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

• Mapa, Dennis S. & Han, Fatima C. & Estrada, Kristine Claire O., 2010, "Hunger Incidence in the Philippines: Facts, Determinants and Challenges," MPRA Paper, University Library of Munich, Germany, number 23670, Jul.
• Bilgili, Faik, 2010, "Energy tax harmonization in EU: Time series and panel data evidence," MPRA Paper, University Library of Munich, Germany, number 24013, Mar.
• Tiwari, Aviral, 2010, "On the dynamics of energy consumption and employment in public and private sector," MPRA Paper, University Library of Munich, Germany, number 24076, May.
• Buss, Ginters, 2010, "Seasonal decomposition with a modified Hodrick-Prescott filter," MPRA Paper, University Library of Munich, Germany, number 24133, Jul.
• Ludlow, Jorge, 2010, "Backward and forward closed solutions of multivariate models," MPRA Paper, University Library of Munich, Germany, number 24139, Jul.
• Tang, Chor Foon, 2010, "A note on the nonlinear wages-productivity nexus for Malaysia," MPRA Paper, University Library of Munich, Germany, number 24355.
• Tang, Chor Foon, 2010, "The determinants of health expenditure in Malaysia: A time series analysis," MPRA Paper, University Library of Munich, Germany, number 24356.
• Tiwari, Aviral, 2010, "Is trade deficit sustainable in India? An inquiry," MPRA Paper, University Library of Munich, Germany, number 24451, Aug.
• Ferriani, Fabrizio, 2010, "Informed and uninformed traders at work: evidence from the French market," MPRA Paper, University Library of Munich, Germany, number 24487, Aug.
• Hoffmann, Marc & Munk, Axel & Schmidt-Hieber, Johannes, 2010, "Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation," MPRA Paper, University Library of Munich, Germany, number 24562, Jul.
• González-Val, Rafael & Marcén, Miriam, 2010, "Unilateral Divorce vs. Child Custody and Child Support in the U.S," MPRA Paper, University Library of Munich, Germany, number 24695, Aug.
• Shelley, Gary & Wallace, Frederick, 2010, "Further evidence regarding nonlinear trend reversion of real GDP and the CPI," MPRA Paper, University Library of Munich, Germany, number 24962, Jan.
• Halicioglu, Ferda & Andrés, Antonio R., 2010, "Determinants of Suicides in Denmark: Evidence from Time Series Data," MPRA Paper, University Library of Munich, Germany, number 24980.
• Boubacar Mainassara, Yacouba, 2010, "Selection of weak VARMA models by modified Akaike's information criteria," MPRA Paper, University Library of Munich, Germany, number 24981, Jun.
• Kejriwal, Mohitosh & Lopez, Claude, 2010, "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," MPRA Paper, University Library of Munich, Germany, number 25204.
• Kumawat, Lokendra, 2010, "Effect of Rainfall on Seasonals in Indian Manufacturing Production: Evidence from Sectoral Data," MPRA Paper, University Library of Munich, Germany, number 25300, Sep.
• Abhijeet, Chandra, 2010, "Does Government Expenditure on Education Promote Economic Growth? An Econometric Analysis," MPRA Paper, University Library of Munich, Germany, number 25480, Aug.
• Tsyplakov, Alexander, 2010, "Revealing the arcane: an introduction to the art of stochastic volatility models," MPRA Paper, University Library of Munich, Germany, number 25511, Sep.
• Landajo, Manuel & Presno, María José, 2010, "Nonparametric pseudo-Lagrange multiplier stationarity testing," MPRA Paper, University Library of Munich, Germany, number 25659, Oct.
• Alfaro, Rodrigo & Silva, Carmen Gloria, 2010, "Stock Index Volatility: the case of IPSA," MPRA Paper, University Library of Munich, Germany, number 25906, Mar, revised 31 Mar 2010.
• Alfaro, Rodrigo & Becerra, Juan Sebastian & Sagner, Andres, 2010, "Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU
  [The Dynamic Nelson-Siegel model: empirical results for Chile and US]," MPRA Paper, University Library of Munich, Germany, number 25912, Jun, revised 23 Jun 2010.
• Kueh, Swee Hui Jerome & Puah, Chin Hong & Liew, Venus Khim-Sen, 2010, "Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore," MPRA Paper, University Library of Munich, Germany, number 25920, Jun.
• Kueh, Swee-Hui Jerome & Puah, Chin-Hong & Liew, Khim-Sen, 2010, "Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore," MPRA Paper, University Library of Munich, Germany, number 25940, Jun.
• Kumar, Saten & Webber, Don J. & Fargher, Scott, 2010, "Money demand stability: A case study of Nigeria," MPRA Paper, University Library of Munich, Germany, number 26074, Sep.
• Kumar, Saten & Shahbaz, Muhammad, 2010, "Coal Consumption and Economic Growth Revisited: Structural Breaks, Cointegration and Causality Tests for Pakistan," MPRA Paper, University Library of Munich, Germany, number 26151, Oct.
• Ardia, David & Ospina, Juan & Giraldo, Giraldo, 2010, "Jump-Diffusion Calibration using Differential Evolution," MPRA Paper, University Library of Munich, Germany, number 26184, Oct, revised 25 Oct 2010.
• Abo-Zaid, Salem, 2010, "The Trade–Growth Relationship in Israel Revisited: Evidence from Annual Data, 1960-2004," MPRA Paper, University Library of Munich, Germany, number 26344, Oct.
• Chalabi, Yohan / Y. & Wuertz, Diethelm, 2010, "Weighted trimmed likelihood estimator for GARCH models," MPRA Paper, University Library of Munich, Germany, number 26536, Oct.
• Sinha, Pankaj & Gupta, Sushant & Randev, Nakul, 2010, "Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession," MPRA Paper, University Library of Munich, Germany, number 26539, Oct.
• Magazzino, Cosimo & Forte, Francesco, 2010, "Optimal size of government and economic growth in EU-27," MPRA Paper, University Library of Munich, Germany, number 26669, Sep.
• Liebl, Dominik, 2010, "Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices," MPRA Paper, University Library of Munich, Germany, number 26800.
• Tsyplakov, Alexander, 2010, "The links between inflation and inflation uncertainty at the longer horizon," MPRA Paper, University Library of Munich, Germany, number 26908, Nov.
• Abdul Karim, Zulkefly & Abdul Karim, Bakri & Ahmad, Riayati, 2010, "Fixed investment, household consumption, and economic growth : a structural vector error correction model (SVECM) study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 27146, Oct.
• Zanetti Chini, Emilio, 2010, "Does the purchasing power parity hypothesis hold after 1998?," MPRA Paper, University Library of Munich, Germany, number 27225, Nov.
• Tang, Chor Foon, 2010, "Revisiting the health-income nexus in Malaysia: ARDL cointegration and Rao's F-test for causality," MPRA Paper, University Library of Munich, Germany, number 27287.
• Tommaso, Proietti & Stefano, Grassi, 2010, "Bayesian stochastic model specification search for seasonal and calendar effects," MPRA Paper, University Library of Munich, Germany, number 27305.
• Magazzino, Cosimo, 2010, "Public expenditure and revenue in Italy, 1862-1993," MPRA Paper, University Library of Munich, Germany, number 27308, Dec.
• Bhatt, Antra, 2010, "Revisiting Indicators of Public Debt Sustainability: Capital Expenditure, Growth and Public Debt in India," MPRA Paper, University Library of Munich, Germany, number 27422, Dec.
• Shahbaz, Muhammad & Jalil, Abdul & Dube, Smile, 2010, "Environmental Kuznets curve (EKC): Times series evidence from Portugal," MPRA Paper, University Library of Munich, Germany, number 27443, Oct.
• Kumar, Saten & Webber, Don J., 2010, "Australasian money demand stability: Application of structural break tests," MPRA Paper, University Library of Munich, Germany, number 27569, Dec.
• Sinclair, Sarah & Boymal, Jonathan & de Silva, Ashton, 2010, "A re-appraisal of the fertility response to the Australian baby bonus," MPRA Paper, University Library of Munich, Germany, number 27580, Dec.
• Boubacar Mainassara, Yacouba & Carbon, Michel & Francq, Christian, 2010, "Computing and estimating information matrices of weak arma models," MPRA Paper, University Library of Munich, Germany, number 27685.
• Carbon, Michel & Francq, Christian, 2010, "Portmanteau goodness-of-fit test for asymmetric power GARCH models," MPRA Paper, University Library of Munich, Germany, number 27686.
• Moauro, Filippo, 2010, "A monthly indicator of employment in the euro area: real time analysis of indirect estimates," MPRA Paper, University Library of Munich, Germany, number 27797, Dec, revised 30 Dec 2010.
• Chen, Pu, 2010, "A Grouped Factor Model," MPRA Paper, University Library of Munich, Germany, number 28083, Oct, revised 11 Jan 2011.
• Bera, Soumitra Kumar, 2010, "Forecasting model of small scale industrial sector of West Bengal," MPRA Paper, University Library of Munich, Germany, number 28144, Nov.
• Zhu, Junjun & Xie, Shiyu, 2010, "Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market," MPRA Paper, University Library of Munich, Germany, number 28235, Jun.
• Ghiba, Nicolae, 2010, "Implicații ale volatilității cursului de schimb asupra schimburilor comerciale internaționale (cazul Romaniei)
  [Implications of exchange rate volatility on international trade (The case of Romania)]," MPRA Paper, University Library of Munich, Germany, number 28453, Nov, revised 27 Jan 2011.
• Korap, Levent, 2010, "An econometric essay for the asymmetric volatility content of the portfolio flows: EGARCH evidence from the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 28752.
• Luyinduladio, Menga, 2010, "Modélisation de la Volatilité des recettes mensuelles de la Direction Générale des Douanes et Accises (DGDA ex-OFIDA) en RDC de janvier 1982 à décembre 2005
  [Volatilty of Monthly Receipts of DGDA from January 1982 to December 2005]," MPRA Paper, University Library of Munich, Germany, number 28991, Feb, revised 28 Apr 2011.
• Pappas, Anastasios, 2010, "Capital mobility and growth: Evidence from Greece," MPRA Paper, University Library of Munich, Germany, number 29105.
• Gonzalo, Jesus & Pitarakis, Jean-Yves, 2010, "Regime Specific Predictability in Predictive Regressions," MPRA Paper, University Library of Munich, Germany, number 29190, Dec.
• Halicioglu, Ferda & Karatas, Cevat, 2010, "Estimation of economic discounting rate for practical project appraisal: the case of Turkey," MPRA Paper, University Library of Munich, Germany, number 29577.
• Halicioglu, Ferda, 2010, "A dynamic econometric study of income, energy and exports in Turkey," MPRA Paper, University Library of Munich, Germany, number 29579.
• Ben Ali, Samir, 2010, "A New Keynesian Phillips curve for Tunisia : Estimation and analysis of sensitivity," MPRA Paper, University Library of Munich, Germany, number 29624, Nov.
• Bessonovs, Andrejs, 2010, "Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā
  [Measuring GDP forecasting accuracy using factor models: aggregated vs. disaggregated approach]," MPRA Paper, University Library of Munich, Germany, number 30386, Apr.
• Lof, Matthijs, 2010, "Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions," MPRA Paper, University Library of Munich, Germany, number 30520, Jul.
• Camacho-Gutiérrez, Pablo, 2010, "Dynamic OLS estimation of the U.S. import demand for Mexican crude oil," MPRA Paper, University Library of Munich, Germany, number 30608, Mar.
• Halicioglu, Ferda, 2010, "Modelling life expectancy in Turkey," MPRA Paper, University Library of Munich, Germany, number 30840.
• Abdul, waheed & Syed tehseen, jawaid, 2010, "Inward foreign direct investment and aggregate imports: time series evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 31270, Jan.
• Athanasoglou, Panayiotis & Backinezos, Constantina & Georgiou, Evangelia, 2010, "Export performance, competitiveness and commodity composition," MPRA Paper, University Library of Munich, Germany, number 31997, May.
• Athanasoglou, Panayiotis & Bardaka, Ioanna, 2010, "New trade theory, non-price competitiveness and export performance," MPRA Paper, University Library of Munich, Germany, number 32047, Jan.
• HYE, Qazi Muhammad Adnan & M Anwar, Jalil, 2010, "Revenue and Expenditure Nexus: A Case Study of Romania," MPRA Paper, University Library of Munich, Germany, number 32132, Dec.
• Faiz ur, rehman & Wasim, shahid malik, 2010, "A structural VAR (SVAR) approach to cost channel of monetary policy," MPRA Paper, University Library of Munich, Germany, number 32349, Dec, revised 09 Feb 2011.
• Lanne, Markku & Saikkonen, Pentti, 2010, "Noncausal autoregressions for economic time series," MPRA Paper, University Library of Munich, Germany, number 32943, Aug.
• Trunin, Pavel & Knyazev, Dmitriy & Kudykina, Ekaterina, 2010, "Анализ Факторов Динамики Обменного Курса Рубля
  [Perspective issues in the CBR`s exchange rate policy]," MPRA Paper, University Library of Munich, Germany, number 33944, Nov.
• Marcelle, Chauvet & Jeremy, Piger, 2010, "Employment and the business cycle," MPRA Paper, University Library of Munich, Germany, number 34103, Jun.
• Besso, Christophe Raoul, 2010, "Employment intensity of growth and its macroeconomics determinants," MPRA Paper, University Library of Munich, Germany, number 35615, Oct, revised 28 Dec 0002.
• Odusanya, Ibrahim Abidemi & Atanda, Akinwande AbdulMaliq, 2010, "Analysis of inflation and its determinants in Nigeria," MPRA Paper, University Library of Munich, Germany, number 35837.
• Marchese, Malvina, 2010, "Time series models of GDP: a reappraisal," MPRA Paper, University Library of Munich, Germany, number 36389.
• Ahmadzadeh Mashinchi, Sina, 2010, "The impact of the global economic crisis on non-oil operations of ports in Iran," MPRA Paper, University Library of Munich, Germany, number 38100.
• Jiranyakul, Komain, 2010, "The Effects of Real Exchange Rate Volatility on Thailand's Exports to the United States and Japan under the Recent Float," MPRA Paper, University Library of Munich, Germany, number 45030.
• Marcelle, Chauvet & Jeremy, Piger, 2010, "Employment and the business cycle," MPRA Paper, University Library of Munich, Germany, number 46642, Jun.
• Sinha, Pankaj & Sinha, Gyanesh, 2010, "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper, University Library of Munich, Germany, number 47190, Apr, revised 17 May 2013.
• Zipitria, Leandro, 2010, "New Directions in Price Test for Market Definition," MPRA Paper, University Library of Munich, Germany, number 58046.
• Gómez, Manuel & Ventosa-Santaulària, Daniel, 2010, "Testing for a Deterministic Trend when there is Evidence of Unit-Root," MPRA Paper, University Library of Munich, Germany, number 58780.
• Radkov, Petar, 2010, "The Mean Reversion Stochastic Processes Applications in Risk Management," MPRA Paper, University Library of Munich, Germany, number 60159, Jul.
• Chikhi, Mohamed & Diebolt, Claude, 2010, "Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact," MPRA Paper, University Library of Munich, Germany, number 76210, revised 2010.
• Yaya, OlaOluwa S & Shittu, Olanrewaju I, 2010, "On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re-Assessment," MPRA Paper, University Library of Munich, Germany, number 88759.
• Waithe, Kimberly & Lorde, Troy & Francis, Brian, 2010, "Export-led Growth: A Case Study of Mexico," MPRA Paper, University Library of Munich, Germany, number 95557, Aug.
• Degiannakis, Stavros & Floros, Christos, 2010, "VIX Index in Interday and Intraday Volatility Models," MPRA Paper, University Library of Munich, Germany, number 96304.
• Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010, "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201008, Mar.
• Sonali Das & Rangan Gupta & Patrick T Kanda, 2010, "Bubbles in South African House Prices and their Impact on Consumption," Working Papers, University of Pretoria, Department of Economics, number 201017, Jul.
• Samuel S Jibao & Niek Schoeman & Ruthira Naraidoo, 2010, "Fiscal Regime Changes and the Sustainability of Fiscal Imbalance in South Africa: A Smooth Transition Error-Correction Approach," Working Papers, University of Pretoria, Department of Economics, number 201023, Oct.
• Rangan Gupta & Mampho P. Modise, 2010, "South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns," Working Papers, University of Pretoria, Department of Economics, number 201027, Dec.
• Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere, 2010, "Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201030, Dec.
• Josef Arlt & Milan Bašta, 2010, "The Problem of the Yearly Inflation Rate and Its Implications for the Monetary Policy of the Czech National Bank," Prague Economic Papers, Prague University of Economics and Business, volume 2010, issue 2, pages 99-117, DOI: 10.18267/j.pep.366.
• James H. Stock & Mark W. Watson, 2010, "Modeling Inflation After the Crisis," Working Papers, Princeton University. Economics Department., number 2010-1, Oct.
• Nicolas Million, 2010, "Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d’intérêt réel américain," Économie et Prévision, Programme National Persée, volume 192, issue 1, pages 83-95, DOI: 10.3406/ecop.2010.8023.
• Marie Bessec, 2010, "Étalonnages du taux de croissance du PIB français sur la base des enquêtes de conjoncture," Économie et Prévision, Programme National Persée, volume 193, issue 2, pages 77-99, DOI: 10.3406/ecop.2010.8036.
• Miroslav Klúcik & Jana Juriová, 2010, "Slowdown or Recession? Forecasts Based on Composite Leading Indicator," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 1, pages 17-36, January.
• Łukasz Kwiatkowski, 2010, "Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 1, pages 59-94, January.
• Anthony J. Lawrance, 2010, "Volatile ARMA Modelling of GARCH Squares," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 3, pages 195-203, June.
• Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch, 2010, "Forecasting the Polish Zloty with Non-Linear Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 2, pages 151-167, March.
• Jacek Osiewalski & Anna Pajor, 2010, "Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 4, pages 253-277, September.
• Hossein Askari & Noureddine Krichene, 2010, "Monetary policy and world commodity markets: 2000-2007," PSL Quarterly Review, Economia civile, volume 63, issue 253, pages 145-177.
• António Rua, 2010, "A Wavelet Approach for Factor-Augmented Forecasting," Working Papers, Banco de Portugal, Economics and Research Department, number w201007.
• Paulo M.M. Rodrigues & Luis F. Martins, 2010, "Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates," Working Papers, Banco de Portugal, Economics and Research Department, number w201030.
• Morten Ø. Nielsen & S Johansen, 2009, "Likelihood Inference For A Nonstationary Fractional Autoregressive Model," Working Paper, Economics Department, Queen's University, number 1172, Mar.
• Morten Ø. Nielsen & Per Houmann Frederiksen, 2009, "Fully Modified Narrow-band Least Squares Estimation Of Weak Fractional Cointegration," Working Paper, Economics Department, Queen's University, number 1226, Dec.
• James G. MacKinnon, 2010, "Critical Values For Cointegration Tests," Working Paper, Economics Department, Queen's University, number 1227, Jan.
• Morten Ø. Nielsen & S Johansen, 2010, "A Necessary Moment Condition For The Fractional Functional Central Limit Theorem," Working Paper, Economics Department, Queen's University, number 1244, Oct.
• Werner Kristjanpoller Rodriguez & Carolina Liberona Maturana, 2010, "Comparacion de modelos de prediccion de retornos accionarios en el Mercado Accionario Chileno: capm, fama y french y reward beta," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 7, issue 1, pages 119-138, Julio - D.
• Adam Clements & Annastiina Silvennoinen, 2010, "Portfolio allocation: Getting the most out of realised volatility," NCER Working Paper Series, National Centre for Econometric Research, number 54, Mar, revised 06 May 2010.
• Don Harding, 2010, "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," NCER Working Paper Series, National Centre for Econometric Research, number 58, Jul.
• Ralf Becker & Adam Clements & Robert O'Neill, 2010, "A Cholesky-MIDAS model for predicting stock portfolio volatility," NCER Working Paper Series, National Centre for Econometric Research, number 60, Aug.
• Stan Hurn & Andrew McClelland & Kenneth Lindsay, 2010, "A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions," NCER Working Paper Series, National Centre for Econometric Research, number 65, Oct.
• Del Carpio, Carlos & Zevallos, Mauricio, 2010, "Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 19, pages 47-62.
• Carrera, Cesar, 2010, "The Bank Lending Channel in Peru: evidence and transmission mechanism," Working Papers, Banco Central de Reserva del Perú, number 2010-021, Dec.
• Michael Weber & Marcel Prokopczuk, 2010, "American Option Valuation: Implied Calibration of GARCH Pricing-Models," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-02, Jan.
• Rajeev Dhawan & Karsten Jeske & Pedro Silos, 2010, "Productivity, Energy Prices and the Great Moderation: A New Link," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 13, issue 3, pages 715-724, July, DOI: 10.1016/j.red.2009.07.001.
• Chaido Dritsaki & Melina Dritsaki, 2010, "Government Expenditure and National Income: Causality Tests for Twelve New Members of E.E," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 13, issue 38, pages 67-89, December.
• Russell Davidson, 2010, "Size Distortion of Bootstrap Tests: an Example from Unit Root Testing," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 169-193, June.
• Markus Jochmann, 2010, "Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach," Working Paper series, Rimini Centre for Economic Analysis, number 03_10, Jan.
• Massimiliano Marzo & Paolo Zagaglia, 2010, "Gold and the U.S. Dollar: Tales from the Turmoil," Working Paper series, Rimini Centre for Economic Analysis, number 08_10, Jan.
• Takashi Oga & Wolfgang Polasek, 2010, "The Asia Financial Crises and Exchange Rates: Had There Been Volatility Shifts for Asian Currencies?," Working Paper series, Rimini Centre for Economic Analysis, number 10_10, Jan.
• Karim M. Abadir & Walter Distaso & Liudas Giraitis, 2010, "An I(d) Model with Trend and Cycles," Working Paper series, Rimini Centre for Economic Analysis, number 18_10, Jan.
• Theodore Panagiotidis, 2010, "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Working Paper series, Rimini Centre for Economic Analysis, number 20_10, Jan.
• Karim M. Abadir & Rolf Larsson, 2012, "Biases of Correlograms and of AR Representations of Stationary Series," Working Paper series, Rimini Centre for Economic Analysis, number 24_12, Jun.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010, "Why a Diversified Portfolio Should Include African Assets," Working Paper series, Rimini Centre for Economic Analysis, number 33_10, Jan.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010, "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series, Rimini Centre for Economic Analysis, number 42_10, Jan.
• Michael McAleer & Marcelo Cunha Medeiros, 2010, "Forecasting Realized Volatility with Linear and Nonlinear Models," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 568, Mar.
• Mikhail Mamonov, 2010, "Testing for Competition in the Russian Banking Sector within Panzar-Rosse approach: theoretical and empirical framework," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 20, issue 4, pages 3-27.
• Eugenia Nazrullaeva, 2010, "Modeling the relationship between investment processes and costs structure applied to Russian economic activities in 2005-2009," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 19, issue 3, pages 38-61.
• Oleg Tsatsura, 2010, "A Smooth Transition GARCH-M Model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 17, issue 1, pages 45-61.
• Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2010, "Episodic Nonlinearity in Leading Global Currencies," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 3-2010, Jun.
• Abdulnasser Hatemi-J, 2010, "Did the Austrian Financial Market Become more Integrated with the German Market after EU Accession? - Il mercato finanziario austriaco si è integrato maggiormente con quello tedesco dopo l’adesione al," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 63, issue 3, pages 297-304.
• Bernardina Algieri, 2010, "Income and Price Elasticities of the Italian Exports in Tourism Services - Elasticità rispetto al reddito e ai prezzi relativi delle esportazioni italiane di servizi turistici," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 63, issue 4, pages 381-405.
• Andrzej Torój, 2010, "Adjustment capacity in a monetary union: a DSGE evaluation of Poland and Slovakia," MF Working Papers, Ministry of Finance in Poland, number 4, May.
• Caraiani, Petre, 2010, "Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 130-136, March.
• Dimitriu, Maria Caracota & Savu, Blessy Mathew, 2010, "Econometric Analysis Of Efficiency In The Indian Manufacturing Sector," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 182-197, March.
• Saman, Corina, 2010, "Macroeconomic Uncertainty and Investment – Empirical Analysis for Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 155-164, July.
• Su, Chi Wei & Chang, Hsu Ling, 2010, "Asymmetric Adjustment in the Lending-Deposit Rate Spread: Evidence from Eastern European Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 165-175, July.
• Festic, Mejra & Repina, Sebastijan & Volcjak, Robert, 2010, "Estimating Coal Price Dynamics with the Principal Components Method," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 188-212, July.
• Agapie, Adriana & Bratianu, Constantin, 2010, "Repetitive Stochastic Guesstimation for Estimating Parameters in a GARCH(1,1) Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 213-222, July.
• Kalyoncu, Hüseyin & Kula, Ferit & Aslan, Alper, 2010, "The Validity of Purchasing Power Parity Hypothesis in Middle East and Northern Africa Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 125-131, December.
• Heidari, Hassan, 2010, "An Estimated Small Open Economy New-Keynesian Model of the Australian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 7-15, December.
• Pelinescu, Elena & Anton, Lucian Vasile & Ionescu, Raluca & Tasca, Radu, 2010, "The Analysis of Local Budgets and Their Importance in the Fight Against the Economic Crisis Effects," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 5, pages 17-32.
• Pecican, Eugen Stefan, 2010, "Indicators Of Real Convergence And Their Application," Working Papers of National Institute for Economic Research, Institutul National de Cercetari Economice (INCE), number 100203, Feb.
• Anura Amarasinghe & Gerard D'Souza, 2010, "Obesity Prevention: A Review of the Interactions and Interventions, and some Policy Implications," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2010-02.
• R. Kruse & M. Fr Mmel & L. Menkhoff & P. Sibbertsen, 2010, "What do we know about real exchange rate nonlinearities?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 10/667, Sep.
• Mohamed Abdelaziz Eissa & Georgios Chortareas & Andrea Cipollini, 2010, "Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 3, pages 257-284, December, DOI: 10.1177/097265271000900301.
• David McMillan & Pako Thupayagale, 2010, "Evaluating Stock Index Return Value-at-Risk Estimates in South Africa," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 3, pages 325-345, December, DOI: 10.1177/097265271000900304.
• Shruti Tripathi & Vikash Gautam, 2010, "Road Transport Infrastructure and Economic Growth in India," Journal of Infrastructure Development, India Development Foundation, volume 2, issue 2, pages 135-151, December, DOI: 10.1177/097493061100200204.
• Manish Kumar, 2010, "Modelling Exchange Rate Returns Using Non-linear Models," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 4, issue 1, pages 101-125, January, DOI: 10.1177/097380100900400105.
• Choi-Meng Leong & Chin-Hong Puah & Shazali Abu Mansor & Evan Lau, 2010, "Testing the Effectiveness of Monetary Policy in Malaysia Using Alternative Monetary Aggregation," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 4, issue 3, pages 321-338, August, DOI: 10.1177/097380101000400304.
• Madhusudan Ghosh, 2010, "Spatial Price Linkages in Regional Food Grain Markets in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 4, issue 4, pages 495-516, November, DOI: 10.1177/097380101000400405.
• Muhammad Akmal & Muhammad Usman Abbasi, 2010, "Ramadan Effect on Price Movements: Evidence from Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 32, Feb.
• Rebeca Jiménez-Rodríguez & Giuseppe Russo, 2010, "Aggregate Employment Dynamics and (Partial) Labour Market Reforms," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 260, Oct.
• Silika Prohl, 2010, "Test of Fiscal Sustainability and Causality Hypotheses for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 146, issue II, pages 481-506, June.
• Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2010, "Incidence of Climate on Emerging Economies: Lessons from English's Past," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 10-02, Jan, revised 10 Mar 2010.
• Qiankun Zhou & Jun Yu, 2010, "Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes," Working Papers, Singapore Management University, School of Economics, number 20-2010, Jan.
• Radoslaw R. Okulski & Almas Heshmati, 2010, "Time Series Analysis of Global Airline Passengers Transportation Industry," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201065, Jul, revised Jul 2010.
• Kadir KARAGÖZ, 2010, "Determining Factors of Private Investments: An Empirical Analysis for Turkey," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2010-1.
• Tuba ŞAHİNOĞLU & Kenan ÖZDEN & Selim BAŞAR & Hayati AKSU, 2010, "Türkiye’de Enflasyonun Oluşumu: ARDL Yaklaşımı," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2010-1.
• Cem IŞIK, 2010, "Türkiye’de Yabancı Ziyaretçi Harcaması ve Turizm Gelirleri İlişkisi: Bir Eş-bütünleşme Analizi (1970 – 2008)," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2010-2.
• Josep Carrion-i-Silvestre & Vicente German-Soto, 2010, "Stochastic convergence in the industrial sector of the Mexican states," The Annals of Regional Science, Springer;Western Regional Science Association, volume 45, issue 3, pages 547-570, December, DOI: 10.1007/s00168-009-0317-4.
• 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.
• 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.
• García Enríquez, Javier & Arteche González, Jesús María & Murillas Maza, Arantza, 2010, "Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984.
• Arteche González, Jesús María, 2010, "Semiparametric inference in correlated long memory signal plus noise models," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Apr.