## 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**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach**

*by*Nicholas Apergis & Matteo Bonato & Rangan Gupta & Clement Kyei

**Is Inflation Persistence Different in Reality?**

*by*Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta

**Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach**

*by*Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud

**The Effect of Investor Sentiment on Gold Market Dynamics**

*by*Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta

**Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks**

*by*Goodness C. Aye & Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Mark Wohar

**Periodically Collapsing Bubbles in the South African Stock Market**

*by*Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar

**Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach**

*by*Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya

**The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach**

*by*Rangan Gupta & Anandamayee Majumdar & Mark Wohar

**Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries**

*by*Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar

**Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013**

*by*Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli K. Segnon

**Dynamic Comovement between Social Infrastructure, Economic Growth and Inequality in South Africa**

*by*Sixolile Jafta & Goodness C. Aye

**Modelos de crecimiento, estacionariedad y rompimientos: comparación entre las tendencias de crecimiento de las economías de la OCDE y las de los países menos desarrollado**

*by*Hernández-Veleros, Zeus Salvador

**Concentration on the few? R&D and innovation in German firms 2001 to 2013**

*by*Rammer, Christian & Schubert, Torben

**Population aging in healthcare - a minor issue? Evidence from Switzerland**

*by*Colombier, Carsten

**A quasi real-time leading indicator for the EU industrial production**

*by*Donadelli, Michael & Paradiso, Antonio & Riedel, Max

**A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015**

*by*Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan

**Automatic identification of general vector error correction models**

*by*Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano

**Regional wheat price effects of extreme weather events and wheat export controls in Russia and Ukraine**

*by*Götz, Linde & Djuric, Ivan & Nivievskyi, Oleg

**A data-driven selection of an appropriate seasonal adjustment approach**

*by*Webel, Karsten

**Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models**

*by*Florian Ziel & Rafal Weron

**Recent advances in electricity price forecasting: A review of probabilistic forecasting**

*by*Jakub Nowotarski & Rafal Weron

**Automated variable selection and shrinkage for day-ahead electricity price forecasting**

*by*Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron

**On the importance of the long-term seasonal component in day-ahead electricity price forecasting**

*by*Jakub Nowotarski & Rafal Weron

**To combine or not to combine? Recent trends in electricity price forecasting**

*by*Jakub Nowotarski & Rafal Weron

**Estimation of Nonlinear Panel Models with Multiple Unobserved Effects**

*by*Chen, Mingli

**Conventional monetary policy and the degree of interest rate pass through in the long run: a non-normal approach**

*by*Dong-Yop Oh & Hyejin Lee & Karl David Boulware

**Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients**

*by*Paraschiv, Florentina & Bunn, Derek & Westgaard, Sjur

**Understanding the sources of macroeconomic uncertainty**

*by*Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre

**In-sample inference and forecasting in misspecified factor models**

*by*Marine Carrasco & Barbara Rossi

**A 'healthy immigrant effect' or a 'sick immigrant effect'? Selection and policies matter**

*by*Constant, Amelie F. & Garcia-Munoz, Teresa & Neuman, Shoshana & Neuman, Tzahi

**Oil shocks on unemployment in Central and Eastern Europe**

*by*Juan Carlos Cuestas & Luis A. Gil-Alana

**On the use of high frequency measures of volatility in MIDAS regressions**

*by*Elena Andreou

**Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US**

*by*Giorgio Canarella & Stephen M. Miller

**Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States**

*by*Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller

**Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data**

*by*Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Stephen M. Miller & Rangan Gupta

**Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US**

*by*Giorgio Canarella & Stephen M. Miller

**Did Okun's Law Die after the Great Recession?**

*by*Giorgio Canarella & Stephen M. Miller

**Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach**

*by*Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller

**Inflation Targeting: New Evidence from Fractional Integration and Cointegration**

*by*Giorgio Canarella & Stephen M. Miller

**Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events**

*by*David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh

**Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers**

*by*Manabu Asai & Chia-Lin Chang & Michael McAleer

**A bidding strategy for minimizing the imbalances costs for renewable generators in Spanish power markets**

*by*Francisco Javier Eransus

**Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?**

*by*Massimiliano Caporin & Chia-Lin Chang & Michael McAleer

**When did inflation expectations in the euro area de-anchor?**

*by*Andrea Fracasso & Rocco Probo

**Do Exports lead Economic Output in Five Asian Countries? A Cointegration and Granger Causality Analysis**

*by*Jiayi Huang & Miguel Ramirez

**Testing for a Threshold in Models with Endogenous Regressors**

*by*Rothfelder, Mario & Boldea, Otilia

**A Simple Test for Causality in Volatility**

*by*Chia-Lin Chang & Michael McAleer

**Cartel Dating**

*by*H. Peter Boswijk & Maurice J.G. Bun & Maarten Pieter Schinkel

**Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events**

*by*David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh

**Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers**

*by*Manabu Asai & Chia-Lin Chang & Michael McAleer

**A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics**

*by*Manabu Asai & Michael McAleer

**Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S**

*by*Siem Jan Koopman & Rutger Lit & Andre Lucas

**A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices**

*by*David E. Allen & Chialin Chang & Michael McAleer & Abhay K. Singh

**Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area**

*by*Gabriele Galati & Irma Hindrayanto & Siem Jan Koopman & Marente Vlekke

**Bayesian Dynamic Modeling of High-Frequency Integer Price Changes**

*by*Istvan Barra & Siem Jan Koopman

**Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?**

*by*Massimiliano Caporin & Chia-Lin Chang & Michael McAleer

**Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter**

*by*Roman Frydman & Joshua R. Stillwagon

**Unemployment Hysteresis and Structural Change in Europe**

*by*Kurmas Akdogan

**On Estimation of the Normalized CES Production Function for Turkey**

*by*Selen Baser Andic

**Forecasting Turkish Real GDP Growth in a Data Rich Environment**

*by*Bahar Sen Dogan & Murat Midilic

**In Pursuit of Understanding Markups in Restaurant Services Prices**

*by*Mustafa Utku Ozmen

**Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks**

*by*Jari Hännikäinen

**Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties**

*by*Luke Hartigan

**Portmanteau Tests for Linearity of Stationary Time Series**

*by*Zacharias Psaradakis & Marian Vavra

**Nowcasting UK GDP during the depression**

*by*Smith Paul

**Unemployment Persistence in OECD Countries after the Great Recession**

*by*André M. Marques & Gilberto Tadeu Lima, Victor Troster

**Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA**

*by*Duo Qin & Qingchao Wang

**Sticky consumption and wealth effects in Switzerland**

*by*Alain Galli

**A real-time GDP data set for Switzerland**

*by*Severin Bernhard

**Business Confidence in South Africa: Identifying Key Domestic Drivers and The Nature Of Their Impact**

*by*Andrew Maredza & Zvikomborero Nyamazunzu

**Asymmetric Volatility of Net Convenience Yield: Evidence from Indian Commodity Futures Markets**

*by*BRAJESH KUMAR

**Estimating and forecasting value-at-risk using the unbiased extreme value volatility estimator**

*by*Dilip Kumar

**Testing the Saving-Investment Relationship for the Country Groups Classified by Income Levels**

*by*MUSTAFA KIZILTAN & ANNA GOLOVKO

**How Do Exchange Rate Movements Affect Stock Prices? The Case of Turkey**

*by*Fela Ã–zbey & Erhan Ä°ÅŸcan & Mehmet Fatih TraÅŸ

**The Determinants of Exchange Rate Volatility in South Africa**

*by*Trust R. Mpofu

**On The Stability Of The Excess Sensitivity Of Aggregate Consumption Growth In The Us**

*by*Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers

**The Linear Regression Of Weighted Segments**

*by*Mateescu, Dan

**A Life Course Perspective on the Income-to-Health Relationship: Macro-Empirical Evidence from Two Centuries**

*by*Nagel, Korbinian

**The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis**

*by*Dionne, Georges & Zhou, Xiaozhou

**The Impact of a People’s Republic of China Slowdown on Commodity Prices and Detecting the Asymmetric Responses of Economic Activity in Asian Countries to Commodity Price Shocks**

*by*Ghoshray, Atanu & Pundit, Madhavi

**Forecasting Unemployment with Google Searches**

*by*Tuhkuri, Joonas

**ETLAnow: A Model for Forecasting with Big Data – Forecasting Unemployment with Google Searches in Europe**

*by*Tuhkuri, Joonas

**Tendencias comunes en el índice de precios al consumidor**

*by*Ramos, Maria Gracia & Winkelried, Diego

**From the “Great Inflation” to the “Great Moderation” in Peru: A Time Varying Structural Vector Autoregressions Analysis**

*by*Castillo, Paul & Montoya, Jimena & Quineche, Ricardo

**Volatility Dependent Dynamic Equicorrelation**

*by*Adam Clements & Ayesha Scott & Annastiina Silvennoinen

**Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data**

*by*Byeong U. Park & Leopold Simar & Valentin Zelenyuk

**A Matlab program and user's guide for the fractionally cointegrated VAR model**

*by*Morten Ã˜rregaard Nielsen & MichaÅ‚ Ksawery Popiel

**Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form**

*by*Giuseppe Cavaliere & Morten Ã˜rregaard Nielsen & A. M. Robert Taylor

**Forecasting banking crises with dynamic panel probit models**

*by*António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues

**A wavelet-based multivariate multiscale approach for forecasting**

*by*António Rua

**Residual-augmented IVX predictive regression**

*by*Paulo M.M. Rodrigues & Matei Demetrescu

**The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach**

*by*Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar

**Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches**

*by*Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller

**The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests**

*by*Matteo Bonato & Riza Demirer & Rangan Gupta

**On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees**

*by*Christian Pierdzioch & Marian Risse & Wendy Nyakabawo & Rangan Gupta

**Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach**

*by*Tahir Suleman & Rangan Gupta & Mehmet Balcilar

**Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach**

*by*Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar

**Forecasting US GNP Growth: The Role of Uncertainty**

*by*Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar

**Testing the Efficiency of the Wine Market using Unit Root Tests with Sharp and Smooth Breaks**

*by*Elie Bouri & Tsangyao Chang & Rangan Gupta

**Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks**

*by*Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud

**Geopolitical Risks and Stock Market Dynamics of the BRICS**

*by*Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta

**Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach**

*by*Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller

**Does U.S. Macroeconomic News Make the South African Stock Market Riskier?**

*by*Esin Cakan & Rangan Gupta

**Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach**

*by*Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch

**Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach**

*by*Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei

**Can Weather Conditions in New York Predict South African Stock Returns?**

*by*Nicholas Apergis & Rangan Gupta

**Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test**

*by*Mehmet Balcilar & Esin Cakan & Rangan Gupta

**Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach**

*by*Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar

**Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis**

*by*Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar

**The Term Premium as a Leading Macroeconomic Indicator**

*by*Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta

**Estimating the Size of Black Economy in India**

*by*Sharma, Chandan

**Recurrent explosive behaviour of debt-to-GDP ratio**

*by*Bystrov, Victor & Mackewicz, Michał

**Analyse De La Vulnerabilite Macroeconomique De La Zone Franc**

*by*BESSO, CHRISTOPHE RAOUL & chameni, celestin

**Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?**

*by*Hecq, Alain & Telg, Sean & Lieb, Lenard

**Nonlinear relationship between exchange rate volatility and economic growth: A South African perspective**

*by*Fourie, Justin & Pretorius, Theuns & Harvey, Rhett & Henrico, Van Niekerk & Phiri, Andrew

**Forecasting United States Presidential election 2016 using multiple regression models**

*by*Sinha, Pankaj & Nagarnaik, Ankit & Raj, Kislay & Suman, Vineeta

**Nonlinear Dependence between Stock Prices and Exchange Rate in Nigeria**

*by*Effiong, Ekpeno L.

**The unemployment-stock market relationship in South Africa: Evidence from symmetric and asymmetric cointegration models**

*by*Tapa, Nosipho & Tom, Zandile & Lekoma, Molebogeng & Ebersohn, J. & Phiri, Andrew

**Nonlinear impact of inflation on economic growth in South Africa: A smooth transition regression (STR) analysis**

*by*Khoza, Keorapetse & Thebe, Relebogile & Phiri, Andrew

**Dynamic relationship between stock return, trading volume, and volatility in the Stock Exchange of Thailand: does the US subprime crisis matter?**

*by*Jiranyakul, Komain

**Asymmetric Effects of Exchange Rate Changes on British Bilateral Trade Balances**

*by*BAHMANI-OSKOOEE, Mohsen & HALICIOGLU, Ferda & GHODSI, Seyed Hesam

**Ispitivanje kalendarskih sezonaliteta na hrvatskom tržištu kapitala**

*by*Tomić, Bojan

**Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?**

*by*Barnett, William & Aghababa, Hajar

**Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility**

*by*Escribano, Alvaro & Sucarrat, Genaro

**The Validity of the Tourism-Led Growth Hypothesis for Thailand**

*by*Jiranyakul, Komain

**Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia**

*by*Ali, Hakim & Masih, Mansur

**Do changes in shariah screening methodology make islamic indices substitutes or complements? an application of MGARCH-DCC and markov switching analysis**

*by*Mantai, Mohammed Mahmoud & Masih, Mansur

**Fast profits in a fasting month? A markov regime switching approach in search of ramadan effect on stock markets**

*by*Hasbullah, Faruq & Masih, Mansur

**Does microfinance affect economic growth? Evidence from Bangladesh based on ARDL approach**

*by*Sultan, Yousuf & Masih, Mansur

**Is financial sector development an engine of economic growth? evidence from India**

*by*Ziaurrahman, Muhammad & Masih, Mansur

**What drives banks’ willingness to lend to SMEs? An ARDL approach**

*by*Lokman, Azarahiah & Masih, Mansur

**The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?**

*by*Fantazzini, Dean

**The impact of real estate, inequality and current account imbalances on excessive credit: A cross country analysis**

*by*Halim, Asyraf Abdul & Ariff, Muhammad & Masih, A. Mansur M.

**Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach**

*by*Hasnul, Al Gifari & Masih, Mansur

**Semiparametric Efficient Adaptive Estimation of the PTTGARCH model**

*by*Ciccarelli, Nicola

**Everything you always wanted to know about bitcoin modelling but were afraid to ask**

*by*Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey

**Socioeconomic Development and Its Effect on Performance of Islamic Banks: Dynamic Panel Approaches**

*by*Chowdhury, M. Ashraful Ferdous & Haque, M. Mahmudul & Alhabshi, Syed Othman & Masih, Abul Mansur M.

**Nonlinearities in Wagner's law: Further evidence from South Africa**

*by*Phiri, Andrew

**Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence**

*by*Thomadakis, Apostolos

**Bayesian Nonparametric Estimation of Ex-post Variance**

*by*Griffin, Jim & Liu, Jia & Maheu, John M

**Local Explosion Modelling by Noncausal Process**

*by*Gouriéroux, Christian & Zakoian, Jean-Michel

**Automating Analytics: Forecasting Time Series in Economics and Business**

*by*Gerunov, Anton

**Changes in inflation persistence prior and subsequent to the subprime crisis: What are the implications for South Africa?**

*by*Phiri, Andrew

**Impact of Oil Price and Its Volatility on Stock Market Index in Pakistan: Bivariate EGARCH Model**

*by*Naurin, Abida & Qayyum, Abdul

**The response of industrial production to the price of oil: new evidence for Thailand**

*by*Jiranyakul, Komain

**Exchange Rate Undervaluation and Sectoral Performance of the South African Economy**

*by*Njindan Iyke, Bernard

**Are output fluctuations transitory or permanent in Ghana?**

*by*Yeboah Asuamah, Samuel

**Long run equilibrium adjustment between inflation and stock market returns in South Africa: A nonlinear perspective**

*by*Phiri, Andrew

**Asymmetric pass-through effects from monetary policy to housing prices in South Africa**

*by*Phiri, Andrew

**Public health expenditure in Spain: is there partisan behaviour?**

*by*Clemente, Jesús & Lazaro, Angelina & Montanes, Antonio

**Do spot and future palm oil prices influence the stock market prices of a major palm oil producer? the Malaysian experience**

*by*Mohammad Nor, Karina & Masih, Mansur

**Home financing loans and their relationship to real estate bubble: An analysis of the U.S. mortgage market**

*by*Asadov, Alam & Masih, Mansur

**Exploring the nexus between income inequality and financial indicators: endemic to the Indian economy?**

*by*Ahsan, Zainab Fida & Masih, Mansur

**Does consumer sentiment predict consumer spending in Malaysia? an autoregressive distributed lag (ARDL) approach**

*by*Mohd Haniff, NorAzza & Masih, Mansur

**An empirical investigation of causal linkages between domestic terrorism and macroeconomic variables: a case for Pakistan**

*by*Bukhari, Naseem & Masih, Mansur

**Dutch disease or Nigerian disease: a prima facie? New evidence from ARDL bound test analysis**

*by*Mustapha, Ishaq Muhammad & Masih, Mansur

**Is energy a stimulus for economic growth? A focused study on Malaysia using the auto regressive distributed lag technique**

*by*Abarahan, Amnisuhailah Binti & Masih, Mansur

**Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation**

*by*BOUSALAM, Issam & HAMZAOUI, Moustapha & ZOUHAYR, Otman

**Does crisis affect convergence process? The case of the Spanish provinces**

*by*Montañés, Antonio & Olmos, Lorena & Reyes, Marcelo

**The growth trade-off between direct and indirect taxes in South Africa: Evidence from a STR model**

*by*Phiri, Andrew

**Forecasting oil price realized volatility: A new approach**

*by*Degiannakis, Stavros & Filis, George

**Causality between Bank’s major activities and Economic Growth: Evidences from Pakistan**

*by*Mushtaq, Saba

**Impact of Ethical Screening on Risk and Returns: the Case of Constructed Moroccan Islamic Stock Indexes**

*by*BOUSALAM, Issam & HAMZAOUI, Moustapha

**Models of Financial Return With Time-Varying Zero Probability**

*by*Sucarrat, Genaro & Grønneberg, Steffen

**Are Some Taxes Better for Growth in Pakistan?A Time Series Analysis**

*by*Munir, Kashif & Sultan, Maryam

**Oil Prices and REER with Impact of Regime Dummies**

*by*Ahmed, Syed Shujaat & Nazir, Sidra

**Real effective exchange rates comovements and the South African currency**

*by*Raputsoane, Leroi

**Do WTO Rulings Really Matter? Evidence from the Rare Earth Elements Market**

*by*Juliane Proelss & Denis Schweizer & Volker Seiler

**Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics -**

*by*Marlon Fritz & Thomas Gries & Yuanhua Feng

**Do WTO Rulings Really Matter? Evidence from the Rare Earth Elements Market**

*by*Juliane Proelss & Denis Schweizer & Volker Seiler

**Generalizing smooth transition autoregressions**

*by*Emilio Zanetti Chini

**Pattern and determinants of structural transformation in Africa**

*by*Raghbendra Jha & Sadia Afrin

**Asymmetric threshold vertical price transmission in wheat and flour markets in Dhaka (Bangladesh): seemingly unrelated regression analysis**

*by*Mohammad J Alam & Raghbendra Jha

**Structural transformation in South Asia**

*by*Raghbendra Jha & Sadia Afrin

**Road accidents and business cycles in Spain**

*by*Jesús Rodríguez-López & Gustavo A. Marrero & Rosa Marina González-Marrero & Teresa Leal-Linares

**Policy Analysis, Forediction, and Forecast Failure**

*by*Jennifer Castle & David Hendry

**Improving the Teaching of Econometrics**

*by*David Hendry & Grayham E. Mizon

**Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations**

*by*David Hendry & Andrew B. Martinez

**Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation**

*by*David Hendry & Felix Pretis & Lea Schneider & Jason E. Smerdon

**An Overview of Forecasting Facing Breaks**

*by*Jennifer Castle & David Hendry & Michael P. Clements

**Deciding Between Alternative Approaches In Macroeconomics**

*by*David Hendry

**Flexible Functional Forms and Curvature Conditions: Parametric Productivity Estimation in Canadian and U.S. Manufacturing Industries**

*by*Jakir Hussain & Jean-Thomas Bernard

**Forecasting extreme seasonal tourism demand**

*by*Niematallah Elamin & Mototsugu Fukushige

**How do policies influence GDP tail risks?**

*by*Aida Caldera Sánchez & Oliver Röhn

**Trends and Cycles in Historical Gold and Silver Prices**

*by*Luis Alberiko Gil-Alaña & Rangan Gupta

**The persistence of air pollution in four mega-cities of China**

*by*Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Zhongfei Chen

**Regime Shifts in India's Monetary Policy Response Function**

*by*Kumawat, Lokendra & Bhanumurthy, N. R.

**How Crashes Develop: Intradaily Volatility and Crash Evolution**

*by*David S. Bates

**Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective**

*by*Karol Szafranek

**Predicting Belgium’s GDP using targeted bridge models**

*by*Christophe Piette

**Predicting Belgium’s GDP using targeted bridge models**

*by*Christophe Piette

**Predicting Belgium’s GDP using targeted bridge models**

*by*Christophe Piette

**Predicting Belgium’s GDP using targeted bridge models**

*by*Christophe Piette

**Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction**

*by*D.S. Poskitt

**Specification Testing for Nonlinear Multivariate Cointegrating Regressions**

*by*Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin

**Bayesian Indirect Inference and the ABC of GMM**

*by*Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen

**Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models**

*by*Gael M. Martin & Brendan P.M. McCabe & David T. Frazier & Worapree Maneesoonthorn & Christian P. Robert

**Empirical Investigation of Purchasing Power Parity for Turkey: Evidence from Recent Nonlinear Unit Root Tests**

*by*Dilem Yıldırım

**The Feldstein-Horioka Puzzle in the Presence of Structural Breaks: Evidence from China**

*by*Dilem Yıldırım & Ethem Erdem Orman

**Forecasting Macedonian business cycle turning points using Qual VAR model**

*by*Magdalena Petrovska & Aneta Krstevska & Nikola Naumovski

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**What drives the nonlinearity of time series: A frequency perspective**

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**Nonlinear dependence between stock and real estate markets in China**

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**The functional central limit theorem and structural change test for the HAR(∞) model**

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**Persistence under temporal aggregation and differencing**

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**Enhancing the local power of IVX-based tests in predictive regressions**

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**GARCH with omitted persistent covariate**

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**A fixed-T version of Breitung’s panel data unit root test**

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**Is the ‘euro effect’ on trade so small after all? New evidence using gravity equations with panel cointegration techniques**

*by*Camarero, Mariam & Gómez, Estrella & Tamarit, Cecilio

**Can Markov switching model generate long memory?**

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**On conditions in central limit theorems for martingale difference arrays**

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**Dynamic pricing and asymmetries in retail gasoline markets: What can they tell us about price stickiness?**

*by*Douglas, Christopher C. & Herrera, Ana María

**Testing of the mean reversion parameter in continuous time models**

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**Nowcasting causality in mixed frequency vector autoregressive models**

*by*Götz, Thomas B. & Hecq, Alain

**Asymptotic behaviour of tests for a unit root against an explosive alternative**

*by*Harvey, David I. & Leybourne, Stephen J.

**The impact of China on stock returns and volatility in the Taiwan tourism industry**

*by*Chang, Chia-Lin & Hsu, Hui-Kuang & McAleer, Michael

**Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market**

*by*Herrera, Rodrigo & Schipp, Bernhard

**Multilateral adjustment, regime switching and real exchange rate dynamics**

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**Asymmetric behavior of Australia's Big-4 banks in the mortgage market**

*by*Valadkhani, Abbas & Worthington, Andrew

**New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach**

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**Explosive Target balances of the German Bundesbank**

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**Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios**

*by*Chuang, Chung-Chu & Wang, Yi-Hsien & Yeh, Tsai-Jung & Chuang, Shuo-Li

**Capital flows and current account dynamics in Turkey: A nonlinear time series analysis**

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**Smooth transition, non-linearity and current account sustainability: Evidence from the European countries**

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**The persistence and asymmetric volatility in the Nigerian stock bull and bear markets**

*by*Yaya, OlaOluwa S. & Gil-Alana, Luis A.

**Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests**

*by*Gozbasi, Onur & Kucukkaplan, Ilhan & Nazlioglu, Saban

**Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market**

*by*Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong

**Is per capita real GDP stationary in China? Sequential panel selection method**

*by*Lee, Kuei-Chiu

**Revisiting the inflation–output gap relationship for France using a wavelet transform approach**

*by*Tiwari, Aviral Kumar & Oros, Cornel & Albulescu, Claudiu Tiberiu

**Determinants of terrorism in Pakistan: An empirical investigation**

*by*Ismail, Aisha & Amjad, Shehla

**Oil price risk in the Spanish stock market: An industry perspective**

*by*Moya-Martínez, Pablo & Ferrer-Lapeña, Román & Escribano-Sotos, Francisco

**How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis**

*by*Hatemi-J, Abdulnasser & Roca, Eduardo & Al-Shayeb, Abdulrahman

**Response of inflation to shocks: New evidence from Sub-Saharan African countries**

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**The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range**

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**Volatility spillovers between the oil market and the European Union carbon emission market**

*by*Reboredo, Juan C.

**Volatility forecasting using high frequency data: Evidence from stock markets**

*by*Çelik, Sibel & Ergin, Hüseyin

**Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity**

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**Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests**

*by*Öge Güney, Pelin & Hasanov, Mübariz

**Corporate credit risk prediction under stochastic volatility and jumps**

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**Does the labor-income process contain a unit root? Evidence from individual-specific time series**

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**Consumption risk sharing and self-insurance across provinces in China: 1952–2008**

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**Türkiye’de Çevresel Kuznets Eðrisi Hipotezinin Geçerliliði: ARDL Sýnýr Testi Yaklaþýmý**

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**Some Evidence on the Asymmetry between Gasoline and Crude Oil Prices in Selected Countries**

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**Oil Price Pass-Through into Domestic Inflation: The Case of Iran**

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**Convergence in Per Capita Energy Consumption among African Countries: Evidence from Sequential Panel Selection Method**

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**Dynamic Correlations and Volatility Spillovers between Crude Oil and Stock Index Returns: The Implications for Optimal Portfolio Construction**

*by*Yen-Hsien Lee & Ya-Ling Huang & Chun-Yu Wu

**Asymmetry of the Oil Price Pass–Through to Inflation in Iran**

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**Energy Use, Income and Carbon Dioxide Emissions: Direct and Multi-Horizon Causality in Canada**

*by*Patrick Withey

**Energy Consumption and Economic Growth: Evidence from Low-Income Countries in Sub-Saharan Africa**

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**Effects of Oil and Natural Gas Prices on Industrial Production in the Eurozone Member Countries**

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**Forecasting Electricity Prices in Deregulated Wholesale Spot Electricity Market: A Review**

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**Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange**

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**Modelling the Macroeconomic Determinants of Workers’ Remittances: The Case of Jordan**

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**An Empirical Analysis of Allocative Efficiency of Nigerian CommercialBanks: A DEA Approach**

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**Testing Nonlinear Inflation Convergence for the Central African Economic and Monetary Community**

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**FDI, Exchange Rate, and Economic Growth in Hungary, 1995-2012: Causality and Cointegration Analysis**

*by*Zsofia KOMUVES & Miguel D. RAMIREZ

**Duration-Based Approach to VaR Independence Backtesting**

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**Kuznets versus kondratieff An essay in historical macroeconometrics**

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**Does historical VIX term structure contain valuable information for predicting VIX futures?**

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**Anomalías de calendario en los mercados accionarios latinoamericanos: una revisión mediante el procedimiento de Bonferroni**

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**Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina**

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**Dinámica económica de las remesas enviadas desde España y Estados Unidos a Colombia entre 2005-2013: un análisis de cointegración**

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**Demanda de gasolina en la zona metropolitana del Valle de México: análisis empírico de la reducción del subsidio**

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**Estrategia de cobertura con productos derivados para el mercado energético colombiano**

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**Bank Performance And Soundness In The New Eu Member States**

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**Modelling the oil price –exchange rate nexus for South Africa**

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**Real exchange rate and competitiveness of an EU's ultra-peripheral region: La Reunion Island**

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**Saisonbereinigung in der Konjunkturanalyse: Ein Fallbeispiel**

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**State dependence of aggregated risk aversion: Evidence for the German stock market**

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**Sources of growth revisited: The importance of the nature of technological progress**

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**Dynamique du prix international du coton : aléas, aversion au risque et chaos**

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**Dépenses militaires et croissance économique dans un contexte non linéaire. Le cas français**

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**Forest Management In The Present Context Of The Forest Administration In Romania**

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**The Stochastic Futures of the Natural Gas Prices: Russian Federation in Caspian Region**

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**Testing for a unit root in the presence of a nonlinear trend: The case of Australian Reel Exchange Rate**

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**Nonlinearity and Smooth Breaks in Unit Root Testing**

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**Boom en el sector inmobiliario en Bolivia: ¿burbuja o fundamentos económicos?**

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**A broader indicator of credit risk in Italian banks, based on total non-performing loans flow**

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**Statistical Analysis Of The Seasonal Variation Of Moldovan Migrants’Remittances During The Period 2003-2013**

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**Growth and life satisfaction in the Euro zone**

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**Revisiting the nexus between financial development, FDI, and growth: New evidence from second generation econometric procedures in the Turkish context**

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**Contribution To Systemic Risk Of The European Banking Groups With Subsidiaries In Central And Eastern Europe**

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**International Prices, Monetary And Income Shocks: A Svar Model Of The External Trade Channel In African Economies**

*by*Giscard ASSOUMOU ELLA & Cécile BASTIDON & Philippe GILLES

**The Italian financial cycle: 1861-2011**

*by*Riccardo De Bonis & Andrea Silvestrini

**Examining the Tourism-led Growth Hypothesis: A Case Study of Thailand**

*by*Akarapong Untong

**Weak Identification in Maximum Likelihood: A Question of Information**

*by*Isaiah Andrews & Anna Mikusheva

**Electricity Consumption and Economic Growth: Long-Term Co-Integrated Analysis on Turkey**

*by*Kargi, Bilal

**The Effects of BRICS and MATIK Countries on World Economy and Cointegration Analysis in the Long Term Relation with G-7 Growth Rates (1962-2012)**

*by*Kargi, Bilal

**Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa**

*by*Kirsten Thompson & Renee van Eyden & Rangan Gupta

**Persistence and Cycles in Historical Oil Prices Data**

*by*Luis A. Gil-Alana & Rangan Gupta

**Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach**

*by*Christophe Andre & Luis A. Gil-Alana & Rangan Gupta

**Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?**

*by*Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen

**Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries**

*by*Christophe Andre & Luis A. Gil-Alana & Rangan Gupta

**The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand**

*by*Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg

**A Comment on Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure: Cointegration Methods Matter**

*by*Natalie Hegwood & M.H. Tuttle

**Inflación e incertidumbre inflacionaria en Bolivia**

*by*Bojanic, Antonio N.

**Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals**

*by*Lutz, Benjamin Johannes & Pigorsch, Uta & Rotfuß, Waldemar

**Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals**

*by*Lutz, Benjamin Johannes & Pigorsch, Uta & Rotfuß, Waldemar

**Evaluating misspecification in DSGE models using tests for overidentifying restrictions**

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**Exports and Capacity Constraints – A Smooth Transition Regression Model for Six Euro Area Countries**

*by*Belke, Ansgar & Oeking, Anne & Setzer, Ralph

**The Transmission of Oil and Food Prices to Consumer Prices – Evidence for the MENA Countries**

*by*Belke, Ansgar & Dreger, Christian

**Inflation, inflation uncertainty and output in Tunisia**

*by*Hachicha, Ahmed & Lean Hooi Hooi

**Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe**

*by*Khan, Muhammad & Kebewar, Mazen & Nenovsky, Nikolay

**Macroeconomic Forces and Stock Prices: Evidence from the Bangladesh Stock Market**

*by*Khan, Mashrur Mustaque & Yousuf, Ahmed Sadek

**Sovereign default swap market efficiency and country risk in the eurozone**

*by*Gündüz, Yalin & Kaya, Orcun

**Testing for Autocorrelation in Quantile Regression Models**

*by*Lijuan Huo & Tae-Hwan Kim & Yunmi Kim

**Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia**

*by*Gregory C Chow & Shicheng Huang & Linlin Niu

**Searching for the Parallel Growth of Cities**

*by*Zhihong Chen & Shihe Fu & Dayong Zhang

**Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)**

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**Fuzzy interaction regression for short term load forecasting**

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**Long term probabilistic load forecasting and normalization with hourly information**

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**Computing electricity spot price prediction intervals using quantile regression and forecast averaging**

*by*Jakub Nowotarski & Rafal Weron

**An empirical comparison of alternate schemes for combining electricity spot price forecasts**

*by*Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron

**The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis**

*by*Nidhaleddine Ben Cheikh

**Money demand and the role of monetary indicators in forecasting euro area inflation**

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**Deciphering the Libor and Euribor Spreads during the subprime crisis**

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**Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals**

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**Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models**

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**Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set**

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**Conditional predictive density evaluation in the presence of instabilities**

*by*Barbara Rossi & Tatevik Sekhposyan

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*by*Arusha Cooray & Marcella Lucchetta & Antonio Paradiso

**Robust block bootstrap panel predictability tests**

*by*Westerlund J. & Smeekes S.

**Nowcasting causality in mixed frequency vector autoregressive models**

*by*Götz T.B. & Hecq A.W.

**Exports and real exchange rates in a small open economy**

*by*Alvaro Brunini & Gabriela Mordecki & Lucía Ramírez

**Mixture distribution hypothesis and the impact of a Tobin tax on exhange rate volatility : a reassessment**

*by*Olivier Damette

**Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach**

*by*Reinhold Heinlein & Hans-Martin Krolzig

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*by*Jan Schiefer & Stefan Hirsch & Monika Hartmann & Adelina Gschwandtner

**Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence**

*by*Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard

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*by*Alfredo García Hiernaux & Guerrero David E. & Michael McAleer

**Analyzing Fixed-event Forecast Revisions**

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**Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility**

*by*Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer

**Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism**

*by*Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer

**West versus East: Early globalization and thr great divergence**

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**Nonlinear Mechanism of the Exchange Rate Pass-Through: Does Business Cycle Matter?**

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*by*Zsofia Komuves & Miguel Ramirez

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**A Note on an Estimation Problem in Models with Adaptive Learning**

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*by*Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer

**The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry**

*by*Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer

**Estimating Structural Parameters in Regression Models with Adaptive Learning**

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**Analyzing Fixed-Event Forecast Revisions**

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*by*Chia-Lin Chang & Philip Hans Franses & Michael McAleer

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**Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility**

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*by*Christopher John F. CRUZ & Claire Dennis S. MAPA

**Econometric Analysis of the Modified Phillips Curve in Finland 1988–2009**

*by*Teodor Sedlarski & Angel Eremiev

**Determinants Of Foreign Institutional Investment In India: An Empirical Analysis**

*by*SRINIVASAN P. & KALAIVANI M.

**Aplicación del modelo Weibull en el análisis de eventos críticos en precios bursátiles / Weibull Model Application for the Analysis of Critical Events in Stock Prices**

*by*Mejía Téllez, Juan de la Cruz

**The Validity of the Halloween Effect in the Istanbul Stock Exchange**

*by*Veli Yilanci

**Do Imports and Foreign Capital Inflows Lead Economic Growth? Cointegration and Causality Analysis in Pakistan**

*by*Mohammad Mafizur Rahman & Muhammad Shahbaz

**Output Relationships in South Asia: Are Bangladesh and India Different from Neighbours?**

*by*Biru Paksha Paul

**ASEANâ€“India Free Trade Agreement (FTA) and its Impact on India**

*by*Rajan Sudesh Ratna & Murali Kallummal

**Theoretical Aspects Regarding the Use of the Multiple Linear Regression Model in Economic Analyses**

*by*Constantin ANGHELACHE & Ioan PARTACHI & Adina Mihaela DINU & Ligia PRODAN & Georgeta BARDAªU (LIXANDRU)

**The Features of the Chronological Series of Statistical Indices**

*by*Constantin ANGHELACHE & Vergil VOINEAGU & Mihai GHEORGHE & Cristina SACALA & Ionut NEGOITA & Alexandru URSACHE

**Using Time Series in the Analysis of the Gross Domestic Product**

*by*Catalin DEATCU & Zoica NICOLA

**General Aspects Regarding the Classical Hypotheses in Multiple Regression**

*by*Constantin ANGHELACHE & Gabriela Victoria ANGHELACHE & Daniel DUMITRESCU & Cristi DUMITRESCU & Adina Mihaela DINU

**The Linear and Non-displaced Estimator in Multiple Regression**

*by*Constantin ANGHELACHE & Vergil VOINEAGU & Alexandru MANOLE & Diana Valentina SOARE & Ligia PRODAN

**Multiple Regression Used in Macro-economic Analysis**

*by*Constantin ANGHELACHE & Mario G.R. PAGLIACCI & Elena BUGUDUI & Ligia PRODAN & Bogdan DRAGOMIR

**Comparative analysis of the degree of international capital mobility in Tunisia and Morocco: revised Feldstein Horioka approach**

*by*Sarra Ben Slimane & Moez Ben Tahar & Zied Essid

**Rational Bubbles Exist in the G-7 Stock Markets? Threshold Cointegration Approach**

*by*Li-Hung Wu

**Board Ownership and Firm Value in Taiwan - A Panel Smooth Transition Regression Model**

*by*Feng-Li Lin

**A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability**

*by*Pincheira, Pablo

**Inflation Persistence in Nine Latin American Countries: Panel SURKSS Test with a Fourier Function**

*by*Yanli LI, Hongfeng PENG & Hongfeng PENG

**The IPO Cycles in China's A-share IPO Market: Detection Based on a Three Regimes Markov Switching Model**

*by*Zhiqiang HU & Yizhu WANG

**Does Wealth or Credit Effect Exist in China?**

*by*Chih-Wei SU & Hsu-Ling CHANG & Chun JIANG

**New Keynesian Phillips Curve for Romania**

*by*Saman, Corina & Pauna, Bianca

**Does Venture Capital Spur Economic Growth? Evidence from Israel**

*by*Zhang, Biao & Zhang, Dongxiang & Wang, Juan & Huang, Xiashuai

**Foreign Direct Investment based on Country Risk and other Macroconomic Factors. Econometric Models for Romanian Economy**

*by*Savoiu, Gheorghe & Dinu, Vasile & Ciuca, Suzana

**An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach - Un’analisi empirica della reazione del mercato azionario colombiano al mercato USA**

*by*Hatemi-J, Abdulnasser & Sarmiento-Sabogal, Julio

**The Analysis of Relationship between the Rate of Stock Return and Interest Rate with Nonlinear Methods: The Case of Turkey**

*by*Ekrem Akbas, Yusuf

**Estimation Fractional Integration Parameter and an Application to Major Turkish Financial Time Series**

*by*Pekkaya, Mehmet

**Tax-Spend or Spend-Tax: An Ampirical Survey on Turkey**

*by*Akca, Hasim & Bilgin, Cevat

**Stochastic properties of the consumption-income ratios in central and eastern European countries**

*by*Giray Gozgor

**Instrumental Effects of Fiscal Policy for Pakistan Economy**

*by*Ghulam Rasool Madni

**Internal and External Determinants of Economic Growth: A closer look at Pakistan’s Economy**

*by*Muhammad Jamil & Rao Muhammad Atif & Khalid Zaman

**Oil Price Fluctuations and Output performance in Nigeria : a Var Approach**

*by*Ismail O. Fasanya & Adegbemi B.O Onakoya

**What Causes What? Panel Cointegration Approach on Investment in Telecommunication and Economic Growth: Case of Asian Countries**

*by*Bilal Mehmood & Wasif Siddiqui

**Grado de inversión y flujos de inversión directa extranjera a economías emergentes**

*by*Sánchez, Elmer

**Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach**

*by*Fousseini Traoré

**Macroeconomic News Effects on the Stock Markets in Intraday Data**

*by*Barbara Będowska-Sójka

**Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology**

*by*Ewa Ratuszny

**The Economic Balance of the Czech Republic and Slovakia During the Economic Crisis**

*by*Ilya Bolotov & Radek Čajka & Kateřina Gajdušková

**Can we Improve Understanding of the Financial Market Dependencies in the Crisis by their Decomposition?**

*by*Jozef Barunik

**Capital Inflows, Inflation, and the Exchange Rate Volatility- An Investigation for Linear and Nonlinear Causal Linkages**

*by*Abdul Rashid & Fazal Husain

**Forecasting economic crisis using gradient measurement of development and log-logistic function**

*by*Rafal Siedlecki & Daniel Papla

**An inquisition into bivariate threshold effects in the inflation-growth correlation: Evaluating South Africa’s macroeconomic objectives**

*by*Andrew Phiri

**Understanding the functional central limit theorems with some applications to unit root testing with structural change**

*by*Juan Carlos Aquino & Gabriel Rodríguez

**Application of Autoregressive Models for Forecasting Marine Insurance Market**

*by*Burcã Ana-Maria & Bãtrînca Ghiorghe

**VLCC Ships Prices and their Influence on Maritime Insurance MarketAbstract:The global economic and financial crisis has repressed the boom of the shipping industry, generating a high volatility of vessels’ prices. With the global expansion of the maritime sector, marine insurance is on the forefront nowadays, more than ever before. As the marine insurance premiums vary according to the value of insured assets and their number, the marine insurance market can be analyzed through the forecast of vessels’ prices within the turbulent business environment**

*by*Burca Ana-Maria & Batrinca Ghiorghe

**Do business tendency surveys help in forecasting employment?: A real-time evidence for Switzerland**

*by*Boriss Siliverstovs

**Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms**

*by*Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar

**What inflation developments reveal about the Phillips curve: implications for monetary policy**

*by*A. Stevens

**What inflation developments reveal about the Phillips curve: implications for monetary policy**

*by*A. Stevens

**No linealidad y asimetría en el proceso generador del Índice Ibex35/Nonlinearity and Asymmetry in the Generator Process of Ibex35 Index**

*by*RICO BELDA, PAZ

**La situación del empleo en turismo rural en España/The Employment Situation in Rural Tourism in Spain**

*by*ARIAS MARTÍN, PEDRO

**Forward-Looking and Backward-Looking Taylor Rules: Evidence from Pakistan**

*by*Nadia Tahir

**One-Step-Ahead Forecastability of GARCH (1,1): A Comparative Analysis of USD- and PKR-Based Exchange Rate Volatilities**

*by*Abdul Jalil Khan & Parvez Azim

**The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand**

*by*Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg

**A test for the existence of a fractional root in a non-stationary time series**

*by*Diego Lemus & Elkin Castaño

**Mit Zeitungen Konjunkturprognosen erstellen: Eine Vergleichsstudie für die Schweiz und Deutschland**

*by*David Iselin & Boriss Siliverstovs

**The Use of Simple Regression in Macroeconomic Analysis**

*by*Constantin Anghelache & Ligia Prodan

**Determinants of economic growth in Ghana: parametric and nonparametric investigations**

*by*George Adu

**Do fiscal incentives promote investment?: empirical evidence from Nigeria**

*by*Babajide Fowowe

**Regime-dependent monetary policy convergence: the case of southern African development community (SADC)**

*by*Emmanuel Anoruo & Yusuf Ahmad

**Government expenditure and economic growth: the ethiopian experience, 1950–2007**

*by*Kojo Menyah & Yemane Wolde-Rufael

**Secilmis Ulkelere Gore Turkiye’nin Turizm Talebi**

*by*Mahmut Zortuk & Seyhat Bayrak

**Modelo econométrico para pronosticar la inflación utilizando cointegración, var y vec para la economía mexicana 1990.I-2011.IV**

*by*Segura-Rodríguez, Diana C. & Venegas-Martínez,Francisco & Allier-Campuzano, Héctor

**How informative are in-sample information criteria to forecasting? The case of Chilean GDP**

*by*Carlos A. Medel

**A Review of Artificial Neural Networks: How Well Do They Perform in Forecasting Time Series?**

*by*Elsy Gómez-Ramos & Francisco Venegas-Martínez

**Conditional Predictive Ability of Exchange Rates in Long Run Regressions**

*by*Pablo Pincheira

**Financial Development, Domestic Savings and Poverty Reduction in Pakistan: Using Cointegration and Granger Causality Analysis**

*by*Muhammad Shahbaz & Talat Afza & Muhammad Shahbaz Shabbir

**Devaluation and Income Inequality Nexus: Evidence from Pakistan**

*by*Muhammad Shahbaz & Faridul Islam & Muhammad Sabihuddin Butt

**Demand for Indonesia, Singapore and Thailand Tourist to Malaysia:Seasonal Unit Root and Multivariate Analysis**

*by*Nanthakumar Loganathan & Ang Shy Han & Mori Kogid

**Energy Crisis and Performance of Industry of Pakistan: An Empirical Study**

*by*Muhammad Ibrahim Abdullah & Liu Wei & Waseem Anwar & Umair Saeed Bhutta

**Portuguese Carbon Dioxide Emissions and Economic Growth: A Time Series Analysis**

*by*Muhammad Shahbaz & Nuno Carlos LeitÃ£o

**Spectral Analysis And Networks In Financial Correlation Matrices, Analisis Espectral Y Redes En Matrices De Correlacion Financiera**

*by*Linda Margarita Medina Herrera & Ernesto Armando Pacheco Velazquez

**Financial Development and Economic Growth: Evidence from Ghana**

*by*Michael Adusei

**Is Inflation Always and Everywhere a Monetary Phenomenon? The Case of Nigeria**

*by*Salami Doyin & Kelikume Ikechukwu

**The Effects of Oil Price Shocks on real GDP in Iran**

*by*Mohammad Taghi Khosravi Larijani & Abbas Rezazadeh Karsalari & Mehdi Aghaee

**Estimation And Inference In Predictive Regressions**

*by*KUROZUMI, EIJI & AONO, KOHEI

**Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques**

*by*Anders Bredahl Kock & Timo Teräsvirta

**Contagion among Central and Eastern European Stock Markets during the Financial Crisis**

*by*Jozef BARUNÍK & Lukáš VÁCHA

**Long-term Memory in Electricity Prices: Czech Market Evidence**

*by*Ladislav KRISTOUFEK & Petra LUNACKOVA

**Ranking of VaR and ES Models: Performance in Developed and Emerging Markets**

*by*Saša ŽIKOVIÆ & Randall K. FILER

**Revisions to the Czech National Accounts: Properties and Predictability**

*by*Marek RUSNAK

**Financial Development and Economic Growth: A Revised Empirical Study for Ireland**

*by*Antonios Adamopoulos

**Forecasting Financial Indices: The Baltic Dry Indices**

*by*Eleftherios I. Thalassinos & Mike P. Hanias & Panayiotis G. Curtis & John E. Thalassinos

**Oil Price Shocks and Macroeconomic Performance in Nigeria**

*by*Simeon Oludiran Akinleye & Stephen Ekpo

**Capital Flows and Private Investment in Mexico**

*by*Carlos A. Ibarra

**Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values**

*by*Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado

**Paul Krugman Denies Having Concurred With an Administration Forecast: A Note**

*by*David O. Cushman

**Long memory in return structures from developed markets**

*by*Bhattacharya, Mousumi & Bhattacharya, Sharad Nath

**Turkiye’de Uzun Donem Genis Para (M2Y) Talebinin Tahmini: Zamanla Degisen Katsayilar Yonteminden Bulgular**

*by*Salih GENCER & Ibrahim ARISOY

**Turk Lirasi Reel Kuru Denge Degerinde Mi?**

*by*Guzin BAYAR & Selman TOKPUNAR

**Ihracat ve Ithalatin Ekonomik Buyume Uzerindeki Etkisi: Turkiye Ornegi**

*by*Taha Bahadir SARAC

**Continuous Time Models Experimentation and Learning**

*by*Jane Nilsson

**A study on the socio-economic determinants of suicide: Evidence from 13 European OECD countries**

*by*Okada, Keisuke & Samreth, Sovannroeun

**The inflation–output nexus: Empirical evidence from India, South Africa, and Brazil**

*by*Narayan, Seema & Narayan, Paresh Kumar

**Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests**

*by*Lee, Junsoo & Strazicich, Mark C. & Yu, Byung Chul

**GFC-robust risk management strategies under the Basel Accord**

*by*McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio

**Growth of aggregate corporate earnings and cash-flows: Persistence and determinants**

*by*Kryzanowski, Lawrence & Mohsni, Sana

**The effect of biofuel policies on feedstock market: Empirical evidence for rapeseed oil prices in EU**

*by*Peri, Massimo & Baldi, Lucia

**Spatial panel data estimation, counterfactual predictions, and local economic resilience among British towns in the Victorian era**

*by*Fingleton, Bernard & Palombi, Silvia

**Risk and return in the Tehran stock exchange**

*by*Jahan-Parvar, Mohammad R. & Mohammadi, Hassan

**The effect of the Troubles on GDP in Northern Ireland**

*by*Dorsett, Richard

**Can US economic variables predict the Chinese stock market?**

*by*Goh, Jeremy C. & Jiang, Fuwei & Tu, Jun & Wang, Yuchen

**GFC-robust risk management under the Basel Accord using extreme value methodologies**

*by*Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo

**Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures**

*by*Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio

**Currency hedging strategies using dynamic multivariate GARCH**

*by*Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel

**Are forecast updates progressive?**

*by*Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael

**Not all estimators are born equal: The empirical properties of some estimators of long memory**

*by*Rea, William & Oxley, Les & Reale, Marco & Brown, Jennifer

**Iron ore spot price volatility and change in forward pricing mechanism**

*by*Ma, Yiqun

**Is Russia suffering from Dutch Disease? Cointegration with structural break**

*by*Dülger, Fikret & Lopcu, Kenan & Burgaç, Almıla & Ballı, Esra

**Money demand stability: A case study of Nigeria**

*by*Kumar, Saten & Webber, Don J. & Fargher, Scott

**Macroeconomic consequences of terrorism in Pakistan**

*by*Malik, Zahra & Zaman, Khalid

**Fiscal deficits under financial pressure and insolvency: Evidence for Italy, Greece and Spain**

*by*Trachanas, Emmanouil & Katrakilidis, Constantinos

**Investment expenditure and capital accumulation in an inflationary environment: The case of Turkey**

*by*Günçavdi, Öner & Küçük, Ali Erhan

**Electricity consumption-economic growth Nexus: An aggregated and disaggregated causality analysis in India and Pakistan**

*by*Abbas, Faisal & Choudhury, Nirmalya

**Monetary policy and stability during six periods in US economic history: 1959–2008: a novel, nonlinear monetary policy rule**

*by*Seip, Knut L. & McNown, Robert

**Crime and the effectiveness of public order spending in Greece: Policy implications of some persistent findings**

*by*Kollias, Christos & Mylonidis, Nikolaos & Paleologou, Suzanna-Maria

**Unemployment expectations, excessive pessimism, and news coverage**

*by*Garz, Marcel

**Predicting output using the entire yield curve**

*by*Abdymomunov, Azamat

**Estimating the elasticity of intertemporal substitution: Is the aggregate financial return free from the weak instrument problem?**

*by*Gomes, Fábio Augusto Reis & Paz, Lourenço S.

**Estimating United States Phillips curves with expectations consistent with the statistical process of inflation**

*by*Russell, Bill & Chowdhury, Rosen Azad

**Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound**

*by*Hall, Stephen G. & Kenjegaliev, Amangeldi & Swamy, P.A.V.B. & Tavlas, George S.

**Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market**

*by*Lovcha, Yuliya & Perez-Laborda, Alejandro

**Exchange rate pass-through and inflation: A nonlinear time series analysis**

*by*Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi

**The smallest firm effect: An international study**

*by*De Moor, Lieven & Sercu, Piet

**The economics of options-implied inflation probability density functions**

*by*Kitsul, Yuriy & Wright, Jonathan H.

**Do jumps contribute to the dynamics of the equity premium?**

*by*Maheu, John M. & McCurdy, Thomas H. & Zhao, Xiaofei

**The leverage effect puzzle: Disentangling sources of bias at high frequency**

*by*Aït-Sahalia, Yacine & Fan, Jianqing & Li, Yingying

**Risk and return: Long-run relations, fractional cointegration, and return predictability**

*by*Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George

**The legal theory of finance: Implications for methodology and empirical research**

*by*Deakin, Simon

**Does the forward premium puzzle disappear over the horizon?**

*by*Snaith, Stuart & Coakley, Jerry & Kellard, Neil

**Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration**

*by*Gębka, Bartosz & Karoglou, Michail

**Expectations of future income and real exchange rate movements**

*by*Hayat, Aziz & Ganiev, Bahodir & Tang, Xueli

**Impact of macro-economic surprises on carry trade activity**

*by*Hutchison, Michael & Sushko, Vladyslav

**Real exchange rate adjustment in European transition countries**

*by*Maican, Florin G. & Sweeney, Richard J.

**The structure and degree of dependence: A quantile regression approach**

*by*Baur, Dirk G.

**Oil price dynamics, macro-finance interactions and the role of financial speculation**

*by*Morana, Claudio

**Do newspaper articles on card fraud affect debit card usage?**

*by*Kosse, Anneke

**Global imbalances and the intertemporal external budget constraint: A multicointegration approach**

*by*Camarero, Mariam & Carrion-i-Silvestre, Josep Lluís & Tamarit, Cecilio

**Nonlinear dynamics in discretionary accruals: An analysis of bank loan-loss provisions**

*by*Balboa, Marina & López-Espinosa, Germán & Rubia, Antonio

**Forecasting EUR–USD implied volatility: The case of intraday data**

*by*Dunis, Christian & Kellard, Neil M. & Snaith, Stuart

**SAFE: An early warning system for systemic banking risk**

*by*Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J.

**The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010**

*by*Hagströmer, Björn & Hansson, Björn & Nilsson, Birger

**Forecasting the return distribution using high-frequency volatility measures**

*by*Hua, Jian & Manzan, Sebastiano

**Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory**

*by*Kellner, Ralf & Gatzert, Nadine

**Predicting stock returns: A regime-switching combination approach and economic links**

*by*Zhu, Xiaoneng & Zhu, Jie

**An analysis of commodity markets: What gain for investors?**

*by*Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila

**Asymmetric behavior of unemployment rates: Evidence from the quantile covariate unit root test**

*by*Lee, Cheng-Feng & Hu, Te-Chung & Li, Ping-Cheng & Tsong, Ching-Chuan

**Purchasing power parity in transition countries: Old wine with new bottle**

*by*He, Huizhen & Ranjbar, Omid & Chang, Tsangyao

**The relationship between globalization and insurance activities: A panel data analysis**

*by*Chen, Sen-Sung & Cheng, Shu-Ching & Pan, Guochen & Wu, Tsung-Pao

**Asymmetric effects of the exchange rate on domestic corporate goods prices**

*by*Murase, Koichi

**Real interest rate parity in East Asian countries based on China with flexible Fourier stationary test**

*by*Liu, Lin & Chang, Hsu-Ling & Su, Chi-Wei & Jiang, Chun

**Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers**

*by*Ahmad, A.H. & Moran Hernandez, Ricardo

**Market-oriented banking, financial stability and macro-prudential indicators of leverage**

*by*Calmès, Christian & Théoret, Raymond

**The contribution of US bond demand to the US bond yield conundrum of 2004–2007: An empirical investigation**

*by*Goda, Thomas & Lysandrou, Photis & Stewart, Chris

**U.S. prompt corrective action and bank risk**

*by*ap Gwilym, Rhys & Kanas, Angelos & Molyneux, Philip

**Financialization, crisis and commodity correlation dynamics**

*by*Silvennoinen, Annastiina & Thorp, Susan

**Are Southeast Asian real exchange rates mean reverting?**

*by*Bec, Frédérique & Zeng, Songlin

**On the market risk of securitized timberlands**

*by*Sun, Changyou

**Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate**

*by*Caporale, Guglielmo Maria & Gil-Alana, Luis A.

**The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?**

*by*Vivian, Andrew & Wohar, Mark E.

**Jump dynamics in the relationship between oil prices and the stock market: Evidence from Nigeria**

*by*Fowowe, Babajide

**The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework**

*by*Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu

**U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior**

*by*Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E.

**On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets**

*by*Benth, Fred Espen & Taib, Che Mohd Imran Che

**Time–frequency dynamics of biofuel–fuel–food system**

*by*Vacha, Lukas & Janda, Karel & Kristoufek, Ladislav & Zilberman, David

**Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals**

*by*Lutz, Benjamin Johannes & Pigorsch, Uta & Rotfuß, Waldemar

**Forecasting carbon futures volatility using GARCH models with energy volatilities**

*by*Byun, Suk Joon & Cho, Hangjun

**Market-driven coal prices and state-administered electricity prices in China**

*by*Liu, Ming-Hua & Margaritis, Dimitris & Zhang, Yang

**Does crude oil price play an important role in explaining stock return behavior?**

*by*Chang, Kuang-Liang & Yu, Shih-Ti

**Energy risk management through self-exciting marked point process**

*by*Herrera, Rodrigo

**On the links between stock and commodity markets' volatility**

*by*Creti, Anna & Joëts, Marc & Mignon, Valérie

**Energy consumption and economic growth: Parametric and non-parametric causality testing for the case of Greece**

*by*Dergiades, Theologos & Martinopoulos, Georgios & Tsoulfidis, Lefteris

**Fitting semiparametric Markov regime-switching models to electricity spot prices**

*by*Eichler, M. & Türk, D.

**Causality-in-mean and causality-in-variance within the international steam coal market**

*by*Papież, Monika & Śmiech, Sławomir

**Convergence in per capita energy use among OECD countries**

*by*Meng, Ming & Payne, James E. & Lee, Junsoo

**Risk spillovers in oil-related CDS, stock and credit markets**

*by*Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael

**Modeling EU allowances and oil market interdependence. Implications for portfolio management**

*by*Reboredo, Juan C.

**Asymmetric adjustment of the dynamic relationship between energy intensity and urbanization in China**

*by*Liu, Yaobin & Xie, Yichun

**Non-linearities in the dynamics of oil prices**

*by*Kisswani, Khalid M. & Nusair, Salah A.

**Rockets and feathers in power futures markets? Evidence from the second phase of the EU ETS**

*by*Lo Prete, Chiara & Norman, Catherine S.

**Combining day-ahead forecasts for British electricity prices**

*by*Bordignon, Silvano & Bunn, Derek W. & Lisi, Francesco & Nan, Fany

**A stochastic fuel switching model for electricity prices**

*by*Zachmann, Georg

**Risk spillovers in international equity portfolios**

*by*Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo

**Volatility timing: How best to forecast portfolio exposures**

*by*Clements, A. & Silvennoinen, A.

**Detecting synchronous cycles in financial time series of unequal length**

*by*Reschenhofer, Erhard & Lingler, Michaela

**Equilibrium exchange rate determination and multiple structural changes**

*by*Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald

**On the risk return relationship**

*by*Wang, Jianxin & Yang, Minxian

**Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices**

*by*Perron, Pierre & Chun, Sungju & Vodounou, Cosme

**Remittances and economic growth: A study of Guyana**

*by*Kumar, Ronald Ravinesh

**An empirical analysis of the nexus between external balance and government budget balance: The case of the GIIPS countries**

*by*Algieri, Bernardina

**International stock market integration: Central and South Eastern Europe compared**

*by*Horvath, Roman & Petrovski, Dragan

**Structural breaks in public finances in Central and Eastern European countries**

*by*Ayala, Astrid & Blazsek, Szabolcs

**A Markov-switching multifractal inter-trade duration model, with application to US equities**

*by*Chen, Fei & Diebold, Francis X. & Schorfheide, Frank

**Forecasting by factors, by variables, by both or neither?**

*by*Castle, Jennifer L. & Clements, Michael P. & Hendry, David F.

**Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics**

*by*Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert

**Predictive regression under various degrees of persistence and robust long-horizon regression**

*by*Phillips, Peter C.B. & Lee, Ji Hyung

**Conditional predictive density evaluation in the presence of instabilities**

*by*Rossi, Barbara & Sekhposyan, Tatevik

**Forecasting a long memory process subject to structural breaks**

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**Components of Inflation Uncertainty and Interest Rates: Evidence from Australia and New Zealand**

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**Using SARFIMA Model to Study and Predict the Iran’s Oil Supply**

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**Energy Production And Economic Growth: Empirical Evidence From Turkey**

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**Financial Risk Measurement for Financial Risk Management**

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**Econometric Analysis and Prediction of Recurrent Events**

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**Conservatism in Corporate Valuation**

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**Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems**

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**Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns**

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**A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation**

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**Characterizing economic trends by Bayesian stochastic model specification search**

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**A Simple Test for Spurious Regressions**

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**When Long Memory Meets the Kalman Filter: A Comparative Study**

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**Nonparametric Detection and Estimation of Structural Change**

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**Estimation of long memory in integrated variance**

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**Bayesian stochastic model specification search for seasonal and calendar effects**

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**Prediction-based estimating functions: review and new developments**

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**Nonlinear models for autoregressive conditional heteroskedasticity**

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**Modelling Volatility by Variance Decomposition**

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**An EViews Program to Run a Monte Carlo Experiment: The Dickey-Fuller Distribution**

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**Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a Factor-Augmented Vector Autoregressive (FAVAR) Analysis**

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**A Semigroups Approach to the Study of a Second Order Partial Diferential Equation Applied in Economics**

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**Linguistic Globalization Consequence Of Economic Globalization**

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**Modeling & Forecasting Of Macro-Economic Variables Of India: Before, During & After Recession**

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**Volatility Shifts and Persistence in Variance: Evidence from the Sector Indices of Istanbul Stock Exchange**

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**Budget Deficit and Macroeconomics Fundamentals: The case of Azerbaijan**

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**Long-Run Purchasing Power Parity with Asymmetric Adjustment: Evidence from Mainland China and Taiwan**

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**Revisiting Purchasing Power Parity for Nine Transition Countries Using the Rank Test for Nonlinear Cointegration**

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**A Non-Linear Model of Causality Between the Stock and Real Estate Markets of European Countries**

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**Determination of the nature of growth of the main trends of time series in small quantity of observations**

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**The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets**

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**El canal del crédito bancario en el Perú: Evidencia y mecanismo de transmisión**

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**Why so different from other CEECs – Poland’s cyclical divergence from the euro area during the recent financial crisis**

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**Determinants of Private Investment: Time Series Evidence from Bangladesh**

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**The Nature of Trends in the Per Capita Real GDP of Gulf Cooperation Council (GCC) Countries: Some Evidence and Implications**

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**East Asian Regionalism: The Need For Asean+3 Fta**

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**Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group**

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**The Determinants of Financial Euroization in a Post-Transition Country: Do Threshold Effects Matter?**

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**Financial Development and Economic Growth: An Empirical Analysis for the UK**

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**Has the Accession of Greece in the EU Influenced the Dynamics of the Country’s “Twin Deficits”? An Empirical Investigation**

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**Foreign Direct Investment and Unemployment: VAR Analysis for Poland in the Years 1995-2009**

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**Paradoja Feldstein-Horioka: el caso de México (1950-2007)**

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**Una reconsideración sobre la convergencia regional en México**

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**India's demand for international reserve and monetary disequilibrium: Reserve adequacy under floating regime**

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**Modeling unemployment as an inventory: A multicointegration approach**

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**Volatility and covariation of financial assets: A high-frequency analysis**

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**The Korean stock market volatility during the currency crisis and the credit crisis**

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