Research classified by Journal of Economic Literature (JEL) codes

---

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

• Eirini Syngelaki, 2010, "Linkages between Excess Currency and Stock Market Returns:Granger Causality in Mean and Variance," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n209-10.pdf.
• Leandro M. Magnusson & Sophocles Mavroeidis, 2010, "Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 2-3, pages 465-481, March.
• Helle Bunzel & Walter Enders, 2010, "The Taylor Rule and "Opportunistic" Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 5, pages 931-949, August.
• Vasco J. Gabriel & Luis F. Martins, 2010, "The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 8, pages 1703-1712, December.
• Theodore Panagiotidis, 2010, "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_08, Jun, revised Jun 2010.
• Maria Grydaki & Stilianos Fountas, 2010, "What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_10, Jul, revised Jul 2010.
• Ludmila Fadejeva & Aleksejs Melihovs, 2010, "Measuring Total Factor Productivity and Variable Factor Utilization," Eastern European Economics, Taylor & Francis Journals, volume 48, issue 5, pages 63-101, September.
• David Shepherd & Robert Dixon, 2010, "The not-so-great moderation? Evidence on changing volatility from Australian regions," Department of Economics - Working Papers Series, The University of Melbourne, number 1090.
• Yuliya Lovcha & Alejandro Perez-Laborda, 2010, "Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2010/10.
• Dominique Guegan & Patrick Rakotomarolahy, 2010, "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10013, Jan.
• Dominique Guegan & Justin Leroux, 2010, "Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10019, Jan.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2010, "Option pricing for GARCH-type models with generalized hyperbolic innovations," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10023, Mar, DOI: 10.1080/14697688.2010.493180.
• Ibrahim Ahamada & Philippe Jolivaldt, 2010, "Classical vs wavelet-based filters Comparative study and application to business cycle," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10027, Mar.
• Dominique Guegan & Zhiping Lu, 2010, "Testing unit roots and long range dependence of foreign exchange," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10059, Jun, DOI: 10.1111/j.1467-9892.2011.00720.x.
• Dominique Guegan & Patrick Rakotomarolahy, 2010, "Alternative methods for forecasting GDP," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10065, Jul.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2010, "Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10067, Jul.
• Alysha M De Livera, 2010, "Automatic forecasting with a modified exponential smoothing state space framework," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/10, Apr.
• Keith Ord & Ralph Snyder & Adrian Beaumont, 2010, "Forecasting the Intermittent Demand for Slow-Moving Items," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/10, May.
• Md Atikur Rahman Khan & D.S. Poskitt, 2010, "Description Length Based Signal Detection in singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/10, May.
• Han Lin Shang, 2010, "Nonparametric modeling and forecasting electricity demand: an empirical study," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/10, Oct.
• Brendan P.M. McCabe & Gael Martin & Keith Freeland, 2010, "A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/10, Feb.
• Anne B. Koehler & Ralph D. Snyder & J. Keith Ord & Adrian Beaumont, 2010, "Forecasting Compositional Time Series with Exponential Smoothing Methods," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/10, Nov.
• Bennett T. McCallum, 2010, "Is the Spurious Regression Problem Spurious?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15690, Jan.
• Yacine Aït-Sahalia & Jean Jacod, 2010, "Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 15808, Mar.
• Richard Crump & Gopi Shah Goda & Kevin Mumford, 2010, "Fertility and the Personal Exemption: Comment," NBER Working Papers, National Bureau of Economic Research, Inc, number 15984, May.
• Jules H. van Binsbergen & Ralph S.J. Koijen, 2010, "Predictive Regressions: A Present-value Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 16263, Aug.
• Menzie D. Chinn & Kavan J. Kucko, 2010, "The Predictive Power of the Yield Curve across Countries and Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 16398, Sep.
• James H. Stock & Mark W. Watson, 2010, "Modeling Inflation After the Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 16488, Oct.
• Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010, "Macroeconomics and Volatility: Data, Models, and Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16618, Dec.
• Vasco J. Gabriel & Luis F. Martins, 2010, "The cost channel reconsidered: a comment using an identification-robust approach," NIPE Working Papers, NIPE - Universidade do Minho, number 30/2010.
• Luís Francisco Aguiar & Maria Joana Soares, 2010, "Business Cycle Synchronization and the Euro: a Wavelet Analysis," NIPE Working Papers, NIPE - Universidade do Minho, number 36/2010.
• Marcus J. Chambers & Joanne S. Ercolani & A. M. Robert Taylor, 2010, "Testing for seasonal unit roots by frequency domain regression," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 10/02, Sep.
• David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2010, "Unit root testing under a local break in trend," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 10/05, Sep.
• C. Minodier, 2010, "First results series or last available series: which series to use? A real-time illustration for the forecasting of French quarterly GDP growth," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2010-01.
• Laura Valderrama, 2010, "Privatization Under Regulatory Lobbying," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2010, Dec.
• Luis Alberiko Gil-Alaña, 2010, "Inflation in South Africa. A time series view across sectors using long range dependence," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2011, Oct.
• Luis Alberiko Gil-Alaña, 2010, "Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament?," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2011, Oct.
• Emmanuel De Veirman & Ashley Dunstan, 2010, "Debt dynamics and excess sensitivity of consumption to transitory wealth changes," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2010/09, Oct.
• 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.