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

• Paúl Castillo & Alberto Humala & Vicente Tuesta, 2012, "Regime Shifts and Inflation Uncertainty in Peru," Journal of Applied Economics, Taylor & Francis Journals, volume 15, issue 1, pages 71-87, May, DOI: 10.1016/S1514-0326(12)60004-X.
• W H Boshoff, 2012, "Gasoline, Diesel Fuel And Jet Fuel Demand In South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 36, issue 1, pages 43-78, April, DOI: 10.1080/10800379.2012.12097230.
• T L A Leshoro, 2012, "Estimating the Inflation Threshold for South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 36, issue 2, pages 53-66, August, DOI: 10.1080/10800379.2012.12097238.
• Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon, 2012, "On the correspondence between data revision and trend-cycle decomposition," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 12975, Mar, revised 01 Mar 2012.
• Timur Hulagu & Saygin Sahinoz, 2012, "Is Disagreement a Good Proxy for Inflation Uncertainty? Evidence from Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 12, issue 1, pages 53-62.
• Meltem Gulenay Chadwick & Gonul Sengul, 2012, "Nowcasting Unemployment Rate in Turkey : Let's Ask Google," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1218.
• S. Boragan Aruoba & Cagri Sarikaya, 2012, "Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1219.
• Huseyin Cagri Akkoyun & Mahmut Gunay, 2012, "Nowcasting Turkish GDP Growth," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1233.
• Felicia Ramona Birău, 2012, "Stochastic Volatility Models For Financial Time Series Analysis," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economic Sciences, Tibiscus University of Timisoara, volume 0, pages 472-475, November.
• Ciprian Chirilă & Viorica Chirilă, 2012, "Unemployment And Business Cycles In Central And Eastern European Countries," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economic Sciences, Tibiscus University of Timisoara, volume 0, pages 486-493, November.
• Marian Zaharia & Aniela Bălăcescu, 2012, "Statistical Analysis Of The Evolution Of Research-Development Activity In South-West Oltenia Development Region In 2002-2010," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economic Sciences, Tibiscus University of Timisoara, volume 0, pages 552-559, November.
• Yousef Elyasi & Mohammad Rahimi, 2012, "The Causality between Government Revenue and Government Expenditure in Iran," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 5, issue 1, pages 129-145, April.
• Olusegun A. Omisakin & Oluwatosin A. Adeniyi & Abimbola M. Oyinlola, 2012, "Structural Breaks, Parameter Stability and Energy Demand Modeling in Nigeria," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 5, issue 2, pages 129-144, August.
• Suncica Vujic & Jacques Commandeur & Siem Jan Koopman, 2012, "Structural Intervention Time Series Analysis of Crime Rates: The Impact of Sentence Reform in Virginia," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-007/4, Jan.
• Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2012, "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-020/4, Mar.
• Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2012, "A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-026/4, Mar.
• Jiangyu Ji & Andre Lucas, 2012, "A New Semiparametric Volatility Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-055/2/DSF35, May.
• Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2012, "Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-059/4, Jun.
• Norbert Christopeit & Michael Massmann, 2012, "Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-109/III, Oct.
• Francisco Blasques, 2012, "Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-133/III, Dec.
• John M Maheu & Yong Song, 2012, "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Papers, University of Toronto, Department of Economics, number tecipa-448, Mar.
• Miguel Ramirez, 2012, "Do Financial and Institutional Variables Enhance the Impact of Remittances on Economic Growth in Latin America and the Caribbean? A Panel Cointegration Analysis," Working Papers, Trinity College, Department of Economics, number 1202, May.
• Miguel Ramirez & Racha Menhem, 2012, "The Greek Sovereign Debt Crisis: A Conceptual and Empirical Analysis," Working Papers, Trinity College, Department of Economics, number 1203, Jun.
• Miguel Ramirez & Aalok Pandey, 2012, "Why does the Cost of Credit Intermediation Increase for Small Firms Relative to Large Firms during Recessions? A Conceptual and Empirical Analysis," Working Papers, Trinity College, Department of Economics, number 1205, Jul.
• Fabio C. Bagliano & Claudio Morana, 2012, "Determinants of US financial fragility conditions," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 011, Sep.
• Müller-Plantenberg, Nikolas, 2012, "Balance of payments flows and exchange rate prediction in Japan," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2012/09, Mar.
• Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2012, "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-07, revised Feb 2012.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2012, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-10, Jan, revised May 2012.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-14, Jun.
• Pilar Abad Romero & María Dolores Robles Fernández, 2012, "Credit rating agencies and unsystematic risk: Is there a linkage?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-17, Jul.
• D.E. Allen & A. Kramadibrata & Michael McAleer & R. Powell & A. K. Singh, 2012, "A non-parametric and entropy based analysis of the relationship between the VIX and S&P500," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-19, May.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral, 2012, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-26, revised Oct 2012.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2012, "Volatility Spillovers from the US to Australia and China across the GFC," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-30, Dec.
• Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012, "Non-linearity Induced Weak Instrumentation," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 02-2012, Jan.
• Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012, "Nonparametric Predictive Regression," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 14-2012, Sep.
• Massimiliano Mazzanti & Antonio Musolesi, 2012, "Breaking Environmental Kuznets Curves. Evaluating Energy and Policy Time Events Effects on CO2 Trends for Advanced Countries," Working Papers, University of Ferrara, Department of Economics, number 201214, Sep.
• Martin Gonzalez-Rozada & Martin sola & Constantino Hevia & Fabio Spagnolo, 2012, "Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2012-07, Jul.
• J. Isaac Miller, 2012, "Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Working Papers, Department of Economics, University of Missouri, number 1211, Aug.
• Deepankar Basu & Ying Chen & Jong-seok Oh, 2012, "Class Struggle and Economic Flactuations: VAR Analysis of the post-War U.S. Economy," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2012-02, Feb.
• Ignacio Ferrero & Alejo José G. Sison, 2012, "A Survey on Virtue in Business and Management (1980-2011)," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/12, Oct.
• Marina Balboa & Germán López-Espinosa & Antonio Rubia, 2012, "Non-linear Dynamics in Discretionary Accruals: An Analysis of Bank Loan-Loss Provisions," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/12, Oct.
• Luis A. Gil-Alana & Guglielmo Maria Caporale, 2012, "Fractional Integration and Cointegration in US Financial Time Series Data," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/12, Oct.
• Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale, 2012, "Modelling Long Run Trends and Cycles in Financial Time Series Data," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 13/12, Oct.
• Luis A. Gil-Alana & Juan Carlos Cuestas, 2012, "A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 14/12, Oct.
• Bilge Erten, 2012, "Super-cycles of commodity prices since the mid-ninteenth century," Working Papers, United Nations, Department of Economics and Social Affairs, number 110, Feb.
• Straetmans, S.T.M. & Candelon, B. & Ahmed, J., 2012, "Predicting and capitalizing on stock market bears in the U.S," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 019, Jan, DOI: 10.26481/umamet.2012019.
• Machin, S. & Marie, O. & Vujic, S., 2012, "Youth crime and education expansion," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 036, Jan, DOI: 10.26481/umamet.2012036.
• Barbara Rossi & Atsushi Inoue, 2012, "Out-of-sample forecast tests robust to the choice of window size," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1404, Apr.
• Barbara Rossi, 2012, "The changing relationship between commodity prices and equity prices in commodity exporting," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1405, Oct.
• Fengler, Matthias & Okhrin, Ostap, 2012, "Realized Copula," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1214, May.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012, "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance, University of St. Gallen, School of Finance, number 1211, Nov.
• Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012, "Risk Spillovers in International Equity Portfolios," Working Papers on Finance, University of St. Gallen, School of Finance, number 1214, Feb.
• Dirk G Baur, 2012, "The Structure and Degree of Dependence - A Quantile Regression Approach," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 170, Aug.
• Dirk G Baur & Duy T. Tran, 2012, "The Long-run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 172, Aug.
• Dirk G Baur & Kristoffer Glover, 2012, "A Gold Bubble?," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 175, Oct.
• Guochen Pan & Sen-Sung Chen & Tsangyao Chang, 2012, "Does Gibrat’s Law Hold in the Insurance Industry of China? A Test with Sequential Panel Selection Method," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 59, issue 3, pages 311-324.
• Burcu Kıran, 2012, "Nonlinearity and Fractional Integration in the US Dollar/Euro Exchange Rate," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 59, issue 3, pages 325-334.
• Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski, 2012, "Investment strategies beating the market. What can we squeeze from the market?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2012-04.
• Roman Horvath & Dragan Petrovski, 2012, "International Stock Market Integration: Central and South Eastern Europe Compared," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1028, Feb.
• Dennis Kristensen, 2012, "Non‐parametric detection and estimation of structural change," Econometrics Journal, Royal Economic Society, volume 15, issue 3, pages 420-461, October, DOI: j.1368-423X.2012.00378.x.
• Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2012, "Estimating persistence in the volatility of asset returns with signal plus noise models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 17, issue 1, pages 23-30, January.
• Jean‐Thomas Bernard & Jean‐Marie Dufour & Lynda Khalaf & Maral Kichian, 2012, "An identification‐robust test for time‐varying parameters in the dynamics of energy prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 4, pages 603-624, June.
• Nikolaus Hautsch & Lada M. Kyj & Roel C. A. Oomen, 2012, "A blocking and regularization approach to high‐dimensional realized covariance estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 4, pages 625-645, June.
• Markku Lanne & Arto Luoma & Jani Luoto, 2012, "Bayesian Model Selection And Forecasting In Noncausal Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 5, pages 812-830, August.
• Matias Mednik & Cesar M. Rodriguez & Inder J. Ruprah, 2012, "Hysteresis in unemployment: Evidence from Latin America," Journal of International Development, John Wiley & Sons, Ltd., volume 24, issue 4, pages 448-466, May.
• 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: 10.1111/j.1538-4616.2012.00542.x.
• Adam Jêdrzejczyk, 2012, "Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 63, Sep.
• Alfred Haug, 2012, "On real interest rate persistence: the role of breaks," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 65, Nov.
• CHIA-LIN CHANG & MICHAEL McALEER & ROENGCHAI TANSUCHAT, 2012, "Modelling Long Memory Volatility In Agricultural Commodity Futures Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 02, pages 1-27, DOI: 10.1142/S2010495212500108.
• Roman Horvath & Petr Poldauf, 2012, "International Stock Market Comovements: What Happened during the Financial Crisis?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 1, pages 1-21, March, DOI: 10.1515/1524-5861.1788.
• William A Barnett & Unja Chae & John W Keating, 2012, "Forecast Design In Monetary Capital Stock Measurement," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-53, DOI: 10.1142/S225136121250005X.
• Smruti Ranjan Behera & Pami Dua & Bishwanath Goldar, 2012, "Foreign Direct Investment And Technology Spillover: Evidence Across Indian Manufacturing Industries," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 02, pages 1-23, DOI: 10.1142/S0217590812500117.
• Qaiser Munir & Kok Sook Ching & Fumitaka Furouka & Kasim Mansur, 2012, "The Efficient Market Hypothesis Revisited: Evidence From The Five Small Open Asean Stock Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 03, pages 1-12, DOI: 10.1142/S021759081250021X.
• Carlos Martins-Filho & Feng Yao & Maximo Torero, 2012, "Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory," Working Papers, Department of Economics, West Virginia University, number 13-05, Aug.
• Valerija Botrić & Maruška Vizek, 2012, "Forecasting Fiscal Revenues in a Transition Country: The Case of Croatia," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 15, issue 1, pages 23-36, May.
• Bushra Yasmin, 2012, "Impact of Trade Liberalization on Trade Balance in Pakistan: Cointegration and Error Correction Mechanism," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 15, issue 1, pages 73-88, May.
• Siklos, Pierre L., 2012, "No coupling, no decoupling, only mutual inter-dependence: Business cycles in emerging vs. mature economies," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 17/2012.
• Hosseinkouchack, Mehdi & Wolters, Maik H., 2012, "Do large recessions reduce output permanently?," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2012-16.
• Krenz, Astrid, 2012, "A panel co-integration analysis of industrial and services sectors' agglomeration in the European Union," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 146.
• Zarembova, Andrea & Lyocsa, Stefan & Baumöhl, Eduard, 2012, "The Real Convergence of CEE Countries: A Study of Real GDP per capita," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 60, issue 6, pages 642-656.
• Atif, Syed Muhammad & Sauytbekova, Moldir & Macdonald, James, 2012, "The Determinants of Australian Exchange Rate: A Time Series Analysis," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 65665.
• Marczak, Martyna & Gómez, Víctor, 2012, "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 50-2012.
• Slowak, André P., 2012, "Die Durchsetzung von Schnittstellen in der Standardsetzung: Fallbeispiel Ladesystem Elektromobilität," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 51-2012.
• Marczak, Martyna & Gómez, Víctor, 2012, "SPECTRAN, a set of Matlab programs for Spectral analysis," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 60-2012.
• Bejger, Sylwester, 2012, "Cartel in the Indian cement industry: An attempt to identify it," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-18.
• Heidari, Hassan & Katircioglu, Salih Turan & Davoudi, Narmin, 2012, "Are current account deficits sustainable? New evidence from Iran using bounds test approach to level relationship," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-24.
• Anderson, Gordon, 2012, "Boats and tides and "Trickle Down" theories: What economists presume about wellbeing when they employ stochastic process theory in modeling behavior," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-28.
• Ben Cheikh, Nidhaleddine, 2012, "Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-36.
• Ben Cheikh, Nidhaleddine, 2012, "Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-28, DOI: 10.5018/economics-ejournal.ja.2012-.
• Anderson, Gordon, 2012, "Boats and tides and "trickle down" theories: What economists presume about wellbeing when they employ stochastic process theory in modeling behavior," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-44, DOI: 10.5018/economics-ejournal.ja.2012-.
• Heidari, Hassan & Katircioglu, Salih Turan & Davoudi, Narmin, 2012, "Are current account deficits sustainable? New evidence from Iran using bounds test approach to level relationships," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-18, DOI: 10.5018/economics-ejournal.ja.2012-.
• Horsewood, Nicholas & Voicu, Anca Monika, 2012, "Does corruption hinder trade for the new EU members?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-28, DOI: 10.5018/economics-ejournal.ja.2012-.
• Rickels, Wilfried & Görlich, Dennis & Oberst, Gerrit & Peterson, Sonja, 2012, "Carbon price dynamics: Evidence from Phase II of the European Emission Trading Scheme," Kiel Working Papers, Kiel Institute for the World Economy, number 1804.
• Hosseinkouchack, Mehdi & Wolters, Maik H., 2012, "Do large recessions reduce output permanently?," Kiel Working Papers, Kiel Institute for the World Economy, number 1815.
• Agiakloglou, Christos & Gkouvakis, Michalis, 2012, "Causal interrelations among market fundamentals: Evidence from the Europen telecommunications sector," 23rd European Regional ITS Conference, Vienna 2012, International Telecommunications Society (ITS), number 60387.
• Brunhart, Andreas, 2012, "Stock market's reactions to revelation of tax evasion: An empirical assessment," KOFL Working Papers, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz, number 9 [rev.].
• Dominique Guegan & Zhiping Lu & Beijia Zhu, 2012, "Comparaison of Several Estimation Procedures for Long Term Behavior," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00673934, Feb.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2012, "Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00694420, Apr.
• Iuliana Matei & Mehmet Tuncel & Pascal Le Floc'H, 2012, "Commercial sizes and prices on the French monkfish fishery: a time-series analysis," Post-Print, HAL, number hal-00715403.
• Amélie Charles & Olivier Darné, 2012, "Trends and random walks in macroeconomic time series: A reappraisal," Post-Print, HAL, number hal-00956937, DOI: 10.1016/j.jmacro.2011.10.001.
• Eric Heyer & Mathieu Plane, 2012, "Impact des allègements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques," Post-Print, HAL, number hal-01024681, Dec, DOI: 10.3917/reof.126.0123.
• Vincent Brémond & Emmanuel Hache & Valérie Mignon, 2012, "Does OPEC still exist as a cartel? An empirical investigation," Post-Print, HAL, number hal-01385802.
• Anna Creti & Pierre-André Jouvet & Valérie Mignon, 2012, "Carbon Price Drivers: Phase I versus Phase II Equilibrium?," Post-Print, HAL, number hal-01385813.
• Anna Creti & Pierre-André Jouvet & Valérie Mignon, 2012, "Les déterminants des prix du carbone : une comparaison entre les phases I et II," Post-Print, HAL, number hal-01385817.
• Fredj Jawadi & Sabrina Khanniche, 2012, "Modelling Hedge Fund Exposure to Risk Factors," Post-Print, HAL, number hal-01410552.
• Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2012, "The effects of the subprime crisis on the Latin American financial markets: an empirical assessment," Post-Print, HAL, number hal-01411539.
• Sanvi Avouyi-Dovi & Julien Idier, 2012, "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Post-Print, HAL, number hal-01511935, DOI: 10.1016/j.jbankfin.2011.07.019.
• Jacques Jaussaud & Serge Rey, 2012, "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Post-Print, HAL, number hal-01885297, DOI: 10.1111/j.1468-0106.2011.00569.x.
• Y. Boubacar Mainassara & M. Carbon & Christian Francq, 2012, "Computing and estimating information matrices of weak ARMA models," Post-Print, HAL, number hal-05417544, Feb, DOI: 10.1016/j.csda.2011.07.006.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2012, "Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach," Post-Print, HAL, number halshs-00694420, Apr.
• Ranoua Bouchouicha & Zied Ftiti, 2012, "Real estate markets and the macroeconomy : A dynamic coherence framework," Post-Print, HAL, number halshs-00726259.
• Ranoua Bouchouicha & Zied Ftiti, 2012, "Real estate markets and the macroeconomy: A dynamic coherence framework," Post-Print, HAL, number halshs-00757077, Oct.
• Nidhaleddine Ben Cheikh, 2012, "Asymmetric exchange rate pass-through in the Euro area: new evidence from smooth transition models," Post-Print, HAL, number halshs-00761014, DOI: 10.5018/economics-ejournal.ja.2012-.
• Nidhaleddine Ben Cheikh, 2012, "Non-linearities in exchange rate pass-through: Evidence from smooth transition models," Post-Print, HAL, number halshs-00761018.
• Frédérique Bec & Mélika Ben Salem & Marie Bessec, 2012, "Le rôle des stocks en sortie de crise : Une étude empirique sur données d'enquête," Post-Print, HAL, number halshs-00832781, Jun.
• Mohamed El Hedi Arouri & Amine Lahiani & Aldo Levy & Duc Khuong Nguyen, 2012, "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Post-Print, HAL, number halshs-01279906, Jan, DOI: 10.1016/j.eneco.2011.10.015.
• Eric Heyer & Mathieu Plane, 2012, "Impact des allègements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques," Sciences Po Economics Publications (main), HAL, number hal-01024681, Dec, DOI: 10.3917/reof.126.0123.
• Frédérique Bec & Songlin Zeng, 2012, "Are Southeast Asian Real Exchange Rates Mean Reverting?," Working Papers, HAL, number hal-00685812, Feb.
• Anna Creti & Marc Joëts & Valérie Mignon, 2012, "On the links between stock and commodity markets' volatility," Working Papers, HAL, number hal-04141042.
• Catherine Araujo Bonjean & Catherine Simonet, 2012, "Are grain markets in Niger driven by speculation?," Working Papers, HAL, number halshs-00626409, Sep.
• Nidhaleddine Ben Cheikh, 2012, "Nonlinear Mechanism of the Exchange Rate Pass-Through: Does Business Cycle Matter?," Working Papers, HAL, number halshs-00731502, Sep.
• Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza, 2012, "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," Working Papers, HAL, number halshs-00793203, Jun.
• Marcel Aloy & Gilles Dufrenot & Charles Lai-Tong & Anne Peguin-Feissolle, 2012, "A Smooth Transition Long-Memory Model," Working Papers, HAL, number halshs-00793680, Dec.
• Thomas Barnay & Olivier Damette, 2012, "What drives Health Care Expenditure in France since 1950? A time-series study with structural breaks and nonlinearity approaches," Working Papers, HAL, number halshs-00856117.
• Jamal Bouoiyour & Oscar Kuikeu, 2012, "Pertinence de la dévaluation du Franc CFA de janvier 1994 : une évaluation par le taux de change réel d'équilibre. Cas de l'économie camerounaise," Working papers of CATT, HAL, number hal-01880344, Jul.
• Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012, "On tests for linearity against STAR models with deterministic trends," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-492, Feb.
• Sibbertsen, Philipp & Willert, Juliane, 2012, "Estimating the number of mean shifts under long memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-496, Mar.
• Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012, "A simple specification procedure for the transition function in persistent nonlinear time series models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-500, Jul.
• Ulrich Pfister & Jana Riedel & Martin Uebele, 2012, "Real Wages and the Origins of Modern Economic Growth in Germany, 16th to 19th Centuries," Working Papers, European Historical Economics Society (EHES), number 0017, Apr.
• Maican, Florin G. & Sweeney, Richard J., 2012, "Cost of Misspecification in Break-Model Unit-Root Tests," Working Papers in Economics, University of Gothenburg, Department of Economics, number 536, Aug.
• Li, Yushu & Reese, Simon, 2012, "Wavelet Improvement in Turning Point Detection using a Hidden Markov Model," Working Papers, Lund University, Department of Economics, number 2012:14, May, revised 05 Apr 2014.
• Kvamsdal, Sturla F., 2012, "Technological Change in Renewable Resource Industries: An Alternative Estimation Approach," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2012/14, Dec.
• Nymoen, Ragnar & Sparrman, Victoria, 2012, "Panel Data Evidence on the Role of Institutions and Shocks for Unemployment Dynamics and Equilibrium," Memorandum, Oslo University, Department of Economics, number 20/2012, Sep.
• Holmberg, Ulf, 2012, "Essays on Credit Markets and Banking," Umeå Economic Studies, Umeå University, Department of Economics, number 840, Mar.
• Brännäs, Kurt, 2012, "The Asymmetric Count Data Moving Average Model," Umeå Economic Studies, Umeå University, Department of Economics, number 841, May.
• Lönnbark, Carl, 2012, "Occurrence of long and short term asymmetry in stock market volatilities," Umeå Economic Studies, Umeå University, Department of Economics, number 848, Oct.
• Lundgren, Jens, 2012, "Market Liberalization and Market Integration - Essays on the Nordic Electricity Market," Umeå Economic Studies, Umeå University, Department of Economics, number 852, Nov.
• Matthew S. Yiu & Lu Jin, 2012, "Detecting Bubbles in the Hong Kong Residential Property Market: An Explosive-Pattern Approach," Working Papers, Hong Kong Institute for Monetary Research, number 012012, Jan.
• Matthias Bauer & Martin Zenker, 2012, "Minor Nuisance Around Foreign Exchange Markets - Lessons from the Stability and Growth Pact Debate," Global Financial Markets Working Paper Series, Friedrich-Schiller-University Jena, number 2012-32.
• Matthias Bauer & Martin Zenker, 2012, "Market Discipline Under A Politicised Multilateral Fiscal Rule - Lessons from the Stability and Growth Pact Debate," Global Financial Markets Working Paper Series, Friedrich-Schiller-University Jena, number 2012-35.
• Eiji Kurozumi, 2012, "Testing for Multiple Structural Changes with Non-Homogeneous Regressors," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-227, Feb.
• Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2012, "News Impact Curve for Stochastic Volatility Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-242, Sep.
• Yohei Yamamoto, 2012, "Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-249, Oct.
• Yohei Yamamoto & Pierre Perron, 2012, "Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-250, Oct.
• Eiji Kurozumi & Daisuke Yamazaki & Kaddour Hadri, 2012, "Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-256, Nov.
• Pierre Perron & Yohei Yamamoto, 2012, "On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-258, Nov.
• Ahmed Bensaida, 2012, "Improving the Forecasting Power of Volatility Models," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 3, pages 51-64, July.
• Toderoiu, Filon, 2012, "The Romanian Agri-Food Economy – Performance Reductive Effects After Five Years Of Eu Membership," Agricultural Economics and Rural Development, Institute of Agricultural Economics, volume 9, issue 1, pages 25-45.
• Linda Margarita Medina Herrera & Ernesto Armando Pacheco Velázquez, 2012, "Distances And Networks: The Case Of Mexico," Accounting & Taxation, The Institute for Business and Finance Research, volume 4, issue 2, pages 39-48.
• Vijay Kumar Vishwakarma & Ohannes George Paskelian, 2012, "Bubble In The Indian Real Estate Markets: Identification Using Regime-Switching Methodology," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 3, pages 27-40.
• Márcio Laurini & Márcio Alves Diniz, 2012, "Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-05, Apr.
• Iskandar Simorangkir, 2012, "Kajian Indikator Peringatan Dini Bank Runs di Indonesia: Pendekatan Markov-Switching," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 15, issue 1, pages 3-37, July, DOI: https://doi.org/10.21098/bemp.v15i1.
• Iskandar Simorangkir, 2012, "Early Warning Indicators Study of Bank Runs in Indonesia : Markov-Switching Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 15, issue 1, pages 3-40, July, DOI: https://doi.org/10.21098/bemp.v15i1.
• Martina Alexová, 2012, "What determines inflation?," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 5, issue 4, pages 345-369.
• Chang-Jin Kim & Cheolbeom Park, 2012, "Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability," Discussion Paper Series, Institute of Economic Research, Korea University, number 1205.
• Raffaella Giacomini & Barbara Rossi, 2012, "Model comparisons in unstable environments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP13/12, Jun.
• Oliver Linton & Dajing Shang & Yang Yan, 2012, "Efficient estimation of conditional risk measures in a semiparametric GARCH model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/12, Sep.
• Degui Li & Oliver Linton & Zudi Lu, 2012, "A flexible semiparametric model for time series," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP28/12, Sep.
• Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2012, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Economics Series, Institute for Advanced Studies, number 294, Dec.
• Özlem YILMAZ & Uğur SOYTAŞ, 2012, "Are fertility decisions in Turkey affected by infant mortality and income?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 310, pages 39-52.
• Işıl AKGÜL & Selin ÖZDEMİR, 2012, "Enflasyon eşiği ve ekonomik büyümeye etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 313, pages 85-106.
• Cevdet AKÇAY & Eren OCAKVERDİ, 2012, "An interim assessment of the ongoing Turkish monetary and macroprudential experiment," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 315, pages 77-92.
• Ferda HALICIOGLU, 2012, "The Demand for Calories in Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 316, pages 93-108.
• Fatih MANGIR & Hasan Murat ERTUĞRUL, 2012, "Sermaye hareketliliği, tasarruf ve yatırım ilişkisi:Türkiye örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 317, pages 61-87.
• Ozgur Omer ERSİN, 2012, "Türkiye’de Reel Döviz Kurunun Doğrusal Olmayan Ekonometrik Modeller ile İncelenmesi:Band-TAR ve STAR Modelleri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 319, pages 89-122.
• Mr. Jacob Gyntelberg & Mr. Subhanij Tientip & Mr. Mico Loretan, 2012, "Private Information, Capital Flows, and Exchange Rates," IMF Working Papers, International Monetary Fund, number 2012/213, Aug.
• Christian Schoder, 2012, "Endogenous capital productivity in the Kaleckian growth model. Theory and Evidence," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 102-2012.
• Christian Schoder, 2012, "Effective demand, exogenous normal utilization and endogenous capacity in the long run. Evidence from a CVAR analysis for the US," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 103-2012.
• 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.