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

• Tadesse, Tasew, 2011, "Foreign aid and economic growth in Ethiopia," MPRA Paper, University Library of Munich, Germany, number 33953, Jul, revised 20 Sep 2011.
• Mukherjee, Soumyatanu, 2011, "Roaring Food Prices in India," MPRA Paper, University Library of Munich, Germany, number 34009, Oct.
• Josheski, Dushko & Lazarov, Darko & Fotov, Risto & Koteski, Cane, 2011, "Causal relationship between wages and prices in UK: VECM analysis and Granger causality testing," MPRA Paper, University Library of Munich, Germany, number 34095, Oct.
• Julio Roman, Juan Manuel, 2011, "The Hodrick-Prescott filter with priors: linear restrictions on HP filters," MPRA Paper, University Library of Munich, Germany, number 34202, Oct.
• Taştan, Hüseyin, 2011, "Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry," MPRA Paper, University Library of Munich, Germany, number 34302.
• Freddy, Liew, 2011, "Productivity-wage-growth nexus: an empirical study of Singapore," MPRA Paper, University Library of Munich, Germany, number 34459, Nov.
• Shepherd, Ben, 2011, "When are adaptive expectations rational? A generalization," MPRA Paper, University Library of Munich, Germany, number 34644, Oct.
• Paradiso, Antonio & Kumar, Saten & Rao, B. Bhaskara, 2011, "The growth effects of education in Australia," MPRA Paper, University Library of Munich, Germany, number 34791, Nov.
• Kuriyama, Akira, 2011, "A partial differential equation to express a business cycle :an implication for Japan's law interest policy," MPRA Paper, University Library of Munich, Germany, number 35166, Mar.
• Yan, Isabel K. & Chan, Kenneth S. & Dang, Vinh Q.T. & Lai, Jennifer T., 2011, "Regional Capital Mobility in China: 1978-2006," MPRA Paper, University Library of Munich, Germany, number 35217, Aug.
• Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011, "Is the Chinese Stock Market Really Efficient," MPRA Paper, University Library of Munich, Germany, number 35219, Aug.
• Li, Kui-Wai & Wong, Douglas K T, 2011, "The Exchange Rate and Interest Rate Differential Relationship: Evidence from Two Financial Crises," MPRA Paper, University Library of Munich, Germany, number 35297, Dec.
• Horvath, Roman & Poldauf, Petr, 2011, "International stock market comovements: what happened during the financial crisis?," MPRA Paper, University Library of Munich, Germany, number 35317, Dec.
• Farzanegan, Mohammad Reza, 2011, "Military spending and economic growth: the case of Iran," MPRA Paper, University Library of Munich, Germany, number 35498, Dec.
• Lof, Matthijs, 2011, "GMM estimation with noncausal instruments under rational expectations," MPRA Paper, University Library of Munich, Germany, number 35536, Dec.
• Travaglini, Guido, 2011, "Climate change: where is the hockey stick? evidence from millennial-scale reconstructed and updated temperature time series," MPRA Paper, University Library of Munich, Germany, number 35565, Dec.
• Sahbaz, A, 2011, "Cari İşlem Açıklarının Sürdürülebilirliği: 2001-2011 Türkiye Örneği
  [Current Account Deficits Sustainability: 2001-2011 The Case Of Turkey]," MPRA Paper, University Library of Munich, Germany, number 36294, Oct.
• Guzman, Giselle C., 2011, "The case for higher frequency inflation expectations," MPRA Paper, University Library of Munich, Germany, number 36656, Jun.
• Wong, Shirly Siew-Ling & Puah, Chin-Hong & Shazali, Abu Mansor, 2011, "Survey Evidence on the Rationality of Business Expectations: Implications from the Malaysian Agricultural Sector," MPRA Paper, University Library of Munich, Germany, number 36661, Dec.
• Puah, Chin-Hong & Chong, Lucy Lee-Yun & Jais, Mohamad, 2011, "Testing the Rational Expectations Hypothesis on the Retail Trade Sector Using Survey Data from Malaysia," MPRA Paper, University Library of Munich, Germany, number 36699, Oct.
• Escobari, Diego, 2011, "Testing for Stochastic and Beta-convergence in Latin American Countries," MPRA Paper, University Library of Munich, Germany, number 36741, May.
• Abu Mansor, Shazali & Abdul Karim, Bakri, 2011, "Subsidy and export: Malaysian case," MPRA Paper, University Library of Munich, Germany, number 37025, Dec.
• Sasikumar, Anoop, 2011, "Testing for weak form market efficiency in Indian foreign exchange market," MPRA Paper, University Library of Munich, Germany, number 37071, May.
• Aruga, Kentaka, 2011, "非遺伝子組換え大豆とエネルギーの価格関係について
  [Relationships among the Non-Genetically Modified Soybean and Energy Prices]," MPRA Paper, University Library of Munich, Germany, number 38186, Jun, revised 20 Aug 2011.
• Rossi, Francesco, 2011, "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper, University Library of Munich, Germany, number 38682, Nov, revised 31 Mar 2012.
• Bartolucci, Francesco, 2011, "An alternative to the Baum-Welch recursions for hidden Markov models," MPRA Paper, University Library of Munich, Germany, number 38778, Dec.
• Kasai, Ndahiriwe & Naraidoo, Ruthira, 2011, "Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa," MPRA Paper, University Library of Munich, Germany, number 40699, Jun.
• Wada, Tatsuma, 2011, "On the Correlations of Trend-Cycle Errors," MPRA Paper, University Library of Munich, Germany, number 41754, Dec.
• Halicioglu, Ferda, 2011, "The Demand for Calories in Turkey," MPRA Paper, University Library of Munich, Germany, number 41807.
• Hussain, Anwar Hussain & Farid, Asif Farid & Hussain, Shah Hussain & Iqbal, Sajid Iqbal, 2011, "The Future of Budgetary Allocation to Sports Sector in Pakistan: Evidences from Autoregressive Integrated Moving Average Model," MPRA Paper, University Library of Munich, Germany, number 41979, revised 2011.
• Andreas, Brunhart, 2011, "Stock market’s reactions to revelation of tax evasion: an empirical assessment," MPRA Paper, University Library of Munich, Germany, number 42047, Oct, revised Sep 2012.
• Lúcio Godeiro, Lucas, 2011, "Impact of calendar effects in the volatility of vale shares," MPRA Paper, University Library of Munich, Germany, number 45993, Nov.
• Jiranyakul, Komain, 2011, "The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries," MPRA Paper, University Library of Munich, Germany, number 46068.
• Douch, Mohamed & Essaddam, Naceur, 2011, "Short and Long-Term Effects of September 11 on Stock Returns: Evidence from U.S. Defense Firms," MPRA Paper, University Library of Munich, Germany, number 46529, Jan, revised Mar 2013.
• Fantazzini, Dean & Geraskin, Petr, 2011, "Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask," MPRA Paper, University Library of Munich, Germany, number 47869, Feb.
• Ciuiu, Daniel, 2011, "Bayes multivariate signification tests and Granger causality," MPRA Paper, University Library of Munich, Germany, number 48945, Sep, revised 01 Oct 2011.
• Dergiades, Theologos & Martinopoulos, Georgios & Tsoulfidis, Lefteris, 2011, "Energy Consumption and Economic Growth: Parametric and Non-Parametric Causality Testing for the Case of Greece," MPRA Paper, University Library of Munich, Germany, number 51120, Nov, revised 12 Nov 2011.
• Dergiades, Theologos, 2011, "Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy," MPRA Paper, University Library of Munich, Germany, number 51128, Nov, revised 15 Nov 2011.
• Fallahi, Firouz, 2011, "Convergence of Total Health Expenditure as a Share of GDP: Evidence from Selected OECD Countries," MPRA Paper, University Library of Munich, Germany, number 51324.
• Tsoulfidis, Lefteris & Tsaliki, Persefoni, 2011, "Classical competition and regulating capital: theory and empirical evidence," MPRA Paper, University Library of Munich, Germany, number 51334, revised 2013.
• Bilgili, Faik, 2011, "City price convergence in Turkey with structural breaks," MPRA Paper, University Library of Munich, Germany, number 54295, Oct.
• Ghassan, Hassan B., 2011, "Public and Private Investment in Saudi Economy: Evidence from Weak Exogeneity and Bound Cointegration Tests," MPRA Paper, University Library of Munich, Germany, number 56537, Feb.
• Le Quang, Canh, 2011, "Electricity consumption and economic growth in Vietnam: A cointegration and causality analysis," MPRA Paper, University Library of Munich, Germany, number 81052, revised 2011.
• Rangan Gupta & Mampho P. Modise, 2011, "Macroeconomic Variables and South African Stock Return Predictability," Working Papers, University of Pretoria, Department of Economics, number 201107, Mar.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers, University of Pretoria, Department of Economics, number 201122, Oct.
• Riane de Bruyn & Rangan Gupta & Lardo stander, 2011, "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201134, Dec.
• Rangan Gupta & Yuxiang Ye & Christopher Sako, 2011, "Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production," Working Papers, University of Pretoria, Department of Economics, number 201135, Dec.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2011, "Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201136, Dec.
• David Havrlant & Roman Hušek, 2011, "Models of Factors Driving the Czech Export," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 3, pages 195-215, DOI: 10.18267/j.pep.396.
• Jiří Trešl, 2011, "Srovnání vybraných metod predikce změn trendu indexu PX
  [Selected Methods of the Prediction of PX Index Trend Reversal]," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 2, pages 184-204, DOI: 10.18267/j.polek.780.
• Miroslav Plašil, 2011, "Potenciální produkt, mezera výstupu a míra nejistoty spojená s jejich určením při použití Hodrick-Prescottova filtru
  [Potential Product, Output Gap and Uncertainty Rate Associated with Their Determination while Using the Hodrick-Prescott Filter]," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 4, pages 490-507, DOI: 10.18267/j.polek.801.
• Łukasz Kwiatkowski, 2011, "Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 3, issue 4, pages 187-219, December.
• Luis F. Martins, 2011, "Moment conditions model averaging with an application to a forward-looking monetary policy reaction function," Working Papers, Banco de Portugal, Economics and Research Department, number w201116.
• Paulo M.M. Rodrigues & Tomás del Barrio Castro, 2011, "The Impact of Persistent Cycles on Zero Frequency Unit Root Tests," Working Papers, Banco de Portugal, Economics and Research Department, number w201124.
• Paulo M.M. Rodrigues & Antonio Rubia, 2011, "A Class of Robust Tests in Augmented Predictive Regressions," Working Papers, Banco de Portugal, Economics and Research Department, number w201126.
• Paulo M.M. Rodrigues & Nazarii Salish, 2011, "Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns," Working Papers, Banco de Portugal, Economics and Research Department, number w201128.
• Morten Ø. Nielsen, 2011, "Asymptotics For The Conditional-sum-of-squares Estimator In Multivariate Fractional Time Series Models," Working Paper, Economics Department, Queen's University, number 1259, Jan.
• George Kapetanios & Fotis Papailias, 2011, "Block Bootstrap and Long Memory," Working Papers, Queen Mary University of London, School of Economics and Finance, number 679, Jun.
• Alexey Balaev, 2011, "Modeling multivariate parametric densities of financial returns (in Russian)," Quantile, Quantile, issue 9, pages 39-60, July.
• Domingo Rodriguez Benavides & Francisco Venegas-Martinez & Instituto Politecnico Nacional, 2011, "Efectos de las exportaciones en el crecimiento economico de Mexico: Un analisis de cointegracion, 1929-2009," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 7, issue 2, pages 55-71, Enero-Jun.
• Adrian Pagan & Don Harding, 2011, "Econometric Analysis and Prediction of Recurrent Events," NCER Working Paper Series, National Centre for Econometric Research, number 75, Oct.
• Adam E Clements & Annastiina Silvennoinen, 2011, "Volatility timing and portfolio selection: How best to forecast volatility," NCER Working Paper Series, National Centre for Econometric Research, number 76, Oct.
• Armas, Adrián & Vallejos , Lucy & Vega, Marco, 2011, "Indicadores tendenciales de inflación y su relevancia como variables indicativas de política monetaria," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 20, pages 27-56.
• Morales Vásquez, Daniel, 2011, "Presiones cambiarias en el Perú: Un enfoque no lineal," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 20, pages 57-71.
• Carrera, César, 2011, "El canal del crédito bancario en el Perú: Evidencia y mecanismo de transmisión," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 22, pages 63-82.
• Vladimir Zdorovenin & Jacques Pézier, 2011, "Does Information Content of Option Prices Add Value for Asset Allocation?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-03, Jan.
• Muhammad Zakaria & Ahmed Bilal Ghauri, 2011, "Trade Openness and Real Exchange Rate: Some Evidence from Pakistan," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 39, pages 201-229, March.
• Chaido Dritsaki, 2011, "The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 40, pages 25-56, June.
• Sasa Zikovic, 2011, "Measuring risk of crude oil at extreme quantiles," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 29, issue 1, pages 9-31.
• Dimitris Korobilis, 2011, "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series, Rimini Centre for Economic Analysis, number 21_11, Apr.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011, "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper series, Rimini Centre for Economic Analysis, number 38_11, Jul.
• Atanu Ghoshray, 2011, "Underlying Trends and International Price Transmission of Agricultural Commodities," ADB Economics Working Paper Series, Asian Development Bank, number 257, May.
• Andrew Hughes Hallett & Christian Richter, 2011, "Trans-Pacific Economic Relations and US-China Business Cycles: Convergence within Asia versus US Economic Leadership," ADBI Working Papers, Asian Development Bank Institute, number 292, Jun.
• Sebastian Fossati, 2011, "Dating U.S. Business Cycles with Macro Factors," Working Papers, University of Alberta, Department of Economics, number 2011-05, May.
• Sebastian Fossati, 2011, "Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function," Working Papers, University of Alberta, Department of Economics, number 2011-10, May.
• Boris Poutko, 2011, "Determination of the nature of growth of the main trends of time series in small quantity of observations," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 22, issue 2, pages 93-97.
• Cengiz Toraman & Cagatay Basarir & Mehmet Fatih Bayramoglu, 2011, "Determination of Factors Affecting the Price of Gold: A Study of MGARCH Model," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 2, issue 4, pages 1-37.
• Young Wook Han, 2011, "Structural Breaks and Long Memory Property in Korean Won Exchange Rates: Adaptive FIGARCH Model," East Asian Economic Review, Korea Institute for International Economic Policy, volume 15, issue 2, pages 33-59, DOI: 10.11644/KIEP.JEAI.2011.15.2.229.
• A. Mansur M. Masih & Lurion De Mello, 2011, "Does the ‘Environmental Kuznets Curve’ Exist? An Application of Long-run Structural Modelling to Saudi Arabia - La Curva di Kuznets esiste? Un’applicazione LRSM al caso dell’Arabia Saudita," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 64, issue 2, pages 211-235.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Multi-Factor Gegenbauer Processes and European Inflation Rates," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 26, pages 386-409.
• G.A. Karathanassis & V.I. Sogiakas, 2011, "The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 26, pages 433-462.
• Pierre Clauss, 2011, "Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk," Journal of Financial Transformation, Capco Institute, volume 31, pages 133-139.
• Mario Gómez Aguirre, 2011, "Dynamic Capabilities and Competitive Advantage into Mexican Firms: Testing Gibrat’s Law," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 2, pages 35-56.
• Su, Chi Wei & Chang, Hsu Ling & Zhu, Meng Nan, 2011, "A Non-Linear Model of Causality Between the Stock and Real Estate Markets of European Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 41-53, March.
• Chang, Tsangyao & Chiu, Chi Chen & Tzeng, Han Wen, 2011, "Revisiting Purchasing Power Parity for Nine Transition Countries Using the Rank Test for Nonlinear Cointegration," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 19-30, June.
• Acatrinei, Marius Cristian & Caraiani, Petre, 2011, "Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 42-54, June.
• Yang-Cheng Lu & Chang, Tsangyao & Chin-Ping Yu, 2011, "Long-Run Purchasing Power Parity with Asymmetric Adjustment: Evidence from Mainland China and Taiwan," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 59-70, September.
• Saman, Corina, 2011, "Scenarios of the Romanian GDP Evolution With Neural Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 129-140, December.
• Chang, Tsangyao & Lee, Chia-Hao, 2011, "Hysteresis in Unemployment for G-7 Countries: Threshold Unit Root Test," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-14, December.
• Saman, Corina, 2011, "Aplicatii ale metodei regresiei ortogonale in conomie," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 112402, Oct.
• M. Fr Mmel & R. Kruse, 2011, "Testing for a rational bubble under long memory," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/722, May.
• Norman R. Swanson & Nii Ayi Armah, 2011, "Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output," Departmental Working Papers, Rutgers University, Department of Economics, number 201103, May.
• Norman R. Swanson & Nii Ayi Armah, 2011, "Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments," Departmental Working Papers, Rutgers University, Department of Economics, number 201105, May.
• Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011, "Predictive Inference for Integrated Volatility," Departmental Working Papers, Rutgers University, Department of Economics, number 201108, May.
• Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011, "Predictive Inference for Integrated Volatility," Departmental Working Papers, Rutgers University, Department of Economics, number 201109, May.
• Norman R. Swanson & Valentina Corradi, 2011, "Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201112, May.
• Norman R. Swanson & Nii Ayi Armah, 2011, "Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators," Departmental Working Papers, Rutgers University, Department of Economics, number 201115, May.
• Diep Duong & Norman R. Swanson, 2011, "Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks," Departmental Working Papers, Rutgers University, Department of Economics, number 201116, May.
• Diep Duong & Norman R. Swanson, 2011, "Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps," Departmental Working Papers, Rutgers University, Department of Economics, number 201117, May.
• Lawrence Edwards & Jing Chien, 2025, "The Consequences of United States Tariff Increases for South African Exports," ERSA Working Paper Series, Economic Research Southern Africa, number 226, Aug.
• Allan Davids, 2025, "Home Foreclosure Discounts in Auctions Without Reserve Prices: Evidence from Cape Town," ERSA Working Paper Series, Economic Research Southern Africa, number 228, Aug.
• Jacek Leskow & Justyna Mokrzycka & Krzysztof Krawiec, 2011, "Modeling Stock Market Indexes With Copula Functions," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 7, issue 2, pages 1-16, August.
• Anjana Mehra & Gian Kaur, 2011, "Determinants of Exports of Textile Industry in Punjab," Foreign Trade Review, , volume 46, issue 1, pages 46-57, April, DOI: 10.1177/0015732515110103.
• Firouz Fallahi & Gabriel Rodríguez, 2011, "Persistence of Unemployment in the Canadian Provinces," International Regional Science Review, , volume 34, issue 4, pages 438-458, October, DOI: 10.1177/0160017610383280.
• Chia-Lin Chang & Thanchanok Khamkaew & Roengchai Tansuchat & Michael McAleer, 2011, "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," Tourism Economics, , volume 17, issue 3, pages 481-507, June, DOI: 10.5367/te.2011.0046.
• Boriss Siliverstovs, 2011, "The Real-Time Predictive Content of the KOF Economic Barometer," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 147, issue 3, pages 353-375, September.
• López Herrera, Francisco & Ortiz Calisto, Edgar & Gutiérrez, Raúl De Jesús, 2011, "Integración fraccionaria y valor en riesgo / Fractional Integration and Value at Risk," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 1, issue 1, pages 29-53, enero-jun.
• Young Hoon Lee & Rodney Fort, 2011, "Competitive Balance:Time Series Lessons from the English Premier League," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1102, Jun, revised Jun 2011.
• Seongman Moon & Carlos Velasco, 2011, "On the Properties of Regression Tests of Asset Return Predictability," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1111, Aug.
• Juan Carlos Cuestas & Bruce Philp, 2011, "Economic class and the distribution of income: A time-series analysis of the UK economy, 1955-2010," Working Papers, The University of Sheffield, Department of Economics, number 2011012, Apr, revised Apr 2011.
• Yu-chin Chen & Wen-Jen Tsay, 2011, "Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 11-A001, Mar, revised May 2011.
• Shu-Ping Shi & Peter C.B. Phillips & Jun Yu, 2011, "Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers, Singapore Management University, School of Economics, number 08-2011, Aug.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2011, "Testing for Multiple Bubbles," Working Papers, Singapore Management University, School of Economics, number 09-2011, Aug.
• Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Working Papers, Singapore Management University, School of Economics, number 15-2011, Nov.
• Xiaohu Wang & Jun Yu, 2011, "Double Asymptotics for an Explosive Continuous Time Model," Working Papers, Singapore Management University, School of Economics, number 16-2011, Nov.
• Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011, "SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-01-2011, Jan.
• Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011, "Testing for Multiple Bubbles," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-03-2011, May.
• Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011, "Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-09-2011, Nov.
• Pamela Hall, 2011, "Is there any evidence of a Greenspan put?," Working Papers, Swiss National Bank, number 2011-06.
• Sylvia Kaufmann, 2011, "K-state switching models with endogenous transition distributions," Working Papers, Swiss National Bank, number 2011-13.
• Alessandra Luati & Tommaso Proietti, 2011, "On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 63, issue 4, pages 851-871, August, DOI: 10.1007/s10463-009-0267-8.
• Pedro Pérez-Pascual & Basilio Sanz-Carnero, 2011, "Law of one price: evidence from the Spanish wheat market," The Annals of Regional Science, Springer;Western Regional Science Association, volume 47, issue 2, pages 329-351, October, DOI: 10.1007/s00168-010-0381-9.
• Klaus Abberger & Wolfgang Nierhaus, 2011, "Die ifo Konjunkturuhr: Zirkulare Korrelation mit dem realen Bruttoinlandsprodukt," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 5, issue 3, pages 179-201, December, DOI: 10.1007/s11943-011-0106-2.
• Jovanović, Mario, 2011, "Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 240.
• Herrera, Rodrigo & Schipp, Bernhard, 2011, "Extreme value models in a conditional duration intensity framework," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-022.
• Kappus, Johanna & Reiß, Markus, 2011, "Estimation of the characteristics of a Lévy process observed at arbitrary frequency," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-027.
• Härdle, Wolfgang Karl & Osipenko, Maria, 2011, "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-055.
• Schienle, Melanie, 2011, "Nonparametric nonstationary regression with many covariates," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-076.
• Mehrhoff, Jens & Eiglsperger, Martin & Haine, Wim, 2011, "Seasonal adjustment and reliability of euro area GDP – Increased uncertainty in times of unusual developments?," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis, Verein für Socialpolitik / German Economic Association, number 48721.
• 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.
• 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.