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

2010

• Fabio Bagliano & Claudio Morana, 2010, "The Great Recession: US dynamics and spillovers to the world economy," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 103, Nov.
• Fabio Bagliano & Claudio Morana, 2010, "The effects of US economic and financial crises on euro area convergence," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 99, Sep.
• Nikolaos Giannellis, 2010, "Nonlinearity and Inflation Rate Differential Persistence: Evidence from the Eurozone," Working Papers, University of Crete, Department of Economics, number 1011, Jul, revised 01 Oct 2010.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2010, "Regime specific predictability in predictive regressions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we097844, Dec.
• Sucarrat, Genaro & Escribano, Álvaro, 2010, "The power log-GARCH model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1013, Jun.
• Henning, Martin & Enflo, Kerstin & Andersson, Fredrik NG, 2010, "Trends and cycles in regional economic growth : how spatial differences formed the Swedish growth experience 1860-2009," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wp10-10, Oct.
• Grané Chávez, Aurea & Veiga, Helena, 2010, "Outliers in Garch models and the estimation of risk measures," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws100502, Jan.
• Monteiro, André A., 2010, "A semiparametric state space model," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws103418, Sep.
• Harvey, Andrew, 2010, "Exponential conditional volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws103620, Sep.
• Rodríguez, Mª José & Ruiz Ortega, Esther, 2010, "Comparing sample and plug-in moments in asymmetric Garch Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws104125, Oct.
• Han, Chirok & Phillips, Peter C. B., 2010, "Gmm Estimation For Dynamic Panels With Fixed Effects And Strong Instruments At Unity," Econometric Theory, Cambridge University Press, volume 26, issue 1, pages 119-151, February.
• Kristensen, Dennis, 2010, "Nonparametric Filtering Of The Realized Spot Volatility: A Kernel-Based Approach," Econometric Theory, Cambridge University Press, volume 26, issue 1, pages 60-93, February.
• Shimotsu, Katsumi, 2010, "Exact Local Whittle Estimation Of Fractional Integration With Unknown Mean And Time Trend," Econometric Theory, Cambridge University Press, volume 26, issue 2, pages 501-540, April.
• Luati, Alessandra & Proietti, Tommaso, 2010, "On The Spectral Properties Of Matrices Associated With Trend Filters," Econometric Theory, Cambridge University Press, volume 26, issue 4, pages 1247-1261, August.
• Baek, Jungho & Koo, Won W., 2010, "The U.S. Agricultural Sector and the Macroeconomy," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 42, issue 3, pages 457-465, August.
• Milhøj, Anders, 2010, "The Market Share of Wine in Denmark," Journal of Wine Economics, Cambridge University Press, volume 5, issue 2, pages 327-338, April.
• Bing Zhang & Xindan Li, 2010, "Currency appreciation and stock market performance: Evidence from China," Frontiers of Economics in China, Springer;Higher Education Press, volume 5, issue 3, pages 393-411, September, DOI: 10.1007/s11459-010-0104-2.
• Elsadig Ahmed, 2010, "Information and Communications Technology Effects on East Asian Productivity," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 1, issue 3, pages 191-201, September, DOI: 10.1007/s13132-010-0013-8.
• Vicente German-Soto & Luis Gutiérrez Flores, 2010, "Time Series Tests of Structural Change among Innovation and Trade Liberalization in Mexico," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 1, issue 3, pages 219-237, September, DOI: 10.1007/s13132-010-0015-6.
• Elsadig Ahmed, 2010, "Erratum to: Information and Communications Technology Effects on East Asian Productivity," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 1, issue 4, pages 333-333, December, DOI: 10.1007/s13132-010-0016-5.
• William Barnett & Evgeniya Duzhak, 2010, "Empirical assessment of bifurcation regions within New Keynesian models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 45, issue 1, pages 99-128, October, DOI: 10.1007/s00199-008-0430-0.
• Mohamed Chikhi & Claude Diebolt, 2010, "Nonparametric analysis of financial time series by the Kernel methodology," Quality & Quantity: International Journal of Methodology, Springer, volume 44, issue 5, pages 865-880, August, DOI: 10.1007/s11135-009-9239-6.
• Francesco Lisi & Edoardo Otranto, 2010, "Clustering mutual funds by return and risk levels," Springer Books, Springer, in: Marco Corazza & Claudio Pizzi, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-88-470-1481-7_19.
• Nunzio Cappuccio & Diego Lubian, 2010, "The fragility of the KPSS stationarity test," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 19, issue 2, pages 237-253, June, DOI: 10.1007/s10260-010-0130-3.
• Jamel Jouini, 2010, "Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration," Statistical Papers, Springer, volume 51, issue 1, pages 85-109, January, DOI: 10.1007/s00362-008-0123-6.
• Joseph Byrne & Norbert Fiess, 2010, "Euro area inflation: aggregation bias and convergence," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 146, issue 2, pages 339-357, June, DOI: 10.1007/s10290-010-0053-y.
• Francisco Dias & Cláudia Duarte & António Rua, 2010, "Inflation expectations in the euro area: are consumers rational?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 146, issue 3, pages 591-607, September, DOI: 10.1007/s10290-010-0058-6.
• Swee Ling OH & Evan LAU & Chin Hong PUAH & Shazali ABU MANSOR, 2010, "Volatility Co Movement Of Asean 5 Equity Markets," Journal of Advanced Studies in Finance, ASERS Publishing, volume 1, issue 1, pages 23-30.
• Peter Julian A Cayton & Dennis S Mapa & Mary Therese A Lising, 2010, "Estimating Value At Risk Var Using Tivex Pot Models," Journal of Advanced Studies in Finance, ASERS Publishing, volume 1, issue 2, pages 152-170.
• Fulvio Corsi & Davide Pirino & Roberto Reno', 2010, "Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2010/11, Jul.
• Andreas Benedictow & Pål Boug, 2010, "Trade liberalisation and import price behaviour: the case of textiles and wearing apparels," Discussion Papers, Statistics Norway, Research Department, number 605, Jan.
• Arvid Raknerud & Øivind Skare, 2010, "Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach," Discussion Papers, Statistics Norway, Research Department, number 614, Mar.
• Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010, "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-15, Nov.
• Markus Jochmann, 2010, "Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach," Working Papers, University of Strathclyde Business School, Department of Economics, number 1001, Jan.
• Zafer Dilaver & Lester C Hunt, 2010, "Industrial Electricity Demand for Turkey: A Structural Time Series Analysis," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 129, Sep.
• Zafer Dilaver & Lester C Hunt, 2010, "Modelling and Forecasting Turkish Residential Electricity Demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 131, Nov.
• Vasco Gabriel & Luis Martins, 2010, "The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1010, Sep.
• Pedro M. G. Martins, 2010, "Do Capital Inflows Hinder Competitiveness? The Real Exchange Rate in Ethiopia," Working Paper Series, Department of Economics, University of Sussex Business School, number 1110, Oct.
• Sandra Tatierska, 2010, "Do Unit Labor Cost Drive Inflation in the Euro Area?," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 2/2010, Dec.
• Derek Bond & Michael Harrison & Niall Hession & Edward O'Brien, 2010, "Nonlinearity as an explanation of the forward exchange rate anomaly," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 13, pages 1237-1239, DOI: 10.1080/00036840902950564.
• Alberto Humala & Gabriel Rodriguez, 2010, "Foreign exchange intervention and exchange rate volatility in Peru," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 15, pages 1485-1491, DOI: 10.1080/13504850903049643.
• Massimiliano Marzo & Paolo Zagaglia, 2010, "Volatility forecasting for crude oil futures," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 16, pages 1587-1599, DOI: 10.1080/13504850903084996.
• Mark J. Holmes & Brian Silverstone, 2010, "Business confidence and cyclical turning points: a Markov-switching approach," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 3, pages 229-233, February, DOI: 10.1080/13504850701720247.
• B. Bhaskara Rao & Rup Singh & Saten Kumar, 2010, "Do we need time series econometrics?," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 7, pages 695-697, DOI: 10.1080/13504850802297889.
• Paolo Zagaglia, 2010, "The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight?," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 9, pages 865-868, DOI: 10.1080/17446540802498809.
• Kurt Brannas & A. M. M. Shahiduzzaman Quoreshi, 2010, "Integer-valued moving average modelling of the number of transactions in stocks," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 18, pages 1429-1440, DOI: 10.1080/09603107.2010.498343.
• Carlos Santos & Maria Alberta Oliveira, 2010, "Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling," Applied Economics, Taylor & Francis Journals, volume 42, issue 12, pages 1577-1589, DOI: 10.1080/00036840701721521.
• B. Bhaskara Rao, 2010, "Deterministic and stochastic trends in the time series models: a guide for the applied economist," Applied Economics, Taylor & Francis Journals, volume 42, issue 17, pages 2193-2202, DOI: 10.1080/00036840701765494.
• B. Bhaskara Rao, 2010, "Time-series econometrics of growth-models: a guide for applied economists," Applied Economics, Taylor & Francis Journals, volume 42, issue 1, pages 73-86, DOI: 10.1080/00036840701564434.
• Daniel Chiquiar & Antonio Noriega & Manuel Ramos-Francia, 2010, "A time-series approach to test a change in inflation persistence: the Mexican experience," Applied Economics, Taylor & Francis Journals, volume 42, issue 24, pages 3067-3075, DOI: 10.1080/00036840801982684.
• Nii Ayi Armah & Norman Swanson, 2010, "Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments," Econometric Reviews, Taylor & Francis Journals, volume 29, issue 5-6, pages 476-510, DOI: 10.1080/07474938.2010.481549.
• Julia Korosteleva & Colin Lawson, 2010, "The Belarusian case of transition: whither financial repression?," Post-Communist Economies, Taylor & Francis Journals, volume 22, issue 1, pages 33-53, DOI: 10.1080/14631370903525587.
• Jan Bulla, 2010, "Hidden Markov models with t components. Increased persistence and other aspects," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 3, pages 459-475, DOI: 10.1080/14697681003685563.
• Kazuyuki Inagaki, 2010, "Income Inequality and the Suicide Rate in Japan: Evidence from Cointegration and La-Var," Journal of Applied Economics, Taylor & Francis Journals, volume 13, issue 1, pages 113-133, May, DOI: 10.1016/S1514-0326(10)60006-2.
• Geoff Willcocks, 2010, "Conditional Variances in UK Regional House Prices," Spatial Economic Analysis, Taylor & Francis Journals, volume 5, issue 3, pages 339-354, DOI: 10.1080/17421772.2010.493951.
• Dungey, Mardi & Henry, Olan & McKenzie, Michael, 2010, "From Trade-to-Trade in US Treasuries," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10446, May, revised 01 May 2010.
• Dungey, Mardi & Yalama, Abdullah, 2010, "Detecting Contagion with Correlation: Volatility and Timing Matter," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10447, May, revised 01 May 2010.
• Dungey, Mardi & Jeyasreedharan, Nagaratnam & Li, Tuo, 2010, "Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10451, May, revised 30 May 2012.
• Halil Guler & Anil Talasli, 2010, "Modelling the Daily Currency in Circulation in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 10, issue 1, pages 29-46.
• Saygin Sahinoz & Evren Erdogan Cosar, 2010, "Understanding Sectoral Growth Cycles and the Impact of Monetary Policy in the Turkish Manufacturing Industry (Turkiye Imalat Sanayinde Sektorel Buyume Cevrimleri ve Para Politikasinin Etkileri)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1013.
• Sushil Kumar Haldar & Girijasankar Mallik, 2010, "Does Human Capital Cause Economic Growth? A Case Study of India," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 1, pages 7-25, July.
• Antonios Adamopoulos, 2010, "Financial development and economic growth. An empirical analysis for Ireland," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 1, pages 75-88, July.
• Manish Kumar, 2010, "A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 2, pages 21-39, December.
• Charles S. Bos & Siem Jan Koopman, 2010, "Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-017/4, Feb.
• Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2010, "Modeling Trigonometric Seasonal Components for Monthly Economic Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-018/4, Feb.
• Drew Creal & Siem Jan Koopman & André Lucas, 2010, "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-032/2, Mar.
• David Ardia & Lennart F. Hoogerheide, 2010, "Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-045/4, Apr.
• David Ardia & Lennart F. Hoogerheide, 2010, "Efficient Bayesian Estimation and Combination of GARCH-Type Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-046/4, Apr.
• Norbert Christopeit & Michael Massmann, 2010, "Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-077/4, Aug.
• Ana Babus & Casper G. de Vries, 2010, "Global Stochastic Properties of Dynamic Models and their Linear Approximations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-081/2, Aug.
• Cem Cakmakli & Dick van Dijk, 2010, "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-115/4, Nov.
• Cizek, P., 2010, "Modelling Conditional Heteroscedasticity in Nonstationary Series," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-84.
• Heikki Kauppi, 2010, "Yield-Curve Based Probability Forecasts of U.S. Recessions: Stability and Dynamics," Discussion Papers, Aboa Centre for Economics, number 57, Jun.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-704, Jan.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-706, Jan.
• Chia-Lin Chang & Michael McAleer, 2010, "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-716, Feb.
• Chialin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-718, Feb.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-729, Mar.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Are Forecast Updates Progressive?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-736, Apr.
• Chun Liu & John M Maheu, 2010, "Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market," Working Papers, University of Toronto, Department of Economics, number tecipa-401, Apr.
• John M Maheu & Thomas H McCurdy & Yong Song, 2010, "Components of bull and bear markets: bull corrections and bear rallies," Working Papers, University of Toronto, Department of Economics, number tecipa-402, Apr.
• Don Harding, 2010, "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers, School of Economics, La Trobe University, number 2010.05, Jul.
• Miguel D. Ramirez, 2010, "Economic and Institutional Determinants of FDI Flows to Latin America: A Panel Study," Working Papers, Trinity College, Department of Economics, number 1003, May.
• Miguel D. Ramirez, 2010, "Foreign Direct Investment and its Determinants in the Chilean Case: Unit Roots, Structural Breaks, and Cointegration Analysis," Working Papers, Trinity College, Department of Economics, number 1006, Sep.
• Fabio C. Bagliano & Claudio Morana, 2010, "The effects of US economic and financial crises on euro area convergence," Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino, number 15, Sep.
• Fabio C. Bagliano & Claudio Morana, 2010, "The Great Recession: US dynamics and spillovers to the world economy," Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino, number 17, Nov.
• Gallego López, Nuria & Llano, Carlos & Pérez García, Julian, 2010, "Estimación de los Flujos de Transporte de Mercancías Interregionales Trimestrales mediante Técnicas de Interpolación Temporal," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2010/03, Feb.
• Tomás del Barrio Castro & Denise R. Osborn, 2010, "HEGY Tests in the Presence of Moving Averages," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 42.
• Ricciuti, Roberto, 2010, "Accumulazione del capitale e crescita economica tra Italia liberale e regime fascista," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 141, Mar.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 1001.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010, "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 09-2010, Nov.
• Peter Fuleky & Eric Zivot, 2010, "Indirect Inference Based on the Score," Working Papers, University of Washington, Department of Economics, number UWEC-2010-08, Jun.
• Deepankar Basu & Panayiotis T. Manolakos, 2010, "Is there a tendency for the rate of profit to fall? Econometric evidence for the U.S. economy, 1948-2007," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2010-04, Jun.
• Jose Mario Lopes & Fabio Santos, 2010, "Comparing exchange market pressure in West and Southern African countries," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp549.
• Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2010, "The Use of GARCH Models in VaR Estimation," Working Papers, University of Peloponnese, Department of Economics, number 0048.
• Pickhardt, Michael & Sardà Pons, Jordi, 2010, "The size of the underground economy in Germany: A correction of the record and new evidence from the Modified-Cash-deposit-Ratio approach," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/148479.
• Tolga OMAY & Nilay ALUFTEKIN & Ece C. KARADAGLI, 2010, "The Relationship Between Output Growth And Inflation: Evidence From Turkey," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 1(11)_Spr, pages 55-63.
• Novella Maugeri, 2010, "Money Illusion and Rational Expectations: New Evidence from Well Known Survey Data," Department of Economics University of Siena, Department of Economics, University of Siena, number 606, Dec.
• Annastiina Silvennoinen & Susan Thorp, 2010, "Financialization, Crisis and Commodity Correlation Dynamics," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 267, Jan.
• Saten Kumar & Don J. Webber & Scott Fargher, 2010, "Money demand stability: A case study of Nigeria," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 1015, Oct.
• Senay Acikgoz & Merter Mert, 2010, "Endogeneity of the Natural Rate of Growth: An Application to Turkey," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 4, pages 447-469.
• Ryszard Kokoszczyński & Natalia Nehrebecka & Paweł Sakowski & Paweł Strawiński & Robert Ślepaczuk, 2010, "Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-03.
• Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010, "Midquotes or Transactional Data? The Comparison of Black Model on HF Data," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-15.
• Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010, "Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-16.
• Rebeca Jimenez-Rodriguez & Amalia Morales-Zumaquero & Balazs Egert, 2010, "The VARying Effect of Foreign Shocks in Central and Eastern Europe," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp989, May.
• Balazs Egert, 2010, "Catching-up and inflation in Europe: Balassa-Samuelson, Engel???s Law and other Culprits," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp991, Jun.
• Leandro M. Magnusson & Sophocles Mavroeidis, 2010, "Identification‐Robust Minimum Distance Estimation of the New Keynesian Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 2‐3, pages 465-481, March, DOI: 10.1111/j.1538-4616.2009.00295.x.
• Helle Bunzel & Walter Enders, 2010, "The Taylor Rule and “Opportunistic” Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 5, pages 931-949, August, DOI: 10.1111/j.1538-4616.2010.00313.x.
• Vasco J. Gabriel & Luis F. Martins, 2010, "The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 8, pages 1703-1712, December, DOI: 10.1111/j.1538-4616.2010.00361.x.
• Patrick Lünnemann & Thomas Y. Mathä, 2010, "Rigidities and inflation persistence of services and regulated prices," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 31, issue 2-3, pages 193-208, DOI: 10.1002/mde.1489.
• Mustafa Caglayan & Jing Di, 2010, "Does Real Exchange Rate Volatility Affect Sectoral Trade Flows?," Southern Economic Journal, John Wiley & Sons, volume 77, issue 2, pages 313-335, October, DOI: 10.4284/sej.2010.77.2.313.
• Ewa M. Syczewska, 2010, "Financial crisis influence on the BUX index of Hungarian stock exchange. Long memory measures: 1991-2008," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 46, Sep.
• Muhammad Zakaria, 2010, "Exchange Rate Misalignment And Economic Growth: Evidence From Pakistan'S Recent Float," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 55, issue 03, pages 471-489, DOI: 10.1142/S0217590810003857.
• Oliver Hossfeld, 2010, "Equilibrium Real Effective Exchange Rates and Real Exchange Rate Misalignments: Time Series vs. Panel Estimates," FIW Working Paper series, FIW, number 065, Dec.
• Dubravka Benaković & Petra Posedel, 2010, "Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1012, Dec.
• Pickhardt, Michael & Sarda, Jordi, 2010, "The size of the underground economy in Germany: A correction of the record and new evidence from the Modified-Cash-Deposit-Ratio approach," CAWM Discussion Papers, University of Münster, Münster Center for Economic Policy (MEP), number 36.
• Hautsch, Nikolaus & Podolskij, Mark, 2010, "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/17.
• Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2010, "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/19.
• Busse, Stefan & Brümmer, Bernard & Ihle, Rico, 2010, "Interdependencies between fossil fuel and renewable energy markets: the German biodiesel market," DARE Discussion Papers, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE), number 1010.
• Dreger, Christian & Wolters, Jürgen, 2010, "M3 Money Demand and Excess Liquidity in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 144, issue 3, pages 459-472.
• Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010, "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 136.
• Nautz, Dieter & Scheithauer, Jan, 2010, "Monetary policy implementation and overnight rate persistence," Discussion Papers, Free University Berlin, School of Business & Economics, number 2010/26.
• Marczak, Martyna & Beissinger, Thomas, 2010, "Real wages and the business cycle in Germany," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 20-2010.
• Lux, Thomas & Morales-Arias, Leonardo, 2010, "Relative forecasting performance of volatility models: Monte Carlo evidence," Kiel Working Papers, Kiel Institute for the World Economy, number 1582.
• Rickels, Wilfried & Görlich, Dennis & Oberst, Gerrit, 2010, "Explaining European emission allowance price dynamics: Evidence from Phase II," Kiel Working Papers, Kiel Institute for the World Economy, number 1650.
• Drechsel, Katja & Scheufele, Rolf, 2010, "Should We Trust in Leading Indicators? Evidence from the Recent Recession," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 10/2010.
• Schlüter, Stephan & Deuschle, Carola, 2010, "Using wavelets for time series forecasting: Does it pay off?," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 04/2010.
• Belke, Ansgar & Czudaj, Robert, 2010, "Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 171.
• Mitze, Timo, 2010, "Within and Between Panel Cointegration in the German Regional Output-Trade-FDI Nexus," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 222.
• Schaumburg, Julia, 2010, "Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-009.
• Baranovski, Alexander L., 2010, "Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-037.
• Hautsch, Nikolaus & Podolskij, Mark, 2010, "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-038.
• Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2010, "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-055.
• Sauerland, Dirk & Wübker, Ansgar, 2010, "Die Entwicklung der Ausgaben in der Gesetzlichen Krankenversicherung bis 2050 – bleibende Herausforderung für die deutsche Gesundheitspolitik," Wittener Diskussionspapiere zu alten und neuen Fragen der Wirtschaftswissenschaft, Witten/Herdecke University, Faculty of Management and Economics, number 4/2010.
• Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2010, "Modeling and explaining the dynamics of European Union allowance prices at high-frequency," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-038.
• Oberndorfer, Ulrich & Alexeeva-Talebi, Victoria & Löschel, Andreas, 2010, "Understanding the competitiveness implications of future phases of EU ETS on the industrial sectors," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-044.
• Schindler, Felix & Voronkova, Svitlana, 2010, "Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-051.
• Alexeeva-Talebi, Victoria, 2010, "Cost pass-through in strategic oligopoly: Sectoral evidence for the EU ETS," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-056.
• Heinemann, Friedrich, 2010, "Voluntary giving and economic growth: Time series evidence for the US," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-075.
• Alexeeva-Talebi, Victoria, 2010, "Cost pass-through of the EU emissions allowances: Examining the European petroleum markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-086.
• Olivier Ledoit & Michael Wolf, 2010, "Robust performance hypothesis testing with the variance," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 516, Oct.
• Jean-Francois Carpantier, 2010, "Commodities inventory effect," Working Papers, HAL, number hal-01821158, Jul.
• Fabien Candau & Michaël Goujon & Jean-François Hoarau & Serge Rey, 2010, "Taux de change réel et compétitivité de l'économie réunionnaise," Working Papers, HAL, number hal-01847945, Nov.
• Geert Dhaene & Koen Jochmans, 2010, "Split-panel jackknife estimation of fixed-effect models," Working Papers, HAL, number hal-03627120, Jan.
• Fabien Candau & Michaël Goujon & Jean-François Hoarau & Serge Rey, 2010, "Taux de change réel et compétitivité de l'économie réunionnaise," Working papers of CATT, HAL, number hal-01847945, Nov.
• Willert, Juliane, 2010, "Mean Shift detection under long-range dependencies with ART," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-437, Feb.
• Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp, 2010, "Identification problems in ESTAR models and a new model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-444, Mar.
• Heinen, Florian, 2010, "Evaluating a class of nonlinear time series models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-445, Apr.
• Kruse, Robinson & Sibbertsen, Philipp, 2010, "Long memory and changing persistence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-455, Aug.
• Hiller, Sanne & Kruse, Robinson, 2010, "Milestones of European Integration: Which matters most for Export Openness?," Working Papers, University of Aarhus, Aarhus School of Business, Department of Economics, number 10-7, Jul.
• Hacker, Scott, 2010, "The Effectiveness of Information Criteria in Determining Unit Root and Trend Status," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 213, Feb.
• Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt, 2010, "An anticipative linear filtering equation," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2010/8, Aug.
• Gustavsson, Magnus & Österholm, Pär, 2010, "Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data," Working Papers, National Institute of Economic Research, number 120, Sep.
• Nymoen, Ragnar & L. Castle, Jennifer & A. Doornik, Jurgen & F. Hendry, David, 2010, "Testing the Invariance of Expectations Models of Inflation," Memorandum, Oslo University, Department of Economics, number 21/2010, Nov.
• Gustavsson, Magnus & Österholm, Pär, 2010, "Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data," Working Paper Series, Center for Labor Studies, Uppsala University, Department of Economics, number 2010:13, Dec.
• Gustavsson, Magnus & Österholm, Pär, 2010, "Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series," Working Paper Series, Center for Labor Studies, Uppsala University, Department of Economics, number 2010:19, Dec.
• Gustavsson, Magnus & Österholm, Pär, 2010, "Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data," Working Paper Series, Uppsala University, Department of Economics, number 2010:14, Aug.
• Gustavsson, Magnus & Österholm, Pär, 2010, "Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series," Working Paper Series, Uppsala University, Department of Economics, number 2010:21, Dec.
• Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi & 下津, 克己, 2010, "Empirical Likelihood Block Bootstrapping," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2010-01, Mar.
• OKIMOTO, Tatsuyoshi & 沖本, 竜義 & SHIMOTSU, Katsumi & 下津, 克己, 2010, "Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2010-06, Apr.
• Yamaguchi, Keiko & 山口, 圭子, 2010, "Estimating a change point in the long memory parameter," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2010-07, May.
• Shimotsu, Katsumi & 下津, 克己, 2010, "Exact Local Whittle Estimation of Fractionally Cointegrated Systems," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2010-11, Sep.
• Daisuke Nagakura & Toshiaki Watanabe, 2010, "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-115, Feb.
• Islam Azzam & Jasmin Fouad, 2010, "Evaluation Of The Impact Of Day Trading On The Egyptian Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 1-21.
• Joze Mencinger, 2010, "Excise Tax Policy and Cross-border Purchases of Automotive Fuels," ICER Working Papers, ICER - International Centre for Economic Research, number 20-2010, Sep.
• Fabio C. Bagliano & Claudio Morana, 2010, "The Great Recession: US dynamics and spillovers to the world economy," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 34-2010, Dec.
• Claudio Morana, 2010, "Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 36-2010, Dec.
• Fithra Faisal Hastiadi, 2010, "Making East Asian Regionalism Works," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 13, issue 1, pages 103-124, July, DOI: https://doi.org/10.21098/bemp.v13i1.
• Fithra Faisal Hastiadi, 2010, "Making East Asian Regionalism Works," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 13, issue 1, pages 103-124, July, DOI: https://doi.org/10.21098/bemp.v13i1.
• Katharina Diekmann & Frank Westermann, 2010, "Financial Development and Sectoral Output Growth in 19th Century Germany," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 86, Dec.
• Petra Posedel & Maruska Vizek, 2010, "The Nonlinear House Price Adjustment Process in Developed and Transition Countries," Working Papers, The Institute of Economics, Zagreb, number 1001, Mar.