economics, Springer, volume 42, issue 1, pages 1-20, February, DOI: 10.1007/s00181-010-0411-6.
• C. Woo & J. Zarnikau & E. Kollman, 2012, "Exact welfare measurement for double-log demand with partial adjustment," Empirical Economics, Springer, volume 42, issue 1, pages 171-180, February, DOI: 10.1007/s00181-010-0416-1.
• Stephen Hall & P. Swamy & George Tavlas, 2012, "Generalized cointegration: a new concept with an application to health expenditure and health outcomes," Empirical Economics, Springer, volume 42, issue 2, pages 603-618, April, DOI: 10.1007/s00181-011-0483-y.
• Helmut Lütkepohl & Fang Xu, 2012, "The role of the log transformation in forecasting economic variables," Empirical Economics, Springer, volume 42, issue 3, pages 619-638, June, DOI: 10.1007/s00181-010-0440-1.
• Josu Arteche, 2012, "Standard and seasonal long memory in volatility: an application to Spanish inflation," Empirical Economics, Springer, volume 42, issue 3, pages 693-712, June, DOI: 10.1007/s00181-010-0446-8.
• Rehim Kılıç & Patrick McCarthy, 2012, "Long-run equilibrium and short-run dynamics between risk exposure and highway safety," Empirical Economics, Springer, volume 42, issue 3, pages 899-913, June, DOI: 10.1007/s00181-010-0443-y.
• Jeremy Schwartz, 2012, "Labor market dynamics over the business cycle: evidence from Markov switching models," Empirical Economics, Springer, volume 43, issue 1, pages 271-289, August, DOI: 10.1007/s00181-011-0486-8.
• Juliane Scharff & Sven Schreiber, 2012, "Evidence on the effects of inflation on price dispersion under indexation," Empirical Economics, Springer, volume 43, issue 1, pages 291-311, August, DOI: 10.1007/s00181-011-0490-z.
• Daniel Buncic, 2012, "Understanding forecast failure of ESTAR models of real exchange rates," Empirical Economics, Springer, volume 43, issue 1, pages 399-426, August, DOI: 10.1007/s00181-011-0460-5.
• Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2012, "What do we know about real exchange rate nonlinearities?," Empirical Economics, Springer, volume 43, issue 2, pages 457-474, October, DOI: 10.1007/s00181-010-0431-2.
• Guglielmo Caporale & Luca Onorante & Paolo Paesani, 2012, "Inflation and inflation uncertainty in the euro area," Empirical Economics, Springer, volume 43, issue 2, pages 597-615, October, DOI: 10.1007/s00181-011-0489-5.
• Michael Polemis, 2012, "Competition and price asymmetries in the Greek oil sector: an empirical analysis on gasoline market," Empirical Economics, Springer, volume 43, issue 2, pages 789-817, October, DOI: 10.1007/s00181-011-0507-7.
• Tsangyao Chang & Chia-Hao Lee & Pei-I Chou, 2012, "Is per capita real GDP stationary in five southeastern European countries? Fourier unit root test," Empirical Economics, Springer, volume 43, issue 3, pages 1073-1082, December, DOI: 10.1007/s00181-011-0526-4.
• Verónica Cañal-Fernández, 2012, "Accuracy and reliability of Spanish regional accounts (CRE-95)," Empirical Economics, Springer, volume 43, issue 3, pages 1299-1320, December, DOI: 10.1007/s00181-011-0513-9.
• Rolando Peláez, 2012, "The housing bubble in real-time: the end of innocence," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 211-225, January, DOI: 10.1007/s12197-010-9165-4.
• M. Berument & Nukhet Dogan, 2012, "Stock market return and volatility: day-of-the-week effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 2, pages 282-302, April, DOI: 10.1007/s12197-009-9118-y.
• Timo Mitze, 2012, "Within and Between Panel Cointegration in the German Regional Output–Trade–FDI Nexus," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, "Empirical Modelling in Regional Science", DOI: 10.1007/978-3-642-22901-5_7.
• Alvaro Pereira & João Jalles & Martin Andresen, 2012, "Structural change and foreign direct investment: globalization and regional economic integration," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 11, issue 1, pages 35-82, April, DOI: 10.1007/s10258-011-0077-9.
• David Neto & Sylvain Sardy, 2012, "Moments structure of ℓ 1 -stochastic volatility models," Quality & Quantity: International Journal of Methodology, Springer, volume 46, issue 6, pages 1947-1952, October, DOI: 10.1007/s11135-011-9459-4.
• Ángel Cuevas & Enrique Quilis, 2012, "A factor analysis for the Spanish economy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 3, issue 3, pages 311-338, September, DOI: 10.1007/s13209-011-0060-9.
• Maria Gadea & Ana Gómez-Loscos & Antonio Montañés, 2012, "Cycles inside cycles: Spanish regional aggregation," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 3, issue 4, pages 423-456, December, DOI: 10.1007/s13209-011-0068-1.
• Máximo Camacho & Rafael Doménech, 2012, "MICA-BBVA: a factor model of economic and financial indicators for short-term GDP forecasting," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 3, issue 4, pages 475-497, December, DOI: 10.1007/s13209-011-0078-z.
• Philipp Sibbertsen & Juliane Willert, 2012, "Testing for a break in persistence under long-range dependencies and mean shifts," Statistical Papers, Springer, volume 53, issue 2, pages 357-370, May, DOI: 10.1007/s00362-010-0342-5.
• Christoph Hanck, 2012, "Multiple unit root tests under uncertainty over the initial condition: some powerful modifications," Statistical Papers, Springer, volume 53, issue 3, pages 767-774, August, DOI: 10.1007/s00362-011-0379-0.
• Sara Corujo & Marta Simões, 2012, "Democracy and Growth: Evidence for Portugal (1960–2001)," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 18, issue 3, pages 512-528, March, DOI: 10.1007/s11300-012-0222-x.
• Alper Aslan, 2012, "The Relationship Between Military Spending and Black Market Premium in Greece: An ARDL Approach," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 2, pages 155-161, November, DOI: 10.1007/s11300-012-0237-3.
• Martina Alexová, 2012, "Inflation drivers in new EU members," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 6/2012, Dec.
• Jianxin Wang & Minxian Yang, 2012, "On the Risk Return Relationship," Discussion Papers, School of Economics, The University of New South Wales, number 2012-31, May.
• Luati, Alessandra & Proietti, Tommaso, 2012, "Maximum likelihood estimation of time series models: the Kalman filter and beyond," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2012_02, May.
• Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 05/2012.
• Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012, "Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode," Working Papers, Stellenbosch University, Department of Economics, number 14/2012.
• Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012, "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers, Stellenbosch University, Department of Economics, number 17/2012.
• Peter Fuleky, 2012, "On the choice of the unit period in time series models," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 12, pages 1179-1182, August, DOI: 10.1080/13504851.2011.617685.
• Guglielmo Maria Caporale & Alessandro Girardi & Marco Ventura, 2012, "The euro changeover and price adjustments in Italy," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 4, pages 379-382, March, DOI: 10.1080/13504851.2011.579056.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2012, "Fractional cointegration in US term spreads," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 5, pages 431-434, March, DOI: 10.1080/13504851.2011.581205.
• Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2012, "The Deaton paradox in a long memory context with structural breaks," Applied Economics, Taylor & Francis Journals, volume 44, issue 25, pages 3309-3322, September, DOI: 10.1080/00036846.2011.572857.
• Saten Kumar & Don J. Webber & Scott Fargher, 2012, "Testing the validity of the Feldstein--Horioka puzzle for Australia," Applied Economics, Taylor & Francis Journals, volume 44, issue 5, pages 599-605, February, DOI: 10.1080/00036846.2010.511993.
• Saten Kumar & Don J. Webber & Scott Fargher, 2012, "Wagner's Law revisited: cointegration and causality tests for New Zealand," Applied Economics, Taylor & Francis Journals, volume 44, issue 5, pages 607-616, February, DOI: 10.1080/00036846.2010.511994.
• Haiqiang Chen & Terence Chong & Jushan Bai, 2012, "Theory and Applications of TAR Model with Two Threshold Variables," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 2, pages 142-170, DOI: 10.1080/07474938.2011.607100.
• J. Arteche, 2012, "Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 4, pages 440-474, DOI: 10.1080/07474938.2011.607996.
• Juan Carlos Cuestas & Bruce Philp, 2012, "Economic class and the distribution of income: a time-series analysis of the UK economy, 1955--2010," International Review of Applied Economics, Taylor & Francis Journals, volume 26, issue 5, pages 565-578, October, DOI: 10.1080/02692171.2011.631902.
• Alessandra Luati & Tommaso Proietti & Marco Reale, 2012, "The Variance Profile," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 498, pages 607-621, June, DOI: 10.1080/01621459.2012.682832.
• Andrew Patton & Allan Timmermann, 2012, "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 1-17, DOI: 10.1080/07350015.2012.634337.
• José Rangel & Robert Engle, 2012, "The Factor–Spline–GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 109-124, DOI: 10.1080/07350015.2012.643132.
• John M. Maheu & Thomas H. McCurdy & Yong Song, 2012, "Components of Bull and Bear Markets: Bull Corrections and Bear Rallies," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 391-403, February, DOI: 10.1080/07350015.2012.680412.
• Barbara Rossi & Atsushi Inoue, 2012, "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 432-453, April, DOI: 10.1080/07350015.2012.693850.
• Michael Frömmel & Robinson Kruse, 2012, "Testing for a rational bubble under long memory," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 11, pages 1723-1732, November, DOI: 10.1080/14697688.2011.578151.
• Christophe Chorro & Dominique Gu�gan & Florian Ielpo, 2012, "Option pricing for GARCH-type models with generalized hyperbolic innovations," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 7, pages 1079-1094, April, DOI: 10.1080/14697688.2010.493180.