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

2011

• Egger, Peter & Dorn, Sabrina, 2011, "On the Distribution of Exchange Rate Regime Treatment Effects on International Trade," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8654, Nov.
• Christian Schluter & Mark Trede, 2011, "Estimating Continuous-Time Income Models," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1811, Jan.
• Frédérique BEC & Othman BOUABDALLAH & Laurent FERRARA, 2011, "The Possible Shapes of Recoveries in Markov-Switching Models," Working Papers, Center for Research in Economics and Statistics, number 2011-02.
• Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011, "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers, Center for Research in Economics and Statistics, number 2011-05.
• Berenguer Rico, Vanessa & Gonzalo, Jesús, 2011, "Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1115, Jun.
• Feunou, Bruno & Fontaine, Jean-Sébastien & Taamouti, Abderrahim & Tédongap, Roméo, 2011, "Risk premium, variance premium and the maturity structure of uncertainty," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1144, Nov.
• Kapar, B. & Olmo, J., 2011, "The determinants of credit default swap spreads in the presence of structural breaks and counterparty risk," Working Papers, Department of Economics, City St George's, University of London, number 11/02.
• Otsu, Taisuke & Whang, Yoon-Jae, 2011, "Testing For Nonnested Conditional Moment Restrictions Via Conditional Empirical Likelihood," Econometric Theory, Cambridge University Press, volume 27, issue 1, pages 114-153, February.
• de Jong, Robert M. & Woutersen, Tiemen, 2011, "Dynamic Time Series Binary Choice," Econometric Theory, Cambridge University Press, volume 27, issue 4, pages 673-702, August.
• Cavaliere, Giuseppe & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2011, "Testing For Unit Roots In The Presence Of A Possible Break In Trend And Nonstationary Volatility," Econometric Theory, Cambridge University Press, volume 27, issue 5, pages 957-991, October.
• Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2011, "Uniform Asymptotic Normality In Stationary And Unit Root Autoregression," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1117-1151, December.
• Meitz, Mika & Saikkonen, Pentti, 2011, "Parameter Estimation In Nonlinear Ar–Garch Models," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1236-1278, December.
• Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011, "Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1320-1368, December.
• Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011, "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 5, pages 1493-1520, October.
• Thompson, Gary M. & Mutkoski, Stephen A., 2011, "Reconsidering the 1855 Bordeaux Classification of the Médoc and Graves using Wine Ratings from 1970–2005," Journal of Wine Economics, Cambridge University Press, volume 6, issue 1, pages 15-36, January.
• Kruse, Robinson, 2011, "On European monetary integration and the persistence of real effective exchange rates," Finance Research Letters, Elsevier, volume 8, issue 1, pages 45-50, March.
• Proietti, Tommaso, 2011, "Direct and iterated multistep AR methods for difference stationary processes," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 266-280, DOI: 10.1016/j.ijforecast.2010.05.014.
• Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011, "The tourism forecasting competition," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 822-844, DOI: 10.1016/j.ijforecast.2010.04.009.
• Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011, "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 887-901, DOI: 10.1016/j.ijforecast.2010.02.014.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011, "How accurate are government forecasts of economic fundamentals? The case of Taiwan," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1066-1075, October.
• Proietti, Tommaso, 2011, "Direct and iterated multistep AR methods for difference stationary processes," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 266-280, April.
• Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011, "The tourism forecasting competition," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 822-844, July.
• Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011, "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 887-901, July.
• Cho, Jaeho & Yoo, Byoung Hark, 2011, "The Korean stock market volatility during the currency crisis and the credit crisis," Japan and the World Economy, Elsevier, volume 23, issue 4, pages 246-252, DOI: 10.1016/j.japwor.2011.09.003.
• Chang, Tsangyao & Lee, Chia-Hao & Chou, Pei-I & Tang, Dai-Piao, 2011, "Revisiting long-run purchasing power parity with asymmetric adjustment for G-7 countries," Japan and the World Economy, Elsevier, volume 23, issue 4, pages 259-264, DOI: 10.1016/j.japwor.2011.09.001.
• Coudert, Virginie & Couharde, Cécile & Mignon, Valérie, 2011, "Exchange rate volatility across financial crises," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 3010-3018, November.
• Harris, Richard D.F. & Stoja, Evarist & Yilmaz, Fatih, 2011, "A cyclical model of exchange rate volatility," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 3055-3064, November.
• Cartea, Álvaro & Karyampas, Dimitrios, 2011, "Volatility and covariation of financial assets: A high-frequency analysis," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3319-3334, DOI: 10.1016/j.jbankfin.2011.05.012.
• Al-Anaswah, Nael & Wilfling, Bernd, 2011, "Identification of speculative bubbles using state-space models with Markov-switching," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1073-1086, May.
• Rangel, José Gonzalo, 2011, "Macroeconomic news, announcements, and stock market jump intensity dynamics," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1263-1276, May.
• Rombouts, Jeroen V.K. & Stentoft, Lars, 2011, "Multivariate option pricing with time varying volatility and correlations," Journal of Banking & Finance, Elsevier, volume 35, issue 9, pages 2267-2281, September.
• Guillotreau, Patrice & Jiménez-Toribio, Ramón, 2011, "The price effect of expanding fish auction markets," Journal of Economic Behavior & Organization, Elsevier, volume 79, issue 3, pages 211-225, August.
• Boguth, Oliver & Carlson, Murray & Fisher, Adlai & Simutin, Mikhail, 2011, "Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas," Journal of Financial Economics, Elsevier, volume 102, issue 2, pages 363-389, DOI: 10.1016/j.jfineco.2011.06.002.
• Ciaian, Pavel & Kancs, d'Artis, 2011, "Food, energy and environment: Is bioenergy the missing link?," Food Policy, Elsevier, volume 36, issue 5, pages 571-580, October.
• Belot, Michèle & James, Jonathan, 2011, "Healthy school meals and educational outcomes," Journal of Health Economics, Elsevier, volume 30, issue 3, pages 489-504, May.
• de Mello, Luiz & Moccero, Diego, 2011, "Monetary policy and macroeconomic stability in Latin America: The cases of Brazil, Chile, Colombia and Mexico," Journal of International Money and Finance, Elsevier, volume 30, issue 1, pages 229-245, February.
• Ahmad, Yamin & Craighead, William D., 2011, "Temporal aggregation and purchasing power parity persistence," Journal of International Money and Finance, Elsevier, volume 30, issue 5, pages 817-830, September.
• Nautz, Dieter & Scheithauer, Jan, 2011, "Monetary policy implementation and overnight rate persistence," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1375-1386, DOI: 10.1016/j.jimonfin.2011.07.005.
• Chan, Kenneth S. & Dang, Vinh Q.T. & Lai, Jennifer T. & Yan, Isabel K.M., 2011, "Regional capital mobility in China: 1978–2006," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1506-1515, DOI: 10.1016/j.jimonfin.2011.08.001.
• Russell, Bill, 2011, "Non-stationary inflation and panel estimates of United States short and long-run Phillips curves," Journal of Macroeconomics, Elsevier, volume 33, issue 3, pages 406-419, September.
• Aguiar-Conraria, LuI´s & Joana Soares, Maria, 2011, "Business cycle synchronization and the Euro: A wavelet analysis," Journal of Macroeconomics, Elsevier, volume 33, issue 3, pages 477-489, September.
• Demiralp, Berna & Gantt, Bonnie B. & Selover, David D., 2011, "Modeling unemployment as an inventory: A multicointegration approach," Journal of Macroeconomics, Elsevier, volume 33, issue 4, pages 724-737, DOI: 10.1016/j.jmacro.2011.06.005.
• Mishra, Ritesh Kumar & Sharma, Chandan, 2011, "India's demand for international reserve and monetary disequilibrium: Reserve adequacy under floating regime," Journal of Policy Modeling, Elsevier, volume 33, issue 6, pages 901-919, DOI: 10.1016/j.jpolmod.2011.03.005.
• Chang, Chia-Lin & Khamkaew, Thanchanok & McAleer, Michael & Tansuchat, Roengchai, 2011, "Modelling conditional correlations in the volatility of Asian rubber spot and futures returns," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 7, pages 1482-1490, DOI: 10.1016/j.matcom.2010.07.004.
• Hwang, Tsorng-Chyi & Chen, Meng-Gu & Chang, Chia-Lin, 2011, "Price stabilization in the Taiwan hog and broiler industries: Evidence from a STAR approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 82, issue 2, pages 213-219, DOI: 10.1016/j.matcom.2011.03.007.
• Kollias, Christos & Manou, Efthalia & Papadamou, Stephanos & Stagiannis, Apostolos, 2011, "Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market," European Journal of Political Economy, Elsevier, volume 27, issue S1, pages 64-77, DOI: 10.1016/j.ejpoleco.2011.05.002.
• Dimpfl, Thomas, 2011, "The impact of US news on the German stock market—An event study analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 389-398, DOI: 10.1016/j.qref.2011.07.005.
• Andrés, Antonio R. & Halicioglu, Ferda & Yamamura, Eiji, 2011, "Socio-economic determinants of suicide in Japan," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 40, issue 6, pages 723-731, DOI: 10.1016/j.socec.2011.08.002.
• Ghassen El Montasser, 2011, "The overall seasonal integration tests under non-stationary alternatives," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 54, issue 1, pages 24-38.
• Ghassen El Montasser, 2011, "The overall seasonal integration tests under non-stationary alternatives: A methodological note," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2011_06, Apr.
• Giuseppe Piroli & Pavel Ciaian & d'Artis Kancs, 2011, "Land Use Change Impacts of Biofuels: Near-VAR Evidence from the US," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2011_11, Aug.
• Prasad S Bhattacharya & Dimitrios D Thomakos, 2011, "Improving forecasting performance by window and model averaging," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-05, Mar.
• Emmanuel De Veirman & Ashley Dunstan, 2011, "Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-14, Jun.
• Guerrero de Lizardi, Carlos, 2011, "An EViews Program to Run a Monte Carlo Experiment: The Dickey-Fuller Distribution," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2011-01, revised .
• Linda Margarita Medina Herrera & Ernesto Pacheco Velázquez, 2011, "Comparando distancias en los mercados financieros mundiales," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 6, issue 2, pages 88-98.
• Harun UCAK & Ibrahim ARISOY, 2011, "Turkiye Ekonomisinde Verimlilik, Ihracat ve Ithalat Arasindaki Nedensellik Iliskisinin Analizi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 11, issue 4, pages 639-651.
• Jarocinski, Marek & Marcet, Albert, 2011, "Autoregressions in small samples, priors about observables and initial conditions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121711, Jul.
• Artis, Michael & Curran, Declan & Sensier, Marianne, 2011, "Investigating agglomeration economies in a panel of European cities and regions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 58459, Apr.
• Artiach Escauriaza, Miguel Manuel & Arteche González, Jesús María, 2011, "Doubly fractional models for dynamic heteroskedastic cycles," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Feb.
• Boriss Siliverstovs & Sule Akkoyunlu, 2011, "Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey," EcoMod2011, EcoMod, number 3139, Jul.
• Reza Habibi, 2011, "A Simple Estimate of VAR under Garch Modelling," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 14, issue 2, pages 127-136, Winter.
• Fabio C. Bagliano & Claudio Morana, 2011, "The Effects of the US Economic and Financial Crises on Euro Area Convergence," Chapters, Edward Elgar Publishing, chapter 7, in: Wim Meeusen, "The Economic Crisis and European Integration".
• Jürgen Kromphardt & Camille Logeay, 2011, "Flattening of the Phillips Curve: Estimations and consequences for economic policy," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 8, issue 1, pages 43-67.
• Noriega, Antonio E. & Ramos-Francia, Manuel & Rodríguez-Pérez, Cid Alonso, 2011, "Demanda por dinero en México (1986-2010)," El Trimestre Económico, Fondo de Cultura Económica, volume 78, issue 312, pages 699-749, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v78i.
• Bec Frederique & Othman Bouabdallah & Laurent Ferrara, 2011, "The possible shapes of recoveries in Markov-Switching models," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2011-02.
• Diep Duong & Norman R. Swanson, 2011, "Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps," Advances in Econometrics, Emerald Group Publishing Limited, "Missing Data Methods: Time-Series Methods and Applications", DOI: 10.1108/S0731-9053(2011)000027B006.
• WanChun Luo & Rui Liu, 2011, "Analysis of meat price volatility in China," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 3, issue 3, pages 402-411, September, DOI: 10.1108/17561371111165815.
• Beatriz Vaz de Melo Mendes & Cecília Aíube, 2011, "Copula based models for serial dependence," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 7, issue 1, pages 68-82, February, DOI: 10.1108/17439131111109008.
• Samih Azar, 2011, "Retesting the CCAPM Euler equations," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 7, issue 4, pages 324-346, September, DOI: 10.1108/17439131111166366.
• Chor Foon Tang, 2011, "An exploration of dynamic relationship between tourist arrivals, inflation, unemployment and crime rates in Malaysia," International Journal of Social Economics, Emerald Group Publishing Limited, volume 38, issue 1, pages 50-69, January, DOI: 10.1108/03068291111091963.
• Abbas Valadkhani & Majid Nameni, 2011, "How can Iran's black market exchange rate be managed?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 2, pages 186-202, May, DOI: 10.1108/01443581111128415.
• Seema Narayan & Paresh Kumar Narayan, 2011, "Are shocks to national income persistent? New global evidence," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 2, pages 218-230, May, DOI: 10.1108/01443581111128433.
• Saeid Mahdavi, 2011, "A re‐examination of Wagner's Law using US total state and local expenditure and its sub‐categories," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 4, pages 398-413, September, DOI: 10.1108/01443581111160860.
• Girijasankar Mallik & Ramprasad Bhar, 2011, "Has the link between inflation uncertainty and interest rates changed after inflation targeting?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 6, pages 620-636, November, DOI: 10.1108/01443581111177358.
• Yuqin Zhang & Abdol S. Soofi & Shouyang Wang, 2011, "Testing for nonlinearity of exchange rates: an information‐theoretic approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 6, pages 637-657, November, DOI: 10.1108/01443581111177367.
• Reetu Verma & Ali Salman Saleh, 2011, "Saving and investment in Saudi Arabia: an empirical analysis," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 28, issue 2, pages 136-148, June, DOI: 10.1108/10867371111137139.
• Chan, F. & McAleer, M.J. & Medeiros, M.C., 2011, "Structure and Asymptotic theory for Nonlinear Models with GARCH Errors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-79, Jan.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2011, "International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-04, Jan.
• Asai, M. & McAleer, M.J. & Medeiros, M., 2011, "Modelling and Forecasting Noisy Realized Volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-05, Jan.
• Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-11, Feb.
• Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J., 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-15, Apr.
• Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011, "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-22, Jun.
• Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J., 2011, "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-17, Jun.
• Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-27, Jul.
• Chang, C-L. & McAleer, M.J. & Lim, C., 2011, "Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-28, Jul.
• Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-29, Jul.
• de Bruijn, L.P. & Franses, Ph.H.B.F., 2011, "Evaluating the Rationality of Managers' Sales Forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-36, Nov.
• Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011, "The Rise and Fall of S&P500 Variance Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-37, Nov.
• Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2011, "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-28.
• Edgardo A. Ayala Gaytán & Joana C. Chapa Cantú & Juan D. Murguía Hernández, 2011, "Una reconsideración sobre la convergencia regional en México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 26, issue 2, pages 217-247.
• Víctor-Hugo Alcalá Ríos & Manuel Gómez Zaldívar & Daniel Ventosa-Santaulà ria, 2011, "Paradoja Feldstein-Horioka: el caso de México (1950-2007)," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 26, issue 2, pages 293-313.
• Rabindra Nepal & Tooraj Jamasb, 2011, "Market Integration, Efficiency, and Interconnectors: The Irish Single Electricity Market," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1121, Jul.
• Ibrahim Tutar & Aysit Tansel, 2011, "An Analysis of Political and Institutional Power Dispersion: The Case of Turkey," Working Papers, Economic Research Forum, number 580, Jan, revised 05 Jan 2011.
• Saang Joon Baak, 2011, "Measuring Misalignments in the Korean Exchange Rate (ROK Economic System Series No.19)," Discussion papers, ERINA - Economic Research Institute for Northeast Asia, number 1102e, Jul.
• Adam P. Balcerzak & Miroslawa Zurek, 2011, "Foreign Direct Investment and Unemployment: VAR Analysis for Poland in the Years 1995-2009," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 3-14.
• Katrakilidis Constantinos & Trachanas Emmanouil, 2011, "Has the Accession of Greece in the EU Influenced the Dynamics of the Country’s “Twin Deficits”? An Empirical Investigation," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 45-54.
• Athanasios Vazakidis & Antonios Adamopoulos, 2011, "Financial Development and Economic Growth: An Empirical Analysis for the UK," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 135-148.
• Ravi P. Rannan-Eliya & Aparnaa Somanathan & Shiva Raj Adhikari & Eddy van Doorslaer & Owen O’ Donnell, 2011, "Who Pays for Health Care in Asia?," Working Papers, eSocialSciences, number id:3608, Feb.
• Elsadig Musa Ahmed, 2011, "Measuring the effects of labour productivity on ASEAN5 plus 3 economic growth," E3 Journal of Business Management and Economics., E3 Journals, volume 2, issue 2, pages 069-074.
• Ana Lilia Valderrama Santibáñez. & Omar Neme Castillo., 2011, "El efecto de la tecnología en las exportaciones manufactureras mexicanas hacia Estados Unidos," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 34, issue 1, pages 65-99, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/342011/Valderra.
• Tommaso Proietti & Helmut Luetkepohl, 2011, "Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?," Economics Working Papers, European University Institute, number ECO2011/29.
• Alfredo Marvão Pereira & José Manuel Belbute, 2011, "Final energy demand in Portugal: How persistent it is and why it matters for environmental policy," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 2_2011.
• Marijana Ivanov & Marina Tkalec & Maruška Vizek, 2011, "The Determinants of Financial Euroization in a Post-Transition Country: Do Threshold Effects Matter?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 3, pages 230-251, July.
• Eduard Baumöhl & Štefan Lyócsa & Tomáš Výrost, 2011, "Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 6, pages 530-544, December.
• Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth, 2011, "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 6, pages 566-583, December.
• Petra Posedel & Maruška Vizek, 2011, "Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 6, pages 584-600, December.
• Jozef Barunik & Lukas Vacha & Ladislav Krištoufek, 2011, "Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/22, Jun, revised Jun 2011.
• Krenar Avdulaj, 2011, "The Extreme Value Theory as a Tool to Measure Market Risk," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/26, Jul, revised Jul 2011.
• Eric Heyer, 2011, "The effectiveness of economic policy and position in the cycle The case of tax reductions on overtime in France," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2011-09, Apr.
• Chunrong Ai & Meixia Meng, 2011, "A Locally Linear Estimation of Regression Discontinuity," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 6, issue 4, pages 495-506, December.
• Alessandro Cologni & Matteo Manera, 2011, "On the Economic Determinants of Oil Production. Theoretical Analysis and Empirical Evidence for Small Exporting Countries," Working Papers, Fondazione Eni Enrico Mattei, number 2011.54, Jul.
• João O. Soares, Joaquim P. Pina, Manuel S. Ribeiro, Margarida Catalão-Lopes, 2011, "Quantitative vs. Qualitative Criteria for Credit Risk Assessment," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 1, pages 69-87, April.
• Beatriz Vaz de Melo Mendes, Silvia Regina Costa Lopes, 2011, "Dynamic Copulas and Long Range Dependence," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 2, pages 89-111, October.
• Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011, "SAFE: An early warning system for systemic banking risk," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1129.
• Atsushi Inoue & Barbara Rossi, 2011, "Out-of-sample forecast tests robust to the choice of window size," Working Papers, Federal Reserve Bank of Philadelphia, number 11-31.
• Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011, "Can oil prices forecast exchange rates?," Working Papers, Federal Reserve Bank of Philadelphia, number 11-34.
• Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011, "Multiplicative Error Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2011_03, Feb, revised Apr 2011.
• Elena Sinelnikova,, 2011, "World experience of researches of demand for money and its application for Russia," Published Papers, Gaidar Institute for Economic Policy, number 136, revised 2013.
• Elena Sinelnikova,, 2011, "Assessment of Demand for Cash in Conditions of the Development of Electronic Payments," Published Papers, Gaidar Institute for Economic Policy, number 137, revised 2013.
• Elena Sinelnikova-Muryleva, 2011, "Innovations in the sphere of payments and the money demand in Russia," Research Paper Series, Gaidar Institute for Economic Policy, issue 157P.
• Mario Cerrato & Christian de Peretti & Rolf Larsson & Nicholas Sarantis, 2011, "A nonlinear panel unit root test under cross section dependence," Working Papers, Business School - Economics, University of Glasgow, number 2011_08, May.
• Fithra Faisal Hastiadi, 2011, "East Asian Regionalism: The Need For Asean+3 Fta," Journal of Global Business and Economics, Global Research Agency, volume 3, issue 1, pages 31-56, July.
• Adrian Wai-Kong Cheung & Jen-Je Su & Astrophel Kim Choo, 2011, "Are Euro exchange rates markets efficient? New evidence from a large panel," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201109, Sep.
• Abdulnasser Hatemi-J & Eduardo Roca, 2011, "Are Real Estate Markets Integrated with the World Market?," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201111, Nov.
• Andrew C. Worthington & Helen Higgs, 2011, "Macro drivers of Australian housing affordability, 1985â 2010: An autoregressive distributed lag approach," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201116.
• Helen Higgs & Andrew C. Worthington, 2011, "Price and income elasticity of Australian retail finance: An autoregressive distributed lag (ARDL) approach," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201117.
• Peter Fuleky & Eric Zivot, 2011, "Indirect Inference Based on the Score," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2011-12, Aug.
• Peter Fuleky, 2011, "On the Choice of the Unit Period in Time Series Models," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2011-4, Aug.
• Peter Fuleky & Eric Zivot, 2011, "Indirect Inference Based on the Score," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201109, Apr.
• Peter Fuleky, 2011, "On the Choice of the Unit Period in Time Series Models," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201111, Aug.
• Christophe Boucher & Bertrand Maillet, 2011, "Une analyse temps-fréquence des cycles financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00755499, DOI: 10.3917/reco.623.0441.
• Christophe Boucher & Bertrand Maillet, 2011, "Une analyse temps-fréquences des cycles financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00565229, Jan.
• Dominique Guegan & Justin Leroux, 2011, "Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00644500.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2011, "A test for a new modelling : The Univariate MT-STAR Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00659158, Nov.
• Luis Alberiko Gil-Alana & Antonio Moreno & Seonghoon Cho, 2011, "The Deaton paradox in a long memory context with structural breaks," Post-Print, HAL, number hal-00711450, Jun, DOI: 10.1080/00036846.2011.572857.
• Claude Lopez & Chris J Murray & David H Papell, 2011, "Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle," Post-Print, HAL, number hal-00737928, Oct, DOI: 10.1080/00036846.2011.605761.
• Olivier Darné & Amélie Charles, 2011, "Large shocks in U.S. macroeconomic time series: 1860-1988," Post-Print, HAL, number hal-00771828, DOI: 10.1007/s11698-010-0052-1.
• Valentina Corradi & Norman R. Swanson, 2011, "Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models," Post-Print, HAL, number hal-00796745, Mar, DOI: 10.1016/j.jeconom.2010.12.009.
• Alberto Holly & Alain Monfort & Michael Rockinger, 2011, "Fourth order pseudo maximum likelihood methods," Post-Print, HAL, number hal-00815562, Apr, DOI: 10.1016/j.jeconom.2011.01.004.
• Uwe Hassler, 2011, "Estimation of fractional integration under temporal aggregation," Post-Print, HAL, number hal-00815563, Apr, DOI: 10.1016/j.jeconom.2011.01.003.
• Máximo Camacho & Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2011, "High-growth recoveries, inventories and the great moderation," Post-Print, HAL, number hal-00828978, Jun, DOI: 10.1016/j.jedc.2011.04.004.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011, "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print, HAL, number hal-00834423, Jun, DOI: 10.1016/j.jeconom.2011.04.001.
• Marc Hallin & Ramon van den Akker & Bas J.M. Werker, 2011, "A class of simple distribution-free rank-based unit root tests," Post-Print, HAL, number hal-00834424, Jun, DOI: 10.1016/j.jeconom.2011.03.007.
• Karim M. Abadir & Walter Distaso & Liudas Giraitis, 2011, "An I() model with trend and cycles," Post-Print, HAL, number hal-00834425, Jun, DOI: 10.1016/j.jeconom.2011.03.006.
• Christian Francq & L. Horvath & J.-M. Zakoian, 2011, "Merits and Drawbacks of Variance Targeting in GARCH Models," Post-Print, HAL, number hal-05417564, Jul, DOI: 10.1093/jjfinec/nbr004.
• Jean-Pierre Allegret & Essahbi Essaadi, 2011, "Business cycles synchronization in East Asian economy: evidences from time-varying coherence study," Post-Print, HAL, number halshs-00566116, DOI: 10.1016/j.econmod.2010.08.014.
• Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011, "Les effets de la crise des subprimes sur le marché financier mexicain," Post-Print, HAL, number halshs-00595338, May, DOI: 10.3917/reco.623.0461.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2011, "A test for a new modelling : The Univariate MT-STAR Model," Post-Print, HAL, number halshs-00659158, Nov.
• Patrice Guillotreau & Ramón Jiménez-Toribio, 2011, "The price effect of expanding fish auction markets," Post-Print, HAL, number peer-01053434, Jul, DOI: 10.1016/j.jebo.2011.01.031.
• Geert Dhaene & Koen Jochmans, 2011, "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Sciences Po Economics Publications (main), HAL, number hal-01073732, Mar.
• Laurent-Emmanuel Calvet & Adlai J. Fisher, 2011, "Multifrequency News and Stock Returns," Working Papers, HAL, number hal-00591678, May.
• Geert Dhaene & Koen Jochmans, 2011, "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers, HAL, number hal-01073732, Mar.
• Dagher, Leila, 2011, "Natural Gas demand at the utility level: An application of dynamic elasticities," MPRA Paper, University Library of Munich, Germany, number 116126.
• Paradiso, Antonio & Rao, B. Bhaskara, 2011, "The effects of Minsky moment and stock prices on the US Taylor Rule," MPRA Paper, University Library of Munich, Germany, number 27840, Jan.
• Výrost, Tomáš & Baumöhl, Eduard & Lyócsa, Štefan, 2011, "On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries," MPRA Paper, University Library of Munich, Germany, number 27927, Jan.
• Tang, Chor Foon & Lai, Yew Wah, 2011, "The Stability of Export-led Growth Hypothesis: Evidence from Asia's Four Little Dragons," MPRA Paper, University Library of Munich, Germany, number 27962.
• Tan, Bee Wah & Tang, Chor Foon, 2011, "The dynamic relationship between private domestic investment, the user cost of capital, and economic growth in Malaysia," MPRA Paper, University Library of Munich, Germany, number 27964.
• Ahmed, Walid M.A., 2011, "Comovements and Causality of Sector Price Indices: Evidence from the Egyptian Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 28127, Jan.
• Buss, Ginters, 2011, "Asymmetric Baxter-King filter," MPRA Paper, University Library of Munich, Germany, number 28176, Jan.
• Ardia, David & Lennart, Hoogerheide & Nienke, Corré, 2011, "Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?," MPRA Paper, University Library of Munich, Germany, number 28259, Jan.
• Pötscher, Benedikt M., 2011, "On the Order of Magnitude of Sums of Negative Powers of Integrated Processes," MPRA Paper, University Library of Munich, Germany, number 28287, Jan.
• Paradiso, Antonio & Rao, B. Bhaskara & Margani, Patrizia, 2011, "Time Series Estimates of the Italian Consumer Confidence Indicator," MPRA Paper, University Library of Munich, Germany, number 28395, Jan.
• Islam, Faridul & Shahbaz, Muhammad & Shabbir, Muhammad, 2011, "Phillips curve in a small open economy: A time series exploration of North Cyprus," MPRA Paper, University Library of Munich, Germany, number 28397, Jan.
• Rao, B. Bhaskara & Paradiso, Antonio, 2011, "Estimates of the US Phillips curve with the general to specific method," MPRA Paper, University Library of Munich, Germany, number 28411, Jan.
• Magazzino, Cosimo, 2011, "Energy consumption and aggregate income in Italy: cointegration and causality analysis," MPRA Paper, University Library of Munich, Germany, number 28494.
• Bhattacharya, Kaushik, 2011, "Role of Rules of Thumb in Forecasting Foreign Tourist Arrival: A Case Study of India," MPRA Paper, University Library of Munich, Germany, number 28515, Jan.
• Shahbaz, Muhammad & Rahman, Mizanur, 2011, "Impact of economic growth and financial development on exports: Cointegration and causality analysis in Pakistan," MPRA Paper, University Library of Munich, Germany, number 28563, Feb.
• Francq, Christian & Roy, Roch & Saidi, Abdessamad, 2011, "Asymptotic properties of weighted least squares estimation in weak parma models," MPRA Paper, University Library of Munich, Germany, number 28721, Feb.
• Tiwari, Aviral & Shahbaz, Muhammad, 2011, "India's trade with USA and her trade balance: An empirical analysis," MPRA Paper, University Library of Munich, Germany, number 29023, Jan.
• Okada, Keisuke & Samreth, Sovannroeun, 2011, "A study on the socio-economic determinants of suicide: Evidence from 13 European OECD countries," MPRA Paper, University Library of Munich, Germany, number 29075, Feb.
• Haupert, Michael & Murray, James, 2011, "Regime Switching and Wages in Major League Baseball under the Reserve Clause," MPRA Paper, University Library of Munich, Germany, number 29094, Feb.
• Pitarakis, Jean-Yves, 2011, "Joint Detection of Structural Change and Nonstationarity in Autoregressions," MPRA Paper, University Library of Munich, Germany, number 29189, Feb.
• Tang, Chor Foon, 2011, "Temporal Granger causality and the dynamics examination on the tourism-growth nexus in Malaysia," MPRA Paper, University Library of Munich, Germany, number 29237, Mar.
• Melesse, Wondemhunegn Ezezew, 2011, "The Dynamics between Real Exchange Rate Movements and Trends in Trade Performance: The Case of Ethiopia," MPRA Paper, University Library of Munich, Germany, number 29316, Mar.
• Fakhri, Hasanov & Khudayar, Hasanli, 2011, "Why had the Money Market Approach been irrelevant in explaining inflation in Azerbaijan during the rapid economic growth period?," MPRA Paper, University Library of Munich, Germany, number 29559, Feb.
• Di Iorio, Francesca & Triacca, Umberto, 2011, "Testing for non-causality by using the Autoregressive Metric," MPRA Paper, University Library of Munich, Germany, number 29637.
• Lanne, Markku & Luoto, Jani, 2011, "Autoregression-Based Estimation of the New Keynesian Phillips Curve," MPRA Paper, University Library of Munich, Germany, number 29801, Mar.
• Bessonovs, Andrejs, 2011, "GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy," MPRA Paper, University Library of Munich, Germany, number 30211, Apr.
• Lanne, Markku & Nyberg, Henri & Saarinen, Erkka, 2011, "Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison," MPRA Paper, University Library of Munich, Germany, number 30254, Apr.
• Luati, Alessandra & Proietti, Tommaso & Reale, Marco, 2011, "The Variance Profile," MPRA Paper, University Library of Munich, Germany, number 30378, Apr.
• Korobilis, Dimitris, 2011, "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper, University Library of Munich, Germany, number 30380, Apr.
• Casadio, Paolo & Paradiso, Antonio & Rao, B. Bhaskara, 2011, "Estimates of the Steady State Growth Rates for Ireland," MPRA Paper, University Library of Munich, Germany, number 30595, Apr.
• Dinda, Soumyananda, 2011, "China’s Trade in Asia and the World: Long run Relation with Short run Dynamics," MPRA Paper, University Library of Munich, Germany, number 30664, Apr, revised 04 May 2011.
• Cellini, Roberto & Cuccia, Tiziana, 2011, "Are exchange rates really free from seasonality? An exploratory analysis on monthly time series," MPRA Paper, University Library of Munich, Germany, number 30888, May.