Research classified by Journal of Economic Literature (JEL) codes

---

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

• 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.
• 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.
• Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010, "Uniform Asymptotic Normality in Stationary and Unit Root Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1746.
• Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010, "X-Differencing and Dynamic Panel Model Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1747, Jan.
• Werner Ploberger & Peter C.B. Phillips, 2010, "Optimal Estimation under Nonstandard Conditions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1748, Jan.
• Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1749.
• Xiaoxia Shi & Peter C. B. Phillips, 2010, "Nonlinear Cointegrating Regression under Weak Identification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1768, Sep.
• Peter C. B. Phillips, 2010, "The Mysteries of Trend," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1771, Sep.
• Olivier Coibion & Yuriy Gorodnichenko, 2010, "Monetary Policy, Trend Inflation and the Great Moderation:An Alternative Interpretation," Working Papers, Economics Department, William & Mary, number 94, Sep.
• Nikos Christofis & Christos Kollias & Stephanos Papadamou & Apostolos Stagiannis, 2010, "Terrorism and Capital Markets: The Effects of the Istanbul Bombings," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 31.
• Christos Kollias & Efthalia Manou & Stephanos Papadamou & Apostolos Stagiannis, 2010, "Has Stock Markets' Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 40.
• Christian Dreger & Jürgen Wolters, 2010, "Hat die Finanzkrise zu einer instabilen Geldnachfrage geführt?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 79, issue 4, pages 135-145, DOI: 10.3790/vjh.79.4.135.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1006.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Long Memory and Fractional Integration in High Frequency Financial Time Series," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1016.
• Christian Dreger & Jürgen Wolters, 2010, "Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1064.
• Christian Dreger & Konstantin A. Kholodilin, 2010, "Forecasting Private Consumption by Consumer Surveys," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1066.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1070.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "The Weekly Structure of US Stock Prices," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1077.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 975.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Fractional Cointegration in US Term Spreads," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 981.
• Ansgar Belke & Robert Czudaj, 2010, "Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 982.
• Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs, 2010, "Do Google Searches Help in Nowcasting Private Consumption?: A Real-Time Evidence for the US," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 997.
• McKenzie, Margaret, 2010, "Microeconomic reform and productivity in Australia - boom or blip," Working Papers, Deakin University, Department of Economics, number eco_2010_15, Jan.
• Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc, 2010, "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 87.
• Kankesu Jayanthakumaran, 2010, "Economic Reforms and Income Convergence/Divergence in Regional India," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 45, issue 1, pages 29-48.
• Jeevan K. Khundrakpam & Rajiv Ranjan, 2010, "Saving-Investment Nexus and International Capital Mobility in India: Revisiting Feldstein-Horioka Hypothesis," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 45, issue 1, pages 49-66.
• Viktor Todorov & George Tauchen, 2010, "Volatility Jumps," Working Papers, Duke University, Department of Economics, number 10-09.
• Barbara Rossi & Tatevik Sekhposyan, 2010, "Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?," Working Papers, Duke University, Department of Economics, number 10-16.
• Barbara Rossi & Raffaella Giacomini, 2010, "Model Comparisons in Unstable Environments," Working Papers, Duke University, Department of Economics, number 10-29.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2010, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers, Duke University, Department of Economics, number 10-34.
• Barbara Rossi & Tatevik Sekhposyan, 2010, "Understanding Models' Forecasting Performance," Working Papers, Duke University, Department of Economics, number 10-56.
• Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2010, "A Multiple Break Panel Approach To Estimating United States Phillips Curves," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 232, Apr.
• Monojit Chatterji & Homagni Choudhury, 2010, "The Changing Inter-Industry Wage Structure of the Organised Manufacturing Sector in India, 1973-74 to 2003-04," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 244, Oct.
• Monojit Chatterji & Homagni Choudhury, 2010, "Growth Rate Estimation in the presence of Unit Roots," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 245, Oct.
• Gabriel RODRIGUEZ, 2010, "Estimating Output Gap, Core Inflation, And The Nairu For Peru, 1979-2007," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
• KAMALIAN, Amin Reza & PAHLAVANI, Mosayeb & VALADKHANI, Abbas, 2010, "Modelling The Asymmetric Effects Of Inflation On Real Investment In Iran, 1959-2008," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
• Sonali DAS , Rangan GUPTA & Patrick A. KAYA, 2010, "Convergence Of Metropolitan House Prices In South Africa: A Re-Examination Using Efficient Unit Root Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
• Ahmed, E. M, 2010, "The Role Of Fdi Intensity In Achieving Productivity Driven Growth In Malaysian Economy," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
• GORMUS Sakir & GUNES, Sevcan, 2010, "Consumer Confidence, Stock Prices And Exchange Rates: The Case Of Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 2.
• LANTERI, Luis N., 2010, "Determinantes De Los Flujos Netos De Capital. Alguna Evidencia Para La Economia Argentina," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 10, issue 1, pages 57-84.
• Abdul Rashid & Fazal Husain, 2010, "Capital Inflows, Inflation and Exchange Rate Volatility : An Investigation for Linear and Nonlinear Causal Linkages," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22832, Jan.
• Tilak Abeysinghe & Gulasekaran Rajaguru, 2010, "A Gaussian Test for Cointegration," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23040, Jan.
• Borchani, Anis, 2010, "Statistiques des valeurs extrêmes dans le cas de lois discrètes," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 10009, Dec.
• Geoff Kenny, 2010, "Macroeconomic forecasting: can forecast combination help?," Research Bulletin, European Central Bank, volume 11, pages 9-12.
• Luc Bauwens & Arie Preminger & Jeroen V. K. Rombouts, 2010, "Theory and inference for a Markov switching GARCH model," Econometrics Journal, Royal Economic Society, volume 13, issue 2, pages 218-244, July.
• Jochmann, Markus, 2010, "Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-06.
• de Peretti, Christian & Siani, Carole & Cerrato, Mario, 2010, "A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-20.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010, "Equilibrium Exchange Rate Determination and Multiple Structural Changes," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-39.
• Chatterji, Monojit & Choudhury, Homagni, 2010, "The Changing Inter-Industry Wage Structure of the Organised Manufacturing Sector in India, 1973-74 to 2003-04," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-89.
• Chatterji, Monojit & Choudhury, Homagni, 2010, "Growth Rate Estimation in the presence of Unit Roots," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-92.
• Narayan, Paresh Kumar & Narayan, Seema & Popp, Stephan, 2010, "Does electricity consumption panel Granger cause GDP? A new global evidence," Applied Energy, Elsevier, volume 87, issue 10, pages 3294-3298, October.
• Narayan, Paresh Kumar & Narayan, Seema & Popp, Stephan, 2010, "A note on the long-run elasticities from the energy consumption-GDP relationship," Applied Energy, Elsevier, volume 87, issue 3, pages 1054-1057, March.
• Mehrotra, Aaron & Peltonen, Tuomas & Santos Rivera, Alvaro, 2010, "Modelling inflation in China--A regional perspective," China Economic Review, Elsevier, volume 21, issue 2, pages 237-255, June.
• Audrino, Francesco & Corsi, Fulvio, 2010, "Modeling tick-by-tick realized correlations," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2372-2382, November.
• Billio, Monica & Caporin, Massimiliano, 2010, "Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2443-2458, November.
• Cipollini, Fabrizio & Gallo, Giampiero M., 2010, "Automated variable selection in vector multiplicative error models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2470-2486, November.
• He, Zhongfang & Maheu, John M., 2010, "Real time detection of structural breaks in GARCH models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2628-2640, November.
• Bouezmarni, Taoufik & Rombouts, Jeroen V.K., 2010, "Nonparametric density estimation for positive time series," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 2, pages 245-261, February.
• Huang, Shirley J. & Yu, Jun, 2010, "Bayesian analysis of structural credit risk models with microstructure noises," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 11, pages 2259-2272, November.
• Babus, Ana & de Vries, Casper G., 2010, "Global stochastic properties of dynamic models and their linear approximations," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 5, pages 817-824, May.
• Athanasoglou, Panayiotis P. & Bardaka, Ioanna C., 2010, "New trade theory, non-price competitiveness and export performance," Economic Modelling, Elsevier, volume 27, issue 1, pages 217-228, January.
• Dias, Daniel A. & Marques, Carlos Robalo, 2010, "Using mean reversion as a measure of persistence," Economic Modelling, Elsevier, volume 27, issue 1, pages 262-273, January.
• Rao, B. Bhaskara, 2010, "Estimates of the steady state growth rates for selected Asian countries with an extended Solow model," Economic Modelling, Elsevier, volume 27, issue 1, pages 46-53, January.
• Jiménez-Martín, Juan-Ángel & Cinca, Alfonso Novales, 2010, "State-uncertainty preferences and the risk premium in the exchange rate market," Economic Modelling, Elsevier, volume 27, issue 5, pages 1043-1053, September.
• Barnett, William A. & He, Susan, 2010, "Existence of singularity bifurcation in an Euler-equations model of the United States economy: Grandmont was right," Economic Modelling, Elsevier, volume 27, issue 6, pages 1345-1354, November.
• Heaton, Chris & Oslington, Paul, 2010, "Micro vs macro explanations of post-war US unemployment movements," Economics Letters, Elsevier, volume 106, issue 2, pages 87-91, February.
• Konstantinou, Panagiotis Th., 2010, "Adjustment of US external imbalances: At what horizon?," Economics Letters, Elsevier, volume 106, issue 3, pages 166-168, March.
• McCallum, Bennett T., 2010, "Is the spurious regression problem spurious?," Economics Letters, Elsevier, volume 107, issue 3, pages 321-323, June.
• Miller, J. Isaac & Park, Joon Y., 2010, "Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory," Journal of Econometrics, Elsevier, volume 155, issue 1, pages 83-89, March.
• Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2010, "Nonlinearity and temporal dependence," Journal of Econometrics, Elsevier, volume 155, issue 2, pages 155-169, April.
• Kristensen, Dennis, 2010, "Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models," Journal of Econometrics, Elsevier, volume 156, issue 2, pages 239-259, June.
• Chen, Xiaohong & Fan, Yanqin & Pouzo, Demian & Ying, Zhiliang, 2010, "Estimation and model selection of semiparametric multivariate survival functions under general censorship," Journal of Econometrics, Elsevier, volume 157, issue 1, pages 129-142, July.
• Jensen, Mark J. & Maheu, John M., 2010, "Bayesian semiparametric stochastic volatility modeling," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 306-316, August.
• Conrad, Christian, 2010, "Non-negativity conditions for the hyperbolic GARCH model," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 441-457, August.
• Cho, Jin Seo & White, Halbert, 2010, "Testing for unobserved heterogeneity in exponential and Weibull duration models," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 458-480, August.
• Johansen, Søren & Nielsen, Morten Ørregaard, 2010, "Likelihood inference for a nonstationary fractional autoregressive model," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 51-66, September.
• Phillips, Peter C.B. & Magdalinos, Tassos & Giraitis, Liudas, 2010, "Smoothing local-to-moderate unit root theory," Journal of Econometrics, Elsevier, volume 158, issue 2, pages 274-279, October.
• Phillips, Peter C.B., 2010, "Bootstrapping I(1) data," Journal of Econometrics, Elsevier, volume 158, issue 2, pages 280-284, October.
• Christensen, Kim & Kinnebrock, Silja & Podolskij, Mark, 2010, "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 116-133, November.
• Koop, Gary & Potter, Simon, 2010, "A flexible approach to parametric inference in nonlinear and time varying time series models," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 134-150, November.
• Francq, Christian & Zakoïan, Jean-Michel, 2010, "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 151-165, November.
• Bikbov, Ruslan & Chernov, Mikhail, 2010, "No-arbitrage macroeconomic determinants of the yield curve," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 166-182, November.
• Escanciano, Juan Carlos & Velasco, Carlos, 2010, "Specification tests of parametric dynamic conditional quantiles," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 209-221, November.
• Corsi, Fulvio & Pirino, Davide & Renò, Roberto, 2010, "Threshold bipower variation and the impact of jumps on volatility forecasting," Journal of Econometrics, Elsevier, volume 159, issue 2, pages 276-288, December.
• Jahan-Parvar, Mohammad R. & Waters, George A., 2010, "Equity price bubbles in the Middle Eastern and North African Financial markets," Emerging Markets Review, Elsevier, volume 11, issue 1, pages 39-48, March.