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

• Stéphanie Guichard & Elena Rusticelli, 2010, "Assessing the Impact of the Financial Crisis on Structural Unemployment in OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 767, Oct, DOI: 10.1787/5kmftp8khfjg-en.
• Balázs Égert, 2010, "Catching-up and Inflation in Europe: Balassa-Samuelson, Engel's Law and Other Culprits," OECD Economics Department Working Papers, OECD Publishing, number 792, Jul, DOI: 10.1787/5kmblscvdk7d-en.
• Gabriel Rodríguez, 2010, "Application of Three Non-Linear Econometric Approaches to Identify Business Cycles in Peru," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2010, issue 2, pages 1-25, DOI: 10.1787/jbcma-2010-5km33sfv0xxn.
• Helmut Lütkepohl, 2010, "Forecasting Aggregated Time Series Variables: A Survey," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2010, issue 2, pages 1-26, DOI: 10.1787/jbcma-2010-5km399r2jz9n.
• Klaus Abberger & Wolfgang Nierhaus, 2010, "Markov-Switching and the Ifo Business Climate: the Ifo Business Cycle Traffic Lights," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2010, issue 2, pages 1-13, DOI: 10.1787/jbcma-2010-5km4gzqtx248.
• Dobra Iulian, 2010, "Impact of the Economic Crisis on the Countries in Eastern Europe (I - Literature Review, Theory and Empirical Evidence)," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Dobra Iulian, 2010, "Impact of the Economic Crisis on the Countries in Eastern Europe (II)," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Dobra Iulian, 2010, "Impact of the Economic Crisis on the Countries in Eastern Europe (III) Literature Review, Theory and Empirical Evidence," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 04, December.
• Kovács Ildikó & Marton Noémi & Patka Kinga & Páll Katalin, 2010, "The Determinats Of The Unemployment Rate - Empirical Evidence From Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 277-282, December.
• Shoko Morimoto & Mototsugu Shintani, 2010, "Trading volume and serial correlation in stock returns: a threshold regression approach," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 10-28, Dec.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2010, "The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 10-29, Dec.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2010, "The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 10-29-Rev, Dec, revised Mar 2011.
• Christian Dreger & Jarko Fidrmuc, 2010, "Drivers of exchange rate dynamics in selected CIS countries: Evidence from a FAVAR analysis," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 289, Aug.
• Christian T. Brownlees & Giampiero M. Gallo, 2010, "Comparison of Volatility Measures: a Risk Management Perspective," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 1, pages 29-56, Winter.
• Marco Aiolfi & Marius Rodriguez & Allan Timmermann, 2010, "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 3, pages 305-334, Summer.
• Monica Giulietti & Jesus Otero & Michael Waterson, 2010, "Pricing behaviour under competition in the UK electricity supply industry," Oxford Economic Papers, Oxford University Press, volume 62, issue 3, pages 478-503, July.
• Stoica Tiberiu, 2010, "Are Confidence and Sentiment Indicators Crucial in Forecasting the Economic Growth of Romania during the Current Crisis?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 756-760, October.
• Jennifer Castle & David Hendry, 2010, "A Low-Dimension Portmanteau Test for Non-linearity," Economics Series Working Papers, University of Oxford, Department of Economics, number 471, Jan.
• Jennifer Castle & David Hendry, 2010, "Automatic Selection for Non-linear Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 473, Jan.
• Jennifer Castle & David Hendry & Jurgen A. Doornik, 2010, "Evaluating Automatic Model Selection," Economics Series Working Papers, University of Oxford, Department of Economics, number 474, Jan.
• David Hendry & Grayham E. Mizon, 2010, "Econometric Modelling of Changing Time Series," Economics Series Working Papers, University of Oxford, Department of Economics, number 475, Jan.
• David Hendry & Carlos Santos, 2010, "An Automatic Test of Super Exogeneity," Economics Series Working Papers, University of Oxford, Department of Economics, number 476, Jan.
• David Hendry & Michael P. Clements, 2010, "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers, University of Oxford, Department of Economics, number 484, May.
• David Hendry & Grayham E. Mizon, 2010, "On the Mathematical Basis of Inter-temporal Optimization," Economics Series Working Papers, University of Oxford, Department of Economics, number 497, Aug.
• David Hendry & Jennifer L. Castle, 2010, "Model Selection in Under-specified Equations Facing Breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 509, Oct.
• David Hendry & Jennifer L. Castle & Jurgen A. Doornik, 2010, "Testing the Invariance of Expectations Models of Inflation," Economics Series Working Papers, University of Oxford, Department of Economics, number 510, Nov.
• Markus Eberhardt & Anindya Banerjee and J. James Reade, 2010, "Panel Estimation for Worriers," Economics Series Working Papers, University of Oxford, Department of Economics, number 514, Nov.
• Faíña Medín, José Andrés & García Lorenzo, Antonio & López-Rodríguez, Jesús, 2010, "International Organizations and the Theory of Clubs = Una interpretación de las organizaciones internacionales utilizando la Teoría de los Clubes," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 9, issue 1, pages 17-27, June.
• Badillo Amador, Rosa & Belaire Franch, Jorge & Reverte Maya, Carmelo, 2010, "Spurious Rejections by Dickey-Fuller Tests in the Presence of an Endogenously Determined Break under the Null = Rechazos espurios de los test de Dickey-Fuller en presencia de una ruptura bajo la hipótesis nula endógenamente determinada," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 9, issue 1, pages 3-16, June.
• Massimiliano Caporin & Juliusz Pres, 2010, "Modelling and forecasting wind speed intensity for weather risk management," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0106, Jan.
• Gabriel Rodríguez, 2010, "Application of three non-linear econometric approaches to identify business cycles in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2010-284.
• Firouz Fallahi & Gabriel Rodríguez, 2010, "Is there a link between unemployment and criminality in the us economy? Further evidence," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2010-285.
• Firouz Fallahi & Gabriel Rodríguez, 2010, "Persistence of unemployment in the canadian provinces," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2010-286.
• S. Boragan Aruoba & Francis X. Diebold, 2010, "Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-002, Jan.
• Naeem ur Rehman Khattak & Iftikhar Ahmad & Jangraiz Khan, 2010, "Fiscal Decentralisation in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 49, issue 4, pages 419-436.
• Abdul Rashid & Fazal Husain, 2010, "Capital Inflows, Inflation and Exchange Rate Volatility: An Investigation for Linear and Nonlinear Causal Linkages," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2010:63.
• Karl-Kuno Kunze & Hans Gerhard Strohe, 2010, "Antipersistence in German stock returns," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 39, Aug.
• Nigmatullin, Raul R. & Omay, Tolga & Baleanu, Dumitru, 2010, "On fractional filtering versus conventional filtering in economics," MPRA Paper, University Library of Munich, Germany, number 111643, Apr.
• Hwang, Tsorng-Chyi & Chen, Meng-Gu & Chang, Chia-Lin, 2010, "Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach," MPRA Paper, University Library of Munich, Germany, number 15552, Dec.
• Guidi, Francesco, 2010, "Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models," MPRA Paper, University Library of Munich, Germany, number 19851, Jan.
• Todd, Prono, 2010, "Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper, University Library of Munich, Germany, number 20034, Jan.
• Alexiadis, Stilianos & Eleftheriou, Konstantinos, 2010, "The Morphology of Income Convergence in US States: New Evidence using an Error-Correction-Model," MPRA Paper, University Library of Munich, Germany, number 20096, Jan.
• Bušs, Ginters, 2010, "Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia," MPRA Paper, University Library of Munich, Germany, number 20688, Feb.
• Omay, Tolga, 2010, "A Nonlinear New Approach to Investigating Crisis: A Case from Malaysia," MPRA Paper, University Library of Munich, Germany, number 20738, Jun.
• Proietti, Tommaso, 2010, "Seasonality, Forecast Extensions and Business Cycle Uncertainty," MPRA Paper, University Library of Munich, Germany, number 20868, Feb.
• Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe, 2010, "Markov-switching Asset Allocation: Do Profitable Strategies Exist?," MPRA Paper, University Library of Munich, Germany, number 21154, Jan.
• Chen, Zhihong & Fu, Shihe & Zhang, Dayong, 2010, "Searching for the parallel growth of cities," MPRA Paper, University Library of Munich, Germany, number 21528, Mar.
• Proietti, Tommaso, 2010, "Trend Estimation," MPRA Paper, University Library of Munich, Germany, number 21607, Mar.
• Guidi, Francesco & Gupta, Rakesh, 2010, "Cointegration and conditional correlations among German and Eastern Europe equity markets," MPRA Paper, University Library of Munich, Germany, number 21732, Jan.
• Sinha, Pankaj & Sinha, Gyanesh, 2010, "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper, University Library of Munich, Germany, number 21873, Apr.
• Luyinduladio, Menga, 2010, "Degré de répercussion du Taux de change sur l’Inflation en République Démocratique du Congo de 2002 à 2007
  [Pass-Through of Exchange rate to inflation in DRC 2002 to 2007]," MPRA Paper, University Library of Munich, Germany, number 21970, Apr.
• Belbute, José & Caleiro, António, 2010, "Cross Country Evidence on Consumption Persistence," MPRA Paper, University Library of Munich, Germany, number 22008, Apr.
• Travaglini, Guido, 2010, "Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005," MPRA Paper, University Library of Munich, Germany, number 22077, Apr.
• Buss, Ginters, 2010, "A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle," MPRA Paper, University Library of Munich, Germany, number 22147, Apr.
• Francq, Christian & Zakoian, Jean-Michel, 2010, "Optimal predictions of powers of conditionally heteroskedastic processes," MPRA Paper, University Library of Munich, Germany, number 22155, Apr.
• Oh, Swee-Ling & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali, 2010, "Volatility Co-movement of ASEAN-5 Equity Markets," MPRA Paper, University Library of Munich, Germany, number 22244, Apr.
• Behera, Harendra, 2010, "Onshore and offshore market for Indian Rupee: recent evidence on volatility and shock spillover," MPRA Paper, University Library of Munich, Germany, number 22247, Jan.
• Marzo, Massimiliano & Zagaglia, Paolo, 2010, "Gold and the U.S. Dollar: Tales from the turmoil," MPRA Paper, University Library of Munich, Germany, number 22407, Apr.
• Francq, Christian & Zakoian, Jean-Michel, 2010, "Strict stationarity testing and estimation of explosive ARCH models," MPRA Paper, University Library of Munich, Germany, number 22414, Apr.
• Grassi, Stefano & Proietti, Tommaso, 2010, "Characterizing economic trends by Bayesian stochastic model specifi cation search," MPRA Paper, University Library of Munich, Germany, number 22569, May.
• Regnard, Nazim & Zakoian, Jean-Michel, 2010, "A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices," MPRA Paper, University Library of Munich, Germany, number 22642.
• Kim, Hyeongwoo & Moh, Young-Kyu, 2010, "Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment," MPRA Paper, University Library of Munich, Germany, number 22712, May.
• Emenike, Kalu O., 2010, "Modelling Stock Returns Volatility In Nigeria Using GARCH Models," MPRA Paper, University Library of Munich, Germany, number 22723, Jan.
• Ardia, David & Hoogerheide, Lennart F., 2010, "Efficient Bayesian estimation and combination of GARCH-type models," MPRA Paper, University Library of Munich, Germany, number 22919, Feb.
• Khan, Salman, 2010, "Crude Oil Price shocks to Emerging Markets: Evaluating the BRICs Case," MPRA Paper, University Library of Munich, Germany, number 22978, Apr.
• Boldea, Otilia & Hall, Alastair R., 2010, "Estimation and inference in unstable nonlinear least squares models," MPRA Paper, University Library of Munich, Germany, number 23150, May.
• Boubacar Mainassara, Yacouba, 2010, "Selection of weak VARMA models by Akaïke's information criteria," MPRA Paper, University Library of Munich, Germany, number 23412, Jun.
• Niang, Abdou-Aziz & Pichery, Marie-Claude & Edjo, Marcellin, 2010, "Convergence test in the presence of structural changes: an empirical procedure based on panel data with cross-sectional dependence," MPRA Paper, University Library of Munich, Germany, number 23452, Apr.
• Travaglini, Guido, 2010, "Dynamic Econometric Testing of Climate Change and of its Causes," MPRA Paper, University Library of Munich, Germany, number 23600, Jun.
• Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2010, "Optimal Forecasting of Noncausal Autoregressive Time Series," MPRA Paper, University Library of Munich, Germany, number 23648, Feb.
• Loening, Josef & Rao, B. Bhaskara & Singh, Rup, 2010, "Effects of education on economic growth:Evidence from Guatemala," MPRA Paper, University Library of Munich, Germany, number 23665, Jul.
• 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.