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

• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011, "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche, CIRPEE, number 1104.
• Luc Bauwens & Arnaud Dufays & Jeroen V.K. Rombouts, 2011, "Marginal Likelihood for Markov-Switching and Change-Point GARCH Models," Cahiers de recherche, CIRPEE, number 1138.
• Ulrich Oberndorfer & Marcus Wagner & Andreas Ziegler, 2011, "Does the Stock Market Value the Inclusion in a Sustainability Stock Index? An Event Study Analysis for German Firms," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201130.
• Christopher D. Carroll & Misuzu Otsuka & Jiri Slacalek, 2011, "How Large Are Housing and Financial Wealth Effects? A New Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 1, pages 55-79, February.
• Lefteris Tsoulfidis & Persefoni Tsaliki, 2011, "Classical Competition and Regulating Capital: Theory and Empirical Evidence," Discussion Paper Series, Department of Economics, University of Macedonia, number 2011_02, Feb, revised Feb 2011.
• Don Bredin & Stilianos Fountas, 2011, "US Inflation and inflation uncertainty in a historical perspective: The impact of recessions," Discussion Paper Series, Department of Economics, University of Macedonia, number 2011_13, Sep, revised Sep 2011.
• Theologos Dergiades & Georgios Martinopoulos & Lefteris Tsoulfidis, 2011, "Energy Consumption and Economic Growth:Parametric and Non-Parametric Causality Testing for the Case of Greece," Discussion Paper Series, Department of Economics, University of Macedonia, number 2011_16, Nov, revised Nov 2011.
• Christian Dreger & Jarko Fidrmuc, 2011, "Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a Factor-Augmented Vector Autoregressive (FAVAR) Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 4, pages 49-58, July.
• Ibrahim Tutar & Aysit Tansel, 2011, "An Analysis of Political and Institutional Power Dispersion: The Case of Turkey," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1101, Mar, revised Mar 2011.
• Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2011, "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1105, Oct, revised Oct 2011.
• Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2011, "Forecast evaluation in call centers: combined forecasts, flexible loss functions and economic criteria," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-08, Mar.
• Costantini, Mauro & Lupi, Claudio, 2011, "A Simple Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp11062, Nov.
• Chowdhury, Abdur, 2011, "Do Stock Market Risk Premiums Respond to Consumer Confidence?," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2011-06, Aug.
• Christophe Boucher & Bertrand Maillet, 2011, "Une analyse temps-fréquences des cycles financiers," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11003, Jan, DOI: 10.3917/reco.623.0441.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2011, "A test for a new modelling: The Univariate MT-STAR Model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11083, Dec.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2011, "A New Modelling Test: The Univariate MT-STAR Model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11083r, Dec, revised Aug 2013.
• Jason Ng & Catherine S. Forbes & Gael M. Martin & Brendan P.M. McCabe, 2011, "Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/11, Aug.
• Jiti Gao & Degui Li & Dag Tjøstheim, 2011, "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/11, Sep.
• Degui Li & Zudi Lu & Oliver Linton, 2011, "Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/11, Sep.
• Jiti Gao & Maxwell King, 2011, "A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/11, Sep.
• Jiti Gao & Dag Tjøstheim & Jiying Yin, 2011, "Estimation in threshold autoregressive models with a stationary and a unit root regime," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/11, Sep.
• Md Atikur Rahman Khan & D.S. Poskitt, 2011, "Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/11, Sep.
• Md Atikur Rahman Khan & D.S. Poskitt, 2011, "Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/11, Oct.
• Jing Tian & Heather M. Anderson, 2011, "Forecasting Under Strucural Break Uncertainty," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/11, Jul.
• Yin Liao & Heather M. Anderson, 2011, "Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/11, Aug.
• Francesco Forte & Cosimo Magazzino, 2011, "Optimal Size Government and Economic Growth in EU Countries," Economia politica, Società editrice il Mulino, issue 3, pages 295-322.
• Bo Yu & Daniel T. Kaffine, 2011, "Blue Laws, DUIs and Alcohol-Related Accidents: Regression Discontinuity Evidence from Colorado," Journal of Economic Insight, Missouri Valley Economic Association, volume 37, issue 1, pages 21-28.
• Karolina Konopczak & Krzysztof Marczewski, 2011, "Why so different from other CEECs – Poland’s cyclical divergence from the euro area during the recent financial crisis," Bank i Kredyt, Narodowy Bank Polski, volume 42, issue 2, pages 7-30.
• Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch, 2011, "Forecasting the Polish zloty with non-linear models," NBP Working Papers, Narodowy Bank Polski, number 81.
• Andrzej Toroj, 2011, "Competitiveness channel in Poland and Slovakia: a pre-EMU DSGE analysis," NBP Working Papers, Narodowy Bank Polski, number 86.
• Ulrich K. Müller & James H. Stock, 2011, "Forecasts in a Slightly Misspecified Finite Order VAR," NBER Working Papers, National Bureau of Economic Research, Inc, number 16714, Jan.
• Jonathan H. Wright, 2011, "What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17154, Jun.
• Jessica A. Wachter & Missaka Warusawitharana, 2011, "What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio," NBER Working Papers, National Bureau of Economic Research, Inc, number 17334, Aug.
• Yuriy Gorodnichenko & Anna Mikusheva & Serena Ng, 2011, "Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties," NBER Working Papers, National Bureau of Economic Research, Inc, number 17424, Sep.
• Yacine Ait-Sahalia & Jianqing Fan & Yingying Li, 2011, "The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency," NBER Working Papers, National Bureau of Economic Research, Inc, number 17592, Nov.
• Simeon Coleman and Kavita Sirichand, 2011, "Fractional integration and the volatility of UK interest rates," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2011/02, May.
• Borusyak, K., 2011, "Nonlinear Dynamics of the Russian Stock Market in Problems of Risk Management," Journal of the New Economic Association, New Economic Association, issue 11, pages 85-105.
• Cristina Amado & Timo Teräsvirta, 2011, "Modelling Volatility by Variance Decomposition," NIPE Working Papers, NIPE - Universidade do Minho, number 01/2011.
• David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2011, "Unit root testing under a local break in trend," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 11/02, Feb.
• Fernanda Finotti Cordeiro Perobelli & Flávia Vital Januzzi & Leandro Josias Sathler Berbert & Danilo Soares Pacheco de Medeiros & Luiz Guilherme da Silva Probst, 2011, "Testando o "Cash-Flow-at-Risk" em empresas têxteis [Testing the cash flow at risk in textile companies]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 21, issue 2, pages 225-261, May-Augus.
• Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni, 2011, "Tracking India Growth in Real Time," Working Papers, National Institute of Public Finance and Policy, number 11/90, Jul.
• Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2011, "Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2011, May.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alaña, 2011, "Interest rate dynamics in Kenya," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 10/2011, Dec.
• Emmanuel De Veirman & Ashley Dunstan, 2011, "Time-varying returns, intertemporal substitution and cyclical variation in consumption," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2011/05, Aug.
• Clovis Kerdrain, 2011, "How Important is Wealth for Explaining Household Consumption Over the Recent Crisis?: An Empirical Study for the United States, Japan and the Euro Area," OECD Economics Department Working Papers, OECD Publishing, number 869, May, DOI: 10.1787/5kgc42qxm237-en.
• Andrew Hughes Hallett & Christian R. Richter, 2012, "Are the New Member States Converging on the Euro Area?: A Business Cycle Analysis for Economies in Transition," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2011, issue 2, pages 49-68, DOI: 10.1787/jbcma-2011-5kg0nvzlqkf0.
• Hiroshi Yamada, 2012, "A Note on Band-Pass Filters Based on the Hodrick-Prescott Filter and the OECD System of Composite Leading Indicators," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2011, issue 2, pages 105-109, DOI: 10.1787/jbcma-2011-5kg0pb01sbbt.
• Rădulescu Andrei, 2011, "Sincronizarea economică în Zona Euro: perspectiva structurală," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 04, December.
• Kovacs Ildiko & Karsai Zoltan-Krisztian & Suveg Orsolya & Joita Nicoleta, 2011, "The Relationship Between Macroeconomic Variables And Romanian Corporate Default Rates Between 2002-2008," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 206-213, July.
• Marcel P. Visser, 2011, "GARCH Parameter Estimation Using High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 1, pages 162-197, Winter.
• Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2011, "Backtesting Value-at-Risk: A GMM Duration-Based Test," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 2, pages 314-343, Spring.
• Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011, "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 3, pages 489-518, Summer.
• J. E. Griffin, 2011, "Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 3, pages 519-549, Summer.
• Christian Francq & Lajos Horváth, 2011, "Merits and Drawbacks of Variance Targeting in GARCH Models," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 4, pages 619-656.
• Eric Heyer, 2011, "The effectiveness of economic policy and position in the cycle: the case of tax reductions on overtime in France," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 27, issue 2, pages 364-379.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2011, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, volume 16, issue 1, pages 31-80.
• Lobonþ Oana-Ramona, 2011, "Highlighting the Response of Real Economy to the Changes of Fiscal Policy Variables. The Romanian Case," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1170-1175, May.
• Boriga Radu & Dascalescu Ana Cristina, 2011, "A Novel Pseudo-random Bit Generator Based on Some Transcendental Chaotic Systems," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 208-212, May.
• Dascalescu Ana Cristina & Boriga Radu, 2011, "A Novel Pseudo-random Bit Generator Based on a New Couple of Chaotic Systems," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 553-558, May.
• Jennifer Castle & David Hendry, 2011, "A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations," Economics Series Working Papers, University of Oxford, Department of Economics, number 523, Jan.
• Jennifer Castle & David Hendry, 2011, "Model Selection in Equations with Many 'Small' Effects," Economics Series Working Papers, University of Oxford, Department of Economics, number 528, Feb.
• David Hendry, 2011, "Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics," Economics Series Working Papers, University of Oxford, Department of Economics, number 530, Feb.
• David Hendry, 2011, "Unpredictability in Economic Analyis, Econometric Modelling and Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 551, May.
• David Hendry & Grayham E. Mizon, 2011, "An Open-model Forecast-error Taxonomy," Economics Series Working Papers, University of Oxford, Department of Economics, number 552, Jun.
• Massimiliano Caporin & Gabriel G. Velo, 2011, "Modeling and forecasting realized range volatility," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0128, Feb.
• Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2011, "Conditional jumps in volatility and their economic determinants," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0138, Sep.
• Cristina Amado & Timo Teräsvirta, 2011, "Modelling Volatility by Variance Decomposition," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-01, Jan.
• Timo Teräsvirta, 2011, "Nonlinear models for autoregressive conditional heteroskedasticity," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-02, Jan.
• Michael Sørensen, 2011, "Prediction-based estimating functions: review and new developments," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-05, Jan.
• Stefano Grassi & Tommaso Proietti, 2011, "Bayesian stochastic model specification search for seasonal and calendar effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-08, Feb.
• Eduardo Rossi & Paolo Santucci de Magistris, 2011, "Estimation of long memory in integrated variance," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-11, Apr.
• Dennis Kristensen, 2011, "Nonparametric Detection and Estimation of Structural Change," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-13, Apr.
• Stefano Grassi & Paolo Santucci de Magistris, 2011, "When Long Memory Meets the Kalman Filter: A Comparative Study," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-14, May.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2011, "A Simple Test for Spurious Regressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-15, May.
• Stefano Grassi & Tommaso Proietti, 2011, "Characterizing economic trends by Bayesian stochastic model specification search," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-16, May.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2011, "A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-23, May.
• Rasmus Tangsgaard Varneskov & Pierre Perron, 2011, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-26, Jun.
• Anders Bredahl Kock & Timo Teräsvirta, 2011, "Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-27, Aug.
• Anders Bredahl Kock & Timo Teräsvirta, 2011, "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-28, Aug.
• Yushu Li, 2011, "Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-29, Jul.
• Christian Bach, 2011, "Conservatism in Corporate Valuation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-32, Sep.
• Adrian Pagan & Don Harding, 2011, "Econometric Analysis and Prediction of Recurrent Events," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-33, Sep.
• Lars Stentoft, 2011, "American Option Pricing with Discrete and Continuous Time Models: An Empirical Comparison," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-34, Sep.
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011, "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-37, Nov.
• Luc Luc & Arnaud Dufays & Jeroen V.K. Rombouts, 2011, "Marginal Likelihood for Markov-switching and Change-point Garch Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-41, Nov.
• Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen, 2011, "Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-51, Dec.
• Lars Stentoft, 2011, "What we can learn from pricing 139,879 Individual Stock Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-52, Dec.
• Olivier Coibion & Yuriy Gorodnichenko, 2011, "Monetary Policy, Trend Inflation, and the Great Moderation: An Alternative Interpretation," American Economic Review, American Economic Association, volume 101, issue 1, pages 341-370, February.
• Richard Crump & Gopi Shah Goda & Kevin J. Mumford, 2011, "Fertility and the Personal Exemption: Comment," American Economic Review, American Economic Association, volume 101, issue 4, pages 1616-1628, June.
• Tarntip Boonkomrat & Kanokwan Chancharoenchai, 2011, "Futures Basis of RSS3 in the Agricultural Futures Exchange of Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 18, issue 1, pages 15-30, June.
• Samin Much & Sopin Tongpan & Prapinwadee Sirisupluxana, 2011, "An Analysis of Supply Response for Natural Rubber in Cambodia," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 18, issue 1, pages 31-43, June.
• Akarapong Untong & Vicente Ramos & Javier Rey-Maquieira & Mingsarn Kaosa-ard, 2011, "Impacts of Crisis Events on International Tourism Demand in Thailand (in Thai)," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 18, issue 2, pages 45-64, December.
• Simona Vasilache & Alina Mihaela Dima & Mihaela Dan, 2011, "The Relationship Between University Research And The Marketability Of Universities," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 13, issue 30, pages 544-554, June.
• Maria PASCU-NEDELCU, 2011, "Merton Model For Assessing The Cost Of Capital, Mathematical Amount But Not Also Economic Amount Of Capm And Apt Models," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, volume 3, issue 1, pages 47-61, March.
• Olivier Darné & Amélie Charles, 2011, "Large shocks in U.S. macroeconomic time series: 1860-1988," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 5, issue 1, pages 79-100, January, DOI: 10.1007/s11698-010-0052-1.
• Péter Földvári & Bas van Leeuwen, 2011, "What can price volatility tell us about market efficiency? Conditional heteroscedasticity in historical commodity price series," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 5, issue 2, pages 165-186, June, DOI: 10.1007/s11698-010-0055-y.
• Rainer Metz, 2011, "Do Kondratieff waves exist? How time series techniques can help to solve the problem," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 5, issue 3, pages 205-238, October, DOI: 10.1007/s11698-010-0057-9.
• Giacomo Sbrana & Andrea Silvestrini, 2011, "Measuring core inflation in Italy comparing aggregate vs. disaggregate price data," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 5, issue 3, pages 239-258, October, DOI: 10.1007/s11698-010-0059-7.
• John Bosco Dramani & Francis Tandoh, 2011, "Exchange -Rate Pass Through to Import Prices: Evidence from Ghana," The African Finance Journal, Africagrowth Institute, volume 13, issue Conferenc, pages 110-121.
• Ghoshray, Atanu & Kejriwal, Mohitosh & Wohar, Mark E., 2011, "Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 120387, DOI: 10.22004/ag.econ.120387.
• Cologni, Alessandro & Manera, Matteo, 2011, "On the Economic Determinants of Oil Production. Theoretical Analysis and Empirical Evidence for Small Exporting Countries," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 115725, Jul, DOI: 10.22004/ag.econ.115725.
• ßrregaard Nielsen, Morten, 2011, "Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273758, Jan, DOI: 10.22004/ag.econ.273758.
• Souza, Geraldo da Silva e & Souza, Mirian Oliveira de & Marques, Daniela Vieira & Gazzola, Rosaura & Marra, Renner, None, "Previsões para o Mercado de Carnes," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 49, issue 2, pages 1-20, DOI: 10.22004/ag.econ.152579.
• Tang, Chor-Foon & Lau, Evan, 2011, "The Behaviour of Disaggregated Public Expenditures and Income in Malaysia," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 7, issue 01-2, pages 1-13, March, DOI: 10.22004/ag.econ.143423.
• Iñaki Iriarte-Goñi & María Isabel Ayuda, 2011, "Not Only Subterranean Forests: Wood Consumption And Economic Development In Britain (1850-1938)," Documentos de Trabajo (DT-AEHE), Asociación Española de Historia Económica, number 1107, Sep.
• Ioan Trenca & Simona Mutu & Nicolae Petria, 2011, "Econometric Models Used For Managing The Market Risk In The Romanian Banking System," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2011, pages 115-123, july.
• Daniela Viorică & Dănuţ Jemna & Carmen Pintilescu, 2011, "Determinants Of Corruption In Romania And Its Impact On Economic Growth," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2011, pages 225-233, july.
• Claudiu Tiberiu Albulescu & Daniel Goyeau, 2011, "Financial Volatility And Derivatives Products: A Bidirectional Relationship," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2011, pages 57-69, july.
• Hafner, Christian & Wang, Shin-Huei, 2011, "Estimating autocorrelations in the presence of deterministic trends," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011051, Jan.
• Omer Ozcicek, 2011, "Sectorel Inflation Persistence In Turkey," Anadolu University Journal of Social Sciences, Anadolu University, volume 11, issue 1, pages 57-68, January.
• Burcu Kiran & Burak GŸris, 2011, "The Impact Of Trade And Financial Openness On Economic Growth In Turkey: A Survey On The 1992-2006 Period," Anadolu University Journal of Social Sciences, Anadolu University, volume 11, issue 2, pages 69-80, May.
• Bedriye Tuncsiper & Dilek Surekci, 2011, "Time Series Analyses Of Twin Deficits Hypothesis In Turkey," Anadolu University Journal of Social Sciences, Anadolu University, volume 11, issue 3, pages 103-120, September.
• A. Oznur Umit, 2011, "Assessment Of The Sustainability Of The Turkish Current Account Deficit Between 1992 And 2010 By Using Time Series Analysis," Anadolu University Journal of Social Sciences, Anadolu University, volume 11, issue 3, pages 135-148, September.
• Cleomar Gomes da Silva & Fábio Augusto Reis Gomes, 2011, "A Persistência das Flutuações no Produto: Uma Análise Secular do Crescimento Econômico Brasileiro," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 12, issue 3, pages 383-406.
• Igor Alexandre Clemente de Morais & Mosar Leandro Ness & Vanessa Batisti, 2011, "Oferta e Demanda por Exportações de Automóveis (1992-2006)," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 12, issue 3, pages 609-634.
• Saten Kumar & Don J. Webber & Scott Fargher, 2011, "Money demand stability: A case study of Nigeria," Working Papers, Auckland University of Technology, Department of Economics, number 2011-02, Aug.
• Antonio Paradiso & Saten Kumar & B. Bhaskara Rao, 2011, "The Growth Effects of Education in Australia," Working Papers, Auckland University of Technology, Department of Economics, number 2011-05, Dec.
• M. Shibley Sadique, 2011, "Testing for Neglected Nonlinearity in Weekly Foreign Exchange Rates," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 77-88, June.
• Burak Güris & Burcu Kiran, 2011, "Foreign Trade Deficit Sustainability of Turkey," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 167-174.
• Eatzaz Ahmad & Muhammad Zakaria, 2011, "Openness and Democracy: Some Evidence from Pakistan," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 175-185.
• Maximo Camacho & Agustin Garcia-Serrador, 2011, "The Euro-Sting revisited: PMI versus ESI to obtain euro area GDP forecasts," Working Papers, BBVA Bank, Economic Research Department, number 1120, Jun.
• Javier Alonso & Rafael Domenech Vilariño & David Tuesta, 2011, "Sistemas Publicos de Pensiones y la crisis fiscal en la zona euro. Ensenanzas para America Latina," Working Papers, BBVA Bank, Economic Research Department, number 1123, May.
• Javier Alonso & Rafael Domenech & David Tuesta, 2011, "Public Pension Systems and the Fiscal Crisis in the Euro Zone. Lessons for Latin America," Working Papers, BBVA Bank, Economic Research Department, number 1124, May.
• Florencia Médici, 2011, "A Cointegration Analysis on the Principle of Effective Demand in Argentina (1980-2007)," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 61-62, pages 103-137, January -.
• Laura D’Amato & Lorena Garegnani & Emilio Blanco, 2011, "Using the Flow of High Frequency Information for Short Term Forecasting of Economic Activity in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 64, pages 7-33, October -.
• Arif Oduncu, 2011, "The Effects of Currency Futures Trading on Turkish Currency Market," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 5, issue 1, pages 97-109.
• Michael Danquah & Enrique Moral-Benito & Bazoumana Ouattara, 2011, "TFP growth and its determinants: nonparametrics and model averaging," Working Papers, Banco de España, number 1104, Apr.
• Agustín Maravall Herrero & Domingo Pérez Cañete, 2011, "Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series," Working Papers, Banco de España, number 1116, Jul.
• Marcello Bofondi & Tiziano Ropele, 2011, "Macroeconomic determinants of bad loans: evidence from Italian banks," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 89, Mar.
• Alessandro Calza & Andrea Zaghini, 2011, "Sectoral money demand and the great disinflation in the US," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 785, Jan.
• Fabio Busetti & Silvestro di Sanzo, 2011, "Bootstrap LR tests of stationarity, common trends and cointegration," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 799, Mar.
• Massimiliano Affinito, 2011, "Convergence clubs, the euro-area rank and the relationship between banking and real convergence," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 809, Jun.
• Noriega Antonio E. & Ventosa-Santaulària Daniel, 2011, "A Simple Test for Spurious Regressions," Working Papers, Banco de México, number 2011-05, Aug.
• Martínez-Ovando Juan Carlos & Walker Stephen G., 2011, "Time-series Modelling, Stationarity and Bayesian Nonparametric Methods," Working Papers, Banco de México, number 2011-08, Sep.
• Noriega Antonio E. & Rodríguez-Pérez Cid Alonso, 2011, "Stationarity, structural breaks, and economic growth in Mexico: 1895-2008," Working Papers, Banco de México, number 2011-11, Oct.
• Jacobo Campo Robledo & Luis Fernando Melo Velandia, 2011, "How Sustainable are Latin American Fiscal Deficits: A Panel Data Approach," Borradores de Economia, Banco de la Republica de Colombia, number 679, Nov, DOI: 10.32468/be.679.
• Aaron Garavito & David Camilo López & Enrique Montes, 2011, "Aproximación a los índices de valor unitario y quantum del comercio exterior colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 680, Nov, DOI: 10.32468/be.680.
• Juan José Echavarría & Norberto Rodríguez & Luis Eduardo Rojas, 2011, "La Meta Del Banco Central Y La Persistencia De La Inflación En Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 65, pages 198-222, June, DOI: 10.32468/Espe.6505.
• Juan José Echavarría & Enrique López & Martha Misas, 2011, "La persistencia estadística de la inflación en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 65, pages 224-266, June, DOI: 10.32468/Espe.6506.
• Igor Pelipas, 2011, "Structural Breaks and Dynamic Characteristics of Inflation and Growth Rates of Monetary Aggregates," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 15, Sep.
• Vesna Karadžic & Tamara Backovic Vulic, 2011, "The Montenegrin Capital Market: Calendar Anomalies," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 56, issue 191, pages 107-122, October-D.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2011, "Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria," UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano, number unimi-1109, Mar.
• Harding, Don & Pagan, Adrian, 2011, "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 86-95.
• Todorov, Viktor & Tauchen, George, 2011, "Volatility Jumps," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 3, pages 356-371.
• Creal, Drew & Koopman, Siem Jan & Lucas, André, 2011, "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 4, pages 552-563.
• Frédérique Bec & Bouabdallah, O. & Laurent Ferrara, 2011, "The possible shapes of recoveries in Markov-switching models," Working papers, Banque de France, number 321.
• Kejriwal , M. & Claude Lopez, 2011, "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," Working papers, Banque de France, number 334.
• Claude Lopez & Murray, C J. & Papell, D H., 2011, "Median-UnbiaseDeestimation in DF-GLS Regressions and the PPP Puzzle," Working papers, Banque de France, number 338.
• Sanvi Avouyi-Dovi & Julien Idier., 2011, "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Working papers, Banque de France, number 339.
• Cantore, C. & Ferroni, F. & Le n-Ledesma, M A., 2011, "Interpreting the Hours-Technology time-varying relationship," Working papers, Banque de France, number 351.
• Kurt Brannas & Albina Soultanaeva, 2011, "Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 11, issue 1, pages 109-124, July.
• Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011, "Testing for Panel Cointegration Using Common Correlated Effects," Discussion Papers, Department of Economics, University of Birmingham, number 11-16, Oct.
• Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011, "Cointegration in Panel Data with Breaks and Cross-section Dependence," Discussion Papers, Department of Economics, University of Birmingham, number 11-25, Dec.
• Wang‐Sheng Lee & Sandy Suardi, 2011, "Minimum Wages and Employment: Reconsidering the Use of a Time Series Approach as an Evaluation Tool," British Journal of Industrial Relations, London School of Economics, volume 49, issue Supplemen, pages 376-401, July.
• Michael McAleer & Les Oxley, 2011, "Ten Things We Should Know About Time Series," Journal of Economic Surveys, Wiley Blackwell, volume 25, issue 1, pages 185-188, February.
• Luis C. Nunes & Paulo M. M. Rodrigues, 2011, "On LM‐type tests for seasonal unit roots in the presence of a break in trend," Journal of Time Series Analysis, Wiley Blackwell, volume 32, issue 2, pages 108-134, March.
• Alfredo García‐Hiernaux, 2011, "Forecasting linear dynamical systems using subspace methods," Journal of Time Series Analysis, Wiley Blackwell, volume 32, issue 5, pages 462-468, September.
• Zhiping Lu & Dominique Guegan, 2011, "Testing unit roots and long range dependence of foreign exchange," Journal of Time Series Analysis, Wiley Blackwell, volume 32, issue 6, pages 631-638, November, DOI: j.1467-9892.2011.00720.x.
• Christian Francq & Roch Roy & Abdessamad Saidi, 2011, "Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models," Journal of Time Series Analysis, Wiley Blackwell, volume 32, issue 6, pages 699-723, November, DOI: j.1467-9892.2011.00728.x.
• Stephen G. Hall & George Hondroyiannis & P. A. V. B. Swamy & George S. Tavlas, 2011, "Bretton‐Woods Systems, Old And New, And The Rotation Of Exchange‐Rate Regimes," Manchester School, University of Manchester, volume 79, issue 2, pages 293-317, March, DOI: j.1467-9957.2010.02194.x.
• Olivier Darné & Laurent Ferrara, 2011, "Identification of Slowdowns and Accelerations for the Euro Area Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 3, pages 335-364, June.
• Markku Lanne & Pentti Saikkonen, 2011, "GMM Estimation with Non‐causal Instruments," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 5, pages 581-592, October, DOI: j.1468-0084.2010.00631.x.
• Kristian Jönsson, 2011, "Testing Stationarity in Small‐ and Medium‐Sized Samples when Disturbances are Serially Correlated," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 5, pages 669-690, October, DOI: j.1468-0084.2010.00620.x.
• Tomás Del Barrio Castro & Denise R. Osborn, 2011, "HEGY Tests in the Presence of Moving Averages," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 5, pages 691-704, October, DOI: j.1468-0084.2011.00633.x.
• George Bagdatoglou & Alexandros Kontonikas, 2011, "A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks," Review of International Economics, Wiley Blackwell, volume 19, issue 4, pages 718-727, September, DOI: j.1467-9396.2011.00977.x.
• Philip Hans Franses & Richard Paap, 2011, "Random‐coefficient periodic autoregressions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 65, issue 1, pages 101-115, February, DOI: j.1467-9574.2010.00477.x.
• Boris A. Luna Acevedo, 2011, "La apreciación del tipo de cambio y su efecto en la balanza comercial. Caso boliviano (2006 - 2008)," Revista de Análisis del BCB, Banco Central de Bolivia, volume 15, issue 2, pages 45-96, December.
• Andrea Monticini & Francesco Ravazzolo, 2011, "Forecasting the intraday market price of money," Working Paper, Norges Bank, number 2011/06, Jun.
• Francesco Ravazzolo & Philip Rothman, 2011, "Oil and US GDP: A Real-Time out-of Sample Examination," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 2/2011, Nov.
• Guillermo Felices & Tomasz Wieladek, 2011, "Are EME indicators of vulnerability to financial crises decoupling from global factors?," Bank of England working papers, Bank of England, number 410, Feb.
• Harris Dellas & George S. Tavlas, 2011, "The fatal flaw: the revived Bretton-woods system, liquidity creation, and commodity-price bubbles," Working Papers, Bank of Greece, number 122, Jan.
• Panayiotis P. Athanasoglou, 2011, "The role of product variety and quality and of domestic supply in foreign trade," Working Papers, Bank of Greece, number 128, Apr.
• Beum-Jo Park, 2011, "The extension of a continuous beliefs system and analyzing herd behavior in stock markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 17, issue 2, pages 27-55, June.
• Pierre Perron & Yohei Yamamoto, 2011, "Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-049, Jan.
• Pierre Perron & Rasmus T. Varneskov, 2011, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-050, Jan.
• Pierre Perron & Sungju Chun & Cosme Vodounou, 2011, "Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-055, Jan.
• Ventosa-Santaulària Daniel & Gómez-Zaldívar Manuel, 2011, "Testing for a Deterministic Trend When There is Evidence of Unit Root," Journal of Time Series Econometrics, De Gruyter, volume 2, issue 2, pages 1-26, January, DOI: 10.2202/1941-1928.1013.
• Dahl Christian M & Iglesias Emma, 2011, "Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 1, pages 1-32, February, DOI: 10.2202/1941-1928.1093.
• Jansson Michael & Nielsen Morten Ørregaard, 2011, "Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 1, pages 1-21, February, DOI: 10.2202/1941-1928.1096.
• Castle Jennifer L. & Doornik Jurgen A & Hendry David F., 2011, "Evaluating Automatic Model Selection," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 1, pages 1-33, February, DOI: 10.2202/1941-1928.1097.
• Haldrup Niels & Montañes Antonio & Sansó Andreu, 2011, "Detection of Additive Outliers in Seasonal Time Series," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 2, pages 1-20, April, DOI: 10.2202/1941-1928.1043.
• Wang Shin-Huei & Hafner Christian, 2011, "Estimating Autocorrelations in the Presence of Deterministic Trends," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 2, pages 1-25, April, DOI: 10.2202/1941-1928.1022.
• Perron Pierre & Ren Linxia, 2011, "On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 3, pages 1-34, October, DOI: 10.2202/1941-1928.1062.
• Lanne Markku & Saikkonen Pentti, 2011, "Noncausal Autoregressions for Economic Time Series," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 3, pages 1-32, October, DOI: 10.2202/1941-1928.1080.
• Kock Anders Bredahl, 2011, "Forecasting with Universal Approximators and a Learning Algorithm," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 3, pages 1-32, October, DOI: 10.2202/1941-1928.1084.
• Abo-Zaid Salem M, 2011, "The Trade-Growth Relationship in Israel Revisited: Evidence from Annual Data, 1960-2004," Review of Middle East Economics and Finance, De Gruyter, volume 6, issue 3, pages 63-93, February, DOI: 10.2202/1475-3693.1272.
• Christophe Boucher & Bertrand Maillet, 2011, "Une analyse temps-fréquences des cycles financiers," Revue économique, Presses de Sciences-Po, volume 62, issue 3, pages 441-450.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2011, "L'impact des crises financières globales sur les marchés des changes des pays émergents," Revue économique, Presses de Sciences-Po, volume 62, issue 3, pages 451-460.
• Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2011, "Les effets de la crise des subprimes sur le marché financier mexicain," Revue économique, Presses de Sciences-Po, volume 62, issue 3, pages 461-470.
• Jérôme Creel & Éric Heyer & Mathieu Plane, 2011, "Petit précis de politique budgétaire par tous les temps. Les multiplicateurs budgétaires au cours du cycle," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 61-88.
• Françoise Charpin, 2011, "Réévaluation des modèles d'estimation précoce de la croissance," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 3, pages 129-142.
• Nepal, R. & Jamasb, T., 2011, "Market Integration, Efficiency, and Interconnectors: The Irish Single Electricity Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1144, Jul.
• Pesaran, M.H. & Pick, A. & Pranovich, M., 2011, "Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1163, Oct.