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

• Mohitosh Kejriwal, 2009, "The Nature of Persistence in Euro Area Inflation: A Reconsideration," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1218, Mar.
• Mohitosh Kejriwal & Pierre Perron & Jing Zhou, 2009, "Wald Tests for Detecting Multiple Structural Changes in Persistence," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1223, Aug.
• Mohitosh Kejriwal & Claude Lopez, 2009, "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1227, Dec.
• Bent Jesper Christensen & Jie Zhu & Morten Ø. Nielsen, 2009, "Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model," Working Paper, Economics Department, Queen's University, number 1207, Jun.
• Michael Jansson & Morten Ø. Nielsen, 2009, "Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis," Working Paper, Economics Department, Queen's University, number 1213, Aug.
• Frank S. Nielsen & Morten Ø. Nielsen & Per Houmann Frederiksen, 2009, "Local Polynomial Whittle Estimation Of Perturbed Fractional Processes," Working Paper, Economics Department, Queen's University, number 1218, Sep.
• Michael Jansson & Morten Ø. Nielsen, 2009, "Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots," Working Paper, Economics Department, Queen's University, number 1224, Nov.
• Moritz Cruz, 2009, "Liberalizacion financiera y el sentimiento del mercado: el caso de la economia mexicana," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 5, issue 2, pages 23-45, Enero-Jun.
• Don Harding & Adrian Pagan, 2009, "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series, National Centre for Econometric Research, number 39, Jan, revised 02 Jul 2009.
• Adam Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2009, "Evaluating multivariate volatility forecasts," NCER Working Paper Series, National Centre for Econometric Research, number 41, Feb, revised 25 Nov 2009.
• Adam Clements & Ralf Becker, 2009, "A nonparametric approach to forecasting realized volatility," NCER Working Paper Series, National Centre for Econometric Research, number 43, May.
• Adam Clements & Annastiina Silvennoinen, 2009, "On the economic benefit of utility based estimation of a volatility model," NCER Working Paper Series, National Centre for Econometric Research, number 44, Jul.
• Ralf Becker & Adam Clements & Christopher Coleman-Fenn, 2009, "Forecast performance of implied volatility and the impact of the volatility risk premium," NCER Working Paper Series, National Centre for Econometric Research, number 45, Jul.
• Vlad Pavlov & Stan Hurn, 2009, "Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy," NCER Working Paper Series, National Centre for Econometric Research, number 52, Dec.
• Ramírez Carrera, Dionisio & Rodríguez, Gabriel, 2009, "Have European Unemployment Rates Converged?," Working Papers, Banco Central de Reserva del Perú, number 2009-007, Mar.
• Humala, Alberto & Rodríguez, Gabriel, 2009, "Foreign Exchange Intervention and Exchange Rate Volatility in Peru," Working Papers, Banco Central de Reserva del Perú, number 2009-008, Mar.
• Rodríguez, Gabriel, 2009, "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Working Papers, Banco Central de Reserva del Perú, number 2009-010, Apr.
• Rodríguez, Gabriel, 2009, "Estimating Output Gap, Core Inflation, and the NAIRU for Peru," Working Papers, Banco Central de Reserva del Perú, number 2009-011, Apr.
• Rajeev Dhawan & Karsten Jeske & Pedro Silos, 2009, "Code and data files for "Productivity, Energy Prices, and the Great Moderation: A New Link"," Computer Codes, Review of Economic Dynamics, number 09-14, revised .
• Yuriy Gorodnichenko & Olivier Coibion, 2009, "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation," 2009 Meeting Papers, Society for Economic Dynamics, number 21.
• Serkan Yiğit & K. Azim Özdemir, 2009, "Inflation Targeting And Exchange Rate Dynamics: Evidence From Turkey," 2009 Meeting Papers, Society for Economic Dynamics, number 286.
• Elif C. Arbatli, 2009, "Futures Markets, Oil Prices, and the Intertemporal Approach to the Current Account," 2009 Meeting Papers, Society for Economic Dynamics, number 406.
• Cristiana Tudor, 2009, "Understanding the Roots of the US Subprime Crisis and its Subsequent Effects," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 12, issue 31, pages 115-143, (1).
• Sasa Zikovic & Bora Aktan, 2009, "Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 27, issue 1, pages 149-170.
• Kuan-Min Wang & Yuan-Ming Lee, 2009, "A measure of marketing price transmission in the rice market of Taiwan," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 27, issue 2, pages 311-326.
• Ramazan Gencay & Nikola Gradojevic, 2009, "Errors-in-Variables Estimation with No Instruments," Working Paper series, Rimini Centre for Economic Analysis, number 30_09, Jan.
• Dean Fantazzini, 2009, "Credit Risk Management (Cont.)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 13, issue 1, pages 105-138.
• Dean Fantazzini, 2009, "Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 14, issue 2, pages 100-127.
• Alexandre Subbotin, 2009, "Volatility Models: from Conditional Heteroscedasticity to Cascades at Multiple Horizons," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 15, issue 3, pages 94-138.
• Jungho Baek & Won W. Koo, 2009, "A Dynamic Approach to the FDI-Environment Nexus: The Case of China and India," East Asian Economic Review, Korea Institute for International Economic Policy, volume 13, issue 2, pages 87-106, DOI: 10.11644/KIEP.JEAI.2009.13.2.202.
• Sang Hoon Kang & Seong-Min Yoon, 2009, "Modeling and Forecasting the Volatility of Eastern European Emerging Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 13, issue 1, pages 113-132, DOI: 10.11644/KIEP.JEAI.2009.13.1.198.
• Antti Sorjamaa & Paul Merlin & Bertrand Maillet & Amaury Lendasse, 2009, "A Non-Linear Approach for Completing Missing Values in Temporal Databases," European Journal of Economic and Social Systems, Lavoisier, volume 22, issue 1, pages 99-117.
• Alejandro Mercado & Javier Aliaga, 2009, "Short-Run Oil Price Drivers: South America’s Energy Integration," Documentos de trabajo, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, number 10/2009, Jul.
• Muhammad Zakaria & Eatzaz Ahmad, 2009, "Productivity Shocks and Nominal Exchange Rate Variability: a Case Study of Pakistan," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 175-189.
• Andrea Ingianni & Václav Žd’árek, 2009, "Real Convergence in the New Member States: Myth or Reality?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 294-320.
• Alejandro F. Mercado & F. Javier Aliaga, 2009, "Short-Run Oil Price Drivers: South America's Energy Integration," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 12, pages 219-239.
• Mario Gómez & José Carlos Rodríguez, 2009, "Innovative activity in NAFTA and EU countries: an analysis of structural change in patent granted trends," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 41-56.
• Charemza, Wojciech & Makarova, Svetlana, 2009, "Nonlinear Inflationary Persistence and Growth: Theory and Empirical Comparative Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 5-22, June.
• Scutaru, Cornelia & Saman, Corina & Stanica, Cristian, 2009, "The Relation between Predictability and Complexity: Domestic and Public Consumption in the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 3, pages 34-46, September.
• Dobrescu, Emilian, 2009, "Measuring the Interaction of Structural Changes with Inflation," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 5, pages 5-99.
• Saman, Corina, 2009, "Influenta Incertitudinii Macroeconomice asupra Investitiilor - analiza empirica in cazul Romaniei," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 092202, Nov.
• Pecican, Eugen Stefan, 2009, "Indicatori privind convergenta reala si aplicatiile acestora," Studii Economice, Institutul National de Cercetari Economice (INCE), number 091004, Oct.
• Nikos Askitas & Klaus F. Zimmermann, 2009, "Google Econometrics and Unemployment Forecasting," RatSWD Research Notes, German Data Forum (RatSWD), number 41.
• Silvia Nenci, 2009, "Tariff liberatization and the growth of word trade: A comparative historiocal analysis to evaluate the multilateral trading system," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0110.
• M. Fr Mmel & R. Kruse, 2009, "Interest rate convergence in the EMS prior to European Monetary Union," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 09/610, May.
• John W. M. Mwamba & Mathias Manguzvane, 2018, "Modelling systemic risk in the South African Banking Sector Using CoVar," ERSA Working Paper Series, Economic Research Southern Africa, number 140, Feb.
• 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(0x913d1720), 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.
• Joakim Westerlund & Mauro Costantini, 2009, "Panel cointegration and the neutrality of money," Empirical Economics, Springer, volume 36, issue 1, pages 1-26, February, DOI: 10.1007/s00181-007-0181-y.
• Aránzazu Juan & Antonio Arroyo, 2009, "European incomplete catching-up," Empirical Economics, Springer, volume 36, issue 2, pages 385-402, May, DOI: 10.1007/s00181-008-0201-6.
• Marc Gronwald, 2009, "Reconsidering the macroeconomics of the oil price in Germany: testing for causality in the frequency domain," Empirical Economics, Springer, volume 36, issue 2, pages 441-453, May, DOI: 10.1007/s00181-008-0204-3.
• Chengsi Zhang & Joel Clovis, 2009, "Modeling US inflation dynamics: persistence and monetary policy regimes," Empirical Economics, Springer, volume 36, issue 2, pages 455-477, May, DOI: 10.1007/s00181-008-0205-2.
• Paresh Narayan & Seema Narayan & Vinod Mishra, 2009, "Estimating money demand functions for South Asian countries," Empirical Economics, Springer, volume 36, issue 3, pages 685-696, June, DOI: 10.1007/s00181-008-0219-9.
• Muthi Samudram & Mahendhiran Nair & Santha Vaithilingam, 2009, "Keynes and Wagner on government expenditures and economic development: the case of a developing economy," Empirical Economics, Springer, volume 36, issue 3, pages 697-712, June, DOI: 10.1007/s00181-008-0214-1.
• Hyeon-seung Huh & Hyun Lee & Namkyung Lee, 2009, "Nonlinear Phillips curve, NAIRU and monetary policy rules," Empirical Economics, Springer, volume 37, issue 1, pages 131-151, September, DOI: 10.1007/s00181-008-0226-x.
• Beate Schirwitz, 2009, "A comprehensive German business cycle chronology," Empirical Economics, Springer, volume 37, issue 2, pages 287-301, October, DOI: 10.1007/s00181-008-0233-y.
• Josep Carrion-i-Silvestre & Vicente German-Soto, 2009, "Panel data stochastic convergence analysis of the Mexican regions," Empirical Economics, Springer, volume 37, issue 2, pages 303-327, October, DOI: 10.1007/s00181-008-0234-x.
• Christian Aßmann & Jens Hogrefe & Roman Liesenfeld, 2009, "The decline in German output volatility: a Bayesian analysis," Empirical Economics, Springer, volume 37, issue 3, pages 653-679, December, DOI: 10.1007/s00181-008-0251-9.
• Alessandra Amendola & Christian Francq, 2009, "Concepts of and tools for Nonlinear Time-Series Modelling," Post-Print, HAL, number hal-05417886, Aug, DOI: 10.1002/9780470748916.ch10.
• Christian Francq & Jean‐michel Zakoïan, 2009, "Bartlett's formula for a general class of nonlinear processes," Post-Print, HAL, number hal-05417890, Jun, DOI: 10.1111/j.1467-9892.2009.00623.x.
• Christian Francq & Jean-Michel Zakoïan, 2009, "Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons," Post-Print, HAL, number hal-05417892, Mar, DOI: 10.1198/jasa.2009.0117.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Post-Print, HAL, number halshs-00389789, May.
• Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2009, "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Post-Print, HAL, number halshs-00404386, DOI: 10.2298/PAN0902241E.
• Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009, "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area," Post-Print, HAL, number halshs-00423890, Aug.
• Olivier Darné & Amélie Charles, 2009, "Large shocks in U.S. macroeconomic time series: 1860–1988," Working Papers, HAL, number hal-00422502.
• Fredj Jawadi & Georges Prat, 2009, "Nonlinear Stock Price Adjustment in the G7 Countries," Working Papers, HAL, number hal-04140874.
• Jacques Jaussaud & Serge Rey, 2009, "Long-Run Determinants of Japanese Import Flows from USA and China : A Sectoral Approach," Working papers of CATT, HAL, number hal-01880360.
• Jacques Jaussaud & Serge Rey, 2009, "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Working papers of CATT, HAL, number hal-01880362, Nov.
• Michael Funke & Roberta Colavecchio, 2009, "Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20903, Mar.
• Sibbertsen, Philipp & Willert, Juliane, 2009, "Testing for a break in persistence under long-range dependencies and mean shifts," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-422, Jul.
• Kuswanto, Heri, 2009, "A New Simple Test Against Spurious Long Memory Using Temporal Aggregation," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-425, Aug.
• Kuswanto, Heri & Sibbertsen, Philipp, 2009, "Testing for Long Memory Against ESTAR Nonlinearities," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-427, Aug.
• Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson, 2009, "Forecasting long memory time series under a break in persistence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-433, Nov.
• Tsiaras, Leonidas, 2009, "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2009-02, Mar.
• Widerberg, Anna & Wråke, Markus, 2009, "The Impact of the EU Emissions Trading System on CO2 Intensity in Electricity Generation," Working Papers in Economics, University of Gothenburg, Department of Economics, number 361, Jun.
• Westerlund, Joakim & Costantini, Mauro & Narayan, Paresh & Popp, Stephan, 2009, "Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production," Working Papers in Economics, University of Gothenburg, Department of Economics, number 377, Sep.
• Westerlund, Joakim, 2009, "Testing for Unit Roots in Panel Time Series Models with Multiple Breaks," Working Papers in Economics, University of Gothenburg, Department of Economics, number 384, Sep.
• Jawadi, Fredj & Leoni, Patrick, 2009, "Threshold cointegration relationships between oil and stock markets," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2009, Jan.
• Marzo, Massimiliano & Zagaglia, Paolo, 2009, "The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They?," Research Papers in Economics, Stockholm University, Department of Economics, number 2009:1, Jan.
• Marzo, Massimiliano & Zagaglia, Paolo, 2009, "A Further Look at the 2004 Reform of the Operational Framework of the ECB," Research Papers in Economics, Stockholm University, Department of Economics, number 2009:8, Feb.
• Zagaglia, Paolo, 2009, "Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil?," Research Papers in Economics, Stockholm University, Department of Economics, number 2009:11, Apr.
• Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009, "Value at Risk for Large Portfolios," Umeå Economic Studies, Umeå University, Department of Economics, number 769, Apr.
• Lönnbark, Carl, 2009, "On risk prediction," Umeå Economic Studies, Umeå University, Department of Economics, number 770, May.
• D. Ventosa-Santaulària, 2009, "Spurious Regression," Journal of Probability and Statistics, Hindawi, volume 2009, pages 1-27, August, DOI: 10.1155/2009/802975.
• Kurozumi, Eiji, 2009, "Construction of Stationarity Tests with Less Size Distortions," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 50, issue 1, pages 87-105, June, DOI: 10.15057/17465.
• Frank Leung & Kevin Chow & Simon Chan, 2009, "Measures of Trend Inflation in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0907, Apr.
• Dong He & Zhiwei Zhang & Honglin Wang, 2009, "Hong Kong's Financial Market Interactions with the US and Mainland China in Crisis and Tranquil Times," Working Papers, Hong Kong Monetary Authority, number 0910, Jun.
• Roberta Colavecchio & Michael Funke, 2009, "Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets," Working Papers, Hong Kong Institute for Monetary Research, number 112009, Feb.
• Gurnain Kaur Pasricha, 2009, "Bank Competition and International Financial Integration:Evidence Using a New Index," Working Papers, Hong Kong Institute for Monetary Research, number 242009, Jul.
• Teresa Leal Linares & Javier J. Pérez, 2009, "Un sistema ARIMA con agregación temporal para la previsión y el seguimiento del déficit del Estado," Hacienda Pública Española / Review of Public Economics, IEF, volume 190, issue 3, pages 27-58, June.
• Isao Ishida & Toshiaki Watanabe, 2009, "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-032, Feb.
• Hiroki Masuda & Takayuki Morimoto, 2009, "An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-033, Feb.
• Fulvio Corsi & Davide Pirino & Roberto Reno, 2009, "Volatility Forecasting: The Jumps Do Matter," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-036, Mar.
• Drew Creal & Siem Jan Koopman & Andre Lucas, 2009, "A General Framework for Observation Driven Time-Varying Parameter Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-038, Mar.
• Toshiaki Watanabe & Masato Ubukata, 2009, "Option Pricing Using Realized Volatility and ARCH Type Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-066, Apr.
• Eiji Kurozumi & Shinya Tanaka, 2009, "Reducing the Size Distortion of the KPSS Test," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-085, Sep.
• Kunz, Marcus, 2009, "Disparities, persistence and dynamics of regional unemployment rates in Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200908.
• Kunz, Marcus, 2009, "Unemployment dynamics in West Germany : do districts adjust differently than larger regional units?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200911.
• Kunz, Marcus, 2009, "Sources for regional unemployment disparities in Germany : lagged adjustment processes, exogenous shocks or both?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200919.
• Richard T. Baille & Claudio Morana, 2009, "Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 06-2009, May.
• Bouezmarni, Taoufik & Van Bellegem, Sébastien, 2009, "Nonparametric Beta Kernel Estimator for Long Memory Time Series," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 633, Sep, revised 10 Jun 2026.
• P.W. Novianti & Suhartono, 2009, "Modeling of Indonesia Consumer Price Index Using Multi Input Intervention Model," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 12, issue 1, pages 75-96, July, DOI: https://doi.org/10.21098/bemp.v12i1.
• Emilios Avgouleas & Stavros Degiannakis, 2009, "Trade transparency and trading volume: the possible impact of the financial instruments markets directive on the trading volume of EU equity markets," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 1, issue 1, pages 96-123.
• Nannette Lindenberg & Frank Westermann, 2009, "Common Trends and Common Cycles among Interest Rates of the G7-Countries," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 77, Jan.
• Jin Seo Cho & Halbert White, 2009, "Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models," Discussion Paper Series, Institute of Economic Research, Korea University, number 0912.
• Xiaohong Chen & Wei Biao Wu Wu & Yanping Yi, 2009, "Efficient estimation of copula-based semiparametric Markov models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/09, Mar.
• Xiaohong Chen & Demian Pouzo, 2009, "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/09, Jul.
• Chunrong Ai & Xiaohong Chen, 2009, "Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP28/09, Oct.
• Kunst, Robert M., 2009, "A Nonparametric Test for Seasonal Unit Roots," Economics Series, Institute for Advanced Studies, number 233, Jan.
• Skriner, Edith, 2009, "Competitiveness and Specialisation of the Austrian Export Sector. A Constant-Market-Shares Analysis," Economics Series, Institute for Advanced Studies, number 235, Feb.
• Burcu ÖZCAN & Veli YILANCI, 2009, "Türk hisse senedi piyasasının zayıf formda etkinliğinin testi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 274, pages 100-115.
• Turhan KORKMAZ & Sedat ERDOĞAN & Emrah İsmail ÇEVİK, 2009, "VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 274, pages 7-32.
• Cem DOĞAN & Derya ERSEL, 2009, "Türkiye’nin dış ticaret dengesinin Box-Jenkins modelleriyle tahmini," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 276, pages 52-73.
• A. Duygu AYHAN & Adnan KASMAN, 2009, "De Jure ve De Facto kur rejimlerinin makroekonomik değişkenlerin oynaklığına etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 278, pages 46-69.
• Marcela Sabaté, 2009, "Vertical Specialization and Nonstationarities in International Trade Series," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp309, Nov.
• Khurshid M. Kiani, 2009, "Asymmetries in Macroeconomic Time Series in Eleven Asian Economies," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 8, issue 1, pages 37-54, April.
• Bettina Becker & Stephen G. Hall, 2009, "A new look at economic convergence in Europe: a common factor approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 1, pages 85-97, DOI: 10.1002/ijfe.364.
• Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2009, "A New Method for Identifying the Effects of Foreign Exchange Interventions," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-06, Feb.
• Florin-Marius PAVELESCU, 2009, "Savings-Investments Relationship in an Open Economy," Romanian Journal of Economics, Institute of National Economy, volume 29, issue 2(38), pages 85-106, December.
• Benavides, Guillermo, 2009, "Predictive Accuracy of Futures Options Implied Volatility: the Case of the Exchange Rate Futures Mexican Peso-Us Dollar," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 09, pages 55-95, segundo s.
• Ebru Caglayan & Tugba Dayioglu, 2009, "Doviz Kuru Getiri Volatilitesinin Kosullu Degisen Varyans Modelleri ile Ongorusu," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 9, issue 1, pages 1-16, May.
• Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag, 2009, "Forecasting The Exchange Rate Series With Ann: The Case Of Turkey," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 9, issue 1, pages 17-29, May.
• Askitas, Nikos & Zimmermann, Klaus F., 2009, "Google Econometrics and Unemployment Forecasting," IZA Discussion Papers, IZA Network @ LISER, number 4201, Jun.
• Askitas, Nikos & Zimmermann, Klaus F., 2009, "Prognosen aus dem Internet: Weitere Erholung am Arbeitsmarkt erwartet," IZA Standpunkte, Institute of Labor Economics (IZA), number 13, Jun.
• Askitas, Nikos & Zimmermann, Klaus F., 2009, "Googlemetrie und Arbeitsmarkt in der Wirtschaftskrise," IZA Standpunkte, Institute of Labor Economics (IZA), number 17, Aug.
• Giovanni Caggiano & Leone Leonida, 2009, "International output convergence: evidence from an autocorrelation function approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 139-162, DOI: 10.1002/jae.1038.
• Chun Liu & John M. Maheu, 2009, "Forecasting realized volatility: a Bayesian model-averaging approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 5, pages 709-733, DOI: 10.1002/jae.1070.
• Sandra Sookram & George Saridakis, 2009, "The effect of economic factors on the tax ratio in Trinidad and Tobago," Journal of Developing Areas, Tennessee State University, College of Business, volume 42, issue 2, pages 111-128, January-M.
• Cem Payaslioglu, 2009, "Common features and stylized facts in Turkish macroeconomy," Journal of Developing Areas, Tennessee State University, College of Business, volume 43, issue 1, pages 155-176, September.
• Nicholas M. Odhiambo, 2009, "Interest rate reforms, financial deepening and economic growth in Kenya:an empirical investigation," Journal of Developing Areas, Tennessee State University, College of Business, volume 43, issue 1, pages 295-313, September.
• Warapong Wongwachara & Anusorn Minphimai, 2009, "Unobserved Component Models of the Phillips Relation in the ASEAN Economy," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 5, issue 2, pages 241-256, July.
• Yuan-Hong Ho & Chiung-Ju Huang, 2009, "Tax-Spend, Spend-Tax, or Fiscal Synchronization: A Panel Analysis of the Chinese Provincial Real Data," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 5, issue 2, pages 257-272, July.
• Yemane Wolde-Rufael, 2009, "Does Public R&D Crowd Out Private R&D? A Note From Taiwan, Roc," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 34, issue 1, pages 59-69, June.
• M. Abimbola Oyinlola & M. Adetunji Babatunde, 2009, "A Bound Testing Analysis Of Exchange Rate Pass- Through To Aggregate Import Prices In Nigeria: 1980-2006," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 34, issue 2, pages 97-109, December.
• Hassler Uwe & Wolters Jürgen, 2009, "Hysteresis in Unemployment Rates? A Comparison between Germany and the US," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 229, issue 2-3, pages 119-129, April, DOI: 10.1515/jbnst-2009-2-303.
• Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2009, "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Journal of Forecasting, John Wiley & Sons, Ltd., volume 28, issue 3, pages 194-217, DOI: 10.1002/for.1118.
• Armin Shmilovici & Yoav Kahiri & Irad Ben-Gal & Shmuel Hauser, 2009, "Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 33, issue 2, pages 131-154, March, DOI: 10.1007/s10614-008-9153-3.
• Mustapha Belkhouja & Mohamed Boutahar, 2009, "Structural Change and Long Memory in the Dynamic of U.S. Inflation Process," Computational Economics, Springer;Society for Computational Economics, volume 34, issue 2, pages 195-216, September, DOI: 10.1007/s10614-009-9178-2.
• Christian Dreger & Jürgen Wolters, 2009, "Money velocity and asset prices in the euro area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 36, issue 1, pages 51-63, February, DOI: 10.1007/s10663-008-9092-1.
• Asger Lunde & Allan Zebedee, 2009, "Intraday volatility responses to monetary policy events," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 4, pages 383-399, December, DOI: 10.1007/s11408-009-0114-1.
• María García Centeno & Román Mínguez Salido, 2009, "Estimation of Asymmetric Stochastic Volatility Models for Stock-Exchange Index Returns," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 1, pages 71-87, February, DOI: 10.1007/s11294-008-9191-6.
• Andrew Hughes Hallett & Christian Richter, 2009, "Is the US no longer the economy of first resort? Changing economic relationships in the Asia-Pacific region," International Economics and Economic Policy, Springer, volume 6, issue 2, pages 207-234, July, DOI: 10.1007/s10368-009-0136-1.
• Andrew Hughes Hallett & Christian Richter, 2009, "Has there been any structural convergence in the transmission of European monetary policies?," International Economics and Economic Policy, Springer, volume 6, issue 2, pages 85-101, July, DOI: 10.1007/s10368-009-0132-5.
• Benjamas Jirasakuldech & Robert Campbell & Riza Emekter, 2009, "Conditional Volatility of Equity Real Estate Investment Trust Returns: A Pre- and Post-1993 Comparison," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 2, pages 137-154, February, DOI: 10.1007/s11146-007-9079-x.
• Jorge Braga de Macedo & Luis Pereira & Afonso Reis, 2009, "Comparing Exchange Market Pressure across Five African Countries," Open Economies Review, Springer, volume 20, issue 5, pages 645-682, November, DOI: 10.1007/s11079-008-9087-3.
• Chiara Pronzato, 2009, "Return to work after childbirth: does parental leave matter in Europe?," Review of Economics of the Household, Springer, volume 7, issue 4, pages 341-360, December, DOI: 10.1007/s11150-009-9059-4.
• Chia-Lin Chang & Michael Mcaleer, 2009, "Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan," Korean Economic Review, Korean Economic Association, volume 25, pages 241-267.
• Corina Dumitrescu & Ioana Vasiu, 2009, "Aspects Concerning the Strategy for the Prevention and Countering of Financing Terrorism," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 1, issue 1, pages 10-19, March.
• Masahiko Shibamoto & Yoshiro Tsutsui & Chisako Yamane, 2009, "Understanding Regional Growth Dynamics in JAPAN: Panel Cointegration Approach Utilizing The PANIC Method," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 243, Sep, revised Mar 2016.
• Turan Bali & Kamil Yilmaz, 2009, "The Intertemporal Relation between Expected Return and Risk on Currency," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 0909, Sep, revised Nov 2009.
• Boriss Siliverstovs, 2009, "Evaluating short-run forecasting properties of the KOF employment indicator for Switzerland in real time," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 09-226, May, DOI: 10.3929/ethz-a-005817192.
• Sule Akkoyunlu & Frank R. Lichtenberg & Boriss Silverstovs & Peter Zweifel, 2009, "Spurious correlation in estimation of the health production function," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 09-227, May, DOI: 10.3929/ethz-a-005799493.
• Sule Akkoyunlu, 2009, "Trade, aid, remittances and migration," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 09-229, Jan, DOI: 10.3929/ethz-a-005859381.
• Simone Elmer & Thomas Maag, 2009, "The Persistence of Inflation in Switzerland," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 09-235, Jul, DOI: 10.3929/ethz-a-005888618.
• Bettina Becker & Stephen G. Hall, 2009, "How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe," Discussion Paper Series, Department of Economics, Loughborough University, number 2009_05, Mar, revised Mar 2009.
• Bettina Becker & Stephen G. Hall, 2009, "How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 09/1, Jan.
• Stephen Hall & P.A.V.B. Swamy & George S. Tavlas & George Hondroyiannis, 2009, "Time-Varying Coefficient Estimation in the Presence of Non-Stationarity," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 09/13, Sep.
• Stephen Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2009, "Bretton-Woods Systems, Old and New, and the Rotation of Exchange-Rates Regimes," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 09/15, Sep.