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

2009

• Nikolay Gospodinov & Ye Tao, 2009, "Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors," Working Papers, Concordia University, Department of Economics, number 09001, Jan.
• Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2009, "A Volatility Targeting GARCH model with Time-Varying Coefficients," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-08.
• Christian FRANCQ & Lajos HORVATH & Jean-Michel ZAKOIAN, 2009, "Merits and Drawbacks of Variance Targeting in GARCH Models," Working Papers, Center for Research in Economics and Statistics, number 2009-17.
• Janine Aron & John Muellbauer, 2009, "Some Issues in Modeling and Forecasting Inflation in South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2009-01.
• Cartea, Álvaro & Karyampas, Dimitrios, 2009, "The relationship between the volatility of returns and the number of jumps in financial markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb097508, Dec.
• Cartea, Álvaro & Karyampas, Dimitrios, 2009, "Volatility and covariation of financial assets: a high-frequency analysis," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb097609, Dec.
• Iglesias, Emma M. & Linton, Oliver, 2009, "Estimation of tail thickness parameters from GJR-GARCH models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094726, Jun.
• Rodríguez, Mª José & Ruiz Ortega, Esther, 2009, "GARCH models with leverage effect : differences and similarities," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws090302, Jan.
• Grané Chávez, Aurea & Veiga, Helena, 2009, "Wavelet-based detection of outliers in volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws090403, Jan.
• Monteiro, André A., 2009, "The econometrics of randomly spaced financial data: a survey," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws097924, Dec.
• Juncal Cunado & Luis A. Gil-Alana & Fernando Perez de Garcia, 2009, "AK growth models: new evidence based on fractional integration and breaking trends," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2009021, Jun.
• Galvao Jr, A. F. & Montes-Rojas, G. & Olmo, J., 2009, "Threshold quantile autoregressive models," Working Papers, Department of Economics, City St George's, University of London, number 09/05.
• Chengsi Zhang & Joel Clovis, 2009, "Modeling China Inflation Persistence," Annals of Economics and Finance, Society for AEF, volume 10, issue 1, pages 89-110, May.
• Maynard, Alex & Shimotsu, Katsumi, 2009, "Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence," Econometric Theory, Cambridge University Press, volume 25, issue 1, pages 63-116, February.
• Hafner, Christian M. & Preminger, Arie, 2009, "Asymptotic Theory For A Factor Garch Model," Econometric Theory, Cambridge University Press, volume 25, issue 2, pages 336-363, April.
• Smith, Richard J. & Taylor, A.M. Robert & del Barrio Castro, Tomas, 2009, "Regression-Based Seasonal Unit Root Tests," Econometric Theory, Cambridge University Press, volume 25, issue 2, pages 527-560, April.
• Wang, Qiying & Phillips, Peter C.B., 2009, "Asymptotic Theory For Local Time Density Estimation And Nonparametric Cointegrating Regression," Econometric Theory, Cambridge University Press, volume 25, issue 3, pages 710-738, June.
• Nielsen, Morten Ørregaard, 2009, "A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic," Econometric Theory, Cambridge University Press, volume 25, issue 6, pages 1515-1544, December.
• Davidson, James & Hashimzade, Nigar, 2009, "Representation And Weak Convergence Of Stochastic Integrals With Fractional Integrator Processes," Econometric Theory, Cambridge University Press, volume 25, issue 6, pages 1589-1624, December.
• Phillips, Peter C.B. & Magdalinos, Tassos, 2009, "Unit Root And Cointegrating Limit Theory When Initialization Is In The Infinite Past," Econometric Theory, Cambridge University Press, volume 25, issue 6, pages 1682-1715, December.
• Westerlund, Joakim & Larsson, Rolf, 2009, "A Note On The Pooling Of Individual Panic Unit Root Tests," Econometric Theory, Cambridge University Press, volume 25, issue 6, pages 1851-1868, December.
• Ramirez, Octavio A., 2009, "The Asymmetric Cycling of U.S. Soybeans and Brazilian Coffee Prices: An Opportunity for Improved Forecasting and Understanding of Price Behavior," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 41, issue 1, pages 253-270, April.
• Baek, Jungho & Koo, Won W., 2009, "On the Dynamic Relationship between U.S. Farm Income and Macroeconomic Variables," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 41, issue 2, pages 521-528, August.
• Cuellar, Steven S. & Karnowsky, Dan & Acosta, Frederick, 2009, "The Sideways Effect: A Test for Changes in the Demand for Merlot and Pinot Noir Wines," Journal of Wine Economics, Cambridge University Press, volume 4, issue 2, pages 219-232, January.
• Calza, Alessandro & Zaghini, Andrea, 2009, "Nonlinearities In The Dynamics Of The Euro Area Demand For M1," Macroeconomic Dynamics, Cambridge University Press, volume 13, issue 1, pages 1-19, February.
• Gil-Alana, Luis Alberiko & Moreno, Antonio, 2009, "Technology Shocks And Hours Worked: A Fractional Integration Perspective," Macroeconomic Dynamics, Cambridge University Press, volume 13, issue 5, pages 580-604, November.
• Kamat, Manoj S., 2009, "The Ownership and Industry Effects of Corporate Dividend Policy in India, 1961-2007," MPRA Paper, University Library of Munich, Germany, number 12545, Jan.
• Barnett, William A. & He, Susan, 2009, "Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right," MPRA Paper, University Library of Munich, Germany, number 12803, Jan.
• Annicchiarico, Barbara & Bennato, Anna Rita & Costa, Andrea, 2009, "Economic Growth and Carbon Dioxide Emissions in Italy, 1861-2003," MPRA Paper, University Library of Munich, Germany, number 12817, Jan.
• Jing, Li, 2009, "Bootstrap prediction intervals for threshold autoregressive models," MPRA Paper, University Library of Munich, Germany, number 13086, Jan.
• Buncic, Daniel, 2009, "Understanding forecast failure in ESTAR models of real exchange rates," MPRA Paper, University Library of Munich, Germany, number 13121, Feb.
• Francq, Christian & Zakoian, Jean-Michel, 2009, "Bartlett's formula for a general class of non linear processes," MPRA Paper, University Library of Munich, Germany, number 13224, Feb.
• Cheng, Ai-ru & Jahan-Parvar, Mohammad R. & Rothman, Philip, 2009, "An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa," MPRA Paper, University Library of Munich, Germany, number 13437, Feb.
• Abdullai, Besim, 2009, "The EPS as an e-commerce enabler: The Macedonian perspective," MPRA Paper, University Library of Munich, Germany, number 13996, Mar, revised 05 Mar 2009.
• Onatski, Alexei & Uhlig, Harald, 2009, "Unit Roots in White Noise," MPRA Paper, University Library of Munich, Germany, number 14057, Mar.
• Manzan, Sebastiano & Zerom, Dawit, 2009, "Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?," MPRA Paper, University Library of Munich, Germany, number 14387, Jan.
• Liu, L. & Ni, Y.J, 2009, "Foreign Exchange Market Pressure and Monetary Policy: An Empirical Study Based on China’s Data," MPRA Paper, University Library of Munich, Germany, number 14491, Jan.
• González-Val, Rafael & Marcén, Miriam, 2009, "Breaks in the Breaks: A Time-Series Analysis of Divorce Rates," MPRA Paper, University Library of Munich, Germany, number 14851, Jan.
• Onour, Ibrahim, 2009, "Natural Gas markets:How Sensitive to Crude Oil Price Changes?," MPRA Paper, University Library of Munich, Germany, number 14937, Apr.
• Belbute, José & Caleiro, António, 2009, "Measuring the Persistence on Consumption in Portugal," MPRA Paper, University Library of Munich, Germany, number 15116, May.
• Amendola, Alessandra & Christian, Francq, 2009, "Concepts and tools for nonlinear time series modelling," MPRA Paper, University Library of Munich, Germany, number 15140.
• Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2009, "Merits and drawbacks of variance targeting in GARCH models," MPRA Paper, University Library of Munich, Germany, number 15143.
• Francq, Christian & Zakoian, Jean-Michel, 2009, "Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models," MPRA Paper, University Library of Munich, Germany, number 15147.
• Luati, Alessandra & Proietti, Tommaso, 2009, "Hyper-spherical and Elliptical Stochastic Cycles," MPRA Paper, University Library of Munich, Germany, number 15169, May.
• Proietti, Tommaso, 2009, "The Multistep Beveridge-Nelson Decomposition," MPRA Paper, University Library of Munich, Germany, number 15345, Apr.
• Obinyeluaku, Moses & Viegi, Nicola, 2009, "How does fiscal policy affect monetary policy in the Southern African Community (SADC)?," MPRA Paper, University Library of Munich, Germany, number 15372, May.
• Akram, Naeem, 2009, "Short run and long run dynamics of impact of health status on economic growth Evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 15454, May.
• Proietti, Tommaso & Luati, Alessandra, 2009, "Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences," MPRA Paper, University Library of Munich, Germany, number 15510, Jun.
• Altinanahtar, Alper & Halicioglu, Ferda, 2009, "A Dynamic Econometric Study of Suicides in Turkey," MPRA Paper, University Library of Munich, Germany, number 15568.
• Pandey, Manoj K. & Kaur, Charanjit, 2009, "Investigating suicidal trend and its economic determinants: evidence from India," MPRA Paper, University Library of Munich, Germany, number 15732, Apr.
• Kumar, Sundaram, 2009, "Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India," MPRA Paper, University Library of Munich, Germany, number 15793, May.
• Varadi, Vijay Kumar & Boppana, Nagarjuna, 2009, "Are stock exchanges integrated in the world? - A critical Analysis," MPRA Paper, University Library of Munich, Germany, number 15902, May.
• Akmal, Muhammad Shahbaz & Ahmad, Khalil & Ali, Muhammad, 2009, "Exports-Led Growth Hypothesis in Pakistan: Further Evidence," MPRA Paper, University Library of Munich, Germany, number 16043.
• Escañuela Romana, Ignacio, 2009, "Los Barómetros de Harvard: ¿Permitían Pedecir la Depresión de 1929?
  [Harvard Barometers: Did they allow to predict the Great Depression of 1929?]," MPRA Paper, University Library of Munich, Germany, number 16411, Jul.
• Buncic, Daniel, 2009, "Understanding forecast failure of ESTAR models of real exchange rates," MPRA Paper, University Library of Munich, Germany, number 16526, Feb.
• Bušs, Ginters, 2009, "Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach," MPRA Paper, University Library of Munich, Germany, number 16684, Aug.
• Pasricha, Gurnain, 2009, "Bank Competition and International Financial Integration: Evidence using a new Index," MPRA Paper, University Library of Munich, Germany, number 16767, Jul.
• Goo, Siwei & Siregar, Reza Y. Siregar, 2009, "Economic Shocks and Exchange Rate as a Shock Absorber in Indonesia and Thailand," MPRA Paper, University Library of Munich, Germany, number 16875, Aug.
• Dabo-Niang, Sophie & Francq, Christian & Zakoian, Jean-Michel, 2009, "Combining parametric and nonparametric approaches for more efficient time series prediction," MPRA Paper, University Library of Munich, Germany, number 16893.
• Lendjoungou, Francis, 2009, "Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone," MPRA Paper, University Library of Munich, Germany, number 17053, Sep.
• Bušs, Ginters, 2009, "Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn," MPRA Paper, University Library of Munich, Germany, number 17273, Sep.
• Ardia, David, 2009, "Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R," MPRA Paper, University Library of Munich, Germany, number 17414, Sep.
• Kim, Hyeongwoo & Moh, Young-Kyu, 2009, "A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity," MPRA Paper, University Library of Munich, Germany, number 17488, Jan.
• Przystupa, Jan & Wróbel, Ewa, 2009, "Asymmetry of the exchange rate pass-through: An exercise on the Polish data," MPRA Paper, University Library of Munich, Germany, number 17660, Apr.
• Mallick, Debdulal, 2009, "Financial Development, Shocks, and Growth Volatility," MPRA Paper, University Library of Munich, Germany, number 17799, Oct.
• Jahan-Parvar, Mohammad & Waters, George, 2009, "Equity Price Bubbles in the Middle Eastern and North African Financial Markets," MPRA Paper, University Library of Munich, Germany, number 17859, Oct.
• Willert, Juliane, 2009, "Mean Shift detection under long-range dependencies with ART," MPRA Paper, University Library of Munich, Germany, number 17874, Jul.
• Aguilar, Juan Francisco, 2009, "Modelo Para El Mejoramiento De La Gestión De Inventarios Del Banco Central Del Ecuador
  [Model for the currency management´s improvement of the Central Bank of Ecuador]," MPRA Paper, University Library of Munich, Germany, number 18065, Oct.
• D'Amuri, Francesco/FD & Marcucci, Juri/JM, 2009, ""Google it!" Forecasting the US unemployment rate with a Google job search index," MPRA Paper, University Library of Munich, Germany, number 18248, Oct.
• Francesco, D'Amuri, 2009, "Predicting unemployment in short samples with internet job search query data," MPRA Paper, University Library of Munich, Germany, number 18403, Oct.
• Mohammed, Shehu Tijjani, 2009, "Domestic Debt Dynamics and Fiscal Sustainability in Nigeria: An Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 18452, Nov.
• Kumar, Saten & Singh, Rup, 2009, "Some Empirical Evidence on the Demand for Money in the Pacific Island Countries," MPRA Paper, University Library of Munich, Germany, number 18703, Jul.
• Kumar, Saten, 2009, "A Re-examination of Private Consumption in Fiji," MPRA Paper, University Library of Munich, Germany, number 18706, Apr.
• Saltoglu, Burak & Yazgan, Ege, 2009, "The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market," MPRA Paper, University Library of Munich, Germany, number 18741.
• Janczura, Joanna & Weron, Rafal, 2009, "Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions," MPRA Paper, University Library of Munich, Germany, number 18784, Apr.
• Cellini, Roberto & Cuccia, Tiziana, 2009, "Museum and monument attendance and tourism flow: A time series analysis approach," MPRA Paper, University Library of Munich, Germany, number 18908, Nov.
• Kumar, Saten, 2009, "Further Evidence on Public Spending and Economic Growth in East Asian Countries," MPRA Paper, University Library of Munich, Germany, number 19298, Oct.
• Masood, Tariq & Ahmad, Mohd. Izhar, 2009, "Macroeconomic Implications of Capital Inflows in India," MPRA Paper, University Library of Munich, Germany, number 19299, Mar, revised 06 Oct 2009.
• El Bouhadi, Abdelhamid & Achibane, Khalid, 2009, "The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?," MPRA Paper, University Library of Munich, Germany, number 19482, Dec.
• Rizvi, Syed Kumail Abbas & Naqvi, Bushra, 2009, "Inflation Volatility: An Asian Perspective," MPRA Paper, University Library of Munich, Germany, number 19489, Aug.
• Levent, Korap, 2009, "Are real exchange rates mean reverting? Evidence from a panel of OECD countries," MPRA Paper, University Library of Munich, Germany, number 19527.
• Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009, "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper, University Library of Munich, Germany, number 19963.
• Alinsato, Alastaire Sèna, 2009, "Electricity consumption and GDP in an electricity community: Evidence from bound testing cointegration and Granger-causality tests," MPRA Paper, University Library of Munich, Germany, number 20816, Jul.
• Asmy, Mohamed & Rohilina, Wisam & Hassama, Aris & Fouad, Md., 2009, "Effects of Macroeconomic Variables on Stock Prices in Malaysia: An Approach of Error Correction Model," MPRA Paper, University Library of Munich, Germany, number 20970, Apr.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio, 2009, "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 20975, Sep, revised 20 Sep 2009.
• Mapa, Dennis S. & Suaiso, Oliver Q., 2009, "Measuring market risk using extreme value theory," MPRA Paper, University Library of Munich, Germany, number 21246, Dec.
• Weron, Rafal, 2009, "Forecasting wholesale electricity prices: A review of time series models," MPRA Paper, University Library of Munich, Germany, number 21299.
• Mullen, Katharine M. & Ardia, David & Gil, David L. & Windover, Donald & Cline, James, 2009, "DEoptim: An R Package for Global Optimization by Differential Evolution," MPRA Paper, University Library of Munich, Germany, number 21743, Dec, revised 26 Dec 2010.
• Bulla, Jan, 2009, "Hidden Markov models with t components. Increased persistence and other aspects," MPRA Paper, University Library of Munich, Germany, number 21830, Oct.
• Bilgin, Cevat & Sahbaz, Ahmet, 2009, "Türkiye’de Büyüme ve İhracat Arasındaki Nedensellik İlişkileri
  [Causality Relations between Growth and Export in Turkey]," MPRA Paper, University Library of Munich, Germany, number 21985, revised 2009.
• Dimitris, Christopoulos & Miguel, Leon-Ledesma, 2009, "Smooth Breaks and Nonlinear Mean Reversion: Post-Bretton Woods Real Exchange Rates," MPRA Paper, University Library of Munich, Germany, number 22553.
• Kalirajan, Kaliappa & Miankhel, Adil & Thangavelu, Shandre, 2009, "Foreign direct investment, exports, and economic growth in selected emerging countries: Multivariate VAR analysis," MPRA Paper, University Library of Munich, Germany, number 22763, May.
• Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009, "Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 23646, Sep.
• Lanne, Markku & Saikkonen, Pentti, 2009, "GMM Estimation with Noncausal Instruments," MPRA Paper, University Library of Munich, Germany, number 23649, Sep.
• Laakkonen, Helinä & Lanne, Markku, 2009, "The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility," MPRA Paper, University Library of Munich, Germany, number 23718, May.
• Kulaksizoglu, Tamer & Kulaksizoglu, Sebnem, 2009, "The U.S. Excess Money Growth and Inflation Relation in the Long-Run: A Nonlinear Analysis," MPRA Paper, University Library of Munich, Germany, number 23780, Apr.
• Balcombe, Kelvin, 2009, "The Nature and Determinants of Volatility in Agricultural Prices," MPRA Paper, University Library of Munich, Germany, number 24819.
• HALICIOGLU, Ferda & Dell’Anno, Roberto, 2009, "An ARDL model of unrecorded and recorded economies in Turkey," MPRA Paper, University Library of Munich, Germany, number 24982.
• Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009, "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper, University Library of Munich, Germany, number 25772, Dec.
• Lopez, Claude & Murray, Chris & Papell, David, 2009, "Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle," MPRA Paper, University Library of Munich, Germany, number 26091, Jan.
• Kahloul, Ines & Ben Mabrouk, Anouar & Hallara, Salah-Eddine, 2009, "Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables," MPRA Paper, University Library of Munich, Germany, number 26484.
• Bationo, Rakissiwinde & Hounkpodote, Hilaire, 2009, "Estimation des changements des cours du café et du cacao: Filtre de Kalman, filtre de Hodrick-Prescott et modélisation à partir de processus markovien
  [Estimated Changes in Prices of Coffee and Cocoa: Kalman Filter, Hodrick-Prescott Filter and Mod," MPRA Paper, University Library of Munich, Germany, number 26980, May, revised Nov 2010.
• Kapounek, Svatopluk, 2009, "Estimation of the Business Cycles - Selected Methodological Problems of the Hodrick-Prescott Filter Application," MPRA Paper, University Library of Munich, Germany, number 27567, Sep.
• Výrost, Tomáš & Baumöhl, Eduard, 2009, "Asymmetric GARCH and the financial crisis: a preliminary study," MPRA Paper, University Library of Munich, Germany, number 27909, Nov.
• Výrost, Tomáš & Baumöhl, Eduard, 2009, "Asymmetric GARCH and the financial crisis: a preliminary study," MPRA Paper, University Library of Munich, Germany, number 27939, Nov.
• Ahmad, Imtiaz & Qayyum, Abdul, 2009, "Role of Public Expenditures and Macroeconomic Uncertainty in Determining Private Investment in Large Scale Manufacturing Sector of Pakistan," MPRA Paper, University Library of Munich, Germany, number 29268.
• Hasanov, Fakhri & Huseynov, Fariz, 2009, "Real Exchange Rate Misalignment in Azerbaijan," MPRA Paper, University Library of Munich, Germany, number 29561.
• Todd, Prono, 2009, "Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper, University Library of Munich, Germany, number 30994, Nov, revised 30 Jul 2011.
• Ramon Antonio, Rosales Alvarez & Jorge Andres, Perdomo Calvo & Carlos Andres, Morales Torrado & Jaime Alejandro, Urrego Mondragon, 2009, "Fundamentos de econometría intermedia: Teoría y aplicaciones
  [Intermediate economics: Theory and applications]," MPRA Paper, University Library of Munich, Germany, number 37183, Jan.
• Tang, Chor Foon, 2009, "Does causality technique matter to savings-growth nexus in Malaysia?," MPRA Paper, University Library of Munich, Germany, number 38535.
• Bruno, Giancarlo, 2009, "Non-linear relation between industrial production and business surveys data," MPRA Paper, University Library of Munich, Germany, number 42337, Sep.
• Bandi, Federico & Corradi, Valentina & Moloche, Guillermo, 2009, "Bandwidth selection for continuous-time Markov processes," MPRA Paper, University Library of Munich, Germany, number 43682, Oct.
• Jiranyakul, Komain, 2009, "Economic Forces and the Thai Stock Market, 1993-2007," MPRA Paper, University Library of Munich, Germany, number 45582, Dec.
• Mendoza-Velázquez, Alfonso & Galvanovskis, Evalds, 2009, "Introducing the GED-Copula with an application to Financial Contagion in Latin America," MPRA Paper, University Library of Munich, Germany, number 46669, Feb, revised 01 Feb 2010.
• Jiranyakul, Komain & Batavia, Bala, 2009, "Does Purchasing Power Parity hold in Thailand?," MPRA Paper, University Library of Munich, Germany, number 47032, Sep.
• Chancharat, Surachai & Kamalian, Amin Reza & Valadkhani, Abbas, 2009, "Random Walk and Multiple Structural Breaks In Thai Stock Market," MPRA Paper, University Library of Munich, Germany, number 50395.
• Ghassan, Hassan B. & AlDehailan, Salman, 2009, "اختبار التكامل المشترك غير الخطي بين الاستثمار الحكومي والاستثمار الخاص في الاقتصاد السعودي
  [Test of Non Linear Cointegration between Government Investment and Private Investment in Saudi Arabia Economy]," MPRA Paper, University Library of Munich, Germany, number 56376, Jul, revised 04 Dec 2009.
• Jiranyakul, Komain, 2009, "Economic Forces and the Thai Stock Market, 1993-2007," MPRA Paper, University Library of Munich, Germany, number 57368, Dec.
• Acevedo Rueda, Rafael Alexis & Harmath Fernández, Pedro Alexander, 2009, "Determinantes económicos de la pobreza total en Venezuela: 1975-2000
  [Economical determinants of total poverty in Venezuela: 1975 - 2000]," MPRA Paper, University Library of Munich, Germany, number 58693, Sep, revised Nov 2009.
• Azuma, Yoshiaki & Nakao, Takeo, 2009, "Why the saving rate has been falling in Japan," MPRA Paper, University Library of Munich, Germany, number 62581, Jan.
• Korkmaz, Turhan & Cevik, Emrah Ismail & Özataç, Nesrin, 2009, "Testing for long memory in ISE using Arfima-Figarch model and structural break test," MPRA Paper, University Library of Munich, Germany, number 71302.
• Zakane, Ahmed, 2009, "L'Impact des Dépenses d'Infrastructures sur la Croissance en Algérie. Une Approche en Séries Temporelles Multivariées (VAR)
  [The Impact of Infrastructure Spending on Growth in Algeria. A Multivariate Time Series Approach (VAR)]," MPRA Paper, University Library of Munich, Germany, number 82119, revised 2009.
• Jackman, Mahalia & Lorde, Troy, 2009, "Economic Growth and Tourism in Barbados: A Test of the Supply-side Hypothesis," MPRA Paper, University Library of Munich, Germany, number 95548, Sep.
• Lorde, Troy & Francis, Brian & Drakes, Lisa, 2009, "Tourism Services Exports and Economic Growth in Barbados," MPRA Paper, University Library of Munich, Germany, number 95549, Mar.
• Avgouleas, Emilios & Degiannakis, Stavros, 2009, "Trade transparency and trading volume: the possible impact of the financial instruments markets directive on the trading volume of EU equity markets," MPRA Paper, University Library of Munich, Germany, number 96306.
• Sonali Das & Rangan Gupta & Patrick Agu Kaya, 2009, "Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests," Working Papers, University of Pretoria, Department of Economics, number 200922, Oct.
• Jan Čadil, 2009, "Housing price bubble analysis - case of the Czech republic," Prague Economic Papers, Prague University of Economics and Business, volume 2009, issue 1, pages 38-47, DOI: 10.18267/j.pep.340.
• Jiří Škop & Jan Vejmělek, 2009, "Od parity kupní síly k natrexu - případ české koruny
  [From PPP to Natrex - the Case of Czech Crown]," Politická ekonomie, Prague University of Economics and Business, volume 2009, issue 3, pages 323-343, DOI: 10.18267/j.polek.687.
• Vladimir Borgy & Valérie Mignon, 2009, "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Économie et Prévision, Programme National Persée, volume 187, issue 1, pages 105-121, DOI: 10.3406/ecop.2009.7878.
• Anna Pajor, 2009, "A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 1, pages 71-81, March.
• Umberto Triacca, 2009, "Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 3, pages 285-291, November.
• João Valle e Azevedo & Paulo M.M. Rodrigues & Antonio Rubia, 2009, "Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration," Working Papers, Banco de Portugal, Economics and Research Department, number w200902.
• Paulo M.M. Rodrigues & A. M. Robert Taylor, 2009, "The Flexible Fourier Form and Local GLS De-trended Unit Root Tests," Working Papers, Banco de Portugal, Economics and Research Department, number w200919.
• Paulo M.M. Rodrigues & Luís Catela Nunes, 2009, "On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend," Working Papers, Banco de Portugal, Economics and Research Department, number w200920.
• Mohitosh Kejriwal & Pierre Perron, 2009, "A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1217, Feb.
• Mohitosh Kejriwal, 2009, "The Nature of Persistence in Euro Area Inflation: A Reconsideration," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1218, Mar.
• Mohitosh Kejriwal & Pierre Perron & Jing Zhou, 2009, "Wald Tests for Detecting Multiple Structural Changes in Persistence," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1223, Aug.
• Mohitosh Kejriwal & Claude Lopez, 2009, "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1227, Dec.
• Bent Jesper Christensen & Jie Zhu & Morten Ø. Nielsen, 2009, "Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model," Working Paper, Economics Department, Queen's University, number 1207, Jun.
• Michael Jansson & Morten Ø. Nielsen, 2009, "Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis," Working Paper, Economics Department, Queen's University, number 1213, Aug.
• Frank S. Nielsen & Morten Ø. Nielsen & Per Houmann Frederiksen, 2009, "Local Polynomial Whittle Estimation Of Perturbed Fractional Processes," Working Paper, Economics Department, Queen's University, number 1218, Sep.
• Michael Jansson & Morten Ø. Nielsen, 2009, "Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots," Working Paper, Economics Department, Queen's University, number 1224, Nov.
• Moritz Cruz, 2009, "Liberalizacion financiera y el sentimiento del mercado: el caso de la economia mexicana," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 5, issue 2, pages 23-45, Enero-Jun.
• Don Harding & Adrian Pagan, 2009, "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series, National Centre for Econometric Research, number 39, Jan, revised 02 Jul 2009.
• Adam Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2009, "Evaluating multivariate volatility forecasts," NCER Working Paper Series, National Centre for Econometric Research, number 41, Feb, revised 25 Nov 2009.
• Adam Clements & Ralf Becker, 2009, "A nonparametric approach to forecasting realized volatility," NCER Working Paper Series, National Centre for Econometric Research, number 43, May.
• Adam Clements & Annastiina Silvennoinen, 2009, "On the economic benefit of utility based estimation of a volatility model," NCER Working Paper Series, National Centre for Econometric Research, number 44, Jul.
• Ralf Becker & Adam Clements & Christopher Coleman-Fenn, 2009, "Forecast performance of implied volatility and the impact of the volatility risk premium," NCER Working Paper Series, National Centre for Econometric Research, number 45, Jul.
• Vlad Pavlov & Stan Hurn, 2009, "Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy," NCER Working Paper Series, National Centre for Econometric Research, number 52, Dec.
• Ramírez Carrera, Dionisio & Rodríguez, Gabriel, 2009, "Have European Unemployment Rates Converged?," Working Papers, Banco Central de Reserva del Perú, number 2009-007, Mar.
• Humala, Alberto & Rodríguez, Gabriel, 2009, "Foreign Exchange Intervention and Exchange Rate Volatility in Peru," Working Papers, Banco Central de Reserva del Perú, number 2009-008, Mar.
• Rodríguez, Gabriel, 2009, "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Working Papers, Banco Central de Reserva del Perú, number 2009-010, Apr.
• Rodríguez, Gabriel, 2009, "Estimating Output Gap, Core Inflation, and the NAIRU for Peru," Working Papers, Banco Central de Reserva del Perú, number 2009-011, Apr.
• Rajeev Dhawan & Karsten Jeske & Pedro Silos, 2009, "Code and data files for "Productivity, Energy Prices, and the Great Moderation: A New Link"," Computer Codes, Review of Economic Dynamics, number 09-14, revised .
• Yuriy Gorodnichenko & Olivier Coibion, 2009, "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation," 2009 Meeting Papers, Society for Economic Dynamics, number 21.
• Serkan Yiğit & K. Azim Özdemir, 2009, "Inflation Targeting And Exchange Rate Dynamics: Evidence From Turkey," 2009 Meeting Papers, Society for Economic Dynamics, number 286.
• Elif C. Arbatli, 2009, "Futures Markets, Oil Prices, and the Intertemporal Approach to the Current Account," 2009 Meeting Papers, Society for Economic Dynamics, number 406.
• Cristiana Tudor, 2009, "Understanding the Roots of the US Subprime Crisis and its Subsequent Effects," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 12, issue 31, pages 115-143, (1).
• Sasa Zikovic & Bora Aktan, 2009, "Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 27, issue 1, pages 149-170.
• Kuan-Min Wang & Yuan-Ming Lee, 2009, "A measure of marketing price transmission in the rice market of Taiwan," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 27, issue 2, pages 311-326.
• Ramazan Gencay & Nikola Gradojevic, 2009, "Errors-in-Variables Estimation with No Instruments," Working Paper series, Rimini Centre for Economic Analysis, number 30_09, Jan.
• Dean Fantazzini, 2009, "Credit Risk Management (Cont.)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 13, issue 1, pages 105-138.
• Dean Fantazzini, 2009, "Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 14, issue 2, pages 100-127.
• Alexandre Subbotin, 2009, "Volatility Models: from Conditional Heteroscedasticity to Cascades at Multiple Horizons," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 15, issue 3, pages 94-138.
• Jungho Baek & Won W. Koo, 2009, "A Dynamic Approach to the FDI-Environment Nexus: The Case of China and India," East Asian Economic Review, Korea Institute for International Economic Policy, volume 13, issue 2, pages 87-106, DOI: 10.11644/KIEP.JEAI.2009.13.2.202.
• Sang Hoon Kang & Seong-Min Yoon, 2009, "Modeling and Forecasting the Volatility of Eastern European Emerging Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 13, issue 1, pages 113-132, DOI: 10.11644/KIEP.JEAI.2009.13.1.198.
• Antti Sorjamaa & Paul Merlin & Bertrand Maillet & Amaury Lendasse, 2009, "A Non-Linear Approach for Completing Missing Values in Temporal Databases," European Journal of Economic and Social Systems, Lavoisier, volume 22, issue 1, pages 99-117.
• Alejandro Mercado & Javier Aliaga, 2009, "Short-Run Oil Price Drivers: South America’s Energy Integration," Documentos de trabajo, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, number 10/2009, Jul.
• Muhammad Zakaria & Eatzaz Ahmad, 2009, "Productivity Shocks and Nominal Exchange Rate Variability: a Case Study of Pakistan," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 175-189.
• Andrea Ingianni & Václav Žd’árek, 2009, "Real Convergence in the New Member States: Myth or Reality?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 294-320.
• Alejandro F. Mercado & F. Javier Aliaga, 2009, "Short-Run Oil Price Drivers: South America's Energy Integration," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 12, pages 219-239.
• Mario Gómez & José Carlos Rodríguez, 2009, "Innovative activity in NAFTA and EU countries: an analysis of structural change in patent granted trends," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 41-56.
• Charemza, Wojciech & Makarova, Svetlana, 2009, "Nonlinear Inflationary Persistence and Growth: Theory and Empirical Comparative Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 5-22, June.
• Scutaru, Cornelia & Saman, Corina & Stanica, Cristian, 2009, "The Relation between Predictability and Complexity: Domestic and Public Consumption in the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 3, pages 34-46, September.
• Dobrescu, Emilian, 2009, "Measuring the Interaction of Structural Changes with Inflation," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 5, pages 5-99.
• Saman, Corina, 2009, "Influenta Incertitudinii Macroeconomice asupra Investitiilor - analiza empirica in cazul Romaniei," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 092202, Nov.
• Pecican, Eugen Stefan, 2009, "Indicatori privind convergenta reala si aplicatiile acestora," Studii Economice, Institutul National de Cercetari Economice (INCE), number 091004, Oct.
• Nikos Askitas & Klaus F. Zimmermann, 2009, "Google Econometrics and Unemployment Forecasting," RatSWD Research Notes, German Data Forum (RatSWD), number 41.
• Silvia Nenci, 2009, "Tariff liberatization and the growth of word trade: A comparative historiocal analysis to evaluate the multilateral trading system," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0110.
• M. Fr Mmel & R. Kruse, 2009, "Interest rate convergence in the EMS prior to European Monetary Union," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 09/610, May.
• Paul Alagidede & Theodore Panagiotidis, 2009, "Calendar Anomalies in the Ghana Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 1, pages 1-23, April, DOI: 10.1177/097265270900800101.
• George Filis, 2009, "An Analysis between Implied and Realised Volatility in the Greek Derivative Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 3, pages 251-263, September, DOI: 10.1177/097265270900800301.
• Michail Karoglou, 2009, "Stock Market Efficiency before and after a Financial Liberalisation Reform," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 3, pages 315-340, September, DOI: 10.1177/097265270900800304.
• Ram Chandra Bhattarai & Nayan Krishna Joshi, 2009, "Dynamic Relationship among the Stock Market and the Macroeconomic Factors," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 10, issue 2, pages 451-469, July, DOI: 10.1177/139156140901000208.
• Siwei Goo & Reza Siregar, 2009, "Economic Shocks And Exchange Rate As A Shock Absorber In Indonesia And Thailand," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp72, ISBN: ARRAY(0x62a2d250), April-Jun.
• Alexander Perruchoud, 2009, "Estimating a Taylor Rule with Markov Switching Regimes for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 145, issue II, pages 187-220, June.
• Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2009, "Extremal behavior of aggregated economic processes in a structural growth model," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 09-17, Sep, revised 10 Mar 2010.