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

• Arusha Cooray & Antonio Paradiso, 2012, "The Level and Growth Effects in Empirical Growth Models for the Nordic Countries: A Knowledge Economy Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-36, Aug.
• Ladislav Kristoufek & Karel Janda & David Zilberman, 2012, "Mutual Responsiveness of Biofuels, Fuels and Food Prices," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-38, Aug.
• Ladislav Kristoufek & Karel Janda & David Zilberman, 2012, "Regime-Dependent Topological Properties of Biofuels Networks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-49, Nov.
• Nabil Ben Arfa, 2012, "Sources of economic fuctuations in France: A structural VAR model," European Journal of Government and Economics, Europa Grande, volume 1, issue 1, pages 66-85, June.
• Diego Romero-Avila & DIEGO ROMERO-ÁVILA & ILASKI BARAÑANO, 2012, "Long-Term Growth and Persistence with Endogenous Depreciation: Theory and Evidence," EcoMod2012, EcoMod, number 3757, Jul.
• Ewa Lechman, 2012, "Technology convergence and digital divides. A country-level evidence for the period 2000–2010," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, volume 31.
• Noriega, Antonio E. & Rodríguez, Cid Alonso, 2012, "Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 314, pages 333-378, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Frédérique Bec & Songlin Zeng, 2012, "Are Southeast Asian Real Exchange Rates Mean Reverting?," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2012-25.
• Rodolfo Cermeño Bazán & María Roa García & Claudio González Vega, 2012, "Financial Development and Growth Volatility: Time Series Evidence for Mexico and The United States," Working Papers, CIDE, División de Economía, number DTE 544, Oct.
• Firouz Fallahi & Hamed Pourtaghi & Gabriel Rodríguez, 2012, "The unemployment rate, unemployment volatility, and crime," International Journal of Social Economics, Emerald Group Publishing Limited, volume 39, issue 6, pages 440-448, May, DOI: 10.1108/03068291211224937.
• Ferda Halicioglu, 2012, "Temporal causality and the dynamics of crime in Turkey," International Journal of Social Economics, Emerald Group Publishing Limited, volume 39, issue 9, pages 704-720, July, DOI: 10.1108/03068291211245727.
• Anthony Kyereboah‐Coleman, 2012, "Inflation targeting and inflation management in Ghana," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 4, issue 1, pages 25-40, April, DOI: 10.1108/17576381211206460.
• Andrew Phiri, 2012, "Threshold effects and inflation persistence in South Africa," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 4, issue 3, pages 247-269, July, DOI: 10.1108/17576381211245971.
• George Karathanasis & Vasilios Sogiakas & Kenellos Toudas, 2012, "Derivatives listing strategy," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 20, issue 3, pages 307-321, July, DOI: 10.1108/13581981211237990.
• Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2012, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-15, May.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-29, Oct.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-34, Oct.
• Chang, C-L. & Hsu, H-K. & McAleer, M.J., 2012, "Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-37, Dec.
• 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, Eastern Mediterranean University, Department of Economics, number 15-26.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2012, "The effect of structural breaks on the Engle-Granger test for cointegration," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 27, issue 1, pages 99-132.
• M. Hanias & P. Curtis & E. Thalassinos, 2012, "Time Series Prediction with Neural Networks for the Athens Stock Exchange Indicator," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 23-32.
• Javed Iqbal & Muhammad Nadim Hanif, 2012, "Estimating Standard Error of Inflation in Pakistan: A Stochastic Approach," Working Papers, eSocialSciences, number id:4786, Feb.
• Khurram Ashfaq Baluch & Syed Kalim Hyder Bukhari, 2012, "Price and Income Elasticity of Imports: The Case of Pakistan," Working Papers, eSocialSciences, number id:4899, Mar.
• Peter Reinhard Hansen & Zhuo Huang, 2012, "Exponential GARCH Modeling with Realized Measures of Volatility," Economics Working Papers, European University Institute, number ECO2012/26.
• Frédéric Karamé & Yannick Fondeur, 2012, "Can Google Data Help Predict French Youth Unemployment?," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 12-03.
• Şenay AÇIKGÖZ, 2012, "Fertility, Employment and Capital Accumulation: A Case Study For Turkey," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 23, issue 83, pages 1-36, DOI: 10.5455/ey.34096.
• Erik Lindström & Fredric Regland, 2012, "Independent Spike Models: Estimation and Validation," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 2, pages 180-196, May.
• Piotr Fiszeder & Witold Orzeszko, 2012, "Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 5, pages 430-449, November.
• Sylvie Dvoráková & Jakub Seidler, 2012, "The Influence of Housing Price Developments on Household Consumption: Empirical Analysis for the Czech Republic," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/22, Jul, revised Jul 2012.
• Joël CARIOLLE, 2012, "Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005," Working Papers, FERDI, number I14, Mar.
• Joël CARIOLLE, 2012, "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers, FERDI, number I14, Mar.
• Claudio Morana, 2012, "Real Oil Prices since the 1990s," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, January.
• Claudio Morana, 2012, "Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation," Working Papers, Fondazione Eni Enrico Mattei, number 2012.07, Feb.
• Claudio Morana, 2012, "The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective," Working Papers, Fondazione Eni Enrico Mattei, number 2012.28, May.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012, "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1227, DOI: 10.26509/frbc-wp-201227.
• Giampiero M. Gallo & Edoardo Otranto, 2012, "Realized Volatility and Change of Regimes," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2012_02, Jul, revised Jul 2012.
• Giampiero M. Gallo & Edoardo Otranto, 2012, "Volatility Swings in the US Financial Markets," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2012_03, Jul, revised Jul 2012.
• Cecilia Mancini & Vanessa Mattiussi & Roberto Reno', 2012, "Spot Volatility Estimation Using Delta Sequences," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2012-10, Jul.
• Ingrid Bracke & Peter Willemé, 2012, "Working Paper 15-12 - Specification and estimation of a dynamic consumption allocation model," Working Papers, Federal Planning Bureau, Belgium, number 201215, Dec.
• Giulio Cifarelli & Paolo Paesani, 2012, "An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time?," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2012_12.rdf.
• Elena Sinelnikova,, 2012, "Assessment of Money Demand in the Russian Economy with the Development of Banking Technology," Published Papers, Gaidar Institute for Economic Policy, number 135, revised 2013.
• Anton Skrobotov, 2012, "Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion," Working Papers, Gaidar Institute for Economic Policy, number 0043, revised 2013.
• Anton Skrobotov, 2012, "Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion - in Russian," Working Papers, Gaidar Institute for Economic Policy, number 0044, revised 2012.
• Anton Skrobotov, 2012, "Trend and initial condition in stationarity tests: the asymptotic analysis," Working Papers, Gaidar Institute for Economic Policy, number 0048, revised 2013.
• Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2012, "Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility," JRFM, MDPI, volume 5, issue 1, pages 1-37, December.
• Mariam Camarero & Estrella Gómez & Cecilio Tamarit, 2012, "The euro impact on trade. Long run evidence with structural breaks," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 10/27, May.
• Ramesh Kumar & Koh Geok Eng, 2012, "Perceived Organizational Commitment And Its Impact To The Turnover Intention: A Correlation Analysis," Journal of Global Business and Economics, Global Research Agency, volume 4, issue 1, pages 40-49, January.
• Mubariz Hasanov, 2012, "Re-examining Purchasing Power Parity for the Australian Real Exchange Rate," Hacettepe University Department of Economics Working Papers, Hacettepe University, Department of Economics, number 20124.
• Pelin Oge Guney & Erdinc Telatar & Mubariz Hasanov, 2012, "Time Series Behaviour of the Real Interest Rates in Transition Economies," Hacettepe University Department of Economics Working Papers, Hacettepe University, Department of Economics, number 20125.
• Tolga Omay & Mubariz Hasanov & Nuri Uçar, 2012, "Energy Consumption and Economic Growth: Evidence from Nonlinear Panel Cointegration and Causality Tests," Hacettepe University Department of Economics Working Papers, Hacettepe University, Department of Economics, number 20130.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2012, "Option Pricing for GARCH-type Models with Generalized Hyperbolic Innovations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00511965, DOI: 10.1080/14697688.2010.493180.
• Iuliana Matei & Mehmet Tuncel & Pascal Le Floc'H, 2012, "Commercial sizes and prices on the French monkfish fishery: a time-series analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00715403.
• Era Dabla-Norris. Raphael Espinoza & Sarwat Jahan, 2012, "Spillovers to Low-Income Countries: Importance of Systemic Emerging Markets," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 082, Feb.
• Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Series Working Papers, University of Oxford, Department of Economics, number 593, Feb.
• David Hendry & Grayham E. Mizon, 2012, "Forecasting from Structural Econometric Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 597, Mar.
• David Hendry & Soren Johansen, 2012, "Model Discovery and Trygve Haavelmo's Legacy," Economics Series Working Papers, University of Oxford, Department of Economics, number 598, Mar.
• Jennifer Castle & David Hendry, 2012, "Forecasting by factors, by variables, or both?," Economics Series Working Papers, University of Oxford, Department of Economics, number 600, Apr.
• Neil Shephard & Ole E. Barndorff-Nielsen, 2012, "Basics of Levy processes," Economics Series Working Papers, University of Oxford, Department of Economics, number 610, Jun.
• Marcel Boumans, 2012, "Sims, Christopher Albert (born 1942)," The New Palgrave Dictionary of Economics, Palgrave Macmillan, chapter 1, in: Steven N. Durlauf & Lawrence E. Blume.
• Eduardo Rossi & Dean Fantazzini, 2012, "Long memory and Periodicity in Intraday Volatility," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 015, Nov.
• Eduardo Rossi & Paolo Santucci de Magistris, 2012, "Estimation of long memory in integrated variance," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 017, Nov.
• Pierre Perron & Gabriel Rodríguez, 2012, "GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 35, issue 69, pages 174-203.
• Edgar Ventura & Gabriel Rodríguez, 2012, "Explaining The Determinants Of The Frequency Of Exchange Rate Interventions In Peru Using Count Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2012-340.
• Fei Chen & Francis X. Diebold & Frank Schorfheide, 2012, "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-020, May.
• Rifaqat Ali & Usman Mustafa, 2012, "External Debt Accumulation and Its Impact on Economic Growth in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 51, issue 4, pages 79-96.
• Madeeha Gohar Qureshi & Eatzaz Ahmed, 2012, "The Inter-linkages between Democracy and Per Capita GDP Growth: A Cross Country Analysis," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2012:85.
• Javaid, Shahid Hussain, 2012, "Impact of foreign financial inflows on economic growth of Pakistan," MPRA Paper, University Library of Munich, Germany, number 117505, revised 2013.
• Halicioglu, Ferda, 2012, "An empirical study of relationship between FIFA world ranking and domestic football competition level: the case of Turkey," MPRA Paper, University Library of Munich, Germany, number 35662.
• Shiu-Sheng, Chen, 2012, "Predicting swings in exchange rates with macro fundamentals," MPRA Paper, University Library of Munich, Germany, number 35772, Jan.
• Adesoye, A. Bolaji & Maku, Olukayode E. & Atanda, Akinwande A., 2012, "Capital Flight and Investment Dynamics in Nigeria: A Time Series Analysis (1970-2006)," MPRA Paper, University Library of Munich, Germany, number 35836.
• Medel, Carlos A., 2012, "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper, University Library of Munich, Germany, number 35949, Jan.
• Medel, Carlos A., 2012, "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
  [Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper, University Library of Munich, Germany, number 35950, Jan.
• Chen, Pu, 2012, "Common Factors and Specific Factors," MPRA Paper, University Library of Munich, Germany, number 36085, Jan.
• Cayton, Peter Julian A. & Mapa, Dennis S., 2012, "Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology," MPRA Paper, University Library of Munich, Germany, number 36206, Jan.
• Okpara, Godwin Chigozie, 2012, "On whether foreign direct investment catalyzes economic development in Nigeria," MPRA Paper, University Library of Munich, Germany, number 36319, Jan, revised 27 Jan 2012.
• Chong, Lucy Lee-Yun & Puah, Chin-Hong & Md Isa, Abu Hassan, 2012, "Theory of rational expectations hypothesis: banks and other financial institutions in Malaysia," MPRA Paper, University Library of Munich, Germany, number 36657, Feb.
• Maheu, John & Song, Yong, 2012, "A new structural break model with application to Canadian inflation forecasting," MPRA Paper, University Library of Munich, Germany, number 36870, Feb.
• Ubilava, David & Helmers, C Gustav, 2012, "Forecasting ENSO with a smooth transition autoregressive model," MPRA Paper, University Library of Munich, Germany, number 36890, Jan.
• Chen, Shiu-Sheng, 2012, "Revisiting the empirical linkages between stock returns and trading volume," MPRA Paper, University Library of Munich, Germany, number 36897, Feb.
• Czinkota, Thomas, 2012, "Das Halteproblem bei Strukturbrüchen in Finanzmarktzeitreihen
  [The Halting Problem applied to Structural Breaks in Financial Time Series]," MPRA Paper, University Library of Munich, Germany, number 37072.
• Cayton, Peter Julian & Bersales, Lisa Grace, 2012, "Median-based seasonal adjustment in the presence of seasonal volatility," MPRA Paper, University Library of Munich, Germany, number 37146, Mar.
• Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2012, "Testing for predictability in a noninvertible ARMA model," MPRA Paper, University Library of Munich, Germany, number 37151.
• Puah, Chin-Hong & Wong, Shirly Siew-Ling & Habibullah, Muzafar Shah, 2012, "Rationality of business operational forecasts: evidence from Malaysian distributive trade sector," MPRA Paper, University Library of Munich, Germany, number 37599, Mar.
• Ludlow-Wiechers, Jorge, 2012, "Backward and forward closed solutions of multivariate ARMA models," MPRA Paper, University Library of Munich, Germany, number 37635, Mar.
• Chaudhary, Amatul R. & Chani, Muhammad Irfan & Pervaiz, Zahid, 2012, "An analysis of different approaches to women empowerment: a case study of Pakistan," MPRA Paper, University Library of Munich, Germany, number 37784.
• Sangosanya, Awoyemi O. & Atanda, Akinwande A., 2012, "Exchange rate variation and fiscal balance in Nigeria: a time series analysis," MPRA Paper, University Library of Munich, Germany, number 38008, Apr.
• Chambers, Marcus J. & Kyriacou, Maria, 2012, "Jackknife bias reduction in autoregressive models with a unit root," MPRA Paper, University Library of Munich, Germany, number 38255, Feb.
• Binici, Mahir & Köksal, Bülent & Orman, Cüneyt, 2012, "Stock return comovement and systemic risk in the Turkish banking system," MPRA Paper, University Library of Munich, Germany, number 38663, May.
• Pitarakis, Jean-Yves, 2012, "Jointly testing linearity and nonstationarity within threshold autoregressions," MPRA Paper, University Library of Munich, Germany, number 38845, May.
• Pitarakis, Jean-Yves, 2012, "Functional cointegration: definition and nonparametric estimation," MPRA Paper, University Library of Munich, Germany, number 38846, May.
• Pramod Kumar, Naik & Puja, Padhi, 2012, "The impact of Macroeconomic Fundamentals on Stock Prices revisited: An Evidence from Indian Data," MPRA Paper, University Library of Munich, Germany, number 38980, May.
• Bouzahzah, Mohamed & El Menyari, Younesse, 2012, "Les déterminants de la demande touristique: le cas du Maroc
  [Determinants of tourism demand: the case of Morocco]," MPRA Paper, University Library of Munich, Germany, number 39029, May, revised 25 May 2012.
• Gao, Jiti, 2012, "Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models," MPRA Paper, University Library of Munich, Germany, number 39256, Apr, revised 14 May 2012.
• Ben Cheikh, Nidhaleddine, 2012, "Non-linearities in exchange rate pass-through: Evidence from smooth transition models," MPRA Paper, University Library of Munich, Germany, number 39258, Apr.
• Jamilov, Rustam, 2012, "Is There a J-curve for Azerbaijan? Evidence from Industry-Level Analysis," MPRA Paper, University Library of Munich, Germany, number 39370, Jun.
• Craig, Lee & Holt, Matthew T., 2012, "The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911," MPRA Paper, University Library of Munich, Germany, number 39554, Jun.
• Tommaso, Proietti & Alessandra, Luati, 2012, "Maximum likelihood estimation of time series models: the Kalman filter and beyond," MPRA Paper, University Library of Munich, Germany, number 39600, Apr.
• Simwaka, Kisu, 2012, "Testing for time-varying fractional cointegration using the bootstrap approach," MPRA Paper, University Library of Munich, Germany, number 39698, Jun.
• Bond, Derek & Gallagher, Emer & Ramsey, Elaine, 2012, "A preliminary investigation of northern Ireland's housing market dynamics," MPRA Paper, University Library of Munich, Germany, number 39806, Jul.
• Marques, Luís Miguel & Fuinhas, José Alberto & Marques, António Cardoso, 2012, "Interação entre o mercado acionista e o crescimento económico: Uma apreciação do caso português (1993-2010)
  [Interaction between the stock market and economic growth: An assessment of the Portuguese case (1993-2010)]," MPRA Paper, University Library of Munich, Germany, number 39808, Jul.
• Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese, 2012, "Futures basis, inventory and commodity price volatility: An empirical analysis," MPRA Paper, University Library of Munich, Germany, number 39903, Jul.
• Ozdemir, Zeynel / A. & Balcilar, Mehmet & Tansel, Aysit, 2012, "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," MPRA Paper, University Library of Munich, Germany, number 40572, Aug.
• Mapa, Dennis S. & Lucagbo, Michael & Garcia, Heavenly Joy, 2012, "The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data," MPRA Paper, University Library of Munich, Germany, number 40791, Aug.
• Gómez-Zaldívar, Manuel & Ventosa-Santaulària, Daniel & Wallace, Frederick, 2012, "Appendix for the PPP hypothesis and structural breaks: the case of Mexico," MPRA Paper, University Library of Munich, Germany, number 41055, Sep.
• Ben Cheikh, Nidhaleddine, 2012, "Nonlinear mechanism of the exchange rate pass-through: Does business cycle matter?," MPRA Paper, University Library of Munich, Germany, number 41179, Sep.
• Artiach, Miguel, 2012, "Leverage, skewness and amplitude asymmetric cycles," MPRA Paper, University Library of Munich, Germany, number 41267, Jun.
• Ojo, Marianne, 2012, "La nécessité d'une adoption (et l'adaptation) mondiale des IFRS (des normes internationales d'information financière): conséquences post-Enron et la restauration de la confiance aux marchés financiers à la suite des crises de 2008 financières et bour," MPRA Paper, University Library of Munich, Germany, number 41362, Sep.
• Francq, Christian & Wintenberger, Olivier & Zakoian, Jean-Michel, 2012, "Garch models without positivity constraints: exponential or log garch?," MPRA Paper, University Library of Munich, Germany, number 41373, Sep.
• Moayedi, Vafa, 2012, "Detecting Islamic Calendar Effects on U.S. Meat Consumption: Is the Muslim Population Larger than Widely Assumed?," MPRA Paper, University Library of Munich, Germany, number 41554, Mar.
• Chang, Chia-Lin & Chang, Jui-Chuan Della & Huang, Yi-Wei, 2012, "Dynamic Price Integration in the Global Gold Market," MPRA Paper, University Library of Munich, Germany, number 41627, Sep.
• Francq, Christian & Meintanis, Simos, 2012, "Fourier--type estimation of the power garch model with stable--paretian innovations," MPRA Paper, University Library of Munich, Germany, number 41667, Oct.
• Francq, Christian & Zakoian, Jean-Michel, 2012, "Risk-parameter estimation in volatility models," MPRA Paper, University Library of Munich, Germany, number 41713, Oct.
• Halicioglu, Ferda, 2012, "Balance-of-Payments Constrained Growth: the Case of Turkey," MPRA Paper, University Library of Munich, Germany, number 41791.
• 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 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 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 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.