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

• 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.
• Christian Francq & Jean-Michel Zakoïan, 2010, "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Post-Print, HAL, number hal-05417866, Nov, DOI: 10.1016/j.jeconom.2010.05.003.
• Ibrahim Ahamada & Philippe Jolivaldt, 2010, "Classical vs wavelet-based filters Comparative study and application to business cycle," Post-Print, HAL, number halshs-00476022, Mar.
• Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2010, "Testing Fractional Order of Long Memory Processes: A Monte Carlo Study," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00486655, Apr, DOI: 10.1080/03610911003646381.
• Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010, "GDP nowcasting with ragged-edge data: a semi-parametric modeling," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00460461, Mar, DOI: 10.1002/for.1159.
• Eric Heyer, 2010, "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," Sciences Po Economics Publications (main), HAL, number hal-01069450, Oct.
• Mohamed El Hedi Arouri & Duc Khuong Nguyen & Amine Lahiani, 2010, "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers, HAL, number hal-00507831, Aug.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010, "Exchange Rate Flexibility across Financial Crises," Working Papers, HAL, number hal-00845254.
• Eric Heyer, 2010, "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," Working Papers, HAL, number hal-01069450, 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.
• 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.
• Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010, "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 360.
• Kunst, Robert M. & Franses, Philip Hans, 2010, "Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data," Economics Series, Institute for Advanced Studies, number 252, Jul.
• Oga, Takashi & Polasek, Wolfgang, 2010, "The Asia Financial Crises and Exchange Rates," Economics Series, Institute for Advanced Studies, number 254, Sep.
• Ma, Jun & Nelson, Charles R., 2010, "Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components," Economics Series, Institute for Advanced Studies, number 256, Sep.
• Nilgün ÇİL YAVUZ & Burak GÜRİŞ & Burcu KIRAN, 2010, "Reel döviz kurunun dış ticaret dengesine etkisi: Türkiye için Marshall-Lerner koşulunun testi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 287, pages 69-90.
• Murat TAŞDEMİR & Sami TABAN, 2010, "Türkiye için aylık istihdam verilerinin Durum-Uzay Metodu kullanılarak tahmin edilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 288, pages 51-80.
• Aysu İNSEL & M. Nedim SUALP & Mesut KARAKAŞ, 2010, "A comparative analysis of the ARMA and Neural Network Models: A case of Turkish economy," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 290, pages 35-64.
• Nilgün ÇİL YAVUZ & Burcu KIRAN, 2010, "Could Istanbul Stock Exchange be characterized by random walk process?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 296, pages 77-91.
• Catalina Franco & Johanna Ramos, 2010, "Diferenciales Salariales en Colombia: Un Analisis para Trabajadores Rurales y Jovenes, 2002-2009," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 25, issue 2, pages 91-131, Diciembre.
• Marcel Garz, 2010, "The NAIRU and the Extent of the Low-Pay Sector," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 12-2010.
• Till van Treeck, 2010, "Liquidity constraints versus loss aversion in household consumption: a simple reconciliation," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 13-2010.
• Matthew Greenwood-Nimmo & Yongcheol Shin & Till van Treeck, 2010, "The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 15-2010.
• Oliver Hossfeld, 2010, "Equilibrium Real Effective Exchange Rates and Real Exchange Rate Misalignments: Time Series vs. Panel Estimates," Working Papers, International Network for Economic Research - INFER, number 2010.3.
• Lee, Wang-Sheng & Suardi, Sandy, 2010, "Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool," IZA Discussion Papers, IZA Network @ LISER, number 4748, Feb.
• Dreger, Christian & Reimers, Hans-Eggert, 2010, "On the Role of Sectoral and National Components in the Wage Bargaining Process," IZA Discussion Papers, IZA Network @ LISER, number 4908, Apr.
• Pastore, Francesco, 2010, "Assessing the Impact of Incomes Policy: The Italian Experience," IZA Discussion Papers, IZA Network @ LISER, number 5082, Jul.
• Marczak, Martyna & Beissinger, Thomas, 2010, "Real Wages and the Business Cycle in Germany," IZA Discussion Papers, IZA Network @ LISER, number 5199, Sep.
• Raffaella Giacomini & Barbara Rossi, 2010, "Forecast comparisons in unstable environments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 595-620, DOI: 10.1002/jae.1177.
• Maximo Camacho & Gabriel Perez-Quiros, 2010, "Introducing the euro-sting: Short-term indicator of euro area growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 663-694, DOI: 10.1002/jae.1174.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Real Exchange Rates In Latin America: The Ppp Hypothesis And Fractional Integration," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 35, issue 2, pages 1-21, June.
• Philip N. Jefferson & Frederic L. Pryor, 2010, "Dynamics of Factor Income Shares in the United States," Journal of Income Distribution, Ad libros publications inc., volume 19, issue 1, pages 96-119, March.
• Laurent Ferrara & Dominique Guégan & Patrick Rakotomarolahy, 2010, "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 186-199, DOI: 10.1002/for.1159.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010, "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 251-269, DOI: 10.1002/for.1145.
• Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2010, "Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 6-28, DOI: 10.1002/for.1146.
• Francisco Dias & Maximiano Pinheiro & António Rua, 2010, "Forecasting using targeted diffusion indexes," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 3, pages 341-352, DOI: 10.1002/for.1132.
• Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2010, "Forecasting key macroeconomic variables from a large number of predictors: a state space approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 4, pages 367-387, DOI: 10.1002/for.1131.
• Chin Wen Cheong, 2010, "A Variance Ratio Test of Random Walk in Energy Spot Markets," Journal of Quantitative Economics, The Indian Econometric Society, volume 8, issue 1, pages 105-117, January.
• Andrew Worthington, 2010, "The decline of calendar seasonality in the Australian stock exchange, 1958–2005," Annals of Finance, Springer, volume 6, issue 3, pages 421-433, July, DOI: 10.1007/s10436-008-0111-9.
• Theodore Panagiotidis, 2010, "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Computational Economics, Springer;Society for Computational Economics, volume 36, issue 2, pages 121-132, August, DOI: 10.1007/s10614-010-9225-z.
• Helmut Herwartz & Florian Siedenburg, 2010, "A New Approach to Unit Root Testing," Computational Economics, Springer;Society for Computational Economics, volume 36, issue 4, pages 365-384, December, DOI: 10.1007/s10614-010-9235-x.
• Nicholas Odhiambo, 2010, "Finance-investment-growth nexus in South Africa: an ARDL-bounds testing procedure," Economic Change and Restructuring, Springer, volume 43, issue 3, pages 205-219, August, DOI: 10.1007/s10644-010-9085-5.
• Theodore Panagiotidis, 2010, "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 37, issue 3, pages 237-251, July, DOI: 10.1007/s10663-008-9100-5.
• Dorota Girard, 2010, "The distribution over time of costs and social net benefits for pertussis immunization programs," International Journal of Health Economics and Management, Springer, volume 10, issue 1, pages 1-27, March, DOI: 10.1007/s10754-009-9058-2.
• George Hondroyiannis, 2010, "Fertility Determinants and Economic Uncertainty: An Assessment Using European Panel Data," Journal of Family and Economic Issues, Springer, volume 31, issue 1, pages 33-50, March, DOI: 10.1007/s10834-009-9178-3.
• Ana Angulo & F. Trívez, 2010, "The impact of spatial elements on the forecasting of Spanish labour series," Journal of Geographical Systems, Springer, volume 12, issue 2, pages 155-174, June, DOI: 10.1007/s10109-010-0118-4.
• Asuncion Beamonte & Pilar Gargallo & Manuel Salvador, 2010, "Analysis of housing price by means of STAR models with neighbourhood effects: a Bayesian approach," Journal of Geographical Systems, Springer, volume 12, issue 2, pages 227-240, June, DOI: 10.1007/s10109-010-0115-7.
• Camilo Serrano & Martin Hoesli, 2010, "Are Securitized Real Estate Returns more Predictable than Stock Returns?," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 2, pages 170-192, August, DOI: 10.1007/s11146-008-9162-y.
• Juan Jiménez-Martin & M. Robles-Fernandez, 2010, "PPP: Delusion or Reality? Evidence from a Nonlinear Analysis," Open Economies Review, Springer, volume 21, issue 5, pages 679-704, November, DOI: 10.1007/s11079-009-9113-0.
• Christian Dreger & Jürgen Wolters, 2010, "M3 money demand and excess liquidity in the euro area," Public Choice, Springer, volume 144, issue 3, pages 459-472, September, DOI: 10.1007/s11127-010-9679-5.
• Nicholas Apergis & Oguzhan Dincer & James Payne, 2010, "The relationship between corruption and income inequality in U.S. states: evidence from a panel cointegration and error correction model," Public Choice, Springer, volume 145, issue 1, pages 125-135, October, DOI: 10.1007/s11127-009-9557-1.
• Joshy Easaw, 2010, "It’s all ‘bad’ news! Voters’ perception of macroeconomic policy competence," Public Choice, Springer, volume 145, issue 1, pages 253-264, October, DOI: 10.1007/s11127-009-9564-2.
• George Karathanassis & Vasilios Sogiakas, 2010, "Spill over effects of futures contracts initiation on the cash market: a regime shift approach," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 1, pages 95-143, January, DOI: 10.1007/s11156-009-0149-4.
• Soobin Kim & Chang Sik Kim, 2010, "Do S&P 500 and KOSPI Move Together?: A Functional Regression Approach," Korean Economic Review, Korean Economic Association, volume 26, pages 401-430.
• Mika Meitz & Pentti Saikkonen, 2010, "Parameter estimation in nonlinear AR–GARCH models," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1002, Jan.
• Mika Meitz & Pentti Saikkonen, 2010, "A note on the geometric ergodicity of a nonlinear AR–ARCH model," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1003, Jan.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010, "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1034, Nov.
• Sule Akkoyunlu, 2010, "Are Turkish Migrants Altruistic?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 10-246, Jan, DOI: 10.3929/ethz-a-005960733.
• Sule Akkoyunlu & Boriss Siliverstovs, 2010, "Does the Law of One Price Hold in a High-Inflation Environment?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 10-248, Jan, DOI: 10.3929/ethz-a-005975777.
• Boriss Siliverstovs, 2010, "Assessing Predictive Content of the KOF Barometer in Real Time," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 10-249, Jan, DOI: 10.3929/ethz-a-005975789.
• Konstantin Kholodilin & Maximilian Podstawski & Boriss Siliverstovs, 2010, "Do Google Searches Help in Nowcasting Private Consumption?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 10-256, Apr, DOI: 10.3929/ethz-a-006070977.
• Boda, György & Virág, Imre, 2010, "Ütemvakság
  [Phase blindness]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1087-1104.
• Dennis Kristensen, 2010, "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," Discussion Papers, University of Copenhagen. Department of Economics, number 10-10, Mar.
• Søren Johansen & Morten Ørregaard Nielsen, 2010, "A Necessary Moment Condition for the Fractional Functional Central Limit Theorem," Discussion Papers, University of Copenhagen. Department of Economics, number 10-29, Oct.
• Michael McAleer & Les Oxley, 2010, "Ten Things We Should Know About Time Series," KIER Working Papers, Kyoto University, Institute of Economic Research, number 710, Aug.
• Chia-Lin Chang & Michael McAleer, 2010, "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates," KIER Working Papers, Kyoto University, Institute of Economic Research, number 712, Aug.
• Chia-Lin Chang & Michael McAleer & Les Oxley, 2010, "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," KIER Working Papers, Kyoto University, Institute of Economic Research, number 714, Aug.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," KIER Working Papers, Kyoto University, Institute of Economic Research, number 715, Aug.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 717, Aug.
• Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010, "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," KIER Working Papers, Kyoto University, Institute of Economic Research, number 719, Aug.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," KIER Working Papers, Kyoto University, Institute of Economic Research, number 720, Aug.
• Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010, "Modeling the Effect of Oil Price on Global Fertilizer Prices," KIER Working Papers, Kyoto University, Institute of Economic Research, number 722, Sep.
• Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010, "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," KIER Working Papers, Kyoto University, Institute of Economic Research, number 723, Sep.
• Massimiliano Caporin & Michael McAleer, 2010, "Model Selection and Testing of Conditional and Stochastic Volatility Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 724, Sep.
• Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers, Kyoto University, Institute of Economic Research, number 727, Oct.
• LanFen Chu & Michael McAleer & Chi-Chung Chen, 2010, "How Volatile is ENSO?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 729, Oct.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," KIER Working Papers, Kyoto University, Institute of Economic Research, number 743, Nov.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Evaluating Combined Non-Replicable Forecasts," KIER Working Papers, Kyoto University, Institute of Economic Research, number 744, Dec.
• David E. Allen & Michael McAleer & Marcel Scharth, 2010, "Realized Volatility Risk," KIER Working Papers, Kyoto University, Institute of Economic Research, number 753, Dec.
• Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2010, "Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors," KIER Working Papers, Kyoto University, Institute of Economic Research, number 754, Dec.
• R Naraidoo & I Paya, 2010, "Forecasting Monetary Policy Rules in South Africa," Working Papers, Lancaster University Management School, Economics Department, number 611194.
• Abdou-Aziz Niang & Marie-Claude Pichery & marcelin Edjo, 2010, "Convergence test in the presence of structural changes: an empirical procedure based on panel data with cross-sectional dependence," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2010-03, Apr.
• Elkin Castaño & Santiago Gallón & Karoll Gómez, 2010, "Estimation Biases, Size and Power of a Test on the Long Memory Parameter in ARFIMA Models," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 73, pages 131-148.
• Mohamed AROURI & Amine LAHIANI & D.-K. NGUYEN, 2010, "Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 661.
• Waliullah & Mehmood Khan Kakar & Rehmatullah Kakar & Wakeel Khan, 2010, "The Determinants of Pakistan’s Trade Balance: An ARDL Cointegration Approach," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 15, issue 1, pages 1-26, Jan-Jun.
• Syed Kumail Abbas Naqvi & Bushra Naqvi, 2010, "Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 15, issue 2, pages 1-33, Jul-Dec.
• Tahir Mukhtar, 2010, "Does Trade Openness Reduce Inflation? Empirical Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 15, issue 2, pages 35-50, Jul-Dec.
• 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.
• Konstantins Benkovskis, 2010, "LATCOIN: Determining Medium to Long-Run Tendencies of Economic Growth in Latvia in Real Time," Working Papers, Latvijas Banka, number 2010/01, Jan.
• Jeroen V.K. Rombouts & Lars Stentoft, 2010, "Multivariate Option Pricing with Time Varying Volatility and Correlations," Cahiers de recherche, CIRPEE, number 1020.
• Georges Dionne & Pierre-Carl Michaud & Maki Dahchour, 2010, "Separating Moral Hazard from Adverse Selection and Learning in Automobile Insurance: Longitudinal Evidence from France," Cahiers de recherche, CIRPEE, number 1035.
• Magdalena Petrovska & Gani Ramadani, 2010, "Inflation Persistence and Price Dynamics in Macedonia: Theory and Empirical Analysis," Working Papers, National Bank of the Republic of North Macedonia, number 2010-01, Jun, revised Jun 2010.
• Ralf Becker & Adam Clements & Robert O'Neill, 2010, "A Cholesky-MIDAS model for predicting stock portfolio volatility," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 149.
• Eirini Syngelaki, 2010, "Linkages between Excess Currency and Stock Market Returns:Granger Causality in Mean and Variance," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n209-10.pdf.
• 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.
• 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.
• 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.
• Theodore Panagiotidis, 2010, "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_08, Jun, revised Jun 2010.
• Maria Grydaki & Stilianos Fountas, 2010, "What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_10, Jul, revised Jul 2010.
• Ludmila Fadejeva & Aleksejs Melihovs, 2010, "Measuring Total Factor Productivity and Variable Factor Utilization," Eastern European Economics, Taylor & Francis Journals, volume 48, issue 5, pages 63-101, September.
• David Shepherd & Robert Dixon, 2010, "The not-so-great moderation? Evidence on changing volatility from Australian regions," Department of Economics - Working Papers Series, The University of Melbourne, number 1090.
• Yuliya Lovcha & Alejandro Perez-Laborda, 2010, "Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2010/10.
• Dominique Guegan & Patrick Rakotomarolahy, 2010, "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10013, Jan.
• Dominique Guegan & Justin Leroux, 2010, "Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10019, Jan.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2010, "Option pricing for GARCH-type models with generalized hyperbolic innovations," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10023, Mar, DOI: 10.1080/14697688.2010.493180.
• Ibrahim Ahamada & Philippe Jolivaldt, 2010, "Classical vs wavelet-based filters Comparative study and application to business cycle," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10027, Mar.
• Dominique Guegan & Zhiping Lu, 2010, "Testing unit roots and long range dependence of foreign exchange," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10059, Jun, DOI: 10.1111/j.1467-9892.2011.00720.x.
• Dominique Guegan & Patrick Rakotomarolahy, 2010, "Alternative methods for forecasting GDP," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10065, Jul.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2010, "Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10067, Jul.
• Alysha M De Livera, 2010, "Automatic forecasting with a modified exponential smoothing state space framework," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/10, Apr.
• Keith Ord & Ralph Snyder & Adrian Beaumont, 2010, "Forecasting the Intermittent Demand for Slow-Moving Items," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/10, May.
• Md Atikur Rahman Khan & D.S. Poskitt, 2010, "Description Length Based Signal Detection in singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/10, May.
• Han Lin Shang, 2010, "Nonparametric modeling and forecasting electricity demand: an empirical study," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/10, Oct.
• Brendan P.M. McCabe & Gael Martin & Keith Freeland, 2010, "A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/10, Feb.
• Anne B. Koehler & Ralph D. Snyder & J. Keith Ord & Adrian Beaumont, 2010, "Forecasting Compositional Time Series with Exponential Smoothing Methods," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/10, Nov.
• Bennett T. McCallum, 2010, "Is the Spurious Regression Problem Spurious?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15690, Jan.
• Yacine Aït-Sahalia & Jean Jacod, 2010, "Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 15808, Mar.
• Richard Crump & Gopi Shah Goda & Kevin Mumford, 2010, "Fertility and the Personal Exemption: Comment," NBER Working Papers, National Bureau of Economic Research, Inc, number 15984, May.
• Jules H. van Binsbergen & Ralph S.J. Koijen, 2010, "Predictive Regressions: A Present-value Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 16263, Aug.
• Menzie D. Chinn & Kavan J. Kucko, 2010, "The Predictive Power of the Yield Curve across Countries and Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 16398, Sep.
• James H. Stock & Mark W. Watson, 2010, "Modeling Inflation After the Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 16488, Oct.
• Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010, "Macroeconomics and Volatility: Data, Models, and Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16618, Dec.
• Vasco J. Gabriel & Luis F. Martins, 2010, "The cost channel reconsidered: a comment using an identification-robust approach," NIPE Working Papers, NIPE - Universidade do Minho, number 30/2010.
• Luís Francisco Aguiar & Maria Joana Soares, 2010, "Business Cycle Synchronization and the Euro: a Wavelet Analysis," NIPE Working Papers, NIPE - Universidade do Minho, number 36/2010.
• Marcus J. Chambers & Joanne S. Ercolani & A. M. Robert Taylor, 2010, "Testing for seasonal unit roots by frequency domain regression," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 10/02, Sep.
• David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2010, "Unit root testing under a local break in trend," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 10/05, Sep.
• C. Minodier, 2010, "First results series or last available series: which series to use? A real-time illustration for the forecasting of French quarterly GDP growth," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2010-01.
• Laura Valderrama, 2010, "Privatization Under Regulatory Lobbying," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2010, Dec.
• Luis Alberiko Gil-Alaña, 2010, "Inflation in South Africa. A time series view across sectors using long range dependence," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2011, Oct.
• Luis Alberiko Gil-Alaña, 2010, "Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament?," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2011, Oct.
• Emmanuel De Veirman & Ashley Dunstan, 2010, "Debt dynamics and excess sensitivity of consumption to transitory wealth changes," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2010/09, Oct.