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

• Abbas Valadkhani & Majid Nameni, 2011, "How can Iran's black market exchange rate be managed?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 2, pages 186-202, May, DOI: 10.1108/01443581111128415.
• Seema Narayan & Paresh Kumar Narayan, 2011, "Are shocks to national income persistent? New global evidence," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 2, pages 218-230, May, DOI: 10.1108/01443581111128433.
• Saeid Mahdavi, 2011, "A re‐examination of Wagner's Law using US total state and local expenditure and its sub‐categories," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 4, pages 398-413, September, DOI: 10.1108/01443581111160860.
• Girijasankar Mallik & Ramprasad Bhar, 2011, "Has the link between inflation uncertainty and interest rates changed after inflation targeting?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 6, pages 620-636, November, DOI: 10.1108/01443581111177358.
• Yuqin Zhang & Abdol S. Soofi & Shouyang Wang, 2011, "Testing for nonlinearity of exchange rates: an information‐theoretic approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 6, pages 637-657, November, DOI: 10.1108/01443581111177367.
• Reetu Verma & Ali Salman Saleh, 2011, "Saving and investment in Saudi Arabia: an empirical analysis," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 28, issue 2, pages 136-148, June, DOI: 10.1108/10867371111137139.
• Chan, F. & McAleer, M.J. & Medeiros, M.C., 2011, "Structure and Asymptotic theory for Nonlinear Models with GARCH Errors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-79, Jan.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2011, "International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-04, Jan.
• Asai, M. & McAleer, M.J. & Medeiros, M., 2011, "Modelling and Forecasting Noisy Realized Volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-05, Jan.
• Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-11, Feb.
• Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J., 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-15, Apr.
• Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011, "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-22, Jun.
• Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J., 2011, "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-17, Jun.
• Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-27, Jul.
• Chang, C-L. & McAleer, M.J. & Lim, C., 2011, "Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-28, Jul.
• Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-29, Jul.
• de Bruijn, L.P. & Franses, Ph.H.B.F., 2011, "Evaluating the Rationality of Managers' Sales Forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-36, Nov.
• Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011, "The Rise and Fall of S&P500 Variance Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-37, Nov.
• Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2011, "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-28.
• Edgardo A. Ayala Gaytán & Joana C. Chapa Cantú & Juan D. Murguía Hernández, 2011, "Una reconsideración sobre la convergencia regional en México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 26, issue 2, pages 217-247.
• Víctor-Hugo Alcalá Ríos & Manuel Gómez Zaldívar & Daniel Ventosa-Santaulària, 2011, "Paradoja Feldstein-Horioka: el caso de México (1950-2007)," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 26, issue 2, pages 293-313.
• Rabindra Nepal & Tooraj Jamasb, 2011, "Market Integration, Efficiency, and Interconnectors: The Irish Single Electricity Market," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1121, Jul.
• Ibrahim Tutar & Aysit Tansel, 2011, "An Analysis of Political and Institutional Power Dispersion: The Case of Turkey," Working Papers, Economic Research Forum, number 580, Jan, revised 05 Jan 2011.
• Atiq-ur-Rehman, 2011, "Impact of Model Specification Decisions on Unit Root Tests," International Econometric Review (IER), Economic Research Association, volume 3, issue 2, pages 22-33, September.
• Saang Joon Baak, 2011, "Measuring Misalignments in the Korean Exchange Rate (ROK Economic System Series No.19)," Discussion papers, ERINA - Economic Research Institute for Northeast Asia, number 1102e, Jul.
• Adam P. Balcerzak & Miroslawa Zurek, 2011, "Foreign Direct Investment and Unemployment: VAR Analysis for Poland in the Years 1995-2009," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 3-14.
• Katrakilidis Constantinos & Trachanas Emmanouil, 2011, "Has the Accession of Greece in the EU Influenced the Dynamics of the Country’s “Twin Deficits”? An Empirical Investigation," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 45-54.
• Athanasios Vazakidis & Antonios Adamopoulos, 2011, "Financial Development and Economic Growth: An Empirical Analysis for the UK," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 135-148.
• Ravi P. Rannan-Eliya & Aparnaa Somanathan & Shiva Raj Adhikari & Eddy van Doorslaer & Owen O’ Donnell, 2011, "Who Pays for Health Care in Asia?," Working Papers, eSocialSciences, number id:3608, Feb.
• Elsadig Musa Ahmed, 2011, "Measuring the effects of labour productivity on ASEAN5 plus 3 economic growth," E3 Journal of Business Management and Economics., E3 Journals, volume 2, issue 2, pages 069-074.
• Ana Lilia Valderrama Santibáñez. & Omar Neme Castillo., 2011, "El efecto de la tecnología en las exportaciones manufactureras mexicanas hacia Estados Unidos," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 34, issue 1, pages 65-99, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/342011/Valderra.
• Tommaso Proietti & Helmut Luetkepohl, 2011, "Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?," Economics Working Papers, European University Institute, number ECO2011/29.
• Alfredo Marvão Pereira & José Manuel Belbute, 2011, "Final energy demand in Portugal: How persistent it is and why it matters for environmental policy," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 2_2011.
• Marijana Ivanov & Marina Tkalec & Maruška Vizek, 2011, "The Determinants of Financial Euroization in a Post-Transition Country: Do Threshold Effects Matter?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 3, pages 230-251, July.
• Eduard Baumöhl & Štefan Lyócsa & Tomáš Výrost, 2011, "Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 6, pages 530-544, December.
• Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth, 2011, "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 6, pages 566-583, December.
• Petra Posedel & Maruška Vizek, 2011, "Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 6, pages 584-600, December.
• Jozef Barunik & Lukas Vacha & Ladislav Krištoufek, 2011, "Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/22, Jun, revised Jun 2011.
• Krenar Avdulaj, 2011, "The Extreme Value Theory as a Tool to Measure Market Risk," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/26, Jul, revised Jul 2011.
• Eric Heyer, 2011, "The effectiveness of economic policy and position in the cycle The case of tax reductions on overtime in France," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2011-09, Apr.
• Chunrong Ai & Meixia Meng, 2011, "A Locally Linear Estimation of Regression Discontinuity," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 6, issue 4, pages 495-506, December.
• Alessandro Cologni & Matteo Manera, 2011, "On the Economic Determinants of Oil Production. Theoretical Analysis and Empirical Evidence for Small Exporting Countries," Working Papers, Fondazione Eni Enrico Mattei, number 2011.54, Jul.
• João O. Soares, Joaquim P. Pina, Manuel S. Ribeiro, Margarida Catalão-Lopes, 2011, "Quantitative vs. Qualitative Criteria for Credit Risk Assessment," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 1, pages 69-87, April.
• Beatriz Vaz de Melo Mendes, Silvia Regina Costa Lopes, 2011, "Dynamic Copulas and Long Range Dependence," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 2, pages 89-111, October.
• Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011, "SAFE: An early warning system for systemic banking risk," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1129.
• Atsushi Inoue & Barbara Rossi, 2011, "Out-of-sample forecast tests robust to the choice of window size," Working Papers, Federal Reserve Bank of Philadelphia, number 11-31.
• Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011, "Can oil prices forecast exchange rates?," Working Papers, Federal Reserve Bank of Philadelphia, number 11-34.
• Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011, "Multiplicative Error Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2011_03, Feb, revised Apr 2011.
• Elena Sinelnikova,, 2011, "World experience of researches of demand for money and its application for Russia," Published Papers, Gaidar Institute for Economic Policy, number 136, revised 2013.
• Elena Sinelnikova,, 2011, "Assessment of Demand for Cash in Conditions of the Development of Electronic Payments," Published Papers, Gaidar Institute for Economic Policy, number 137, revised 2013.
• Elena Sinelnikova-Muryleva, 2011, "Innovations in the sphere of payments and the money demand in Russia," Research Paper Series, Gaidar Institute for Economic Policy, issue 157P.
• Mario Cerrato & Christian de Peretti & Rolf Larsson & Nicholas Sarantis, 2011, "A nonlinear panel unit root test under cross section dependence," Working Papers, Business School - Economics, University of Glasgow, number 2011_08, May.
• Fithra Faisal Hastiadi, 2011, "East Asian Regionalism: The Need For Asean+3 Fta," Journal of Global Business and Economics, Global Research Agency, volume 3, issue 1, pages 31-56, July.
• Adrian Wai-Kong Cheung & Jen-Je Su & Astrophel Kim Choo, 2011, "Are Euro exchange rates markets efficient? New evidence from a large panel," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201109, Sep.
• Abdulnasser Hatemi-J & Eduardo Roca, 2011, "Are Real Estate Markets Integrated with the World Market?," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201111, Nov.
• Andrew C. Worthington & Helen Higgs, 2011, "Macro drivers of Australian housing affordability, 1985â 2010: An autoregressive distributed lag approach," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201116.
• Helen Higgs & Andrew C. Worthington, 2011, "Price and income elasticity of Australian retail finance: An autoregressive distributed lag (ARDL) approach," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201117.
• Peter Fuleky & Eric Zivot, 2011, "Indirect Inference Based on the Score," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2011-12, Aug.
• Peter Fuleky, 2011, "On the Choice of the Unit Period in Time Series Models," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2011-4, Aug.
• Peter Fuleky & Eric Zivot, 2011, "Indirect Inference Based on the Score," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201109, Apr.
• Peter Fuleky, 2011, "On the Choice of the Unit Period in Time Series Models," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201111, Aug.
• Christophe Boucher & Bertrand Maillet, 2011, "Une analyse temps-fréquence des cycles financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00755499, DOI: 10.3917/reco.623.0441.

2010

• Andrés, Antonio R. & Halicioglu, Ferda, 2010, "Determinants of suicides in Denmark: Evidence from time series data," Health Policy, Elsevier, volume 98, issue 2-3, pages 263-269, December.
• Ermisch, John & Gambetta, Diego, 2010, "Do strong family ties inhibit trust?," Journal of Economic Behavior & Organization, Elsevier, volume 75, issue 3, pages 365-376, September.
• Baum, Christopher F. & Caglayan, Mustafa, 2010, "On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty," Journal of International Money and Finance, Elsevier, volume 29, issue 1, pages 79-93, February.
• Christopoulos, Dimitris & León-Ledesma, Miguel A., 2010, "Current account sustainability in the US: What did we really know about it?," Journal of International Money and Finance, Elsevier, volume 29, issue 3, pages 442-459, April.
• Norman, Stephen, 2010, "How well does nonlinear mean reversion solve the PPP puzzle?," Journal of International Money and Finance, Elsevier, volume 29, issue 5, pages 919-937, September.
• Christopoulos, Dimitris K. & León-Ledesma, Miguel A., 2010, "Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates," Journal of International Money and Finance, Elsevier, volume 29, issue 6, pages 1076-1093, October.
• Kim, Hyeongwoo & Moh, Young-Kyu, 2010, "A century of purchasing power parity confirmed: The role of nonlinearity," Journal of International Money and Finance, Elsevier, volume 29, issue 7, pages 1398-1405, November.
• Okimoto, Tatsuyoshi & Shimotsu, Katsumi, 2010, "Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity," Journal of the Japanese and International Economies, Elsevier, volume 24, issue 3, pages 395-411, September.
• Aslanidis, Nektarios & Cipollini, Andrea, 2010, "Leading indicator properties of US high-yield credit spreads," Journal of Macroeconomics, Elsevier, volume 32, issue 1, pages 145-156, March.
• Coleman, Simeon, 2010, "Inflation persistence in the Franc zone: Evidence from disaggregated prices," Journal of Macroeconomics, Elsevier, volume 32, issue 1, pages 426-442, March.
• García-Centeno, María del Carmen & Fernández-Avilés, Gema & Montero, José María, 2010, "Asymmetries in the Volatility of Precious Metals Returns: The TA-ARSV Modelling Strategy," The Journal of Economic Asymmetries, Elsevier, volume 7, issue 1, pages 23-41, DOI: 10.1016/j.jeca.2010.01.003.
• Meitz, Mika & Saikkonen, Pentti, 2010, "A note on the geometric ergodicity of a nonlinear AR-ARCH model," Statistics & Probability Letters, Elsevier, volume 80, issue 7-8, pages 631-638, April.
• Boppana Nagarjuna & Varadi Vijay Kumar, 2010, "Heat waves or Meteor showers: Empirical evidence from the stock markets," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 53, issue 2, pages 57-74.
• Stefano Grassi & Tommaso Proietti, 2010, "Characterizing economic trends by Bayesian stochastic model specification search," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_25, Aug.
• Dennis S. Mapa & Fatima C. Han & Kristine Claire O. Estrada, 2010, "Hunger Incidence in the Philippines: Facts, Determinants and Challenges," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_30, Oct.
• Don Harding, 2010, "Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-25, Sep.
• Jan P.A.M. Jacobs & Simon van Norden, 2010, "Lessons From the Latest Data on U.S. Productivity," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-33, Dec.
• Tsyplakov Alexander, 2010, "The links between inflation and inflation uncertainty at the longer horizon," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 10/09e, Nov.
• Guillermo Benavides, 2010, "Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 4, issue 2, pages 1-27.
• Liu, Jun M. & Chen, Rong & Yao, Qiwei, 2010, "Nonparametric transfer function models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 28868, Jul.
• Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros, 2010, "Inference for stochastic volatility models using time change transformations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 31421.
• Eduardo Levy-Yeyati & Sergio L. Schmukler & Neeltje van Horen, 2010, "Crises, Capital Controls and Financial Integration," Chapters, Edward Elgar Publishing, chapter 6, in: Masahiro Kawai & Mario B. Lamberte, "Managing Capital Flows".
• Capistrán, Carlos & López-Moctezuma, Gabriel, 2010, "Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 275-312, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Houssem Eddine Chebbi, 2010, "Agriculture and economic growth in Tunisia," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 2, issue 1, pages 63-78, February, DOI: 10.1108/17561371011017504.
• Francesco Pastore, 2010, "Assessing the impact of incomes policy: the Italian experience," International Journal of Manpower, Emerald Group Publishing Limited, volume 31, issue 7, pages 793-817, October, DOI: 10.1108/01437721011081608.
• Dierk Herzer, 2010, "Outward FDI and economic growth," Journal of Economic Studies, Emerald Group Publishing Limited, volume 37, issue 5, pages 476-494, September, DOI: 10.1108/01443581011075424.
• Roberto Dell'Anno & Ferda Halicioglu, 2010, "An ARDL model of unrecorded and recorded economies in Turkey," Journal of Economic Studies, Emerald Group Publishing Limited, volume 37, issue 6, pages 627-646, November, DOI: 10.1108/01443581011086666.
• Rup Singh & Saten Kumar, 2010, "Some empirical evidence on the demand for money in the Pacific Island countries," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 27, issue 3, pages 211-222, August, DOI: 10.1108/10867371011060045.
• Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-10, Feb.
• Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-12, Feb.
• Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2010, "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-14, Mar.
• Chang, C-L. & McAleer, M.J., 2010, "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-15, Mar.
• Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010, "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-19, Mar.
• Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010, "Are Forecast Updates Progressive?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-24, Apr.
• Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F., 2010, "Combining Non-Replicable Forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-44, Jul.
• Chang, C-L. & McAleer, M.J. & Lim, C., 2010, "Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-47, Jul.
• McAleer, M.J. & Oxley, L., 2010, "Ten Things We Should Know About Time Series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-49, Jul.
• Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J., 2010, "Modeling the Effect of Oil Price on Global Fertilizer Prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-56, Sep.
• Caporin, M. & McAleer, M.J., 2010, "Model Selection and Testing of Conditional and Stochastic Volatility Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-57, Oct.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-59, Oct.
• Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010, "Evaluating Combined Non-Replicable Forecast," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-74, Dec.
• Guillermo Benavides Perales, 2010, "The Theory of Storage and Price Dynamics of Agricultural Commodity Futures: the Case of Corn and Wheat," Ensayos Revista de Economía, Universidad Autónoma de Nuevo León, volume 29, issue 1, pages 1-22, May, DOI: 10.29105/ensayos29.1-1.
• Sidika Basci & Asad Zaman & Arzdar Kiraci, 2010, "Variance Estimates and Model Selection," International Econometric Review (IER), Economic Research Association, volume 2, issue 2, pages 57-72, September.
• Pravakar Sahoo, 2010, "India-Korea Trade and Investment Relations," Working Papers, eSocialSciences, number id:2354.
• Susmita Dasgupta & Benoit Laplante & Siobhan Murray & David Wheeler, 2010, "Climate Change and the Future Impacts of Storm-Surge Disasters in Developing Countries," Working Papers, eSocialSciences, number id:2437, Feb.
• Susmita Dasgupta & Benoit Laplante & David Wheeler & Brian Blankespoor, 2010, "The Economics of Adaptation to Extreme Weather Events in Developing Countries," Working Papers, eSocialSciences, number id:2509, Jun.
• Patrick Guillaumont & Sylviane Guillaumont Jeanneney, 2010, "Big Push versus Absorptive Capacity: How to Reconcile the Two Approaches," Working Papers, eSocialSciences, number id:3000, Oct.
• Pami Dua & Lokendra Kumawat, 2010, "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working Papers, eSocialSciences, number id:3005, Oct.
• Rainer Thiele & Peter Nunnenkamp & Axel Dreher, 2010, "Do Donors Target Aid in Line with the Millennium Development Goals? A Sector Perspective of Aid Allocation," Working Papers, eSocialSciences, number id:3026, Oct.
• Paul Wachtel & Peter L. Rousseau, 2010, "Economic Growth and Financial Depth: Is the Relationship Extinct Already?," Working Papers, eSocialSciences, number id:3225, Nov.
• Martin Ravallion, 2010, "Looking Beyond Averages in the Trade and Poverty Debate," Working Papers, eSocialSciences, number id:3258, Dec.
• Chambers, MJ, 2010, "Jackknife Estimation of Stationary Autoregressive Models," Economics Discussion Papers, University of Essex, Department of Economics, number 2786.
• José Manuel Belbute, 2010, "Is the Euro-Area Core Price Index Really More Persistent than the Food and Energy Price Indexes?," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 3_2010.
• Adriano Pareto & Annamaria Urbano, 2010, "Stime preliminari nelle statistiche giudiziarie: un'applicazione ai procedimenti di separazione e divorzio," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2010, issue 3, pages 108-135.
• Evžen Koèenda & Tigran Poghosyan, 2010, "Exchange Rate Risk in Central European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 1, pages 22-39, February.
• Mehmet Umutlu & Aslihan Altay-Salih, 2010, "Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 2, pages 122-137, May.
• Eduard Baumöhl & Tomáš Výrost, 2010, "Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 5, pages 414-425, December.
• Michal Franta & Branislav Saxa & Kateøina Šmídková, 2010, "The Role of Inflation Persistence in the Inflation Process in the New EU Member States," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 6, pages 480-500, December.
• Hsu-Ling Chang & Chi-Wei Su, 2010, "The Lending-Deposit Rate Relationship in Eastern European Countries: Evidence from the Rank Test for Non-linear Cointegration," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 6, pages 534-544, December.
• Eric Heyer, 2010, "Efficacité de la politique économique et position dans le cycle: le cas de la défiscalisation des heures supplémentaires en France," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2010-26, Oct.
• Bing Zhang & Xindan Li, 2010, "Currency Appreciation and Stock Market Performance: Evidence from China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 5, issue 3, pages 393-411, September.
• Massimiliano Mazzanti & Antonio Musolesi, 2010, "Carbon Abatement Leaders and Laggards Non Parametric Analyses of Policy Oriented Kuznets Curves," Working Papers, Fondazione Eni Enrico Mattei, number 2010.149, Nov.
• Francesco D’Amuri & Juri Marcucci, 2010, "“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index," Working Papers, Fondazione Eni Enrico Mattei, number 2010.31, Mar.
• Vieira, Fabrício de Assis C. & Brito, Márcio Holland de, 2010, "Crescimento econômico secular no Brasil, modelo de thirlwall e termos de troca," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 206, Jun.
• Vieira, Flávio Vilela & Brito, Márcio Holland de, 2010, "Exchange rate dynamics in Brazil," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 210, Jun.
• Rasmus Fatum & Michael M. Hutchison & Thomas Wu, 2010, "Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 49.
• James H. Stock & Mark W. Watson, 2010, "Modeling inflation after the crisis," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 173-220.
• Michael J. Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola, 2010, "A Time-Varying Threshold STAR Model with Applications," Working Papers, Federal Reserve Bank of St. Louis, number 2010-029, revised 10 Aug 2022, DOI: 10.20955/wp.2010.029.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2010, "Jump-robust volatility estimation using nearest neighbor truncation," Staff Reports, Federal Reserve Bank of New York, number 465.
• S. Boragan Aruoba & Francis X. Diebold, 2010, "Real-time macroeconomic monitoring: real activity, inflation, and interactions," Working Papers, Federal Reserve Bank of Philadelphia, number 10-5.
• Jan P. A. M. Jacobs & Simon van Norden, 2010, "Lessons from the latest data on U.S. productivity," Working Papers, Federal Reserve Bank of Philadelphia, number 11-1.
• Giovanni De Luca & Giampiero Gallo, 2010, "A Time-varying Mixing Multiplicative Error Model for Realized Volatility," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2010_03, Apr.
• Hrishikesh D. Vinod, 2010, "A New Solution to Time Series Inference in Spurious Regression Problems," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2010-01.
• Pavel Trunin & Dmitriy Kniazev & Ekaterina Kuduykina, 2010, "Perspective issues in the CBR`s exchange rate policy," Research Paper Series, Gaidar Institute for Economic Policy, issue 144P.
• Sergey Drobyshevsky & G.Kuzmicheva & Elena Sinelnikova & Pavel Trunin, 2010, "Modeling monetary demand in the Russian economy over 1999�2008," Research Paper Series, Gaidar Institute for Economic Policy, issue 136P.
• Christian de Peretti & Carole Siani & Mario Cerrato, 2010, "A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates," Working Papers, Business School - Economics, University of Glasgow, number 2010_05, Mar.
• Hyunsok Kim & Ronald MacDonald, 2010, "Equilibrium exchange rate determination and multiple structural changes," Working Papers, Business School - Economics, University of Glasgow, number 2010_14, May.
• Abdulnasser Hatemi-J & Eduardo Roca, 2010, "The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201003, Mar.
• Vitali Alexeev & Alex Maynard, 2010, "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers, University of Guelph, Department of Economics and Finance, number 1001.
• Vitali Alexeev & Francis Tapon, 2010, "Testing Weak Form Efficiency on the Toronto Stock Exchange," Working Papers, University of Guelph, Department of Economics and Finance, number 1002.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010, "Exchange Rate Flexibility across Financial Crises," CEPN Working Papers, HAL, number hal-00845254.
• Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2010, "Testing Fractional Order of Long Memory Processes: A Monte Carlo Study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00486655, Apr, DOI: 10.1080/03610911003646381.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2010, "L'intégration commerciale est-elle une condition préalable à l'intégration financière ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00649944, May, DOI: 10.3917/reco.613.0477.
• Bruno Larue & Jean-Philippe Gervais & Yannick Rancourt, 2010, "Exchange rate pass-through, menu costs and threshold cointegration," Empirical Economics, Springer, volume 38, issue 1, pages 171-192, February, DOI: 10.1007/s00181-009-0261-2.
• Vinod Mishra & Ingrid Nielsen & Russell Smyth, 2010, "On the relationship between female labour force participation and fertility in G7 countries: evidence from panel cointegration and Granger causality," Empirical Economics, Springer, volume 38, issue 2, pages 361-372, April, DOI: 10.1007/s00181-009-0270-1.
• Hülya Saygılı, 2010, "Sectoral exports dynamics of Turkey: a panel co-integration analysis," Empirical Economics, Springer, volume 38, issue 2, pages 373-384, April, DOI: 10.1007/s00181-009-0271-0.
• Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010, "Forecasting monthly industrial production in real-time: from single equations to factor-based models," Empirical Economics, Springer, volume 39, issue 2, pages 303-336, October, DOI: 10.1007/s00181-009-0305-7.
• Christos Shiamptanis, 2010, "Did the euro give us a break in inflation?," Empirical Economics, Springer, volume 39, issue 2, pages 395-411, October, DOI: 10.1007/s00181-009-0309-3.
• Francis Ahking, 2010, "Non-parametric tests of real exchange rates in the post-Bretton Woods era," Empirical Economics, Springer, volume 39, issue 2, pages 439-456, October, DOI: 10.1007/s00181-009-0312-8.
• Kosei Fukuda, 2010, "Three new empirical perspectives on the Hodrick–Prescott parameter," Empirical Economics, Springer, volume 39, issue 3, pages 713-731, December, DOI: 10.1007/s00181-009-0332-4.
• 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.