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

• Burcu Erdogan, 2009, "How Does European Integration Affect the European Stock Markets?," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 1.1a.
• Christian Dreger & Jarko Fidrmuc, 2009, "Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 5.6.
• Nikos Askitas & Klaus F. Zimmermann, 2009, "Prognosen aus dem Internet: weitere Erholung am Arbeitsmarkt erwartet," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 25, pages 402-408.
• Nikos Askitas & Klaus F. Zimmermann, 2009, "Sommerpause bei der Arbeitslosigkeit: Google-gestützte Prognose signalisiert Entspannung," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 33, pages 561-566.
• Vladimir Kuzin & Martin Hillebrand, 2009, "Nie zuvor war konjunktureller Gleichlauf im Abschwung so hoch," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 36, pages 622-626.
• Christian Dreger & Jarko Fidrmuc, 2009, "Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 867.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Multi-Factor Gegenbauer Processes and European Inflation Rates," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 879.
• Burcu Erdogan, 2009, "How Does European Integration Affect the European Stock Markets?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 885.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Long Memory in US Real Output per Capita," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 891.
• Nikos Askitas & Klaus F. Zimmermann, 2009, "Google Econometrics and Unemployment Forecasting," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 899.
• Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009, "Inflation and Inflation Uncertainty in the Euro Area," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 909.
• Ansgar Belke & Andreas Rees, 2009, "The Importance of Global Shocks for National Policymakers: Rising Challenges for Central Banks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 922.
• Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs & Constantin Bürgi, 2009, "Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic Variables," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 946.
• Aleksandar Zaklan & Astrid Cullmann & Anne Neumann & Christian von Hirschhausen, 2009, "The Globalization of Steam Coal Markets and the Role of Logistics: An Empirical Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 956.
• Nikos Askitas & Klaus F. Zimmermann, 2009, "A Summer Break for the Unemployment Rate: Google-Assisted Forecasting Signals Easing," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 5, issue 25, pages 176-181.
• Vladimir Kuzin & Martin Hillebrand, 2009, "Global Business Cycles: Degree of Synchronization in the Current Downturn Is Unprecedented," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 5, issue 27, pages 188-192.
• Georg Erber & Ulrich Fritsche, 2009, "Productivity Growth in Germany: No Sustainable Economic Recovery in Sight," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 5, issue 3, pages 19-25.
• Narayan, Paresh Kumar, 2009, "Has the structural break slowed down growth rates of stock markets?," Working Papers, Deakin University, Department of Economics, number eco_2009_07, Jan, DOI: 10.1016/j.econmod.2012.10.001.
• Nhat Le, 2009, "Volatility under Bounded Rationality," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 63, Mar.
• Fredj Jawadi & Georges Prat, 2009, "Nonlinear Stock Price Adjustment in the G7 Countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-21.
• Théo Naccache, 2009, "Slow oil shocks and the “weakening of the oil price macroeconomy relationship”," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-43.
• Frank W. Agbola, 2009, "Aggregate Imports and Expenditure Components in the Philippines: An Econometric Analysis," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 44, issue 2, pages 155-170.
• Frank W. Agbola, 2009, "Aggregate Imports and Expenditure Components in the Philippines: An Econometric Analysis," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 44, issue 2, pages 155-170.
• Tatevik Sekhposyan & Barbara Rossi, 2009, "Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?," Working Papers, Duke University, Department of Economics, number 09-06.
• Raffaella Giacomini & Barbara Rossi, 2009, "Model Comparisons in Unstable Environments," Working Papers, Duke University, Department of Economics, number 09-10.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2009, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers, Duke University, Department of Economics, number 10-73.
• Dierk HERZER & Rainer KLUMP, 2009, "Poverty, Government Transfers, And The Business Cycle: Evidence For The United States," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 2.
• B. Seetanah, 2009, "Is Foreign Direct Investment Growth Conducive? New Evidences From Sub-Saharan African Countries, 1980-2005," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 2.
• Miguel D. Ramirez & Hari Sharma, 2009, "Remittances and Growth in Latin America: A Panel Unit Root and Panel Cointegration Analysis," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 9, issue 1.
• F. Javier TRIVEZ & Angel Mauricio REYES & F. Javier ALIAGA, 2009, "MEXICAN MAQUILA INDUSTRY OUTLOOK. A Quantitative Space-Time Analysis," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 9, issue 1.
• Mosayeb PAHLAVANI & Mohammad RAHIMI, 2009, "Sources of Inflation in Iran: An application of the ARDL Approach," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 9, issue 1.
• Muhammad SHAHBAZ, 2009, "On Nominal and Real Devaluations Relation: An Econometric Evidence for Pakistan," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 9, issue 1.
• AKA, Bédia F., 2009, "Business Cycle And Sectoral Fluctuations: A Nonlinear Model For Côte D’Ivoire," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 9, issue 1, pages 111-126.
• Prabhath Jayasinghe & Albert K. Tsui, 2009, "Time-Varying Currency Betas : Evidence from Developed and Emerging Markets," Finance Working Papers, East Asian Bureau of Economic Research, number 22761, Jan.
• Peter C.B. Philips & Yangru Wu & Jun Yu, 2009, "Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?," Finance Working Papers, East Asian Bureau of Economic Research, number 23050, Jan.
• Shirley J. Huang & Jun Yu, 2009, "Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises," Finance Working Papers, East Asian Bureau of Economic Research, number 23054, Jan.
• Kausik Chaudhuri & Bodhisattva Sengupta, 2009, "Revenue-Expenditure Nexus For Southern States : Some Policy Oriented Econometric Observations," Governance Working Papers, East Asian Bureau of Economic Research, number 22937, Jan.
• Tilak Abeysinghe & Gulasekaran Rajaguru, 2009, "A Gaussian Test for Cointegration," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 22013, Jan.
• Jun Yu, 2009, "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 23045, Jan.
• Jun Yu, 2009, "Econometric Analysis of Continuous Time Models : A Survey of Peter Phillips’ Work and Some New Results," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 23046, Jan.
• Miaojie Yu, 2010, "Processing Trade, Firms Productivity, and Tariff Reductions : Evidence from Chinese Products," Trade Working Papers, East Asian Bureau of Economic Research, number 22873, Jan.
• Pravakar Sahoo & Durgesh Kumar Rai & Rajiv Kumar, 2009, "India-Korea Trade and Investment Relations," Trade Working Papers, East Asian Bureau of Economic Research, number 22919, Jan.
• Marc Hallin & Ramon van den Akker & Bas Werker, 2009, "A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009_001.
• McAdam, Peter & Willman, Alpo & León-Ledesma, Miguel A., 2009, "Identifying the elasticity of substitution with biased technical change," Working Paper Series, European Central Bank, number 1001, Jan.
• Chabi-Yo, Fousseni, 2009, "Expected Returns and Volatility of Fama-French Factors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-17, Sep.
• Ramirez, Miguel D., 2009, "Does Public Investment Enhance Labor Productivity Growth in Argentina? A Cointegration Analysis," Working Papers, Yale University, Department of Economics, number 57, Jan.
• Ramirez, Miguel D., 2009, "Foreign Direct Investment and Its Determinants in the ChileCase: An Error Correction Model Analysis, 1960-2002," Working Papers, Yale University, Department of Economics, number 62, Jun.
• Qiying Wang & Peter C. B. Phillips, 2009, "Structural Nonparametric Cointegrating Regression," Econometrica, Econometric Society, volume 77, issue 6, pages 1901-1948, November.
• David Ardia, 2009, "Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations," Econometrics Journal, Royal Economic Society, volume 12, issue 1, pages 105-126, March.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2009, "Copula-based nonlinear quantile autoregression," Econometrics Journal, Royal Economic Society, volume 12, issue s1, pages 50-67, January.
• Xu Cheng & P eter C. B. Phillips, 2009, "Semiparametric cointegrating rank selection," Econometrics Journal, Royal Economic Society, volume 12, issue s1, pages 83-104, January.
• Bagdatoglou, George & Kontonikas, Alexandros, 2009, "A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-23.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2009, "3-Regime symmetric STAR modeling and exchange rate reversion," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-07.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2009, "Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-37.
• Colavecchio, Roberta & Funke, Michael, 2009, "Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets," Journal of Asian Economics, Elsevier, volume 20, issue 2, pages 174-196, March.
• Richard, Patrick, 2009, "Modified fast double sieve bootstraps for ADF tests," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 12, pages 4490-4499, October.
• Bouezmarni, T. & Rombouts, J.V.K., 2009, "Semiparametric multivariate density estimation for positive data using copulas," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2040-2054, April.
• Baillie, Richard T. & Morana, Claudio, 2009, "Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 8, pages 1577-1592, August.
• Stan Hurn & Ralf Becker, 2009, "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Economic Analysis and Policy, Elsevier, volume 39, issue 2, pages 311-326, September.
• Anatolyev, Stanislav, 2009, "Dynamic modeling under linear-exponential loss," Economic Modelling, Elsevier, volume 26, issue 1, pages 82-89, January.
• Bagliano, Fabio C. & Morana, Claudio, 2009, "International macroeconomic dynamics: A factor vector autoregressive approach," Economic Modelling, Elsevier, volume 26, issue 2, pages 432-444, March.
• Becker, Bettina & Hall, Stephen G., 2009, "How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe," Economic Modelling, Elsevier, volume 26, issue 4, pages 788-798, July.
• Davidson, James & Sibbertsen, Philipp, 2009, "Tests of bias in log-periodogram regression," Economics Letters, Elsevier, volume 102, issue 2, pages 83-86, February.
• Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan, 2009, "The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds," Economics Letters, Elsevier, volume 102, issue 2, pages 87-89, February.
• Kuester, Keith & Müller, Gernot J. & Stölting, Sarah, 2009, "Is the New Keynesian Phillips curve flat?," Economics Letters, Elsevier, volume 103, issue 1, pages 39-41, April.
• Gabriel, Vasco J. & Levine, Paul & Spencer, Christopher, 2009, "How forward-looking is the Fed? Direct estimates from a 'Calvo-type' rule," Economics Letters, Elsevier, volume 104, issue 2, pages 92-95, August.
• Anatolyev, Stanislav & Kosenok, Grigory, 2009, "Tests in contingency tables as regression tests," Economics Letters, Elsevier, volume 105, issue 2, pages 189-192, November.
• Kim, Dukpa & Perron, Pierre, 2009, "Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses," Journal of Econometrics, Elsevier, volume 148, issue 1, pages 1-13, January.
• Juhl, Ted & Xiao, Zhijie, 2009, "Tests for changing mean with monotonic power," Journal of Econometrics, Elsevier, volume 148, issue 1, pages 14-24, January.
• Lawford, Steve & Stamatogiannis, Michalis P., 2009, "The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators," Journal of Econometrics, Elsevier, volume 148, issue 2, pages 124-130, February.
• Kim, Dukpa & Perron, Pierre, 2009, "Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope," Journal of Econometrics, Elsevier, volume 149, issue 1, pages 26-51, April.
• Kurozumi, Eiji & Hayakawa, Kazuhiko, 2009, "Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors," Journal of Econometrics, Elsevier, volume 149, issue 2, pages 118-135, April.
• Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009, "Predictive density estimators for daily volatility based on the use of realized measures," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 119-138, June.
• Xiao, Zhijie, 2009, "Quantile cointegrating regression," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 248-260, June.
• Perron, Pierre & Yabu, Tomoyoshi, 2009, "Estimating deterministic trends with an integrated or stationary noise component," Journal of Econometrics, Elsevier, volume 151, issue 1, pages 56-69, July.
• Phillips, Peter C.B., 2009, "Long memory and long run variation," Journal of Econometrics, Elsevier, volume 151, issue 2, pages 150-158, August.
• Chen, Xiaohong & Pouzo, Demian, 2009, "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," Journal of Econometrics, Elsevier, volume 152, issue 1, pages 46-60, September.
• De Rossi, Giuliano & Harvey, Andrew, 2009, "Quantiles, expectiles and splines," Journal of Econometrics, Elsevier, volume 152, issue 2, pages 179-185, October.
• Dungey, Mardi & McKenzie, Michael & Smith, L. Vanessa, 2009, "Empirical evidence on jumps in the term structure of the US Treasury Market," Journal of Empirical Finance, Elsevier, volume 16, issue 3, pages 430-445, June.
• Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2009, "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, volume 16, issue 5, pages 777-792, December.
• Apergis, Nicholas & Payne, James E., 2009, "Energy consumption and economic growth in Central America: Evidence from a panel cointegration and error correction model," Energy Economics, Elsevier, volume 31, issue 2, pages 211-216, DOI: 10.1016/j.eneco.2008.09.002.
• Wolde-Rufael, Yemane, 2009, "Energy consumption and economic growth: The experience of African countries revisited," Energy Economics, Elsevier, volume 31, issue 2, pages 217-224, DOI: 10.1016/j.eneco.2008.11.005.
• Bask, Mikael & Widerberg, Anna, 2009, "Market structure and the stability and volatility of electricity prices," Energy Economics, Elsevier, volume 31, issue 2, pages 278-288, March.
• Halicioglu, Ferda, 2009, "An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey," Energy Policy, Elsevier, volume 37, issue 3, pages 1156-1164, March.
• Alagidede, Paul & Panagiotidis, Theodore, 2009, "Modelling stock returns in Africa's emerging equity markets," International Review of Financial Analysis, Elsevier, volume 18, issue 1-2, pages 1-11, March.
• Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009, "Forecasting inflation with gradual regime shifts and exogenous information," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-03, Jan.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2009, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-05, Feb.
• Anders Tolver Jensen & Theis Lange, 2009, "On IGARCH and convergence of the QMLE for misspecified GARCH models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-06, Feb.
• Jeroen V.K. Rombouts & Lars Stentoft, 2009, "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-07, Feb.
• Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2009, "Poisson Autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-12, Mar.
• Peter Reinhard Hansen & Guillaume Horel, 2009, "Quadratic Variation by Markov Chains," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-13, Mar.
• Anders Bredahl Kock, 2009, "Forecasting with Universal Approximators and a Learning Algorithm," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-18, May.
• Michael Frömmel & Robinson Kruse, 2009, "Interest rate convergence in the EMS prior to European Monetary Union," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-23, Jun.
• Michael Jansson & Morten Ørregaard Nielsen, 2009, "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-37, Aug.
• Niels Haldrup & Antonio Montañés & Andreu Sansó, 2009, "Detection of additive outliers in seasonal time series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-40, Sep.
• Dennis Kristensen, 2009, "Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-41, Sep.
• Kim Christensen & Silja Kinnebrock & Mark Podolskij, 2009, "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-45, Sep.
• Isabel Casas & Irene Gijbels, 2009, "Unstable volatility functions: the break preserving local linear estimator," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-48, Oct.
• Torben G. Andersen & Viktor Todorov, 2009, "Realized Volatility and Multipower Variation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-49, May.
• Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2009, "What do we know about real exchange rate non-linearities?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-50, May.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-52, Oct.
• Florian Heinen & Philipp Sibbertsen & Robinson Kruse, 2009, "Forecasting long memory time series under a break in persistence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-53, Nov.
• Michael Jansson & Morten Ørregaard Nielsen, 2009, "Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-55, Nov.
• Christian M. Dahl & Emma M. Iglesias, 2009, "Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-59, Oct.
• Helle Bunzel & Walter Enders, 2009, "The Taylor Rule and “Opportunistic” Monetary Policy," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-04, Dec.
• Seyfettin Erdoğan & Hilal Bozkurt, 2009, "The Determinants of Current Account Deficit in Turkey: An Analysis with MGARCH Models," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 24, issue 84, pages 135-172, July.
• Jiti Gao & Degui Li & Dag Tjostheim, 2009, "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2009-26.
• Nikolaos Askitas & Klaus F. Zimmermann, 2009, "Google Econometrics and Unemployment Forecasting," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 55, issue 2, pages 107-120.
• Shuddhasattwa Rafiq & Ruhul A. Salim, 2009, "Temporal Causality between Energy Consumption and Income in Six Asian Emerging Countries," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 55, issue 4, pages 335-350.
• Emilian Dobrescu, 2009, "Estimating the Total Factor Productivity in Romanian Economy," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 11, issue 26, pages 512-521, June.
• Lucian-Liviu Albu & Vasile Dinu, 2009, "How Deep and How Long Could Be the Recession in Romania," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 11, issue Number Sp, pages 675-683, November.
• Terence C. Mills, 2009, "Modelling trends and cycles in economic time series: historical perspective and future developments," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 3, issue 3, pages 221-244, October, DOI: 10.1007/s11698-008-0031-y.
• Paul Alagidede, 2009, "Are African Stock Markets Integrated with the Rest of the World?," The African Finance Journal, Africagrowth Institute, volume 11, issue 1, pages 37-53.
• Masuda, Tadayoshi & Goldsmith, Peter D., , "World Soybean Demand: An Elasticity Analysis and Long-Term Projections," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49490, DOI: 10.22004/ag.econ.49490.
• Belot, Michele & James, Jonathan, 2009, "Healthy School Meals And Educational Outcomes," Working Papers, American Association of Wine Economists, number 56207, Dec, DOI: 10.22004/ag.econ.56207.
• Balagtas, Joseph Valdes & Holt, Matthew T., None, "AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, volume 91, issue 01, pages 1-21, DOI: 10.22004/ag.econ.164070.
• Martin-Rodriguez, Gloria & Caceres-Hernandez, Jose Juan, 2009, "The Proportion of the Seasonal Period as a Season Index in Weekly Agricultural Data," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 49956, DOI: 10.22004/ag.econ.49956.
• Hassouneh, Islam & Serra, Teresa & Gil, Jose Maria, 2009, "Price transmission in the Spanish bovine sector: the BSE effect," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 50121, DOI: 10.22004/ag.econ.50121.
• Mugunieri, Godiah Lawrence & Obare, Gideon A. & Omamo, Steven Were, 2009, "Does the structure of agricultural science and technology policy system matter in developing country agricultural productivity growth trends? Evidence from Kenya and Uganda," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 50538, Jun, DOI: 10.22004/ag.econ.50538.
• Busse, Stefan & Ihle, Rico, 2009, "German Rapeseed Oil and Biodiesel Pricing under Changing Market Conditions: A Markov-switching Vector Error Correction Model Approach," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51032, DOI: 10.22004/ag.econ.51032.
• Loy, Jens-Peter & Pieniadz, Agata, 2009, "Optimal Grain Marketing Revisited: A German and Polish Perspective," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51058, DOI: 10.22004/ag.econ.51058.
• Vermeulen, Hester & Ndibongo Traub, Lulama & Meyer, Ferdinand H., 2009, "Impact Analysis Of Food Policy Response On Household Food Security: The Case Of South Africa’S Maize Subsector," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51396, DOI: 10.22004/ag.econ.51396.
• 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, Southern Agricultural Economics Association, volume 41, issue 01, pages 1-14, April, DOI: 10.22004/ag.econ.48760.
• Baek, Jungho & Koo, Won W., None, "On the Dynamic Relationship between U.S. Farm Income and Macroeconomic Variables," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 41, issue 2, DOI: 10.22004/ag.econ.53097.
• Orregaard Nielsen, Morten & Frederiksen, Per, 2009, "Fully Modied Narrow-Band Least Squares Estimation of Stationary Fractional Cointegration," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273647, Feb, DOI: 10.22004/ag.econ.273647.
• Jesper Christensen, Bent & Zhu, Jie & Orregaard Nielsen, Morten, 2009, "Long memory in stock market volatility and the volatility-in-mean effect: the FIEGARCH-M model," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273693, Jun, DOI: 10.22004/ag.econ.273693.
• Jansson, Michael & AYrregaard Nielsen, Morten, 2009, "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273699, Aug, DOI: 10.22004/ag.econ.273699.
• Frederiksen, Per & Nielsen, Frank S. & Orregaard Nielsen, Morten, 2009, "Local polynomial Whittle estimation of perturbed fractional processes," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273704, Sep, DOI: 10.22004/ag.econ.273704.
• Jansson, Michael & Orregaard Nielsen, Morten, 2009, "Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273720, Nov, DOI: 10.22004/ag.econ.273720.
• Bogdan Dima & Oana LobonÅ£ & Cristina Nicolescu, 2009, "The Fiscal Revenues And Public Expenditures: Is Their Evolution Sustenable? The Romanian Case," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 11, pages 1-42.
• Henrique Duarte Carvalho & Paulo Roberto Scalco & João Eustáquio de Lima, 2009, "Integração Espacial entre os Preços das Cestas Básicas nas Capitais da Região Sudeste do Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 10, issue 2, pages 373-399.
• Christopher Timmins & Wolfram Schlenker, 2009, "Reduced-Form Versus Structural Modeling in Environmental and Resource Economics," Annual Review of Resource Economics, Annual Reviews, volume 1, issue 1, pages 351-380, September.
• Yacine Ait-Sahalia & Jialin Yu, 2009, "High frequency market microstructure noise estimates and liquidity measures," Papers, arXiv.org, number 0906.1444, Jun.
• Hugo Rodríguez Mendizábal & Máximo Camacho & Gabriel Pérez Quirós, 2009, "Are the High-growth Recovery Periods Over?," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 772.09, Apr.
• Laura Mayoral, 2009, "Heterogeneous dynamics, aggregation and the persistence of economic shocks," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 786.09, Oct.
• Elisabeth T. Pereira & J. P. Cerdeira Bento & Ricardo Fernando Silva, 2009, "Cointegration and Asymmetric Adjustment between Output and Unemployment: an Application to the U.S. Economy," Working Papers de Economia (Economics Working Papers), Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro, number 52, Dec.
• Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2010, "Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency," Working Papers, University of Heidelberg, Department of Economics, number 0497, Mar.
• Jan P.A.M. Jacobs & Jenny E. Ligthart & Hendrik Vrijburg, 2009, "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper0915, Dec.
• Zhongfang He & John M. Maheu, 2009, "Real Time Detection of Structural Breaks in GARCH Models," Staff Working Papers, Bank of Canada, number 09-31, DOI: 10.34989/swp-2009-31.
• Fuchun Li & Greg Tkacz, 2009, "A Consistent Test for Multivariate Conditional Distributions," Staff Working Papers, Bank of Canada, number 09-34, DOI: 10.34989/swp-2009-34.
• Hasan Sahin & Ismail H. Genç, 2009, "An Empirical Analysis of Short Term Interest Rate Models for Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 107-119.
• Mert Ural, 2009, "Alternative Approaches for Estimating Value at Risk," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 63-86.
• Turhan Korkmaz & Emrah Ismail Çevik, 2009, "Volatility Spillover Effect from Volatility Implied Index to Emerging Markets," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 87-106.
• Maximo Camacho & Gabriel Perez-Quiros, 2009, "Ñ-STING: España Short Term INdicator of Growth," Working Papers, Banco de España, number 0912, Jun.
• Maximo Camacho & Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2009, "High-growth Recoveries, Inventories and the Great Moderation," Working Papers, Banco de España, number 0917, Aug.
• Andrea Silvestrini, 2009, "Seasonal adjustment of bank deposits and loans," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 42, Mar.
• Andrea Nobili, 2009, "Composite indicators for monetary analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 713, May.
• Benavides Guillermo & Capistrán Carlos, 2009, "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers, Banco de México, number 2009-01, Jan.
• Noriega Antonio E. & Ramos Francia Manuel, 2009, "On the dynamics of inflation persistence around the world," Working Papers, Banco de México, number 2009-02, Feb.
• Rangel José Gonzalo & Engle Robert F., 2009, "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers, Banco de México, number 2009-03, Feb.
• Capistrán Carlos & Constandse Christian & Ramos Francia Manuel, 2009, "Using Seasonal Models to Forecast Short-Run Inflation in Mexico," Working Papers, Banco de México, number 2009-05, Jul.
• Benavides Guillermo & Capistrán Carlos, 2009, "A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008," Working Papers, Banco de México, number 2009-10, Oct.
• Rangel José Gonzalo, 2009, "Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics," Working Papers, Banco de México, number 2009-15, Dec.
• Francq, Christian & Zakoïan, Jean-Michel, 2009, "Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons," Journal of the American Statistical Association, American Statistical Association, volume 104, issue 485, pages 313-324.
• Pesaran, M. Hashem & Timmermann, Allan, 2009, "Testing Dependence Among Serially Correlated Multicategory Variables," Journal of the American Statistical Association, American Statistical Association, volume 104, issue 485, pages 325-337.
• Fokianos, Konstantinos & Rahbek, Anders & Tjøstheim, Dag, 2009, "Poisson Autoregression," Journal of the American Statistical Association, American Statistical Association, volume 104, issue 488, pages 1430-1439.
• Anatolyev, Stanislav, 2009, "Nonparametric Retrospection and Monitoring of Predictability of Financial Returns," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 2, pages 149-160.
• Perron, Pierre & Yabu, Tomoyoshi, 2009, "Testing for Shifts in Trend With an Integrated or Stationary Noise Component," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 3, pages 369-396.
• Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009, "Real-Time Measurement of Business Conditions," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 417-427.
• Knüppel, Malte, 2009, "Testing Business Cycle Asymmetries Based on Autoregressions With a Markov-Switching Intercept," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 544-552.
• Sanvi Avouyi-Dovi & Bardos, M. & Caroline Jardet & Kendaoui, L. & Moquet , J., 2009, "Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector," Working papers, Banque de France, number 238.
• Simon Dubecq & Ghattassi, I., 2009, "Consumption-Wealth Ratio and Housing Prices," Working papers, Banque de France, number 264.
• Pamfili Antipa & Schalck, C., 2009, "Impact of Fiscal Policy on Residential Investment in France," Working papers, Banque de France, number 270.
• Maximo Camacho & Gabriel Pérez-Quirós & Hugo Rodríguez Mendizábal, 2015, "Are the high-growth recovery periods over?," Working Papers, Barcelona School of Economics, number 382, Sep.
• Laura Mayoral, 2015, "Heterogeneous dynamics, aggregation and the persistence of economic shocks," Working Papers, Barcelona School of Economics, number 400, Sep.
• Marco R Barassi & Dayong Zhang, 2009, "Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates," Discussion Papers, Department of Economics, University of Birmingham, number 09-17, Nov.
• Oğuz Atuk & Mustafa Utku Özmen, 2009, "Design and evaluation of core inflation measures for Turkey," IFC Working Papers, Bank for International Settlements, number 3, Mar.
• Carlos Capistrán & Manuel Ramos‐Francia, 2009, "Inflation Dynamics In Latin America," Contemporary Economic Policy, Western Economic Association International, volume 27, issue 3, pages 349-362, July, DOI: 10.1111/j.1465-7287.2008.00128.x.
• Helge Berger & Thomas Harjes, 2009, "Does Global Liquidity Matter for Monetary Policy in the Euro Area?," International Finance, Wiley Blackwell, volume 12, issue 1, pages 33-55, May, DOI: 10.1111/j.1468-2362.2009.01231.x.
• Francesco Audrino & Peter Bühlmann, 2009, "Splines for financial volatility," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 71, issue 3, pages 655-670, June, DOI: 10.1111/j.1467-9868.2009.00696.x.
• Siem Jan Koopman & Kai Ming Lee, 2009, "Seasonality with trend and cycle interactions in unobserved components models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 58, issue 4, pages 427-448, September, DOI: 10.1111/j.1467-9876.2009.00661.x.
• Philipp Sibbertsen & Robinson Kruse, 2009, "Testing for a break in persistence under long‐range dependencies," Journal of Time Series Analysis, Wiley Blackwell, volume 30, issue 3, pages 263-285, May, DOI: 10.1111/j.1467-9892.2009.00611.x.
• Christian Francq & Jean‐Michel Zakoïan, 2009, "Bartlett's formula for a general class of nonlinear processes," Journal of Time Series Analysis, Wiley Blackwell, volume 30, issue 4, pages 449-465, July, DOI: 10.1111/j.1467-9892.2009.00623.x.
• Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2009, "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 5, pages 683-713, October, DOI: 10.1111/j.1468-0084.2009.00557.x.
• Robert Stehrer & Julia Woerz, 2009, "Industrial Diversity, Trade Patterns, and Productivity Convergence," Review of Development Economics, Wiley Blackwell, volume 13, issue 2, pages 356-372, May, DOI: 10.1111/j.1467-9361.2008.00506.x.
• Nasri Harb, 2009, "Oil Exports, Non‐Oil GDP, and Investment in the GCC Countries," Review of Development Economics, Wiley Blackwell, volume 13, issue 4, pages 695-708, November, DOI: 10.1111/j.1467-9361.2009.00524.x.
• Thabo M. Mokoena & Rangan Gupta & Reneé Van Eyden, 2009, "Testing For Ppp Using Sadc Real Exchange Rates," South African Journal of Economics, Economic Society of South Africa, volume 77, issue 3, pages 351-362, September, DOI: 10.1111/j.1813-6982.2009.01220.x.
• Andrew Stuart Duncan & Guangling“dave” Liu, 2009, "Modelling South African Currency Crises As Structural Changes In The Volatility Of The Rand," South African Journal of Economics, Economic Society of South Africa, volume 77, issue 3, pages 363-379, September, DOI: 10.1111/j.1813-6982.2009.01215.x.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009, "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper, Norges Bank, number 2009/10, Jun.
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009, "Real-Time Inflation Forecasting in a Changing World," Working Paper, Norges Bank, number 2009/16, Aug.
• Zhijie Xiao, 2009, "Quantile Cointegrating Regression," Boston College Working Papers in Economics, Boston College Department of Economics, number 708, Jan.
• Ted Juhl & Zhijie Xiao, 2009, "Tests for Changing Mean with Monotonic Power," Boston College Working Papers in Economics, Boston College Department of Economics, number 709, Jun.
• Zhijie Xiao & Roger Koenker, 2009, "Conditional Quantile Estimation for GARCH Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 725, Mar.
• George Hondroyiannis, 2009, "Fertility Determinants and Economic Uncertainty:An Assessment Using European Panel Data," Working Papers, Bank of Greece, number 96, Apr.