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

2009

• Mushtaq Klasra, 2009, "Cointegration, causality and the transmission of shocks across wheat market in Pakistan," Quality & Quantity: International Journal of Methodology, Springer, volume 43, issue 2, pages 305-315, March, DOI: 10.1007/s11135-007-9107-1.
• Christian Dreger & Hans-Eggert Reimers, 2009, "Hysteresis in the development of unemployment: the EU and US experience," Spanish Economic Review, Springer;Spanish Economic Association, volume 11, issue 4, pages 267-276, December, DOI: 10.1007/s10108-009-9055-0.
• Timo Teräsvirta, 2009, "An Introduction to Univariate GARCH Models," Springer Books, Springer, chapter 1, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_1.
• Peter C. B. Phillips & Jun Yu, 2009, "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Springer Books, Springer, chapter 22, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_22.
• Luc Bauwens & Nikolaus Hautsch, 2009, "Modelling Financial High Frequency Data Using Point Processes," Springer Books, Springer, chapter 41, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_41.
• Giovanni Dosi & Giorgio Fagiolo & Andrea Roventini, 2009, "The microfoundations of business cycles: an evolutionary, multi-agent model," Springer Books, Springer, in: Uwe Cantner & Jean-Luc Gaffard & Lionel Nesta, "Schumpeterian Perspectives on Innovation, Competition and Growth", DOI: 10.1007/978-3-540-93777-7_10.
• Margherita Velucchi, 2009, "Regime switching: Italian financial markets over a century," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 18, issue 1, pages 67-86, March, DOI: 10.1007/s10260-007-0075-3.
• Leïla Nouira & Mohamed Boutahar & Vêlayoudom Marimoutou, 2009, "The effect of tapering on the semiparametric estimators for nonstationary long memory processes," Statistical Papers, Springer, volume 50, issue 2, pages 225-248, March, DOI: 10.1007/s00362-007-0071-6.
• Khurshid Kiani, 2009, "Inflation in Transition Economies: An Empirical Analysis," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 16, issue 1, pages 34-46, May, DOI: 10.1007/s11300-009-0057-2.
• Abu Wahid & Muhammad Shahbaz, 2009, "Does Nominal Devaluation Precede Real Devaluation? The Case of The Philippines," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 16, issue 1, pages 47-61, May, DOI: 10.1007/s11300-009-0052-7.
• Arvid Raknerud & Øivind Skare, 2009, "Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes," Discussion Papers, Statistics Norway, Research Department, number 601, Dec.
• Alagidede, Paul & Panagiotidis, Theodore, 2009, "Modelling stock returns in Africa's emerging equity markets," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2009-04, Jan.
• David C Broadstock & Lester C Hunt, 2009, "Quantifying the Impact of Exogenous Non-Economic Factors on UK Transport Oil Demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 123, May.
• Vasco Gabriel & Pataaree Sangduan, 2009, "Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0309, Apr.
• Zsolt Darvas & Zoltan Schepp, 2009, "Long maturity forward rates of major currencies are stationary," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 11, pages 1175-1181, DOI: 10.1080/13504850701367163.
• Ozgur Aslan & Levent Korap, 2009, "Are real exchange rates mean reverting? Evidence from a panel of OECD countries," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 1, pages 23-27, DOI: 10.1080/13504850701735773.
• Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim, 2009, "Purchasing power parity in Asian economies: further evidence from rank tests for cointegration," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 1, pages 51-54, DOI: 10.1080/13504850601032057.
• Guglielmo Maria Caporale & Christoph Hanck, 2009, "Cointegration tests of PPP: do they also exhibit erratic behaviour?," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 1, pages 9-15, DOI: 10.1080/17446540802092198.
• Gang Liu & Terje Skjerpen & Kjetil Telle, 2009, "Unit roots, polynomial transformations and the environmental Kuznets curve," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 3, pages 285-288, DOI: 10.1080/13504850601018478.
• Claudio Morana, 2009, "Realized betas and the cross-section of expected returns," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 17, pages 1371-1381, DOI: 10.1080/09603100802599597.
• Christian Fischer & Luis Gil-Alana, 2009, "The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine," Applied Economics, Taylor & Francis Journals, volume 41, issue 11, pages 1345-1359, DOI: 10.1080/00036840601019349.
• B. Candelon & A. Dupuy & L. Gil-Alana, 2009, "The nature of occupational unemployment rates in the United States: hysteresis or structural?," Applied Economics, Taylor & Francis Journals, volume 41, issue 19, pages 2483-2493, DOI: 10.1080/00036840802584950.
• David Matesanz & Guadalupe Fugarolas, 2009, "Exchange rate policy and trade balance: a cointegration analysis of the Argentine experience since 1962," Applied Economics, Taylor & Francis Journals, volume 41, issue 20, pages 2571-2582, DOI: 10.1080/00036840701222660.
• Roberta Colavecchio & Declan Curran & Michael Funke, 2009, "Drifting together or falling apart? The empirics of regional economic growth in post-unification Germany," Applied Economics, Taylor & Francis Journals, volume 43, issue 9, pages 1087-1098, DOI: 10.1080/00036840802600178.
• Tommaso Proietti, 2009, "On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 1-3, pages 186-208, DOI: 10.1080/07474930802388025.
• Koi Nyen Wong & Tuck Cheong Tang & Dietrich Fausten, 2009, "Foreign Direct Investment and Services Trade: Evidence from Malaysia and Singapore," Global Economic Review, Taylor & Francis Journals, volume 38, issue 3, pages 265-276, DOI: 10.1080/12265080903157318.
• Jeroen Rombouts & Marno Verbeek, 2009, "Evaluating portfolio Value-at-Risk using semi-parametric GARCH models," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 6, pages 737-745, DOI: 10.1080/14697680902785284.
• Christos Agiakloglou & Sotiris Karkalakos, 2009, "A Spatial and Economic Analysis for Telecommunications: Evidence from the European Union," Journal of Applied Economics, Taylor & Francis Journals, volume 12, issue 1, pages 11-32, May, DOI: 10.1016/S1514-0326(09)60003-9.
• K. Azim Ozdemir & Serkan Yigit, 2009, "Inflation Targeting and Exchange Rate Dynamics: Evidence From Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0901.
• Oguz Atuk & Mustafa Utku Ozmen, 2009, "Design and Evaluation of Core Inflation Measures for Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0903.
• Panagiotis Pantelidis & Emmanouil Trachanas & Athanasios L. Athanasenas & Constantinos Katrakilidis, 2009, "On the Dynamics of the Greek Twin Deficits: Empirical evidence over the period 1960 – 2007," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 2, issue 2, pages 9-32, December.
• Nikolaos Sariannidis & Ioannis Koskosas & Nikos Kartalis & George Konteos, 2009, "Macroeconomic effects on D.J.S.I.-World Returns," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 2, issue 2, pages 95-110, December.
• Michel van der Wel & Albert Menkveld & Asani Sarkar, 2009, "Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-046/3, May.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009, "Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-061/4, Jul.
• Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2009, "Spot Variance Path Estimation and its Application to High Frequency Jump Testing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-110/4, Dec.
• Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2009, "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-92.
• Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2009, "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," Other publications TiSEM, Tilburg University, School of Economics and Management, number d473cc67-03f6-4389-9a9f-3.
• Isao Ishida & Toshiaki Watanabe, 2009, "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-608, Jan.
• LanFen Chu & Michael McAleer & Chi-Chung Chen, 2009, "How Volatile is ENSO?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-635, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "What Happened to Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-636, Aug.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2009, "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-637, Aug.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-640, Aug.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-641, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-643, Aug.
• Jose Angelo Divino & Michael McAleer, 2009, "Modelling Sustainable International Tourism Demand to the Brazilian Amazon," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-650, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-667, Sep.
• Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009, "Modelling and Forecasting Noisy Realized Volatility," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-669, Sep.
• Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009, "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-675, Oct.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-680, Oct.
• Bernardo da Veiga & Felix Chan & Michael McAleer, 2009, "It Pays to Violate: How Effective are the Basel Accord Penalties?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-683, Oct.
• Michael McAleer & Marcelo C. Medeiros, 2009, "Forecasting Realized Volatility with Linear and Nonlinear Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-686, Oct.
• Chia-Ling Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2009, "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-687, Nov.
• Chia-Lin Chang & Michael McAleer, 2009, "Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-691, Nov.
• David E. Allen & Michael McAleer & Marcel Scharth, 2009, "Realized Volatility Risk," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-693, Dec.
• Seher Nur Sulku & Asena Caner, 2009, "Health Care Expenditures and Gross Domestic Product: The Turkish Case," Working Papers, TOBB University of Economics and Technology, Department of Economics, number 0903, Jul.
• John M Maheu & Thomas H McCurdy & Yong Song, 2009, "Extracting bull and bear markets from stock returns," Working Papers, University of Toronto, Department of Economics, number tecipa-369, Aug.
• Chuan Goh, 2009, "Efficient Semiparametric Detection of Changes in Trend," Working Papers, University of Toronto, Department of Economics, number tecipa-373, Sep.
• Bouezmarni, Taoufik & Van Bellegem, Sébastien, 2009, "Nonparametric Beta Kernel Estimator for Long Memory Time Series," TSE Working Papers, Toulouse School of Economics (TSE), number 09-082, Sep.
• Leandro M. Magnusson & Sophocles Mavroeidis, 2009, "Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve," Working Papers, Tulane University, Department of Economics, number 0904, Feb.
• Marmer, Vadim, 2009, "Nonlinearity, Nonstationarity, and Spurious Forecasts," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2009-60, Nov, revised 03 Nov 2009.
• Michael Daly & Liam Delaney & Colm Harmon & Peter Doran & Malcolm MacLachlan, 2009, "Naturalistic monitoring of the affect-heart rate relationship: A Day Reconstruction Study," Working Papers, Geary Institute, University College Dublin, number 200901, Jan.
• Alfredo García-Hiernaux, 2009, "Forecasting linear dynamical systems using subspace methods," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-02.
• Jose Angelo Divino & Michael McAleer, 2009, "Modelling Sustainable International Tourism Demand to the Brazilian Amazon," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-13.
• Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009, "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-18.
• Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009, "What Happened to Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-19.
• Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009, "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-20.
• D. (Derek) Bond & Michael J. Harrison & Edward J. (Edward Joseph) O'Brien, 2009, "Exploring long memory and nonlinearity in Irish real exchange Rates using tests based on semiparametric estimation," Working Papers, School of Economics, University College Dublin, number 200901, Jan.
• Dong Jin Lee, 2009, "Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process," Working papers, University of Connecticut, Department of Economics, number 2009-26, Feb.
• Ioannis Kasparis & Peter C. B. Phillips, 2009, "Dynamic Misspecification in Nonparametric Cointegrating Regression," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 2-2009, May.
• Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2009, "Contemporaneous-Threshold Smooth Transition GARCH Models," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2009-06, Jun.
• Pedro Harmath & Rafael Acevedo, 2009, "Economic determinants of total poverty in Venezuela: 1975-2000," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 34, issue 28, pages 161-189, july-dece.
• Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2009, "The Deaton paradox in a long memory context with structural breaks," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/09, Apr.
• Joao Tovar Jalles, 2009, "Structural time series models and the Kalman filter: a concise review," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp541.
• Borghans, L. & Cörvers, F., 2009, "The Americanization of European higher education and research," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 051, Jan, DOI: 10.26481/umamet.2009051.
• Valadkhani, Abbas & Amin Reza Kamalian & Majid Nameni, 2009, "How can Iran’s black market exchange rate be managed?," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp09-07.
• Valadkhani, Abbas, 2009, "Do Retail Petrol Prices Rise More Rapidly Than They Fall in Australia’s Capital Cities?," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp09-08.
• Brittle, Shane, 2009, "Ricardian Equivalence and the Efficacy of Fiscal Policy in Australia," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp09-10.
• Aslanidis, Nektarios & Cipollini, Andrea, 2009, "Leading indicator properties of US high-yield credit spreads," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/15810.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009, "From various degrees of trade to various degrees of financial integration: What do interest rates have to say?," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 64, issue 03, pages 365-402, December.
• Francesco Audrino & Kameliya Filipova, 2009, "Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-10, May.
• Jos� BELBUTE & Ant�nio CALEIRO, 2009, "Measuring Persistence On Consumption In Portugal," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 4, issue 2(8)_ Sum.
• James P. Gander, 2009, "Extreme Value Theory and the Financial Crisis of 2008," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2009_03.
• Saten Kumar & Scott Fargher & Don J. Webber, 2009, "Testing the validity of the Feldstein-Horioka puzzle for Australia," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 0911, Jul.
• Saten Kumar & Don J. Webber & Scott Fargher, 2009, "Wagner’s Law Revisited: Cointegration and Causality tests for New Zealand," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 0917, Sep.
• Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu, 2009, "Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0920, Nov.
• Nunzio Cappuccio & Diego Lubian, 2009, "The Fragility of the KPSS Stationarity Test," Working Papers, University of Verona, Department of Economics, number 67/2009, Dec.
• Jürgen Holl & Robert M. Kunst, 2009, "Unit Root in Unemployment - New Evidence from Nonparametric Tests," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0915, Oct.
• Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2009, "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 56, issue 2, pages 241-260.
• Robert Ślepaczuk & Grzegorz Zakrzewski, 2009, "High-Frequency and Model-Free Volatility Estimators," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2009-13.
• Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009, "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 42, issue 3, pages 1132-1149, August, DOI: 10.1111/j.1540-5982.2009.01541.x.
• Antonello D'Agostino & Paolo Surico, 2009, "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 2‐3, pages 479-489, March, DOI: 10.1111/j.1538-4616.2009.00216.x.
• Emmanuel De Veirman, 2009, "What Makes the Output–Inflation Trade‐Off Change? The Absence of Accelerating Deflation in Japan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 6, pages 1117-1140, September, DOI: 10.1111/j.1538-4616.2009.00249.x.
• Monika Oleksiak, 2009, "Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 34, Mar.
• Edith Skriner, 2009, "Competitiveness and Specialisation of the Austrian Export Sector - A Constant-Market-Shares Analysis," FIW Working Paper series, FIW, number 032, Apr.
• Özgür Ömer Ersin, 2009, "Fiyatlar Genel Düzeyine İlişkin Maliye Teorisi ve Teorinin Test Edilmesine Yönelik Son Gelişmelerin Bir Analizi," Working Papers, Yildiz Technical University, Department of Economics, number 0011, revised 2009.
• Mehrotra, Aaron & Slacik, Tomás, 2009, "Evaluating inflation determinants with a money supply rule in four Central and Eastern European EU member states," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 18/2009.
• Herwartz, Helmut & Siedenburg, Florian, 2009, "A new approach to unit root testing," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2009-06.
• Erdogan, Burcu, 2009, "How does European Integration affect the European Stock Markets?," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 80.
• Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan, 2009, "The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-07.
• Hautsch, Nikolaus & Kyj, Lada M. & Hautsch, Nikolaus, 2009, "A blocking and regularization approach to high dimensional realized covariance estimation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/20.
• Dreger, Christian & Wolters, Jürgen, 2009, "Money Velocity and Asset Prices in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 36, issue 1, pages 51-63.
• Cremers, Heinz & Walzner, Jens, 2009, "Modellierung des Kreditrisikos im Einwertpapierfall," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 126.
• Cremers, Heinz & Walzner, Jens, 2009, "Modellierung des Kreditrisikos im Portfoliofall," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 127.
• Busch, Ulrike & Nautz, Dieter, 2009, "Controllability and persistence of money market rates along the yield curve: evidence from the euro area," Discussion Papers, Free University Berlin, School of Business & Economics, number 2009/5.
• Meller, Barbara & Nautz, Dieter, 2009, "The impact of the European Monetary Union on inflation persistence in the euro area," Discussion Papers, Free University Berlin, School of Business & Economics, number 2009/8.
• Mendoza-Velázquez, Alfonso, 2009, "The Information Content and Redistribution Effects of State and Municipal Rating Changes in Mexico," Economics Discussion Papers, Kiel Institute for the World Economy, number 2009-17.
• Mendoza-Velázquez, Alfonso, 2009, "The information content and redistribution effects of state and municipal rating changes in Mexico," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-21, DOI: 10.5018/economics-ejournal.ja.2009-.
• Herrmann, Klaus, 2009, "Non-Extensitivity versus informative moments for financial models: a unifying framework and empirical results," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 07/2009.
• Belke, Ansgar & Rees, Andreas, 2009, "The Importance of Global Shocks for National Policy Makers - Rising Challenges for Central Banks," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 135.
• Baranovski, Alexander & von Lieres und Wilkau, Carsten & Wilch, André, 2009, "New recipes for estimating default intensities," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-004.
• Härdle, Wolfgang Karl & Myšičková, Alena, 2009, "Stochastic population forecast for Germany and its consequence for the German pension system," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-009.
• Busch, Ulrike & Nautz, Dieter, 2009, "Controllability and persistence of money Market rates along the yield curve: Evidence from the Euro area," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-029.
• Meller, Barbara & Nautz, Dieter, 2009, "The impact of the European Monetary Union on inflation persistence in the Euro area," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-037.
• Hautsch, Nikolaus & Kyj, Lada M. & Oomen, Roel C.A., 2009, "A blocking and regularization approach to high dimensional realized covariance estimation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-049.
• Nautz, Dieter & Scheithauer, Jan, 2009, "Monetary policy implementation and overnight rate persistence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-053.
• Schindler, Felix, 2009, "Long-term benefits from investing in international real estate," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-023.
• Schindler, Felix, 2009, "Volatilitätseffekte am US-amerikanischen Häusermarkt," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-048.
• Michael Wolf & Dan Wunderli, 2009, "Fund-of-funds construction by statistical multiple testing methods," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 445, Sep.
• Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009, "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1652R, Oct.
• Qiying Wang & Peter C. B. Phillips, 2009, "Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1687, Jan.
• Xu Cheng & Peter C. B. Phillips, 2009, "Cointegrating Rank Selection in Models with Time-Varying Variance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1688, Jan.
• Peter C. B. Phillips, 2009, "Bootstrapping I(1) Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1689, Jan.
• Liudas Giraitis & Peter C. B. Phillips, 2009, "Mean and Autocovariance Function Estimation Near the Boundary of Stationarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1690, Jan.
• Xiaohong Chen & Wei Biao Wu & Yanping Yi, 2009, "Efficient Estimation of Copula-based Semiparametric Markov Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1691, Feb, revised Mar 2009.
• Xiaohong Chen & Lars Peter Hansen & Jose Scheinkman, 2009, "Principal Components and Long Run Implications of Multivariate Diffusions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1694, Apr.
• Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1699, Jun.
• Ioannis Kasparis & Peter C.B. Phillips, 2009, "Dynamic Misspecification in Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1700, Jun.
• Chunrong Ai & Xiaohong Chen, 2009, "Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1731, Oct.
• Burcu Erdogan, 2009, "How Does European Integration Affect the European Stock Markets?," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 1.1a.
• Christian Dreger & Jarko Fidrmuc, 2009, "Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 5.6.
• Nikos Askitas & Klaus F. Zimmermann, 2009, "Prognosen aus dem Internet: weitere Erholung am Arbeitsmarkt erwartet," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 25, pages 402-408.
• Nikos Askitas & Klaus F. Zimmermann, 2009, "Sommerpause bei der Arbeitslosigkeit: Google-gestützte Prognose signalisiert Entspannung," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 33, pages 561-566.
• Vladimir Kuzin & Martin Hillebrand, 2009, "Nie zuvor war konjunktureller Gleichlauf im Abschwung so hoch," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 36, pages 622-626.
• Christian Dreger & Jarko Fidrmuc, 2009, "Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 867.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Multi-Factor Gegenbauer Processes and European Inflation Rates," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 879.
• Burcu Erdogan, 2009, "How Does European Integration Affect the European Stock Markets?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 885.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Long Memory in US Real Output per Capita," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 891.
• Nikos Askitas & Klaus F. Zimmermann, 2009, "Google Econometrics and Unemployment Forecasting," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 899.
• Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009, "Inflation and Inflation Uncertainty in the Euro Area," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 909.
• Ansgar Belke & Andreas Rees, 2009, "The Importance of Global Shocks for National Policymakers: Rising Challenges for Central Banks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 922.
• Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs & Constantin Bürgi, 2009, "Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic Variables," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 946.
• Aleksandar Zaklan & Astrid Cullmann & Anne Neumann & Christian von Hirschhausen, 2009, "The Globalization of Steam Coal Markets and the Role of Logistics: An Empirical Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 956.
• Nikos Askitas & Klaus F. Zimmermann, 2009, "A Summer Break for the Unemployment Rate: Google-Assisted Forecasting Signals Easing," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 5, issue 25, pages 176-181.
• Vladimir Kuzin & Martin Hillebrand, 2009, "Global Business Cycles: Degree of Synchronization in the Current Downturn Is Unprecedented," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 5, issue 27, pages 188-192.
• Georg Erber & Ulrich Fritsche, 2009, "Productivity Growth in Germany: No Sustainable Economic Recovery in Sight," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 5, issue 3, pages 19-25.
• Narayan, Paresh Kumar, 2009, "Has the structural break slowed down growth rates of stock markets?," Working Papers, Deakin University, Department of Economics, number eco_2009_07, Jan, DOI: 10.1016/j.econmod.2012.10.001.
• Nhat Le, 2009, "Volatility under Bounded Rationality," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 63, Mar.
• Fredj Jawadi & Georges Prat, 2009, "Nonlinear Stock Price Adjustment in the G7 Countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-21.
• Théo Naccache, 2009, "Slow oil shocks and the “weakening of the oil price macroeconomy relationship”," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-43.
• Frank W. Agbola, 2009, "Aggregate Imports and Expenditure Components in the Philippines: An Econometric Analysis," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 44, issue 2, pages 155-170.
• Frank W. Agbola, 2009, "Aggregate Imports and Expenditure Components in the Philippines: An Econometric Analysis," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 44, issue 2, pages 155-170.
• Tatevik Sekhposyan & Barbara Rossi, 2009, "Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?," Working Papers, Duke University, Department of Economics, number 09-06.
• Raffaella Giacomini & Barbara Rossi, 2009, "Model Comparisons in Unstable Environments," Working Papers, Duke University, Department of Economics, number 09-10.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2009, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers, Duke University, Department of Economics, number 10-73.
• Dierk HERZER & Rainer KLUMP, 2009, "Poverty, Government Transfers, And The Business Cycle: Evidence For The United States," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 2.
• B. Seetanah, 2009, "Is Foreign Direct Investment Growth Conducive? New Evidences From Sub-Saharan African Countries, 1980-2005," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 2.
• Miguel D. Ramirez & Hari Sharma, 2009, "Remittances and Growth in Latin America: A Panel Unit Root and Panel Cointegration Analysis," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 9, issue 1.
• F. Javier TRIVEZ & Angel Mauricio REYES & F. Javier ALIAGA, 2009, "MEXICAN MAQUILA INDUSTRY OUTLOOK. A Quantitative Space-Time Analysis," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 9, issue 1.
• Mosayeb PAHLAVANI & Mohammad RAHIMI, 2009, "Sources of Inflation in Iran: An application of the ARDL Approach," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 9, issue 1.
• Muhammad SHAHBAZ, 2009, "On Nominal and Real Devaluations Relation: An Econometric Evidence for Pakistan," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 9, issue 1.
• AKA, Bédia F., 2009, "Business Cycle And Sectoral Fluctuations: A Nonlinear Model For Côte D’Ivoire," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 9, issue 1, pages 111-126.
• Prabhath Jayasinghe & Albert K. Tsui, 2009, "Time-Varying Currency Betas : Evidence from Developed and Emerging Markets," Finance Working Papers, East Asian Bureau of Economic Research, number 22761, Jan.
• Peter C.B. Philips & Yangru Wu & Jun Yu, 2009, "Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?," Finance Working Papers, East Asian Bureau of Economic Research, number 23050, Jan.
• Shirley J. Huang & Jun Yu, 2009, "Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises," Finance Working Papers, East Asian Bureau of Economic Research, number 23054, Jan.
• Kausik Chaudhuri & Bodhisattva Sengupta, 2009, "Revenue-Expenditure Nexus For Southern States : Some Policy Oriented Econometric Observations," Governance Working Papers, East Asian Bureau of Economic Research, number 22937, Jan.
• Tilak Abeysinghe & Gulasekaran Rajaguru, 2009, "A Gaussian Test for Cointegration," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 22013, Jan.
• Jun Yu, 2009, "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 23045, Jan.
• Jun Yu, 2009, "Econometric Analysis of Continuous Time Models : A Survey of Peter Phillips’ Work and Some New Results," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 23046, Jan.
• Miaojie Yu, 2010, "Processing Trade, Firms Productivity, and Tariff Reductions : Evidence from Chinese Products," Trade Working Papers, East Asian Bureau of Economic Research, number 22873, Jan.
• Pravakar Sahoo & Durgesh Kumar Rai & Rajiv Kumar, 2009, "India-Korea Trade and Investment Relations," Trade Working Papers, East Asian Bureau of Economic Research, number 22919, Jan.
• Marc Hallin & Ramon van den Akker & Bas Werker, 2009, "A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009_001.
• McAdam, Peter & Willman, Alpo & León-Ledesma, Miguel A., 2009, "Identifying the elasticity of substitution with biased technical change," Working Paper Series, European Central Bank, number 1001, Jan.