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

• 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 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 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 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.
• Yegnanew A Shiferaw, 2025, "Unravelling the spatiotemporal dynamics of unemployment rates in district municipalities in South Africa: A disaggregated analysis for informed policymaking," ERSA Working Paper Series, Economic Research Southern Africa, number 140, Oct.
• 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(0x928965c0), 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 2, 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.
• Hans J. Skaug & Jun Yu, 2009, "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers, Singapore Management University, School of Economics, number 15-2009, Nov.
• Jun Yu, 2009, "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Working Papers, Singapore Management University, School of Economics, number 16-2009, Nov.
• Peter C.B. PHILIPS & Yangru WU & Jun YU, 2009, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers, Singapore Management University, School of Economics, number 19-2009, Nov.
• Jun YU, 2009, "Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results," Working Papers, Singapore Management University, School of Economics, number 21-2009, Nov.
• Peter C.B.Phillips & Ioannis Kasparis, 2009, "Dynamic Misspecification in Nonparametric Cointegrating Regression," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-01-2009, Jan.
• Peter C.B.Phillips & Yangru Wu & Jun Yu, 2009, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-03-2008, Apr.
• Jun Yu, 2009, "Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-04-2009, Apr.
• Peter C.B.Phillips & Tassos Magdalinos, 2009, "Econometric Inference in the Vicinity of Unity," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-06-2009, Apr.
• Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009, "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers, Swiss National Bank, number 2009-03.
• Sule Akkoyunlu & Frank R. Lichtenberg & Boriss Siliverstovs & Peter Zweifel, 2009, "Spurious correlation in estimation of the health production function: A note," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0903, Feb.
• Rajiv Sethi & Rohini Somanathan, 2009, "Racial Inequality and Segregation Measures: Some Evidence from the 2000 Census," The Review of Black Political Economy, Springer;National Economic Association, volume 36, issue 2, pages 79-91, June, DOI: 10.1007/s12114-009-9042-6.
• Enzo Giacomini & Michael Handel & Wolfgang K. Härdle, 2009, "Time Dependent Relative Risk Aversion," Contributions to Economics, Springer, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth, "Risk Assessment", DOI: 10.1007/978-3-7908-2050-8_3.
• 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.
• Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009, "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1652R, Oct.
• Qiying Wang & Peter C. B. Phillips, 2009, "Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1687, Jan.
• Xu Cheng & Peter C. B. Phillips, 2009, "Cointegrating Rank Selection in Models with Time-Varying Variance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1688, Jan.
• Peter C. B. Phillips, 2009, "Bootstrapping I(1) Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1689, Jan.
• Liudas Giraitis & Peter C. B. Phillips, 2009, "Mean and Autocovariance Function Estimation Near the Boundary of Stationarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1690, Jan.
• Xiaohong Chen & Wei Biao Wu & Yanping Yi, 2009, "Efficient Estimation of Copula-based Semiparametric Markov Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1691, Feb, revised Mar 2009.
• Xiaohong Chen & Lars Peter Hansen & Jose Scheinkman, 2009, "Principal Components and Long Run Implications of Multivariate Diffusions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1694, Apr.
• Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1699, Jun.
• Ioannis Kasparis & Peter C.B. Phillips, 2009, "Dynamic Misspecification in Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1700, Jun.
• Chunrong Ai & Xiaohong Chen, 2009, "Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1731, Oct.
• 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.
• Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009, "Central bank FOREX interventions assessed using realized moments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 1, pages 112-127, February.
• Ciarlone, Alessio & Piselli, Paolo & Trebeschi, Giorgio, 2009, "Emerging markets' spreads and global financial conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 2, pages 222-239, April.
• Gnabo, Jean-Yves & Teiletche, Jérôme, 2009, "Foreign-exchange intervention strategies and market expectations: insights from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 3, pages 432-446, July.
• Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros, 2009, "Do real interest rates converge? Evidence from the European union," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 3, pages 447-460, July.
• Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009, "The cyclical component factor model," International Journal of Forecasting, Elsevier, volume 25, issue 1, pages 119-127.
• Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J., 2009, "Hierarchical forecasts for Australian domestic tourism," International Journal of Forecasting, Elsevier, volume 25, issue 1, pages 146-166.
• Morana, Claudio, 2009, "On the macroeconomic causes of exchange rate volatility," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 328-350.
• Lahiani, A. & Scaillet, O., 2009, "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 418-428.
• Kocenda, Evzen & Poghosyan, Tigran, 2009, "Macroeconomic sources of foreign exchange risk in new EU members," Journal of Banking & Finance, Elsevier, volume 33, issue 11, pages 2164-2173, November.