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

• Halicioglu, Ferda, 2012, "Temporal Causality and the Dynamics of Crime in Turkey," MPRA Paper, University Library of Munich, Germany, number 41794.
• Escobari, Diego, 2012, "Asymmetric Price Adjustments in Airlines," MPRA Paper, University Library of Munich, Germany, number 42115, Oct.
• Omay, Tolga, 2012, "The comparison of optimization algorithms on unit root testing with smooth transition," MPRA Paper, University Library of Munich, Germany, number 42129, Oct.
• Ahmad, Mahyudin & Marwan, Nur Fakhzan, 2012, "Purchasing power parity theory in three East Asian economies: New evidence," MPRA Paper, University Library of Munich, Germany, number 42159, Aug.
• Medel, Carlos A. & Salgado, Sergio C., 2012, "Does BIC Estimate and Forecast Better than AIC?," MPRA Paper, University Library of Munich, Germany, number 42235, Oct.
• Atif, Syed Muhammad & Sauytbekova, Moldir & Macdonald, James, 2012, "The determinants of australian exchange rate: a time series analysis," MPRA Paper, University Library of Munich, Germany, number 42309, Oct.
• Ventosa-Santaulària, Daniel & Wallace, Frederick & Gómez-Zaldívar, Manuel, 2012, "Is the real effective exchange rate biased against the PPP hypothesis?," MPRA Paper, University Library of Munich, Germany, number 42488, Sep.
• Wakamatsu, Hiroki, 2012, "The Impact of the MSC certification on the Japanese fisheries: Case of the Kyoto Flathead Flounder Danish Seine Fishery," MPRA Paper, University Library of Munich, Germany, number 42505, Aug, revised 09 Nov 2012.
• Durán-Vázquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2012, "Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones
  [A GARCH model with autorregresive conditional asymmetry to model time-series: An application to the re," MPRA Paper, University Library of Munich, Germany, number 42548, Nov.
• Gammadigbé, Vigninou, 2012, "Co-mouvement d'activité dans l'UEMOA: une approche par les corrélations dynamiques
  [Activity co-mouvement in WAEMU countries: an approach based on dynamic correlation]," MPRA Paper, University Library of Munich, Germany, number 42561, Nov.
• Avino, Davide & Nneji, Ogonna, 2012, "Are CDS spreads predictable? An analysis of linear and non-linear forecasting models," MPRA Paper, University Library of Munich, Germany, number 42848, Nov.
• Miranda, Jorge, 2012, "Tipo de Cambio Real en Chile: Dinámica, Tendencia y Equilibrio
  [Real Exchange Rate in Chile: Dynamics, Trend and Equilibrium]," MPRA Paper, University Library of Munich, Germany, number 43076, Jul.
• Karavias, Yiannis & Tzavalis, Elias, 2012, "Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 43128, Jul.
• Albin, Thaarcis, 2012, "Did liberal eonomic regime contribute to the growth performance of the manufacturing sector in India?," MPRA Paper, University Library of Munich, Germany, number 43181, Dec, revised 12 Dec 2012.
• Mezgebo, Taddese, 2012, "The nature of volatility in temporal profit with in Ethiopian commodity exchange: The case of washed export coffee modelled using ARFIMA-M-HYGARCH model," MPRA Paper, University Library of Munich, Germany, number 43345, Feb.
• Albers, Scott, 2012, "Predicting crises: Five essays on the mathematic prediction of economic and social crises," MPRA Paper, University Library of Munich, Germany, number 43484, Dec.
• Tommaso, Proietti & Alessandra, Luati, 2012, "The Generalised Autocovariance Function," MPRA Paper, University Library of Munich, Germany, number 43711, Jun.
• P., Srinivasan & M., Kalaivani, 2012, "Exchange Rate Volatility and Export Growth in India: An Empirical Investigation," MPRA Paper, University Library of Munich, Germany, number 43828, Jan.
• Leon, Jorge, 2012, "Managing the Uncertainty in the Hodrick Prescott Filter," MPRA Paper, University Library of Munich, Germany, number 44531, revised 2012.
• Jiranyakul, Komain, 2012, "The Predictive Role of Stock Market Return for Real Activity in Thailand," MPRA Paper, University Library of Munich, Germany, number 45670, Dec.
• Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012, "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," MPRA Paper, University Library of Munich, Germany, number 45977, Sep.
• Abounoori, Abbas Ali & Mohammadali, Hanieh & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012, "Comparative study of static and dynamic neural network models for nonlinear time series forecasting," MPRA Paper, University Library of Munich, Germany, number 46466, Oct.
• Swamy, Vighneswara & S, Sreejesh, 2012, "Financial Instability, Uncertainty and Banks’ Lending Behaviour," MPRA Paper, University Library of Munich, Germany, number 47518.
• Fu, Hui, 2012, "On a Class of Estimation and Test for Long Memory," MPRA Paper, University Library of Munich, Germany, number 47978, Dec.
• Khundrakpam, Jeevan Kumar & George, Asish Thomas, 2012, "An Empirical Analysis of the Relationship between WPI and PMI-Manufacturing Price Indices in India," MPRA Paper, University Library of Munich, Germany, number 50929, Oct.
• Pop, Raluca Elena, 2012, "Herd behavior towards the market index: evidence from Romanian stock exchange," MPRA Paper, University Library of Munich, Germany, number 51595, Jun.
• Chen, Haiqiang & Chong, Terence Tai Leung & Bai, Jushan, 2012, "Theory and Applications of TAR Model with Two Threshold Variables," MPRA Paper, University Library of Munich, Germany, number 54527, Jan.
• Erten, Irem & Tuncel, Murat B. & Okay, Nesrin, 2012, "Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach," MPRA Paper, University Library of Munich, Germany, number 56190, May.
• Erten, Irem & Okay, Nesrin, 2012, "Re-examining Turkey's trade deficit with structural breaks: Evidence from 1989-2011," MPRA Paper, University Library of Munich, Germany, number 56191, Oct.
• Dinda, Soumyananda, 2012, "China Integrates Asia with the World: An Empirical Study," MPRA Paper, University Library of Munich, Germany, number 63952, Jul, revised 08 Nov 2014.
• Bogoev, Jane & Ramadani, Gani, 2012, "GDP Data Revisions in Macedonia – Is There Any Systematic Pattern?," MPRA Paper, University Library of Munich, Germany, number 70170, Sep, revised Sep 2014.
• Cevik, Emrah Ismail, 2012, "İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme
  [The testing of efficient market hypothesis in the Istanbul Stock Exchange by using long memory models: a sector-specific," MPRA Paper, University Library of Munich, Germany, number 71484, revised 2012.
• Fallahi, Firouz & Montazeri Shoorkchali, Jalal, 2012, "Government size and economic growth in Greece: A smooth transition approach," MPRA Paper, University Library of Munich, Germany, number 74078, Jul.
• Degiannakis, Stavros & Floros, Christos & Livada, Alexandra, 2012, "Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence," MPRA Paper, University Library of Munich, Germany, number 80463.
• Lorde, Troy, 2012, "Evaluating the Impact of Crime on Tourism in Barbados: A Transfer Function Approach," MPRA Paper, University Library of Munich, Germany, number 95544, Apr.
• Omotosho, Babatunde S. & Doguwa, Sani I., 2012, "Understanding the dynamics of inflation volatility in Nigeria: A GARCH perspective," MPRA Paper, University Library of Munich, Germany, number 96125, Jun.
• Omotosho, Babatunde S., 2012, "Endogenous Structural Breaks and Real Exchange Rate Determination in Nigeria since Interbank Foreign Exchange Market (IFEM)," MPRA Paper, University Library of Munich, Germany, number 98306.
• Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012, "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers, University of Pretoria, Department of Economics, number 201204, Jan.
• Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012, "Structural Breaks and Predictive Regressions Models of South African Equity Premium," Working Papers, University of Pretoria, Department of Economics, number 201209, Mar.
• Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201212, Apr.
• Beatrice D. Simo-Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012, "Is The Relationship Between Monetary Policy And House Prices Asymmetric In South Africa? Evidence From A Markov-Switching Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201222, Jul.
• Renee van Eyden & Goodness C. Aye & Rangan Gupta, 2012, "Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending," Working Papers, University of Pretoria, Department of Economics, number 201229, Oct.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2012, "Predicting BRICS Stock Returns Using ARFIMA Models," Working Papers, University of Pretoria, Department of Economics, number 201235, Dec.
• Diana Bílková, 2012, "Recent Development of the Wage and Income Distribution in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 2, pages 233-250, DOI: 10.18267/j.pep.421.
• Josef Arlt & Martin Mandel, 2012, "Je možné předpovídat repo sazbu ČNB na základě zpět hledícího měnového pravidla?
  [Is it Possible to Predict the CNB Repo Rate on the Basis of the Backward-Looking Monetary Rule?]," Politická ekonomie, Prague University of Economics and Business, volume 2012, issue 4, pages 484-504, DOI: 10.18267/j.polek.858.
• Georgios Kouretas & Manolis Syllignakis, 2012, "Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 2, pages 65-93, June.
• Paulo M.M. Rodrigues & Uwe Hassler, 2012, "Quantile regression for long memory testing: A case of realized volatility," Working Papers, Banco de Portugal, Economics and Research Department, number w201207.
• James G. MacKinnon & Morten Ø. Nielsen, 2010, "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Working Paper, Economics Department, Queen's University, number 1240, Jul.
• Bent Jesper Christensen & Jie Zhu & Morten Ø. Nielsen, 2012, "The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect," Working Paper, Economics Department, Queen's University, number 1295, May.
• Morten Ø. Nielsen & S Johansen, 2012, "The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models," Working Paper, Economics Department, Queen's University, number 1300, Nov.
• Andrey Rafalson, 2012, "Bootstrap inference about integrated volatility (in Russian)," Quantile, Quantile, issue 10, pages 91-108, December.
• Adam E Clements & Ayesha Scott & Annastiina Silvennoinen, 2012, "Forecasting multivariate volatility in larger dimensions: some practical issues," NCER Working Paper Series, National Centre for Econometric Research, number 80, Feb.
• Adam E Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2012, "Selecting forecasting models for portfolio allocation," NCER Working Paper Series, National Centre for Econometric Research, number 85, Aug.
• Adam Clements & Joanne Fuller, 2012, "Forecasting increases in the VIX: A time-varying long volatility hedge for equities," NCER Working Paper Series, National Centre for Econometric Research, number 88, Nov.
• Carrera, Cesar, 2012, "Long-Run Money Demand in Latin-American countries: A Nonestationary Panel Data Approach," Working Papers, Banco Central de Reserva del Perú, number 2012-016, Aug.
• Winkelried, Diego, 2012, "Predicting quarterly aggregates with monthly indicators," Working Papers, Banco Central de Reserva del Perú, number 2012-023, Dec.
• Chris Brooks & Keith Anderson, 2012, "Speculative Bubbles and the Cross-Sectional Variation in Stock Returns," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-01, Nov, revised Nov 2013.
• Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012, "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers, Society for Economic Dynamics, number 1196.
• Jonathan Wright & Yuriy Kitsul, 2012, "The Economics of Options-Implied Inflation Probability Density Functions," 2012 Meeting Papers, Society for Economic Dynamics, number 174.
• P. Srinivasan & Santhosh Kumar P. K & L. Ganesh, 2012, "Tourism and Economic Growth in Sri Lanka: An ARDL Bounds Testing Approach," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 45, pages 211-226, September.
• Farah Hussain & Deb Kumar Chakraborty, 2012, "Causality between Financial Development and Economic Growth: Evidence from an Indian State," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 35, pages 27-48, September.
• Syed Muhammad Aamir Shah & Muhammad Husnain & Ashraf Ali, 2012, "Is Pakistani Equity Market Integrated to the Equity Markets of Group of Eight (G8) Countries? An Empirical Analysis of Karachi Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 45, pages 289-324, September.
• Jacinto Marabel Romo, 2012, "Volatility Regimes For The Vix Index," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 20, issue 2, pages 111-134, Autumn.
• Valerija Botric, 2012, "NAIRU estimates for Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 30, issue 1, pages 163-180.
• Chi-Wei Su, 2012, "The relationship between exchange rate and macroeconomic variables in China," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 30, issue 1, pages 33-56.
• Predrag Petrovic, 2012, "Harrod Balassa Samuelson effect and the role of distribution sector: an empirical case study of Serbia and EMU," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 30, issue 1, pages 57-87.
• Rossella Agliardi & Ramazan Gençay, 2012, "Hedging through a Limit Order Book with Varying Liquidity," Working Paper series, Rimini Centre for Economic Analysis, number 12_12, Apr.
• John M. Maheu & Thomas H. McCurdy & Xiaofei Zhao, 2012, "Do Jumps Contribute to the Dynamics of the Equity Premium?," Working Paper series, Rimini Centre for Economic Analysis, number 47_12, Jun.
• Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2012, "Model Selection in Equations with Many 'Small' Effects," Working Paper series, Rimini Centre for Economic Analysis, number 53_12, Jul.
• Gabriella Legrenzi & Costas Milas, 2012, "Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS," Working Paper series, Rimini Centre for Economic Analysis, number 54_12, Jul.
• MArcelo C. Medeiros & Eduardo F.Mendes, 2012, "Estimating High-Dimensional Time Series Models," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 602, Aug.
• Anton Semushin & Petr Parshakov, 2012, "Data frequency and mutual fund performance measures," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 25, issue 1, pages 95-114.
• Valery Semenychev & Eugen Kurkin & Eugene Semenychev, 2012, "Identification of product life cycle models by autoregression–moving average models and Groebner’s bases," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 25, issue 1, pages 122-137.
• Alexandr Shcherba, 2012, "Market risk valuation modeling for the European countries at the financial crisis of 2008," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 27, issue 3, pages 20-35.
• Muhammad Shahbaz & Faridul Islam & Muhammad Shahbaz Shabbir, 2012, "Phillips Curve in a Small Open Economy: A Time Series Exploration of North Cyprus," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 35, issue 4, pages 113-130.
• Stephen G. Hall & George Tavlas, 2012, "The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2012-1, Jun.
• Giscard Assoumou-Ella, 2012, "Responses of African economies to the international economic shocks: an empirical study," European Economic Letters, European Economics Letters Group, volume 1, issue 1, pages 46-51.
• James J. Kung & Andrew P. Carverhill, 2012, "A Bootstrap Analysis of the Nikkei 225," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 27, pages 487-504.
• Andrea Ingianni, 2012, "Intra-European Union trade openness and new members’ output convergence: A time-series analysis," Economics Discussion Papers, School of Economics, Kingston University London, number 2012-5, Jul.
• Plinio Hernández Barriga & Alexander Rivero Ticona & Isidro Frías Pinedo, 2012, "El tipo de cambio real, el ingreso nacional y el ingreso foráneo en la determinación de la balanza comercial en Bolivia: 1992-2011," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 2, pages 27-46.
• Lee, Chien Chiang & Chang, Chun Ping, 2012, "The Demand for Money in China: A Reassessment Using the Bounds Testing Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 74-94, March.
• Caraiani, Petre, 2012, "Is the Romanian Business Cycle Characterized by Chaos?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 142-151, September.
• Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael, 2012, "Evaluating Individual and Mean Non-Replicable Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 22-43, September.
• Chang, Chih Kai, 2012, "Mean Reversion of Real Interest Rates in G-20: Panel Kss Test by Spsm with a Fourier Function," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 58-68, September.
• Yavuz, Nilgün Çil & Yilanci, Veli, 2012, "Testing For Nonlinearity In G7 Macroeconomic Time Series," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 69-79, September.
• Guochen Pan & Seng-Sung Chen & Tsangyao Chang, 2012, "Revisiting Mean Reversion in the Stock Prices of Nine Transition Countries: Threshold Unit Root Test," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 56-67, December.
• Saman, Corina, 2012, "Problema stabilitatii estimarilor econometrice si metode robuste de regresie ortogonala," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 122503, May.
• Pauna, Bianca, 2012, "Modelarea PIB-ului potential. Probleme intampinate in estimare," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 122504, May.
• Constantin ANGHELACHE & Radu Titus MARINESCU & Elena BUGUDUI & Daniel DUMITRESCU, 2012, "Using Time Series in the Macroeconomic Analysis," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 60, issue 4, pages 20-28, November.
• Diana COCONOIU & Elena BUGUDUI, 2012, "Using Dynamic Series of Moments for Economic Analysis," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 60, issue 4, pages 94-97, November.
• Anjana Mehra & Gian Kaur, 2012, "Determinants of Exports of Textile Firms in Amritsar and Ludhiana in Wake of Phase-Out of ATC," Foreign Trade Review, , volume 47, issue 3, pages 44-61, October, DOI: 10.1177/0015732515120303.
• Daniel Sakyi & Samuel Adams, 2012, "Democracy, Government Spending and Economic Growth: The Case of Ghana, 1960–2008," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 6, issue 3, pages 361-383, August, DOI: 10.1177/097380101200600303.
• Chor Foon Tang & Kean Siang Ch’ng, 2012, "A Multivariate Analysis of the Nexus between Savings and Economic Growth in the ASEAN-5 Economies," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 6, issue 3, pages 385-406, August, DOI: 10.1177/097380101200600304.
• Syed Mansoob Murshed & Iftekhar Ahmed Robin, 2012, "Financial Liberalization, Savings and the Banking Sector in Bangladesh," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 13, issue 1, pages 69-83, March, DOI: 10.1177/139156141101300104.
• Nicholas Apergis & James E. Payne, 2012, "Tourism and Growth in the Caribbean – Evidence from a Panel Error Correction Model," Tourism Economics, , volume 18, issue 2, pages 449-456, April, DOI: 10.5367/te.2012.0119.
• Javed Iqbal & Muhammad Nadim Hanif, 2012, "Estimating Standard Error of Inflation in Pakistan: A Stochastic Approach," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 46, Jan.
• Khurram Ashfaq Baluch & Syed Kalim Hyder Bukhari, 2012, "Price and Income Elasticity of Imports: The Case of Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 48, Mar.
• Riaz Riazuddin, 2012, "Construction and Seasonal Patterns of Islamic Hijri Calendar Monthly Time Series: An Application to Consumer Price Index (CPI) in Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 50, Apr.
• Aviral Kumar Tiwari, 2012, "Reassessment of Sustainability of Current Account Deficit in India," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 10, issue 1, pages 67-79.
• Rodríguez Benavides, Domingo & Ortíz Calisto, Edgar & López Herrera, Francisco, 2012, "¿Se desvanece el efecto-enero en las bolsas de valores del continente americano? / Does the January effect fade in the Americas´ stock markets?," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 2, issue 2, pages 101-121, julio-dic.
• 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, The University of Sheffield, Department of Economics, number 2012005, Jan.
• Juan Carlos Cuestas & Luis A. Gil-Alana, 2012, "A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials," Working Papers, The University of Sheffield, Department of Economics, number 2012013.
• Qiankun Zhou & Jun Yu, 2012, "Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes," Working Papers, Singapore Management University, School of Economics, number 11-2012, Jan.
• Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012, "Testing for Multiple Bubbles," Working Papers, Singapore Management University, School of Economics, number 13-2012, Jan.
• Xiaohu Wang & Jun Yu, 2012, "Double Asymptotics for Explosive Continuous Time Models," Working Papers, Singapore Management University, School of Economics, number 16-2012, Jan.
• Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Working Papers, Singapore Management University, School of Economics, number 17-2012, Jan.
• Matthew S. Yiu & Jun Yu & Lu Jin, 2012, "Detecting Bubbles in Hong Kong Residential Property Market," Working Papers, Singapore Management University, School of Economics, number 31-2012, Aug.
• Matthew S. Yiu & Jun Yu & Lu Jin, 2012, "Detecting Bubbles in Hong Kong Residential Property Market," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-03-2012, May.
• Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012, "Risk spillovers in international equity portfolios," Working Papers, Swiss National Bank, number 2012-03.
• Gül AKSOĞAN & Adem Yavuz ELVEREN, 2012, "Türkiye’de Savunma, Sağlık ve Eğitim Harcamaları ve Gelir Eşitsizliği (1970–2008): Ekonometrik Bir İnceleme," Sosyoekonomi Journal, Sosyoekonomi Society, issue 17(17).
• Taha Bahadır SARAÇ, 2012, "Kayıt Dışı Ekonomi ve İşsizlik İlişkisi: Türkiye Örneği (2000/1 – 2011/2)," Sosyoekonomi Journal, Sosyoekonomi Society, issue 18(18).
• Zisimos Koustas & Jean-François Lamarche, 2012, "Instrumental variable estimation of a nonlinear Taylor rule," Empirical Economics, Springer, volume 42, issue 1, pages 1-20, February, DOI: 10.1007/s00181-010-0411-6.
• C. Woo & J. Zarnikau & E. Kollman, 2012, "Exact welfare measurement for double-log demand with partial adjustment," Empirical Economics, Springer, volume 42, issue 1, pages 171-180, February, DOI: 10.1007/s00181-010-0416-1.
• Stephen Hall & P. Swamy & George Tavlas, 2012, "Generalized cointegration: a new concept with an application to health expenditure and health outcomes," Empirical Economics, Springer, volume 42, issue 2, pages 603-618, April, DOI: 10.1007/s00181-011-0483-y.
• Helmut Lütkepohl & Fang Xu, 2012, "The role of the log transformation in forecasting economic variables," Empirical Economics, Springer, volume 42, issue 3, pages 619-638, June, DOI: 10.1007/s00181-010-0440-1.
• Josu Arteche, 2012, "Standard and seasonal long memory in volatility: an application to Spanish inflation," Empirical Economics, Springer, volume 42, issue 3, pages 693-712, June, DOI: 10.1007/s00181-010-0446-8.
• Rehim Kılıç & Patrick McCarthy, 2012, "Long-run equilibrium and short-run dynamics between risk exposure and highway safety," Empirical Economics, Springer, volume 42, issue 3, pages 899-913, June, DOI: 10.1007/s00181-010-0443-y.
• Jeremy Schwartz, 2012, "Labor market dynamics over the business cycle: evidence from Markov switching models," Empirical Economics, Springer, volume 43, issue 1, pages 271-289, August, DOI: 10.1007/s00181-011-0486-8.
• Juliane Scharff & Sven Schreiber, 2012, "Evidence on the effects of inflation on price dispersion under indexation," Empirical Economics, Springer, volume 43, issue 1, pages 291-311, August, DOI: 10.1007/s00181-011-0490-z.
• Daniel Buncic, 2012, "Understanding forecast failure of ESTAR models of real exchange rates," Empirical Economics, Springer, volume 43, issue 1, pages 399-426, August, DOI: 10.1007/s00181-011-0460-5.
• Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2012, "What do we know about real exchange rate nonlinearities?," Empirical Economics, Springer, volume 43, issue 2, pages 457-474, October, DOI: 10.1007/s00181-010-0431-2.
• Guglielmo Caporale & Luca Onorante & Paolo Paesani, 2012, "Inflation and inflation uncertainty in the euro area," Empirical Economics, Springer, volume 43, issue 2, pages 597-615, October, DOI: 10.1007/s00181-011-0489-5.
• Michael Polemis, 2012, "Competition and price asymmetries in the Greek oil sector: an empirical analysis on gasoline market," Empirical Economics, Springer, volume 43, issue 2, pages 789-817, October, DOI: 10.1007/s00181-011-0507-7.
• Tsangyao Chang & Chia-Hao Lee & Pei-I Chou, 2012, "Is per capita real GDP stationary in five southeastern European countries? Fourier unit root test," Empirical Economics, Springer, volume 43, issue 3, pages 1073-1082, December, DOI: 10.1007/s00181-011-0526-4.
• Verónica Cañal-Fernández, 2012, "Accuracy and reliability of Spanish regional accounts (CRE-95)," Empirical Economics, Springer, volume 43, issue 3, pages 1299-1320, December, DOI: 10.1007/s00181-011-0513-9.
• Rolando Peláez, 2012, "The housing bubble in real-time: the end of innocence," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 211-225, January, DOI: 10.1007/s12197-010-9165-4.
• M. Berument & Nukhet Dogan, 2012, "Stock market return and volatility: day-of-the-week effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 2, pages 282-302, April, DOI: 10.1007/s12197-009-9118-y.
• Timo Mitze, 2012, "Within and Between Panel Cointegration in the German Regional Output–Trade–FDI Nexus," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, "Empirical Modelling in Regional Science", DOI: 10.1007/978-3-642-22901-5_7.
• Alvaro Pereira & João Jalles & Martin Andresen, 2012, "Structural change and foreign direct investment: globalization and regional economic integration," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 11, issue 1, pages 35-82, April, DOI: 10.1007/s10258-011-0077-9.
• David Neto & Sylvain Sardy, 2012, "Moments structure of ℓ 1 -stochastic volatility models," Quality & Quantity: International Journal of Methodology, Springer, volume 46, issue 6, pages 1947-1952, October, DOI: 10.1007/s11135-011-9459-4.
• Ángel Cuevas & Enrique Quilis, 2012, "A factor analysis for the Spanish economy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 3, issue 3, pages 311-338, September, DOI: 10.1007/s13209-011-0060-9.
• Maria Gadea & Ana Gómez-Loscos & Antonio Montañés, 2012, "Cycles inside cycles: Spanish regional aggregation," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 3, issue 4, pages 423-456, December, DOI: 10.1007/s13209-011-0068-1.
• Máximo Camacho & Rafael Doménech, 2012, "MICA-BBVA: a factor model of economic and financial indicators for short-term GDP forecasting," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 3, issue 4, pages 475-497, December, DOI: 10.1007/s13209-011-0078-z.
• Philipp Sibbertsen & Juliane Willert, 2012, "Testing for a break in persistence under long-range dependencies and mean shifts," Statistical Papers, Springer, volume 53, issue 2, pages 357-370, May, DOI: 10.1007/s00362-010-0342-5.
• Christoph Hanck, 2012, "Multiple unit root tests under uncertainty over the initial condition: some powerful modifications," Statistical Papers, Springer, volume 53, issue 3, pages 767-774, August, DOI: 10.1007/s00362-011-0379-0.
• Sara Corujo & Marta Simões, 2012, "Democracy and Growth: Evidence for Portugal (1960–2001)," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 18, issue 3, pages 512-528, March, DOI: 10.1007/s11300-012-0222-x.
• Alper Aslan, 2012, "The Relationship Between Military Spending and Black Market Premium in Greece: An ARDL Approach," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 2, pages 155-161, November, DOI: 10.1007/s11300-012-0237-3.
• Martina Alexová, 2012, "Inflation drivers in new EU members," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 6/2012, Dec.
• Jianxin Wang & Minxian Yang, 2012, "On the Risk Return Relationship," Discussion Papers, School of Economics, The University of New South Wales, number 2012-31, May.
• Luati, Alessandra & Proietti, Tommaso, 2012, "Maximum likelihood estimation of time series models: the Kalman filter and beyond," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2012_02, May.
• Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 05/2012.
• Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012, "Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode," Working Papers, Stellenbosch University, Department of Economics, number 14/2012.
• Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012, "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers, Stellenbosch University, Department of Economics, number 17/2012.
• Peter Fuleky, 2012, "On the choice of the unit period in time series models," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 12, pages 1179-1182, August, DOI: 10.1080/13504851.2011.617685.
• Guglielmo Maria Caporale & Alessandro Girardi & Marco Ventura, 2012, "The euro changeover and price adjustments in Italy," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 4, pages 379-382, March, DOI: 10.1080/13504851.2011.579056.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2012, "Fractional cointegration in US term spreads," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 5, pages 431-434, March, DOI: 10.1080/13504851.2011.581205.
• Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2012, "The Deaton paradox in a long memory context with structural breaks," Applied Economics, Taylor & Francis Journals, volume 44, issue 25, pages 3309-3322, September, DOI: 10.1080/00036846.2011.572857.
• Saten Kumar & Don J. Webber & Scott Fargher, 2012, "Testing the validity of the Feldstein--Horioka puzzle for Australia," Applied Economics, Taylor & Francis Journals, volume 44, issue 5, pages 599-605, February, DOI: 10.1080/00036846.2010.511993.
• Saten Kumar & Don J. Webber & Scott Fargher, 2012, "Wagner's Law revisited: cointegration and causality tests for New Zealand," Applied Economics, Taylor & Francis Journals, volume 44, issue 5, pages 607-616, February, DOI: 10.1080/00036846.2010.511994.
• Haiqiang Chen & Terence Chong & Jushan Bai, 2012, "Theory and Applications of TAR Model with Two Threshold Variables," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 2, pages 142-170, DOI: 10.1080/07474938.2011.607100.
• J. Arteche, 2012, "Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 4, pages 440-474, DOI: 10.1080/07474938.2011.607996.
• Juan Carlos Cuestas & Bruce Philp, 2012, "Economic class and the distribution of income: a time-series analysis of the UK economy, 1955--2010," International Review of Applied Economics, Taylor & Francis Journals, volume 26, issue 5, pages 565-578, October, DOI: 10.1080/02692171.2011.631902.
• Alessandra Luati & Tommaso Proietti & Marco Reale, 2012, "The Variance Profile," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 498, pages 607-621, June, DOI: 10.1080/01621459.2012.682832.
• Andrew Patton & Allan Timmermann, 2012, "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 1-17, DOI: 10.1080/07350015.2012.634337.
• José Rangel & Robert Engle, 2012, "The Factor–Spline–GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 109-124, DOI: 10.1080/07350015.2012.643132.
• John M. Maheu & Thomas H. McCurdy & Yong Song, 2012, "Components of Bull and Bear Markets: Bull Corrections and Bear Rallies," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 391-403, February, DOI: 10.1080/07350015.2012.680412.
• Barbara Rossi & Atsushi Inoue, 2012, "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 432-453, April, DOI: 10.1080/07350015.2012.693850.
• Michael Frömmel & Robinson Kruse, 2012, "Testing for a rational bubble under long memory," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 11, pages 1723-1732, November, DOI: 10.1080/14697688.2011.578151.
• Christophe Chorro & Dominique Gu�gan & Florian Ielpo, 2012, "Option pricing for GARCH-type models with generalized hyperbolic innovations," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 7, pages 1079-1094, April, DOI: 10.1080/14697688.2010.493180.
• 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 Economics, Tibiscus University in 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 Economics, Tibiscus University in 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 Economics, Tibiscus University in 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.