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

• 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.
• Matei Demetrescu & Robinson Kruse, 2012, "The Power of Unit Root Tests Against Nonlinear Local Alternatives," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-01, Jan.
• Anders Bredahl Kock, 2012, "On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-05, Feb.
• Cristina Amado & Timo Teräsvirta, 2012, "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-07, 02.
• Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2012, "Unit roots, nonlinearities and structural breaks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-14, Apr.
• Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu, 2012, "The impact of financial crises on the risk-return tradeoff and the leverage effect," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-19, May.
• Hendrik Kaufmann & Robinson Kruse & Philipp Sibbertsen, 2012, "On tests for linearity against STAR models with deterministic trends," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-20, May.
• Heejoon Han & Dennis Kristensen, 2012, "Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-25, May.
• Eric Hillebrand & Marcelo C. Medeiros, 2012, "Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-30, Jun.
• Eric Hillebrand & Marcelo C. Medeiros & Junyue Xu, 2012, "Asymptotic Theory for Regressions with Smoothly Changing Parameters," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-31, Jun.
• Nektarios Aslanidis & Charlotte Christiansen, 2012, "Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-34, Jul.
• Marcelo C. Medeiros & Eduardo F. Mendes, 2012, "Estimating High-Dimensional Time Series Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-37, Sep.
• Peter Reinhard Hansen & Zhuo Huang, 2012, "Exponential GARCH Modeling with Realized Measures of Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-44, Oct.
• Søren Johansen & Marco Riani & Anthony C. Atkinson, 2012, "The Selection of ARIMA Models with or without Regressors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-46, Nov.
• Søren Johansen & Morten Ørregaard Nielsen, 2012, "The role of initial values in nonstationary fractional time series models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-47, Nov.
• Matthew T. Holt & Timo Teräsvirta, 2012, "Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-54, Nov.
• Daniel J. Nordman & Helle Bunzel & Soumendra N. Lahiri, 2012, "A Non-standard Empirical Likelihood for Time Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-55, Dec.
• Saeed Dehghan Khavari & Seyed Hossein Mirjalili, 2012, "Estimation and Analysis of Output Gap: An Application of Structural Vector Autoregression and Hodrick-Prescott-Fmethods," American Journal of Economics and Business Administration, Science Publications, volume 4, issue 3, pages 180-189, August, DOI: 10.3844/ajebasp.2012.180.189.
• Hyeongwoo Kim & Young-Kyu Moh, 2012, "The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2012-02, Apr.
• Igor Kheifets & Carlos Velasco, 2012, "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers, New Economic School (NES), number w0170, Feb.
• Juan Carlos Cuestas & Luis A. Gil-Alana & Karl Taylor, 2012, "Inflation convergence in Central and Eastern Europe with a view to adopting the euro," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 12-01, Jan.
• Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2012, "Real exchange rate volatility, financial crises and nominal exchange regimes," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 12-05, Oct.
• Kiriya Kulkolkarn & Chotiwut Laophairoj, 2012, "Attributes Determining Condominium Prices in Bangkok (in Thai)," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 19, issue 1, pages 24-45, June.
• Von Dirk Sauerland & Ansgar Wübker, 2012, "Die Entwicklung der Ausgaben in der Gesetzlichen Krankenversicherung bis 2050 – bleibende Herausforderung für die deutsche Gesundheitspolitik," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 132, issue 1, pages 53-88, DOI: 10.3790/schm.132.1.53.
• Veli Yilanci, 2012, "Investigating Asymmetries in Macroeconomic Aggregates of Central and Eastern European Economies," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 14, issue 31, pages 223-229, February.
• Michael Haupert & James Murray, 2012, "Regime switching and wages in major league baseball under the reserve clause," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 6, issue 2, pages 143-162, May, DOI: 10.1007/s11698-011-0067-2.
• Lisa Sella & Roberto Marchionatti, 2012, "On the cyclical variability of economic growth in Italy, 1881–1913: a critical note," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 6, issue 3, pages 307-328, October, DOI: 10.1007/s11698-011-0075-2.
• Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara, 2012, "A new monthly chronology of the US industrial cycles in the prewar economy," Working Papers, Association Française de Cliométrie (AFC), number 12-02.
• Yaya Sissoko & Niloufer Sohrabji, 2012, "Current Account Sustainability of ECOWAS Countries," The African Finance Journal, Africagrowth Institute, volume 14, issue 2, pages 1-22.
• Quinton Morris & Andrea Saayman, 2012, "A Wavelet Perspective on the Real Interest Parity Condition," The African Finance Journal, Africagrowth Institute, volume 14, issue 2, pages 43-63.
• Jonathan Chipili, 2012, "Modelling Exchange Rate Volatility in Zambia," The African Finance Journal, Africagrowth Institute, volume 14, issue 2, pages 85-107.
• Dharmasena, Senarath & Capps, Oral, Jr. & Bessler, David A., 2012, "Modeling Advertising Expenditures and Spillover Effects Applied to the U.S. Non-Alcoholic Beverage Industry: Vector Autoregression (VAR) and Polynomial Distributed Lag (PDL) Approaches," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124363, Jun, DOI: 10.22004/ag.econ.124363.
• Bizimana, Jean-Claude & Angerer, Jay P. & Bessler, David A., 2012, "Cattle Markets Integration and Price Discovery in Three Developing Countries of Mali, Kenya, and Tanzania," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124550, DOI: 10.22004/ag.econ.124550.
• Taha, Fawzi A. & Hahn, William F., 2012, "Modeling South Africa’s Meat Import Demand System," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124582, DOI: 10.22004/ag.econ.124582.
• Lohano, Heman D. & Mari, Fateh M., 2012, "Measuring Spatial Integration in Tomato and Onion Markets of Pakistan: An Application of Error Correction Model in the Presence of Stationarity," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124611, DOI: 10.22004/ag.econ.124611.
• Mela, Giulio, 2012, "Did the Fischler reform increase market integration between the EU and world commodity markets?," 2012 First Congress, June 4-5, 2012, Trento, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 124107, DOI: 10.22004/ag.econ.124107.
• Tluczak, Agnieszka, undated, "Attempt to Identify the Causal Relationships Between the Prices of Milk in Selected EU Countries," Acta Oeconomica et Informatica, Faculty of Economics and Management, Slovak Agricultural University in Nitra (FEM SPU), volume 15, issue 2, pages 1-3, DOI: 10.22004/ag.econ.133163.
• Hamulczuk, Mariusz & Klimkowski, Cezary, undated, "Response of the Polish Wheat Prices to the World's Crude Oil Prices," Acta Oeconomica et Informatica, Faculty of Economics and Management, Slovak Agricultural University in Nitra (FEM SPU), volume 15, issue 2, pages 1-7, DOI: 10.22004/ag.econ.133169.
• Holst, Carsten & von Cramon-Taubadel, Stephan, undated, "International Synchronisation of the Pork Cycle," Acta Oeconomica et Informatica, Faculty of Economics and Management, Slovak Agricultural University in Nitra (FEM SPU), volume 15, issue 01, pages 1-6, DOI: 10.22004/ag.econ.133229.
• Mela, Giulio & Canali, Gabriele, undated, "EU and World Agricultural Markets: Are They more Integrated after the Fischler Reform?," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122480, DOI: 10.22004/ag.econ.122480.
• Bathla, Seema, undated, "Volatility in Agriculture Commodity Prices in India: Impact and Macroeconomic and Sector-Specific Policy Responses," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122543, DOI: 10.22004/ag.econ.122543.
• Figiel, Szczepan & Hamulczuk, Mariusz & Klimkowski, Cezary, undated, "Price volatility and accuracy of price risk measurement depending on methods and data aggregation: The case of wheat prices in the EU countries," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122549, DOI: 10.22004/ag.econ.122549.
• Morana, Claudio, 2012, "Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 121723, Feb, DOI: 10.22004/ag.econ.121723.
• Morana, Claudio, 2012, "The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 127423, May, DOI: 10.22004/ag.econ.127423.
• Figiel, Szczepan & Hamulczuk, Mariusz, 2012, "Price Risk in the Wheat Market in Poland," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126144, DOI: 10.22004/ag.econ.126144.
• Martin-Rodriguez, Gloria & Caceres-Hernandez, Jose Juan, 2012, "Forecasting weekly Canary tomato exports from annual surface data," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126364, DOI: 10.22004/ag.econ.126364.
• Ciaian, Pavel & Kancs, d'Artis & Rajcaniova, Miroslava, 2012, "Bioenergy and Land Use Change," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126379, DOI: 10.22004/ag.econ.126379.
• Ciaian, Pavel & Kancs, d'Artis & Rajcaniova, Miroslava, 2012, "Bioenergy and Global Land Use Change," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332207.
• Morana, Claudio, 2012, "Oil price dynamics, macro-finance interactions and the role of financial speculation," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332210.
• Jesper Christensen, Bent & ßrregaard Nielsen, Morten & Zhu, Jie, 2012, "The impact of financial crises on the risk-return tradeoff and the leverage effect," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274615, May, DOI: 10.22004/ag.econ.274615.
• Johansen, SÃÿren & ßrregaard Nielsen, Morten, 2012, "The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274620, Nov, DOI: 10.22004/ag.econ.274620.
• Resende Filho, Moisés de Andrade & Bressan, Valéria Gama Fully & Braga, Marcelo Jose & Bressan, Aureliano Angel, undated, "Sistemas de Equações de Demanda por Carnes no Brasil: especificação e estimação," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 50, issue 01, pages 1-18, DOI: 10.22004/ag.econ.154781.
• Costa, Cássia Kely Favoretto & Maia, Sinezio Fernandes & Sampaio, Luciano Menezes Bezerra, undated, "Exportações Brasileiras de Suco de Laranja e Subsídios Americanos: uma análise empírica de estratégias comerciais (1991-2006)," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 50, issue 01, pages 1-24, DOI: 10.22004/ag.econ.154837.
• Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2012, "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1214, Jun.
• Marcel Aloy & Gilles Dufrénot & Charles Lai Tong & Anne Péguin-Feissolle, 2012, "A Smooth Transition Long-Memory Model," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1240, Dec, revised Dec 2012.
• İmre Ersoy, 2012, "Government debt vs. financial depth dilemma in developing countries: The case of Turkey," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 62, issue 3, pages 345-362, September.
• Cornea, A. & Hommes, C.H. & Massaro, D., 2012, "Behavioral Heterogeneity in U.S. Inflation Dynamics," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 12-03.
• Serife Ozsahin & Dogan Uysal, 2012, "Estimating The Real Effective Exchange Rate Volatility With Arch And Garch Models," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 1, pages 13-20, March.
• Mehmet Cural & Recep Emre Ericok & Veli Yilanci, 2012, "The Effect Of Public Investments On Private Sector Investments In Turkey:1970-2009," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 1, pages 73-88, March.
• Kenan Lopcu & Almila Burgac & Fikret Dulger, 2012, "Balassa-Samuelson Hypothesis: A Test For The Turkish Economy," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 4, pages 1-22, December.
• Luís Antônio Sleimann Bertussi & Divanildo Triches, 2012, "Multicointegração e Políticas Fiscais: Uma Avaliação de Sustentabilidade Fiscal para Argentina, Brasil, México, Peru, Uruguai e Venezuela," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 13, issue 2, pages 303-325.
• Akihiko Noda, 2012, "A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan," Papers, arXiv.org, number 1207.1842, Jul, revised Jan 2016.
• David Harvey & Neil Kellard & Jakob Madsen & Mark Wohar, 2012, "Trends and Cycles in Real Commodity Prices: 1650-2010," CEH Discussion Papers, Centre for Economic History, Research School of Economics, Australian National University, number 010, Dec.
• Conrad, Christian & Eife, Thomas A., 2012, "Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule," Working Papers, University of Heidelberg, Department of Economics, number 0521, Feb.
• Raffaella Giacomini & Barbara Rossi, 2012, "Model comparisons in unstable environments," CeMMAP working papers, Institute for Fiscal Studies, number 13/12, Jun, DOI: 10.1920/wp.cem.2012.1312.
• Oliver Linton & Dajing Shang & Yang Yan, 2012, "Efficient estimation of conditional risk measures in a semiparametric GARCH model," CeMMAP working papers, Institute for Fiscal Studies, number 25/12, Sep, DOI: 10.1920/wp.cem.2012.2512.
• Degui Li & Oliver Linton & Zudi Lu, 2012, "A flexible semiparametric model for time series," CeMMAP working papers, Institute for Fiscal Studies, number 28/12, Sep, DOI: 10.1920/wp.cem.2012.2812.
• Guido Russi, 2012, "Estimating the Leverage Effect Using High Frequency Data," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 1-24, February.
• Tai-Liang Chen, 2012, "Forecasting the Taiwan Stock Market with a Novel Momentum-based Fuzzy Time-series," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 38-50, February.
• Samih Antoine Azar, 2012, "Determinants of Cyclical Aggregate Dividend Behavior," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 71-78, August.
• Marian Vavra, 2012, "Robustness of Power Properties of Non-linearity Tests," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1205, Mar.
• Marian Vavra, 2012, "A Note on the Finite Sample Properties of the CLS Method of TAR Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1206, Mar.
• John Knight & Stephen Satchell & Jessica Zhang, 2012, "Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1213, Aug.
• Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros, 2012, "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers, BBVA Bank, Economic Research Department, number 1201, Jan.
• Maximo Camacho & Jaime Martíinez-Martin, 2012, "Real-time forecasting US GDP from small-scale factor models," Working Papers, BBVA Bank, Economic Research Department, number 1210, Jun.
• Diego Elías & Matías Vicens, 2012, "Bills and Coins Daily Demand Forecast," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 65-66, pages 23-39, September.
• Emrah Ismail ÇEVIK & Nuket Kirci ÇEVIK & Serhan GURKAN, 2012, "Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 6, issue 1, pages 133-155.
• Concha Artola & Enrique Galán, 2012, "Tracking the future on the web: construction of leading indicators using internet searches," Occasional Papers, Banco de España, number 1203, Apr.