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

• 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).
• Onatski, Alexei & Uhlig, Harald, 2012, "Unit Roots In White Noise," Econometric Theory, Cambridge University Press, volume 28, issue 3, pages 485-508, June.
• Shi, Xiaoxia & Phillips, Peter C.B., 2012, "Nonlinear Cointegrating Regression Under Weak Identification," Econometric Theory, Cambridge University Press, volume 28, issue 3, pages 509-547, June.
• Johansen, Søren & Ørregaard Nielsen, Morten, 2012, "A Necessary Moment Condition For The Fractional Functional Central Limit Theorem," Econometric Theory, Cambridge University Press, volume 28, issue 3, pages 671-679, June.
• Gorodnichenko, Yuriy & Mikusheva, Anna & Ng, Serena, 2012, "Estimators For Persistent And Possibly Nonstationary Data With Classical Properties," Econometric Theory, Cambridge University Press, volume 28, issue 5, pages 1003-1036, October.
• Li, Degui & Lu, Zudi & Linton, Oliver, 2012, "Local Linear Fitting Under Near Epoch Dependence: Uniform Consistency With Convergence Rates," Econometric Theory, Cambridge University Press, volume 28, issue 5, pages 935-958, October.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1842, Jan.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012, "Testing for Multiple Bubbles," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1843, Jan.
• Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1844, Jan.
• Peter C.B. Phillips & Ji Hyung Lee, 2012, "VARs with Mixed Roots Near Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1845, Jan.
• Peter C.B. Phillips & Zhipeng Liao, 2012, "Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1871, Sep.
• Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012, "Non-linearity Induced Weak Instrumentation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1872, Sep.
• Zhipeng Liao & Peter C.B. Phillips, 2012, "Automated Estimation of Vector Error Correction Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1873, Sep.
• Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012, "Nonparametric Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1878, Sep.
• Peter C.B. Phillips, 2012, "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1879, Sep.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida, 2012, "Testing the Marshall-Lerner Condition in Kenya," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1247.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence in Youth Unemployment," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1248.
• Westerlund, Joakim & Narayan, Paresh, 2012, "Does the choice of estimator matter when forecasting returns?," Working Papers, Deakin University, Department of Economics, number fe_2012_01, Jan, DOI: 10.1016/j.jbankfin.2012.06.005.
• Hayat, Aziz & Ganiev, Bahodir & Tang, Xueli, 2012, "Expectations of future income and real exchange rate movements," Working Papers, Deakin University, Department of Economics, number fe_2012_05, Mar, DOI: 10.1016/j.jbankfin.2012.12.002.
• Anna Creti & Marc Joëts & Valérie Mignon, 2012, "On the links between stock and commodity markets' volatility," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-42.
• Bill Russell & Rosen Azad Chowdhury, 2012, "Estimating United States Phillips Curves With Expectations Consistent With The Statistical Process Of Inflation," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 265, Apr.
• Rosen Azad Chowdhury & Bill Russell, 2012, "The Difference, System and ‘Double-D’ GMM Panel Estimators in the Presence of Structural Breaks," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 268, Jun.
• Hassan B. GHASSAN & Hassan R. ALHAJHOJ, 2012, "Bound Cointegration Test on Private Investment’s Equation: Evidence from Saudi Economy," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 1.
• Muhammad SHAHBAZ & Smile DUBE, 2012, "Revisiting the Relationship between Coal Consumption and Economic Growth: Cointegration and Causality Analysis in Pakistan," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 1.
• Muhammad AFZAl, 2012, "Do Structural Transformation And Trade Liberalisation Cause Economic Growth In Pakistan?," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 1.
• Issa ALI & Reetu VERMA, 2012, "Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 1.
• Filiz OZKAN, & Ömer OZKAN, & Huseyin Serdar KUYUK, 2012, "Energy Production And Economic Growth: Empirical Evidence From Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 2.
• Cristina Conflitti & Christine De Mol & Domenico Giannone, 2012, "Optimal Combination of Survey Forecasts," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-023, Aug.
• Jonathan H. Wright, 2012, "What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?," Economic Journal, Royal Economic Society, volume 122, issue 564, pages 447-466, November.
• Chen, Fei & Diebold, Francis X. & Schorfheide, Frank, 2012, "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 12-09, May.
• Michael Jansson & Morten Ørregaard Nielsen, 2012, "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," Econometrica, Econometric Society, volume 80, issue 5, pages 2321-2332, September, DOI: ECTA10306.
• Solarin Sakiru Adebola & Jauhari Dahalan, 2012, "Capital Mobility: An Application of Savings-Investment Link for Tunisia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 1, pages 1-11.
• Taylan Taner Dogan, 2012, "Macroeconomic Variables and Unemployment: The Case of Turkey," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 1, pages 71-78.
• Seyyed Ali Paytakhti Oskooe, 2012, "Nonlinear Adjustment of Emerging Stock Market Returns: Symmetrical or Asymmetrical," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 2, pages 179-183.
• Hakan Kum, 2012, "The Impact of Structural Break(s) on the Validity of Purchasing Power Parity in Turkey: Evidence from Zivot-Andrews and Lagrange Multiplier Unit Root Tests," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 3, pages 241-245.
• Sahbi FARHANI, 2012, "Tests of Parameters Instability: Theoretical Study and Empirical Analysis on Two Types of Models (ARMA Model and Market Model)," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 3, pages 246-266.
• Yen-Hsien Lee & Fang Hao, 2012, "Oil and S&P 500 Markets: Evidence from the Nonlinear Model," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 3, pages 272-280.
• Gamze VURAL & Ahmet G khan S KMEN & Emin H seyin CETENAK, 2012, "Affects of Working Capital Management on Firm's Performance: Evidence from Turkey," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 4, pages 488-495.
• zcan Karahan & Olcay olak, 2012, "Does Uncovered Interest Rate Parity Hold in Turkey?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 4, pages 386-394.
• Brima Ibrahim Baimba Kargbo & Adegbemi Festus O. Egwaikhide, 2012, "Tax Elasticity in Sierra Leone: A Time Series Approach," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 4, pages 432-447.
• Olusegun A. Omisakin & Abimbola M. Oyinlola & Oluwatosin A. Adeniyi, 2012, "Modeling Gasoline Demand with Structural Breaks:New Evidence from Nigeria," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 2, issue 1, pages 1-9.
• Hamidreza Mostafaei & Leila Sakhabakhsh, 2012, "Using SARFIMA Model to Study and Predict the Iran s Oil Supply," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 2, issue 1, pages 41-49.
• Sahbi FARHANI, 2012, "Impact of Oil Price Increases on U.S. Economic Growth:Causality Analysis and Study of the Weakening Effects in Relationship," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 2, issue 3, pages 108-122.
• Afees A. Salisu & Ismail O. Fasanya, 2012, "Comparative Performance of Volatility Models for Oil Price," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 2, issue 3, pages 167-183.
• Russell, Bill & Chowdhury, Rosen Azad, 2012, "Estimating United States Phillips Curves With Expectations Consistent With The Statistical Process Of Inflation," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-13.
• Chowdhury, Rosen Azad & Russell, Bill, 2012, "The Difference, System and ‘Double-D’ GMM Panel Estimators in the Presence of Structural Breaks," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-48.
• Emilio Congregado & Vicente Esteve & Antonio A. Golpe, 2012, "Job Creation and the Self-employed Firm Size: evidence from Spain," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1202, Feb.
• Mariam Camarero & Estrella Gómez & Cecilio Tamarit, 2012, "The euro impact on trade. Long run evidence with structural breaks," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1209, May.
• Mariam Camarero & Andrés J. Picazo-Tadeo & Cecilio Tamarit, 2012, "Are the determinants of CO2 emissions converging among OECD countries?," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1215, Oct.
• Gerlach, Stefan & Tillmann, Peter, 2012, "Inflation targeting and inflation persistence in Asia–Pacific," Journal of Asian Economics, Elsevier, volume 23, issue 4, pages 360-373, DOI: 10.1016/j.asieco.2012.03.002.
• Narayan, Seema & Narayan, Paresh Kumar, 2012, "Do US macroeconomic conditions affect Asian stock markets?," Journal of Asian Economics, Elsevier, volume 23, issue 6, pages 669-679, DOI: 10.1016/j.asieco.2012.05.001.
• Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012, "Is the Chinese stock market really inefficient?," China Economic Review, Elsevier, volume 23, issue 1, pages 122-137, DOI: 10.1016/j.chieco.2011.08.003.
• Zhang, Chengsi & Murasawa, Yasutomo, 2012, "Multivariate model-based gap measures and a new Phillips curve for China," China Economic Review, Elsevier, volume 23, issue 1, pages 60-70, DOI: 10.1016/j.chieco.2011.07.014.
• Alexeev, Vitali & Maynard, Alex, 2012, "Localized level crossing random walk test robust to the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3322-3344, DOI: 10.1016/j.csda.2010.06.026.
• Bauwens, Luc & Rombouts, Jeroen V.K., 2012, "On marginal likelihood computation in change-point models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3415-3429, DOI: 10.1016/j.csda.2010.06.025.
• Caporin, Massimiliano & Preś, Juliusz, 2012, "Modelling and forecasting wind speed intensity for weather risk management," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3459-3476, DOI: 10.1016/j.csda.2010.06.019.
• Kiviet, Jan F. & Phillips, Garry D.A., 2012, "Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3705-3729, DOI: 10.1016/j.csda.2010.07.013.
• Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C., 2012, "Modelling and forecasting noisy realized volatility," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 1, pages 217-230, January.
• Boubacar Mainassara, Y. & Carbon, M. & Francq, C., 2012, "Computing and estimating information matrices of weak ARMA models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 2, pages 345-361, DOI: 10.1016/j.csda.2011.07.006.
• Artiach, Miguel & Arteche, Josu, 2012, "Doubly fractional models for dynamic heteroscedastic cycles," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 6, pages 2139-2158, DOI: 10.1016/j.csda.2011.10.018.
• Amara, Jomana, 2012, "Implications of military stabilization efforts on economic development and security: The case of Iraq," Journal of Development Economics, Elsevier, volume 99, issue 2, pages 244-254, DOI: 10.1016/j.jdeveco.2012.02.001.
• Lof, Matthijs, 2012, "Heterogeneity in stock prices: A STAR model with multivariate transition function," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 12, pages 1845-1854, DOI: 10.1016/j.jedc.2012.06.006.
• Ramaprasad Bhar & Girijasankar Mallik, 2012, "Components of Inflation Uncertainty and Interest Rates: Evidence from Australia and New Zealand," Economic Analysis and Policy, Elsevier, volume 42, issue 1, pages 39-49, March.
• Elsadig Musa Ahmed, 2012, "Green TFP Intensity Impact on Sustainable East Asian Productivity Growth (Elsadig Musa Ahmed)," Economic Analysis and Policy, Elsevier, volume 42, issue 1, pages 67-78, March.
• Huang, Yu-Lieh, 2012, "Measuring business cycles: A temporal disaggregation model with regime switching," Economic Modelling, Elsevier, volume 29, issue 2, pages 283-290, DOI: 10.1016/j.econmod.2011.10.008.
• Yoon, Gawon, 2012, "Some properties of periodically collapsing bubbles," Economic Modelling, Elsevier, volume 29, issue 2, pages 299-302, DOI: 10.1016/j.econmod.2011.10.007.
• Narayan, Paresh Kumar & Popp, Stephan, 2012, "The energy consumption-real GDP nexus revisited: Empirical evidence from 93 countries," Economic Modelling, Elsevier, volume 29, issue 2, pages 303-308, DOI: 10.1016/j.econmod.2011.10.016.
• Camarero, Mariam & Ordóñez, Javier, 2012, "Nonlinear adjustment in the real dollar–euro exchange rate: The role of the productivity differential as a fundamental," Economic Modelling, Elsevier, volume 29, issue 2, pages 444-449, DOI: 10.1016/j.econmod.2011.12.005.
• Tas, Bedri Kamil Onur & Togay, Selahattin, 2012, "A direct test of the endogeneity of money: Implications for Gulf Cooperation Council (GCC) countries," Economic Modelling, Elsevier, volume 29, issue 3, pages 577-585, DOI: 10.1016/j.econmod.2011.12.015.
• Kanas, Angelos, 2012, "Modelling the risk–return relation for the S&P 100: The role of VIX," Economic Modelling, Elsevier, volume 29, issue 3, pages 795-809, DOI: 10.1016/j.econmod.2011.10.010.
• Lau, Chi Keung Marco & Suvankulov, Farrukh & Su, Yongyang & Chau, Frankie, 2012, "Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test," Economic Modelling, Elsevier, volume 29, issue 3, pages 810-816, DOI: 10.1016/j.econmod.2011.08.006.
• Gupta, Rangan & Modise, Mampho P., 2012, "South African stock return predictability in the context data mining: The role of financial variables and international stock returns," Economic Modelling, Elsevier, volume 29, issue 3, pages 908-916, DOI: 10.1016/j.econmod.2011.12.013.
• Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2012, "Comovements among U.S. state housing prices: Evidence from fractional cointegration," Economic Modelling, Elsevier, volume 29, issue 3, pages 936-942, DOI: 10.1016/j.econmod.2012.02.006.
• Jawadi, Fredj & Khanniche, Sabrina, 2012, "Modeling hedge fund exposure to risk factors," Economic Modelling, Elsevier, volume 29, issue 4, pages 1003-1018, DOI: 10.1016/j.econmod.2012.02.003.
• Fukuda, Kosei, 2012, "Illustrating extraordinary shocks causing trend breaks," Economic Modelling, Elsevier, volume 29, issue 4, pages 1045-1052, DOI: 10.1016/j.econmod.2012.03.022.
• Katrakilidis, Constantinos & Trachanas, Emmanouil, 2012, "What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration," Economic Modelling, Elsevier, volume 29, issue 4, pages 1064-1069, DOI: 10.1016/j.econmod.2012.03.029.
• Yoon, Gawon, 2012, "Explosive U.S. budget deficit," Economic Modelling, Elsevier, volume 29, issue 4, pages 1076-1080, DOI: 10.1016/j.econmod.2012.03.028.
• Casadio, Paolo & Paradiso, Antonio & Rao, B. Bhaskara, 2012, "Estimates of the steady state growth rates for some European countries," Economic Modelling, Elsevier, volume 29, issue 4, pages 1119-1125, DOI: 10.1016/j.econmod.2012.03.018.
• Bilgili, Faik & Tülüce, Nadide Sevil Halıcı & Doğan, İbrahim, 2012, "The determinants of FDI in Turkey: A Markov Regime-Switching approach," Economic Modelling, Elsevier, volume 29, issue 4, pages 1161-1169, DOI: 10.1016/j.econmod.2012.04.009.
• Meller, Barbara & Nautz, Dieter, 2012, "Inflation persistence in the Euro area before and after the European Monetary Union," Economic Modelling, Elsevier, volume 29, issue 4, pages 1170-1176, DOI: 10.1016/j.econmod.2012.03.016.
• Ibarra, Raul, 2012, "Do disaggregated CPI data improve the accuracy of inflation forecasts?," Economic Modelling, Elsevier, volume 29, issue 4, pages 1305-1313, DOI: 10.1016/j.econmod.2012.04.017.
• Benhmad, François, 2012, "Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach," Economic Modelling, Elsevier, volume 29, issue 4, pages 1505-1514, DOI: 10.1016/j.econmod.2012.01.003.
• Wang, Kuan-Min, 2012, "Modelling the nonlinear relationship between CO2 emissions from oil and economic growth," Economic Modelling, Elsevier, volume 29, issue 5, pages 1537-1547, DOI: 10.1016/j.econmod.2012.05.001.
• Xu, Weijun & Sun, Qi & Xiao, Weilin, 2012, "A new energy model to capture the behavior of energy price processes," Economic Modelling, Elsevier, volume 29, issue 5, pages 1585-1591, DOI: 10.1016/j.econmod.2012.05.009.
• Akhmedjonov, Alisher & Lau, Chi Keung, 2012, "Do energy prices converge across Russian regions?," Economic Modelling, Elsevier, volume 29, issue 5, pages 1623-1631, DOI: 10.1016/j.econmod.2012.05.023.
• Halicioglu, Ferda & Andrés, Antonio R. & Yamamura, Eiji, 2012, "Modeling crime in Japan," Economic Modelling, Elsevier, volume 29, issue 5, pages 1640-1645, DOI: 10.1016/j.econmod.2012.05.026.
• Bouchouicha, Ranoua & Ftiti, Zied, 2012, "Real estate markets and the macroeconomy: A dynamic coherence framework," Economic Modelling, Elsevier, volume 29, issue 5, pages 1820-1829, DOI: 10.1016/j.econmod.2012.05.034.
• Paradiso, Antonio & Casadio, Paolo & Rao, B. Bhaskara, 2012, "US inflation and consumption: A long-term perspective with a level shift," Economic Modelling, Elsevier, volume 29, issue 5, pages 1837-1849, DOI: 10.1016/j.econmod.2012.05.037.
• Kim, Hyeongwoo & Moh, Young-Kyu, 2012, "Examining the evidence of purchasing power parity by recursive mean adjustment," Economic Modelling, Elsevier, volume 29, issue 5, pages 1850-1857, DOI: 10.1016/j.econmod.2012.05.008.
• Haughton, Andre Yone & Iglesias, Emma M., 2012, "Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia," Economic Modelling, Elsevier, volume 29, issue 6, pages 2071-2089, DOI: 10.1016/j.econmod.2012.06.034.
• Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel, 2012, "Structural breaks and GARCH models of stock return volatility: The case of South Africa," Economic Modelling, Elsevier, volume 29, issue 6, pages 2435-2443, DOI: 10.1016/j.econmod.2012.06.038.
• Baillie, Richard T. & Morana, Claudio, 2012, "Adaptive ARFIMA models with applications to inflation," Economic Modelling, Elsevier, volume 29, issue 6, pages 2451-2459, DOI: 10.1016/j.econmod.2012.07.011.
• Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese, 2012, "Futures basis, inventory and commodity price volatility: An empirical analysis," Economic Modelling, Elsevier, volume 29, issue 6, pages 2651-2663, DOI: 10.1016/j.econmod.2012.07.016.
• Su, Chi-Wei & Chang, Hsu-Ling & Liu, Lin, 2012, "Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries," Economic Modelling, Elsevier, volume 29, issue 6, pages 2719-2723, DOI: 10.1016/j.econmod.2012.06.017.
• Mandler, Martin, 2012, "Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 2, pages 228-245, DOI: 10.1016/j.najef.2012.01.003.
• Iriarte-Goñi, Iñaki & Ayuda, María-Isabel, 2012, "Not only subterranean forests: Wood consumption and economic development in Britain (1850–1938)," Ecological Economics, Elsevier, volume 77, issue C, pages 176-184, DOI: 10.1016/j.ecolecon.2012.02.029.
• Piroli, Giuseppe & Ciaian, Pavel & Kancs, d'Artis, 2012, "Land use change impacts of biofuels: Near-VAR evidence from the US," Ecological Economics, Elsevier, volume 84, issue C, pages 98-109, DOI: 10.1016/j.ecolecon.2012.09.007.
• Krämer, Walter & Tameze, Baudouin & Christou, Konstantinos, 2012, "On the origin of high persistence in GARCH-models," Economics Letters, Elsevier, volume 114, issue 1, pages 72-75, DOI: 10.1016/j.econlet.2011.09.012.
• Carnero, M. Angeles & Peña, Daniel & Ruiz, Esther, 2012, "Estimating GARCH volatility in the presence of outliers," Economics Letters, Elsevier, volume 114, issue 1, pages 86-90, DOI: 10.1016/j.econlet.2011.09.023.
• Kruse, Robinson & Sibbertsen, Philipp, 2012, "Long memory and changing persistence," Economics Letters, Elsevier, volume 114, issue 3, pages 268-272, DOI: 10.1016/j.econlet.2011.10.026.
• Caraiani, Petre, 2012, "Nonlinear dynamics in CEE stock markets indices," Economics Letters, Elsevier, volume 114, issue 3, pages 329-331, DOI: 10.1016/j.econlet.2011.11.010.
• Bibi, Abdelouahab & Lescheb, Ines, 2012, "On general periodic time-varying bilinear processes," Economics Letters, Elsevier, volume 114, issue 3, pages 353-357, DOI: 10.1016/j.econlet.2011.11.013.
• Yoon, Gawon, 2012, "War and peace: Explosive U.S. public debt, 1791–2009," Economics Letters, Elsevier, volume 115, issue 1, pages 1-3, DOI: 10.1016/j.econlet.2011.11.020.
• Fallahi, Firouz, 2012, "The stationarity of consumption–income ratios: Evidence from bootstrapping confidence intervals," Economics Letters, Elsevier, volume 115, issue 1, pages 137-140, DOI: 10.1016/j.econlet.2011.12.023.
• Shepherd, Ben, 2012, "When are adaptive expectations rational? A generalization," Economics Letters, Elsevier, volume 115, issue 1, pages 4-6, DOI: 10.1016/j.econlet.2011.11.017.
• Shin, Dong Wan & Park, Sangun, 2012, "Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies," Economics Letters, Elsevier, volume 115, issue 3, pages 334-337, DOI: 10.1016/j.econlet.2011.12.113.
• Lanne, Markku & Luoto, Jani, 2012, "Has US inflation really become harder to forecast?," Economics Letters, Elsevier, volume 115, issue 3, pages 383-386, DOI: 10.1016/j.econlet.2011.12.088.
• Webel, Karsten, 2012, "Chaos in German stock returns — New evidence from the 0–1 test," Economics Letters, Elsevier, volume 115, issue 3, pages 487-489, DOI: 10.1016/j.econlet.2011.12.110.
• Kvedaras, Virmantas & Zemlys, Vaidotas, 2012, "Testing the functional constraints on parameters in regressions with variables of different frequency," Economics Letters, Elsevier, volume 116, issue 2, pages 250-254, DOI: 10.1016/j.econlet.2012.03.009.
• Coleman, Simeon & Sirichand, Kavita, 2012, "Fractional integration and the volatility of UK interest rates," Economics Letters, Elsevier, volume 116, issue 3, pages 381-384, DOI: 10.1016/j.econlet.2012.04.015.
• Wada, Tatsuma, 2012, "On the correlations of trend–cycle errors," Economics Letters, Elsevier, volume 116, issue 3, pages 396-400, DOI: 10.1016/j.econlet.2012.04.028.
• Chong, Terence T.L. & Lu, Chenxi & Chan, Wing Hong, 2012, "Long-range dependence in the international diamond market," Economics Letters, Elsevier, volume 116, issue 3, pages 401-403, DOI: 10.1016/j.econlet.2012.04.011.
• Dergiades, Theologos, 2012, "Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy," Economics Letters, Elsevier, volume 116, issue 3, pages 404-407, DOI: 10.1016/j.econlet.2012.04.018.
• Gustavsson, Magnus & Österholm, Pär, 2012, "Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data," Economics Letters, Elsevier, volume 116, issue 3, pages 408-410, DOI: 10.1016/j.econlet.2012.04.020.
• Hassler, Uwe, 2012, "Impulse responses of antipersistent processes," Economics Letters, Elsevier, volume 116, issue 3, pages 454-456, DOI: 10.1016/j.econlet.2012.04.023.
• Lu, Cuicui & Schmidt, Peter, 2012, "Conditions for the numerical equality of the OLS, GLS and Amemiya–Cragg estimators," Economics Letters, Elsevier, volume 116, issue 3, pages 538-540, DOI: 10.1016/j.econlet.2012.01.015.
• Lee, Hyejin & Meng, Ming & Lee, Junsoo, 2012, "Performance of nonlinear instrumental variable unit root tests using recursive detrending methods," Economics Letters, Elsevier, volume 117, issue 1, pages 214-216, DOI: 10.1016/j.econlet.2012.05.006.
• Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012, "On tests for linearity against STAR models with deterministic trends," Economics Letters, Elsevier, volume 117, issue 1, pages 268-271, DOI: 10.1016/j.econlet.2012.05.025.
• Harvey, David I. & Leybourne, Stephen J., 2012, "An infimum coefficient unit root test allowing for an unknown break in trend," Economics Letters, Elsevier, volume 117, issue 1, pages 298-302, DOI: 10.1016/j.econlet.2012.05.023.
• Wang, David Han-Min & Yu, Tiffany Hui-Kuang & Hu, Heng-Chang, 2012, "On the asymmetric relationship between the size of the underground economy and the change in effective tax rate in Taiwan," Economics Letters, Elsevier, volume 117, issue 1, pages 340-343, DOI: 10.1016/j.econlet.2012.04.041.
• Emre Alper, C. & Fendoglu, Salih & Saltoglu, Burak, 2012, "MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets," Economics Letters, Elsevier, volume 117, issue 2, pages 528-532, DOI: 10.1016/j.econlet.2012.05.037.
• Su, Jen-Je & Amsler, Christine & Schmidt, Peter, 2012, "A note on the size of the KPSS unit root test," Economics Letters, Elsevier, volume 117, issue 3, pages 697-699, DOI: 10.1016/j.econlet.2012.08.019.
• Costantini, Mauro & Gutierrez, Luciano, 2012, "Bootstrap innovational outlier unit root tests in dependent panels," Economics Letters, Elsevier, volume 117, issue 3, pages 817-819, DOI: 10.1016/j.econlet.2011.11.046.
• Massacci, Daniele, 2012, "A simple test for linearity against exponential smooth transition models with endogenous variables," Economics Letters, Elsevier, volume 117, issue 3, pages 851-856, DOI: 10.1016/j.econlet.2012.09.002.
• Kejriwal, Mohitosh & Perron, Pierre, 2012, "A note on estimating a structural change in persistence," Economics Letters, Elsevier, volume 117, issue 3, pages 932-935, DOI: 10.1016/j.econlet.2012.07.020.
• Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2012, "Unit root testing under a local break in trend," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 140-167, DOI: 10.1016/j.jeconom.2011.10.006.
• Li, Dong & Ling, Shiqing, 2012, "On the least squares estimation of multiple-regime threshold autoregressive models," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 240-253, DOI: 10.1016/j.jeconom.2011.11.006.
• Han, Heejoon & Park, Joon Y., 2012, "ARCH/GARCH with persistent covariate: Asymptotic theory of MLE," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 95-112, DOI: 10.1016/j.jeconom.2011.10.004.
• Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae, 2012, "Testing for non-nested conditional moment restrictions using unconditional empirical likelihood," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 370-382, DOI: 10.1016/j.jeconom.2011.09.022.
• Park, Joon Y. & Qian, Junhui, 2012, "Functional regression of continuous state distributions," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 397-412, DOI: 10.1016/j.jeconom.2011.09.024.
• Cai, Zongwu & Xiao, Zhijie, 2012, "Semiparametric quantile regression estimation in dynamic models with partially varying coefficients," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 413-425, DOI: 10.1016/j.jeconom.2011.09.025.
• Frederiksen, Per & Nielsen, Frank S. & Nielsen, Morten Ørregaard, 2012, "Local polynomial Whittle estimation of perturbed fractional processes," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 426-447, DOI: 10.1016/j.jeconom.2011.09.026.
• Kim, Chang Sik & Kim, In-Moo, 2012, "Partial parametric estimation for nonstationary nonlinear regressions," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 448-457, DOI: 10.1016/j.jeconom.2011.09.027.
• Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M., 2012, "Semiparametric inference in a GARCH-in-mean model," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 458-472, DOI: 10.1016/j.jeconom.2011.09.028.
• Chang, Yoosoon & Nguyen, Chi Mai, 2012, "Residual based tests for cointegration in dependent panels," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 504-520, DOI: 10.1016/j.jeconom.2011.09.032.
• Aït-Sahalia, Yacine & Jacod, Jean & Li, Jia, 2012, "Testing for jumps in noisy high frequency data," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 207-222, DOI: 10.1016/j.jeconom.2011.12.004.
• Kasparis, Ioannis & Phillips, Peter C.B., 2012, "Dynamic misspecification in nonparametric cointegrating regression," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 270-284, DOI: 10.1016/j.jeconom.2012.01.037.
• Aue, Alexander & Horváth, Lajos & Hušková, Marie, 2012, "Segmenting mean-nonstationary time series via trending regressions," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 367-381, DOI: 10.1016/j.jeconom.2012.02.003.
• Yu, Jun, 2012, "Bias in the estimation of the mean reversion parameter in continuous time models," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 114-122, DOI: 10.1016/j.jeconom.2012.01.004.
• Park, Joon Y. & Whang, Yoon-Jae, 2012, "Random walk or chaos: A formal test on the Lyapunov exponent," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 61-74, DOI: 10.1016/j.jeconom.2012.01.012.
• Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012, "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 75-93, DOI: 10.1016/j.jeconom.2012.01.011.
• Cheng, Xu & Phillips, Peter C.B., 2012, "Cointegrating rank selection in models with time-varying variance," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 155-165, DOI: 10.1016/j.jeconom.2012.01.022.
• Giraitis, Liudas & Phillips, Peter C.B., 2012, "Mean and autocovariance function estimation near the boundary of stationarity," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 166-178, DOI: 10.1016/j.jeconom.2012.01.020.
• Magdalinos, Tassos, 2012, "Mildly explosive autoregression under weak and strong dependence," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 179-187, DOI: 10.1016/j.jeconom.2012.01.024.
• Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2012, "Testing for unit roots in the presence of uncertainty over both the trend and initial condition," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 188-195, DOI: 10.1016/j.jeconom.2012.01.018.