Research classified by Journal of Economic Literature (JEL) codes

---

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

2012

• Andrew Hughes Hallett & Christian Richter, 2012, "Has the Financial Crisis Changed the Business Cycle Characteristics of the GIPSI Countries?," Working Papers, International Network for Economic Research - INFER, number 2012.1.
• Thomas Windberger & Jesús Crespo-Cuaresma & Janette Walde, 2012, "Dirty floating and monetary independence in Central and Eastern Europe - The role of structural breaks," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2012-21, Sep.
• Rodrigo Cajamarca & Hermann Mena, 2012, "Modelación de series económicas mediante métodos automáticos de regresión difusa," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 3, issue 1, pages 23-42, Junio.
• Camacho-Erazo, Raúl & Gómez-Chiñas, Carlos & Porras-Serrano, Jesus, 2012, "Modelo poblacional mexicano con técnica TAR," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 33, pages 25-43, primer tr.
• Cerecedo-Hernández, Daniel, 2012, "El papel del sistema financiero en el crecimiento económico en México," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 35, pages 7-35, tercer tr.
• Mallory, M. & Lence, Sergio H., 2012, "Testing for Cointegration in the Presence of Moving Average Errors," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 36076, Dec.
• Mallory, Mindy & Lence, Sergio H, 2012, "Testing for Cointegration in the Presence of Moving Average Errors," ISU General Staff Papers, Iowa State University, Department of Economics, number 201201010800001034, Jan.
• Paz Rico Belda, 2012, "No linealidad y asimetría en el proceso generador del Índice IBEX35," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-09, Dec.
• Ozdemir, Zeynel Abidin & Balcilar, Mehmet & Tansel, Aysit, 2012, "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," IZA Discussion Papers, IZA Network @ LISER, number 6776, Aug.
• Khandokar Mohammad Istiak, 2012, "Foreign Aid to Bangladesh: Some Iconoclastic Issues," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 1, pages 331-343, January-J.
• Nusrate Aziz, 2012, "Does a real devaluation improve the balance of trade?: empirics from Bangladesh economy," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 2, pages 19-41, July-Dece.
• Kishor K Guru-Gharana, 2012, "Econometric Investigation Of Relationships Among Export, Fdi And Growth In India: An Application Of Toda-Yamamoto-Dolado-Lutkephol Granger Causality Test," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 2, pages 231-247, July-Dece.
• John Baffoe-Bonnie & Anthony O. Gyapong, 2012, "The Dynamic Implications For Wage Changes On Productivity, Prices, And Employment In A Developing Economy: A Structural Var Analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 2, pages 397-417, July-Dece.
• Rup Singh & Saten Kumar, 2012, "Application of the alternative techniques to estimate demand for money in developing countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 2, pages 43-63, July-Dece.
• Chin-Ping King, 2012, "Half Life of the Real Exchange Rate: Evidence from the Nonlinear Approach in Emerging Economies," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 8, issue 1, pages 1-23, January.
• Hyun Kook Shin & Byoung Hark Yoo, 2012, "The Volatility Of The Won-Dollar Exchange Rate During The 2008-9 Crisis," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 37, issue 4, pages 61-77, December.
• Yuriy Kitsul & Jonathan H. Wright, 2012, "The Economics of Options-Implied Inflation Probability Density Functions," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 600, Jul.
• Haruhisa Nishino & Kazuhiko Kakamu & Takashi Oga, 2012, "Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model," Journal of Income Distribution, Ad libros publications inc., volume 21, issue 1, pages 88-101, March.
• William Barnett & Unal Eryilmaz, 2012, "An Analytical and Numerical Search for Bifurcations in Open Economy New Keynesian Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201210, Aug, revised Aug 2012.
• William Barnett & Yi Liu & Haiyang Xu & Mark Jensen, 2012, "The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201215, Sep, revised Sep 2012.
• William Barnett & Yi Liu, 2012, "Beyond the Risk Neutral Utility Function," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201216, Sep, revised Sep 2012.
• William Barnett & Milka Kirova & Meenakshi Pasupathy & Piyu Yue, 2012, "Estimating Policy-Invariant Technology and Taste Parameters in the Financial Sector, When Risk and Growth Matter," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201217, Sep, revised Sep 2012.
• William Barnett, 2012, "A Perspective on the Current State of Macroeconomic Theory," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201218, Sep, revised Sep 2012.
• William Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen, 2012, "A Single-Blind Controlled Competition Among Tests For Nonlinearity And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201219, Sep, revised Sep 2012.
• William Barnett & Apostolos Serletis, 2012, "Martingales, Nonlinearity, And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201225, Sep, revised Sep 2012.
• William Barnett & Yijun He, 2012, "Bifurcations in Continuous-Time Macroeconomic Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201226, Sep, revised Sep 2012.
• William Barnett & Yijun He, 2012, "Unsolved Econometric Problems In Nonlinearity, Chaos, And Bifurcation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201231, Sep, revised Sep 2012.
• Per Mykland, 2012, "A Gaussian calculus for inference from high frequency data," Annals of Finance, Springer, volume 8, issue 2, pages 235-258, May, DOI: 10.1007/s10436-010-0152-8.
• Lan Zhang, 2012, "Implied and realized volatility: empirical model selection," Annals of Finance, Springer, volume 8, issue 2, pages 259-275, May, DOI: 10.1007/s10436-010-0168-0.
• Mihaela Craioveanu & Eric Hillebrand, 2012, "Level changes in volatility models," Annals of Finance, Springer, volume 8, issue 2, pages 277-308, May, DOI: 10.1007/s10436-010-0163-5.
• Cathy Chen & Simon Lin & Philip Yu, 2012, "Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 1, pages 19-48, June, DOI: 10.1007/s10614-011-9266-y.
• Juan Reboredo & José Matías & Raquel Garcia-Rubio, 2012, "Nonlinearity in Forecasting of High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 3, pages 245-264, October, DOI: 10.1007/s10614-011-9288-5.
• Salah Nusair, 2012, "Nonlinear adjustment of Asian real exchange rates," Economic Change and Restructuring, Springer, volume 45, issue 3, pages 221-246, August, DOI: 10.1007/s10644-011-9116-x.
• Johannes Paha, 2012, "Using accounting data in cartel damage calculations: blessing or menace?," European Journal of Law and Economics, Springer, volume 34, issue 2, pages 241-263, October, DOI: 10.1007/s10657-011-9253-8.
• Masaki Katsuura, 2012, "Lead–lag relationship between household cultural expenditures and business cycles," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 36, issue 1, pages 49-65, February, DOI: 10.1007/s10824-011-9155-1.
• Zeno Adams & Roland Füss, 2012, "Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 4, pages 570-590, May, DOI: 10.1007/s11146-010-9250-7.
• Sajal Ghosh & Rohit Prasad, 2012, "Telephone penetrations and economic growth: evidence from India," Netnomics, Springer, volume 13, issue 1, pages 25-43, April, DOI: 10.1007/s11066-012-9067-z.
• Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2012, "Episodic Nonlinearity in Leading Global Currencies," Open Economies Review, Springer, volume 23, issue 2, pages 337-357, April, DOI: 10.1007/s11079-010-9194-9.
• Ahmed Hachicha & Fatma Hachicha & Afif Masmoudi, 2012, "A comparative study of two models SV with MCMC algorithm," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 4, pages 479-493, May, DOI: 10.1007/s11156-011-0236-1.
• Kenneth Lorek & Donald Pagach, 2012, "The impact of accruals and lines of business on analysts’ earnings forecast superiority," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 3, pages 293-308, October, DOI: 10.1007/s11156-011-0254-z.
• Richard Ashley, 2012, "On the Origins of Conditional Heteroscedasticity in Time Series," Korean Economic Review, Korean Economic Association, volume 28, pages 5-25.
• Johansein Rutaihwa & Aneth Simwela & Amina Ramadhani, 2012, "Econometric Analysis of FDI in the Mining Sector to Tanzania’s Export Capacity," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 1-2, pages 25-37, March-Jun.
• Shah Khalid & Wali Ullah & Fazli Rabbi, 2012, "Impact of Financial Reforms on Stock Price Index of Karachi Stock Exchange: An ARDL Cointegration Approach," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 1-2, pages 46-52, March-Jun.
• Ralf Brüggemann & Jing Zeng, 2012, "Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2012-15, Aug.
• Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2012, "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1223, Aug.
• Mika Meitz & Pentti Saikkonen, 2012, "Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1226, Sep.
• David Iselin & Boriss Siliverstovs, 2012, "The R-word Index for Switzerland," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-304, Jun, DOI: 10.3929/ethz-a-007319025.
• Søren Johansen & Marco Riani & Anthony C. Atkinson, 2012, "The Selection of ARIMA Models with or without Regressors," Discussion Papers, University of Copenhagen. Department of Economics, number 12-17, Nov.
• Søren Johansen & Morten Ørregaard Nielsen, 2012, "The role of initial values in nonstationary fractional time series models," Discussion Papers, University of Copenhagen. Department of Economics, number 12-18, Nov.
• Michael McAleer & Chia-Lin Chang & Roengchai Tansuchat, 2012, "Modelling Long Memory Volatility in Agricultural Commodity Futures Return," KIER Working Papers, Kyoto University, Institute of Economic Research, number 817, May.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments," KIER Working Papers, Kyoto University, Institute of Economic Research, number 821, Jun.
• D.E. Allen & A. Kramadibrata & M. McAleer & R. Powell & A. K. Singh, 2012, "A non-parametric and entropy based analysis of the relationship between the VIX and S&P500," KIER Working Papers, Kyoto University, Institute of Economic Research, number 827, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 832, Nov.
• David E Allen & Michael McAleer & Robert J Powell & Abhay Kumar Singh, 2012, "Volatility spillovers from the US to Australia and China across the GFC," KIER Working Papers, Kyoto University, Institute of Economic Research, number 838, Dec.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2012, "Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism," KIER Working Papers, Kyoto University, Institute of Economic Research, number 839, Dec.
• Christopher Spencer & Paul Temple, 2012, "Alternative Paths of Learning: Standardisation and Growth in Britain, 1901-2009," Discussion Paper Series, Department of Economics, Loughborough University, number 2012_10, Oct, revised Oct 2012.
• Werner Kristjanpoller & Víctor Caballero, 2012, "Volume and Skewness Analysis in the Major Latin American Stock Markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 76, pages 119-141.
• Elkin Castaño & Jorge Sierra, 2012, "On the Existence of a Unit Root in the Time Series of Monthly Electricity Prices in Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 76, pages 259-291.
• Jorge Barrientos & Edwin Rodas & Esteban Velilla & Mauricio Lopera & Fernando Villada, 2012, "A model for forecasting electricity prices in Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 77, pages 91-127.
• Wojciech Charemza & Yuriy Kharin & Vladislav Maevskiy, 2012, "Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 12/22, Oct.
• Julius Stakenas, 2012, "Generating short-term forecasts of the Lithuanian GDP using factor models," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 13, Jun.
• Elisabeth Beckmann & Jarko Fidrmuc, 2012, "Oil Price Shock and Structural Changes in CMEA Trade: Pouring Oil on Troubled Waters?," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 9, issue 1, pages 31-49, April.
• Fithra Faisal Hastiadi, 2012, "Regionalism in East Asia: The Way Forward," Working Papers in Economics and Business, Faculty of Economics and Business, University of Indonesia, number 201208, Jul, revised Jul 2012.
• Fithra Faisal Hastiadi, 2012, "China-Japan-Korea (CJK)'s FTA Strategy towards ASEAN Countries: A Game Theoretical Approach," Working Papers in Economics and Business, Faculty of Economics and Business, University of Indonesia, number 201210, Oct, revised Oct 2012.
• P. Indira Devi & K.R. Shanmugam & M.G. Jayasree, 2012, "Compensating Wages for Occupational Risks of Farm Workers in India," Working Papers, Madras School of Economics,Chennai,India, number 2012-071, Jun.
• D.K. Srivastava & K.R. Shanmugam, 2012, "Stationarity Test for Aggregate Outputs in the Presence of Structural Breaks," Working Papers, Madras School of Economics,Chennai,India, number 2012-072, Jul.
• Otilia Boldea & Alastair R. Hall, 2012, "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 174.
• Mohammad Reza Farzanegan, 2012, "Military Spending and Economic Growth: The Case of Iran," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201223.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012, "Testing for Instability in Covariance Structures," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 131, Apr.
• Mehrara, Mohsen & Mojab, Ramin, 2012, "The Non-linear Relationship between Uncertainty and Non-oil GDP in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 5, issue 13, pages 71-94, December.
• Chih-Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012, "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 8, pages 1507-1533, December, DOI: j.1538-4616.2012.00542.x.
• Theologos Pantelidis, 2012, "Testing for Granger causality in a system of more than two variables," Discussion Paper Series, Department of Economics, University of Macedonia, number 2012_02, Jan, revised Jan 2012.
• Theologos Dergiades, 2012, "Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy," Discussion Paper Series, Department of Economics, University of Macedonia, number 2012_05, Apr, revised Apr 2012.
• Siti Hamizah Mohd & Ahmad Zubaidi Baharumshah & Stilianos Fountas, 2012, "Inflation, Inflation Uncertainty and Output Growth: Recent Evidence from ASEAN-5 Countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2012_07, Jul, revised Jul 2012.
• Burak Saltoglu & M. Ege Yazgan, 2012, "The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue S5, pages 48-63, November.
• Ferda Halicioglu, 2012, "Balance-of-payments-constrained growth: the case of Turkey," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 35, issue 1, pages 65-78, DOI: 10.2753/PKE0160-3477350104.
• Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2012, "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1206, Aug, revised Aug 2012.
• Dilem Yildirim, 2012, "Interest Rate Pass-Through to Turkish Lending Rates: A Threshold Cointegration Analysis," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1207, Sep, revised Sep 2012.
• Matteo Pelagatti & Emilio Colombo, 2012, "Unpuzzling the Purchasing Power Parity Puzzle," Working Papers, University of Milano-Bicocca, Department of Economics, number 221, Mar, revised Mar 2012.
• Zsuzsanna Zsibók & Balázs Varga, 2012, "Inflation Persistence in Hungary: a Spatial Analysis," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 1203, Jul.
• Zsolt Darvas & Balázs Varga, 2012, "Uncovering Time-Varying Parameters with the Kalman-Filter and the Flexible Least Squares: a Monte Carlo Study," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 1204, Dec.
• Dániel Holló, 2012, "Identifying imbalances in the Hungarian banking system (‘early warning’ system)," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 7, issue 3, pages 38-45, October.
• Christoph Engel & Hanjo Hamann, 2012, "The Hog-Cycle of Law Professors," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2012_08, Apr.
• Dominique Guegan & Zhiping Lu & BeiJia Zhu, 2012, "Comparaison of several estimation procedures for long term behavior," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12008, Feb.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2012, "Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12023, Apr.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2012, "Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12023r, Apr, revised Nov 2013.
• G. Pan & J. Gao & Y. Yang & M. Guo, 2012, "Independence Test for High Dimensional Random Vectors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/12, Jan.
• Degui Li & Dag Tjøstheim & Jiti Gao, 2012, "Nonlinear Regression with Harris Recurrent Markov Chains," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/12, Jul.
• Ralph Snyder & Adrian Beaumont & J. Keith Ord, 2012, "Intermittent demand forecasting for inventory control: A multi-series approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/12, Jul.
• Jiti Gao & Maxwell King, 2012, "An Improved Nonparametric Unit-Root Test," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/12, Aug.
• Chaohua Dong & Jiti Gao, 2012, "Expansion of Lévy Process Functionals and Its Application in Statistical Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/12, Jan.
• Jiti Gao, 2012, "Identification, Estimation and Specification in a Class of Semiparametic Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/12, Mar.
• Chaohua Dong & Jiti Gao, 2012, "Solving Replication Problems in Complete Market by Orthogonal Series Expansion," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/12, Mar.
• D.S. Poskitt & Gael M. Martin & Simone D. Grose, 2012, "Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/12, Apr.
• D.S. Poskitt & Simone D. Grose & Gael M. Martin, 2012, "Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/12, Apr.
• Bee Wah Tan & Chor Foon Tang, 2012, "The Dynamic Relationship Between Private Domestic Investment, the User Cost of Capital, Public Investment, Foreign Direct Investment and Economic Growth in Malaysia," Economia politica, Società editrice il Mulino, issue 2, pages 221-246.
• Amanda S. Thomson & Peter M. Summers, 2012, "The Effect of Monetary Policy on Real Commodity Prices: A Re-examination," Journal of Economic Insight, Missouri Valley Economic Association, volume 38, issue 1, pages 1-21.
• Jan F. KIVIET & Garry D.A. PHILLIPS, 2012, "Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1206, Jun.
• Piotr Krupa & Paweł Skrzypczyński, 2012, "Are business cycles in the US and emerging economies synchronized?," NBP Working Papers, Narodowy Bank Polski, number 111.
• André K. Anundsen, 2012, "Econometric regime shifts and the US subprime bubble," NBP Working Papers, Narodowy Bank Polski, number 126.
• Jakub Muck & Pawel Skrzypczynski, 2012, "Can we beat the random walk in forecasting CEE exchange rates?," NBP Working Papers, Narodowy Bank Polski, number 127.
• Tanya Molodtsova & David H. Papell, 2012, "Taylor Rule Exchange Rate Forecasting during the Financial Crisis," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2012".
• Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012, "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17998, Apr.
• Bruce A. Blonigen & Jeremy Piger & Nicholas Sly, 2012, "Comovement in GDP Trends and Cycles Among Trading Partners," NBER Working Papers, National Bureau of Economic Research, Inc, number 18032, May.
• Fei Chen & Francis X. Diebold & Frank Schorfheide, 2012, "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," NBER Working Papers, National Bureau of Economic Research, Inc, number 18078, May.
• Yuriy Kitsul & Jonathan H. Wright, 2012, "The Economics of Options-Implied Inflation Probability Density Functions," NBER Working Papers, National Bureau of Economic Research, Inc, number 18195, Jun.
• Tanya Molodtsova & David Papell, 2012, "Taylor Rule Exchange Rate Forecasting During the Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 18330, Aug.
• Rob Ackrill and Simeon Coleman, 2012, "Inflation dynamics in central and eastern European countries," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2012/01, Mar.
• Cristina Amado & Timo Terasvirta, 2012, "Modelling Changes in the Unconditional Variance of Long Stock Return Series," NIPE Working Papers, NIPE - Universidade do Minho, number 02/2012.
• Luís Francisco Aguiar & Teresa Maria Rodrigues & Maria Joana Soares, 2012, "Oil Shocks and the Euro as an Optimum Currency Area," NIPE Working Papers, NIPE - Universidade do Minho, number 07/2012.
• Fredj Jawadi & Ricardo M. Sousa, 2012, "Structural Breaks and Nonlinearity in US and UK Public Debt," NIPE Working Papers, NIPE - Universidade do Minho, number 25/2012.
• Hari Sharma Neupane & Chandra Lal Shrestha & Tara Prasad Upadhyaya, 2012, "Modelling Monthly International Tourist Arrivals and Its Risk in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 24, issue 1, pages 28-47, April.
• Per A. Mykland & Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W02, Feb.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2012, "Basics of Levy processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W06, Jun.
• Luis Alberiko Gil-Alaña & Guiglielmo Maria Caporale & Robert Mudida, 2012, "Testing the Marshall-Lerner condition in Kenya," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 09/2012, Dec.
• Luis Alberiko Gil-Alaña & Guiglielmo Maria Caporale, 2012, "Testing the PPP Hypothesis in the Sub-Saharan Countries," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 10/2012, Dec.
• Luis Alberiko Gil-Alaña & Juan C. Cuestas, 2012, "A non-linear approach with long range dependence based on Chebyshev polynomials," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 11/2012, Nov.
• Marco Malgarini & Antonio Paradiso, 2012, "Measuring capacity utilisation in the italian manufacturing sector: a comparison between time series and survey estimates," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2012, issue 2, pages 5-19, DOI: 10.1787/jbcma-2012-5k8znwp2nts8.
• Gagea Mariana, 2012, "The Contribution Of Business Confidence Indicators In Short-Term Forecasting Of Economic Development," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 617-623, July.
• Bacila Nicolae, 2012, "The Implications Of State Aid To R&D On Economic Development In The European Union," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 96-101, July.
• Zapodeanu Daniela, 2012, "Real And Nominal Convergence, The Syncronization Of Business Cycles Between The New Eurozone Members (Nem) Slovenia, Slovakia, Cyprus , Estonia And The Core Eurozone," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 629-634, December.
• Roman Horvath & Dragan Petrovski, 2012, "International Stock Market Integration : Central and South Eastern Europe Compared," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 317, Jul.
• Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012, "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 2, pages 354-389, 2012 06.
• Javier Mencía, 2012, "Testing Nonlinear Dependence in the Hedge Fund Industry," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 3, pages 545-587, June.
• Fulvio Corsi & Francesco Audrino, 2012, "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 4, pages 591-616, September.
• Siem Jan Koopman & Marcel Scharth, 2012, "The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 1, pages 76-115, December.
• Era Dabla-Norris. Raphael Espinoza & Sarwat Jahan, 2012, "Spillovers to Low-Income Countries: Importance of Systemic Emerging Markets," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 082, Feb.
• Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Series Working Papers, University of Oxford, Department of Economics, number 593, Feb.
• David Hendry & Grayham E. Mizon, 2012, "Forecasting from Structural Econometric Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 597, Mar.
• David Hendry & Soren Johansen, 2012, "Model Discovery and Trygve Haavelmo's Legacy," Economics Series Working Papers, University of Oxford, Department of Economics, number 598, Mar.
• Jennifer Castle & David Hendry, 2012, "Forecasting by factors, by variables, or both?," Economics Series Working Papers, University of Oxford, Department of Economics, number 600, Apr.
• Neil Shephard & Ole E. Barndorff-Nielsen, 2012, "Basics of Levy processes," Economics Series Working Papers, University of Oxford, Department of Economics, number 610, Jun.
• Marcel Boumans, 2012, "Sims, Christopher Albert (born 1942)," The New Palgrave Dictionary of Economics, Palgrave Macmillan, chapter 1, in: Steven N. Durlauf & Lawrence E. Blume.
• Eduardo Rossi & Dean Fantazzini, 2012, "Long memory and Periodicity in Intraday Volatility," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 015, Nov.
• Eduardo Rossi & Paolo Santucci de Magistris, 2012, "Estimation of long memory in integrated variance," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 017, Nov.
• Pierre Perron & Gabriel Rodríguez, 2012, "GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 35, issue 69, pages 174-203.
• Edgar Ventura & Gabriel Rodríguez, 2012, "Explaining The Determinants Of The Frequency Of Exchange Rate Interventions In Peru Using Count Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2012-340.
• Fei Chen & Francis X. Diebold & Frank Schorfheide, 2012, "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-020, May.
• Rifaqat Ali & Usman Mustafa, 2012, "External Debt Accumulation and Its Impact on Economic Growth in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 51, issue 4, pages 79-96.
• Madeeha Gohar Qureshi & Eatzaz Ahmed, 2012, "The Inter-linkages between Democracy and Per Capita GDP Growth: A Cross Country Analysis," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2012:85.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1842, Jan.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012, "Testing for Multiple Bubbles," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1843, Jan.
• Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1844, Jan.
• Peter C.B. Phillips & Ji Hyung Lee, 2012, "VARs with Mixed Roots Near Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1845, Jan.
• Peter C.B. Phillips & Zhipeng Liao, 2012, "Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1871, Sep.
• Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012, "Non-linearity Induced Weak Instrumentation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1872, Sep.
• Zhipeng Liao & Peter C.B. Phillips, 2012, "Automated Estimation of Vector Error Correction Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1873, Sep.
• Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012, "Nonparametric Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1878, Sep.
• Peter C.B. Phillips, 2012, "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1879, Sep.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida, 2012, "Testing the Marshall-Lerner Condition in Kenya," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1247.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence in Youth Unemployment," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1248.
• Westerlund, Joakim & Narayan, Paresh, 2012, "Does the choice of estimator matter when forecasting returns?," Working Papers, Deakin University, Department of Economics, number fe_2012_01, Jan, DOI: 10.1016/j.jbankfin.2012.06.005.
• Hayat, Aziz & Ganiev, Bahodir & Tang, Xueli, 2012, "Expectations of future income and real exchange rate movements," Working Papers, Deakin University, Department of Economics, number fe_2012_05, Mar, DOI: 10.1016/j.jbankfin.2012.12.002.
• Anna Creti & Marc Joëts & Valérie Mignon, 2012, "On the links between stock and commodity markets' volatility," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-42.
• Bill Russell & Rosen Azad Chowdhury, 2012, "Estimating United States Phillips Curves With Expectations Consistent With The Statistical Process Of Inflation," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 265, Apr.
• Rosen Azad Chowdhury & Bill Russell, 2012, "The Difference, System and ‘Double-D’ GMM Panel Estimators in the Presence of Structural Breaks," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 268, Jun.
• Hassan B. GHASSAN & Hassan R. ALHAJHOJ, 2012, "Bound Cointegration Test on Private Investment’s Equation: Evidence from Saudi Economy," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 1.
• Muhammad SHAHBAZ & Smile DUBE, 2012, "Revisiting the Relationship between Coal Consumption and Economic Growth: Cointegration and Causality Analysis in Pakistan," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 1.
• Muhammad AFZAl, 2012, "Do Structural Transformation And Trade Liberalisation Cause Economic Growth In Pakistan?," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 1.
• Issa ALI & Reetu VERMA, 2012, "Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 1.
• Filiz OZKAN, & Ömer OZKAN, & Huseyin Serdar KUYUK, 2012, "Energy Production And Economic Growth: Empirical Evidence From Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 2.
• Cristina Conflitti & Christine De Mol & Domenico Giannone, 2012, "Optimal Combination of Survey Forecasts," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-023, Aug.
• Jonathan H. Wright, 2012, "What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?," Economic Journal, Royal Economic Society, volume 122, issue 564, pages 447-466, November.
• Chen, Fei & Diebold, Francis X. & Schorfheide, Frank, 2012, "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 12-09, May.
• Michael Jansson & Morten Ørregaard Nielsen, 2012, "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," Econometrica, Econometric Society, volume 80, issue 5, pages 2321-2332, September, DOI: ECTA10306.
• Solarin Sakiru Adebola & Jauhari Dahalan, 2012, "Capital Mobility: An Application of Savings-Investment Link for Tunisia," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 1, pages 1-11.
• Taylan Taner Dogan, 2012, "Macroeconomic Variables and Unemployment: The Case of Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 1, pages 71-78.
• Seyyed Ali Paytakhti Oskooe, 2012, "Nonlinear Adjustment of Emerging Stock Market Returns: Symmetrical or Asymmetrical," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 2, pages 179-183.
• Hakan Kum, 2012, "The Impact of Structural Break(s) on the Validity of Purchasing Power Parity in Turkey: Evidence from Zivot-Andrews and Lagrange Multiplier Unit Root Tests," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 3, pages 241-245.
• Sahbi FARHANI, 2012, "Tests of Parameters Instability: Theoretical Study and Empirical Analysis on Two Types of Models (ARMA Model and Market Model)," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 3, pages 246-266.
• Yen-Hsien Lee & Fang Hao, 2012, "Oil and S&P 500 Markets: Evidence from the Nonlinear Model," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 3, pages 272-280.
• Gamze VURAL & Ahmet G khan S KMEN & Emin H seyin CETENAK, 2012, "Affects of Working Capital Management on Firm's Performance: Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 4, pages 488-495.
• zcan Karahan & Olcay olak, 2012, "Does Uncovered Interest Rate Parity Hold in Turkey?," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 4, pages 386-394.
• Brima Ibrahim Baimba Kargbo & Adegbemi Festus O. Egwaikhide, 2012, "Tax Elasticity in Sierra Leone: A Time Series Approach," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 4, pages 432-447.
• Olusegun A. Omisakin & Abimbola M. Oyinlola & Oluwatosin A. Adeniyi, 2012, "Modeling Gasoline Demand with Structural Breaks:New Evidence from Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 2, issue 1, pages 1-9.
• Hamidreza Mostafaei & Leila Sakhabakhsh, 2012, "Using SARFIMA Model to Study and Predict the Iran s Oil Supply," International Journal of Energy Economics and Policy, Econjournals, volume 2, issue 1, pages 41-49.