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

• 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 2, 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.
• Eduardo Levy-Yeyati & Sergio L. Schmukler & Neeltje van Horen, 2010, "Crises, Capital Controls and Financial Integration," Chapters, Edward Elgar Publishing, chapter 6, in: Masahiro Kawai & Mario B. Lamberte, "Managing Capital Flows".
• Capistrán, Carlos & López-Moctezuma, Gabriel, 2010, "Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 275-312, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Houssem Eddine Chebbi, 2010, "Agriculture and economic growth in Tunisia," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 2, issue 1, pages 63-78, February, DOI: 10.1108/17561371011017504.
• Francesco Pastore, 2010, "Assessing the impact of incomes policy: the Italian experience," International Journal of Manpower, Emerald Group Publishing Limited, volume 31, issue 7, pages 793-817, October, DOI: 10.1108/01437721011081608.
• Dierk Herzer, 2010, "Outward FDI and economic growth," Journal of Economic Studies, Emerald Group Publishing Limited, volume 37, issue 5, pages 476-494, September, DOI: 10.1108/01443581011075424.
• Roberto Dell'Anno & Ferda Halicioglu, 2010, "An ARDL model of unrecorded and recorded economies in Turkey," Journal of Economic Studies, Emerald Group Publishing Limited, volume 37, issue 6, pages 627-646, November, DOI: 10.1108/01443581011086666.
• Rup Singh & Saten Kumar, 2010, "Some empirical evidence on the demand for money in the Pacific Island countries," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 27, issue 3, pages 211-222, August, DOI: 10.1108/10867371011060045.
• Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-10, Feb.
• Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-12, Feb.
• Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2010, "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-14, Mar.
• Chang, C-L. & McAleer, M.J., 2010, "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-15, Mar.
• Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010, "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-19, Mar.
• Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010, "Are Forecast Updates Progressive?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-24, Apr.
• Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F., 2010, "Combining Non-Replicable Forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-44, Jul.
• Chang, C-L. & McAleer, M.J. & Lim, C., 2010, "Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-47, Jul.
• McAleer, M.J. & Oxley, L., 2010, "Ten Things We Should Know About Time Series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-49, Jul.
• Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J., 2010, "Modeling the Effect of Oil Price on Global Fertilizer Prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-56, Sep.
• Caporin, M. & McAleer, M.J., 2010, "Model Selection and Testing of Conditional and Stochastic Volatility Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-57, Oct.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-59, Oct.
• Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010, "Evaluating Combined Non-Replicable Forecast," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-74, Dec.
• Guillermo Benavides Perales, 2010, "The Theory of Storage and Price Dynamics of Agricultural Commodity Futures: the Case of Corn and Wheat," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 1, pages 1-22, May.
• Sidika Basci & Asad Zaman & Arzdar Kiraci, 2010, "Variance Estimates and Model Selection," International Econometric Review (IER), Economic Research Association, volume 2, issue 2, pages 57-72, September.
• Pravakar Sahoo, 2010, "India-Korea Trade and Investment Relations," Working Papers, eSocialSciences, number id:2354.
• Susmita Dasgupta & Benoit Laplante & Siobhan Murray & David Wheeler, 2010, "Climate Change and the Future Impacts of Storm-Surge Disasters in Developing Countries," Working Papers, eSocialSciences, number id:2437, Feb.
• Susmita Dasgupta & Benoit Laplante & David Wheeler & Brian Blankespoor, 2010, "The Economics of Adaptation to Extreme Weather Events in Developing Countries," Working Papers, eSocialSciences, number id:2509, Jun.
• Patrick Guillaumont & Sylviane Guillaumont Jeanneney, 2010, "Big Push versus Absorptive Capacity: How to Reconcile the Two Approaches," Working Papers, eSocialSciences, number id:3000, Oct.
• Pami Dua & Lokendra Kumawat, 2010, "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working Papers, eSocialSciences, number id:3005, Oct.
• Rainer Thiele & Peter Nunnenkamp & Axel Dreher, 2010, "Do Donors Target Aid in Line with the Millennium Development Goals? A Sector Perspective of Aid Allocation," Working Papers, eSocialSciences, number id:3026, Oct.
• Paul Wachtel & Peter L. Rousseau, 2010, "Economic Growth and Financial Depth: Is the Relationship Extinct Already?," Working Papers, eSocialSciences, number id:3225, Nov.
• Martin Ravallion, 2010, "Looking Beyond Averages in the Trade and Poverty Debate," Working Papers, eSocialSciences, number id:3258, Dec.
• Chambers, MJ, 2010, "Jackknife Estimation of Stationary Autoregressive Models," Economics Discussion Papers, University of Essex, Department of Economics, number 2786.
• José Manuel Belbute, 2010, "Is the Euro-Area Core Price Index Really More Persistent than the Food and Energy Price Indexes?," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 3_2010.
• Adriano Pareto & Annamaria Urbano, 2010, "Stime preliminari nelle statistiche giudiziarie: un'applicazione ai procedimenti di separazione e divorzio," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2010, issue 3, pages 108-135.
• Evžen Koèenda & Tigran Poghosyan, 2010, "Exchange Rate Risk in Central European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 1, pages 22-39, February.
• Mehmet Umutlu & Aslihan Altay-Salih, 2010, "Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 2, pages 122-137, May.
• Eduard Baumöhl & Tomáš Výrost, 2010, "Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 5, pages 414-425, December.
• Michal Franta & Branislav Saxa & Kateøina Šmídková, 2010, "The Role of Inflation Persistence in the Inflation Process in the New EU Member States," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 6, pages 480-500, December.
• Hsu-Ling Chang & Chi-Wei Su, 2010, "The Lending-Deposit Rate Relationship in Eastern European Countries: Evidence from the Rank Test for Non-linear Cointegration," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 6, pages 534-544, December.
• Eric Heyer, 2010, "Efficacité de la politique économique et position dans le cycle: le cas de la défiscalisation des heures supplémentaires en France," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2010-26, Oct.
• Bing Zhang & Xindan Li, 2010, "Currency Appreciation and Stock Market Performance: Evidence from China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 5, issue 3, pages 393-411, September.
• Massimiliano Mazzanti & Antonio Musolesi, 2010, "Carbon Abatement Leaders and Laggards Non Parametric Analyses of Policy Oriented Kuznets Curves," Working Papers, Fondazione Eni Enrico Mattei, number 2010.149, Nov.
• Francesco D’Amuri & Juri Marcucci, 2010, "“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index," Working Papers, Fondazione Eni Enrico Mattei, number 2010.31, Mar.
• Vieira, Fabrício de Assis C. & Brito, Márcio Holland de, 2010, "Crescimento econômico secular no Brasil, modelo de thirlwall e termos de troca," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 206, Jun.
• Vieira, Flávio Vilela & Brito, Márcio Holland de, 2010, "Exchange rate dynamics in Brazil," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 210, Jun.
• Rasmus Fatum & Michael M. Hutchison & Thomas Wu, 2010, "Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 49.
• James H. Stock & Mark W. Watson, 2010, "Modeling inflation after the crisis," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 173-220.
• Michael J. Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola, 2010, "A Time-Varying Threshold STAR Model with Applications," Working Papers, Federal Reserve Bank of St. Louis, number 2010-029, revised 10 Aug 2022, DOI: 10.20955/wp.2010.029.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2010, "Jump-robust volatility estimation using nearest neighbor truncation," Staff Reports, Federal Reserve Bank of New York, number 465.
• S. Boragan Aruoba & Francis X. Diebold, 2010, "Real-time macroeconomic monitoring: real activity, inflation, and interactions," Working Papers, Federal Reserve Bank of Philadelphia, number 10-5.
• Jan P. A. M. Jacobs & Simon van Norden, 2010, "Lessons from the latest data on U.S. productivity," Working Papers, Federal Reserve Bank of Philadelphia, number 11-1.
• Giovanni De Luca & Giampiero Gallo, 2010, "A Time-varying Mixing Multiplicative Error Model for Realized Volatility," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2010_03, Apr.
• Hrishikesh D. Vinod, 2010, "A New Solution to Time Series Inference in Spurious Regression Problems," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2010-01.
• Pavel Trunin & Dmitriy Kniazev & Ekaterina Kuduykina, 2010, "Perspective issues in the CBR`s exchange rate policy," Research Paper Series, Gaidar Institute for Economic Policy, issue 144P.
• Sergey Drobyshevsky & G.Kuzmicheva & Elena Sinelnikova & Pavel Trunin, 2010, "Modeling monetary demand in the Russian economy over 1999�2008," Research Paper Series, Gaidar Institute for Economic Policy, issue 136P.
• Christian de Peretti & Carole Siani & Mario Cerrato, 2010, "A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates," Working Papers, Business School - Economics, University of Glasgow, number 2010_05, Mar.
• Hyunsok Kim & Ronald MacDonald, 2010, "Equilibrium exchange rate determination and multiple structural changes," Working Papers, Business School - Economics, University of Glasgow, number 2010_14, May.
• Abdulnasser Hatemi-J & Eduardo Roca, 2010, "The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201003, Mar.
• Vitali Alexeev & Alex Maynard, 2010, "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers, University of Guelph, Department of Economics and Finance, number 1001.
• Vitali Alexeev & Francis Tapon, 2010, "Testing Weak Form Efficiency on the Toronto Stock Exchange," Working Papers, University of Guelph, Department of Economics and Finance, number 1002.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010, "Exchange Rate Flexibility across Financial Crises," CEPN Working Papers, HAL, number hal-00845254.
• Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2010, "Testing Fractional Order of Long Memory Processes: A Monte Carlo Study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00486655, Apr, DOI: 10.1080/03610911003646381.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2010, "L'intégration commerciale est-elle une condition préalable à l'intégration financière ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00649944, May, DOI: 10.3917/reco.613.0477.
• Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010, "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00460461, Mar, DOI: 10.1002/for.1159.
• Dominique Guegan & Patrick Rakotomarolahy, 2010, "A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00460472.
• Dominique Guegan & Patrick Rakotomarolahy, 2010, "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00461711, Jan.
• Dominique Guegan & Justin Leroux, 2010, "Predicting chaos with Lyapunov exponents: Zero plays no role in forecasting chaotic systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00462454, Jan.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2010, "Option pricing for GARCH-type models with generalized hyperbolic innovations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00469529, Mar.
• Ibrahim Ahamada & Philippe Jolivaldt, 2010, "Classical vs wavelet-based filters Comparative study and application to business cycle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00476022, Mar.
• Dominique Guegan & Zhiping Lu, 2010, "Testing unit roots and long range dependence of foreign exchange," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00505117, Jun.
• Dominique Guegan & Patrick Rakotomarolahy, 2010, "Alternative methods for forecasting GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00505165, Jul.
• Dominique Guegan & Patrick Rakotomarolahy, 2010, "Alternative methods for forecasting GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00511979, Dec.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2010, "Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00523371, Jul.
• Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2010, "Testing Fractional Order of Long Memory Processes: A Monte Carlo Study," Post-Print, HAL, number hal-00486655, Apr, DOI: 10.1080/03610911003646381.
• Sylviane Guillaumont Jeanneney & Patrick Guillaumont, 2010, "Big Push versus Absorptive Capacity. How to Reconcile the Two Approaches?," Post-Print, HAL, number hal-00488690.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2010, "L'intégration commerciale est-elle une condition préalable à l'intégration financière ?," Post-Print, HAL, number hal-00649944, May, DOI: 10.3917/reco.613.0477.
• Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2010, "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," Post-Print, HAL, number hal-00685810, Dec.
• Ruslan Bikbov & Mikhail Chernov, 2010, "No-arbitrage macroeconomic determinants of the yield curve," Post-Print, HAL, number hal-00732517, Sep, DOI: 10.1016/j.jeconom.2010.05.004.
• J. Carlos Escanciano & Carlos Velasco, 2010, "Specification tests of parametric dynamic conditional quantiles," Post-Print, HAL, number hal-00732534, Sep, DOI: 10.1016/j.jeconom.2010.06.003.
• Gary Koop & Simon Potter, 2010, "A flexible approach to parametric inference in nonlinear and time varying time series models," Post-Print, HAL, number hal-00732535, Sep, DOI: 10.1016/j.jeconom.2010.05.002.
• Christian Francq & Jean-Michel Zakoïan, 2010, "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Post-Print, HAL, number hal-00732536, Sep, DOI: 10.1016/j.jeconom.2010.05.003.
• Kim Christensen & Silja Kinnebrock & Mark Podolskij, 2010, "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," Post-Print, HAL, number hal-00732537, Sep, DOI: 10.1016/j.jeconom.2010.05.001.
• Fulvio Corsi & Davide Pirino & Roberto Renò, 2010, "Threshold bipower variation and the impact of jumps on volatility forecasting," Post-Print, HAL, number hal-00741630, Oct, DOI: 10.1016/j.jeconom.2010.07.008.
• Fabien Candau & Michaël Goujon & Jean-François Hoarau & Serge Rey, 2010, "Taux de change réel et compétitivité de l’économie réunionnaise," Post-Print, HAL, number hal-01881844.

2009

• Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009, "Central bank FOREX interventions assessed using realized moments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 1, pages 112-127, February.
• Ciarlone, Alessio & Piselli, Paolo & Trebeschi, Giorgio, 2009, "Emerging markets' spreads and global financial conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 2, pages 222-239, April.
• Gnabo, Jean-Yves & Teiletche, Jérôme, 2009, "Foreign-exchange intervention strategies and market expectations: insights from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 3, pages 432-446, July.
• Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros, 2009, "Do real interest rates converge? Evidence from the European union," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 3, pages 447-460, July.
• Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009, "The cyclical component factor model," International Journal of Forecasting, Elsevier, volume 25, issue 1, pages 119-127.
• Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J., 2009, "Hierarchical forecasts for Australian domestic tourism," International Journal of Forecasting, Elsevier, volume 25, issue 1, pages 146-166.
• Morana, Claudio, 2009, "On the macroeconomic causes of exchange rate volatility," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 328-350.
• Lahiani, A. & Scaillet, O., 2009, "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 418-428.
• Kocenda, Evzen & Poghosyan, Tigran, 2009, "Macroeconomic sources of foreign exchange risk in new EU members," Journal of Banking & Finance, Elsevier, volume 33, issue 11, pages 2164-2173, November.
• Becker, Ralf & Clements, Adam E. & McClelland, Andrew, 2009, "The jump component of S&P 500 volatility and the VIX index," Journal of Banking & Finance, Elsevier, volume 33, issue 6, pages 1033-1038, June.
• Nautz, Dieter & Schmidt, Sandra, 2009, "Monetary policy implementation and the federal funds rate," Journal of Banking & Finance, Elsevier, volume 33, issue 7, pages 1274-1284, July.
• Banerjee, Swapnendu & Basu, Sanjay, 2009, "Rent a womb: Surrogate selection, investment incentives and contracting," Journal of Economic Behavior & Organization, Elsevier, volume 69, issue 3, pages 260-273, March.
• Caporale, Guglielmo Maria & Kontonikas, Alexandros, 2009, "The Euro and inflation uncertainty in the European Monetary Union," Journal of International Money and Finance, Elsevier, volume 28, issue 6, pages 954-971, October.
• Kyrtsou, Catherine & Vorlow, Costas, 2009, "Modelling non-linear comovements between time series," Journal of Macroeconomics, Elsevier, volume 31, issue 1, pages 200-211, March.
• Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2009, "Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market," The Journal of Economic Asymmetries, Elsevier, volume 6, issue 1, pages 49-74, DOI: 10.1016/j.jeca.2009.01.005.
• Galvao, Antonio F. & Montes-Rojas, Gabriel & Olmo, Jose, 2009, "Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate," The Journal of Economic Asymmetries, Elsevier, volume 6, issue 2, pages 69-82, DOI: 10.1016/j.jeca.2009.02.007.
• Kobayashi, Masahito, 2009, "Testing for jumps in the stochastic volatility models," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 8, pages 2597-2608, DOI: 10.1016/j.matcom.2008.12.009.
• Chen, Cathy W.S. & Gerlach, Richard & Cheng, Nick Y.P. & Yang, Y.L., 2009, "The impact of structural breaks on the integration of the ASEAN-5 stock markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 8, pages 2654-2664, DOI: 10.1016/j.matcom.2008.12.012.
• Shi, Xiuhong & Kobayashi, Masahito, 2009, "Testing for jumps in the EGARCH process," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 9, pages 2797-2808, DOI: 10.1016/j.matcom.2008.05.003.
• Perron, Pierre & Wada, Tatsuma, 2009, "Let's take a break: Trends and cycles in US real GDP," Journal of Monetary Economics, Elsevier, volume 56, issue 6, pages 749-765, September.
• Daniel Buncic, 2009, "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_18, 08.
• Tommaso Proietti, 2009, "The Multistep Beveridge-Nelson Decomposition," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_24, 09.
• Don Harding & Adrian Pagan, 2009, "An Econometric Analysis of Some Models for Constructed Binary Time Series," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2009-08, Feb.
• Miksjuk Alexei, 2009, "Studying the Relation between the Interest Rates and the Exchange Rate in Belarus under the Speculative Motives Assumption," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 09/07e, Nov.
• Guillermo Benavides Perales, 2009, "Price volatility forecasts for agricultural commodities: an application of volatility models, option implieds and composite approaches forfutures prices of corn and wheat," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 3, issue 2, pages 40-59.
• J Korosteleva & Colin Lawson, 2009, "The Belarusian Case of Transition: Whither Financial Repression?," Department of Economics Working Papers, University of Bath, Department of Economics, number 4/09.
• Cláudio H. dos Santos & Manoel Carlos de Castro Pires, 2009, "Qual a sensibilidade dos investimentos privados a aumentos na carga tributária brasileira? Uma investigação econométrica," Brazilian Journal of Political Economy, FGV EAESP, volume 29, issue 3, pages 213-231, July.
• Janine Aron & John Muellbauer, 2009, "Monetary Policy and Inflation Modeling in a More Open Economy in South Africa," Chapters, Edward Elgar Publishing, chapter 15, in: Gill Hammond & Ravi Kanbur & Eswar Prasad, "Monetary Policy Frameworks for Emerging Markets".
• Frédérique Bec & Othman Bouabdallah & Laurent Ferrara, 2011, "The European Way Out of Recessions," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2011-23.
• Rodolfo Cermeño & Daniel Ángeles Galván, 2009, "Desempeño de estimadores alternativos en modelos GARCH bivariados con muestras finitas," Working Papers, CIDE, División de Economía, number DTE 469, Dec.
• Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2009, "Modelling conditional correlations for risk diversification in crude oil markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-11, Jun.
• Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2009, "Forecasting volatility and spillovers in crude oil spot, forward and future markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-12, Jun.
• Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2009, "How Accurate are Government Forecast of Economic Fundamentals?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-09, Jul.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2009, "What Happened to Risk Management During the 2008-09 Financial Crisis?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-17, Aug.
• Chu, L. & McAleer, M.J. & Chen, C-C., 2009, "How Volatile is ENSO?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-18, Aug.
• Groen, J.J.J. & Paap, R., 2009, "Real-time inflation forecasting in a changing world," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-19, Sep.
• Khamkaew, T. & Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2009, "Modelling conditional correlations in the volatility of Asian rubber spot and futures returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-34, Nov.
• Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2009, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-35, Nov.
• Chang, C-L. & Khamkaew, T. & McAleer, M.J. & Tansuchat, R., 2009, "Interdependence of international tourism demand and volatility in leading ASEAN destinations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-36, Nov.
• McAleer, M.J. & Medeiros, M.C., 2009, "Forecasting Realized Volatility with Linear and Nonlinear Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-37, Nov.