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

2012

• Sahbi FARHANI, 2012, "Impact of Oil Price Increases on U.S. Economic Growth:Causality Analysis and Study of the Weakening Effects in Relationship," International Journal of Energy Economics and Policy, Econjournals, volume 2, issue 3, pages 108-122.
• Afees A. Salisu & Ismail O. Fasanya, 2012, "Comparative Performance of Volatility Models for Oil Price," International Journal of Energy Economics and Policy, Econjournals, volume 2, issue 3, pages 167-183.
• Russell, Bill & Chowdhury, Rosen Azad, 2012, "Estimating United States Phillips Curves With Expectations Consistent With The Statistical Process Of Inflation," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-13.
• Chowdhury, Rosen Azad & Russell, Bill, 2012, "The Difference, System and ‘Double-D’ GMM Panel Estimators in the Presence of Structural Breaks," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-48.
• Emilio Congregado & Vicente Esteve & Antonio A. Golpe, 2012, "Job Creation and the Self-employed Firm Size: evidence from Spain," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1202, Feb.
• Mariam Camarero & Estrella Gómez & Cecilio Tamarit, 2012, "The euro impact on trade. Long run evidence with structural breaks," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1209, May.
• Mariam Camarero & Andrés J. Picazo-Tadeo & Cecilio Tamarit, 2012, "Are the determinants of CO2 emissions converging among OECD countries?," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1215, Oct.
• Gerlach, Stefan & Tillmann, Peter, 2012, "Inflation targeting and inflation persistence in Asia–Pacific," Journal of Asian Economics, Elsevier, volume 23, issue 4, pages 360-373, DOI: 10.1016/j.asieco.2012.03.002.
• Narayan, Seema & Narayan, Paresh Kumar, 2012, "Do US macroeconomic conditions affect Asian stock markets?," Journal of Asian Economics, Elsevier, volume 23, issue 6, pages 669-679, DOI: 10.1016/j.asieco.2012.05.001.
• Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012, "Is the Chinese stock market really inefficient?," China Economic Review, Elsevier, volume 23, issue 1, pages 122-137, DOI: 10.1016/j.chieco.2011.08.003.
• Zhang, Chengsi & Murasawa, Yasutomo, 2012, "Multivariate model-based gap measures and a new Phillips curve for China," China Economic Review, Elsevier, volume 23, issue 1, pages 60-70, DOI: 10.1016/j.chieco.2011.07.014.
• Alexeev, Vitali & Maynard, Alex, 2012, "Localized level crossing random walk test robust to the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3322-3344, DOI: 10.1016/j.csda.2010.06.026.
• Bauwens, Luc & Rombouts, Jeroen V.K., 2012, "On marginal likelihood computation in change-point models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3415-3429, DOI: 10.1016/j.csda.2010.06.025.
• Caporin, Massimiliano & Preś, Juliusz, 2012, "Modelling and forecasting wind speed intensity for weather risk management," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3459-3476, DOI: 10.1016/j.csda.2010.06.019.
• Kiviet, Jan F. & Phillips, Garry D.A., 2012, "Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3705-3729, DOI: 10.1016/j.csda.2010.07.013.
• Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C., 2012, "Modelling and forecasting noisy realized volatility," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 1, pages 217-230, January.
• Boubacar Mainassara, Y. & Carbon, M. & Francq, C., 2012, "Computing and estimating information matrices of weak ARMA models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 2, pages 345-361, DOI: 10.1016/j.csda.2011.07.006.
• Artiach, Miguel & Arteche, Josu, 2012, "Doubly fractional models for dynamic heteroscedastic cycles," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 6, pages 2139-2158, DOI: 10.1016/j.csda.2011.10.018.
• Amara, Jomana, 2012, "Implications of military stabilization efforts on economic development and security: The case of Iraq," Journal of Development Economics, Elsevier, volume 99, issue 2, pages 244-254, DOI: 10.1016/j.jdeveco.2012.02.001.
• Lof, Matthijs, 2012, "Heterogeneity in stock prices: A STAR model with multivariate transition function," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 12, pages 1845-1854, DOI: 10.1016/j.jedc.2012.06.006.
• Ramaprasad Bhar & Girijasankar Mallik, 2012, "Components of Inflation Uncertainty and Interest Rates: Evidence from Australia and New Zealand," Economic Analysis and Policy, Elsevier, volume 42, issue 1, pages 39-49, March.
• Elsadig Musa Ahmed, 2012, "Green TFP Intensity Impact on Sustainable East Asian Productivity Growth (Elsadig Musa Ahmed)," Economic Analysis and Policy, Elsevier, volume 42, issue 1, pages 67-78, March.
• Huang, Yu-Lieh, 2012, "Measuring business cycles: A temporal disaggregation model with regime switching," Economic Modelling, Elsevier, volume 29, issue 2, pages 283-290, DOI: 10.1016/j.econmod.2011.10.008.
• Yoon, Gawon, 2012, "Some properties of periodically collapsing bubbles," Economic Modelling, Elsevier, volume 29, issue 2, pages 299-302, DOI: 10.1016/j.econmod.2011.10.007.
• Narayan, Paresh Kumar & Popp, Stephan, 2012, "The energy consumption-real GDP nexus revisited: Empirical evidence from 93 countries," Economic Modelling, Elsevier, volume 29, issue 2, pages 303-308, DOI: 10.1016/j.econmod.2011.10.016.
• Camarero, Mariam & Ordóñez, Javier, 2012, "Nonlinear adjustment in the real dollar–euro exchange rate: The role of the productivity differential as a fundamental," Economic Modelling, Elsevier, volume 29, issue 2, pages 444-449, DOI: 10.1016/j.econmod.2011.12.005.
• Tas, Bedri Kamil Onur & Togay, Selahattin, 2012, "A direct test of the endogeneity of money: Implications for Gulf Cooperation Council (GCC) countries," Economic Modelling, Elsevier, volume 29, issue 3, pages 577-585, DOI: 10.1016/j.econmod.2011.12.015.
• Kanas, Angelos, 2012, "Modelling the risk–return relation for the S&P 100: The role of VIX," Economic Modelling, Elsevier, volume 29, issue 3, pages 795-809, DOI: 10.1016/j.econmod.2011.10.010.
• Lau, Chi Keung Marco & Suvankulov, Farrukh & Su, Yongyang & Chau, Frankie, 2012, "Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test," Economic Modelling, Elsevier, volume 29, issue 3, pages 810-816, DOI: 10.1016/j.econmod.2011.08.006.
• Gupta, Rangan & Modise, Mampho P., 2012, "South African stock return predictability in the context data mining: The role of financial variables and international stock returns," Economic Modelling, Elsevier, volume 29, issue 3, pages 908-916, DOI: 10.1016/j.econmod.2011.12.013.
• Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2012, "Comovements among U.S. state housing prices: Evidence from fractional cointegration," Economic Modelling, Elsevier, volume 29, issue 3, pages 936-942, DOI: 10.1016/j.econmod.2012.02.006.
• Jawadi, Fredj & Khanniche, Sabrina, 2012, "Modeling hedge fund exposure to risk factors," Economic Modelling, Elsevier, volume 29, issue 4, pages 1003-1018, DOI: 10.1016/j.econmod.2012.02.003.
• Fukuda, Kosei, 2012, "Illustrating extraordinary shocks causing trend breaks," Economic Modelling, Elsevier, volume 29, issue 4, pages 1045-1052, DOI: 10.1016/j.econmod.2012.03.022.
• Katrakilidis, Constantinos & Trachanas, Emmanouil, 2012, "What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration," Economic Modelling, Elsevier, volume 29, issue 4, pages 1064-1069, DOI: 10.1016/j.econmod.2012.03.029.
• Yoon, Gawon, 2012, "Explosive U.S. budget deficit," Economic Modelling, Elsevier, volume 29, issue 4, pages 1076-1080, DOI: 10.1016/j.econmod.2012.03.028.
• Casadio, Paolo & Paradiso, Antonio & Rao, B. Bhaskara, 2012, "Estimates of the steady state growth rates for some European countries," Economic Modelling, Elsevier, volume 29, issue 4, pages 1119-1125, DOI: 10.1016/j.econmod.2012.03.018.
• Bilgili, Faik & Tülüce, Nadide Sevil Halıcı & Doğan, İbrahim, 2012, "The determinants of FDI in Turkey: A Markov Regime-Switching approach," Economic Modelling, Elsevier, volume 29, issue 4, pages 1161-1169, DOI: 10.1016/j.econmod.2012.04.009.
• Meller, Barbara & Nautz, Dieter, 2012, "Inflation persistence in the Euro area before and after the European Monetary Union," Economic Modelling, Elsevier, volume 29, issue 4, pages 1170-1176, DOI: 10.1016/j.econmod.2012.03.016.
• Ibarra, Raul, 2012, "Do disaggregated CPI data improve the accuracy of inflation forecasts?," Economic Modelling, Elsevier, volume 29, issue 4, pages 1305-1313, DOI: 10.1016/j.econmod.2012.04.017.
• Benhmad, François, 2012, "Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach," Economic Modelling, Elsevier, volume 29, issue 4, pages 1505-1514, DOI: 10.1016/j.econmod.2012.01.003.
• Wang, Kuan-Min, 2012, "Modelling the nonlinear relationship between CO2 emissions from oil and economic growth," Economic Modelling, Elsevier, volume 29, issue 5, pages 1537-1547, DOI: 10.1016/j.econmod.2012.05.001.
• Xu, Weijun & Sun, Qi & Xiao, Weilin, 2012, "A new energy model to capture the behavior of energy price processes," Economic Modelling, Elsevier, volume 29, issue 5, pages 1585-1591, DOI: 10.1016/j.econmod.2012.05.009.
• Akhmedjonov, Alisher & Lau, Chi Keung, 2012, "Do energy prices converge across Russian regions?," Economic Modelling, Elsevier, volume 29, issue 5, pages 1623-1631, DOI: 10.1016/j.econmod.2012.05.023.
• Halicioglu, Ferda & Andrés, Antonio R. & Yamamura, Eiji, 2012, "Modeling crime in Japan," Economic Modelling, Elsevier, volume 29, issue 5, pages 1640-1645, DOI: 10.1016/j.econmod.2012.05.026.
• Bouchouicha, Ranoua & Ftiti, Zied, 2012, "Real estate markets and the macroeconomy: A dynamic coherence framework," Economic Modelling, Elsevier, volume 29, issue 5, pages 1820-1829, DOI: 10.1016/j.econmod.2012.05.034.
• Paradiso, Antonio & Casadio, Paolo & Rao, B. Bhaskara, 2012, "US inflation and consumption: A long-term perspective with a level shift," Economic Modelling, Elsevier, volume 29, issue 5, pages 1837-1849, DOI: 10.1016/j.econmod.2012.05.037.
• Kim, Hyeongwoo & Moh, Young-Kyu, 2012, "Examining the evidence of purchasing power parity by recursive mean adjustment," Economic Modelling, Elsevier, volume 29, issue 5, pages 1850-1857, DOI: 10.1016/j.econmod.2012.05.008.
• Haughton, Andre Yone & Iglesias, Emma M., 2012, "Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia," Economic Modelling, Elsevier, volume 29, issue 6, pages 2071-2089, DOI: 10.1016/j.econmod.2012.06.034.
• Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel, 2012, "Structural breaks and GARCH models of stock return volatility: The case of South Africa," Economic Modelling, Elsevier, volume 29, issue 6, pages 2435-2443, DOI: 10.1016/j.econmod.2012.06.038.
• Baillie, Richard T. & Morana, Claudio, 2012, "Adaptive ARFIMA models with applications to inflation," Economic Modelling, Elsevier, volume 29, issue 6, pages 2451-2459, DOI: 10.1016/j.econmod.2012.07.011.
• Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese, 2012, "Futures basis, inventory and commodity price volatility: An empirical analysis," Economic Modelling, Elsevier, volume 29, issue 6, pages 2651-2663, DOI: 10.1016/j.econmod.2012.07.016.
• Su, Chi-Wei & Chang, Hsu-Ling & Liu, Lin, 2012, "Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries," Economic Modelling, Elsevier, volume 29, issue 6, pages 2719-2723, DOI: 10.1016/j.econmod.2012.06.017.
• Mandler, Martin, 2012, "Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 2, pages 228-245, DOI: 10.1016/j.najef.2012.01.003.
• Iriarte-Goñi, Iñaki & Ayuda, María-Isabel, 2012, "Not only subterranean forests: Wood consumption and economic development in Britain (1850–1938)," Ecological Economics, Elsevier, volume 77, issue C, pages 176-184, DOI: 10.1016/j.ecolecon.2012.02.029.
• Piroli, Giuseppe & Ciaian, Pavel & Kancs, d'Artis, 2012, "Land use change impacts of biofuels: Near-VAR evidence from the US," Ecological Economics, Elsevier, volume 84, issue C, pages 98-109, DOI: 10.1016/j.ecolecon.2012.09.007.
• Krämer, Walter & Tameze, Baudouin & Christou, Konstantinos, 2012, "On the origin of high persistence in GARCH-models," Economics Letters, Elsevier, volume 114, issue 1, pages 72-75, DOI: 10.1016/j.econlet.2011.09.012.
• Carnero, M. Angeles & Peña, Daniel & Ruiz, Esther, 2012, "Estimating GARCH volatility in the presence of outliers," Economics Letters, Elsevier, volume 114, issue 1, pages 86-90, DOI: 10.1016/j.econlet.2011.09.023.
• Kruse, Robinson & Sibbertsen, Philipp, 2012, "Long memory and changing persistence," Economics Letters, Elsevier, volume 114, issue 3, pages 268-272, DOI: 10.1016/j.econlet.2011.10.026.
• Caraiani, Petre, 2012, "Nonlinear dynamics in CEE stock markets indices," Economics Letters, Elsevier, volume 114, issue 3, pages 329-331, DOI: 10.1016/j.econlet.2011.11.010.
• Bibi, Abdelouahab & Lescheb, Ines, 2012, "On general periodic time-varying bilinear processes," Economics Letters, Elsevier, volume 114, issue 3, pages 353-357, DOI: 10.1016/j.econlet.2011.11.013.
• Yoon, Gawon, 2012, "War and peace: Explosive U.S. public debt, 1791–2009," Economics Letters, Elsevier, volume 115, issue 1, pages 1-3, DOI: 10.1016/j.econlet.2011.11.020.
• Fallahi, Firouz, 2012, "The stationarity of consumption–income ratios: Evidence from bootstrapping confidence intervals," Economics Letters, Elsevier, volume 115, issue 1, pages 137-140, DOI: 10.1016/j.econlet.2011.12.023.
• Shepherd, Ben, 2012, "When are adaptive expectations rational? A generalization," Economics Letters, Elsevier, volume 115, issue 1, pages 4-6, DOI: 10.1016/j.econlet.2011.11.017.
• Shin, Dong Wan & Park, Sangun, 2012, "Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies," Economics Letters, Elsevier, volume 115, issue 3, pages 334-337, DOI: 10.1016/j.econlet.2011.12.113.
• Lanne, Markku & Luoto, Jani, 2012, "Has US inflation really become harder to forecast?," Economics Letters, Elsevier, volume 115, issue 3, pages 383-386, DOI: 10.1016/j.econlet.2011.12.088.
• Webel, Karsten, 2012, "Chaos in German stock returns — New evidence from the 0–1 test," Economics Letters, Elsevier, volume 115, issue 3, pages 487-489, DOI: 10.1016/j.econlet.2011.12.110.
• Kvedaras, Virmantas & Zemlys, Vaidotas, 2012, "Testing the functional constraints on parameters in regressions with variables of different frequency," Economics Letters, Elsevier, volume 116, issue 2, pages 250-254, DOI: 10.1016/j.econlet.2012.03.009.
• Coleman, Simeon & Sirichand, Kavita, 2012, "Fractional integration and the volatility of UK interest rates," Economics Letters, Elsevier, volume 116, issue 3, pages 381-384, DOI: 10.1016/j.econlet.2012.04.015.
• Wada, Tatsuma, 2012, "On the correlations of trend–cycle errors," Economics Letters, Elsevier, volume 116, issue 3, pages 396-400, DOI: 10.1016/j.econlet.2012.04.028.
• Chong, Terence T.L. & Lu, Chenxi & Chan, Wing Hong, 2012, "Long-range dependence in the international diamond market," Economics Letters, Elsevier, volume 116, issue 3, pages 401-403, DOI: 10.1016/j.econlet.2012.04.011.
• Dergiades, Theologos, 2012, "Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy," Economics Letters, Elsevier, volume 116, issue 3, pages 404-407, DOI: 10.1016/j.econlet.2012.04.018.
• Gustavsson, Magnus & Österholm, Pär, 2012, "Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data," Economics Letters, Elsevier, volume 116, issue 3, pages 408-410, DOI: 10.1016/j.econlet.2012.04.020.
• Hassler, Uwe, 2012, "Impulse responses of antipersistent processes," Economics Letters, Elsevier, volume 116, issue 3, pages 454-456, DOI: 10.1016/j.econlet.2012.04.023.
• Lu, Cuicui & Schmidt, Peter, 2012, "Conditions for the numerical equality of the OLS, GLS and Amemiya–Cragg estimators," Economics Letters, Elsevier, volume 116, issue 3, pages 538-540, DOI: 10.1016/j.econlet.2012.01.015.
• Lee, Hyejin & Meng, Ming & Lee, Junsoo, 2012, "Performance of nonlinear instrumental variable unit root tests using recursive detrending methods," Economics Letters, Elsevier, volume 117, issue 1, pages 214-216, DOI: 10.1016/j.econlet.2012.05.006.
• Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012, "On tests for linearity against STAR models with deterministic trends," Economics Letters, Elsevier, volume 117, issue 1, pages 268-271, DOI: 10.1016/j.econlet.2012.05.025.
• Harvey, David I. & Leybourne, Stephen J., 2012, "An infimum coefficient unit root test allowing for an unknown break in trend," Economics Letters, Elsevier, volume 117, issue 1, pages 298-302, DOI: 10.1016/j.econlet.2012.05.023.
• Wang, David Han-Min & Yu, Tiffany Hui-Kuang & Hu, Heng-Chang, 2012, "On the asymmetric relationship between the size of the underground economy and the change in effective tax rate in Taiwan," Economics Letters, Elsevier, volume 117, issue 1, pages 340-343, DOI: 10.1016/j.econlet.2012.04.041.
• Emre Alper, C. & Fendoglu, Salih & Saltoglu, Burak, 2012, "MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets," Economics Letters, Elsevier, volume 117, issue 2, pages 528-532, DOI: 10.1016/j.econlet.2012.05.037.
• Su, Jen-Je & Amsler, Christine & Schmidt, Peter, 2012, "A note on the size of the KPSS unit root test," Economics Letters, Elsevier, volume 117, issue 3, pages 697-699, DOI: 10.1016/j.econlet.2012.08.019.
• Costantini, Mauro & Gutierrez, Luciano, 2012, "Bootstrap innovational outlier unit root tests in dependent panels," Economics Letters, Elsevier, volume 117, issue 3, pages 817-819, DOI: 10.1016/j.econlet.2011.11.046.
• Massacci, Daniele, 2012, "A simple test for linearity against exponential smooth transition models with endogenous variables," Economics Letters, Elsevier, volume 117, issue 3, pages 851-856, DOI: 10.1016/j.econlet.2012.09.002.
• Kejriwal, Mohitosh & Perron, Pierre, 2012, "A note on estimating a structural change in persistence," Economics Letters, Elsevier, volume 117, issue 3, pages 932-935, DOI: 10.1016/j.econlet.2012.07.020.
• Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2012, "Unit root testing under a local break in trend," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 140-167, DOI: 10.1016/j.jeconom.2011.10.006.
• Li, Dong & Ling, Shiqing, 2012, "On the least squares estimation of multiple-regime threshold autoregressive models," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 240-253, DOI: 10.1016/j.jeconom.2011.11.006.
• Han, Heejoon & Park, Joon Y., 2012, "ARCH/GARCH with persistent covariate: Asymptotic theory of MLE," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 95-112, DOI: 10.1016/j.jeconom.2011.10.004.
• Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae, 2012, "Testing for non-nested conditional moment restrictions using unconditional empirical likelihood," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 370-382, DOI: 10.1016/j.jeconom.2011.09.022.
• Park, Joon Y. & Qian, Junhui, 2012, "Functional regression of continuous state distributions," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 397-412, DOI: 10.1016/j.jeconom.2011.09.024.
• Cai, Zongwu & Xiao, Zhijie, 2012, "Semiparametric quantile regression estimation in dynamic models with partially varying coefficients," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 413-425, DOI: 10.1016/j.jeconom.2011.09.025.
• Frederiksen, Per & Nielsen, Frank S. & Nielsen, Morten Ørregaard, 2012, "Local polynomial Whittle estimation of perturbed fractional processes," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 426-447, DOI: 10.1016/j.jeconom.2011.09.026.
• Kim, Chang Sik & Kim, In-Moo, 2012, "Partial parametric estimation for nonstationary nonlinear regressions," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 448-457, DOI: 10.1016/j.jeconom.2011.09.027.
• Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M., 2012, "Semiparametric inference in a GARCH-in-mean model," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 458-472, DOI: 10.1016/j.jeconom.2011.09.028.
• Chang, Yoosoon & Nguyen, Chi Mai, 2012, "Residual based tests for cointegration in dependent panels," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 504-520, DOI: 10.1016/j.jeconom.2011.09.032.
• Aït-Sahalia, Yacine & Jacod, Jean & Li, Jia, 2012, "Testing for jumps in noisy high frequency data," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 207-222, DOI: 10.1016/j.jeconom.2011.12.004.
• Kasparis, Ioannis & Phillips, Peter C.B., 2012, "Dynamic misspecification in nonparametric cointegrating regression," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 270-284, DOI: 10.1016/j.jeconom.2012.01.037.
• Aue, Alexander & Horváth, Lajos & Hušková, Marie, 2012, "Segmenting mean-nonstationary time series via trending regressions," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 367-381, DOI: 10.1016/j.jeconom.2012.02.003.
• Yu, Jun, 2012, "Bias in the estimation of the mean reversion parameter in continuous time models," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 114-122, DOI: 10.1016/j.jeconom.2012.01.004.
• Park, Joon Y. & Whang, Yoon-Jae, 2012, "Random walk or chaos: A formal test on the Lyapunov exponent," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 61-74, DOI: 10.1016/j.jeconom.2012.01.012.
• Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012, "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 75-93, DOI: 10.1016/j.jeconom.2012.01.011.
• Cheng, Xu & Phillips, Peter C.B., 2012, "Cointegrating rank selection in models with time-varying variance," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 155-165, DOI: 10.1016/j.jeconom.2012.01.022.
• Giraitis, Liudas & Phillips, Peter C.B., 2012, "Mean and autocovariance function estimation near the boundary of stationarity," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 166-178, DOI: 10.1016/j.jeconom.2012.01.020.
• Magdalinos, Tassos, 2012, "Mildly explosive autoregression under weak and strong dependence," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 179-187, DOI: 10.1016/j.jeconom.2012.01.024.
• Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2012, "Testing for unit roots in the presence of uncertainty over both the trend and initial condition," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 188-195, DOI: 10.1016/j.jeconom.2012.01.018.
• Andrews, Donald W.K. & Guggenberger, Patrik, 2012, "Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 196-210, DOI: 10.1016/j.jeconom.2012.01.017.
• Xiao, Zhijie, 2012, "Robust inference in nonstationary time series models," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 211-223, DOI: 10.1016/j.jeconom.2012.01.027.
• Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2012, "Model selection when there are multiple breaks," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 239-246, DOI: 10.1016/j.jeconom.2012.01.026.
• Ploberger, Werner & Phillips, Peter C.B., 2012, "Optimal estimation under nonstandard conditions," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 258-265, DOI: 10.1016/j.jeconom.2012.01.025.
• Shimotsu, Katsumi, 2012, "Exact local Whittle estimation of fractionally cointegrated systems," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 266-278, DOI: 10.1016/j.jeconom.2012.01.028.
• Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke, 2012, "Spurious regressions in technical trading," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 301-309, DOI: 10.1016/j.jeconom.2012.01.019.
• Liang, Zhongwen & Li, Qi, 2012, "Functional coefficient regression models with time trend," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 15-31, DOI: 10.1016/j.jeconom.2011.08.009.
• Koo, Bonsoo & Linton, Oliver, 2012, "Estimation of semiparametric locally stationary diffusion models," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 210-233, DOI: 10.1016/j.jeconom.2012.05.003.
• Ai, Chunrong & Chen, Xiaohong, 2012, "The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 442-457, DOI: 10.1016/j.jeconom.2012.05.015.
• Gospodinov, Nikolay & Otsu, Taisuke, 2012, "Local GMM estimation of time series models with conditional moment restrictions," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 476-490, DOI: 10.1016/j.jeconom.2012.05.017.
• Halunga, Andreea G. & Osborn, Denise R., 2012, "Ratio-based estimators for a change point in persistence," Journal of Econometrics, Elsevier, volume 171, issue 1, pages 24-31, DOI: 10.1016/j.jeconom.2012.05.024.
• Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2012, "A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 101-120, DOI: 10.1016/j.jeconom.2012.06.011.
• Frini, Olfa & Muller, Christophe, 2012, "Demographic transition, education and economic growth in Tunisia," Economic Systems, Elsevier, volume 36, issue 3, pages 351-371, DOI: 10.1016/j.ecosys.2012.04.002.
• Petrevski, Goran & Bogoev, Jane, 2012, "Interest rate pass-through in South East Europe: An empirical analysis," Economic Systems, Elsevier, volume 36, issue 4, pages 571-593, DOI: 10.1016/j.ecosys.2012.03.001.
• Polito, Vito & Wickens, Mike, 2012, "A model-based indicator of the fiscal stance," European Economic Review, Elsevier, volume 56, issue 3, pages 526-551, DOI: 10.1016/j.euroecorev.2011.12.003.
• Baur, Dirk G. & Dimpfl, Thomas & Jung, Robert C., 2012, "Stock return autocorrelations revisited: A quantile regression approach," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 254-265, DOI: 10.1016/j.jempfin.2011.12.002.
• Wu, Zhengxiao, 2012, "On the intraday periodicity duration adjustment of high-frequency data," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 282-291, DOI: 10.1016/j.jempfin.2011.12.004.
• Taamouti, Abderrahim, 2012, "Moments of multivariate regime switching with application to risk-return trade-off," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 292-308, DOI: 10.1016/j.jempfin.2011.12.001.
• Chen, Yi-Ting, 2012, "A simple approach to standardized-residuals-based higher-moment tests," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 427-453, DOI: 10.1016/j.jempfin.2012.04.006.
• Aslanidis, Nektarios & Christiansen, Charlotte, 2012, "Smooth transition patterns in the realized stock–bond correlation," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 454-464, DOI: 10.1016/j.jempfin.2012.04.005.
• Liu, Xinyi & Margaritis, Dimitris & Wang, Peiming, 2012, "Stock market volatility and equity returns: Evidence from a two-state Markov-switching model with regressors," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 483-496, DOI: 10.1016/j.jempfin.2012.04.011.
• Gospodinov, Nikolay & Hirukawa, Masayuki, 2012, "Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 595-609, DOI: 10.1016/j.jempfin.2012.04.001.
• Benavides, Guillermo & Capistrán, Carlos, 2012, "Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 627-639, DOI: 10.1016/j.jempfin.2012.07.001.
• McKenzie, Michael & Satchell, Stephen & Wongwachara, Warapong, 2012, "Nonlinearity and smoothing in venture capital performance data," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 782-795, DOI: 10.1016/j.jempfin.2012.08.004.
• Zaklan, Aleksandar & Cullmann, Astrid & Neumann, Anne & von Hirschhausen, Christian, 2012, "The globalization of steam coal markets and the role of logistics: An empirical analysis," Energy Economics, Elsevier, volume 34, issue 1, pages 105-116, DOI: 10.1016/j.eneco.2011.03.001.
• Brémond, Vincent & Hache, Emmanuel & Mignon, Valérie, 2012, "Does OPEC still exist as a cartel? An empirical investigation," Energy Economics, Elsevier, volume 34, issue 1, pages 125-131, DOI: 10.1016/j.eneco.2011.03.010.
• Sene, Seydina Ousmane, 2012, "Estimating the demand for gasoline in developing countries: Senegal," Energy Economics, Elsevier, volume 34, issue 1, pages 189-194, DOI: 10.1016/j.eneco.2011.04.014.
• Kuper, Gerard H., 2012, "Inventories and upstream gasoline price dynamics," Energy Economics, Elsevier, volume 34, issue 1, pages 208-214, DOI: 10.1016/j.eneco.2011.08.008.
• Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong, 2012, "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Energy Economics, Elsevier, volume 34, issue 1, pages 283-293, DOI: 10.1016/j.eneco.2011.10.015.
• Chang, Kuang-Liang, 2012, "Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market," Energy Economics, Elsevier, volume 34, issue 1, pages 294-306, DOI: 10.1016/j.eneco.2011.11.009.
• Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2012, "Modeling and explaining the dynamics of European Union Allowance prices at high-frequency," Energy Economics, Elsevier, volume 34, issue 1, pages 316-326, DOI: 10.1016/j.eneco.2011.02.011.
• Creti, Anna & Jouvet, Pierre-André & Mignon, Valérie, 2012, "Carbon price drivers: Phase I versus Phase II equilibrium?," Energy Economics, Elsevier, volume 34, issue 1, pages 327-334, DOI: 10.1016/j.eneco.2011.11.001.
• Fuinhas, José Alberto & Marques, António Cardoso, 2012, "Energy consumption and economic growth nexus in Portugal, Italy, Greece, Spain and Turkey: An ARDL bounds test approach (1965–2009)," Energy Economics, Elsevier, volume 34, issue 2, pages 511-517, DOI: 10.1016/j.eneco.2011.10.003.
• Xu, Bing & Ouenniche, Jamal, 2012, "A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models," Energy Economics, Elsevier, volume 34, issue 2, pages 576-583, DOI: 10.1016/j.eneco.2011.12.005.
• Boutabba, Mohamed Amine & Beaumais, Olivier & Lardic, Sandrine, 2012, "Permit price dynamics in the U.S. SO2 trading program: A cointegration approach," Energy Economics, Elsevier, volume 34, issue 3, pages 714-722, DOI: 10.1016/j.eneco.2011.04.004.
• Bildirici, Melike E. & Kayıkçı, Fazıl, 2012, "Economic growth and electricity consumption in former Soviet Republics," Energy Economics, Elsevier, volume 34, issue 3, pages 747-753, DOI: 10.1016/j.eneco.2012.02.010.
• Salim, Ruhul A. & Rafiq, Shuddhasattwa, 2012, "Why do some emerging economies proactively accelerate the adoption of renewable energy?," Energy Economics, Elsevier, volume 34, issue 4, pages 1051-1057, DOI: 10.1016/j.eneco.2011.08.015.
• Apergis, Nicholas & Tsoumas, Chris, 2012, "Long memory and disaggregated energy consumption: Evidence from fossils, coal and electricity retail in the U.S," Energy Economics, Elsevier, volume 34, issue 4, pages 1082-1087, DOI: 10.1016/j.eneco.2011.09.002.
• Akkemik, K. Ali & Göksal, Koray, 2012, "Energy consumption-GDP nexus: Heterogeneous panel causality analysis," Energy Economics, Elsevier, volume 34, issue 4, pages 865-873, DOI: 10.1016/j.eneco.2012.04.002.
• Dagher, Leila, 2012, "Natural gas demand at the utility level: An application of dynamic elasticities," Energy Economics, Elsevier, volume 34, issue 4, pages 961-969, DOI: 10.1016/j.eneco.2011.05.010.
• Gronwald, Marc, 2012, "A characterization of oil price behavior — Evidence from jump models," Energy Economics, Elsevier, volume 34, issue 5, pages 1310-1317, DOI: 10.1016/j.eneco.2012.06.006.
• Wen, Xiaoqian & Wei, Yu & Huang, Dengshi, 2012, "Measuring contagion between energy market and stock market during financial crisis: A copula approach," Energy Economics, Elsevier, volume 34, issue 5, pages 1435-1446, DOI: 10.1016/j.eneco.2012.06.021.
• Fosten, Jack, 2012, "Rising household diesel consumption in the United States: A cause for concern? Evidence on asymmetric pricing," Energy Economics, Elsevier, volume 34, issue 5, pages 1514-1522, DOI: 10.1016/j.eneco.2012.06.025.
• Neto, David, 2012, "Testing and estimating time-varying elasticities of Swiss gasoline demand," Energy Economics, Elsevier, volume 34, issue 6, pages 1755-1762, DOI: 10.1016/j.eneco.2012.07.009.
• Hellström, Jörgen & Lundgren, Jens & Yu, Haishan, 2012, "Why do electricity prices jump? Empirical evidence from the Nordic electricity market," Energy Economics, Elsevier, volume 34, issue 6, pages 1774-1781, DOI: 10.1016/j.eneco.2012.07.006.
• Song, Nianfu & Aguilar, Francisco X. & Shifley, Stephen R. & Goerndt, Michael E., 2012, "Analysis of U.S. residential wood energy consumption: 1967–2009," Energy Economics, Elsevier, volume 34, issue 6, pages 2116-2124, DOI: 10.1016/j.eneco.2012.03.004.
• Gianfreda, Angelica & Grossi, Luigi, 2012, "Forecasting Italian electricity zonal prices with exogenous variables," Energy Economics, Elsevier, volume 34, issue 6, pages 2228-2239, DOI: 10.1016/j.eneco.2012.06.024.
• Nepal, Rabindra & Jamasb, Tooraj, 2012, "Interconnections and market integration in the Irish Single Electricity Market," Energy Policy, Elsevier, volume 51, issue C, pages 425-434, DOI: 10.1016/j.enpol.2012.08.047.
• He, Kaijian & Yu, Lean & Lai, Kin Keung, 2012, "Crude oil price analysis and forecasting using wavelet decomposed ensemble model," Energy, Elsevier, volume 46, issue 1, pages 564-574, DOI: 10.1016/j.energy.2012.07.055.
• Mendes, Beatriz Vaz de Melo & Accioly, Victor Bello, 2012, "On the dependence structure of realized volatilities," International Review of Financial Analysis, Elsevier, volume 22, issue C, pages 1-9, DOI: 10.1016/j.irfa.2012.01.001.
• Javaid, Shahid Hussain, 2012, "Impact of foreign financial inflows on economic growth of Pakistan," MPRA Paper, University Library of Munich, Germany, number 117505, revised 2013.
• Halicioglu, Ferda, 2012, "An empirical study of relationship between FIFA world ranking and domestic football competition level: the case of Turkey," MPRA Paper, University Library of Munich, Germany, number 35662.
• Shiu-Sheng, Chen, 2012, "Predicting swings in exchange rates with macro fundamentals," MPRA Paper, University Library of Munich, Germany, number 35772, Jan.
• Adesoye, A. Bolaji & Maku, Olukayode E. & Atanda, Akinwande A., 2012, "Capital Flight and Investment Dynamics in Nigeria: A Time Series Analysis (1970-2006)," MPRA Paper, University Library of Munich, Germany, number 35836.
• Medel, Carlos A., 2012, "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper, University Library of Munich, Germany, number 35949, Jan.
• Medel, Carlos A., 2012, "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
  [Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper, University Library of Munich, Germany, number 35950, Jan.
• Chen, Pu, 2012, "Common Factors and Specific Factors," MPRA Paper, University Library of Munich, Germany, number 36085, Jan.
• Cayton, Peter Julian A. & Mapa, Dennis S., 2012, "Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology," MPRA Paper, University Library of Munich, Germany, number 36206, Jan.
• Okpara, Godwin Chigozie, 2012, "On whether foreign direct investment catalyzes economic development in Nigeria," MPRA Paper, University Library of Munich, Germany, number 36319, Jan, revised 27 Jan 2012.
• Chong, Lucy Lee-Yun & Puah, Chin-Hong & Md Isa, Abu Hassan, 2012, "Theory of rational expectations hypothesis: banks and other financial institutions in Malaysia," MPRA Paper, University Library of Munich, Germany, number 36657, Feb.
• Maheu, John & Song, Yong, 2012, "A new structural break model with application to Canadian inflation forecasting," MPRA Paper, University Library of Munich, Germany, number 36870, Feb.
• Ubilava, David & Helmers, C Gustav, 2012, "Forecasting ENSO with a smooth transition autoregressive model," MPRA Paper, University Library of Munich, Germany, number 36890, Jan.
• Chen, Shiu-Sheng, 2012, "Revisiting the empirical linkages between stock returns and trading volume," MPRA Paper, University Library of Munich, Germany, number 36897, Feb.
• Czinkota, Thomas, 2012, "Das Halteproblem bei Strukturbrüchen in Finanzmarktzeitreihen
  [The Halting Problem applied to Structural Breaks in Financial Time Series]," MPRA Paper, University Library of Munich, Germany, number 37072.
• Cayton, Peter Julian & Bersales, Lisa Grace, 2012, "Median-based seasonal adjustment in the presence of seasonal volatility," MPRA Paper, University Library of Munich, Germany, number 37146, Mar.
• Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2012, "Testing for predictability in a noninvertible ARMA model," MPRA Paper, University Library of Munich, Germany, number 37151.
• Puah, Chin-Hong & Wong, Shirly Siew-Ling & Habibullah, Muzafar Shah, 2012, "Rationality of business operational forecasts: evidence from Malaysian distributive trade sector," MPRA Paper, University Library of Munich, Germany, number 37599, Mar.
• Ludlow-Wiechers, Jorge, 2012, "Backward and forward closed solutions of multivariate ARMA models," MPRA Paper, University Library of Munich, Germany, number 37635, Mar.
• Chaudhary, Amatul R. & Chani, Muhammad Irfan & Pervaiz, Zahid, 2012, "An analysis of different approaches to women empowerment: a case study of Pakistan," MPRA Paper, University Library of Munich, Germany, number 37784.
• Sangosanya, Awoyemi O. & Atanda, Akinwande A., 2012, "Exchange rate variation and fiscal balance in Nigeria: a time series analysis," MPRA Paper, University Library of Munich, Germany, number 38008, Apr.
• Chambers, Marcus J. & Kyriacou, Maria, 2012, "Jackknife bias reduction in autoregressive models with a unit root," MPRA Paper, University Library of Munich, Germany, number 38255, Feb.
• Binici, Mahir & Köksal, Bülent & Orman, Cüneyt, 2012, "Stock return comovement and systemic risk in the Turkish banking system," MPRA Paper, University Library of Munich, Germany, number 38663, May.
• Pitarakis, Jean-Yves, 2012, "Jointly testing linearity and nonstationarity within threshold autoregressions," MPRA Paper, University Library of Munich, Germany, number 38845, May.
• Pitarakis, Jean-Yves, 2012, "Functional cointegration: definition and nonparametric estimation," MPRA Paper, University Library of Munich, Germany, number 38846, May.
• Pramod Kumar, Naik & Puja, Padhi, 2012, "The impact of Macroeconomic Fundamentals on Stock Prices revisited: An Evidence from Indian Data," MPRA Paper, University Library of Munich, Germany, number 38980, May.
• Bouzahzah, Mohamed & El Menyari, Younesse, 2012, "Les déterminants de la demande touristique: le cas du Maroc
  [Determinants of tourism demand: the case of Morocco]," MPRA Paper, University Library of Munich, Germany, number 39029, May, revised 25 May 2012.
• Gao, Jiti, 2012, "Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models," MPRA Paper, University Library of Munich, Germany, number 39256, Apr, revised 14 May 2012.
• Ben Cheikh, Nidhaleddine, 2012, "Non-linearities in exchange rate pass-through: Evidence from smooth transition models," MPRA Paper, University Library of Munich, Germany, number 39258, Apr.
• Jamilov, Rustam, 2012, "Is There a J-curve for Azerbaijan? Evidence from Industry-Level Analysis," MPRA Paper, University Library of Munich, Germany, number 39370, Jun.
• Craig, Lee & Holt, Matthew T., 2012, "The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911," MPRA Paper, University Library of Munich, Germany, number 39554, Jun.
• Tommaso, Proietti & Alessandra, Luati, 2012, "Maximum likelihood estimation of time series models: the Kalman filter and beyond," MPRA Paper, University Library of Munich, Germany, number 39600, Apr.
• Simwaka, Kisu, 2012, "Testing for time-varying fractional cointegration using the bootstrap approach," MPRA Paper, University Library of Munich, Germany, number 39698, Jun.
• Bond, Derek & Gallagher, Emer & Ramsey, Elaine, 2012, "A preliminary investigation of northern Ireland's housing market dynamics," MPRA Paper, University Library of Munich, Germany, number 39806, Jul.
• Marques, Luís Miguel & Fuinhas, José Alberto & Marques, António Cardoso, 2012, "Interação entre o mercado acionista e o crescimento económico: Uma apreciação do caso português (1993-2010)
  [Interaction between the stock market and economic growth: An assessment of the Portuguese case (1993-2010)]," MPRA Paper, University Library of Munich, Germany, number 39808, Jul.
• Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese, 2012, "Futures basis, inventory and commodity price volatility: An empirical analysis," MPRA Paper, University Library of Munich, Germany, number 39903, Jul.
• Ozdemir, Zeynel / A. & Balcilar, Mehmet & Tansel, Aysit, 2012, "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," MPRA Paper, University Library of Munich, Germany, number 40572, Aug.
• Mapa, Dennis S. & Lucagbo, Michael & Garcia, Heavenly Joy, 2012, "The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data," MPRA Paper, University Library of Munich, Germany, number 40791, Aug.
• Gómez-Zaldívar, Manuel & Ventosa-Santaulària, Daniel & Wallace, Frederick, 2012, "Appendix for the PPP hypothesis and structural breaks: the case of Mexico," MPRA Paper, University Library of Munich, Germany, number 41055, Sep.
• Ben Cheikh, Nidhaleddine, 2012, "Nonlinear mechanism of the exchange rate pass-through: Does business cycle matter?," MPRA Paper, University Library of Munich, Germany, number 41179, Sep.
• Artiach, Miguel, 2012, "Leverage, skewness and amplitude asymmetric cycles," MPRA Paper, University Library of Munich, Germany, number 41267, Jun.
• Ojo, Marianne, 2012, "La nécessité d'une adoption (et l'adaptation) mondiale des IFRS (des normes internationales d'information financière): conséquences post-Enron et la restauration de la confiance aux marchés financiers à la suite des crises de 2008 financières et bour," MPRA Paper, University Library of Munich, Germany, number 41362, Sep.
• Francq, Christian & Wintenberger, Olivier & Zakoian, Jean-Michel, 2012, "Garch models without positivity constraints: exponential or log garch?," MPRA Paper, University Library of Munich, Germany, number 41373, Sep.
• Moayedi, Vafa, 2012, "Detecting Islamic Calendar Effects on U.S. Meat Consumption: Is the Muslim Population Larger than Widely Assumed?," MPRA Paper, University Library of Munich, Germany, number 41554, Mar.
• Chang, Chia-Lin & Chang, Jui-Chuan Della & Huang, Yi-Wei, 2012, "Dynamic Price Integration in the Global Gold Market," MPRA Paper, University Library of Munich, Germany, number 41627, Sep.
• Francq, Christian & Meintanis, Simos, 2012, "Fourier--type estimation of the power garch model with stable--paretian innovations," MPRA Paper, University Library of Munich, Germany, number 41667, Oct.
• Francq, Christian & Zakoian, Jean-Michel, 2012, "Risk-parameter estimation in volatility models," MPRA Paper, University Library of Munich, Germany, number 41713, Oct.
• Halicioglu, Ferda, 2012, "Balance-of-Payments Constrained Growth: the Case of Turkey," MPRA Paper, University Library of Munich, Germany, number 41791.