Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

2009

• M. Marzo & P. Zagaglia, 2009, "A further look at the 2004 reform of the operational framework of the ECB," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 659, Mar.
• Mohitosh Kejriwal & Pierre Perron, 2009, "A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2009-005, Feb.
• Evarist Stoja & Arnold Polanski, 2009, "Dynamic Density Forecasts for Multivariate Asset Returns," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/616, Sep.
• Zisimos Koustas & Jean-Francois Lamarche, 2009, "Instrumental variable estimation of a nonlinear Taylor rule," Working Papers, Brock University, Department of Economics, number 0909, Dec, revised Jul 2010.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009, "Private information, stock markets, and exchange rates," Working Papers, Monetary Policy Group, Bank of Thailand, number 2009-07, Jul.
• Vladimir Borgy & Valérie Mignon, 2009, "Taux d'intérêt et marchés boursiers : une analyse empirique de l'intégration financière internationale," Economie & Prévision, La Documentation Française, volume 0, issue 1, pages 105-121.
• Laurent Ferrara, 2009, "Caractérisation et datation des cycles économiques en zone euro," Revue économique, Presses de Sciences-Po, volume 60, issue 3, pages 703-712.
• Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2009, "AK growth models: new evidence based on fractional integration and breaking trends," Recherches économiques de Louvain, De Boeck Université, volume 75, issue 2, pages 131-149.
• Françoise Charpin, 2009, "Estimation précoce de la croissance. De la régression LARS au modèle à facteurs," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 31-48.
• Parail, V., 2009, "Can Merchant Interconnectors Deliver Lower and More Stable Prices? The Case of NorNed," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0947, Nov.
• Ajimuda Olumide, 2009, "Price Volatility, Expectations and Monetary Policy in Nigeria," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, volume 1, pages 109-140, May.
• Amaranta Melchor del Río & Susanne Thorwarth, 2009, "Tomatoes or tomato pickers? Free trade and migration between Mexico and the United States," Journal of Applied Economics, Universidad del CEMA, volume 12, pages 109-135, May.
• Christos Agiakloglou & Sotiris Karkalakos, 2009, "A spatial and economic analysis for telecommunications: Evidence from the European Union," Journal of Applied Economics, Universidad del CEMA, volume 12, pages 11-32, May.
• Peter M Robinson, 2009, "Correlation Testing in Time Series, SpatialandCross-Sectional Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 530, Jan.
• Walter Kraemer, 2008, "Long Memory with Markov-Switching GARCH," CESifo Working Paper Series, CESifo, number 2225.
• Nannette Lindenberg & Frank Westermann, 2009, "Common Trends and Common Cycles among Interest Rates of the G7-Countries," CESifo Working Paper Series, CESifo, number 2532.
• Gabriella Deborah Legrenzi, 2009, "Asymmetric and Non-Linear Adjustments in Local Fiscal Policy," CESifo Working Paper Series, CESifo, number 2550.
• Helmut Lütkepohl & Fang Xu, 2009, "The Role of the Log Transformation in Forecasting Economic Variables," CESifo Working Paper Series, CESifo, number 2591.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Multi-Factor Gegenbauer Processes and European Inflation Rates," CESifo Working Paper Series, CESifo, number 2648.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Long Memory in US Real Output per Capita," CESifo Working Paper Series, CESifo, number 2671.
• Marc Gronwald & Janina Ketterer, 2009, "Evaluating Emission Trading as a Policy Tool - Evidence from Conditional Jump Models," CESifo Working Paper Series, CESifo, number 2682.
• Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009, "Inflation and Inflation Uncertainty in the Euro Area," CESifo Working Paper Series, CESifo, number 2720.
• Sasa Zikovic & Randall Filer, 2009, "Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets," CESifo Working Paper Series, CESifo, number 2820.
• Marc Gronwald, 2009, "Jumps in Oil Prices- Evidence and Implications," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 75.
• David E. Allen & Michael McAleer & Marcel Scharth, 2009, "Realized Volatility Risk," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-197, Dec, revised Jan 2010.
• Susmita Dasgupta & Benoit Laplante & Siobhan Murray & David Wheeler, 2009, "Climate Change and the Future Impacts of Storm-Surge Disasters in Developing Countries," Working Papers, Center for Global Development, number 182, Sep.
• Giovanni BARONE-ADESI & Helyette GEMAN & John THEAL, 2009, "On the Lease Rate, the Convenience Yield and Speculative Effects in the Gold Futures Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-07, Mar.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009, "From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say?," Working Papers, CEPII research center, number 2009-01, Jan.
• Myriam Blin & Bazoumana Ouattara, 2009, "Foreign Direct Investment and Economic Growth in Mauritius: Evidence from Bounds Test Cointegration," Economie Internationale, CEPII research center, issue 117, pages 47-61.
• Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009, "Nonlinearity and Temporal Dependence," CIRANO Working Papers, CIRANO, number 2009s-17, May.
• Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2009, "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," CIRANO Working Papers, CIRANO, number 2009s-18, May.
• Jeroen Rombouts & Lars Stentoft, 2009, "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," CIRANO Working Papers, CIRANO, number 2009s-19, May.
• Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009, "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics, Canadian Economics Association, volume 42, issue 3, pages 1132-1149, August, DOI: 10.1111/j.1540-5982.2009.01541.x.
• F. Crudu, 2009, "GMM, Generalized Empirical Likelihood, and Time Series," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200912.
• José R. Sánchez-Fung, 2009, "Modelación de la inversión en Centroamérica y la República Dominicana," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• jair Ojeda Joya, 2009, "Purchasing Power Parity and Breaking Trend Functions in the Real Exchange Rate," Borradores de Economia, Banco de la Republica, number 5521, May.
• Jos� Eduardo G�mez Gonz�lez & In�s Paola Orozco, 2009, "Un Modelo de Alerta Temprana para el Sistema Financiero Colombiano," Borradores de Economia, Banco de la Republica, number 5544, May.
• Ignacio Lozano & Enrique Cabrera, 2009, "Una nota sobre la sostenibilidad fiscal y el nexo entre los ingresos y gastos del Gobierno Colombiano," Borradores de Economia, Banco de la Republica, number 6126, Nov.
• Juan Jos� Echavarr�a & Enrique L�pez E. & Martha Misas A., 2009, "Intervenciones cambiarias y pol�tica monetaria en Colombia. Un an�lisis de VAR estructural," Borradores de Economia, Banco de la Republica, number 6127, Nov.
• Catherine Fayad Hernández & Roberto Carlos Fortich Mesa & Ignacio Vélez - Pareja, 2009, "Proyección De La Tasa De Cambio De Colombia Bajo Condiciones De Ppa: Evidencia Empírica Usando Var," Estudios Gerenciales, Universidad Icesi.
• David Mauricio Rivera Palacio, 2009, "Modelacion del efecto del día de la semana para los índices accionarios de Colombia mediante un modelo STAR GARCH," Revista de Economía del Rosario, Universidad del Rosario.
• Andrés Eduardo Rangel Jiménez, 2009, "¿Histéresis en la tasa de desempleo de Bogotá? Consideraciones sobre el uso de los test ADF y Zivot-Andrews," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• Catherine Fayad & Roberto Fortich & Ignacio Velez-Pareja, 2009, "Proyeccion de la tasa de cambio de Colombia bajo condiciones de PPA: evidencia empirica y demostracion econometrica mediante VAR," Documentos de Trabajo, Universidad Tecnológica de Bolívar, number 5293, Feb.
• Milena Hoyos & Johanna Ramos & Lorena Vivas, 2009, "Un modelo SETAR para el PIB Colombiano," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 6160, May.
• Jaime Silva González, 2009, "Estimación de la tasa de cambio real de equilibrio: aplicación a Colombia," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-35.
• Guido Gabriel González Casares & Marlon Andrés Viera Mendoza & Xavier Ordenana Rodríguez, 2009, "El destino de las remesas en Ecuador: Un análisis microeconómico sobre los factores que determinan su utilización en actividades de inversión," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-37.
• José Luis Ramos Ruiz & Raimundo Abello Llanos & Gustavo Rodríguez Albor, 2009, "Posibilidades de transformación productiva y desarrollo tecnológico del Caribe colombiano," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-40.
• Paola Roldán Vásquez & Carlos Ospino Hernández, 2009, "¿Quiénes terminan en la informalidad?: Impacto de las características y el tiempo de búsqueda," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-32.
• Gustavo Solórzano Andrade & Iván Rivadeneyra Camino & Luis Ángel Guamán Lazo, 2009, "Cambio estructural en la competitividad ecuatoriana después de la dolarización," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1.
• ROMBOUTS, Jeroen V.K. & STENTOFT, Lars, 2009, "Bayesian option pricing using mixed normal heteroskedasticity models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009013, Mar.
• BAUWENS, Luc & ROMBOUTS, Jeroen, 2009, "On marginal likelihood computation in change-point models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009061, Oct.
• Muellbauer, John & Aron, Janine, 2009, "Some Issues in Modeling and Forecasting Inflation in South Africa," CEPR Discussion Papers, Centre for Economic Policy Research, number 7183, Feb.
• Pérez-Quirós, Gabriel & Camacho, Máximo, 2009, "Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 7343, Jun.
• Ferrara, Laurent & Darné, Olivier, 2009, "Identification of slowdowns and accelerations for the euro area economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 7376, Jul.
• Nael Al-Anaswah & Bernd Wilfling, 2009, "Identification of speculative bubbles using state-space models with Markov-switching," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0309, Sep.
• Tino Berger & Bernd Kempa, 2009, "A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0509, Aug.
• 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.
• Tommaso Proietti, 2009, "Structural Time Series Models for Business Cycle Analysis," Palgrave Macmillan Books, Palgrave Macmillan, chapter 9, in: Terence C. Mills & Kerry Patterson, "Palgrave Handbook of Econometrics", DOI: 10.1057/9780230244405_9.
• Manoj K. Pandey & Charanjit Kaur, 2009, "Investigating Suicidal Trend and its Economic Determinants: Evidence from India," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2009-08.
• Jose Oliver Q. Suaiso & Dennis S. Mapa, 2009, "Measuring market risk using extreme value theory," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 46, issue 2, pages 91-121, December.
• Muhammad Zakaria & Bashir Ahmed Fida, 2009, "Democratic Institutions and Variability of Economic Growth in Pakistan: Some Evidence from the Time-series Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 48, issue 3, pages 269-289.
• 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.