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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:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 2016 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

  • 2016 Is Inflation Persistence Different in Reality?
    by Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta

  • 2016 Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach
    by Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud

  • 2016 The Effect of Investor Sentiment on Gold Market Dynamics
    by Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta

  • 2016 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

  • 2016 Periodically Collapsing Bubbles in the South African Stock Market
    by Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar

  • 2016 Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach
    by Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya

  • 2016 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

  • 2016 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

  • 2016 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

  • 2016 Dynamic Comovement between Social Infrastructure, Economic Growth and Inequality in South Africa
    by Sixolile Jafta & Goodness C. Aye

  • 2016 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

  • 2016 Concentration on the few? R&D and innovation in German firms 2001 to 2013
    by Rammer, Christian & Schubert, Torben

  • 2016 Population aging in healthcare - a minor issue? Evidence from Switzerland
    by Colombier, Carsten

  • 2016 A quasi real-time leading indicator for the EU industrial production
    by Donadelli, Michael & Paradiso, Antonio & Riedel, Max

  • 2016 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

  • 2016 Automatic identification of general vector error correction models
    by Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano

  • 2016 Regional wheat price effects of extreme weather events and wheat export controls in Russia and Ukraine
    by Götz, Linde & Djuric, Ivan & Nivievskyi, Oleg

  • 2016 A data-driven selection of an appropriate seasonal adjustment approach
    by Webel, Karsten

  • 2016 Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models
    by Florian Ziel & Rafal Weron

  • 2016 Recent advances in electricity price forecasting: A review of probabilistic forecasting
    by Jakub Nowotarski & Rafal Weron

  • 2016 Automated variable selection and shrinkage for day-ahead electricity price forecasting
    by Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron

  • 2016 On the importance of the long-term seasonal component in day-ahead electricity price forecasting
    by Jakub Nowotarski & Rafal Weron

  • 2016 To combine or not to combine? Recent trends in electricity price forecasting
    by Jakub Nowotarski & Rafal Weron

  • 2016 Estimation of Nonlinear Panel Models with Multiple Unobserved Effects
    by Chen, Mingli

  • 2016 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

  • 2016 Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients
    by Paraschiv, Florentina & Bunn, Derek & Westgaard, Sjur

  • 2016 Understanding the sources of macroeconomic uncertainty
    by Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre

  • 2016 In-sample inference and forecasting in misspecified factor models
    by Marine Carrasco & Barbara Rossi

  • 2016 A 'healthy immigrant effect' or a 'sick immigrant effect'? Selection and policies matter
    by Constant, Amelie F. & Garcia-Munoz, Teresa & Neuman, Shoshana & Neuman, Tzahi

  • 2016 Oil shocks on unemployment in Central and Eastern Europe
    by Juan Carlos Cuestas & Luis A. Gil-Alana

  • 2016 On the use of high frequency measures of volatility in MIDAS regressions
    by Elena Andreou

  • 2016 Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US
    by Giorgio Canarella & Stephen M. Miller

  • 2016 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

  • 2016 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

  • 2016 Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US
    by Giorgio Canarella & Stephen M. Miller

  • 2016 Did Okun's Law Die after the Great Recession?
    by Giorgio Canarella & Stephen M. Miller

  • 2016 Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach
    by Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller

  • 2016 Inflation Targeting: New Evidence from Fractional Integration and Cointegration
    by Giorgio Canarella & Stephen M. Miller

  • 2016 Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events
    by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh

  • 2016 Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
    by Manabu Asai & Chia-Lin Chang & Michael McAleer

  • 2016 A bidding strategy for minimizing the imbalances costs for renewable generators in Spanish power markets
    by Francisco Javier Eransus

  • 2016 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

  • 2016 When did inflation expectations in the euro area de-anchor?
    by Andrea Fracasso & Rocco Probo

  • 2016 Do Exports lead Economic Output in Five Asian Countries? A Cointegration and Granger Causality Analysis
    by Jiayi Huang & Miguel Ramirez

  • 2016 Testing for a Threshold in Models with Endogenous Regressors
    by Rothfelder, Mario & Boldea, Otilia

  • 2016 A Simple Test for Causality in Volatility
    by Chia-Lin Chang & Michael McAleer

  • 2016 Cartel Dating
    by H. Peter Boswijk & Maurice J.G. Bun & Maarten Pieter Schinkel

  • 2016 Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events
    by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh

  • 2016 Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
    by Manabu Asai & Chia-Lin Chang & Michael McAleer

  • 2016 A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics
    by Manabu Asai & Michael McAleer

  • 2016 Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S
    by Siem Jan Koopman & Rutger Lit & Andre Lucas

  • 2016 A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices
    by David E. Allen & Chialin Chang & Michael McAleer & Abhay K. Singh

  • 2016 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

  • 2016 Bayesian Dynamic Modeling of High-Frequency Integer Price Changes
    by Istvan Barra & Siem Jan Koopman

  • 2016 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

  • 2016 Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter
    by Roman Frydman & Joshua R. Stillwagon

  • 2016 Unemployment Hysteresis and Structural Change in Europe
    by Kurmas Akdogan

  • 2016 On Estimation of the Normalized CES Production Function for Turkey
    by Selen Baser Andic

  • 2016 Forecasting Turkish Real GDP Growth in a Data Rich Environment
    by Bahar Sen Dogan & Murat Midilic

  • 2016 In Pursuit of Understanding Markups in Restaurant Services Prices
    by Mustafa Utku Ozmen

  • 2016 Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks
    by Jari Hännikäinen

  • 2016 Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties
    by Luke Hartigan

  • 2016 Portmanteau Tests for Linearity of Stationary Time Series
    by Zacharias Psaradakis & Marian Vavra

  • 2016 Nowcasting UK GDP during the depression
    by Smith Paul

  • 2016 Unemployment Persistence in OECD Countries after the Great Recession
    by André M. Marques & Gilberto Tadeu Lima, Victor Troster

  • 2016 Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA
    by Duo Qin & Qingchao Wang

  • 2016 Sticky consumption and wealth effects in Switzerland
    by Alain Galli

  • 2016 A real-time GDP data set for Switzerland
    by Severin Bernhard

  • 2016 Business Confidence in South Africa: Identifying Key Domestic Drivers and The Nature Of Their Impact
    by Andrew Maredza & Zvikomborero Nyamazunzu

  • 2016 Asymmetric Volatility of Net Convenience Yield: Evidence from Indian Commodity Futures Markets
    by BRAJESH KUMAR

  • 2016 Estimating and forecasting value-at-risk using the unbiased extreme value volatility estimator
    by Dilip Kumar

  • 2016 Testing the Saving-Investment Relationship for the Country Groups Classified by Income Levels
    by MUSTAFA KIZILTAN & ANNA GOLOVKO

  • 2016 How Do Exchange Rate Movements Affect Stock Prices? The Case of Turkey
    by Fela Özbey & Erhan İşcan & Mehmet Fatih Traş

  • 2016 The Determinants of Exchange Rate Volatility in South Africa
    by Trust R. Mpofu

  • 2016 On The Stability Of The Excess Sensitivity Of Aggregate Consumption Growth In The Us
    by Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers

  • 2016 The Linear Regression Of Weighted Segments
    by Mateescu, Dan

  • 2016 A Life Course Perspective on the Income-to-Health Relationship: Macro-Empirical Evidence from Two Centuries
    by Nagel, Korbinian

  • 2016 The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis
    by Dionne, Georges & Zhou, Xiaozhou

  • 2016 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

  • 2016 Forecasting Unemployment with Google Searches
    by Tuhkuri, Joonas

  • 2016 ETLAnow: A Model for Forecasting with Big Data – Forecasting Unemployment with Google Searches in Europe
    by Tuhkuri, Joonas

  • 2016 Tendencias comunes en el índice de precios al consumidor
    by Ramos, Maria Gracia & Winkelried, Diego

  • 2016 From the “Great Inflation” to the “Great Moderation” in Peru: A Time Varying Structural Vector Autoregressions Analysis
    by Castillo, Paul & Montoya, Jimena & Quineche, Ricardo

  • 2016 Volatility Dependent Dynamic Equicorrelation
    by Adam Clements & Ayesha Scott & Annastiina Silvennoinen

  • 2016 Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data
    by Byeong U. Park & Leopold Simar & Valentin Zelenyuk

  • 2016 A Matlab program and user's guide for the fractionally cointegrated VAR model
    by Morten Ørregaard Nielsen & Michał Ksawery Popiel

  • 2016 Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form
    by Giuseppe Cavaliere & Morten Ørregaard Nielsen & A. M. Robert Taylor

  • 2016 Forecasting banking crises with dynamic panel probit models
    by António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues

  • 2016 A wavelet-based multivariate multiscale approach for forecasting
    by António Rua

  • 2016 Residual-augmented IVX predictive regression
    by Paulo M.M. Rodrigues & Matei Demetrescu

  • 2016 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

  • 2016 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

  • 2016 The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests
    by Matteo Bonato & Riza Demirer & Rangan Gupta

  • 2016 On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees
    by Christian Pierdzioch & Marian Risse & Wendy Nyakabawo & Rangan Gupta

  • 2016 Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach
    by Tahir Suleman & Rangan Gupta & Mehmet Balcilar

  • 2016 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

  • 2016 Forecasting US GNP Growth: The Role of Uncertainty
    by Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar

  • 2016 Testing the Efficiency of the Wine Market using Unit Root Tests with Sharp and Smooth Breaks
    by Elie Bouri & Tsangyao Chang & Rangan Gupta

  • 2016 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

  • 2016 Geopolitical Risks and Stock Market Dynamics of the BRICS
    by Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta

  • 2016 Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach
    by Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller

  • 2016 Does U.S. Macroeconomic News Make the South African Stock Market Riskier?
    by Esin Cakan & Rangan Gupta

  • 2016 Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach
    by Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch

  • 2016 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

  • 2016 Can Weather Conditions in New York Predict South African Stock Returns?
    by Nicholas Apergis & Rangan Gupta

  • 2016 Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test
    by Mehmet Balcilar & Esin Cakan & Rangan Gupta

  • 2016 Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach
    by Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar

  • 2016 Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis
    by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar

  • 2016 The Term Premium as a Leading Macroeconomic Indicator
    by Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta

  • 2016 Estimating the Size of Black Economy in India
    by Sharma, Chandan

  • 2016 Recurrent explosive behaviour of debt-to-GDP ratio
    by Bystrov, Victor & Mackewicz, Michał

  • 2016 Analyse De La Vulnerabilite Macroeconomique De La Zone Franc
    by BESSO, CHRISTOPHE RAOUL & chameni, celestin

  • 2016 Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?
    by Hecq, Alain & Telg, Sean & Lieb, Lenard

  • 2016 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

  • 2016 Forecasting United States Presidential election 2016 using multiple regression models
    by Sinha, Pankaj & Nagarnaik, Ankit & Raj, Kislay & Suman, Vineeta

  • 2016 Nonlinear Dependence between Stock Prices and Exchange Rate in Nigeria
    by Effiong, Ekpeno L.

  • 2016 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

  • 2016 Nonlinear impact of inflation on economic growth in South Africa: A smooth transition regression (STR) analysis
    by Khoza, Keorapetse & Thebe, Relebogile & Phiri, Andrew

  • 2016 Dynamic relationship between stock return, trading volume, and volatility in the Stock Exchange of Thailand: does the US subprime crisis matter?
    by Jiranyakul, Komain

  • 2016 Asymmetric Effects of Exchange Rate Changes on British Bilateral Trade Balances
    by BAHMANI-OSKOOEE, Mohsen & HALICIOGLU, Ferda & GHODSI, Seyed Hesam

  • 2016 Ispitivanje kalendarskih sezonaliteta na hrvatskom tržištu kapitala
    by Tomić, Bojan

  • 2016 Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?
    by Barnett, William & Aghababa, Hajar

  • 2016 Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility
    by Escribano, Alvaro & Sucarrat, Genaro

  • 2016 The Validity of the Tourism-Led Growth Hypothesis for Thailand
    by Jiranyakul, Komain

  • 2016 Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia
    by Ali, Hakim & Masih, Mansur

  • 2016 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

  • 2016 Fast profits in a fasting month? A markov regime switching approach in search of ramadan effect on stock markets
    by Hasbullah, Faruq & Masih, Mansur

  • 2016 Does microfinance affect economic growth? Evidence from Bangladesh based on ARDL approach
    by Sultan, Yousuf & Masih, Mansur

  • 2016 Is financial sector development an engine of economic growth? evidence from India
    by Ziaurrahman, Muhammad & Masih, Mansur

  • 2016 What drives banks’ willingness to lend to SMEs? An ARDL approach
    by Lokman, Azarahiah & Masih, Mansur

  • 2016 The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?
    by Fantazzini, Dean

  • 2016 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.

  • 2016 Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach
    by Hasnul, Al Gifari & Masih, Mansur

  • 2016 Semiparametric Efficient Adaptive Estimation of the PTTGARCH model
    by Ciccarelli, Nicola

  • 2016 Everything you always wanted to know about bitcoin modelling but were afraid to ask
    by Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey

  • 2016 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.

  • 2016 Nonlinearities in Wagner's law: Further evidence from South Africa
    by Phiri, Andrew

  • 2016 Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence
    by Thomadakis, Apostolos

  • 2016 Bayesian Nonparametric Estimation of Ex-post Variance
    by Griffin, Jim & Liu, Jia & Maheu, John M

  • 2016 Local Explosion Modelling by Noncausal Process
    by Gouriéroux, Christian & Zakoian, Jean-Michel

  • 2016 Automating Analytics: Forecasting Time Series in Economics and Business
    by Gerunov, Anton

  • 2016 Changes in inflation persistence prior and subsequent to the subprime crisis: What are the implications for South Africa?
    by Phiri, Andrew

  • 2016 Impact of Oil Price and Its Volatility on Stock Market Index in Pakistan: Bivariate EGARCH Model
    by Naurin, Abida & Qayyum, Abdul

  • 2016 The response of industrial production to the price of oil: new evidence for Thailand
    by Jiranyakul, Komain

  • 2016 Exchange Rate Undervaluation and Sectoral Performance of the South African Economy
    by Njindan Iyke, Bernard

  • 2016 Are output fluctuations transitory or permanent in Ghana?
    by Yeboah Asuamah, Samuel

  • 2016 Long run equilibrium adjustment between inflation and stock market returns in South Africa: A nonlinear perspective
    by Phiri, Andrew

  • 2016 Asymmetric pass-through effects from monetary policy to housing prices in South Africa
    by Phiri, Andrew

  • 2016 Public health expenditure in Spain: is there partisan behaviour?
    by Clemente, Jesús & Lazaro, Angelina & Montanes, Antonio

  • 2016 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

  • 2016 Home financing loans and their relationship to real estate bubble: An analysis of the U.S. mortgage market
    by Asadov, Alam & Masih, Mansur

  • 2016 Exploring the nexus between income inequality and financial indicators: endemic to the Indian economy?
    by Ahsan, Zainab Fida & Masih, Mansur

  • 2016 Does consumer sentiment predict consumer spending in Malaysia? an autoregressive distributed lag (ARDL) approach
    by Mohd Haniff, NorAzza & Masih, Mansur

  • 2016 An empirical investigation of causal linkages between domestic terrorism and macroeconomic variables: a case for Pakistan
    by Bukhari, Naseem & Masih, Mansur

  • 2016 Dutch disease or Nigerian disease: a prima facie? New evidence from ARDL bound test analysis
    by Mustapha, Ishaq Muhammad & Masih, Mansur

  • 2016 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

  • 2016 Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation
    by BOUSALAM, Issam & HAMZAOUI, Moustapha & ZOUHAYR, Otman

  • 2016 Does crisis affect convergence process? The case of the Spanish provinces
    by Montañés, Antonio & Olmos, Lorena & Reyes, Marcelo

  • 2016 The growth trade-off between direct and indirect taxes in South Africa: Evidence from a STR model
    by Phiri, Andrew

  • 2016 Forecasting oil price realized volatility: A new approach
    by Degiannakis, Stavros & Filis, George

  • 2016 Causality between Bank’s major activities and Economic Growth: Evidences from Pakistan
    by Mushtaq, Saba

  • 2016 Impact of Ethical Screening on Risk and Returns: the Case of Constructed Moroccan Islamic Stock Indexes
    by BOUSALAM, Issam & HAMZAOUI, Moustapha

  • 2016 Models of Financial Return With Time-Varying Zero Probability
    by Sucarrat, Genaro & Grønneberg, Steffen

  • 2016 Are Some Taxes Better for Growth in Pakistan?A Time Series Analysis
    by Munir, Kashif & Sultan, Maryam

  • 2016 Oil Prices and REER with Impact of Regime Dummies
    by Ahmed, Syed Shujaat & Nazir, Sidra

  • 2016 Real effective exchange rates comovements and the South African currency
    by Raputsoane, Leroi

  • 2016 Do WTO Rulings Really Matter? Evidence from the Rare Earth Elements Market
    by Juliane Proelss & Denis Schweizer & Volker Seiler

  • 2016 Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics -
    by Marlon Fritz & Thomas Gries & Yuanhua Feng

  • 2016 Do WTO Rulings Really Matter? Evidence from the Rare Earth Elements Market
    by Juliane Proelss & Denis Schweizer & Volker Seiler

  • 2016 Generalizing smooth transition autoregressions
    by Emilio Zanetti Chini

  • 2016 Pattern and determinants of structural transformation in Africa
    by Raghbendra Jha & Sadia Afrin

  • 2016 Asymmetric threshold vertical price transmission in wheat and flour markets in Dhaka (Bangladesh): seemingly unrelated regression analysis
    by Mohammad J Alam & Raghbendra Jha

  • 2016 Structural transformation in South Asia
    by Raghbendra Jha & Sadia Afrin

  • 2016 Road accidents and business cycles in Spain
    by Jesús Rodríguez-López & Gustavo A. Marrero & Rosa Marina González-Marrero & Teresa Leal-Linares

  • 2016 Policy Analysis, Forediction, and Forecast Failure
    by Jennifer Castle & David Hendry

  • 2016 Improving the Teaching of Econometrics
    by David Hendry & Grayham E. Mizon

  • 2016 Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations
    by David Hendry & Andrew B. Martinez

  • 2016 Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation
    by David Hendry & Felix Pretis & Lea Schneider & Jason E. Smerdon

  • 2016 An Overview of Forecasting Facing Breaks
    by Jennifer Castle & David Hendry & Michael P. Clements

  • 2016 Deciding Between Alternative Approaches In Macroeconomics
    by David Hendry

  • 2016 Flexible Functional Forms and Curvature Conditions: Parametric Productivity Estimation in Canadian and U.S. Manufacturing Industries
    by Jakir Hussain & Jean-Thomas Bernard

  • 2016 Forecasting extreme seasonal tourism demand
    by Niematallah Elamin & Mototsugu Fukushige

  • 2016 How do policies influence GDP tail risks?
    by Aida Caldera Sánchez & Oliver Röhn

  • 2016 Trends and Cycles in Historical Gold and Silver Prices
    by Luis Alberiko Gil-Alaña & Rangan Gupta

  • 2016 The persistence of air pollution in four mega-cities of China
    by Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Zhongfei Chen

  • 2016 Regime Shifts in India's Monetary Policy Response Function
    by Kumawat, Lokendra & Bhanumurthy, N. R.

  • 2016 How Crashes Develop: Intradaily Volatility and Crash Evolution
    by David S. Bates

  • 2016 Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective
    by Karol Szafranek

  • 2016 Predicting Belgium’s GDP using targeted bridge models
    by Christophe Piette

  • 2016 Predicting Belgium’s GDP using targeted bridge models
    by Christophe Piette

  • 2016 Predicting Belgium’s GDP using targeted bridge models
    by Christophe Piette

  • 2016 Predicting Belgium’s GDP using targeted bridge models
    by Christophe Piette

  • 2016 Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction
    by D.S. Poskitt

  • 2016 Specification Testing for Nonlinear Multivariate Cointegrating Regressions
    by Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin

  • 2016 Bayesian Indirect Inference and the ABC of GMM
    by Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen

  • 2016 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

  • 2016 Empirical Investigation of Purchasing Power Parity for Turkey: Evidence from Recent Nonlinear Unit Root Tests
    by Dilem Yıldırım

  • 2016 The Feldstein-Horioka Puzzle in the Presence of Structural Breaks: Evidence from China
    by Dilem Yıldırım & Ethem Erdem Orman

  • 2016 Forecasting Macedonian business cycle turning points using Qual VAR model
    by Magdalena Petrovska & Aneta Krstevska & Nikola Naumovski

  • 2016 Replacing Judgment by Statistics: Constructing Consumer Confidence Indicators on the basis of Data-driven Techniques. The Case of the Euro Area
    by Christian Gayer & Alessandro Girardi & Andreas Reuter

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  • 2016 Fractal Characterization of Long Memory in Electricity Prices
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  • 2016 Fiscal Reaction Functions for European Union Countries
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  • 2016 A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices
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  • 2016 Determining causal inference in linear and non-linear time-series using convergent cross mapping. An application of government expenditure and economic growth relation in Mexico 1980-2015
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  • 2016 Causalidad en Segundos Momentos: Una aplicación a la volatilidad bursátil en México, Estados Unidos y Australia
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  • 2016 Relaciones entre los mercados bursátiles de México y Estados Unidos: Evidencia de cointegración y Causalidad de Granger
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  • 2016 The stability of money demand in the long-run: Italy 1861–2011
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  • 2016 Foods, fuels or finances: Which prices matter for biofuels?
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  • 2016 Bayesian Unit Root Test for Panel Data
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  • 2016 A Smoothing Test under First-Order Autoregressive Processes and a First-Order Moving-Average Correction
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  • 2016 Reassessing the empirical relationship between the oil price and the dollar
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  • 2016 Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB
    by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You

  • 2016 Updated Reference Forecasts for Global CO2 Emissions from Fossil-Fuel Consumption
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  • 2016 Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility
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  • 2016 Adaptive state space models with applications to the business cycle and financial stress
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  • 2016 Understanding the Sources of Macroeconomic Uncertainty
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  • 2016 In-sample Inference and Forecasting in Misspecified Factor Models
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  • 2016 Pronóstico del volumen de negociación del mercado secundario de renta fija en Colombia: a través de la modelación no lineal star
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  • 2016 Prévision de l’activité économique au Québec
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  • 2016 Direct and Indirect Effects Based on Difference-in-Differences with an Application to Political Preferences Following the Vietnam Draft Lottery
    by Eva Deuchert & Martin Huber & Mark Schelker

  • 2016 Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB
    by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You

  • 2016 Identification and Estimation of the Environmental Kuznets Curve: Pairwise Differencing to Deal with Nonlinearity and Nonstationarity
    by Suphi Sen & Bertrand Melenberg & Herman R. J. Vollebergh

  • 2016 Working Time Reductions at the End of the Career. Do they Prolong the Time Spent in Employment?
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  • 2016 Implied Volatility Around the World : Geographical Markets and Asset Classes
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  • 2016 On a Possible Problem in the Estimation of Saddle-point Dynamic Economic Models
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  • 2016 A Time Series Paradox: Unit Root Tests Perform Poorly When Data Are Cointegrated
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  • 2016 On Estimating Long-Run Effects In Models with Lagged Dependent Variables
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  • 2016 Univariate Unit Root Tests Perform Poorly When Data Are Cointegrated
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  • 2016 A Semiparametric Intraday GARCH Model
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  • 2016 Spline-DCS for Forecasting Trade Volume in High-Frequency Finance
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  • 2016 Realised Variance Forecasting Under Box-Cox Transformations
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  • 2016 Option-Implied Equity Premium Predictions via Entropic TiltinG
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  • 2016 Option-Implied Equity Premium Predictions via Entropic TiltinG
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  • 2016 High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models
    by F. Lilla

  • 2016 Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB
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  • 2016 The dynamic Black-Litterman approach to asset allocation
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  • 2016 Adaptive models and heavy tails
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  • 2016 Detecting imbalances in house prices: What goes up must come down?
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  • 2016 Understanding the Sources of Macroeconomic Uncertainty
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  • 2016 Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP
    by M. Mogliani & T. Ferrière

  • 2016 Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD
    by Benavides Guillermo

  • 2016 A Functional Approach to Test Trending Volatility
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  • 2016 Unit Root Testing in ARMA Models: A Likelihood Ratio Approach
    by Hernández Juan R.

  • 2016 Adaptive models and heavy tails
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  • 2016 Oil price and economic growth: a long story?
    by María Dolores Gadea & Ana Gómez-Loscos & Antonio Montañés

  • 2016 Price asymmetries in the European gasoline market
    by Alberto Bagnai & Christian Alexander Mongeau Ospina

  • 2016 Changes in sovereign debt dynamics in Central and Eastern Europe
    by Juan Carlos Cuestas

  • 2016 Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure
    by Carlos Vladimir Rodríguez-Caballero

  • 2016 Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes
    by Shin Kanaya

  • 2016 A Dynamic Multi-Level Factor Model with Long-Range Dependence
    by Yunus Emre Ergemen & Carlos Vladimir Rodríguez-Caballero

  • 2016 Tightness of M-estimators for multiple linear regression in time series
    by Søren Johansen & Bent Nielsen

  • 2016 Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting
    by Robinson Kruse & Christian Leschinski & Michael Will

  • 2016 Arbitrage without borrowing or short selling?
    by Mikko S. Pakkanen & Jani Lukkarinen

  • 2016 The predictive power of dividend yields for future infl?ation: Money illusion or rational causes?
    by Tom Engsted & Thomas Q. Pedersen

  • 2016 Renewed Momentum in the German Housing Market: Real-Time Monitoring of Boom vs. Bubble
    by Xi Chen & Michael Funke

  • 2016 Plynnosc sektora bankowego a skutecznosc polityki pienieznej Narodowego Banku Polskiego na tle Eurosystemu
    by Ilona Pietryka

  • 2016 Analysis of the Polish foreign trade in the light of recent theoretical concepts
    by

  • 2016 Empirical Studies on Public Debt and Fiscal Transfers
    by Markus Josef Reischmann

  • 2016 Agrarrohstoffpreise und Lebensmittelpreise in armen Ländern
    by Holtemöller, Oliver

  • 2016 A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
    by Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan

  • 2016 Automatic identification of general vector error correction models
    by Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano

  • 2016 The new hybrid value at risk approach based on the extreme value theory
    by Nikola Radivojevic & Milena Cvjetkovic & Saša Stepanov

  • 2016 Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models
    by Siem Jan Koopman & André Lucas & Marcel Scharth

  • 2016 Determinants of Egyptian Banking Sector Profitability: Time-Series Analysis from 2004-2014
    by Heba Youssef Hashem

  • 2016 The relationship between stock and real estate prices in Turkey : Evidence around the global financial crisis
    by Asli Yuksel

  • 2016 Exports and domestic demand pressure: a dynamic panel data model for the euro area countries
    by Elena Bobeica & Paulo Soares Esteves & António Rua & Karsten Staehr

  • 2016 Medical Personnel and Life Expectancy: New Evidence from Taiwan
    by Ya-Hui Huang & Chien-Chiang Lee & Chun-Ping Chang

  • 2016 On some remarks about SEATS signal extraction
    by Guy Mélard

  • 2016 Robust time series models with trend and seasonal components
    by Michele Caivano & Andrew Harvey & Alessandra Luati

  • 2016 Neglected serial correlation tests in UCARIMA models
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  • 2016 Identification of asymmetric conditional heteroscedasticity in the presence of outliers
    by M. Angeles Carnero & Ana Pérez & Esther Ruiz

  • 2016 Causality between research output in the field of biotechnology and economic growth in Turkey
    by Yaşar Serhat Yaşgül & Burak Güriş

  • 2016 Does final energy demand in Portugal exhibit long memory? A fractional integration analysis
    by José Manuel Belbute & Alfredo Marvão Pereira

  • 2016 Oil prices and stock returns: nonlinear links across sectors
    by Carlos Pinho & Mara Madaleno

  • 2016 Volatility and Market Risk of Rubber Price in Malaysia: Pre- and Post-Global Financial Crisis
    by Han Hwa Goh & Kim Leng Tan & Chia Ying Khor & Sew Lai Ng

  • 2016 Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks
    by Luis A. Gil-Alana & Trilochan Tripathy

  • 2016 The Dynamics Between Inflation and Inflation Uncertainty: Evidence from India
    by B. Balaji & S. Raja Sethu Durai & M. Ramachandran

  • 2016 The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland
    by Nidhaleddine Ben Cheikh & Christophe Rault

  • 2016 An Application of Quah and Vahey’s SVAR Methodology for Estimating Core Inflation in India: A Note
    by Joice John & Abhiman Das & Sanjay Singh

  • 2016 Determinants and Forecast of Price Level in India: a VAR Framework
    by Cindrella Shah & Nilesh Ghonasgi

  • 2016 Does real wage converge in China?
    by Yang Chen & Hsu-Ling Chang & Chi-Wei Su

  • 2016 Long memory in the Ukrainian stock market and financial crises
    by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko

  • 2016 Persistence and cyclical dependence in the monthly euribor rate
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2016 Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market
    by Carlos P. Barros & Luis A. Gil-Alana & Zhongfei Chen

  • 2016 Cyclical non-stationarity in commodity prices
    by Atle Oglend & Frank Asche

  • 2016 Evaluating the combined forecasts of the dynamic factor model and the artificial neural network model using linear and nonlinear combining methods
    by Ali Babikir & Henry Mwambi

  • 2016 Measuring the US NAIRU as a step function
    by Hiroshi Yamada & Gawon Yoon

  • 2016 Real estate returns predictability revisited: novel evidence from the US REITs market
    by Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta

  • 2016 Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach
    by Zouheir Mighri & Faysal Mansouri

  • 2016 Testing for a housing bubble at the national and regional level: the case of Israel
    by Itamar Caspi

  • 2016 Measuring the Turkish core inflation with a shifting mean model
    by Tamer Kulaksizoglu

  • 2016 Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging
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  • 2016 How linear is pricing-to-market? Empirical assessment of hysteresis and asymmetry of PTM
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  • 2016 Monetary policy shocks and Cholesky VARs: an assessment for the Euro area
    by Efrem Castelnuovo

  • 2016 Isometric operators on Hilbert spaces and Wold decomposition of stationary time series
    by Federico Severino

  • 2016 The effect of additive outliers on a fractional unit root test
    by Christian M. Hafner & Arie Preminger

  • 2016 Bulgarian stock market and market risk forecasting under long memory in returns
    by Boyan Lomev & Nikolay Netov

  • 2016 Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors
    by Dobromił Serwa

  • 2016 Forecasting the Yield Curve With Macroeconomic Variables
    by Michał Rubaszek

  • 2016 Birth Seasonality Patterns in Central and Eastern Europe during 1996-2012
    by Christiana Brigitte Balan & Elisabeta Jaba

  • 2016 The Relationship between Insurance Industry and Banking Sector in China: Asymmetric Granger Causality Test
    by Guochen Pan & Jingyan Guo & Qiaoling Jing

  • 2016 Performance of VaR in Developed and CEE Countries during the Global Financial Crisis
    by Mirjana Miletić & Siniša Miletić

  • 2016 Long-Memory in Volatilities of CDS Spreads: Evidences from the Emerging Markets
    by Samet Günay & Yanlin Shi

  • 2016 The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises
    by Hatice Gaye Gencer & Sercan Demiralay

  • 2016 Investigation of Convergence of Returns in Asset Markets in Iran
    by Pourebadollahan Covich, Mohsen & Asgharpur, Hossein & Masoomzadeh, Sara

  • 2016 The Impact of Macroeconomic Variables on Tehran Stock Market Returns Volatility: GARCH-X Approach
    by Rezazadeh, Ali

  • 2016 Causal Nexus between Financial Integration and Economic Growth : Does Nonlinearity Matter?
    by Saafi, Sami & Bel Haj Mohamed, Meriem & Ben Doudou, Makram

  • 2016 Integration from Retail Banking to Non-Financial Corporations in EMU
    by Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent

  • 2016 Exchange Rate Pass-Through (ERPT) and Inflation-Targeting (IT): Evidence from South Africa - Exchange rate pass-through and inflation targeting: evidenze dal Sud Africa
    by Dube, Smile

  • 2016 Characterising the south african business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenze o stazionario nel trend in un modello Markov-switching?
    by Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Ranjbar, Omid

  • 2016 Analysis of Volatility in Gold Prices with the Markov Regime-Switching Models
    by Evci, Samet & Şak, Nazan & Karaağaç, Gökben Adana

  • 2016 The Relationship between Aggregated–Disaggregated Energy Consumption and Economic Growth in Turkey
    by Pata, Uğur Korkut & Terzi, Harun

  • 2016 Bank Failure Prediction Model for Zimbabwe
    by Victor Gumbo & Simba Zoromedza

  • 2016 Trade Openness and Economic Growth: A Panel Cointegration and Causality Analysis for the Newest EU Countries
    by Nikolaos Dritsakis & Pavlos Stamatiou

  • 2016 Tendencias comunes en el índice de precios al consumidor
    by Ramos, María Gracia & Winkelried, Diego

  • 2016 Medicion del riesgo de la cola en el mercado del petroleo mexicano aplicando la teoria de valores extremos condicional
    by Raul De Jesus Gutierrez & Edgar Ortiz Calisto & Oswaldo Garcia Salgado & Veronica Angeles Morales

  • 2016 The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach
    by Roman Huptas

  • 2016 Quantitative Forecast of Demand for Life Insurance in CR in 2015-2018: Macroeconomic Growth versus Industry Restructuring
    by Jiří Šindelář

  • 2016 Some stylised facts about the exchange rate behaviour of Central European currencies
    by Jan Vejmělek

  • 2016 On The Use Of Panel Stationarity Tests In Convergence Analysis: Empirical Evidence For The Eu Countries
    by Mariusz Prochniak & Bartosz Witkowski

  • 2016 Modeling the evolution of monetary policy rules in CESEE
    by Martin Feldkircher & Florian Huber & Isabella Moder

  • 2016 A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics: report
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  • 2016 Macroeconomic Effects of Budget Expenditure in Bulgaria (Econometric Analysis)
    by Nikolay Velichkov

  • 2016 The Growth Trade-off between Direct and Indirect Taxes in South Africa: Evidence from a STR Model
    by Andrew Phiri

  • 2016 Pair-Wise Approach to Test the Regional Convergence Hypothesis in Mexico
    by Domingo Rodríguez-Benavides & José Carlos Trejo García & Miguel Ángel Mendoza González

  • 2016 Analysis of the Unanticipated Factors in Portfolio Inflows to Indonesia: A SVAR Approach: 2001-2012
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  • 2016 Real Effective Exchange Rates Comovements and the South African Currency
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  • 2016 Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation
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  • 2016 A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps
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  • 2016 Automating Analytics: Forecasting Time Series in Economics and Business
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  • 2016 Az olajár gyengülő makrogazdasági hatásai. Két versengő elmélet szintézise
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  • 2016 Indirect Taxes in Romania – an Econometric Analysis
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  • 2016 Intraday jumps and trading volume: a nonlinear Tobit specification
    by Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony

  • 2016 Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data
    by Thomas C. Chiang & Lanjun Lao & Qingfeng Xue

  • 2016 On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis
    by Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Wael Louhichi

  • 2016 Long-Run Comovements in East Asian Stock Market Volatility
    by Gilles Truchis & Benjamin Keddad

  • 2016 Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis
    by Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi

  • 2016 Understanding Export Market Success: Evidence from Manufacturing Firms
    by A. Altuzarra & R. Bustillo & C. Rodríguez

  • 2016 Purchasing Power Parity: A Time Series Analysis of the U.S. and Mexico, 1995–2007
    by Steven Yee & Miguel D. Ramirez

  • 2016 Algebra of Integrated Time Series: Evidence from Unit Root Analysis
    by Hari S. Luitel & Gerry J. Mahar

  • 2016 Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates
    by Jing Zeng

  • 2016 On the empirical relevance of the Lucas critique: the case of euro area money demand
    by Christian Dreger & Jürgen Wolters

  • 2016 POLONIA dynamics during the years 2006–2012 and the effectiveness of the monetary Policy of the National Bank of Poland
    by Agata Kliber & Paweł Kliber & Piotr Płuciennik & Małgorzata Piwnicka

  • 2016 Investment, asset market, and the relative unit labor cost in Mexico
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  • 2016 A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies
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  • 2016 On Modelling and Forecasting Predictable Components in European Stock Markets
    by Khurshid M. Kiani

  • 2016 Explaining Size Effect for Indian Stock Market
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  • 2016 On the impact of macroeconomic news surprises on Treasury-bond returns
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  • 2016 Forward or Backward Looking? The Economic Discourse and the Observed Reality
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  • 2016 On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations
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  • 2016 Are Inflation Rates Mean-reverting Processes? Evidence from Six Asian Countries
    by Shyh-Wei Chen & Chi-Sheng Hsu & Cyun-Jhen Pen

  • 2016 New evidence from the efficient market hypothesis for the Nigerian stock index using the wavelet unit root test approach
    by Ikechukwu Kelikume

  • 2016 Time series modelling for steel production
    by Amir Ikram & Qin Su & Muhammad Yasir Rafiq & Ramiz-Ur-Rehman

  • 2016 Can Remittances Spur Economic Growth? Evidence from Selected Asian and South American Countries
    by Waseem Khadim & Bilal Mehmood

  • 2016 Testing the Marshall-Lerner Condition and the J-Curve Phenomenon for Pakistan: Some New Insights
    by Nazeef Ishtiaq & Hafiz Muhammad Qasim & Adeel Ahmad Dar

  • 2016 Income Inequality, Investment, Public Expenditures and Economic Growth: The Case of Pakistan
    by Khalid Zaman & Iqtidar Ali Shah

  • 2016 Application of Pollution Haven Hypothesis in Identifying Dirty Industries Evidence of Iran-China Commercial Relationship
    by Reza Akhbari & Hamid Amadeh & Mina Alemzadeh

  • 2016 The Relationship between Economic Growth, Energy Consumption and Trade
    by Eyup Dogan

  • 2016 Shoe-Leather Costs in the Euro Area and the Foreign Demand for Euro Banknotes
    by Alessandro Calza & Andrea Zaghini

  • 2016 Money-Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions
    by Nathan Porter & TengTeng Xu

  • 2016 Effect Of Exchange Appreciation In Mexican Deindustrialisation, Efecto De La Apreciaciã“N Cambiaria En La Desindustrializaciã“N Mexicana
    by Carlos Alberto Flores Sánchez & Martha Ofelia Lobo Rodríguez & Jorge Quiroz Félix

  • 2016 Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014
    by John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales

  • 2016 Testing For Linearity In Regressions With I(1) Processes
    by ARAI, YOICHI

  • 2016 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

  • 2016 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

  • 2016 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

  • 2016 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

  • 2016 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

  • 2016 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

  • 2016 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

  • 2016 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

  • 2016 Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods
    by Milan Ficura & Jiri Witzany

  • 2016 Estimating Probability of Informed Trading on the Bucharest Stock Exchange
    by Cosmin Octavian Cepoi & Filip Mihai Toma

  • 2016 Is the Development of WIG Index Determined by Certain Macroeconomic and Financial Factors?
    by Krzysztof Drachal

  • 2016 Estrategias dinámicas de cobertura cruzada eficiente para el mercado del petróleo mexicano: Evidencia de dos modelos GARCH multivariados con término de corrección de error
    by Raúl De Jesús Gutiérrez.

  • 2016 A Smoothing Test under First-Order Autoregressive Processes and a First-Order Moving-Average Correction
    by Ana Paula Martins

  • 2016 A North-South Model of Economic Growth, Technological Gap, Structural Change and Real Exchange Rate
    by Gabriel, Luciano Ferreira & Jayme, Frederico G. & Oreiro, José Luis

  • 2016 Herding and excessive risk in the American stock market: A sectoral analysis
    by Litimi, Houda & BenSaïda, Ahmed & Bouraoui, Omar

  • 2016 Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity
    by Farouk, Faizal & Masih, Mansur

  • 2016 The international transmission of risk: Causal relations among developed and emerging countries’ term premia
    by Espinosa-Torres, Juan Andrés & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando & Moreno-Gutiérrez, José Fernando

  • 2016 Testing the stationarity of CO2 emissions series in Sub-Saharan African countries by incorporating nonlinearity and smooth breaks
    by Tiwari, Aviral Kumar & Kyophilavong, Phouphet & Albulescu, Claudiu Tiberiu

  • 2016 The role of speculation in international futures markets on commodity prices
    by Huchet, Nicolas & Fam, Papa Gueye

  • 2016 The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates
    by Ahmad, Ahmad Hassan & Aworinde, Olalekan Bashir

  • 2016 Purchasing power parity and real exchange rate in Central Eastern European countries
    by Jiang, Chun & Jian, Na & Liu, Tie-Ying & Su, Chi-Wei

  • 2016 In search of the determinants of European asset market comovements
    by Gomes, Pedro & Taamouti, Abderrahim

  • 2016 Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
    by Chang, Kuang-Liang

  • 2016 The Global Slack Hypothesis: New Evidence from China
    by Zhang, Chengsi & Zhou, You

  • 2016 Regime-dependent exchange-rate pass-through to import prices
    by Kiliç, Rehim

  • 2016 Is euro area money demand for M3 still stable?
    by Jung, Alexander

  • 2016 Date stamping bubbles in Real Estate Investment Trusts
    by Escobari, Diego & Jafarinejad, Mohammad

  • 2016 Chinese stock market volatility and the role of U.S. economic variables
    by Chen, Jian & Jiang, Fuwei & Li, Hongyi & Xu, Weidong

  • 2016 Are shocks to electricity consumption transitory or permanent? Sub-national evidence from Turkey
    by Dogan, Eyup

  • 2016 Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model
    by Aye, Goodness C. & Chang, Tsangyao & Gupta, Rangan

  • 2016 The time-varying degree of inflation expectations anchoring
    by Strohsal, Till & Melnick, Rafi & Nautz, Dieter

  • 2016 Nonlinearities in the U.S. wage Phillips curve
    by Donayre, Luiggi & Panovska, Irina

  • 2016 Why are initial estimates of productivity growth so unreliable?
    by Jacobs, Jan P.A.M. & van Norden, Simon

  • 2016 Understanding regional growth dynamics in Japan: Panel co-integration approach utilizing the PANIC method
    by Shibamoto, Masahiko & Tsutsui, Yoshiro & Yamane, Chisako

  • 2016 Commodity returns co-movements: Fundamentals or “style” effect?
    by Charlot, Philippe & Darné, Olivier & Moussa, Zakaria

  • 2016 Piecewise linear trends and cycles in primary commodity prices
    by Winkelried, Diego

  • 2016 Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries
    by Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón

  • 2016 Heterogeneous agents, the financial crisis and exchange rate predictability
    by Buncic, Daniel & Piras, Gion Donat

  • 2016 Spatial effects and house price dynamics in the USA
    by Cohen, Jeffrey P. & Ioannides, Yannis M. & (Wirathip) Thanapisitikul, Win

  • 2016 Export restrictions – Do consumers really benefit? The wheat-to-bread supply chain in Serbia
    by Djuric, Ivan & Götz, Linde

  • 2016 Underwriter deal pipeline and the pricing of IPOs
    by Boeh, Kevin K. & Dunbar, Craig

  • 2016 Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia’s ruble
    by Dreger, Christian & Kholodilin, Konstantin A. & Ulbricht, Dirk & Fidrmuc, Jarko

  • 2016 Foster–Hart optimal portfolios
    by Anand, Abhinav & Li, Tiantian & Kurosaki, Tetsuo & Kim, Young Shin

  • 2016 A test of efficiency for the S&P 500 index option market using the generalized spectrum method
    by Huang, Henry H. & Wang, Kent & Wang, Zhanglong

  • 2016 Forecasting realized volatility in a changing world: A dynamic model averaging approach
    by Wang, Yudong & Ma, Feng & Wei, Yu & Wu, Chongfeng

  • 2016 Explosive bubbles in house prices? Evidence from the OECD countries
    by Engsted, Tom & Hviid, Simon J. & Pedersen, Thomas Q.

  • 2016 A self-organizing map analysis of survey-based agents׳ expectations before impending shocks for model selection: The case of the 2008 financial crisis
    by Claveria, Oscar & Monte, Enric & Torra, Salvador

  • 2016 Inflation volatility effects on the allocation of bank loans
    by Caglayan, Mustafa & Xu, Bing

  • 2016 Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis
    by Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee

  • 2016 Real oil prices and the international sign predictability of stock returns
    by Pönkä, Harri

  • 2016 A test of the adaptive market hypothesis using a time-varying AR model in Japan
    by Noda, Akihiko

  • 2016 Copula function approaches for the analysis of serial and cross dependence in stock returns
    by Rivieccio, Giorgia & De Luca, Giovanni

  • 2016 The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry
    by Apergis, Emmanuel & Apergis, Nicholas

  • 2016 Overseas market shocks and VKOSPI dynamics: A Markov-switching approach
    by Song, Wonho & Ryu, Doojin & Webb, Robert I.

  • 2016 A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds
    by Wang, Zihe & Li, Johnny Siu-Hang

  • 2016 Risk-return trade-off for European stock markets
    by Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S.

  • 2016 Oil price and stock market co-movement: What can we learn from time-scale approaches?
    by Ftiti, Zied & Guesmi, Khaled & Abid, Ilyes

  • 2016 Sentiment volatility and bank lending behavior
    by Caglayan, Mustafa & Xu, Bing

  • 2016 Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach
    by Li, Haiqi & Kim, Myeong Jun & Park, Sung Y.

  • 2016 Global oil market and the U.S. stock returns
    by Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi

  • 2016 How does Germany's green energy policy affect electricity market volatility? An application of conditional autoregressive range models
    by Auer, Benjamin R.

  • 2016 Using the Environmental Kuznets Curve to evaluate energy policy: Some practical considerations
    by Brown, Stephen P.A. & McDonough, Ian K.

  • 2016 The oil price crash in 2014/15: Was there a (negative) financial bubble?
    by Fantazzini, Dean

  • 2016 The oil price crash in 2014/15: Was there a (negative) financial bubble?
    by Fantazzini, Dean

  • 2016 Reassessing the empirical relationship between the oil price and the dollar
    by Coudert, Virginie & Mignon, Valérie

  • 2016 Reassessing the empirical relationship between the oil price and the dollar
    by Coudert, Virginie & Mignon, Valérie

  • 2016 Firm-specific impacts of CO2 prices on the stock market value of the Spanish power industry
    by da Silva, Patricia Pereira & Moreno, Blanca & Figueiredo, Nuno Carvalho

  • 2016 The effects of oil price shocks on the economies of the Gulf Co-operation Council countries: Nonlinear analysis
    by Nusair, Salah A.

  • 2016 Stationarity changes in long-run energy commodity prices
    by Zaklan, Aleksandar & Abrell, Jan & Neumann, Anne

  • 2016 Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales
    by Huang, Shupei & An, Haizhong & Gao, Xiangyun & Hao, Xiaoqing

  • 2016 Crude oil and stock markets: Causal relationships in tails?
    by Ding, Haoyuan & Kim, Hyung-Gun & Park, Sung Y.

  • 2016 Volatility in electricity derivative markets: The Samuelson effect revisited
    by Jaeck, Edouard & Lautier, Delphine

  • 2016 Dynamic structure of the spot price of crude oil: does time aggregation matter?
    by Aghababa, Hajar & Barnett, William A.

  • 2016 Modelling residential electricity demand in the GCC countries
    by Atalla, Tarek N. & Hunt, Lester C.

  • 2016 Oil price volatility forecast with mixture memory GARCH
    by Klein, Tony & Walther, Thomas

  • 2016 How does coal price drive up inflation? Reexamining the relationship between coal price and general price level in China
    by Guo, Jin & Zheng, Xinye & Chen, Zhan-Ming

  • 2016 On the importance of the long-term seasonal component in day-ahead electricity price forecasting
    by Nowotarski, Jakub & Weron, Rafał

  • 2016 Persistence in world energy consumption: Evidence from subsampling confidence intervals
    by Fallahi, Firouz & Karimi, Mohammad & Voia, Marcel-Cristian

  • 2016 Oil curse and finance–growth nexus in Malaysia: The role of investment
    by Badeeb, Ramez Abubakr & Lean, Hooi Hooi & Smyth, Russell

  • 2016 The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach
    by Pan, Zhiyuan & Wang, Yudong & Liu, Li

  • 2016 ‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ — A failed replication (negative Type 1 and Type 2)
    by De Vita, Glauco & Trachanas, Emmanouil

  • 2016 Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data
    by Lux, Thomas & Segnon, Mawuli & Gupta, Rangan

  • 2016 Uncertainty and crude oil returns
    by Aloui, Riadh & Gupta, Rangan & Miller, Stephen M.

  • 2016 The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach
    by Zhu, Huiming & Guo, Yawei & You, Wanhai & Xu, Yaqin

  • 2016 The relationship between U.S. retail gasoline and crude oil prices during the Great Recession: “Rockets and feathers” or “balloons and rocks” behavior?
    by Bremmer, Dale S. & Kesselring, Randall G.

  • 2016 Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks
    by Barros, Carlos P. & Gil-Alana, Luis A. & Wanke, Peter

  • 2016 Bidding structure, market efficiency and persistence in a multi-time tariff setting
    by Avci-Surucu, Ezgi & Aydogan, A. Kursat & Akgul, Doganbey

  • 2016 Quantile dependence of oil price movements and stock returns
    by Reboredo, Juan C. & Ugolini, Andrea

  • 2016 Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics
    by Shalini, Velappan & Prasanna, Krishna

  • 2016 Cross-border constraints, institutional changes and integration of the Dutch–German gas market
    by Kuper, Gerard H. & Mulder, Machiel

  • 2016 Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests
    by Ghosh, Sajal & Kanjilal, Kakali

  • 2016 The shine of precious metals around the global financial crisis
    by Figuerola-Ferretti, Isabel & McCrorie, J. Roderick

  • 2016 Testing the martingale hypothesis for gross returns
    by Linton, Oliver & Smetanina, Ekaterina

  • 2016 Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
    by Agosto, Arianna & Cavaliere, Giuseppe & Kristensen, Dennis & Rahbek, Anders

  • 2016 Asset pricing with financial bubble risk
    by Lee, Ji Hyung & Phillips, Peter C.B.

  • 2016 Tests for explosive financial bubbles in the presence of non-stationary volatility
    by Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert

  • 2016 Bubbling over! The behaviour of oil futures along the yield curve
    by Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil

  • 2016 Commodity price volatility under regulatory changes and disaster
    by Marvasti, Akbar & Lamberte, Antonio

  • 2016 An infinite hidden Markov model for short-term interest rates
    by Maheu, John M. & Yang, Qiao

  • 2016 Optimal conditional hedge ratio: A simple shrinkage estimation approach
    by Kim, Myeong Jun & Park, Sung Y.

  • 2016 Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility
    by Ghonghadze, Jaba & Lux, Thomas

  • 2016 Panel multi-predictor test procedures with an application to emerging market sovereign risk
    by Westerlund, Joakim & Thuraisamy, Kannan

  • 2016 Purchasing power parity in emerging markets: A panel stationary test with both sharp and smooth breaks
    by Bahmani-Oskooee, Mohsen & Chang, Tsangyao & Lee, Kuei-Chiu

  • 2016 Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates
    by Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio

  • 2016 A simple nonparametric approach to estimating the distribution of random coefficients in structural models
    by Fox, Jeremy T. & Kim, Kyoo il & Yang, Chenyu

  • 2016 Conditional Value-at-Risk: Semiparametric estimation and inference
    by Wang, Chuan-Sheng & Zhao, Zhibiao

  • 2016 Estimating jump–diffusions using closed-form likelihood expansions
    by Li, Chenxu & Chen, Dachuan

  • 2016 On consistency of minimum description length model selection for piecewise autoregressions
    by Davis, Richard A. & Hancock, Stacey A. & Yao, Yi-Ching

  • 2016 Asymptotics for parametric GARCH-in-Mean models
    by Conrad, Christian & Mammen, Enno

  • 2016 Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price
    by Mykland, Per A. & Zhang, Lan

  • 2016 Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
    by Kim, Donggyu & Wang, Yazhen

  • 2016 Local composite quantile regression smoothing for Harris recurrent Markov processes
    by Li, Degui & Li, Runze

  • 2016 On the use of high frequency measures of volatility in MIDAS regressions
    by Andreou, Elena

  • 2016 Double asymptotics for explosive continuous time models
    by Wang, Xiaohu & Yu, Jun

  • 2016 Goodness-of-fit test for specification of semiparametric copula dependence models
    by Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K.

  • 2016 Robust econometric inference with mixed integrated and mildly explosive regressors
    by Phillips, Peter C.B. & Lee, Ji Hyung

  • 2016 Root-T consistent density estimation in GARCH models
    by Delaigle, Aurore & Meister, Alexander & Rombouts, Jeroen

  • 2016 A reexamination of stock return predictability
    by Choi, Yongok & Jacewitz, Stefan & Park, Joon Y.

  • 2016 Predictive quantile regression with persistent covariates: IVX-QR approach
    by Lee, Ji Hyung

  • 2016 Exploiting the errors: A simple approach for improved volatility forecasting
    by Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier

  • 2016 ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
    by Medeiros, Marcelo C. & Mendes, Eduardo F.

  • 2016 Information theory for maximum likelihood estimation of diffusion models
    by Choi, Hwan-sik

  • 2016 Is inflation persistence different in reality?
    by Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan

  • 2016 Estimation and test for quantile nonlinear cointegrating regression
    by Li, Haiqi & Zheng, Chaowen & Guo, Yu

  • 2016 Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area
    by Galati, Gabriele & Hindrayanto, Irma & Koopman, Siem Jan & Vlekke, Marente

  • 2016 Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
    by Harvey, David I. & Leybourne, Stephen J.

  • 2016 Monetary and fiscal policy switching with time-varying volatilities
    by Xu, Libo & Serletis, Apostolos

  • 2016 Instrument selection for estimation of a forward-looking Phillips Curve
    by Berriel, Tiago & Medeiros, Marcelo C. & Sena, Marcelo J.

  • 2016 Inference on the long-memory properties of time series with non-stationary volatility
    by Demetrescu, Matei & Sibbertsen, Philipp

  • 2016 Does cross-sectional forecast dispersion proxy for macroeconomic uncertainty? New empirical evidence
    by Baetje, Fabian & Friedrici, Karola

  • 2016 On international uncertainty links: BART-based empirical evidence for Canada
    by Gupta, Rangan & Pierdzioch, Christian & Risse, Marian

  • 2016 Mean lag in general error correction models
    by Fuleky, Peter & Ventura, Luigi

  • 2016 A simple proposal to improve the power of income convergence tests
    by Silva Lopes, Artur

  • 2016 A refined asymptotic framework for dividend yield in predictive regressions
    by Deng, Kaihua

  • 2016 Forecasting macroeconomic variables in data-rich environments
    by Medeiros, Marcelo C. & Vasconcelos, Gabriel F.R.

  • 2016 Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model
    by Pal, Debdatta & Mitra, Subrata K.

  • 2016 Solvency capital requirement for a temporal dependent losses in insurance
    by Araichi, Sawssen & Peretti, Christian de & Belkacem, Lotfi

  • 2016 Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry
    by Pouliot, William

  • 2016 Safe-haven demand for housing in London
    by Eraslan, Sercan

  • 2016 Forecasting structural change and fat-tailed events in Australian macroeconomic variables
    by Cross, Jamie & Poon, Aubrey

  • 2016 International sign predictability of stock returns: The role of the United States
    by Nyberg, Henri & Pönkä, Harri

  • 2016 How is China's coke price related with the world oil price? The role of extreme movements
    by Guo, Yanfeng & Wen, Xiaoqian & Wu, Yanrui & Guo, Xiumei

  • 2016 Nonlinear approaches in testing PPP: Evidence from Southern African development community
    by Zerihun, Mulatu F. & Breitenbach, Marthinus C.

  • 2016 Do population age groups matter in the energy use of the oil-exporting countries?
    by Hasanov, Fakhri J. & Bulut, Cihan & Suleymanov, Elchin

  • 2016 Aggregation and long-memory: An analysis based on the discrete Fourier transform
    by Shi, Wendong & Sun, Jingwei

  • 2016 Durable consumption and asset returns: Cointegration analysis
    by Chen, Guojin & Hong, Zhiwu & Ren, Yu

  • 2016 Threshold, smooth transition and mean reversion in inflation: New evidence from European countries
    by Chen, Shyh-Wei & Hsu, Chi-Sheng

  • 2016 On business cycle fluctuations in USA macroeconomic time series
    by Kiani, Khurshid M.

  • 2016 Building original series of physical capital stocks for China's economy methodological problems, proposals for solutions and a new database
    by Long, Zhiming & Herrera, Rémy

  • 2016 The effect of North Korean threats on financial markets in South Korea and Japan
    by Dibooglu, Sel & Cevik, Emrah. I.

  • 2016 Forecasting volatility of wind power production
    by Shen, Zhiwei & Ritter, Matthias

  • 2016 An Investigation into the Electricity Supply and Economic Growth Nexus for South Africa
    by Hlalefang Khobai & Sanderson Abel & Pierre Le Roux

  • 2016 A Causal Relationship between Energy Consumption, Energy Prices and Economic Growth in Africa
    by Farzana Sharmin & Mohammed Robayet Khan & Mohammed Robayet Khan

  • 2016 The Effects of Oil Shocks on Turkish Macroeconomic Aggregates
    by Moayad Al Rasasi & Mustafa Yilmaz

  • 2016 Pollutant Emissions, Energy Consumption and Economic Growth in Nigeria
    by Philip O. Alege & Oluwasogo S. Adediran & Adeyemi A. Ogundipe

  • 2016 The Co-movement of Selective Conventional and Islamic Stock Indices: Is there any Impact on Shariah Compliant Equity Investment in China?
    by Buerhan Saiti & Mansur Masih

  • 2016 Random or Deterministic? Evidence from Indian Stock Market
    by Ivani Bora & Naliniprava Tripathy

  • 2016 The Management of Drinking Water and Long-term Perspective: Tunisia Case
    by Ali Bouchrika & Wajdi Bardi

  • 2016 Testing the Permanent Income and Random Walk Hypotheses for Turkey†
    by Faik Bilgili & Hayriye Hilal Baðlýtaþ

  • 2016 Stock Market Development and Economic Growth: Evidences from Asia-4 Countries
    by Muhammad Azam & Muhammad Haseeb & Aznita Binti Samsi & Jimoh Olajide Raji

  • 2016 Analysis of the Relationships between Financial Development and Economic Growth through Romer’s Expanding Variety of Products Model: The Case of Turkey
    by Oðuzhan Yilmaz

  • 2016 Financial Institutions and Economic Growth: An Empirical Analysis of Indian Economy in the Post Liberalized Era
    by Shrutikeerti Kaushal & Amlan Ghosh

  • 2016 City Price Convergence in Turkey with Structural Breaks
    by Faik Bilgili

  • 2016 Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach
    by Nessrine Hamzaoui & Boutheina Regaieg

  • 2016 Estimation of Private Consumption Function of Iran: Autoregressive Distributed Lag Approach to Co-integration
    by Behnam Nikbin & Saman Panahi

  • 2016 Regime Nonstationarity and Nonlinearity in the Turkish Output Level
    by Ozge Kandemir Kocaaslan

  • 2016 The Comparative Comparison of Exchange Rate Models
    by Kamran Mahmodpour & Yaser Sistani Badooei & Hadiseh Mohseni & Saman Veismoradi

  • 2016 Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria
    by Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode

  • 2016 Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities
    by Mansoor Maitah & Petr Prochazka & Michal Cermak & Karel Šrédl

  • 2016 Using Nature-Inspired Metaheuristics to Train Predictive Machines
    by Vasile GEORGESCU

  • 2016 La modelización de la demanda de turismo de economías emergentes: el caso de la llegada de turistas rusos a España
    by Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez

  • 2016 Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia
    by Daniel Parra-Amado & Davinson Stev Abril-Salcedo & Luis Fernando Melo-Velandia

  • 2016 The effect of temporary help jobs on employment volatility
    by Elke Jahn & Enzo Weber

  • 2016 A self-organizing map analysis of survey-based agents? expectations before impending shocks for model selection: The case of the 2008 financial crisis
    by Oscar Claveria & Enric Monte & Salvador Torra

  • 2016 Historische ifo-Konjunkturzeitreihen
    by Vera Sommer & Klaus Wohlrabe

  • 2016 Testing unemployment theories: A multivariate long memory approach
    by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha

  • 2016 Forecasting Macedonian Business Cycle Turning Points Using Qual Var Model
    by Magdalena Petrovska & Aneta Krstevska & Nikola Naumovski

  • 2016 How Far Ahead Does the Central Bank of the Republic of Turkey Look?
    by Umit Bulut

  • 2016 Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
    by Jensen Mark J.

  • 2016 Oil-price density forecasts of US GDP
    by Ravazzolo Francesco & Rothman Philip

  • 2016 On the estimation of short memory components in long memory time series models
    by Baillie Richard T. & Kapetanios George

  • 2016 Finance-growth nexus: Insights from an application of threshold regression model to Malaysia's dual financial system
    by Alaa Alaabed & Mansur Masih

  • 2016 How does crisis affect efficiency? An empirical study of East Asian markets
    by Syed Aun R. Rizvi & Shaista Arshad

  • 2016 Modelling Consumption On The Basis Of The Complete System Of National Accounts In Serbia – The Wealth Effect
    by Ivana Jovanović

  • 2016 Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia
    by Daniel Parra-Amado & Davinson Stev Abril-Salcedo & Luis Fernando Melo-Velandia

  • 2016 The Recent Evolution of the U.S. Beveridge Curve: Evidence from the ARDL Approach
    by Richard Raines & Jungho Baek

  • 2016 Discouraged or Added Worker Effect: Which One Prevails in the Polish Labour Market?
    by Ewa Gałecka-Burdziak & Robert Pater

  • 2016 Foreign Bank Penetration and the Domestic Banking System: Empirical Evidence from Turkey Based on the VAR Approach
    by Derviş Kirikkaleli

  • 2016 Central Bank Credibility: Determinants and Measurement. A Cross-Country Study
    by Joanna Mackiewicz-Lyziak

  • 2016 Climatic Conditions and Productivity: An Impact Evaluation in Pre-industrial England
    by Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion

  • 2015 On International Uncertainty Links: BART-Based Empirical Evidence for Canada
    by Rangan Gupta & Christian Pierdzioch & Marian Risse

  • 2015 A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015
    by Aviral K. Tiwari & Arif B. Dar & Niyati Bhanja & Rangan Gupta

  • 2015 Development, Poverty and Inequality: A Spatial Analysis of South African Provinces
    by Carlos P. Barros & Rangan Gupta

  • 2015 The US Real GNP is Trend-Stationary After All
    by Tolga Omay & Rangan Gupta & Giovanni Bonaccolto

  • 2015 Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes
    by Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya

  • 2015 Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test
    by Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei

  • 2015 Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test
    by Mehmet Balcilar & Rangan Gupta & Clement Kyei

  • 2015 Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates
    by Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta

  • 2015 Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States
    by Nikolaos Antonakakis & Rangan Gupta

  • 2015 Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data
    by Mehmet Balcilar & Rangan Gupta & Mark E. Wohar

  • 2015 Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data
    by Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta

  • 2015 Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models
    by Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das

  • 2015 Energy Demand in South Africa: Is it Asymmetric?
    by Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba

  • 2015 Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model
    by Goodness C. Aye & Tsangyao Chang & Rangan Gupta

  • 2015 The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach
    by Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta

  • 2015 Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis
    by Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar

  • 2015 Identifying Periods of US Housing Market Explosivity
    by Mehmet Balcilar & Nico Katzke & Rangan Gupta

  • 2015 Forecasting Core Inflation: The Case of South Africa
    by Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta

  • 2015 A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices
    by Stelios Bekiros & Rangan Gupta & Clement Kyei

  • 2015 The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis
    by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta

  • 2015 Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?
    by Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar

  • 2015 Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices
    by Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta

  • 2015 Seasonality and Fractional Integration in the Sea Level Rise and Surface Temperature Data along the Barrier Coast of Nigeria
    by OlaOluwa S. Yaya & Luis A. Gil-Alana & Clement Kyei

  • 2015 Oil Price Forecastability and Economic Uncertainty
    by Stelios Bekiros & Rangan Gupta & Alessia Paccagnini

  • 2015 Modeling Persistence of Carbon Emission Allowance Prices
    by Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta

  • 2015 Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests
    by Vassilios Babalos & Clement Kyei & Evangelos I. Poutos

  • 2015 Forecasting the US CPI: Does Nonlinearity Matter?
    by Marcos Álvarez-Díaz & Rangan Gupta

  • 2015 Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data
    by Thomas Lux & Mawuli K. Segnon & Rangan Gupta

  • 2015 Trends and Cycles in Historical Gold and Silver Prices
    by Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta

  • 2015 The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach
    by Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar

  • 2015 Time-varying conditional Johnson Su density in Value-at-Risk methodology
    by Peter Julian Cayton & Dennis Mapa

  • 2015 Reassessing the Asymmetries and Rigidities in the Interest Rate Pass-Through Process: A Hidden Co-Integration Approach
    by Yannis Panagopoulos & Aristotelis Spiliotis

  • 2015 Disentangling irregular cycles in economic time series
    by Schober, Dominik & Woll, Oliver

  • 2015 Exports and Capacity Constraints: Evidence for Several Euro Area Countries
    by Belke, Ansgar & Oeking, Anne & Setzer, Ralph

  • 2015 Testing heteroskedastic time series for normality
    by Demetrescu, Matei & Kruse, Robinson

  • 2015 Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis
    by Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen

  • 2015 Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
    by Marczak, Martyna & Proietti, Tommaso

  • 2015 Are GARCH innovations independent - a long term assessment for the S&P 500
    by Herwartz, Helmut

  • 2015 Exports and domestic demand pressure: a dynamic panel data model for the euro area countries
    by Esteves, Paulo & Bobeica, Eleina & Rua, Antonio & Staehr, Karsten

  • 2015 Bias-corrected estimation in mildly explosive autoregressions
    by Kruse, Yves Robinson & Kaufmann, Hendrik

  • 2015 Does parenthood make happy people happier? A lifecycle analysis using panel quantile regression
    by Samoilova, Evgenia & Vance, Colin

  • 2015 Modeling and predicting the market volatility index: The case of VKOSPI
    by Han, Heejoon & Kutan, Ali M. & Ryu, Doojin

  • 2015 Testing for unit roots with cointegrated data
    by Reed, W. Robert

  • 2015 The endogeneity of the natural rate of growth: An alternative approach
    by Senay, Acikgöz & Mert, Merter

  • 2015 Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective
    by Marczak, Martyna & Beissinger, Thomas

  • 2015 Cash holdings in Germany and the demand for "German" banknotes: What role for cashless payments?
    by Bartzsch, Nikolaus & Seitz, Franz

  • 2015 Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression
    by Barunik, Jozef & Barunikova, Michaela

  • 2015 Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility
    by Ghonghadze, Jaba & Lux, Thomas

  • 2015 Modeling and forecasting crude oil price volatility: Evidence from historical and recent data
    by Lux, Thomas & Segnon, Mawuli & Gupta, Rangan

  • 2015 New Keynesian Phillips Curve Estimation: The Case of Hungary /1981-2006/
    by Vasilev, Aleksandar

  • 2015 The Swiss business cycle and the lead of small neighbor Liechtenstein
    by Brunhart, Andreas

  • 2015 Determinants of Economic Growth in Ghana
    by Darko, Christian Kwasi

  • 2015 A macroeconomic reverse stress test
    by Grundke, Peter & Pliszka, Kamil

  • 2015 Characterizing the financial cycle: Evidence from a frequency domain analysis
    by Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen

  • 2015 Semiparametric Model Averaging of Ultra-High Dimensional Time Series
    by Jia Chen & Degui Li & Oliver Linton & Zudi Lu

  • 2015 Electric load forecasting with recency effect: A big data approach
    by Pu Wang & Bidong Liu & Tao Hong

  • 2015 A hybrid model for GEFCom2014 probabilistic electricity price forecasting
    by Katarzyna Maciejowska & Jakub Nowotarski

  • 2015 Improving short term load forecast accuracy via combining sister forecasts
    by Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong

  • 2015 Sister models for load forecast combination
    by Bidong Liu & Jiali Liu & Tao Hong

  • 2015 Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts
    by Bidong Liu & Jakub Nowotarski & Tao Hong & Rafal Weron

  • 2015 The relevance of international spillovers and asymmetric effects in the Taylor rule
    by Joscha Beckmann & Ansgar Belke & Christian Dreger

  • 2015 Convergence in Spanish provinces
    by Antonio Montanes & Lorena Olmos & Marcelo Reyes

  • 2015 La Modelización de la Demanda de Turismo de Economías Emergentes: El caso de la Llegada de Turistas Rusos a España
    by Marcos Alvarez-Díaz & Mª Soledad Otero-Giraldez & Manuel González-Gómez

  • 2015 Global Equity Market Volatility Spillovers: A Broader Role for the United States
    by Buncic, Daniel & Gisler, Katja I. M.

  • 2015 Quantile and expectile smoothing by F-transform
    by Luciano Stefanini

  • 2015 Identification of Mixed Causal-Noncausal Models : How Fat Should We Go?
    by Hecq A.W. & Lieb L.M. & Telg J.M.A.

  • 2015 Did Gender-Bias Matter in the Quantity- Quality Trade-off in the 19th Century France ?
    by Claude Diebolt & Tapas Mishra & Faustine Perrin

  • 2015 Comment appréhender les temporalités de l’histoire économique ? Plaidoyer pour une cliométrie des événements rares
    by Claude Diebolt

  • 2015 Stochastic Economic Growth and Volatile Population Dynamics: Past Imperfect and Future Tense
    by Tapas Mishra & Claude Diebolt & Mamata Parhi

  • 2015 Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach
    by Davide Delle Monache & Stefano Grassi & Paolo Santucci

  • 2015 Oil price forecastability and economic uncertainty
    by Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini

  • 2015 Market Integration Dynamics and Asymptotic Price Convergence in Distribution
    by Alfredo Garcia Hiernaux & David Esteban Guerrero Burbano & Michael McAleer

  • 2015 A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral

  • 2015 Multivariate Volatility Impulse Response Analysis of GFC News Events
    by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh

  • 2015 Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
    by Chia-Lin Chang & Yiying Li & Michael McAleer

  • 2015 Price-Level Convergence in the Eurozone
    by Alfredo García Hiernaux & David Esteban Guerrero Burbano

  • 2015 Frontiers in Time Series and Financial Econometrics: An Overview
    by Shiqing Ling & Michael McAleer & Howell Tong

  • 2015 On the Invertibility of EGARCH(p,q)
    by Guillaume Gaetan Martinet & Michael McAleer

  • 2015 Chaos and Fractal Impact on Economics
    by Andrés Fernández Díaz

  • 2015 Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending
    by Tomás del Barrio Castro & Andrii Bodnar & Andreu Sansó Rosselló

  • 2015 Semi-Parametric Seasonal Unit Root Tests
    by Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor

  • 2015 It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection
    by Fabio C. Bagliano & Claudio Morana

  • 2015 Modelling Australia’s imports of goods and services
    by Alexander Beames & Michael Kouparitsas

  • 2015 Purchasing Power Parity: A Time Series Analysis of the U.S. and Mexico, 1995 - 2007
    by Steven Yee & Miguel Ramirez

  • 2015 TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation
    by Josh R. Stillwagon

  • 2015 Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms
    by Yongchen Zhao

  • 2015 GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)
    by Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H.

  • 2015 Forecasting Value-at-Risk under Temporal and Portfolio Aggregation
    by Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk

  • 2015 Generalized Autoregressive Method of Moments
    by Drew Creal & Siem Jan Koopman & André Lucas & Marcin Zamojski

  • 2015 Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral

  • 2015 A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”
    by Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger

  • 2015 The Fundamental Equation in Tourism Finance
    by Michael McAleer

  • 2015 Estimating Structural Parameters in Regression Models with Adaptive Learning
    by Norbert Christopeit & Michael Massmann

  • 2015 What do Professional Forecasters actually predict?
    by Didier Nibbering & Richard Paap & Michel van der Wel

  • 2015 Multivariate Volatility Impulse Response Analysis of GFC News Events
    by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh

  • 2015 Booms, Busts and Behavioural Heterogeneity in Stock Prices
    by Cars Hommes & Daan in't Veld

  • 2015 Specification Testing in Hawkes Models
    by Francine Gresnigt & Erik Kole & Philip Hans Franses

  • 2015 Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
    by Chia-Lin Chang & Yiying Li & Michael McAleer

  • 2015 Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model
    by Siem Jan Koopman & Rutger Lit & Andre Lucas

  • 2015 A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral

  • 2015 In-Sample Bounds for Time-Varying Parameters of Observation Driven Models
    by Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas

  • 2015 Frontiers in Time Series and Financial Econometrics: An Overview
    by Shiqing Ling & Michael McAleer & Howell Tong

  • 2015 On the Invertibility of EGARCH(p,q)
    by Guillaume Gaetan Martinet & Michael McAleer

  • 2015 In Search of the Drivers of the Turkish Consumer Confidence
    by Tugrul Gurgur & Zubeyir Kilinc

  • 2015 "I Just Ran Four Million Regressions" for Backcasting Turkish GDP Growth
    by Mahmut Gunay

  • 2015 Sources of Asymmetry and Non-linearity in Pass-Through of Exchange Rate and Import Price to Consumer Price Inflation for the Turkish Economy during Inflation Targeting Regime
    by Suleyman Hilmi Kal & Ferhat Arslaner & Nuran Arslaner

  • 2015 Export Behavior of the Turkish Manufacturing Firms
    by Aslihan Atabek Demirhan

  • 2015 Turkiye icin Finansal Kosullar Endeksi
    by Hakan Kara & Pinar Ozlu & Deren Unalmis

  • 2015 Identifying Periods of US Housing Market Explosivity
    by Mehmet Balcilar & Nico Katzke & Rangan Gupta

  • 2015 Do Long Memory and Asymmetries Matter When Assessing Downside Return Risk?
    by Nico Katzke & Chris Garbers

  • 2015 Explosive Behaviour in Australian Housing Markets: Rational Bubbles or Not?
    by Philip Inyeob Ji & Glenn Otto

  • 2015 Short-term Forecasting of Real GDP Using Monthly Data
    by Juraj Hucek & Alexander Karsay & Marian Vavra

  • 2015 Unveiling structural breaks in long-run economic development-CO2 relationships
    by Massimiliano Mazzanti & Antonio Musolesi

  • 2015 Private information, capital flows, and exchange rates
    by Jacob Gyntelberg & Mico Loretan & Tientip Subhanij

  • 2015 Corporate Tax Convergence in Asian and Pacific Economies
    by Yang Chen & Juan Carlos Cuestas & Paulo José Regis

  • 2015 Inference in linear models with structural changes and mixed identification strength
    by Bertille Antoine & Otilia

  • 2015 Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve
    by Bertille Antoine & Otilia Boldea

  • 2015 Does Public Spending Growth Stimulate Economic Development? Empirical Evidence From Nigeria
    by DICKSON ORIAKHI & VINCENT AJAYI-OJO

  • 2015 Does Beta Convergence Imply Stochastic Convergence of GDP Per Capita Levels Between Countries? Empirical Evidence
    by Mariusz Prochniak & Bartosz Witkowski

  • 2015 Evaluattion the Impacts of Market Orientation on Export Efficiency of lateral Industries of Fishery Sector through Structural Equation Modeling
    by Mosayeb Pahlavani & Mandana Zanganeh Soroush

  • 2015 El comercio de cabotaje del vino de Jerez en el siglo XIX: un análisis cuantitativo
    by Luis Cárdenas del Rey & Andrea Carrera & Laura Vitriago Valdivielso

  • 2015 Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable
    by Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu

  • 2015 On the Term Structure of South African Interest Rates: Cointegration and Threshold Adjustment
    by Bernard Njindan Iyke

  • 2015 A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data
    by Min Seong Kim & Yixiao Sun & Jingjing Yang

  • 2015 Robust Forecast Comparison
    by Sainan Jin & Valentina Corradi & Norman Swanson

  • 2015 Working Time Reductions At The End Of The Career. Do They Prolong The Time Spent In Employment?
    by Andrea Albanese & Bart Cockx & Yannick Thuy

  • 2015 Seasonal Changes in Central England Temperatures
    by Tommaso Proietti & Eric Hillebrand

  • 2015 Generalised partial autocorrelations and the mutual information between past and future
    by Alessandra Luati & Tommaso Proietti

  • 2015 On the Selection of Common Factors for Macroeconomic Forecasting
    by Alessandro Giovannelli & Tommaso Proietti

  • 2015 Likelihood Ratio Test for Change in Persistence
    by Skrobotov, Anton

  • 2015 On Trend, Breaks and Initial Condition in Unit Root Testing
    by Skrobotov, Anton

  • 2015 Stock market efficiency in Iran: unit root testing with smooth structural breaks and non-trading days
    by Vince, Daly & Paytakhti Oskooe, Seyyed Ali

  • 2015 Global Increase in Climated-Related Disasters
    by Thomas, Vinod & López, Ramón

  • 2015 Piecewise linear trends and cycles in primary commodity prices
    by Winkelried, Diego

  • 2015 Unit Roots, Flexible Trends and the Prebisch-Singer Hypothesis
    by Winkelried, Diego

  • 2015 Inference with Correlated Clusters
    by Powell, David

  • 2015 Public news flow in intraday component models for trading activity and volatility
    by Adam Clements & Joanne Fuller & Vasilios Papalexiou

  • 2015 Integrated ARCH, FIGARCH and AR Models: Origins of Long Memory
    by Liudas Giraitis & Donatas Surgailis & Andrius Škarnulis

  • 2015 Testing Mean Stability of Heteroskedastic Time Series
    by Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips

  • 2015 House prices: bubbles, exuberance or something else? Evidence from euro area countries
    by Rita Lourenço & Paulo M.M. Rodrigues

  • 2015 Covariate-augmented unit root tests with mixed-frequency data
    by Cláudia Duarte

  • 2015 Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data
    by Claudiu T. Albulescu & Aviral Kumar Twari & Stephen M. Miller & Rangan Gupta

  • 2015 Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve
    by Rangan Gupta & Hylton Hollander & Rudi Steinbach

  • 2015 Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data
    by Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta

  • 2015 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

  • 2015 Business Cycle Synchronization in EU Economies after the Recession of the Years 2007-2009
    by Osińska, Magdalena & Kufel, Tadeusz & Błażejowski, Marcin & Kufel, Paweł

  • 2015 Forecasting implied volatility indices worldwide: A new approach
    by Degiannakis, Stavros & Filis, George & Hassani, Hossein

  • 2015 The impact of international trade on environmental quality in transition countries: evidence from time series data during 1991-2013
    by Halicioglu, Ferda & Ketenci, Natalya

  • 2015 Asset prices regime-switching and the role of inflation targeting monetary policy
    by Chatziantoniou, Ioannis & Filis, George & Floros, Christos

  • 2015 Nowcasting in Real Time Using Popularity Priors
    by Monokroussos, George

  • 2015 Estimation and Inference of Threshold Regression Models with Measurement Errors
    by Chong, Terence Tai Leung & Chen, Haiqiang & Wong, Tsz Nga & Yan, Isabel K.

  • 2015 Real oil prices and the international sign predictability of stock returns
    by Pönkä, Harri

  • 2015 The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility
    by Huerta, Daniel & Egly, Peter V. & Escobari, Diego

  • 2015 Joint inference on market and estimation risks in dynamic portfolios
    by Francq, Christian & Zakoian, Jean-Michel

  • 2015 Forecasting Tourist Arrivals Using Origin Country Macroeconomics
    by Chatziantoniou, Ioannis & Degiannakis, Stavros & Eeckels, Bruno & Filis, George

  • 2015 Relationship of the change in implied volatility with the underlying equity index return in Thailand
    by Thakolsri, Supachock & Sethapramote, Yuthana & Jiranyakul, Komain

  • 2015 Box-Jenkins modelling and forecasting of Brent crude oil price
    by Mensah, Emmanuel Kwasi

  • 2015 Date Stamping Bubbles in Real Estate Investment Trusts
    by Escobari, Diego & Jafarinejad, Mohammad

  • 2015 Is Ghana achieving sustainable trade balance in the participation of international trade? time series assessment for Ghana
    by Antwi-Boateng, Cosmos

  • 2015 Forecasting Inflation using Functional Time Series Analysis
    by Zafar, Raja Fawad & Qayyum, Abdul & Ghouri, Saghir Pervaiz

  • 2015 Looking for efficient qml estimation of conditional value-at-risk at multiple risk levels
    by Francq, Christian & Zakoian, Jean-Michel

  • 2015 Asymmetric volatility of the Thai stock market: evidence from high-frequency data
    by Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain

  • 2015 Conţinutul analizei seriilor de timp financiare
    by Stefanescu, Razvan & Dumitriu, Ramona

  • 2015 Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns
    by Francq, Christian & Sucarrat, Genaro

  • 2015 Forecasting German Car Sales Using Google Data and Multivariate Models
    by Fantazzini, Dean & Toktamysova, Zhamal

  • 2015 Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach
    by Medel, Carlos A.

  • 2015 Selection of an estimation window in the presence of data revisions and recent structural breaks
    by Hännikäinen, Jari

  • 2015 Quasifiltering for time-series modeling
    by Tsyplakov, Alexander

  • 2015 Time series properties of the renewable energy diffusion process: Implications for energy policy design and assessment
    by Syed Abul, Basher & Andrea, Masini & Sam, Aflaki

  • 2015 Sukuk pricing dynamics - factors influencing yield curve of the Malaysian Sukuk
    by Awaludin, Fadhlee & Masih, Mansur

  • 2015 Exchange Rate Regimes and Persistence of Inflation in Thailand
    by Jiranyakul, Komain

  • 2015 An econometric analysis of electricity demand response to price changes at the intra-day horizon: The case of manufacturing industry in West Denmark
    by Møller, Niels Framroze & Møller Andersen, Frits

  • 2015 The Dynamics of the Brazilian Current Account with Rule of Thumb Consumers
    by Holanda Oliveira, Lucio Hellery & Carrasco Gutierrez, Carlos Enrique

  • 2015 An Algorithm for Solving Simple Sticky Information New Keynesian DSGE Model
    by Chattopadhyay, Siddhartha & Agrawal, Manasi

  • 2015 Asymmetric Unemployment-Output Tradeoff in the Eurozone
    by Tang, Bo & Bethencourt, Carlos

  • 2015 Implied volatility transmissions between Thai and selected advanced stock markets
    by Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain

  • 2015 Determining the relationship between financial development and economic growth: An application of ARDL technique to Singapore
    by Jailani, Mohamad Zaky & Masih, Mansur

  • 2015 Does the conventional benchmark prop up non-performing loans in Islamic banks? A case study of Malaysia with ARDL Approach
    by Shamsudheen, Shinaj Valangattil & Masih, Mansur

  • 2015 Islamic banking: 40 years later, still interest-based? Evidence from Malaysia
    by Gulzar, Rosana & Masih, Mansur

  • 2015 Remittances and economic growth nexus: Do financial development and investment act as transmission channels? An ARDL bounds approach
    by Najibullah, Syed & Masih, Mansur

  • 2015 Do US policy uncertainty, leveraging costs and global risk aversion impact emerging market equities? An application of bounds testing approach to the BRICS
    by Momin, Ebaad & Masih, Mansur

  • 2015 Causality between financial development and economic growth, and the Islamic finance imperative: A case study of Indonesia
    by Ismail, Mohamed Ayaz Mohamed & Masih, Mansur

  • 2015 Socially responsible investment and Shariah-compliant investment compared: Can investors benefit from diversification? An ARDL approach
    by Chowdhury, Mohammad Ashraful Ferdous & Masih, Mansur

  • 2015 Analyzing the impact of financial sector growth on female empowerment: A focus on the United States of America
    by Tariq, Anam & Masih, Mansur

  • 2015 Finance, growth and human development: An Islamic economic development perspective
    by Uddin, Md Akther & Masih, Mansur

  • 2015 Price Indexes are a Problem for Testing PPP
    by Wallace, Frederick

  • 2015 Endogenous derivation and forecast of lifetime PDs
    by Perederiy, Volodymyr

  • 2015 An empirical analysis of the relationship between minimum wage, investment and economic growth in Ghana
    by Obeng, Samuel Kwabena

  • 2015 Revisiting non-linearities in business cycles around the world
    by Silva Lopes, Artur C. & Florin Zsurkis, Gabriel

  • 2015 Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis
    by Medel, Carlos A.

  • 2015 A Critical Review of Posch, J. and F. Rumler (2015), 'Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve,' Journal of Forecasting 34(2): 145-62
    by Medel, Carlos A.

  • 2015 Fiscal sustainability: a note for Cabo Verde
    by Mendes, Cassandro

  • 2015 Forecasting Inflation in Tunisia Using Dynamic Factors Model
    by AMMOURI, Bilel & TOUMI, Hassen & Zitouna, Habib

  • 2015 Producers, Politicians, Warriors, and Forecasters: Who's Who in the Oil Market?
    by Medel, Carlos

  • 2015 New Fractional Dickey and Fuller Test
    by Bensalma, Ahmed

  • 2015 Should investors diversify their portfolios with stocks from major trading countries? A comparative multivariate GARCH-DCC and wavelet correlation analysis
    by Dwihasri, Dhaifina & Masih, Mansur

  • 2015 Islamic versus conventional stock market and its co-movement with crude oil: a wavelet analysis
    by Kamarudin, Eka Azrin & Masih, Mansur

  • 2015 Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis
    by Rahim, Yasmin Abd & Masih, Mansur

  • 2015 Religiosity and threshold effect in social and financial performance of microfinance institutions: System GMM and non-linear threshold approaches
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  • 2015 Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach
    by Morad, Shahidah Nailul & Masih, Mansur

  • 2015 Stock market volatility and exchange rates: MGARCH-DCC and wavelet approaches
    by Hashim, Khairul Khairiah & Masih, Mansur

  • 2015 Impact of Arab uprising on Portfolio diversification benefits at different investment horizons for the Turkish investors in relation to the regional stock markets: Multivariate GARCH-DCC and Wavelet coherence approaches
    by Buriev, Abdul Aziz & Masih, Mansur

  • 2015 Risk sharing financing of Islamic banks: interest free or interest based?
    by Seho, Mirzet & Masih, Mansur

  • 2015 Do profit and loss sharing (PLS) deposits also affect PLS financing? Evidence from Malaysia based on DOLS, FMOLS and system GMM techniques
    by Othman, Arshad Nuval & Masih, Mansur

  • 2015 Predictive quantile regression with persistent covariates: IVX-QR approach
    by Lee, JiHyung

  • 2015 Testing the impact of unemployment on self-employment: empirical evidence from OECD countries
    by Halicioglu, Ferda & Yolac, Sema

  • 2015 Tourism and economic growth in South Africa: Evidence from linear and nonlinear cointegration frameworks
    by Phiri, Andrew

  • 2015 The demand for euro banknotes in Germany: Structural modelling and forecasting
    by Bartzsch, Nikolaus & Seitz, Franz & Setzer, Ralph

  • 2015 Modeling bank default intensity in the USA using autoregressive duration models
    by Siakoulis, Vasilios

  • 2015 Re-visting the electricity-growth nexus in South Africa
    by Phiri, Andrew & Bothwell, Nyoni

  • 2015 Examining asymmetric effects in the South African Philips curve: Evidence from logistic smooth transition regression (LSTR) models
    by Phiri, Andrew

  • 2015 Asymmetric Exchange Rate Exposure in Indonesian Industry Sectors
    by Lestano, Lestano

  • 2015 Quantile forecasts of inflation under model uncertainty
    by Korobilis, Dimitris

  • 2015 Is gold good for hedging? lessons from the Malaysian sectoral stock indices
    by Rahim, Yasmin & Masih, Mansur

  • 2015 Does the shariah index move together with the conventional equity indexes?
    by Park, Kwang Suk & Masih, Mansur

  • 2015 Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina
    by Mendez Parra, Maximiliano

  • 2015 Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach
    by Bonga-Bonga, Lumengo & Kabundi, Alain

  • 2015 Nowcasting Regional GDP: The Case of the Free State of Saxony
    by Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus

  • 2015 Qml inference for volatility models with covariates
    by Francq, Christian & Thieu, Le Quyen

  • 2015 Measuring the Core Inflation in Turkey with the SM-AR Model
    by Kulaksizoglu, Tamer

  • 2015 Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile
    by Medel, Carlos

  • 2015 The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model
    by Medel, Carlos & Pincheira, Pablo

  • 2015 An Infinite Hidden Markov Model for Short-term Interest Rates
    by Maheu, John M & Yang, Qiao

  • 2015 The environmental Kuznets curve, economic growth, renewable and non-renewable energy, and trade in Tunisia
    by Ben Jebli, Mehdi & Ben Youssef, Slim

  • 2015 Testing Capital Accumulation-Driven Growth Models in a Multiple-Regime Framework: Evidence from South Africa
    by Kevin S. Nell & Maria M. De Mello

  • 2015 On the Use of Panel Stationarity Tests in Convergence Analysis: Empirical Evidence for the EU Countries
    by Mariusz Prochniak & Bartosz Witkowski

  • 2015 Incorporating Anchored Inflation Expectations in the Phillips Curve and in the Derivation of OECD Measures of Equilibrium Unemployment
    by Elena Rusticelli & David Turner & Maria Chiara Cavalleri

  • 2015 African Growth, Non-Linearities and Strong Dependence: An Empirical Study
    by Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale

  • 2015 Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis
    by Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale & Hector Carcel

  • 2015 Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data
    by Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu

  • 2015 Persistence of precious metal prices: a fractional integration approach with structural breaks
    by Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta

  • 2015 Cumulated sum of squares statistics for non-linear and non-stationary regressions
    by Vanessa Berenguer-Rico & Bent Nielsen

  • 2015 Devaluation and Testing the J-curve Hypothesis: A Case of Nepal
    by Mahesh Kumar Chaulagai Ph.D.

  • 2015 Devaluation and Testing the J-curve Hypothesis: A Case of Nepal
    by Mahesh Kumar Chaulagai Ph.D.

  • 2015 Efficacy of New Monetary Framework and Determining Inflation in India: An Empirical Analysis of Financially Deregulated Regime
    by Chakraborty, Lekha & Varma, Kushagra Om

  • 2015 Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks
    by Pooyan Amir Ahmadi & Harald Uhlig

  • 2015 Principal Component Analysis of High Frequency Data
    by Yacine Aït-Sahalia & Dacheng Xiu

  • 2015 Low-Frequency Econometrics
    by Ulrich K. Müller & Mark W. Watson

  • 2015 Beyond Random Assignment: Credible Inference of Causal Effects in Dynamic Economies
    by Christopher A. Hennessy & Ilya A. Strebulaev

  • 2015 FloGARCH : Realizing long memory and asymmetries in returns volatility
    by Harry Vander Elst

  • 2015 FloGARCH : Realizing long memory and asymmetries in returns volatility
    by Harry Vander Elst

  • 2015 FloGARCH : Realizing long memory and asymmetries in returns volatility
    by Harry Vander Elst

  • 2015 FloGARCH : Realizing long memory and asymmetries in returns volatility
    by Harry Vander Elst

  • 2015 On the integration of China's main stock exchange with the international financial market
    by Zhenxi Chen & Jan F. Kiviet & Weihong Huang

  • 2015 Nonparametric Estimation of the Leverage Effect : A Trade-off between Robustness and Efficiency
    by Ilze KALNINA & Dacheng XIU

  • 2015 Cross-sectional Dependence in Idiosyncratic Volatility
    by Ilze KALNINA & Kokouvi TEWOU

  • 2015 Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency
    by KALNINA, Ilze & XIU, Dacheng

  • 2015 Cross-sectional dependence in idiosyncratic volatility
    by KALNINA, Ilze & TEWOU, Kokouvi

  • 2015 Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity
    by Biqing Cai & Chaohua Dong & Jiti Gao

  • 2015 Cross-sectional Independence Test for a Class of Parametric Panel Data Models
    by Guangming Pan & Jiti Gao & Yanrong Yang & Meihui Guo

  • 2015 STR: A Seasonal-Trend Decomposition Procedure Based on Regression
    by Alexander Dokumentov & Rob J. Hyndman

  • 2015 Probabilistic time series forecasting with boosted additive models: an application to smart meter data
    by Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton

  • 2015 A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction
    by Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo

  • 2015 Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?
    by Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA

  • 2015 The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies
    by Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA

  • 2015 The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises
    by Claudio, Morana

  • 2015 It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection
    by Fabio Bagliano & Claudio Morana

  • 2015 Oil Price Forecastability and Economic Uncertainty
    by Stelios Bekiros & Rangan Gupta & Alessia Paccagnini

  • 2015 Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term
    by Badi H. Baltagi & Chihwa Kao & Long Liu

  • 2015 Evolutionary Sequential Monte Carlo Samplers for Change-point Models
    by Arnaud Dufays

  • 2015 The Swiss Business Cycle and the Lead of Small Neighbor Liechtenstein
    by Andreas Brunhart

  • 2015 From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels
    by Pavel Ciaian & d'Artis Kancs & Giuseppe Pirolix & Miroslava Rajcaniova

  • 2015 Dissecting Models’ Forecasting Performance
    by Boriss Siliverstovs

  • 2015 Nominal Stability and Swiss Monetary Regimes over two Centuries
    by Daniel Kaufmann

  • 2015 Dissecting the Purchasing Managers’ Index: Are all relevant components included? Are all included components relevant?
    by Boriss Siliverstovs

  • 2015 Short-term forecasting with mixed-frequency data: A MIDASSO approach
    by Boriss Siliverstovs

  • 2015 The franc shock and Swiss GDP: How long does it take to start feeling the pain?
    by Boriss Siliverstovs

  • 2015 Estimating the Economic Effects of Deregulation: Evidence from the Turkish Airline Industry
    by Tamer Cetin & Kadir Y. Eryigit

  • 2015 Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net
    by Sandra Stankiewicz

  • 2015 Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates
    by Jing Zeng

  • 2015 Working Time Reductions at the End of the Career: Do They Prolong the Time Spent in Employment?
    by Albanese, Andrea & Cockx, Bart & Thuy, Yannick

  • 2015 Are Working Time Accounts Beneficial for German Establishments?
    by Bellmann, Lutz & Hübler, Olaf

  • 2015 The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis
    by Ben Cheikh, Nidhaleddine & Rault, Christophe

  • 2015 A "Healthy Immigrant Effect" or a "Sick Immigrant Effect"? Selection and Policies Matter
    by Constant, Amelie F. & García-Muñoz, Teresa & Neuman, Shoshana & Neuman, Tzahi

  • 2015 From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels
    by Pavel Ciaian & d’Artis Kancs & Giuseppe Piroli & Miroslava Rajcaniova

  • 2015 Equity Prices and Fundamentals: a DDM-APT Mixed Approach
    by & Fredj Jawadi & Georges Prat

  • 2015 Semiparametric model averaging of ultra-high dimensional time series
    by Jia Chen & Degui Li & Oliver Linton & Zudi Lu

  • 2015 Mean Ratio Statistic for measuring predictability
    by Oliver Linton & Katja Smetanina

  • 2015 The (De-)Anchoring of Inflation Expectations: New Evidence from the Euro Area
    by Laura Pagenhardt & Dieter Nautz & Till Strohsal & Strohsal

  • 2015 The Time-Varying Degree of Inflation Expectations Anchoring
    by Till Strohsal & Rafi Melnick & Dieter Nautz &

  • 2015 Forecasting volatility of wind power production
    by Zhiwei Shen & Matthias Ritter & &

  • 2015 How Do Financial Cycles Interact? Evidence from the US and the UK
    by Till Strohsal & Christian R. Proaño & Jürgen Wolters &

  • 2015 Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis
    by Till Strohsal & Christian R. Proaño & Jürgen Wolters &

  • 2015 From Galloping Inflation to Price Stability in Steps: Israel 1985–2013
    by Rafi Melnick & Till Strohsal & &

  • 2015 China's Capital and "Hot" Money Flows: An Empirical Investigation
    by Tao Cai & Vinh Q. T. Dang & Jennifer T. Lai

  • 2015 Confidence Sets for the Break Date Based on Optimal Tests
    by KUROZUMI, Eiji & YAMAMOTO, Yohei

  • 2015 Time Series Modelling of Daily Metical/Rand Exchange Rate Returns, 1996-2014
    by Brännäs, Kurt & Machava, Agostinho

  • 2015 Did US consumers `save for a rainy day' before the Great Recession?
    by Anundsen, Andre K. & Nymoen, Ragnar

  • 2015 Greek Debt Crisis: The “@-euro” a New Possible Solution to Greek Debt Crisis
    by Mantalos, Panagiotis

  • 2015 Greek Debt Crisis “An Introduction to the Economic Effects of Austerity”
    by Mantalos, Panagiotis

  • 2015 Future world market prices of milk and feed looking into the crystal ball
    by Hansen, Bjørn Gunnar & Li, Yushu

  • 2015 Did Gender-Bias Matter in the Quantity-Quality Trade-off in 19th Century France?
    by Diebolt, Claude & Mishra, Tapas & Perrin, Faustine

  • 2015 A Microfounded Model of Money Demand Under Uncertainty, and its Empirical Validation Using Cointegration and Rolling-Window Dynamic Multiplier Analysis
    by Ingrid Größl & Artur Tarassow

  • 2015 Exploring International Differences in Inflation Dynamics
    by Yamin Ahmad & Olena Mykhaylova

  • 2015 Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model
    by Bertram, Philip & Ma, Jun & Sibbertsen, Philipp

  • 2015 A comparative Study of Volatility Breaks
    by Grote, Claudia & Bertram, Philip

  • 2015 Information Criteria for Nonlinear Time Series Models
    by Rinke, Saskia & Sibbertsen, Philipp

  • 2015 A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average
    by Constantin Bürgi & Tara M. Sinclair

  • 2015 Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms
    by Yongchen Zhao

  • 2015 Can A Subset Of Forecasters Beat The Simple Average In The Spf?
    by Constantin Burgi

  • 2015 Application of periodic autoregressive process to the modeling of the Garonne river flows
    by PEREAU Jean-Christophe & URSU Eugen

  • 2015 What effect does development aid have on productivity in recipient countries? An analysis using quantiles and thresholds
    by Felicitas Nowak-Lehmann D. & Elena Gross

  • 2015 Quantile forecasts of inflation under model uncertainty
    by Dimitris Korobilis.

  • 2015 Weather-adjusting employment data
    by Boldin, Michael D. & Wright, Jonathan H.

  • 2015 Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR
    by McCracken, Michael W. & Owyang, Michael T. & Sekhposyan, Tatevik

  • 2015 Testing for a housing bubble at the national and regional level: the case of Israel
    by Caspi, Itamar

  • 2015 Monitoring the world business cycle
    by Camacho, Maximo & Martinez-Martin, Jaime

  • 2015 Persistence Dependence in Empirical Relations: The Velocity of Money
    by Ashley, Richard & Verbrugge, Randal

  • 2015 Forecasting Inflation: Phillips Curve Effects on Services Price Measures
    by Tallman, Ellis W. & Zaman, Saeed

  • 2015 Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
    by Jensen, Mark J.

  • 2015 Changes in the relationship between the financial and real sector and the present economic financial crisis: study of energy sector and market
    by Franco Ruzzenenti

  • 2015 How is Volatility in Commodity Markets Linked to Oil Price Shocks?
    by Maryam Ahmadi & Niaz Bashiri Behmiri & Matteo Manera

  • 2015 The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera

  • 2015 The Impact of Macroeconomic News on Polish and Czech Government Bond Markets
    by Vojtech Pistora & Vaclav Hausenblas

  • 2015 Türkiye İmalat Sanayi Alt Sektörleri İhracat Talep Fonksiyonu
    by Büşra Akın & Kübra Önder

  • 2015 Türkiye İmalat Sanayi Alt Sektörleri İhracat Talep Fonksiyonu
    by Büşra Akın & Kübra Önder

  • 2015 Türkiye İmalat Sanayi Alt Sektörleri İhracat Talep Fonksiyonu
    by Büşra Akın & Kübra Önder

  • 2015 Unemployment Hysteresis and Structural Change in Europe
    by Kurmaş Akdoğan

  • 2015 Unemployment Hysteresis and Structural Change in Europe
    by Kurmaş Akdoğan

  • 2015 Unemployment Hysteresis and Structural Change in Europe
    by Kurmaş Akdoğan

  • 2015 Kredi Arz Şoklarının Reel Ekonomi Üzerindeki Etkisi: Türkiye Üzerine Bir Uygulama
    by Nihat Işık & Efe Can Kılınç & Özgür Engeloğlu

  • 2015 Kredi Arz Şoklarının Reel Ekonomi Üzerindeki Etkisi: Türkiye Üzerine Bir Uygulama
    by Nihat Işık & Efe Can Kılınç & Özgür Engeloğlu

  • 2015 Kredi Arz Şoklarının Reel Ekonomi Üzerindeki Etkisi: Türkiye Üzerine Bir Uygulama
    by Nihat Işık & Efe Can Kılınç & Özgür Engeloğlu

  • 2015 Türkiye’de Enerji Tüketiminin Ekonomik Büyüme Üzerindeki Etkileri: Markov Switching Yaklaşımı
    by Naci Bayrac & Emrah Dogan

  • 2015 Türkiye’de Enerji Tüketiminin Ekonomik Büyüme Üzerindeki Etkileri: Markov Switching Yaklaşımı
    by Naci Bayrac & Emrah Dogan

  • 2015 Türkiye’de Enerji Tüketiminin Ekonomik Büyüme Üzerindeki Etkileri: Markov Switching Yaklaşımı
    by Naci Bayrac & Emrah Dogan

  • 2015 Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable
    by Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu

  • 2015 Forecasting Core Inflation: The Case of South Africa
    by Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta

  • 2015 Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?
    by Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar

  • 2015 Identifying Periods of US Housing Market Explosivity
    by Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke

  • 2015 Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
    by Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J.

  • 2015 The Fundamental Equation in Tourism Finance
    by McAleer, M.J.

  • 2015 Market Integration Dynamics and Asymptotic Price Convergence in Distribution
    by García-Hiernaux, A. & Guerrero, D.E. & McAleer, M.J.

  • 2015 Multivariate Volatility Impulse Response Analysis of GFC News Events
    by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K.

  • 2015 Stochastic levels and duration dependence in US unemployment
    by de Bruijn, L.P. & Franses, Ph.H.B.F.

  • 2015 Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
    by Chang, C-L. & Li, Y. & McAleer, M.J.

  • 2015 A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
    by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.

  • 2015 On the Invertibility of EGARCH(p,q)
    by Martinet, G.G. & McAleer, M.J.

  • 2015 Frontiers in Time Series and Financial Econometrics
    by Ling, S. & McAleer, M.J. & Tong, H.

  • 2015 News shocks and asset prices
    by Aytek Malkhozov & Andrea Tamoni

  • 2015 Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET
    by Barend Abeln & Jan P.A.M. Jacobs

  • 2015 Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA
    by Ladislav Kristoufek & Karel Janda & David Zilberman

  • 2015 Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data
    by Yves Dominicy & Harry-Paul Vander Elst

  • 2015 FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility
    by Harry-Paul Vander Elst

  • 2015 Transmission du stress financier de la zone euro aux Pays de l’Europe Centrale et Orientale
    by Houda Rharrabti Zaid

  • 2015 Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis
    by Imane El Ouadghiri

  • 2015 Equity Prices and Fundamentals: a DDM-APT Mixed Approach
    by Fredj Jawadi & Georges Prat

  • 2015 Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets
    by Imane El Ouadghiri & Remzi Uctum

  • 2015 The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks
    by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana

  • 2015 The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts
    by Benjamin Beckers

  • 2015 The Ruble between the Hammer and the Anvil: Oil Prices and Economic Sanctions
    by Christian Dreger & Jarko Fidrmuc & Konstantin Kholodilin & Dirk Ulbricht

  • 2015 The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis
    by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta

  • 2015 An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach
    by José M. Belbute & Alfredo Marvão Pereira

  • 2015 Does Final Energy Demand in Portugal Exhibit Long Memory? A Fractional Integration Analysis
    by José M. Belbute & Alfredo Marvão Pereira

  • 2015 Sieve Semiparametric Two-Step GMM under Weak Dependence
    by Xiaohong Chen & Zhipeng Liao

  • 2015 Testing Mean Stability of Heteroskedastic Time Series
    by Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips

  • 2015 Pitfalls and Possibilities in Predictive Regression
    by Peter C. B. Phillips

  • 2015 Working Time Reductions at the End of the Career. Do they prolong the Time Spent in Employment?
    by Andrea Albanese & Bart Cockx & Yannick Thuy

  • 2015 Inflation forecasting models for Uganda: is mobile money relevant?
    by Janine Aron & John Muellbauer & Rachel Sebudde

  • 2015 Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach
    by Camacho, Maximo & Leiva-Leon, Danilo & Pérez-Quirós, Gabriel

  • 2015 The Great Moderation in historical perspective.Is it that great?
    by Gadea Rivas, Maria Dolores & Gómez Loscos, Ana & Pérez-Quirós, Gabriel

  • 2015 Inflation forecasting models for Uganda: is mobile money relevant?
    by Aron, Janine & Muellbauer, John & Sebudde, Rachel

  • 2015 A Simple Model for Now-Casting Volatility Series
    by BREITUNG, Jörg & HAFNER, Christian M.

  • 2015 Sparse Change-Point Time Series Models
    by Dufays, A. & Rombouts, V.

  • 2015 Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors
    by Deschamps, P.

  • 2015 Autoregressive moving average infinite hidden markov-switching models
    by Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud

  • 2015 El efecto del Diploma en el Mercado laboral Caleño: Un análisis a partir de las Vacantes
    by Jhon James Mora Rodríguez & Carolina Caicedo Marulanda & Andrés Cendales

  • 2015 Análisis comparativo y recomendaciones para el fortalecimiento fiscal de las entidades territoriales
    by Henry RODRIGUEZ SOSA & Gabriel PIRAQUIVE GALEANO

  • 2015 The Interdependence between Commodity-Price and GDP Cycles: A Frequency Domain Approach
    by Jair N. Ojeda-Joya & Oscar Jaulin-Mendez & Juan C. Bustos-Peláez

  • 2015 Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia
    by Davinson Stev Abril Salcedo & Luis Fernando Melo Velandia & Daniel Parra Amado

  • 2015 Heterogeneidad de los Índices de Producción Sectoriales de la Industria Colombiana
    by Davinson Stev Abril Salcedo & Luis Fernando Melo Velandia & Daniel Parra Amado

  • 2015 The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia
    by Juan Andrés Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez

  • 2015 Adding Flexibility to Markov Switching Models
    by E. Otranto

  • 2015 Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET
    by Barend Abeln & Jan P. A. M. Jacobs

  • 2015 The scale of predictability
    by Federico M. Bandi & Benoit Perron & Andrea Tamoni & Claudio Tebaldi

  • 2015 Reassessing the empirical relationship between the oil price and the dollar
    by Virginie Coudert & Valérie Mignon

  • 2015 The adverse effects of incentives regulation in health care: a comparative analysis with the U.S. and Japanese hospital data
    by Galina Besstremyannaya

  • 2015 Do Global CO2 Emissions from Fuel Consumption Exhibit Long Memory? A Fractional Integration Analysis
    by José Belbute & Alberto Marvão Pereira

  • 2015 An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach
    by José Belbute & Alfredo M. Pereira

  • 2015 Does final energy consumption in Portugal exhibit long memory?
    by José Manuel Belbute

  • 2015 Measuring persistence in inflation: evidence for Angola
    by José Manuel Belbute & Leonardo Dia Massala & Júlio António Delgado

  • 2015 The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks
    by Guglielmo-Maria Caporale & Hector Carcel & Luis A. Gil-Alana

  • 2015 The Dynamics of Comparative Advantage
    by Gordon H. Hanson & Nelson Lind & Marc-Andreas Muendler

  • 2015 The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis
    by Nidhaleddine Ben Cheikh & Christophe Rault

  • 2015 Exports and Capacity Constraints: Evidence for Several Euro Area Countries
    by Ansgar Belke & Anne Oeking & Ralph Setzer

  • 2015 The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis
    by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta

  • 2015 Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
    by André Kallåk Anundsen & Ragnar Nymoen

  • 2015 Nowcasting Regional GDP: The Case of the Free State of Saxony
    by Steffen Henzel & Robert Lehmann & Klaus Wohlrabe

  • 2015 Testing for Breaks in Regression Models with Dependent Data
    by Violetta Dalla & Javier Hidalgo

  • 2015 Oil and Regional Development in Chad: Impact Assessment of Doba Oil Project on the Poverty in Host Region
    by Aristide MABALI & Moundigbaye MANTOBAYE

  • 2015 Tendances et chocs climatiques à La Réunion : utilisation de la base CRU TS version 3.21
    by Michaël GOUJON & OLIVIER SANTONI & Sosso FEINDOUNO

  • 2015 Global Recession And Eurozone Debt Crisis - Impact On Exports Of China And India
    by Pami Dua & Divya Tuteja

  • 2015 Is the Rational Addiction model inherently impossible to estimate?
    by Audrey Laporte & Adrian Rohit Dass & Brian Ferguson

  • 2015 It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection
    by Fabio C. Bagliano & Claudio Morana

  • 2015 On Estimating Long-Run Effects in Models with Lagged Dependent Variables
    by W. Robert Reed & Min Zhu

  • 2015 Testing For Unit Roots With Cointegrated Data
    by W. Robert Reed

  • 2015 Methodological Report on Kaul and Wolf's Working Papers on the Effect of Plain Packaging on Smoking Prevalence in Australia and the Criticism Raised by OxyRomandie
    by Ben Jann

  • 2015 Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
    by Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu

  • 2015 Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data
    by Pierre Perron & Tatsuma Wada

  • 2015 Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
    by Rasmus T. Varneskov & Pierre Perron

  • 2015 Improved Tests for Forecast Comparisons in the Presence of Instabilities
    by Luis Filipe Martins & Pierre Perron

  • 2015 Forecasting in the presence of in and out of sample breaks
    by Jiawen Xu & Pierre Perron

  • 2015 Likelihood Ratio Based Tests for Markov Regime Switching
    by Zhongjun Qu & Fan Zhuo

  • 2015 Dynamic corporate capital structure behavior: empirical assessment in the light of heterogeneity and non stationarity
    by M. E. Bontempi & L. Bottazzi & R. Golinelli

  • 2015 Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model
    by Sohei Kaihatsu & Jouchi Nakajima

  • 2015 Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market
    by Laakkonen, Helinä

  • 2015 The Ruble between the hammer and the anvil: Oil prices and economic sanctions
    by Dreger, Christian & Fidrmuc, Jarko & Kholodilin, Konstantin & Ulbricht, Dirk

  • 2015 Causality between credit depth and economic growth: Evidence from 24 OECD countries
    by Stolbov, Mikhail

  • 2015 A global factor in variance risk premia and local bond pricing
    by Kaminska, Iryna & Roberts-Sklar, Matt

  • 2015 Did US consumers ‘save for a rainy day’ before the Great Recession?
    by André K. Anundsen & Ragnar Nymoen

  • 2015 Can Oil Prices Forecast Exchange Rates?
    by Domenico Ferraro & Ken Rogoff & Barbara Rossi

  • 2015 Alternative Tests for Correct Specification of Conditional Predictive Densities
    by Barbara Rossi & Tatevik Sekhposyan

  • 2015 the coherence and the predictive content of the French Bank Lending Survey’s indicators (in French)
    by G.Levieuge

  • 2015 Explaining and forecasting bank loans. Good times and crisis (in french)
    by G.Levieuge

  • 2015 The Use of Monetary Aggregates as Indicators of the Future Evolution of Consumer Prices: Monetary Growth and Inflation Target
    by Ramos Francia Manuel & Noriega Antonio E. & Rodríguez-Pérez Cid Alonso

  • 2015 Money demand estimations in Mexico and of its stability 1986-2010, as well as some examples of its uses
    by Noriega Antonio E. & Ramos Francia Manuel & Rodríguez-Pérez Cid Alonso

  • 2015 Shoe-leather costs in the euro area and the foreign demand for euro banknotes
    by Alessandro Calza & Andrea Zaghini

  • 2015 Inflation surprises and inflation expectations in the euro area
    by Marcello Miccoli & Stefano Neri

  • 2015 The great moderation in historical perspective. Is it that great?
    by María Dolores Gadea & Ana Gómez-Loscos & Gabriel Perez-Quiros

  • 2015 Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach
    by Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros

  • 2015 Monitoring the world business cycle
    by Maximo Camacho & Jaime Martinez-Martin

  • 2015 The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera

  • 2015 GDP Nowcasting: Assessing business cycle conditions in Argentina
    by Laura D´Amato & Lorena Garegnani & Emilio Blanco

  • 2015 Intermediation Spreads in an Emerging Economy Under Different Macroeconomic Regimes: Argentina, 1994-2013
    by Horacio Aguirre & Tamara Burdisso & Federico Grillo & Emiliano Giupponi

  • 2015 Is the financial sector Luxembourg?s engine of growth?
    by Paolo Guarda & Abdelaziz Rouabah

  • 2015 Heterogeneity in the Dynamic Effects of Uncertainty on Investment
    by Sungje Byun & Soojin Jo

  • 2015 Monitoring the world business cycle
    by Maximo Camacho & Jaime Martinez Martin

  • 2015 Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation
    by Delle Monache, & Ivan Petrella & Fabrizio Venditti

  • 2015 Portmanteau Tests for Linearity of Stationary Time Series
    by Zacharias Psaradakis & Marián Vávra

  • 2015 A Distance Test of Normality for a Wide Class of Stationary Processes
    by Zacharias Psaradakis & Marián Vávra

  • 2015 Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns
    by Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis

  • 2015 Farm Production Costs, Producer Prices and Retail Food Prices: A Cointegration Analysis
    by Christos P. Pappas & Christos T. Papadas

  • 2015 Aggregate Inflation Forecast with Bayesian Vector Autoregressive Models
    by Cesar Carrera & Alan Ledesma

  • 2015 Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix)
    by Anne Péguin-Feissolle & Bilel Sanhaji

  • 2015 On the bi-directional causal relationship between public debt and economic growth in EMU countries
    by Marta Gómez-Puig & Simón Sosvilla-Rivero

  • 2015 Sovereigns and banks in the euro area: A tale of two crises
    by Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh

  • 2015 Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach
    by Hyeongwoo Kim & Deockhyun Ryu

  • 2015 Long Memory, Fractional Integration, and Cross-Sectional Aggregation
    by Niels Haldrup & J. Eduardo Vera-Valdés

  • 2015 Exponential Smoothing, Long Memory and Volatility Prediction
    by Tommaso Proietti

  • 2015 The Role of Credit in Predicting US Recessions
    by Harri Pönkä

  • 2015 Rough electricity: a new fractal multi-factor model of electricity spot prices
    by Mikkel Bennedsen

  • 2015 Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence
    by Yunus Emre Ergemen & Carlos Velasco

  • 2015 Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed Time Interval
    by Nina Munkholt Jakobsen & Michael Sørensen

  • 2015 Which pricing approach for options under GARCH with non-normal innovations?
    by Jean-Guy Simonato & Lars Stentoft

  • 2015 Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach
    by Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris

  • 2015 Seasonal Changes in Central England Temperatures
    by Tommaso Proietti & Eric Hillebrand

  • 2015 Generalised partial autocorrelations and the mutual information between past and future
    by Tommaso Proietti & Alessandra Luati

  • 2015 Validity of Edgeworth expansions for realized volatility estimators
    by Ulrich Hounyo & Bezirgen Veliyev

  • 2015 International Sign Predictability of Stock Returns: The Role of the United States
    by Henri Nyberg & Harri Pönkä

  • 2015 A Markov Chain Estimator of Multivariate Volatility from High Frequency Data
    by Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov

  • 2015 A Martingale Decomposition of Discrete Markov Chains
    by Peter Reinhard Hansen

  • 2015 Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting
    by Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg

  • 2015 Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
    by Arianna Agosto & Giuseppe Cavaliere & Dennis Kristensen & Anders Rahbek

  • 2015 Unbalanced Regressions and the Predictive Equation
    by Daniela Osterrieder & Daniel Ventosa-Santaulària & J. Eduardo Vera-Valdés

  • 2015 Weak diffusion limits of dynamic conditional correlation models
    by Christian M. Hafner & Sebastien Laurent & Francesco Violante

  • 2015 Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions
    by Tim Bollerslev & Andrew J. Patton & Wenjing Wang

  • 2015 Explosive bubbles in house prices? Evidence from the OECD countries
    by Tom Engsted & Simon J. Hviid & Thomas Q. Pedersen

  • 2015 Unit Root Test Results Table Creator
    by Josip Tica

  • 2015 Effects of the US stock market return and volatility on the VKOSPI
    by Han, Heejoon & Kutan, Ali M. & Ryu, Doojin

  • 2015 New Keynesian Phillips Curve Estimation: The Case of Hungary (1981–2006)
    by Vasilev, Aleksandar

  • 2015 Unemployment Hysteresis in the “Nordic Kitten”: Evidence from Five Estonian Regions
    by Fumitaka Furuoka

  • 2015 A Study on the Asymmetry of the News Aspect of the Stock Market: Evidence from Three Institutional Investors in the Taiwan Stock Market
    by Tzu-Yi Yang & Yu-Tai Yang

  • 2015 Is Job Insecurity a Driver of the Housing Cycle? Some Evidence in the Spanish Case
    by Philip Arestis & Ana Rosa González-Martínez

  • 2015 Testing For Bubbles In The Housing Market: Further Evidence From Turkey
    by ZEREN, Feyyaz & ERGÜZEL, Oylum Şehvez

  • 2015 Measuring Price-Level Uncertainty and Instability in the United States, 1850–2012
    by Timothy Cogley & Thomas J. Sargent

  • 2015 Investigation of the Greek Stock Exchange volatility and the impact of foreign markets from 2007 to 2012
    by Nikolaos Sariannidis & Polyxeni Papadopoulou & Evangelos Drimbetas

  • 2015 Turkiye icin Finansal Kosullar Endeksi
    by Hakan Kara & Pinar Ozlu & Deren Unalmis

  • 2015 Asymmetric Volatility of the Thai Stock Market. Evidence from High-Frequency Data
    by Supachok THAKOLSRI & Yuthana SETHAPRAMOTE & Komain JIRANYAKUL

  • 2015 Fiscal Sustainability. A Note For Cabo Verde
    by Cassandro MENDES

  • 2015 Trade, investment, and capital flows: Mexico?s macroeconomic adjustment to the Great Recession
    by Carlos A. Ibarra

  • 2015 Empirical Investigation Of The Macro-Economic Determinants Of Foreign Institutional Investment In India: An Autoregressive Distributed Lag (Ardl) Approach
    by SHIVANI INDER & J.S. PASRICHA

  • 2015 Review Of Garch Model Applicability In View Of Some Recent Research
    by KRZYSZTOF DRACHAL

  • 2015 Wrażliwość zatrudnienia na zmiany PKB w Polsce a elastyczność instytucji rynku pracy
    by Stanisław Cichocki & Michał Gradzewicz & Joanna Tyrowicz

  • 2015 Real convergence vs. macroeconomic imbalances in the EU
    by Agnieszka Szczypińska

  • 2015 Stochastic Convergence of the European Union Countries: A Conditional Approach
    by Mariusz Próchniak & Bartosz Witkowski

  • 2015 Cobertura dinámica de la reserva actuarial de una empresa con pasivos pensionales
    by Francisco Venegas Martínez & Gabriel Alberto Agudelo TorreS & Luis Ceferino Franco Arbeláez & Luis Eduardo Franco Ceballos

  • 2015 Macroeconomics Determinants Of External Debt In Malaysia
    by Evan Lau & ALVINA SYN-YEE Lee & MOHAMMAD AFFENDY Arip

  • 2015 Does Bitcoin follow the hypothesis of efficient market?
    by Jakub Bartos

  • 2015 Investigating the Long Cycles of Capitalism With Spectral and Cross-Spectral Analysis
    by Eirini Ozouni & Constantinos Katrakylidis & Grigoris Zarotiadis

  • 2015 La modelización de los cambios en la longevidad de la población del País Vasco y su estimación futura
    by Amaia Jone BETZUEN ÁLVAREZ & Amancio BETZUEN ZALBIDEGOITIA

  • 2015 Selected Techniques Of Detecting Structural Breaks In Financial Volatility
    by Bartosz Stawiarski

  • 2015 A Time Series Analysis Using R for Understanding Car Sales On The Romanian Market
    by Mihaela Cornelia Sandu & Elena Druica & Rodica Ianole

  • 2015 Measuring Unemployment Persistence by Age and Gender
    by Amaia Altuzarra

  • 2015 Nonlinear A Djustment To The Long-Run Equilibrium Between The Reit And The Stock Markets In Japan And Singapore
    by Tsang-Yao CHANG & Hao FANG & Yen-Hsien LEE

  • 2015 Adding EMD Process and Filtering Analysis to Enhance Performances of ARIMA Model When Time Series Is Measurement Data
    by Feng-Jenq LIN

  • 2015 Out-Of-Sample Forecasting Performance Of A Robust Neural Exchange Rate Model Of Ron/Usd
    by Corina SAMAN

  • 2015 Testing For Nonlinearity In Unemployment Rates Via Delay Vector Variance
    by Petre CARAIANI

  • 2015 Has Nonlinearity Resolved The A Nomaly Of Unit Root Behaviour In Forward Discount ? New Empirical Evidence
    by Aidil Rizal SHAHRIN

  • 2015 Time-Varying Bond Market Integration in EMU
    by Gupta, Priyanshi & Sehgal, Sanjay & Deisting, Florent

  • 2015 Analysis of Forecasting Performance of Investors in Turkey Within Framework of the Random Walk Model (Türkiye’de Yatırımcıların Öngörü Performanslarının Rassal Yürüyüş Modeli Çerçevesinde Analizi)
    by Tanrıöver, Banu & Çöllü, Duygu Arslantürk

  • 2015 Estimation of skill of Russian mutual fund managers
    by Parshakov, Petr

  • 2015 A Model of the Dynamic of the Relationship between Stock Prices and Economic Growth of Indonesia
    by Pasrun Adam

  • 2015 Business Cycle Asymmetry: Deepness and Steepness in Turkey
    by Banu Tanrıöver & Rahmi Yamak

  • 2015 Is Current Account of Turkey Sustainable ? Evidence from Nonlinear Unit Root Tests
    by Taştan Serkan & Arıç Kıvanç Halil

  • 2015 ¿Hay una burbuja inmobiliaria en Bogotá? Un estudio por segmentos de mercado
    by Vanessa Cediel Sánchez & Carlos Velásquez Vega

  • 2015 Modeling Nigerian Government Revenues and Total Expenditure: Combined Estimators’ Analysis and Error Correction Model Approach
    by Kayode Ayinde & Aliyu A. Bello & Opeyemi E. Ayinde & Damilola. B. Adekanmbi

  • 2015 (A)symetria v Okunovom zákone v štátoch Vyšehradskej skupiny
    by Martin Boďa & Petra Medveďová & Mariana Považanová

  • 2015 Day-of-the-week effect in the Nigerian Stock Market Returns and Volatility: Does the Distributional Assumptions Influence Disappearance?
    by Osabuohien-Irabor Osarumwense

  • 2015 Screening for collusion: Evidences from the Indian cement industry
    by Sylwester Bejger

  • 2015 Metal Returns, Stock Returns and Stock Market Volatility
    by Mauricio Zeballos & Carlos del Carpio

  • 2015 Public Policies To R&D In Romania In The Context Of The Eu State Aid Policy
    by Bacila Nicolae & & &

  • 2015 Construction of composite business cycle indicators in a scarce data environment: A case study for Abu Dhabi
    by Klaus Abberger & Wolfgang Nierhaus

  • 2015 Incorporating anchored inflation expectations in the Phillips curve and in the derivation of OECD measures of the unemployment gap
    by Elena Rusticelli & David Turner & Maria Chiara Cavalleri

  • 2015 Testing the J-Curve Hypothesis: A Case of Nepal
    by Mahesh Kumar Chaulagai Ph.D.

  • 2015 Examining the relationship between banking loans to private individuals growth rate and personal consumption growth rate in Croatia – the cointegration approach
    by Vlatka Bilas & Mile Bošnjak

  • 2015 Foreign Direct Investment and Economic Growth in Cote D¡¯Ivoire: A Time Series Analysis
    by Kyle A. Johnston & Miguel D. Ramirez

  • 2015 Tourism Economics in Sri Lanka: An Econometric Analysis
    by Prasanna-Perera Lalith Welgamage

  • 2015 Assessing Fiscal-Policy Sustainability: On the Different States of the Debt-to-GDP Process
    by Anton Velinov

  • 2015 Efficient Market Hypothesis in South Africa: Evidence from Linear and Nonlinear Unit Root Tests
    by Andrew Phiri

  • 2015 New Keynesian Phillips Curve Estimation: The Case of Hungary (1981–2006)
    by Aleksandar Vasilev

  • 2015 Skewed Generalized Error Distribution of Financial Assets and Option Pricing
    by Panayiotis Theodossiou

  • 2015 ¿Se está adentrando el sistema español de pensiones en zona sísmica?/Is the Spanish Pension System Approaching a Seismic Zone?
    by CÓRDOBA BUENO, MIGUEL & FERNÁNDEZ-AVILÉS CALDERÓN, GEMA & GARCÍA CENTENO, Mª CARMEN

  • 2015 Re-gendering globalization: Overcoming the phenomenon of gendering globalization
    by Sadia Afrin & Mahmudul Hasan Fouiji & Muhammad Raquib

  • 2015 Price-volume ratio analysis by causality and day-of-the-week effect for the Latin American stock markets
    by Emilio Rojas Olea & Werner Kristjanpoller Rodríguez

  • 2015 Revisiting the Effects of Workers’ Remittances on Economic Development in Nigeria
    by Ebenezer OLUBIYI & Omolola Smaria OLARINDE

  • 2015 The Impact of Age Distribution on Household Consumption: Evidence from Saudi Arabia
    by Rami Ben HAJ-KACEM

  • 2015 Inflationary Dynamics in Guatemala
    by Thomas M. FULLERTON & Miguel MARTINEZ & Wm. Doyle SMITH & Adam WALKE

  • 2015 Währungsunionen, Wechselkursregime und deren Effekte auf bilateralen Handel: drei empirische Ergebnisse
    by Sabrina Dorn

  • 2015 Measures Of Core Inflation Used By The National Bank Of Romania
    by Ionut - Cristian BACIU

  • 2015 Club Convergence Across Indian States: An Empirical Analysis
    by ARFAT AHMAD SOFI & S. RAJA SETHU DURAI

  • 2015 Do Domestic Firms Really Benefit From Foreign Direct Investment? The Role Of Horizontal And Vertical Spillovers And Absorptive Capacity
    by SMRUTI RANJAN BEHERA

  • 2015 The tax-spend nexus in Nigeria: evidence from asymmetric modeling
    by Olalekan Bashir Aworinde* & Mushay Adeniyi Ogundipe

  • 2015 Fiscal deficits in Egypt: is it a macroeconomic or politico-institutional problem?
    by Neveen M. Torayeh

  • 2015 Nonlinear threshold unit root test and ppp in transition countries
    by Mohsen Bahmani-Oskooee & Tsangyao Chang*

  • 2015 The seasonal adjustment of quarterly service turnover indices
    by Barbara Iaconelli & Fabio Bacchini & Maria Giulia Ippoliti & Barbara Guardabascio & Roberto Iannaccone

  • 2015 Heavy-tailed modeling of CROBEX
    by Danijel Grahovac & Nenad Suvak

  • 2015 Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns
    by Gabriel Rodríguez & Roxana Tramontana Tocto

  • 2015 Classical Probability of Overfitting with Information Criteria: Estimations with Chilean Macroeconomic Series
    by Carlos A. Medel

  • 2015 Effects of Maritime Illegal Oil Trading on Economic Growth in Nigeria
    by Elei Green Igbogi & Ikpechukwu Njoku

  • 2015 Co-integration Analysis of Aviation Demand and Economic Growth in Philippines
    by Bilal Mehmood & Amna Shahid & Saddam Ilyas

  • 2015 The Optimal Taxation and the Current Tax System
    by Ioannis N. Kallianiotis

  • 2015 Re-examining the Threshold Effects in Inflation–Growth Nexus: Evidence from India
    by Madhu Sehrawat & A. K. Giri

  • 2015 Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF
    by Geoff Kenny & Thomas Kostka & Federico Masera

  • 2015 The Evolution of State Aid to Research and Development in Central and Eastern Europe in the Context of the European Integration Process
    by Nicolae Bacila

  • 2015 Negociation, Threat and Transitivity
    by Gabriel ILIESCU

  • 2015 The Impact of Public Spending on Imports in Algeria:Econometric Study between the Period 1990 – 2012
    by Maachi SOFIANE & Zairi BELKACEM

  • 2015 Assessment of Political Situation over the Business Cycle in Spain: A Time Series Analysis
    by Marcos Alvarez Diaz & Gonzalo Caballero Miguez & Baltasar Manzano González & José M. Martín Moreno

  • 2015 Uncertain Effects Of Shocks Vs. Uncertain Unit Root: An Alternative View Of U.S. Real Gdp
    by HUANG, YU-LIEH & HUANG, CHAO-HIS

  • 2015 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

  • 2015 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

  • 2015 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

  • 2015 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

  • 2015 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

  • 2015 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

  • 2015 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

  • 2015 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

  • 2015 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

  • 2015 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
    by Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

  • 2015 Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models
    by Chaker Aloui & Hela BEN HAMIDA

  • 2015 Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries
    by Pablo M. Pincheira & Carlos A. Medel

  • 2015 The Structural Stability of a One-Day Risk Premium in View of the Recent Financial Crisis
    by Krzysztof DRACHAL

  • 2015 Modelo multifactor para analizar la exposición de los hedge funds a factores de riesgo macroeconómico
    by Elitania Leyva Rayón

  • 2015 The Effect of Inflation on Inflation Uncertainty in the G7 Countries: A Double Threshold GARCH Model
    by Kushal Banik Chowdhury & Nityananda Sarkar

  • 2015 Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets
    by Mehmet Balcilar & Zeynel Abidin Ozdemir & Esin Cakan

  • 2015 Is sticky price adjustment important for output fluctuations?
    by John W. Keating & Isaac K. Kanyama

  • 2015 Export-led growth vs growth-led exports: what matters for the Brazilian growth experience after trade liberalization?
    by Ricardo Azevedo Araujo & Joanílio Rodolpho Teixeira & Cristiane Soares

  • 2015 Quantity-of-money fluctuations and economic instability: empirical evidence for the USA (1958–2006)
    by Panayotis G. Michaelides & John G. Milios & Konstantinos N. Konstantakis & Panayiotis Tarnaras

  • 2015 Better the devil you know: The influence of political incumbency on Australian financial market uncertainty
    by Smales, Lee A.

  • 2015 Oil commodity returns and macroeconomic factors: A time-varying approach
    by Schalck, Christophe & Chenavaz, Régis

  • 2015 Are there periodically collapsing bubbles in the REIT markets? New evidence from the US
    by Xie, Zixiong & Chen, Shyh-Wei

  • 2015 Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets
    by Vortelinos, Dimitrios I.

  • 2015 Realized range volatility forecasting: Dynamic features and predictive variables
    by Caporin, Massimiliano & Velo, Gabriel G.

  • 2015 Prediction and simulation using simple models characterized by nonstationarity and seasonality
    by Swanson, Norman R. & Urbach, Richard

  • 2015 The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong
    by Sin, Chor-yiu (CY)

  • 2015 Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
    by Nath, Harmindar B. & Brooks, Robert D.

  • 2015 Intertemporal risk–return relationships in bull and bear markets
    by Wu, Shue-Jen & Lee, Wei-Ming

  • 2015 Testing for current account sustainability under assumptions of smooth break and nonlinearity
    by Chen, Shyh-Wei & Xie, Zixiong

  • 2015 Purchasing power parity-symmetry and proportionality: Evidence from 116 countries
    by Arize, Augustine C. & Malindretos, John & Ghosh, Dilip

  • 2015 A nonparametric study of real exchange rate persistence over a century
    by Kim, Hyeongwoo & Ryu, Deockhyun

  • 2015 Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions
    by Wang, Juan & Zhang, Dongxiang & Zhang, Jian

  • 2015 Examining the exchange rate regime–monetary policy autonomy nexus: Evidence from Malaysia
    by Goh, Soo Khoon & McNown, Robert

  • 2015 Causal interrelations among market fundamentals: Evidence from the European Telecommunications sector
    by Agiakloglou, Christos & Gkouvakis, Michail

  • 2015 Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models
    by Mohamed, Hisham Hanifa & Masih, Mansur & Bacha, Obiyathulla I.

  • 2015 Sharia compliant gold investment in Malaysia: Hedge or safe haven?
    by Ghazali, Mohd Fahmi & Lean, Hooi Hooi & Bahari, Zakaria

  • 2015 Influence in commodity markets: Measuring co‐movement globally
    by Fernandez, Viviana

  • 2015 Forecasting metal prices with a curvelet based multiscale methodology
    by He, Kaijian & Lu, Xingjing & Zou, Yingchao & Keung Lai, Kin

  • 2015 Persistence of precious metal prices: A fractional integration approach with structural breaks
    by Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan

  • 2015 Bull and bear markets in commodity prices and commodity stocks: Is there a relation?
    by Ntantamis, Christos & Zhou, Jun

  • 2015 Interest rate convergence in the EMS prior to European Monetary Union
    by Frömmel, Michael & Kruse, Robinson

  • 2015 The causal relationship between debt and growth in EMU countries
    by Gómez-Puig, Marta & Sosvilla-Rivero, Simón

  • 2015 Value at Risk of the main stock market indexes in the European Union (2000–2012)
    by Iglesias, Emma M.

  • 2015 Unconventional monetary policy and money demand
    by Dreger, Christian & Wolters, Jürgen

  • 2015 Revisiting the relationship between exchange rates and fundamentals
    by Chen, Shiu-Sheng & Chou, Yu-Hsi

  • 2015 Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive
    by Gomes, Fábio Augusto Reis & Ribeiro, Priscila Fernandes

  • 2015 Assessing the CNH–CNY pricing differential: Role of fundamentals, contagion and policy
    by Funke, Michael & Shu, Chang & Cheng, Xiaoqiang & Eraslan, Sercan

  • 2015 Trends and cycles in historical gold and silver prices
    by Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan

  • 2015 Spurious long memory, uncommon breaks and the implied–realized volatility puzzle
    by Kellard, Neil M. & Jiang, Ying & Wohar, Mark

  • 2015 Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates
    by Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara

  • 2015 On the distribution of exchange rate regime treatment effects on international trade
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  • 2015 Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle
    by Lo, Ming Chien & Morley, James

  • 2015 Linear programming-based estimators in nonnegative autoregression
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  • 2015 Estimating the price impact of trades in a high-frequency microstructure model with jumps
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  • 2015 Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model
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  • 2015 Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse
    by Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou

  • 2015 Hedge fund return predictability; To combine forecasts or combine information?
    by Panopoulou, Ekaterini & Vrontos, Spyridon

  • 2015 Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation
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  • 2015 Which are the SIFIs? A Component Expected Shortfall approach to systemic risk
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  • 2015 The information content of option-implied information for volatility forecasting with investor sentiment
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  • 2015 A random walk stochastic volatility model for income inequality
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  • 2015 Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns
    by Riedel, Christoph & Wagner, Niklas

  • 2015 Is there an ideal in-sample length for forecasting volatility?
    by Kambouroudis, Dimos S. & McMillan, David G.

  • 2015 Trends and convergence in global housing markets
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  • 2015 Business cycle variation in positive feedback trading: Evidence from the G-7 economies
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  • 2015 Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: A practical approach
    by Wan, Cheng & Bertschi, Ljudmila

  • 2015 Informational efficiency and spurious spillover effects between spot and derivatives markets
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  • 2015 Illiquidity and risk of commercial timberland assets in the United States
    by Mei, Bin

  • 2015 Finance and growth: Time series evidence on causality
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  • 2015 A new monthly chronology of the US industrial cycles in the prewar economy
    by Charles, Amélie & Darné, Olivier & Diebolt, Claude & Ferrara, Laurent

  • 2015 Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach
    by Jawadi, Fredj & Louhichi, Waël & Idi Cheffou, Abdoulkarim

  • 2015 Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis
    by Araç, Ayşen & Yalta, A. Yasemin

  • 2015 Testing equality of modified Sharpe ratios
    by Ardia, David & Boudt, Kris

  • 2015 Are emerging MENA stock markets mean reverting? A Monte Carlo simulation
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  • 2015 Stock market interdependence between China and the world: A multi-factor R-squared approach
    by He, Hongbo & Chen, Shou & Yao, Shujie & Ou, Jinghua

  • 2015 Detecting structural changes using wavelets
    by Yazgan, M. Ege & Özkan, Harun

  • 2015 Investor structure and the informational efficiency of commodity futures prices
    by Chen, Yu-Lun & Chang, Ya-Kai

  • 2015 Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK
    by Barrell, Ray & Costantini, Mauro & Meco, Iris

  • 2015 Long memory and level shifts in REITs returns and volatility
    by Assaf, Ata

  • 2015 Are gold and silver a hedge against inflation? A two century perspective
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  • 2015 Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests
    by Choudhry, Taufiq & Hassan, Syed S. & Shabi, Sarosh

  • 2015 Earnings forecasts and idiosyncratic volatilities
    by Kryzanowski, Lawrence & Mohsni, Sana

  • 2015 Stock return forecasting: Some new evidence
    by Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar

  • 2015 What determines the yen swap spread?
    by Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor

  • 2015 Speculative trading in the gold market
    by Baur, Dirk G. & Glover, Kristoffer J.

  • 2015 Sentiment in oil markets
    by Deeney, Peter & Cummins, Mark & Dowling, Michael & Bermingham, Adam

  • 2015 Credit contagion in the presence of non-normal shocks
    by Batiz-Zuk, Enrique & Christodoulakis, George & Poon, Ser-Huang

  • 2015 Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan
    by Raza, Syed Ali & Shahbaz, Muhammad & Nguyen, Duc Khuong

  • 2015 Long- and short-run price asymmetries and hysteresis in the Italian gasoline market
    by Bagnai, Alberto & Mongeau Ospina, Christian Alexander

  • 2015 Living up to expectations: Estimating direct and indirect rebound effects for UK households
    by Chitnis, Mona & Sorrell, Steve

  • 2015 Convergence and persistence in per capita energy use among OECD countries: Revisited using confidence intervals
    by Fallahi, Firouz & Voia, Marcel-Cristian

  • 2015 Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time
    by Yaya, OlaOluwa Simon & Gil-Alana, Luis Alberiko & Carcel, Hector

  • 2015 Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data
    by Ben Nasr, Adnen & Gupta, Rangan & Sato, João Ricardo

  • 2015 Energy efficiency in the transport sector in the EU-27: A dynamic dematerialization analysis
    by Ziolkowska, Jadwiga R. & Ziolkowski, Bozydar

  • 2015 The demand for transport fuels in Turkey
    by Hasanov, Mübariz

  • 2015 On the use of panel cointegration tests in energy economics
    by Westerlund, Joakim & Thuraisamy, Kannan & Sharma, Susan

  • 2015 Environmental Kuznets curve for CO2 emissions: The case of Arctic countries
    by Baek, Jungho

  • 2015 Commodity price excess co-movement from a historical perspective: 1900–2010
    by Fernandez, Viviana

  • 2015 Asymmetric impacts of the determinants of energy intensity in Nigeria
    by Adom, Philip Kofi

  • 2015 The dark side of the sun: How solar power production affects the market value of solar and gas sources
    by Clò, Stefano & D'Adamo, Gaetano

  • 2015 Forecasting excess stock returns with crude oil market data
    by Liu, Li & Ma, Feng & Wang, Yudong

  • 2015 Resource externalities and the persistence of heterogeneous pricing behavior in an energy commodity market
    by Bunn, Derek & Koc, Veli & Sapio, Alessandro

  • 2015 Has oil price predicted stock returns for over a century?
    by Narayan, Paresh Kumar & Gupta, Rangan

  • 2015 Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
    by Baillie, Richard T. & Kim, Kun Ho

  • 2015 Two-step estimation of the volatility functions in diffusion models with empirical applications
    by Ye, Xu-Guo & Lin, Jin-Guan & Zhao, Yan-Yong & Hao, Hong-Xia

  • 2015 Long memory in log-range series: Do structural breaks matter?
    by Chatzikonstanti, Vasiliki & Venetis, Ioannis A.

  • 2015 Power transformations of absolute returns and long memory estimation
    by Dalla, Violetta

  • 2015 The frequency of regime switching in financial market volatility
    by BenSaïda, Ahmed

  • 2015 Do stock returns rebound after bear markets? An empirical analysis from five OECD countries
    by Zeng, Songlin & Bec, Frédérique

  • 2015 Testing for stock return predictability in a large Chinese panel
    by Westerlund, Joakim & Narayan, Paresh Kumar & Zheng, Xinwei

  • 2015 PPP may hold better than you think: Smooth breaks and non-linear mean reversion in real effective exchange rates
    by Kutan, Ali M. & Zhou, Su

  • 2015 Threshold models in time series analysis—Some reflections
    by Tong, Howell

  • 2015 Quasi-likelihood estimation of a threshold diffusion process
    by Su, Fei & Chan, Kung-Sik

  • 2015 A new hyperbolic GARCH model
    by Li, Muyi & Li, Wai Keung & Li, Guodong

  • 2015 Asymptotic inference in multiple-threshold double autoregressive models
    by Li, Dong & Ling, Shiqing & Zakoïan, Jean-Michel

  • 2015 Toward optimal model averaging in regression models with time series errors
    by Cheng, Tzu-Chang F. & Ing, Ching-Kang & Yu, Shu-Hui

  • 2015 LASSO estimation of threshold autoregressive models
    by Chan, Ngai Hang & Yau, Chun Yip & Zhang, Rong-Mao

  • 2015 Frontiers in Time Series and Financial Econometrics: An overview
    by Ling, Shiqing & McAleer, Michael & Tong, Howell

  • 2015 Sieve semiparametric two-step GMM under weak dependence
    by Chen, Xiaohong & Liao, Zhipeng

  • 2015 Higher-order improvements of the sieve bootstrap for fractionally integrated processes
    by Poskitt, D.S. & Grose, Simone D. & Martin, Gael M.

  • 2015 New tools for understanding the local asymptotic power of panel unit root tests
    by Westerlund, Joakim & Larsson, Rolf

  • 2015 Quantile cointegration in the autoregressive distributed-lag modeling framework
    by Cho, Jin Seo & Kim, Tae-hwan & Shin, Yongcheol

  • 2015 Structural-break models under mis-specification: Implications for forecasting
    by Koo, Bonsoo & Seo, Myung Hwan

  • 2015 Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
    by Duong, Diep & Swanson, Norman R.

  • 2015 Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
    by Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert

  • 2015 Option pricing with non-Gaussian scaling and infinite-state switching volatility
    by Baldovin, Fulvio & Caporin, Massimiliano & Caraglio, Michele & Stella, Attilio L. & Zamparo, Marco

  • 2015 A stochastic dominance approach to financial risk management strategies
    by Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio

  • 2015 K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation?
    by Kaufmann, Sylvia

  • 2015 A flexible semiparametric forecasting model for time series
    by Li, Degui & Linton, Oliver & Lu, Zudi

  • 2015 Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
    by Liu, Lily Y. & Patton, Andrew J. & Sheppard, Kevin

  • 2015 A test of the null of integer integration against the alternative of fractional integration
    by Cho, Cheol-Keun & Amsler, Christine & Schmidt, Peter

  • 2015 A bootstrapped spectral test for adequacy in weak ARMA models
    by Zhu, Ke & Li, Wai Keung

  • 2015 Bootstrap inference for linear dynamic panel data models with individual fixed effects
    by Gonçalves, Sílvia & Kaffo, Maximilien

  • 2015 The three-pass regression filter: A new approach to forecasting using many predictors
    by Kelly, Bryan & Pruitt, Seth

  • 2015 What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio
    by Wachter, Jessica A. & Warusawitharana, Missaka

  • 2015 Nonparametric predictive regression
    by Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B.

  • 2015 Nonparametric rank tests for non-stationary panels
    by Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim

  • 2015 Residual-based rank specification tests for AR–GARCH type models
    by Andreou, Elena & Werker, Bas J.M.

  • 2015 Nonlinear regressions with nonstationary time series
    by Chan, Nigel & Wang, Qiying

  • 2015 A residual-based ADF test for stationary cointegration in I(2) settings
    by Gomez-Biscarri, Javier & Hualde, Javier

  • 2015 Confidence sets for the date of a break in level and trend when the order of integration is unknown
    by Harvey, David I. & Leybourne, Stephen J.

  • 2015 Multi-scale tests for serial correlation
    by Gençay, Ramazan & Signori, Daniele

  • 2015 Robust score and portmanteau tests of volatility spillover
    by Aguilar, Mike & Hill, Jonathan B.

  • 2015 Risk-parameter estimation in volatility models
    by Francq, Christian & Zakoïan, Jean-Michel

  • 2015 An alternative reference scenario for global CO2 emissions from fuel consumption: An ARFIMA approach
    by Belbute, José M. & Pereira, Alfredo M.

  • 2015 A modified test against spurious long memory
    by Kruse, Robinson

  • 2015 Happiness, taxes and social provision: A note
    by Albanese, Marina & Bonasia, Mariangela & Napolitano, Oreste & Spagnolo, Nicola

  • 2015 Corporate tax in Europe: Towards convergence?
    by Regis, Paulo José & Cuestas, Juan Carlos & Chen, Yang

  • 2015 Bias in the estimation of mean reversion in continuous-time Lévy processes
    by Bao, Yong & Ullah, Aman & Wang, Yun & Yu, Jun

  • 2015 Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
    by Nonejad, Nima

  • 2015 A martingale decomposition of discrete Markov chains
    by Hansen, Peter Reinhard

  • 2015 Oil price forecastability and economic uncertainty
    by Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia

  • 2015 Stationarity of econometric learning with bounded memory and a predicted state variable
    by Damjanovic, Tatiana & Girdėnas, Šarūnas & Liu, Keqing

  • 2015 A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
    by Shin, Dong Wan & Hwang, Eunju

  • 2015 Centurial evidence of breaks in the persistence of unemployment
    by Ghoshray, Atanu & Stamatogiannis, Michalis P.

  • 2015 An ARCH model without intercept
    by Hafner, Christian M. & Preminger, Arie

  • 2015 Asymptotic theory for linear diffusions under alternative sampling schemes
    by Zhou, Qiankun & Yu, Jun

  • 2015 Are US inflation expectations re-anchored?
    by Nautz, Dieter & Strohsal, Till

  • 2015 Limit theory for an explosive autoregressive process
    by Wang, Xiaohu & Yu, Jun

  • 2015 Restoring monotonic power in Wald/LM-type tests
    by Wu, Jilin

  • 2015 Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions
    by Kuck, Konstantin & Maderitsch, Robert & Schweikert, Karsten

  • 2015 The course of realized volatility in the LME non-ferrous metal market
    by Todorova, Neda

  • 2015 Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach
    by Boubaker, Heni & Sghaier, Nadia

  • 2015 The effect of federal government size on private economic performance in Canada: 1870–2011
    by Ferris, J. Stephen & Voia, Marcel C.

  • 2015 Unfolded GARCH models
    by Liu, Xiaochun & Luger, Richard

  • 2015 Shifts in volatility driven by large stock market shocks
    by Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias

  • 2015 Complete subset regressions with large-dimensional sets of predictors
    by Elliott, Graham & Gargano, Antonio & Timmermann, Allan

  • 2015 Price-level uncertainty and instability in the United Kingdom
    by Cogley, Timothy & Sargent, Thomas J. & Surico, Paolo

  • 2015 What determines the market share of investment banks in Chinese domestic IPOs?
    by Huyghebaert, Nancy & Xu, Weidong

  • 2015 Inflation and inflation uncertainty: The case of Cambodia, Lao PDR, and Vietnam
    by Buth, Bora & Kakinaka, Makoto & Miyamoto, Hiroaki

  • 2015 Artificial Neural Networks for Spot Electricity Price Forecasting: A Review
    by S. Vijayalakshmi & G. P. Girish

  • 2015 The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach
    by Nezir Kose & Sabit Baimaganbetov

  • 2015 Markov Regime Switching Generalized Autoregressive Conditional Heteroskedastic Model and Volatility Modeling for Oil Returns
    by Samet Günay

  • 2015 Renewable Energy Certifi cate Trading through Power Exchanges in India
    by G. P. Girish & P. Sashikala & Bharath Supra & Anitha Acharya

  • 2015 Role of Energy Exchanges for Power Trading in India
    by G. P. Girish & S. Vijayalakshmi

  • 2015 Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand
    by Komain Jiranyakul

  • 2015 Energy Consumption-Economic Growth Nexus: Evidence from Linear and Nonlinear Models in Selected African Countries
    by Ibrahim D. Raheem & Agboola H. Yusuf

  • 2015 Energy Consumption, Energy Prices and Economic Growth: Causal Relationships Based on Error Correction Model
    by Augustine C. Osigwe & Damilola Felix Arawomo

  • 2015 Re-examining of the Turkish Crude Oil Import Demand with Multi-structural Breaks Analysis in the Long Run Period
    by Sevda Yaprakli & Fatih Kaplan

  • 2015 An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)
    by Trust Kganyago & Victor Gumbo

  • 2015 Persistence of Profit in Energy Industry: Dynamic Evidence from Turkish Companies
    by Onur Gozbasi & Alper Aslan

  • 2015 Empirical Evidence on the Long-Run Money Demand Function in the Gulf Cooperation Council Countries
    by Helmi Hamdi & Ali Said & Rashid Sbia

  • 2015 Financial and Monetary Reforms and the Finance-Growth Relationship in Zimbabwe
    by Takawira Tyavambiza & Davis Nyangara

  • 2015 Chaotic Structure of the BRIC Countries and Turkey’s Stock Market
    by Samet Günay

  • 2015 A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm
    by Fethi Belhaj & Ezzeddine Abaoub

  • 2015 The Validity of Export-Led Growth Hypothesis for Jordan: A Bounds Testing Approach
    by Ghazi Al-Assaf & Bashier Al-Abdulrazag

  • 2015 Economic Crises and the Substitution of Fiscal Policy by Monetary Policy
    by Ioannis N. Kallianiotis

  • 2015 An Analysis of Purchasing Power Parity for the Turkish Economy Using Unit Root Testing with Multiple Structural Breaks
    by Betül GÜR

  • 2015 Estimating Demand Function For Electricity In Industrial Sector Of Iran Using Structural Time Series Model (Stsm)
    by SHIRANI-FAKHR, Zohreh & KHOSHAKHLAGH, Rahman & SHARIFI, Alimorad

  • 2015 Der Ölpreis spielt für den Wechselkurs des Rubels eine viel wichtigere Rolle als Sanktionen: Sieben Fragen an Konstantin Kholodilin
    by Corporate author

  • 2015 Der Rubel zwischen Hammer und Amboss: der Einfluss von Ölpreisen und Wirtschaftssanktionen
    by Christian Dreger & Konstantin Kholodilin

  • 2015 The Price of Oil Is Having a Stronger Impact on the Ruble's Exchange Rate Than Are the Sanctions: Seven Questions to Konstantin Kholodilin
    by Corporate author

  • 2015 The Ruble between the Hammer and the Anvil: The Impact of Oil Prices and Economic Sanctions
    by Christian Dreger & Konstantin Kholodilin

  • 2015 The Effect of Macro News on Volatility and Jumps
    by Dimitrios I. Vortelinos

  • 2015 Should We Demean the Data?
    by Yong Bao

  • 2015 Screening for competition failures: some remarks on horizontal anticompetitive behavior visual detection
    by Sylwester Bejger

  • 2015 Risk Modeling of Commodities using CAViaR Models, the Encompassing Method and the Combined Forecasts
    by Ewa Ratuszny

  • 2015 The Assessment of Polish Bank Sector Condition on the Basis of Swap Spreads
    by Piotr Ryszard Pluciennik

  • 2015 Análisis comparativo de eficiencia entre Brasil, México y Estados Unidos
    by Juan Benjamín Duarte Duarte & Katherine Julieth Sierra Suárez & Víctor Alfonso Rueda Ortiz

  • 2015 Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia
    by Jorge Mario Uribe & Natalia Restrepo López

  • 2015 Relaciones regionales en los precios de vivienda nueva en Colombia
    by Hernán Enríquez Sierra & Jacobo Campo Robledo & Antonio Avendaño Arosemena

  • 2015 La Paradoja de Feldstein-Horioka – Evidencia para Colombia durante 1925-2011
    by Óscar Penagos Gómez & Héctor Rojas Serrano & Jacobo Campo Robledo

  • 2015 Macroeconomic Gains from Structural Fiscal Policy Adjustments: The Case of Colombia
    by Hernando Vargas & Andrés González & Ignacio Lozano

  • 2015 Sincronización cíclica del sector manufacturero de méxico y estados unidos desde una perspectiva no lineal autorregresiva con transición suave
    by Gabriela Zepeda-Mercado

  • 2015 Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos
    by Rojas, Emilio & Kristjanpoller, Werner

  • 2015 Desempleo, inversión privada y términos de intercambio. Venezuela, 1970-2012
    by Peña, Carlos J.

  • 2015 Efectos de la inversión extranjera directa sobre el crecimiento económico en Colombia: evidencia empírica 2000-2010
    by María Luz Moyano Buitrago & José Mauricio Gil León

  • 2015 Predictibilidad de los retornos en el mercado de Colombia e hipo?tesis de mercado adaptativo
    by Katherine Julieth Sierra Sua?rez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z

  • 2015 Predictibilidad de los retornos en el mercado de Colombia e hipo?tesis de mercado adaptativo
    by Katherine Julieth Sierra Sua?rez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z

  • 2015 El papel de la estructura del sistema financiero en la transmisión de la política monetaria
    by Javier Gutiérrez Rueda & Andrés Murcia Pabón

  • 2015 Testing for Bubbles in the Colombian Housing Market: A New Approach
    by José E. Gómez-González & Jair N. Ojeda-Joya & Catalina Rey-Guerra & Natalia Sicard

  • 2015 Dinámica inflacionaria y la curva de Phillips híbrida neokeynesiana: el caso de Chile
    by Carlos A. Medel

  • 2015 Konjunkturtest im Fokus: Rekordwerte in der Konjunkturumfrage im Bereich Dienstleistungen: Was treibt den Geschäftsklimaindikator in die Höhe?
    by Przemyslaw Wojciechowski

  • 2015 Evaluation der ifo Konjunkturprognosen – ein Vergleich mit den Prognosen von Consensus Economics
    by Timo Wollmershäuser

  • 2015 ifo Konjunkturampel revisited
    by Wolfgang Nierhaus & Klaus Abberger

  • 2015 Prognosekraft des ifo Konjunkturtests – Einfluss der neuen Saisonbereinigung mit X-13ARIMA-SEATS
    by Steffen R. Henzel

  • 2015 Die Saisonbereinigung im ifo Konjunkturtest – Umstellung auf das X-13ARIMA-SEATS-Verfahren
    by Stefan Sauer & Klaus Wohlrabe

  • 2015 Die Machbarkeit von Kurzfristprognosen für den Freistaat Sachsen
    by Steffen R. Henzel & Robert Lehmann & Klaus Wohlrabe

  • 2015 A fuzzy model to estimate the size of the underground economy applying structural equation modeling
    by Mostafa Tahmasebi & Michel Rocca

  • 2015 A Reinvestigation of the Hysteresis Hypothesis in the OECD Countries
    by Melis Tartici

  • 2015 Re-examining the PPP Hypothesis via Nonlinearity and Smooth Breaks
    by Banu Kurtaran

  • 2015 Extreme Value Theory In Emerging Markets: Evidence From Montenegrin Stock Exchange
    by Julija Cerović & Vesna Karadžić

  • 2015 El papel de la estructura del sistema financiero en la transmisión de la política monetaria
    by Javier Gutiérrez Rueda & Andrés Murcia Pabón

  • 2015 Are Unemployment Rates in the Post-Communist Economies Stationary? Empirical Evidence from Central Asia
    by Fumitaka Furuoka

  • 2015 Underground Economy Estimation in Iran by Mimic Method
    by Soheila Kaghazian & Isa Zaghi Jojadeh & Yazdan Naghdi

  • 2015 Analyzing Factors Affecting U.S. College Textbook Prices: An ARDL Cointegration Approach
    by Allen Molina & Jungho Baek

  • 2015 Forecasting in Nonstationary Environments: What Works and What Doesn’t in Reduced-Form and Structural Models
    by Raffaella Giacomini & Barbara Rossi

  • 2015 Dynamics, Viability, and Resilience in Bioeconomics
    by Jean-Paul Chavas

  • 2015 Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996–2010)
    by Raphael Rocha Gouvêa & Bernardo Patta Schettini

  • 2015 Structure and asymptotic theory for nonlinear models with GARCH erros
    by Felix Chan & Michael McAleer & Marcelo C. Medeiros

  • 2015 A Spectral Decomposition Approach To Separating Independent Factors: The Case Of Foreign Exchange Rates
    by Sorin-Manuel Delureanu Ph. D Student

  • 2015 Evidence On The Nexus Between Electricity Consumption And Economic Growth Through Empirical Investigation Of Uganda
    by Lira Peter SEKANTSI & Mamofokeng MOTLOKOA

  • 2015 Exposure To Systemic Risk Of The European Too-Big-To-Fail Banks During Crisis
    by Simona MUTU

  • 2015 Interest Rate Pass-Through, Financial Structure And Monetary Policy In South Africa
    by Meshach Jesse Aziakpono & Magdalene Kasyoka Wilson

  • 2015 West versus Far East: early globalization and the great divergence
    by Rafael Dobado-González & Alfredo García-Hiernaux & David E. Guerrero

  • 2015 ASEAN Long-Run Tourism Elasticity Demand in Thailand
    by Akarapong Untong

  • 2014 Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?
    by Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke

  • 2014 Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data
    by Adnen Ben Nasr & Rangan Gupta & Joao Ricardo Sato

  • 2014 Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks
    by Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta

  • 2014 Time-Varying Persistence in US Inflation
    by Massimiliano Caporin & Rangan Gupta

  • 2014 Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market
    by Kola Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta

  • 2014 Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013
    by Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia

  • 2014 Has Oil Pirce Predicted Stock Returns for Over a Century?
    by Paresh K. Narayan & Rangan Gupta

  • 2014 Date Stamping Historical Oil Price Bubbles: 1876-2014
    by Itamar Caspi & Nico Katzke & Rangan Gupta

  • 2014 Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models
    by Rangan Gupta & Anandamayee Majumdar

  • 2014 Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach
    by Ahdi N. Ajmi & Vassilios Babalos & Fotini Economou & Rangan Gupta

  • 2014 An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS
    by Ghassen El Montasser & Rangan Gupta

  • 2014 Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain
    by Goodness C. Aye & Olorato Gadinabokao & Rangan Gupta

  • 2014 Sraffa And Althusser Reconsidered; Neoliberalism Advancing In South Africa, England, And Greece
    by

  • 2014 El rol del mercado de bonos de carbono europeo (EU–ETS) como gestor de inversión en medioambiente en Europa y países en desarrollo
    by Díaz Valdivia, Carlos

  • 2014 Modelling the Dynamics of Sovereign Risk Premium [Modelarea dinamicii primei de risc suveran]
    by Fudulache Adina Elena

  • 2014 Risks of Turkish Industries During Financial Crisis
    by Harun SENCAL & Mehmet ORHAN

  • 2014 Testing the Calendar Anomalies for BIST City Indexes with Symmetric and Asymmetric GARCH Models
    by Öyküm Esra AŞKIN & Ali Hakan BÜYÜKLÜ

  • 2014 Hisse Senedi Piyasalarının Kaotik Yapısı ve Yapay Sinir Ağları ile öngörüsü: IMKB-100 örneği
    by Selin Devrim ÖZDEMİR & Işıl AKGÜL

  • 2014 An Empirical Investigation of Fisherian Link in BRIC-T Countries
    by Tayfur BAYAT & Selim KAYHAN & Çetin DOĞAN

  • 2014 Asymmetric Interest Rate Pass-Through to Turkish Loan Rates
    by Dilem YILDIRIM

  • 2014 La cópula GED bivariada. Una aplicación en entornos de crisis
    by Mendoza, Alfonso. & Galvanovskis, Evalds.

  • 2014 Crecimiento económico y cortes estructurales. El caso de Andalucía (1900-1999)
    by Lizárraga, Carmen. & Chica-Olmo, Jorge.

  • 2014 The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis
    by Ashok Kaul & Michael Wolf

  • 2014 The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis
    by Ashok Kaul & Michael Wolf

  • 2014 Is there a difference? Exchange rate nonlinearities in European agri-food (versus total) exports to the US
    by Fedoseeva, Svetlana

  • 2014 Monitoring Stationarity and Cointegration
    by Wagner, Martin & Wied, Dominik

  • 2014 How Large Is the Stress from the Common Monetary Policy in the Euro Area?
    by Quint, Dominic

  • 2014 Forecasting Aggregates with Disaggregate Variables: Does boosting help to select the most informative predictors?
    by Zeng, Jing

  • 2014 Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis
    by El-Shagi, Makram & Lindner, Axel & von Schweinitz, Gregor

  • 2014 The changing dynamics of US inflation persistence: A quantile regression approach
    by Tillmann, Peter & Wolters, Maik H.

  • 2014 The price-price Phillips curve in small open economies and monetary unions: Theory and empirics
    by Vaona, Andrea

  • 2014 Testing for near I(2) trends when the signal to noise ratio is small
    by Juselius, Katarina

  • 2014 On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations
    by Rossen, Anja

  • 2014 Outlier detection in structural time series models: The indicator saturation approach
    by Marczak, Martyna & Proietti, Tommaso

  • 2014 Is it really more dispersed? Measuring and comparing the stress from the common monetary policy in the euro area
    by Quint, Dominic

  • 2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
    by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

  • 2014 Estimating heterogeneous agents behavior with different investment horizons in stock markets
    by Chen, Zhenxi

  • 2014 Combination of forecasts across estimation windows: An application to air travel demand
    by Jungmittag, Andre

  • 2014 The relevance of international spillovers and asymmetric effects in the Taylor rule
    by Beckmann, Joscha & Belke, Ansgar & Dreger, Christian

  • 2014 The changing dynamics of US inflation persistence: A quantile regression approach
    by Tillmann, Peter & Wolters, Maik H.

  • 2014 On the Causal Relationship between Public Debt and GDP Growth Rates in Panel Data Models
    by Josip Tica & Vladimir Arčabić & Junsoo Lee & Robert J. Sonora

  • 2014 Inflation in New EU Member States: A Domestically or Externally Driven Phenomenon?
    by Tomislav Globan & Vladimir Arčabić & Petar Sorić

  • 2014 Testing for Autocorrelation in Quantile Regression Models
    by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim & Dong Jin Lee

  • 2014 Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework
    by JIN SEO CHO & TAE-HWAN KIM & YONGCHEOL SHIN

  • 2014 Evaluating the performance of VaR models in energy markets
    by Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic

  • 2014 Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts
    by Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron

  • 2014 Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
    by Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron

  • 2014 Modelling price spikes in electricity markets - the impact of load, weather and capacity
    by Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron

  • 2014 Electricity price forecasting: A review of the state-of-the-art with a look into the future
    by Rafal Weron

  • 2014 Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices
    by Jakub Nowotarski & Rafal Weron

  • 2014 A review of electricity price forecasting: The past, the present and the future
    by Rafal Weron

  • 2014 Forecasting Global Equity Indices using Large Bayesian VARs
    by Florian Huber & Tamas Krisztin & Philipp Piribauer

  • 2014 Impact of School Quality on Educational Attainment - Evidence from Finnish High Schools
    by Heikki Pursiainen & Mika Kortelainen & Jenni Pääkkönen

  • 2014 Liquidity Constraints, Loss Aversion, and Myopia: Evidence from Central and Eastern European Countries
    by Ramiz Rahmanov

  • 2014 The Real Exchange Rate and Growth in Zimbabwe: Does the Currency Regime Matter?
    by Zuzana Brixiová & Mthuli Ncube

  • 2014 The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland
    by Nidhaleddine Ben Cheikh & Christophe Rault

  • 2014 Generalized Momentum Asset Allocation Model
    by Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski

  • 2014 Options delta hedging with no options at all
    by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik

  • 2014 Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?
    by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik

  • 2014 Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model
    by Tomasz Skoczylas

  • 2014 Modelización econométrica de la demanda de turistas británicos a España
    by Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez & Ana Belén Trigo Iglesias

  • 2014 A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices
    by Roberto Casarin

  • 2014 Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?
    by Yamin Ahmad & Luiggi Donayre

  • 2014 The Stock Market, the Real Economy and Contagion
    by Dirk G Baur & Isaac Miyakawa

  • 2014 Secular trends in tobacco consumption: the case of Italy, 1871-2010
    by Carlo Ciccarelli & Pierpaolo Pierani & Silvia Tiezzi

  • 2014 Precious Metals Under the Microscope: A High-Frequency Analysis
    by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.

  • 2014 Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability
    by Buncic, Daniel & Piras, Gion Donat

  • 2014 A residual-based ADF test for stationary cointegration in I (2) settings
    by Javier Gómez Biscarri & Javier Hualde

  • 2014 Model comparisons in unstable environments
    by Raffaella Giacomini & Barbara Rossi

  • 2014 Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
    by Barbara Rossi & Tatevik Sekhposyan

  • 2014 Alternative tests for correct specification of conditional predictive densities
    by Barbara Rossi & Tatevik Sekhposyan

  • 2014 Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series
    by J. Isaac Miller

  • 2014 Time-varying Long-run Income and Output Elasticities of Electricity Demand
    by Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park

  • 2014 L’effet des arrêts maladie sur les trajectoires professionnelles
    by Thomas Barnay & Julie Favrot & Catherine Pollak

  • 2014 Forecasting with the Standardized Self-Perturbed Kalman Filter
    by Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris

  • 2014 Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process
    by Aman Ullah & Yong Bao & Yun Wang

  • 2014 Forecasting Value-at-Risk Using High Frequency Information
    by Tae-Hwy Lee & Huiyu Huang

  • 2014 A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
    by Christian M. Hafner & Michael McAleer

  • 2014 On the Invertibility of EGARCH
    by Guillaume Gaetan Martinet & Michael McAleer

  • 2014 Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns
    by Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio

  • 2014 The Risk-Return binomial after rating changes
    by Pilar Abad Romero & Maria Dolores Robles Fernández

  • 2014 A One Line Derivation of EGARCH
    by Michael McAleer & Christian M. Hafner

  • 2014 A Stochastic Dominance Approach to Financial Risk Management Strategies
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral

  • 2014 Testing the Expectations Hypothesis with Survey Forecasts: The Impacts of Consumer Sentiment and the Zero Lower Bound in an I(2) CVAR
    by Josh Stillwagon

  • 2014 Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice
    by Laurent Callot & Anders B. Kock & Marcelo C. Medeiros

  • 2014 Asymmetry and Leverage in Conditional Volatility Models
    by Michael McAleer

  • 2014 Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data
    by Nalan Basturk & Pinar Ceyhan & Herman K. van Dijk

  • 2014 Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
    by István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas

  • 2014 Optimal Formulations for Nonlinear Autoregressive Processes
    by Francisco Blasques & Siem Jan Koopman & André Lucas

  • 2014 On the Invertibility of EGARCH
    by Guillaume Gaetan Martinet & Michael McAleer

  • 2014 A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
    by Christian M. Hafner & Michael McAleer

  • 2014 Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties
    by Francisco Blasques & Siem Jan Koopman & André Lucas

  • 2014 Time Varying Transition Probabilities for Markov Regime Switching Models
    by Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas

  • 2014 A One Line Derivation of EGARCH
    by Michael McAleer & Christian M. Hafner

  • 2014 Information Theoretic Optimality of Observation Driven Time Series Models
    by Francisco Blasques & Siem Jan Koopman & André Lucas

  • 2014 The Dynamic Skellam Model with Applications
    by Siem Jan Koopman & Rutger Lit & André Lucas

  • 2014 Maximum Likelihood Estimation for Generalized Autoregressive Score Models
    by Francisco Blasques & Siem Jan Koopman & Andre Lucas

  • 2014 A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis
    by David Ardia & Lukasz Gatarek & Lennart F. Hoogerheide

  • 2014 Optimal Hedging with the Vector Autoregressive Model
    by Lukasz Gatarek & Søren Johansen

  • 2014 Testing for Parameter Instability in Competing Modeling Frameworks
    by Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas

  • 2014 Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?
    by Gozde Gurgun & Ibrahim Unalmis

  • 2014 The Relationship between Inflation Targeting and Exchange Rate Pass-Through in Turkey with a Model Averaging Approach
    by Ferhat Arslaner & Dogan Karaman & Nuran Arslaner & Suleyman Hilmi Kal

  • 2014 Mean Reversion of the Current Account and Sustainability : Evidence from European Countries
    by Kurmas Akdogan

  • 2014 Interest Rate Corridor, Liquidity Management and the Overnight Spread
    by Hande Kucuk & Pinar Ozlu & Anil Talasli & Deren Unalmis & Canan Yuksel

  • 2014 Multi-step forecasting in the presence of breaks
    by Jari Hännikäinen

  • 2014 Date stamping historical oil price bubbles: 1876 - 2014
    by Itamar Caspi & Nico Katzke & Rangan Gupta

  • 2014 Testing Stationarity for Unobserved Components Models
    by James Morley & Irina B. Panovska & Tara M. Sinclair

  • 2014 Finding Yeti: More robust estimates of output gap in Slovakia
    by Ludovit Odor & Judita Jurasekova Kucserova

  • 2014 Quantification and characteristics of household inflation expectations in Switzerland
    by Rina Rosenblatt-Wisch & Rolf Scheufele

  • 2014 Trade, investment, and capital flows:Mexico's macroeconomic adjustment to the Great Recession
    by Carlos A. Ibarra

  • 2014 Shrinkage Estimation of Regression Models with Multiple Structural Changes
    by Junhui Qian & Liangjun Su

  • 2014 The adverse effects of value-based purchasing in health care: dynamic quantile regression with endogeneity
    by Galina Besstremyannaya

  • 2014 Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions
    by Wei-Ming Lee & Yu-Chin Hsu & Chung-Ming Kuan

  • 2014 Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions
    by Wei-Ming Lee & Yu-Chin Hsu & Chung-Ming Kuan

  • 2014 Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix
    by Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu

  • 2014 Efficient Inference with Time-Varying Identification Strength
    by Bertille Antoine & Otilia Boldea

  • 2014 Relationship Between Exchange Rates and Stock Prices in Transition Economies Evidence from Linear and Nonlinear Causality Tests
    by Gunay Akel

  • 2014 Relationship Between Exchange Rates and Stock Prices in Transition Economies Evidence from Linear and Nonlinear Causality Tests
    by Saban Nazlıoglu & Muhsin Kar & Gunay Akel

  • 2014 Investment Behavior in Post-Crisis Period – Comparison of Indian Publics and Private Firms
    by Pankaj Kumar Gupta & Jasjit Bhatia

  • 2014 Fisher Effect in Austria Causality Approach
    by Sami Taban & Tayfur Bayat & Ferit Önder

  • 2014 Price and Volatility Linkages between Indian Stocks and their European GDRs
    by Partha Ray & Vinodh Madhavan

  • 2014 Do Tourism Markets Of Turkey Converge?
    by Burcu Ozcan

  • 2014 Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union
    by Mulatu F. Zerihun, Marthinus C. Breitenbach and Francis Kemegue

  • 2014 Debt sustainability and financial crises in South Africa
    by Leroi Raputsoane and Ruthira Naraidoo

  • 2014 Consistent Pretesting for Jumps
    by Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson

  • 2014 Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
    by Martyna Marczak & Tommaso Proietti

  • 2014 150 Years of Italian CO2 Emissions and Economic Growth
    by Barbara Annicchiarico & Anna Rita Bennato & Emilio Zanetti Chini

  • 2014 Exponential Smoothing, Long Memory and Volatility Prediction
    by Tommaso Proietti

  • 2014 The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule
    by Joscha Beckmann & Ansgar Belke & Christian Dreger

  • 2014 Asymmetry and Lilien’s Sectoral Shifts Hypothesis: A Quantile Regression Approach
    by Theodore Panagiotidis & Gianluigi Pelloni

  • 2014 Big Data: Google Searches Predict Unemployment in Finland
    by Tuhkuri, Joonas

  • 2014 Real-Time Factor Model Forecasting and the Effects of Instability
    by Michael P. Clements

  • 2014 La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012
    by Barrera, Carlos

  • 2014 The impact of information flow and trading activity on gold and oil futures volatility
    by Adam Clements & Neda Todorova

  • 2014 The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index
    by Adam Clements & Yin Liao

  • 2014 Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed
    by Kaddour Hadri & Eiji Kurozumi & Yao Rao

  • 2014 Adaptive Models and Heavy Tails
    by Davide Delle Monache & Ivan Petrella

  • 2014 FCVARmodel.m: A Matlab software package for estimation and testing in the fractionally cointegrated VAR model
    by Morten Ørregaard Nielsen & Lealand Morin

  • 2014 Exports and Domestic Demand Pressure: a Dynamic Panel Data Model for the Euro Area Countries
    by Elena Bobeica & Paulo Soares Esteves & António Rua & Karsten Staehr

  • 2014 Persistence in the Banking Industry: Fractional integration and breaks in memory
    by Uwe Hassler & Antonio Rubia & Paulo M.M. Rodrigues

  • 2014 Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği
    by Cevik, Emrah Ismail & Topaloğlu, Gültekin

  • 2014 Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines
    by EL BOUHADI, Hamid & OUAHID, Driss

  • 2014 Empirical Approaches to the Post-Keynesian Theory of Demand for Money: An Error Correction Model of Bangladesh
    by Kundu, Nobinkhor & Mollah, Muhammad Musharuf Hossain

  • 2014 Crise de la dette et détresse sociale du peuple congolais
    by Izu, Akhenaton

  • 2014 Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods
    by Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent

  • 2014 Empirical Evidence on the Long-Run Money Demand Function in the GCC Countries
    by Hamdi, Helmi & Sbia, Rashid & said, ali

  • 2014 The different impact of conventional interest rates on Islamic stock market, Islamic banking and Islamic insurance: evidence from Malaysia
    by Othman, Arshad Nuval & Masih, Mansur

  • 2014 Size and Volatility: new evidence from an application of wavelet approach to the emerging Islamic mutual funds’ industry
    by Alaabed, Alaa & Masih, Mansur

  • 2014 Finance-growth nexus: insights from an application of threshold regression model to Malaysia’s dual financial system
    by Alaaabed, Alaa & Masih, Mansur

  • 2014 Which type of government revenue leads government expenditure?
    by Abdi, Zeinab & Masih, Mansur

  • 2014 What causes economic growth in Malaysia: exports or imports ?
    by Hashim, Khairul & Masih, Mansur

  • 2014 Increasing household debts and its relation to GDP, interest rate and house price: Malaysia’s perspective
    by Rahman, Sharezan & Masih, Mansur

  • 2014 Exploring portfolio diversification opportunities through venture capital financing
    by Jaffar, Yusuf & Masih, Mansur

  • 2014 Do the macroeconomic variables have any impact on the Islamic bank deposits?An application of ARDL approach to the Malaysian market
    by Mobin, Mohammad Ashraful & Masih, Mansur

  • 2014 Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition
    by Omay, Tolga & Hasanov, Mubariz & Emirmahmutoglu, Furkan

  • 2014 Etude de la dynamique non-linéaire des rentabilités de la bourse de Casablanca
    by RIANE, Nizare

  • 2014 La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012
    by Barrera-Chaupis, Carlos

  • 2014 Hysteresis in European labour market
    by Furuoka, Fumitaka

  • 2014 Les Effets Non Lineaires Des Dépenses Publiques Sur La Croissance Économique En Rd Congo
    by LONZO LUBU, Gastonfils & AVOM, Desiré

  • 2014 Thomas Piketty’s Capital in the 21st Century
    by Estrada, Fernando

  • 2014 On the Selection of Common Factors for Macroeconomic Forecasting
    by Giovannelli, Alessandro & Proietti, Tommaso

  • 2014 El capital en el siglo XXI de Thomas Piketty
    by Estrada, Fernando

  • 2014 Temporal causal relationship between stock market capitalization, trade openness and real GDP: evidence from Thailand
    by Jiranyakul, Komain

  • 2014 Analyzing the Effect of Real Exchange Rate on Petrochemicals Exporting
    by Delavari, Majid & Baranpour, Naghmeh & Abdeshahi, Abbas

  • 2014 An inquiry into the stability of Islamic Financial Services Institutions in terms of volatility, risk and correlations: A case study of Malaysia employing M-GARCH t-DCC and MODWT Wavelet approaches
    by Kamaruzdin, Thaqif & Masih, Mansur

  • 2014 Is there any causality between inflation and FDI in an ‘inflation targeting’ regime? Evidence from South Africa
    by Valli, Mohammed & Masih, Mansur

  • 2014 Poisson qmle of count time series models
    by Ahmad, Ali & Francq, Christian

  • 2014 Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data
    by Fantazziini, Dean

  • 2014 Temporal causal relationship between stock market capitalization, trade openness and real GDP: evidence from Thailand
    by Jiranyakul, Komain

  • 2014 What Drives Profitability of Banks: Do Interest rate, and Fee and Commissions impact the profitability of Banks? Evidence from the European Countries
    by el Alaoui, AbdelKader & Diwandaru, Ginanjar & Rosly, Saiful Azhar & Masih, Mansur

  • 2014 How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries
    by Dewandaru, Ginanjar & Rizvi, Syed Aun & Sarkar, Kabir & Bacha, Obiyathulla & Masih, Mansur

  • 2014 Revisiting carbon Kuznets curves with endogenous breaks modeling: Evidence of decoupling and saturation (but few inverted-Us) for individual OECD countries
    by Liddle, Brantley & Messinis, George

  • 2014 Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries
    by Liddle, Brantley & Messinis, George

  • 2014 Club classification of US divorce rates
    by González-Val, Rafael & Marcén, Miriam

  • 2014 Least squares estimation for GARCH (1,1) model with heavy tailed errors
    by Preminger, Arie & Storti, Giuseppe

  • 2014 Portfolio diversification strategy for Malaysia: International and sectoral perspectives
    by Hakim, Idwan & Masih, Mansur

  • 2014 Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches
    by Rahim, Adam Mohamed & Masih, Mansur

  • 2014 Comovement of East and West Stock Market Indexes
    by Yusoff, Yuzlizawati & Masih, Mansur

  • 2014 Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity
    by Farouk, Faizal & Masih, Mansur

  • 2014 Uncertainty and Volatility in MENA Stock Markets During the Arab Spring
    by Al Shugaa, Ameen & Masih, Mansur

  • 2014 Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC
    by Omer, Gamal Salih & Masih, Mansur

  • 2014 Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors
    by Rahim, Adam Mohamed & Masih, Mansur

  • 2014 Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis
    by Ali, Mohsin & Masih, Mansur

  • 2014 Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia
    by Naseri, Marjan & Masih, Mansur

  • 2014 How Large are Firing Costs? A Cross-Country Study
    by Wesselbaum, Dennis

  • 2014 Structural Stability of the Generalized Taylor Rule
    by Barnett, William A. & Duzhak, Evgeniya A.

  • 2014 Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform
    by Golmohammadpoor Azar, Kamran

  • 2014 Capital Formation in Thailand: Its Importance and Determinants
    by Jiranyakul, Komain

  • 2014 The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis
    by Yildirim, Ramazan & Masih, A. Mansur M.

  • 2014 Dynamic causal chain of money, output, interest rate, exchange rate and prices: Nigeria as a case study
    by Masih, Mansur & AbdulKarim, Fatima

  • 2014 Is South Africa's inflation target too persistent for monetary policy conduct?
    by Faul, Joseph & Khumalo, Bridgette & Pashe, Mpho & Khuzwayo, Miranda & Banda, Kamogelo & Jali, Senzo & Myeni, Bathandekile & Pule, Retlaodirela & Mosito, Boitshoko & Jack, Lona-u-Thando & Phiri, Andrew

  • 2014 International portfolio allocation with European fixed-income funds: What scope for Italian funds?
    by Zagaglia, Paolo

  • 2014 Dirichlet Process Hidden Markov Multiple Change-point Model
    by Ko, Stanley I. M. & Chong, Terence T. L. & Ghosh, Pulak

  • 2014 Variance targeting estimation of multivariate GARCH models
    by Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel

  • 2014 Energy Conservation Policies may affect Trade Performance in Pakistan: Confirmation of Feedback Hypothesis
    by Raza, Syed Ali & Shahbaz, Muhammad

  • 2014 Nonlinear Dependence between Stock and Real Estate Markets in China
    by Chong, Terence Tai Leung & Ding, Haoyuan & Park, Sung Y

  • 2014 Are Islamic Banks Truly Shariah Compliant? An Application of Time Series Multivariate Forecasting Techniques to Islamic Bank Financing
    by Rafi, Umar & Masih, Mansur

  • 2014 De novo acerca da sazonalidade nos nascimentos em Portugal
    by Caleiro, António

  • 2014 Are The Profit Rates of the Islamic Investment Deposit Accounts Truly Performance Based? A Case Study of Malaysia
    by Hussan, Subithabhanu & Masih, Mansur

  • 2014 Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis
    by Ilhan, Bilal & Masih, Mansur

  • 2014 Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening
    by el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet

  • 2014 Leverage versus volatility: Evidence from the Capital Structure of European Firms
    by el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet

  • 2014 Real Exchange Rate and Trade Balance in Pakistan: An ARDL Co-integration Approach
    by Shah, Anwar & Majeed, Muhammad Tariq

  • 2014 Integration Contracts and Asset Complementarity: Theory and Evidence from US Data
    by Di Giannatale, Paolo & Passarelli, Francesco

  • 2014 Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas
    by Medel, Carlos A.

  • 2014 Re-evaluating Okun's law in South Africa: A nonlinear co-integration approach
    by Phiri, Andrew

  • 2014 Does oil price uncertainty transmit to the Thai stock market?
    by Jiranyakul, Komain

  • 2014 Does oil price uncertainty transmit to the Thai stock market?
    by Jiranyakul, Komain

  • 2014 Does oil price uncertainty transmit to the Thai stock market?
    by Jiranyakul, Komain

  • 2014 Exponential Smoothing, Long Memory and Volatility Prediction
    by Proietti, Tommaso

  • 2014 Oil price volatility and real effective exchange rate: the case of Thailand
    by Jiranyakul, Komain

  • 2014 Structural Breakage and Long Term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries (1962-2012)
    by KARGI, Bilal

  • 2014 Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis
    by Saiti, Buerhan & Bacha, Obiyathulla & Masih, Mansur

  • 2014 Modelização VAR da volatilidade dos preços do ouro e dos índices dos mercados financeiros
    by Antunes, João Marques & Fuinhas, José Alberto & Marques, António Cardoso

  • 2014 Endividamento antes e após a introdução do euro: análise ARDL do caso português
    by Gaspar, Catarina & Fuinhas, José Alberto & Marques, António Cardoso

  • 2014 Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia
    by Kabir, Sarkar Humayun & Masih, Mansur

  • 2014 Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application
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  • 2014 The Impact of Crude Oil Price on Islamic Stock Indices of Gulf Cooperation Council (GCC) Countries: A Comparative Analysis
    by Rithuan, Syahidah Hanis Meor & Abdullah, Ahmad Monir & Masih, Abul Mansur M.

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  • 2014 Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia
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  • 2014 Correlation between Islamic stock and Commodity markets: An investigation into the impact of financial crisis and financialization of commodity markets
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  • 2014 The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis
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  • 2014 Dynamic modeling of commodity futures prices
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  • 2014 Does oil price uncertainty transmit to the Thai stock market?
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  • 2014 Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα
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  • 2014 Does Optimal Government Size Exist for Developing Economies? The Case of Nigeria
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  • 2014 Multi-step forecasting in the presence of breaks
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  • 2014 Electricity Consumption and Economic Growth: A Long-Term Co-integrated Analysis for Turkey
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  • 2014 The Effects of BRICS and MATIK Countries on World Economy and Cointegration Analysis The Long Term Relation G-7 Growth Rates (1962-2012)
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  • 2014 Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks
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  • 2014 Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'
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  • 2014 The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises
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  • 2014 Data-based priors for vector autoregressions with drifting coefficients
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  • 2014 Inflation, Income Inequality and Economic Growth in Pakistan: A Cointegration Analysis
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  • 2014 Un modelo TGARCH con una distribución t de Student asimétrica y las hipotesis de racionalidad de los inversionistas bursátiles en Latinoamérica
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  • 2014 Chasing Volatility. A Persistent Multiplicative Error Model With Jumps
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  • 2014 Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test
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  • 2014 Statistical Model Selection with 'Big Data'
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  • 2014 The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration
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  • 2014 Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour
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  • 2014 Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence
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  • 2014 On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers
    by Arnaud Dufays

  • 2014 On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers
    by Arnaud Dufays

  • 2014 On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers
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  • 2014 On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers
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  • 2014 Specification Testing for Nonlinear Multivariate Cointegrating Regressions
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  • 2014 Nonparametric Regression Approach to Bayesian Estimation
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  • 2014 A Computational Implementation of GMM
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  • 2014 Approximate Bayesian Computation in State Space Models
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  • 2014 Bias Correction of Persistence Measures in Fractionally Integrated Models
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  • 2014 Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes
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  • 2014 Boosting multi-step autoregressive forecasts
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  • 2014 Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap
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  • 2014 Is Monthly US Natural Gas Consumption Stationary? New Evidence from a GARCH Unit Root Test with Structural Breaks
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  • 2014 The Random-Walk Hypothesis on the Indian Stock Market
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  • 2014 Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks
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  • 2014 Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?
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  • 2014 The Dynamics of Depression from Adolescence to Early Adulthood
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  • 2014 Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse
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  • 2014 Penalized Splines, Mixed Models and the Wiener-Kolmogorov Filter
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  • 2014 Trend Estimation with Penalized Splines as Mixed Models for Series with Structural Breaks
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  • 2014 Reducing the Excess Variability of the Hodrick-Prescott Filter by Flexible Penalization
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  • 2014 Methodenbericht zur Schnellschätzung des liechtensteinischen Bruttonationaleinkommens
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  • 2014 Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets
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  • 2014 Trends Cycles and Seasons: Econometric Methods of Signal Extraction
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  • 2014 Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles
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  • 2014 Conventional and Unconventional Votes: A Tale of Three Monetary Policy Committees
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  • 2014 Investigating Multiple Changes in Persistence in International Yields
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  • 2014 The change of correlation structure across industries:an analysis in the regime-switching framework
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  • 2014 Optimal hedging with the cointegrated vector autoregressive model
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  • 2014 Optimal hedging with the cointegrated vector autoregressive model
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  • 2014 Testing Okun’s Law with Swiss Industry Data
    by Jochen Hartwig

  • 2014 Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?
    by Jing Zeng

  • 2014 The changing dynamics of US inflation persistence: a quantile regression approach
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  • 2014 The Price-Price Phillips Curve in Small Open Economies and Monetary Unions: Theory and Empirics
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  • 2014 Micro and Macro Determinants of Health: Older Immigrants in Europe
    by Constant, Amelie F. & García-Muñoz, Teresa & Neuman, Shoshana & Neuman, Tzahi

  • 2014 The Real Exchange Rate and Growth in Zimbabwe: Does the Currency Regime Matter?
    by Brixiova, Zuzana & Ncube, Mthuli

  • 2014 Can the UAE Avoid the Oil Curse by Economic Diversification?
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  • 2014 Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis
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  • 2014 Out-Of-Sample Comparisons of Overfit Models
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  • 2014 Sovereign credit ratings, market volatility, and financial gains
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  • 2014 Forecasting electricity spot prices using time-series models with a double temporal segmentation
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  • 2014 Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area
    by Stelios Bekiros & Duc Khuong Nguyen & Gazi Salah Uddin & Bo Sjö

  • 2014 Oil price impact on financial markets:
    by Anna Creti & Zied Ftiti & Khaled Guesmi

  • 2014 Predicting and Capitalizing on Stock Market Bears in the U.S
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  • 2014 Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
    by Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen

  • 2014 Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
    by Walid Chkili & Duc Khuong Nguyen

  • 2014 On the risk comovements between the crude oil market and the U.S. dollar exchange rates
    by Gilles de Truchis & Benjamin Keddad

  • 2014 Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities
    by Gilles de Truchis & Benjamin Keddad

  • 2014 A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates
    by Jean-Michel Sahut

  • 2014 Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
    by Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen

  • 2014 Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks
    by Slim Chaouachi & Zied Ftiti & Frederic Teulon

  • 2014 A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies
    by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent

  • 2014 Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets
    by Raj Aggarwal & Brian M. Lucey & Fergal A. O'Connor

  • 2014 A Combined Nonparametric Test for Seasonal Unit Roots
    by Kunst, Robert M.

  • 2014 Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test
    by Efrem Castelnuovo & Luca Fanelli

  • 2014 Forecasting with a mismatch-enhanced labor market matching function
    by Hutter, Christian & Weber, Enzo

  • 2014 Are US Inflation Expectations Re-Anchored?
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  • 2014 Improving the Finite Sample Performance of Tests for a Shift in Mean
    by YAMAZAKI, Daisuke & KUROZUMI, Eiji

  • 2014 State and Industrial Actions to Influence Consumer Behavior
    by Brockwell, Erik

  • 2014 Serially Correlated Measurement Errors in Time Series Regression: The Potential of Instrumental Variable Estimators
    by Biørn, Erik

  • 2014 Wavelet improvement in turning point detection using a Hidden Markov Model
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  • 2014 Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data
    by Quoreshi, A.M.M. Shahiduzzaman

  • 2014 How did the capital market evaluate Germany’s prospects for winning World War I? Evidence from the Amsterdam market for government bonds
    by Tobias A. Jopp

  • 2014 Model Order Selection in Seasonal/Cyclical Long Memory Models
    by Leschinski, Christian & Sibbertsen, Philipp

  • 2014 Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility
    by Demetrescu, Matei & Sibbertsen, Philipp

  • 2014 Credit Risk Modeling under Conditional Volatility
    by Rohde, Johannes & Sibbertsen, Philipp

  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Dimitris Korobilis

  • 2014 Climatic Conditions and Productivity : An Impact Evaluation in Pre-industrial England
    by Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion

  • 2014 A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time
    by Anton Skrobotov

  • 2014 Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation
    by Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo

  • 2014 Forecasting Realized Volatility with Changes of Regimes
    by Giampiero M. Gallo & Edoardo Otranto

  • 2014 Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares
    by Francesco Calvori & Fabrizio Cipollini & Giampiero M. Gallo

  • 2014 Term Structures of Inflation Expectations and Real Interest Rates: The Effects of Unconventional Monetary Policy
    by Aruoba, S. Boragan

  • 2014 Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation - Comment
    by Arias, Jonas E. & Ascari, Guido & Branzoli, Nicola & Castelnuovo, Efrem

  • 2014 Monitoring housing markets for episodes of exuberance: an application of the Phillips et al. (2012, 2013) GSADF test on the Dallas Fed International House Price Database
    by Pavlidis, Efthymios & Yusupova, Alisa & Paya, Ivan & Peel, David & Martinez-Garcia, Enrique & Mack, Adrienne & Grossman, Valerie

  • 2014 Testing for bubbles in housing markets: new results using a new method
    by Gómez-González, José E. & Ojeda-Joya, Jair N. & Rey-Guerra, Catalina & Sicard, Natalia

  • 2014 Frequency Dependence in a Real-Time Monetary Policy Rule
    by Ashley, Richard & Tsang, Kwok Ping & Verbrugge, Randal

  • 2014 Hedging and Pricing in Imperfect Markets under Non-Convexity
    by Assa, Hirbod & Gospodinov, Nikolay

  • 2014 Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera

  • 2014 Has the Relationship Between Market and Model CDS Price Changed during the EMU Debt Crisis?
    by Petra Buzková

  • 2014 Labour mobility and labour market adjustment in the EU
    by Alfonso Arpaia & Aron Kiss & Balazs Palvolgyi & Alessandro Turrini

  • 2014 The role of survey data in nowcasting euro area GDP growth
    by Alessandro Girardi & Andreas Reuter & Christian Gayer

  • 2014 Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries
    by Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel

  • 2014 On the Invertibility of EGARCH
    by Martinet, G.G. & McAleer, M.J.

  • 2014 A One Line Derivation of EGARCH
    by McAleer, M.J. & Hafner, C.M.

  • 2014 The estimation of misspecified long memory models
    by Peter M. Robinson

  • 2014 Modelling Inflation Volatility
    by Eric Eisenstat & Rodney W. Strachan

  • 2014 From a rise in B to a fall in C? Environmental impact of biofuels
    by Giuseppe Piroli & Miroslava Rajcaniova & Pavel Ciaian & d'Artis Kancs

  • 2014 Trade Openness And Income: A Tale Of Two Regions
    by Mariam Camarero & Inmaculada Martínez-Zarzoso & Felicitas Nowak-Lehmann D. & Cecilio Tamarit

  • 2014 The Impact of Solar Penetration on Solar and Gas Market Value: an application to the Italian Power Market
    by Stefano Cló & Gaetano D’Adamo

  • 2014 The relationship between debt level and fiscal sustainability in OECD countries
    by Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit

  • 2014 On the changes in the sustainability of European external debt: what have we learned
    by Juan Carlos Cuestas & Luis A. Gil-Alana & Paolo Jose Regis

  • 2014 Bootstrapping Unit Root Tests with Covariates
    by Chang, Yoosoon & Sickles, Robin C. & Song, Wonho

  • 2014 On Conditions in Central Limit Theorems for Martingale Difference Arrays Long Version
    by Abdelkamel Alj & Rajae Azrak & Guy Melard

  • 2014 Time Series Properties of the Renewable Energy Diffusion Process: Implications for Energy Policy Design and Assessment
    by Masini, Andrea & Aflaki, Sam

  • 2014 Does the Great Recession imply the end of the Great Moderation? International evidence
    by Amélie Charles & Olivier Darné & Laurent Ferrara

  • 2014 On the impact of macroeconomic news surprises on Treasury-bond yields
    by Imane El Ouadghiri & Valerie Mignon & Nicolas Boitout

  • 2014 A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion
    by Bertrand Caudelon & Sessi Tokpavi

  • 2014 On trend-cycle-seasonal interactions
    by Irma Hindrayanto & Jan Jacobs & Denise Osborn

  • 2014 The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule
    by Joscha Beckmann & Ansgar Belke & Christian Dreger

  • 2014 Unconventional Monetary Policy and Money Demand
    by Christian Dreger & Jürgen Wolters

  • 2014 Elasticities of Supply for the US Natural Gas Market
    by Micaela Ponce & Anne Neumann

  • 2014 Assessing the Sustainability of Government Debt: On the Different States of the Debt/GDP Process
    by Anton Velinov

  • 2014 Weak Convergence to Stochastic Integrals for Econometric Applications
    by Hanying Liang & Peter C.B. Phillips & Hanchao Wang & Qiying Wang

  • 2014 Financial Bubble Implosion
    by Peter C.B. Phillips & Shu-Ping Shi

  • 2014 A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing
    by Offer Lieberman & Peter C.B. Phillips

  • 2014 Specification Tests for Nonlinear Dynamic Models
    by Igor Kheifets

  • 2014 Analyzing interrelated stochastic trend and seasonality on the example of energy trading data
    by Mák, Fruzsina

  • 2014 Score driven asymmetric stochastic volatility models
    by Ruiz, Esther & Veiga, Helena & Mao, Xiuping

  • 2014 Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
    by Russel Davidson & Andrea Monticini

  • 2014 Forecasting the intraday market price of money
    by Andrea Monticini & Francesco Ravazzolo

  • 2014 Wage Resilience in France since the Great Recession
    by D. AUDENAERT & J. BARDAJI & R. LARDEUX & M. ORAND & M. SICSIC

  • 2014 Multi-level Conditional VaR Estimation in Dynamic Models
    by Christian Francq & Jean-Michel Zakoian

  • 2014 Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
    by Inoue, Atsushi & Jin, Lu & Rossi, Barbara

  • 2014 The Two Greatest. Great Recession vs. Great Moderation
    by Gadea Rivas, Maria Dolores & Gómez Loscos, Ana & Pérez-Quirós, Gabriel

  • 2014 Maximum likelihood estimation of the Markov chain model with macro data and the ecological inference model
    by Arie ten Cate

  • 2014 A simple model for now-casting volatility series
    by Hafner, Christian M. & Breitung, Jörg

  • 2014 Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework
    by Braione, Manuela & Scholtes, Nicolas K.

  • 2014 Specific Markov-switching behaviour for ARMA parameters
    by CARPANTIER, Jean-François & DUFAYS, Arnaud

  • 2014 Paridad del Poder Adquisitivo en Colombia: Análisis comparativo de los periodos pre y post crisis del 2008
    by Sandy Manrique Parra & Santiago Castillo Acuña

  • 2014 Crecimiento económico y capital humano: Un análisis de cointegración para Colombia en el periodo 1960 – 2012
    by Jonny Castro Tapias

  • 2014 Efectos interregionales en el mercado de vivienda nueva: Colombia 1997 – 2013
    by Hernán Enríquez Sierra & Jacobo Campo Robledo & Antonio Avendaño Arosemena

  • 2014 Evolución de los precios de la vivienda en Colombia
    by Gustavo Adolfo HERNANDEZ DIAZ & Gabriel PIRAQUIVE GALEANO

  • 2014 Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates
    by Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas

  • 2014 Burbujas en precios de activos financieros: existencia, persistencia y migración
    by Juan Pablo Franco & José E. Gómez González & Jair N. Ojeda & Jhon Edward Torres

  • 2014 Pronósticos para una economía menos volátil: El caso colombiano
    by Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado

  • 2014 Efectos calendario sobre la producción industrial en Colombia
    by Luis Fernando Melo Velandia & Daniel Parra Amado

  • 2014 Forecasting Mortgages: Internet Search Data as a Proxy for Mortgage Credit Demand
    by Branislav Saxa

  • 2014 Neglected Serial Correlation Tests In Ucarima Models
    by Gabriele Fiorentini & Enrique Sentana

  • 2014 Explosive Target balances of the German Bundesbank
    by Niklas Potrafke & Markus Reischmann

  • 2014 The Economics of Bitcoins - Market Characteristics and Price Jumps
    by Marc Gronwald

  • 2014 Fiscal Autonomy and Fiscal Sustainability: Subnational Taxation and Public Indebtedness in Contemporary Spain
    by Benjamin Larin & Bernd Süssmuth

  • 2014 Youth Unemployment in Europe: Persistence and Macroeconomic Determinants
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2014 The Hodrick-Prescott Filter with a Time-Varying Penalization Parameter. An Application for the Trend Estimation of Global Temperature
    by Andreas Blöchl & Gebhard Flaig

  • 2014 Testing Unemployment Theories: A Multivariate Long Memory Approach
    by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha

  • 2014 Unit Root Tests, Size Distortions, and Cointegrated Data
    by W. Robert Reed

  • 2014 Asymmetry and Leverage in Conditional Volatility Models
    by Michael McAleer

  • 2014 On the Invertibility of EGARCH
    by Guillaume Gaetan Martinet & Michael McAleer

  • 2014 A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
    by Christian M. Hafner & Michael McAleer

  • 2014 A One Line Derivation of EGARCH
    by Michael McAleer & Christian M. Hafner

  • 2014 Finding Yeti: More robust estimates of output gap in Slovakia
    by Ludovit Odor & Judita Jurasekova Kucserova

  • 2014 Does Aggregate Government Size Effect Private Economic Performance in Canada?
    by J. Stephen Ferris & Marcel-Cristian Voia

  • 2014 Are Shocks to Energy Consumption Persistent? Evidence from Subsampling Confidence Intervals
    by Firouz Fallahi & Mohammad Karimi & Marcel-Cristian Voia

  • 2014 The Effect of Federal Government Size on Private Economic Performance in Canada: 1870–2011
    by J. Stephen Ferris & Marcel-Cristian Voia

  • 2014 Testing against Changing Correlation
    by Andrew Harvey & Stephen Thiele

  • 2014 A Compound Multifractal Model for High-Frequency Asset Returns
    by Eric M. Aldrich & Indra Heckenbach & Gregory Laughlin

  • 2014 Optimal Portfolio Choice under Decision-Based Model Combinations
    by Davide Pettenuzzo & Francesco Ravazzolo

  • 2014 Inference on a Structural Break in Trend with Fractionally Integrated Errors
    by Seong Yeon Chang & Pierre Perron

  • 2014 Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models
    by Pierre Perron & Wendong Shi

  • 2014 Bond Markets, Stock Markets and Exchange Rates: A Dynamic Relationship
    by Suleyman Hilmi Kal & Ferhat Arslaner & Nuran Arslaner

  • 2014 The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time
    by A. Girardi & R. Golinelli & C. Pappalardo

  • 2014 Long-term unemployment and convexity in the Phillips curve
    by Speigner, Bradley

  • 2014 Institutional investor portfolio allocation, quantitative easing and the global financial crisis
    by Joyce, Michael & Liu, Zhuoshi & Tonks, Ian

  • 2014 Optimal portfolio choice under decision-based model combinations
    by Davide Pettenuzzo & Francesco Ravazzolo

  • 2014 Un indicador de la evolución del PIB uruguayo en tiempo real
    by Helena Rodríguez

  • 2014 Testing for Panel Cointegration using Common Correlated Effects Estimators
    by Anindya Banerjee & Josep Lluis Carrion-i-Silvestre

  • 2014 Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry
    by Jose Olmo & William Pouliot

  • 2014 Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models
    by Raffaella Giacomini & Barbara Rossi

  • 2014 Model Comparisons in Unstable Environments
    by Raffaella Giacomini & Barbara Rossi

  • 2014 A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings
    by Javier Gómez Biscarri & Javier Hualde

  • 2014 Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition
    by Marek Jarocinski & Albert Marcet

  • 2014 Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
    by Atsushi Inoue & Lu Jin & Barbara Rossi

  • 2014 Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts
    by Barbara Rossi & Tatevik Sekhposyany

  • 2014 How Fiscal Policy Affects the Price Level: Britain’s First Experience with Paper Money
    by P.Antipa

  • 2014 How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts
    by F. Bec & A. De Gaye

  • 2014 New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the “blocking” approach
    by Mogliani, M. & Brunhes-Lesage, V. & Darné, O. & Pluyaud, B.

  • 2014 Two EGARCH models and one fat tail
    by Michele Caivano & Andrew Harvey

  • 2014 Time series models with an EGB2 conditional distribution
    by Michele Caivano & Andrew Harvey

  • 2014 Real-time forecasting us GDP from small-scale factor models
    by Máximo Camacho & Jaime Martínez-Martín

  • 2014 The two greatest. Great recession vs. great moderation
    by María Dolores Gadea-Rivas & Ana Gómez-Loscos & Gabriel Pérez-Quirós

  • 2014 Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera

  • 2014 The Propagation of Industrial Business Cycles
    by Maximo Camacho & Danilo Leiva-Leon

  • 2014 Un analisis de los desequilibrios del tipo de cambio real argentino bajo cambios de regimen
    by Daniel Aromi & Marcos Dal Bianco

  • 2014 Adaptive Models and Heavy Tails
    by Davide Delle Monache & Ivan Petrella

  • 2014 Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model
    by Constantino Hevia & Martin Gonzalez-Rozada & Martin Sola & Fabio Spagnolo

  • 2014 Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas
    by Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis

  • 2014 Ammunition Leakage From The Military To Civilian Markets: Market Price Evidence From Haiti, 2004 - 2012
    by Topher L. McDougal & Athena Kolbe & Robert Muggah & Nicholas Marsh

  • 2014 Inflation, Information Rigidity, and the Sticky Information Phillips Curve
    by César Carrera & Nelson Ramírez-Rondán

  • 2014 Monetary policy stress in EMU during the moderation and the global crisis
    by Pawel Gajewski

  • 2014 Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets
    by Gilles de Truchis & Florent Dubois

  • 2014 On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates
    by Gilles de Truchis & Benjamin Keddad

  • 2014 A Nonparametric Study of Real Exchange Rate Persistence over a Century
    by Hyeongwoo Kim & Deockhyun Ryu

  • 2014 London Calling: Nonlinear Mean Reversion across National Stock Markets
    by Hyeongwoo Kim & Jintae Kim

  • 2014 Indirect inference with time series observed with error
    by Eduardo Rossi & Paolo Santucci de Magistris

  • 2014 Forecasting Long Memory Series Subject to Structural Change: A Two-Stage Approach
    by Gustavo Fruet Dias & Fotis Papailias

  • 2014 On the Selection of Common Factors for Macroeconomic Forecasting
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  • 2014 Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice
    by Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros

  • 2014 Optimal hedging with the cointegrated vector autoregressive model
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  • 2014 Outlier detection algorithms for least squares time series regression
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  • 2014 Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
    by Ulrich Hounyo

  • 2014 Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models
    by Morten Ørregaard Nielsen

  • 2014 The wild tapered block bootstrap
    by Ulrich Hounyo

  • 2014 Chasing volatility - A persistent multiplicative error model with jumps
    by Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris

  • 2014 Volatility jumps and their economic determinants
    by Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris

  • 2014 Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation?
    by Markku Lanne & Jani Luoto & Henri Nyberg

  • 2014 Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets
    by Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor

  • 2014 Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
    by Martyna Marczak & Tommaso Proietti

  • 2014 Discriminating between fractional integration and spurious long memory
    by Niels Haldrup & Robinson Kruse

  • 2014 Simulation of multivariate diffusion bridges
    by Mogens Bladt & Samuel Finch & Michael Sørensen

  • 2014 Forecasting with the Standardized Self-Perturbed Kalman Filter
    by Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris

  • 2014 150 Years of Italian CO2 Emissions and Economic Growth
    by Barbara Annicchiarico & Anna Rita Bennato & Emilio Zanetti Chini

  • 2014 Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange
    by Asger Lunde & Kasper V. Olesen

  • 2014 Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht?
    by El-Shagi, Makram & Lindner, Axel & von Schweinitz, Gregor

  • 2014 Testing for near I(2) trends when the signal-to-noise ratio is small
    by Juselius, Katarina

  • 2014 Structural Breakage and Long-term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries
    by Kargi, Bilal

  • 2014 The Housing Market-Bank Credit Relationship: Some Thoughts on Its Causality
    by Philip Arestis & Ana Rosa González

  • 2014 Analisis del consumo de enrgia eléctrica residencial en el área metropolitana de Monterrey, N.L., México
    by Dionicio Morales Ramírez & José Raúl Luyando Cuevas

  • 2014 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
    by Donald W. K. Andrews & Patrik Guggenberger

  • 2014 The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model
    by Eleftherios Giovanis

  • 2014 Role of fiscal policy for private investment in Pakistan
    by Ghulam Rasool Madni

  • 2014 Energy Use-Trade Nexus. What Does the Data Set Say for Thailand?
    by Komain JIRANYAKUL

  • 2014 Cointegration and Causality between Economic Growth and Social Development in Saudi Arabia
    by Rami Ben Haj - Kacem

  • 2014 The Time-Varying Risk And Return Trade-Off In Indian Stock Markets
    by ROSHNI MOHANTY & SRINIVASAN P

  • 2014 Asymetria relacji cen paliw płynnych w Polsce i cen ropy naftowej
    by Robert Socha

  • 2014 Makroekonomiczne czynniki ryzyka kredytowego w sektorze bankowym w Polsce
    by Piotr Wdowiński

  • 2014 Stock Market's Reactions to Revelation of Tax Evasion: An Empirical Assessment
    by Andreas Brunhart

  • 2014 Competitiveness and Trade Performance of India's Dairy Industry
    by Ramphul Ohlan

  • 2014 Does the Institutional Quality Matter to Attract the Foreign Direct Investment? An Empirical Investigation for Pakistan
    by Mohsin Hasnain Ahmad & Qazi Masood Ahmed

  • 2014 It’s not yen, euro or koala bloc: Greenback is still dominant in East Asia
    by Gulasekaran Rajaguru & Ahmed M Khalid & Francesco Barbera

  • 2014 Time-Varying Behaviour of Sector Beta Risk – The Case of Poland
    by Kurach, Radosław & Stelmach, Jerzy

  • 2014 Impact of trade factors on economic growth: seemingly unrelated regression model
    by Nawaz , Samar & Aziz , Arshad & Zaman , Khalid

  • 2014 Effects of Trade on Growth in Nigeria’s Open Economy: Econometric Analysis - Effetti del commercio internazionale sulla crescita della Nigeria: un’analisi econometrica
    by Tombofa, Stephen S. & Karimo, Tamarauntari M.

  • 2014 The Interrelationship between the FED’s Profit and Selected Macroeconomic Variables - L’interrelazione tra profitti della Federal Reserve e alcune variabili macroeconomiche
    by Sweidan, Osama D. & Maghyereh, Aktham I.

  • 2014 Multicointegration and Fiscal Sustainability in India: Evidence from Standard and Regime Shifts Models - Multicointegrazione e sostenibilità fiscale in India: evidenze empiriche da modelli standard e modelli incorporanti cambiamenti di regime
    by Tronzano, Marco

  • 2014 The Impact of Exchange Rate Movements on Trade Balance in Nigeria’s Open-Economy - L’impatto delle variazioni dei tassi di cambio sulla bilancia commerciale della Nigeria
    by Obudah, Bodiseowei C. & Tombofa, Steve S.

  • 2014 Causality Relationship between Export and Economic Growth in Turkish Economy
    by Korkmaz, Suna

  • 2014 Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests
    by Omay, Tolga & Hasanov, Mübariz & Uçar, Nuri

  • 2014 Oscillatory components in the bell-shaped curves of the product life cycle modeling tool
    by Semenychev, Valery & Kurkin, Eugene & Semenychev, Eugene & Danilova, Anastasia

  • 2014 Martingales in Daily Foreign Exchange Rates: Evidence from Six Currencies against the Lebanese Pound
    by Samih Antoine Azar

  • 2014 Asymmetry and Lilien’s Sectoral Shifts Hypothesis: A Quantile Regression Approach
    by Theodore Panagiotidis & Gianluigi Pelloni

  • 2014 Taxation, Fiscal Deficit and Inflation in Pakistan
    by Ghulam Rasool Madni

  • 2014 Factors affecting the insurance sector development: Evidence from Albania
    by Eglantina Zyka & Elena Myftaraj (Tomori)

  • 2014 Hedge Fund Managers: Luck and Dynamic Assessment
    by Gilles Criton & Olivier Scaillet

  • 2014 El canal de crédito en el Perú: Una aproximación SVAR
    by Viladegut, Hugo & Cabello, Miguel

  • 2014 Higher order conditional moment dynamics and forecasting value-at-risk (in Russian)
    by Grigory Franguridi

  • 2014 Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market
    by Roman Huptas

  • 2014 Cyclical Processes in the Polish Economy
    by Marta Skrzypczyńska

  • 2014 Alternativní metoda měření extenzivních a intenzivních faktorů změny HDP a její aplikace na vývoj HDP USA a Číny
    by Jiří Mihola & Petr Wawrosz

  • 2014 Toky dlouhodobé nezaměstnanosti
    by Petr Maleček

  • 2014 Modelování provázanosti trhů potravin, biopaliv a fosilních paliv
    by Štěpán Chrz & Karel Janda & Ladislav Krištoufek

  • 2014 The Reaction Function of Three Central Banks
    by Josef Arlt & Martin Mandel

  • 2014 Effects of Trade Liberalization on Exports, Imports and Trade Balance in Pakistan: A Time Series Analysis
    by Muhammad Zakaria

  • 2014 Monetary Policy Efficiency in Conditions of Excess Liquidity Withdrawal
    by Martin Mandel & Vladimír Tomšík

  • 2014 Análisis de la volatilidad del índice principal del mercado bursátil mexicano, del índice de riesgo país y de la mezcla mexicana de exportación mediante un modelo GARCH trivariado asimétrico || Volatility Analysis of the Core Mexican Stock Market Index, the Country Risk Index, and the Mexican Oil Basket Using an Asymmetric Trivariate GARCH Model
    by Villalba Padilla, Fátima Irina & Flores-Ortega, Miguel

  • 2014 Exploring the Long-Run Relationship between GDP and Private Consumption of Romania through Cointegration Analysis
    by Bãlã Raluca-Maria

  • 2014 Short-term forecasting of French GDP growth using dynamic factor models
    by Marie Bessec & Catherine Doz

  • 2014 Constructing a conditional GDP fan chart with an application to French business survey data
    by Matthieu Cornec

  • 2014 Determinants of Inflation in Nepal: An Empirical Assessment
    by Shoora B. Paudyal Ph.D.

  • 2014 Modelling and Forecasting Demand for Nepali Tourism
    by Shoora B. Paudyal Ph. D.

  • 2014 Indo-Nepal Trade Relation: The Phenomenon of Black Hole Effect
    by Mahesh K. Chaulagai Ph.D.

  • 2014 Post-Global Crisis Inflation Dynamics in India: What has changed?
    by Patra, Michael Debabrata & Khundrakpam, Jeevan Kumar & George, Asish Thomas

  • 2014 Using BREL to nowcast the Belgian business cycle: the role of survey data
    by Ch. Piette & G. Langenus

  • 2014 Using BREL to nowcast the Belgian business cycle: the role of survey data
    by Ch. Piette & G. Langenus

  • 2014 Análisis del riesgo de mercado de los fondos de pensión en México Un enfoque con modelos autorregresivos
    by Martínez Preece Marissa R. & Venegas Martínez Francisco

  • 2014 Nonlinear Co-Integration Between Unemployment and Economic Growth in South Africa
    by Andrew Phiri

  • 2014 Does oil price uncertainty transmit to the Thai stock market?
    by Komain Jiranyakul

  • 2014 Analysis of the Behavior of Volatility in Crude Oil Price
    by Fernando Antonio Lucena Aiube & Tara Keshar Nanda Baidya

  • 2014 On the Stability of Nigeria’s Import Demand: Do Endogenous Structural Breaks Matter?
    by Mohammed Isa Shuaibu & Basiru Oyeniran Fatai

  • 2014 Terrorism and the Stock Market: A Case Study for Turkey Using STR Models
    by Aysegül Çorakçi Eruygur & Tolga Omay

  • 2014 Calendar anomalies in the Latin American stock markets: A Bonferroni testing approach
    by Emilio Rojas & Werner Kristjanpoller

  • 2014 Financial bubbles and recent behaviour of the Latin American stock markets
    by Jorge Uribe & Julián Fernández

  • 2014 The Relative Importance of the Service Sector in the Mexican Economy: A Time Series Analysis
    by Ramón A. Castillo Ponce & Carlos Alberto Flores Sánchez & María de Lourdes Rodríguez Espinosa

  • 2014 Re-Exploring the Existence of Arbitrage Opportunity with an Agent-based Artificial Stock Market
    by Ya-Chi Huang

  • 2014 Corruption, poverty, and economic growth relationship in the Nigerian economy
    by Muhammad Yusuf & C.A. Malarvizhi & Mohammad Nurul Huda Mazumder & Zhan Su

  • 2014 Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht?
    by Makram El-Shagi & Axel Lindner & Gregor von Schweinitz

  • 2014 Aviation Demand as Covariate of Economic Growth in Bangladesh: Cointegration Estimation and Causality Analysis
    by Bilal Mehmood & Zahid Irshad Younas & Amna Shahid

  • 2014 Long-Run Nexus between Tax Revenue on Economic Performance: Empirical Evidence from Malaysia
    by Roshaiza Taha & Nanthakumar Loganathan

  • 2014 Government Expenditures and Economic Growth dynamics in Ghana
    by Adu Frank & Ohene-Manu Joseph & Ishmael Ackah

  • 2014 Oil Consumption and Economic Growth: Evidence from Nigeria
    by Inuwa Nasiru & Haruna Modibbo Usman & Abubakar Mohammed Saidu

  • 2014 Evaluation Of Long-Term Memory In Colombian Stock Market By Hurst Coefficient, Evaluacion De La Memoria De Largo Plazo Del Mercado Bursatil Colombiano Mediante El Coeficiente De Hurst
    by Juan Benjamin Duarte Duarte & Katherine Julieth Sierra Suarez & Juan Manuel Mascarenas Perez-Inigo

  • 2014 Value at Risk Estimation for Heavy Tailed Distributions
    by Imed Gammoudi & Lotfi BelKacem & Mohamed El Ghourabi

  • 2014 The Investigation of Internet Effect on Financial Corruption Case study Iran and Some Selected Developing Countries (2002-2009)
    by Majid Sameti & Somayeh Shirzad Kenary & Najme Esmaeel Darjani & Salman Gharakhani

  • 2014 Modeling an Average Monthly Temperature of Sokoto Metropolis Using Short Term Memory Models
    by Musa Y.

  • 2014 The Long Run Relationship between Government Revenue and Expenditure in Iran: A Co integration Analysis in the Presence of Structural Breaks
    by Mohsen Mehrara & Abbas Ali Rezaei

  • 2014 Analyzing Impacts of Foreign Direct Investment on Private Sector in Economic Growth of Iran
    by Seyed Reza Miraskari & Mahyar Shabaninejad Masouleh & Seyed Abolfazl Alavi

  • 2014 Bayesian Analysis of Business Cycle in Japan Using Markov Switching Model with Stochastic Volatility and Fat-tail Distribution
    by Watanabe, Toshiaki

  • 2014 Does Hysteresis Exist in Unemployment? New Findings from Fourteen Regions of the Czech Republic
    by Fumitaka FURUOKA

  • 2014 Determinants of Industrial Production in Turkey
    by Mustafa Ozturk & Yavuz Agan

  • 2014 An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets
    by Apostolos G. Christopoulos & Spyros Papathanasiou & Petros Kalantonis & Andreas Chouliaras & Savvas Katsikides

  • 2014 Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach
    by Márcio Poletti Laurini & Armênio Westin Neto

  • 2014 Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan
    by Munazza Jabeen & Saud Ahmad Khan

  • 2014 An Empirical Evaluation of the Relationship between Trade Openness and External Debt: Turkish Case
    by Ozlem Ayvaz Kizilgol & Evren Ipek

  • 2014 Forecasting House Prices in the United States with Multiple Structural Breaks
    by Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury

  • 2014 Ciclos, crecimiento económico y crisis en México, 1980.1-2013.4
    by Eduardo Loría & Emmanuel Salas

  • 2014 The political economy of public investment and public finance: challenges for social democratic policies
    by Jamee K. Moudud & Francisco Martinez-Hernandez

  • 2014 The role of confidence in the evolution of the Spanish economy: empirical evidence from an ARDL model
    by Pablo Castellanos García & Indalecio Pérez Díaz del Río & Jose Manuel Sanchez-Santos

  • 2014 Turk Sermaye Piyasasinda Fiyat ve Islem Hacmi Iliskisi: Zamanla Degisen Asimetrik Nedensellik Analizi
    by Veli YILANCI & Seref BOZOKLU

  • 2014 The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis
    by Chevapatrakul, Thanaset & Tee, Kai-Hong

  • 2014 Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
    by Chkili, Walid & Nguyen, Duc Khuong

  • 2014 Dynamic characteristics of the daily yen–dollar exchange rate
    by Kurita, Takamitsu

  • 2014 Determinants of US financial fragility conditions
    by Bagliano, Fabio C. & Morana, Claudio

  • 2014 Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market
    by Abad, Pilar & Robles, M. Dolores

  • 2014 Can gold prices forecast the Australian dollar movements?
    by Apergis, Nicholas

  • 2014 Time-varying inflation targeting after the nineties
    by Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús

  • 2014 Are GDP fluctuations transitory or permanent in African countries? Sequential Panel Selection Method
    by Chang, Tsangyao & Chu, Hsiao-Ping & Ranjbar, Omid

  • 2014 The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia
    by Fang, Chung-Rou & You, Shih-Yi

  • 2014 Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns
    by Zhu, Hui-Ming & Li, Rong & Li, Sufang

  • 2014 Wavelet-based evidence of the impact of oil prices on stock returns
    by Reboredo, Juan C. & Rivera-Castro, Miguel A.

  • 2014 Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets
    by Moore, Tomoe & Wang, Ping

  • 2014 The spatial diffusion of regional housing prices across U.S. states
    by Brady, Ryan R.

  • 2014 Does faith move stock markets? Evidence from Saudi Arabia
    by Canepa, Alessandra & Ibnrubbian, Abdullah

  • 2014 Partisan influence on social spending under market integration, fiscal pressure and institutional change
    by Herwartz, Helmut & Theilen, Bernd

  • 2014 Measuring systemic risk in the Korean banking sector via dynamic conditional correlation models
    by Yun, Jaeho & Moon, Hyejung

  • 2014 How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test
    by Yang, Lixiong & Lee, Chingnun & Shie, Fu Shuen

  • 2014 Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand
    by Yang, Lu & Hamori, Shigeyuki

  • 2014 Linear and non-linear causality between price indices and commodity prices
    by Fernandez, Viviana

  • 2014 On the economic determinants of the gold–inflation relation
    by Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M

  • 2014 The origins of the public debt of Italy: Geographically dispersed interests?
    by Buiatti, Cesare & Carmeci, Gaetano & Mauro, Luciano

  • 2014 Are Italian consumer confidence adjustments asymmetric? A macroeconomic and psychological motives approach
    by Paradiso, Antonio & Kumar, Saten & Margani, Patrizia

  • 2014 Explaining US employment growth after the great recession: The role of output–employment non-linearities
    by Chinn, Menzie & Ferrara, Laurent & Mignon, Valérie

  • 2014 Impacts of the financial crisis on eurozone sovereign CDS spreads
    by Gündüz, Yalin & Kaya, Orcun

  • 2014 When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices
    by Yamada, Hiroshi & Yoon, Gawon

  • 2014 On the persistence and volatility in European, American and Asian stocks bull and bear markets
    by Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S.

  • 2014 Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter?
    by Ashley, Richard & Li, Guo

  • 2014 Forecasting stock returns under economic constraints
    by Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen

  • 2014 Lévy jump risk: Evidence from options and returns
    by Ornthanalai, Chayawat

  • 2014 Monetary and fiscal policy interactions: Evidence from emerging European economies
    by Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M.

  • 2014 Forecasting US recessions: The role of sentiment
    by Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther

  • 2014 Out-of-sample density forecasts with affine jump diffusion models
    by Yun, Jaeho

  • 2014 Modelling long run comovements in equity markets: A flexible approach
    by Martins, Luis F. & Gabriel, Vasco J.

  • 2014 How does public information affect the frequency of trading in airline stocks?
    by Nowak, Sylwia & Anderson, Heather M.

  • 2014 Discrete stochastic autoregressive volatility
    by Cordis, Adriana S. & Kirby, Chris

  • 2014 Testing for a break in the persistence in yield spreads of EMU government bonds
    by Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias

  • 2014 Modeling and predicting the CBOE market volatility index
    by Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel

  • 2014 Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets
    by Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong

  • 2014 Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period
    by He, Hongbo & Chen, Shou & Yao, Shujie & Ou, Jinghua

  • 2014 New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming
    by Manahov, Viktor & Hudson, Robert & Linsley, Philip

  • 2014 Inflation targeting and inflation convergence: International evidence
    by Arestis, Philip & Chortareas, Georgios & Magkonis, Georgios & Moschos, Demetrios

  • 2014 Comovement in GDP trends and cycles among trading partners
    by Blonigen, Bruce A. & Piger, Jeremy & Sly, Nicholas

  • 2014 FDI inflow as an international business operation by MNCs and economic growth: An empirical study on Turkey
    by Temiz, Dilek & Gökmen, Aytaç

  • 2014 Is gold a safe haven against equity market investment in emerging and developing countries?
    by Gürgün, Gözde & Ünalmış, İbrahim

  • 2014 Stock return, dividend growth and consumption growth predictability across markets and time: Implications for stock price movement
    by McMillan, David G.

  • 2014 Does cash flow predict returns?
    by Narayan, Paresh Kumar & Westerlund, Joakim

  • 2014 Speculative bubbles and the cross-sectional variation in stock returns
    by Anderson, Keith & Brooks, Chris

  • 2014 Corporate yield spreads and real interest rates
    by Batten, Jonathan A. & Jacoby, Gady & Liao, Rose C.

  • 2014 Are CDS spreads predictable? An analysis of linear and non-linear forecasting models
    by Avino, Davide & Nneji, Ogonna

  • 2014 Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
    by Liu, Lu

  • 2014 Estimating higher education induced energy consumption: The case of Northern Cyprus
    by Katircioğlu, Salih Turan

  • 2014 Forecasting the oil–gasoline price relationship: Do asymmetries help?
    by Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo

  • 2014 Hedging crude oil using refined product: A regime switching asymmetric DCC approach
    by Pan, Zhiyuan & Wang, Yudong & Yang, Li

  • 2014 An empirical comparison of alternative schemes for combining electricity spot price forecasts
    by Nowotarski, Jakub & Raviv, Eran & Trück, Stefan & Weron, Rafał

  • 2014 Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea
    by Chang, Yoosoon & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun

  • 2014 The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration
    by Gil-Alana, Luis A. & Yaya, OlaOluwa S.

  • 2014 Persistence and cycles in historical oil price data
    by Gil-Alana, Luis A. & Gupta, Rangan

  • 2014 Wavelet dynamics for oil-stock world interactions
    by Madaleno, Mara & Pinho, Carlos

  • 2014 On the economic determinants of oil production
    by Cologni, Alessandro & Manera, Matteo

  • 2014 The merit order effect of wind and photovoltaic electricity generation in Germany 2008–2016: Estimation and distributional implications
    by Cludius, Johanna & Hermann, Hauke & Matthes, Felix Chr. & Graichen, Verena

  • 2014 The impact of wind power generation on the electricity price in Germany
    by Ketterer, Janina C.

  • 2014 Component estimation for electricity prices: Procedures and comparisons
    by Lisi, Francesco & Nan, Fany

  • 2014 The relationship between spot and futures oil prices: Do structural breaks matter?
    by Chen, Pei-Fen & Lee, Chien-Chiang & Zeng, Jhih-Hong

  • 2014 Causality and predictability in distribution: The ethanol–food price relation revisited
    by Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo

  • 2014 Oil and US dollar exchange rate dependence: A detrended cross-correlation approach
    by Reboredo, Juan Carlos & Rivera-Castro, Miguel A. & Zebende, Gilney F.

  • 2014 Ethanol and trade: An analysis of price transmission in the US market
    by Zhang, Dengjun & Asche, Frank & Oglend, Atle

  • 2014 How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China
    by Wen, Xiaoqian & Guo, Yanfeng & Wei, Yu & Huang, Dengshi

  • 2014 Do oil prices predict economic growth? New global evidence
    by Narayan, Paresh Kumar & Sharma, Susan & Poon, Wai Ching & Westerlund, Joakim

  • 2014 Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
    by Chkili, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong

  • 2014 Persistence in the banking industry: Fractional integration and breaks in memory
    by Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio

  • 2014 Level shifts in stock returns driven by large shocks
    by Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias

  • 2014 Forecasting the intraday market price of money
    by Monticini, Andrea & Ravazzolo, Francesco

  • 2014 A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models
    by Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud

  • 2014 Long memory dynamics for multivariate dependence under heavy tails
    by Janus, Paweł & Koopman, Siem Jan & Lucas, André

  • 2014 Robust tests for a linear trend with an application to equity indices
    by Astill, Sam & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert

  • 2014 Bandwidth selection by cross-validation for forecasting long memory financial time series
    by Baillie, Richard T. & Kapetanios, George & Papailias, Fotis

  • 2014 Timescale-dependent stock market comovement: BRICs vs. developed markets
    by Lehkonen, Heikki & Heimonen, Kari

  • 2014 Quantiles of the realized stock–bond correlation and links to the macroeconomy
    by Aslanidis, Nektarios & Christiansen, Charlotte

  • 2014 Converting true returns into reported returns: A general theory of linear smoothing and anti-smoothing
    by McKenzie, Michael & Satchell, Stephen & Wongwachara, Warapong

  • 2014 Modelling changes in the unconditional variance of long stock return series
    by Amado, Cristina & Teräsvirta, Timo

  • 2014 Risk–return trade-off in the pacific basin equity markets
    by Cheng, Ai-Ru & Jahan-Parvar, Mohammad R.

  • 2014 Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis
    by Dewandaru, Ginanjar & Rizvi, Syed Aun R. & Masih, Rumi & Masih, Mansur & Alhabshi, Syed Othman

  • 2014 The relationship between trade, FDI and economic growth in Tunisia: An application of the autoregressive distributed lag model
    by Belloumi, Mounir

  • 2014 The VIX, the variance premium and stock market volatility
    by Bekaert, Geert & Hoerova, Marie

  • 2014 Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations
    by Hou, Jie & Perron, Pierre

  • 2014 Testing conditional independence via empirical likelihood
    by Su, Liangjun & White, Halbert

  • 2014 Unpredictability in economic analysis, econometric modeling and forecasting
    by Hendry, David F. & Mizon, Grayham E.

  • 2014 Theory-coherent forecasting
    by Giacomini, Raffaella & Ragusa, Giuseppe

  • 2014 Testing for structural stability of factor augmented forecasting models
    by Corradi, Valentina & Swanson, Norman R.

  • 2014 Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
    by Lee, Wei-Ming & Kuan, Chung-Ming & Hsu, Yu-Chin

  • 2014 On the robustness of location estimators in models of firm growth under heavy-tailedness
    by Ibragimov, Rustam

  • 2014 A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
    by Liu, Cheng & Tang, Cheng Yong

  • 2014 A fast resample method for parametric and semiparametric models
    by Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han

  • 2014 An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
    by Choi, Hwan-sik & Jeong, Minsoo & Park, Joon Y.

  • 2014 Marginal likelihood for Markov-switching and change-point GARCH models
    by Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K.

  • 2014 Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
    by Kim, Hyun Hak & Swanson, Norman R.

  • 2014 Summability of stochastic processes—A generalization of integration for non-linear processes
    by Berenguer-Rico, Vanessa & Gonzalo, Jesús

  • 2014 Model selection in under-specified equations facing breaks
    by Castle, Jennifer L. & Hendry, David F.

  • 2014 Testing for seasonal unit roots by frequency domain regression
    by Chambers, Marcus J. & Ercolani, Joanne S. & Taylor, A.M. Robert

  • 2014 The estimation of misspecified long memory models
    by Robinson, Peter M.

  • 2014 Optimal estimation of cointegrated systems with irrelevant instruments
    by Phillips, Peter C.B.

  • 2014 Model specification test with correlated but not cointegrated variables
    by Gan, Li & Hsiao, Cheng & Xu, Shu

  • 2014 Constructing smooth tests without estimating the eigenpairs of the limiting process
    by Hsu, Shih-Hsun & Kuan, Chung-Ming

  • 2014 Testing cointegration relationship in a semiparametric varying coefficient model
    by Gu, Jingping & Liang, Zhongwen

  • 2014 Structural change estimation in time series regressions with endogenous variables
    by Qian, Junhui & Su, Liangjun

  • 2014 The functional central limit theorem for the multivariate MS–ARMA–GARCH model
    by Lee, Oesook & Lee, Jungwha

  • 2014 Effect of the order of fractional integration on impulse responses
    by Hassler, Uwe & Hosseinkouchack, Mehdi

  • 2014 The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
    by Neto, David

  • 2014 A bootstrap test for jumps in financial economics
    by Hwang, Eunju & Shin, Dong Wan

  • 2014 Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV
    by Lahaye, Jerome & Shaw, Philip

  • 2014 What drives the nonlinearity of time series: A frequency perspective
    by Caraiani, Petre

  • 2014 Nonlinear dependence between stock and real estate markets in China
    by Ding, Haoyuan & Chong, Terence Tai-leung & Park, Sung Y.

  • 2014 The functional central limit theorem and structural change test for the HAR(∞) model
    by Lee, Oesook

  • 2014 Persistence under temporal aggregation and differencing
    by Hassler, Uwe

  • 2014 Enhancing the local power of IVX-based tests in predictive regressions
    by Demetrescu, Matei

  • 2014 GARCH with omitted persistent covariate
    by Han, Heejoon & Park, Joon Y.

  • 2014 A fixed-T version of Breitung’s panel data unit root test
    by Karavias, Yiannis & Tzavalis, Elias

  • 2014 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

  • 2014 Can Markov switching model generate long memory?
    by Baek, Changryong & Fortuna, Natércia & Pipiras, Vladas

  • 2014 On conditions in central limit theorems for martingale difference arrays
    by Alj, Abdelkamel & Azrak, Rajae & Mélard, Guy

  • 2014 Dynamic pricing and asymmetries in retail gasoline markets: What can they tell us about price stickiness?
    by Douglas, Christopher C. & Herrera, Ana María

  • 2014 Testing of the mean reversion parameter in continuous time models
    by Iglesias, Emma M.

  • 2014 Nowcasting causality in mixed frequency vector autoregressive models
    by Götz, Thomas B. & Hecq, Alain

  • 2014 Asymptotic behaviour of tests for a unit root against an explosive alternative
    by Harvey, David I. & Leybourne, Stephen J.

  • 2014 The impact of China on stock returns and volatility in the Taiwan tourism industry
    by Chang, Chia-Lin & Hsu, Hui-Kuang & McAleer, Michael

  • 2014 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

  • 2014 Multilateral adjustment, regime switching and real exchange rate dynamics
    by Bailliu, Jeannine & Dib, Ali & Kano, Takashi & Schembri, Lawrence

  • 2014 Asymmetric behavior of Australia's Big-4 banks in the mortgage market
    by Valadkhani, Abbas & Worthington, Andrew

  • 2014 New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
    by Tiwari, Aviral Kumar & Kyophilavong, Phouphet

  • 2014 Explosive Target balances of the German Bundesbank
    by Potrafke, Niklas & Reischmann, Markus

  • 2014 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

  • 2014 Capital flows and current account dynamics in Turkey: A nonlinear time series analysis
    by Cecen, Aydin & Xiao, Linlan

  • 2014 Smooth transition, non-linearity and current account sustainability: Evidence from the European countries
    by Chen, Shyh-Wei

  • 2014 The persistence and asymmetric volatility in the Nigerian stock bull and bear markets
    by Yaya, OlaOluwa S. & Gil-Alana, Luis A.

  • 2014 Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests
    by Gozbasi, Onur & Kucukkaplan, Ilhan & Nazlioglu, Saban

  • 2014 Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market
    by Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong

  • 2014 Is per capita real GDP stationary in China? Sequential panel selection method
    by Lee, Kuei-Chiu

  • 2014 Revisiting the inflation–output gap relationship for France using a wavelet transform approach
    by Tiwari, Aviral Kumar & Oros, Cornel & Albulescu, Claudiu Tiberiu

  • 2014 Determinants of terrorism in Pakistan: An empirical investigation
    by Ismail, Aisha & Amjad, Shehla

  • 2014 Oil price risk in the Spanish stock market: An industry perspective
    by Moya-Martínez, Pablo & Ferrer-Lapeña, Román & Escribano-Sotos, Francisco

  • 2014 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

  • 2014 Response of inflation to shocks: New evidence from Sub-Saharan African countries
    by Narayan, Paresh Kumar

  • 2014 The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range
    by Todorova, Neda & Souček, Michael

  • 2014 Volatility spillovers between the oil market and the European Union carbon emission market
    by Reboredo, Juan C.

  • 2014 Volatility forecasting using high frequency data: Evidence from stock markets
    by Çelik, Sibel & Ergin, Hüseyin

  • 2014 Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
    by Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo

  • 2014 Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests
    by Öge Güney, Pelin & Hasanov, Mübariz

  • 2014 Corporate credit risk prediction under stochastic volatility and jumps
    by Bu, Di & Liao, Yin

  • 2014 Does the labor-income process contain a unit root? Evidence from individual-specific time series
    by Gustavsson, Magnus & Österholm, Pär

  • 2014 Consumption risk sharing and self-insurance across provinces in China: 1952–2008
    by Chan, Kenneth S. & Lai, Jennifer T. & Yan, Isabel K.M.

  • 2014 Türkiye’de Çevresel Kuznets Eðrisi Hipotezinin Geçerliliði: ARDL Sýnýr Testi Yaklaþýmý
    by Emrah Koçak

  • 2014 Some Evidence on the Asymmetry between Gasoline and Crude Oil Prices in Selected Countries
    by Andre Assis de Salles

  • 2014 Oil Price Pass-Through into Domestic Inflation: The Case of Iran
    by Abbas Ali Abounoori & Rafik Nazarian & Ashkan Amiri

  • 2014 Convergence in Per Capita Energy Consumption among African Countries: Evidence from Sequential Panel Selection Method
    by Emmanuel Anoruo & William R. DiPietro

  • 2014 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

  • 2014 Asymmetry of the Oil Price Pass–Through to Inflation in Iran
    by Rafik Nazarian & Ashkan Amiri

  • 2014 Energy Use, Income and Carbon Dioxide Emissions: Direct and Multi-Horizon Causality in Canada
    by Patrick Withey

  • 2014 Energy Consumption and Economic Growth: Evidence from Low-Income Countries in Sub-Saharan Africa
    by Eyup DOGAN

  • 2014 Effects of Oil and Natural Gas Prices on Industrial Production in the Eurozone Member Countries
    by Yýlmaz BAYAR & Cuneyt KILIC

  • 2014 Forecasting Electricity Prices in Deregulated Wholesale Spot Electricity Market: A Review
    by Girish Godekere Panchakshara Murthy & Vijayalakshmi Sedidi

  • 2014 Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange
    by Emna Rouetbi & Chokri Mamoghli

  • 2014 Modelling the Macroeconomic Determinants of Workers’ Remittances: The Case of Jordan
    by Ghazi Al-Assaf & Abdullah M. Al-Malki

  • 2014 An Empirical Analysis of Allocative Efficiency of Nigerian CommercialBanks: A DEA Approach
    by Usman Owolabi Akeem & Fadipe Moses

  • 2014 Testing Nonlinear Inflation Convergence for the Central African Economic and Monetary Community
    by Emmanuel Anoruo & Vasudeva N.R. Murthy

  • 2014 FDI, Exchange Rate, and Economic Growth in Hungary, 1995-2012: Causality and Cointegration Analysis
    by Zsofia KOMUVES & Miguel D. RAMIREZ

  • 2014 Duration-Based Approach to VaR Independence Backtesting
    by Marta Małecka

  • 2014 Kuznets versus kondratieff An essay in historical macroeconometrics
    by Claude Diebolt

  • 2014 Does historical VIX term structure contain valuable information for predicting VIX futures?
    by Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik

  • 2014 Anomalías de calendario en los mercados accionarios latinoamericanos: una revisión mediante el procedimiento de Bonferroni
    by Rojas, Emilio & Kristjanpoller, Werner

  • 2014 Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina
    by Uribe, Jorge & Fernández, Julián

  • 2014 Dinámica económica de las remesas enviadas desde España y Estados Unidos a Colombia entre 2005-2013: un análisis de cointegración
    by Andrés Mauricio Gómez & Zoraida Ramirez Gutierrez

  • 2014 Demanda de gasolina en la zona metropolitana del Valle de México: análisis empírico de la reducción del subsidio
    by Jimy Ferrer Carbonell & Roberto Escalante Semerena

  • 2014 Estrategia de cobertura con productos derivados para el mercado energético colombiano
    by Jhon Alexis Díaz Contreras & Gloria Inés Macías Villalba & Edgar Luna González

  • 2014 Bank Performance And Soundness In The New Eu Member States
    by Ioana-Iuliana TOMULEASA

  • 2014 Modelling the oil price –exchange rate nexus for South Africa
    by Babajide Fowowe

  • 2014 Real exchange rate and competitiveness of an EU's ultra-peripheral region: La Reunion Island
    by Fabien Candau & Michaël Goujon & Jean-François Hoarau & Serge Rey

  • 2014 Saisonbereinigung in der Konjunkturanalyse: Ein Fallbeispiel
    by Wolfgang Nierhaus

  • 2014 State dependence of aggregated risk aversion: Evidence for the German stock market
    by Marc Hansen & Helmut Herwartz & Malte Rengel

  • 2014 Sources of growth revisited: The importance of the nature of technological progress
    by Senay Acikgoz & Merter Mert

  • 2014 Long Term Trend Analysis in the Capital Market – The Case of Serbia
    by Snežana Radukić & Milica Radović

  • 2014 Dynamique du prix international du coton : aléas, aversion au risque et chaos
    by Yankou Diasso

  • 2014 Dépenses militaires et croissance économique dans un contexte non linéaire. Le cas français
    by Julien Malizard

  • 2014 Forest Management In The Present Context Of The Forest Administration In Romania
    by Delia, TESELIOS

  • 2014 Tripartite analysis across business cycles in Turkey: A multi-timescale inquiry of efficiency, volatility and integration
    by Shaista Arshad & Syed Aun R. Rizvi & Mansor H. Ibrahim

  • 2014 The Stochastic Futures of the Natural Gas Prices: Russian Federation in Caspian Region
    by Narmin Mammadova

  • 2014 Profitability Effects of Owning a Group Affiliated Media Institution: An Emerging Market Case
    by Deniz Ilalan

  • 2014 Cross-section Dependency and the Effects of Nonlinearity in Panel Unit Testing
    by Furkan Emirmahmutoðlu

  • 2014 Testing for a unit root in the presence of a nonlinear trend: The case of Australian Reel Exchange Rate
    by Mubariz Hasanov

  • 2014 Nonlinearity and Smooth Breaks in Unit Root Testing
    by Tolga Omay & Dilem Yildirim

  • 2014 Relación no lineal entre inflación y crecimiento económico: evidencia empírica para Bolivia
    by Sergio Cerezo Aguirre, Mauricio Mora Barrenechea

  • 2014 Boom en el sector inmobiliario en Bolivia: ¿burbuja o fundamentos económicos?
    by Sergio Cerezo Aguirre

  • 2014 An Analysis of Real Exchange Rate Misalignments under Regime Shifts in Argentina
    by Daniel Aromí & Marcos Dal Bianco

  • 2014 Purchasing Power Parity in the BRICS and the MIST Countries: Sequential Panel Selection Method
    by Mohsen Bahmani-Oskooee & Tsangyao Chang & Kuei-Chiu Lee

  • 2014 A broader indicator of credit risk in Italian banks, based on total non-performing loans flow
    by Vincenzo Chiorazzo & Francesco Masala & Pierluigi Morelli

  • 2014 Statistical Analysis Of The Seasonal Variation Of Moldovan Migrants’Remittances During The Period 2003-2013
    by Christiana Balan & Elisabeta Jaba & Ion Pârtachi & Boris Chistruga

  • 2014 Analyzing interrelated stochastic trend and seasonality on the example of energy trading data
    by Fruzsina Mák

  • 2014 Growth and life satisfaction in the Euro zone
    by Thomas Wiese

  • 2014 Revisiting the nexus between financial development, FDI, and growth: New evidence from second generation econometric procedures in the Turkish context
    by Hasan Güngör & Salih Turan Katircioglu & Mehmet Mercan

  • 2014 Contribution To Systemic Risk Of The European Banking Groups With Subsidiaries In Central And Eastern Europe
    by Simona MUTU

  • 2014 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

  • 2014 The Italian financial cycle: 1861-2011
    by Riccardo De Bonis & Andrea Silvestrini

  • 2014 Examining the Tourism-led Growth Hypothesis: A Case Study of Thailand
    by Akarapong Untong

  • 2014 Weak Identification in Maximum Likelihood: A Question of Information
    by Isaiah Andrews & Anna Mikusheva

  • 2014-04 Electricity Consumption and Economic Growth: Long-Term Co-Integrated Analysis on Turkey
    by Kargi, Bilal

  • 2014-03 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

  • 2013 Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa
    by Kirsten Thompson & Renee van Eyden & Rangan Gupta

  • 2013 Persistence and Cycles in Historical Oil Prices Data
    by Luis A. Gil-Alana & Rangan Gupta

  • 2013 Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach
    by Christophe Andre & Luis A. Gil-Alana & Rangan Gupta

  • 2013 Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?
    by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen

  • 2013 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

  • 2013 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

  • 2013 A Comment on Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure: Cointegration Methods Matter
    by Natalie Hegwood & M.H. Tuttle

  • 2013 Inflación e incertidumbre inflacionaria en Bolivia
    by Bojanic, Antonio N.

  • 2013 Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals
    by Lutz, Benjamin Johannes & Pigorsch, Uta & Rotfuß, Waldemar

  • 2013 Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals
    by Lutz, Benjamin Johannes & Pigorsch, Uta & Rotfuß, Waldemar

  • 2013 Evaluating misspecification in DSGE models using tests for overidentifying restrictions
    by Reicher, Christopher Phillip

  • 2013 Do large recessions reduce output permanently?
    by Wolters, Maik & Hosseinkouchack, Mehdi

  • 2013 Exports and Capacity Constraints – A Smooth Transition Regression Model for Six Euro Area Countries
    by Belke, Ansgar & Oeking, Anne & Setzer, Ralph

  • 2013 The Transmission of Oil and Food Prices to Consumer Prices – Evidence for the MENA Countries
    by Belke, Ansgar & Dreger, Christian

  • 2013 Inflation, inflation uncertainty and output in Tunisia
    by Hachicha, Ahmed & Lean Hooi Hooi

  • 2013 Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe
    by Khan, Muhammad & Kebewar, Mazen & Nenovsky, Nikolay

  • 2013 Macroeconomic Forces and Stock Prices: Evidence from the Bangladesh Stock Market
    by Khan, Mashrur Mustaque & Yousuf, Ahmed Sadek

  • 2013 Sovereign default swap market efficiency and country risk in the eurozone
    by Gündüz, Yalin & Kaya, Orcun

  • 2013 Testing for Autocorrelation in Quantile Regression Models
    by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim

  • 2013 Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia
    by Gregory C Chow & Shicheng Huang & Linlin Niu

  • 2013 Searching for the Parallel Growth of Cities
    by Zhihong Chen & Shihe Fu & Dayong Zhang

  • 2013 Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)
    by Jakub Nowotarski

  • 2013 Fuzzy interaction regression for short term load forecasting
    by Tao Hong & Pu Wang

  • 2013 Long term probabilistic load forecasting and normalization with hourly information
    by Tao Hong & Jason Wilson & Jingrui Xie

  • 2013 Computing electricity spot price prediction intervals using quantile regression and forecast averaging
    by Jakub Nowotarski & Rafal Weron

  • 2013 An empirical comparison of alternate schemes for combining electricity spot price forecasts
    by Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron

  • 2013 The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis
    by Nidhaleddine Ben Cheikh

  • 2013 Money demand and the role of monetary indicators in forecasting euro area inflation
    by Christian Dreger & Jürgen Wolters

  • 2013 Deciphering the Libor and Euribor Spreads during the subprime crisis
    by Loriana Pelizzon & Domenico Sartore

  • 2013 Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals
    by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.

  • 2013 Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models
    by Audrino, Francesco & Camponovo, Lorenzo

  • 2013 Treatment effects and panel data
    by Lechner, Michael

  • 2013 Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set
    by Barbara Rossi & Tatevik Sekhposyan

  • 2013 Conditional predictive density evaluation in the presence of instabilities
    by Barbara Rossi & Tatevik Sekhposyan

  • 2013 A knowledge economy approach in empirical growth models for the Nordic countries
    by Arusha Cooray & Marcella Lucchetta & Antonio Paradiso

  • 2013 Robust block bootstrap panel predictability tests
    by Westerlund J. & Smeekes S.

  • 2013 Nowcasting causality in mixed frequency vector autoregressive models
    by Götz T.B. & Hecq A.W.

  • 2013 Exports and real exchange rates in a small open economy
    by Alvaro Brunini & Gabriela Mordecki & Lucía Ramírez

  • 2013 Mixture distribution hypothesis and the impact of a Tobin tax on exhange rate volatility : a reassessment
    by Olivier Damette

  • 2013 Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach
    by Reinhold Heinlein & Hans-Martin Krolzig

  • 2013 Industry, firm, year and country effects on profitability in EU food processing
    by Jan Schiefer & Stefan Hirsch & Monika Hartmann & Adelina Gschwandtner

  • 2013 Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence
    by Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard

  • 2013 Market Integration Dynamics and Asymptotic Price Convergence in Distribution
    by Alfredo García Hiernaux & Guerrero David E. & Michael McAleer

  • 2013 Analyzing Fixed-event Forecast Revisions
    by Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer

  • 2013 Mathematical framework for pseudo-spectra of linear stochastic difference equations
    by Andrés Bujosa Brun & Marcos Bujosa Brun & Antonio García-Ferrer

  • 2013 Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
    by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer

  • 2013 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

  • 2013 West versus East: Early globalization and thr great divergence
    by Rafael Dobado González & Alfredo García Hiernaux & David Guerrero Burbano

  • 2013 Nonlinear Mechanism of the Exchange Rate Pass-Through: Does Business Cycle Matter?
    by Nidhaleddine Ben Cheikh

  • 2013 The Forward Exchange Rate Unbiasedness Hypothesis: A Single Break Unit Root and CointegrationAnalysis
    by Michael Mazur & Miguel Ramirez

  • 2013 FDI, Exchange Rate, and Economic Growth in Hungary, 1995-2012: Causality and Cointegration Analysis
    by Zsofia Komuves & Miguel Ramirez

  • 2013 Remittances and Economic Growth in Mexico: An Empirical Study with Structural Breaks
    by Miguel Ramirez

  • 2013 Asymptotically UMP Panel Unit Root Tests
    by Becheri, I.G. & Drost, F.C. & van den Akker, R.

  • 2013 Do Income Disparities dissipate across the US States? Experimenting with a Vector Error Correction Model
    by Stilianos Alexiadis & Konstantinos Eleftheriou & Peter Nijkamp

  • 2013 A Note on an Estimation Problem in Models with Adaptive Learning
    by Norbert Christopeit & Michael Massmann

  • 2013 Market Integration Dynamics and Asymptotic Price Convergence in Distribution
    by Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer

  • 2013 The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
    by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer

  • 2013 Estimating Structural Parameters in Regression Models with Adaptive Learning
    by Norbert Christopeit & Michael Massmann

  • 2013 Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models
    by Francisco Blasques & Andre Lucas & Erkki Silde

  • 2013 Realized Volatility Risk
    by David E. Allen & Michael McAleer & Marcel Scharth

  • 2013 GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies
    by Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos

  • 2013 Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation
    by Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk

  • 2013 Analyzing Fixed-Event Forecast Revisions
    by Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer

  • 2013 Are Forecast Updates Progressive?
    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

  • 2013 GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts
    by David Ardia & Lennart Hoogerheide

  • 2013 Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
    by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer

  • 2013 A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500
    by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh

  • 2013 Behavioral Heterogeneity in U.S. Inflation Dynamics
    by Adriana Cornea & Cars Hommes & Domenico Massaro

  • 2013 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2013 Volatility Spillovers from the US to Australia and China across the GFC
    by David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh

  • 2013 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

  • 2013 GDP Growth and Credit Data
    by Ergun Ermisoglu & Yasin Akcelik & Arif Oduncu

  • 2013 Gecelik Kur Takasi Faizleri ve BIST Gecelik Repo Faizleri
    by Doruk Kucuksarac & Ozgur Ozel

  • 2013 End-Point Bias in Trend-Cycle Decompositions : An Application to the Real Exchange Rates of Turkey
    by M. Fatih Ekinci & Gazi Kabas & Enes Sunel

  • 2013 Stock Return Comovement and Systemic Risk in the Turkish Banking System
    by Mahir Binici & Bulent Koksal & Cuneyt Orman

  • 2013 Likelihood-Based Confidence Sets for the Timing of Structural Breaks
    by Yunjong Eo & James Morley

  • 2013 Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle
    by Ming Chien Lo & James Morley

  • 2013 Testing Stationarity for Unobserved Components Models
    by James Morley & Irina B. Panovska & Tara M. Sinclair

  • 2013 Testing for marginal asymmetry of weakly dependent processes
    by Marian Vavra

  • 2013 Standards, Learning and Growth in Britain 1901-2009
    by Cristopher Spencer & Paul Temple

  • 2013 What Drives Natural Gas Consumption in Europe? Analysis and Projections
    by Özge Dilaver & Zafer Dilaver & Lester C Hunt

  • 2013 Leverage and Alpha: The Case of Funds of Hedge Funds
    by Benoît Dewaele

  • 2013 Portfolio Optimization for Hedge Funds through Time-Varying Coefficients
    by Benoît Dewaele

  • 2013 A Conceptual Model and Methodology for Evaluating E-Infrastructure Deployment and Its Application to OECD and MENA Countries
    by Baseem Al-Athwari & Jorn Altmann & Almas Heshmati

  • 2013 Combining disaggregate forecasts for inflation: The SNB's ARIMA model
    by Marco Huwiler & Daniel Kaufmann

  • 2013 Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2013 Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2013 Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes
    by Yong Bao & Aman Ullah & Yun Wang & Jun Yu

  • 2013 Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2013 Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2013 Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes
    by Yong Bao & Aman Ullah & Yun Wang & Jun Yu

  • 2013 On the Relationship Between Exchange Rates and External Imbalances: East and Southeast Asia
    by Juan Carlos Cuestas & Paulo José Regis

  • 2013 Examining the Link between Crime and Unemployment: A Time Series Analysis for Canada
    by Zuzana Janko & Gurleen Popli

  • 2013 Copius Structural Shifts in Exchange Rates of the South African Rand (Post-1994): Do They Matter (for Unit Root Testing)? What are the Most Likely Triggers?
    by Cyril May

  • 2013 Exports and Capacity Constraints – A Smooth Transition Regression Model for Six Euro Area Countries
    by Ansgar Belke & Anne Oeking & Ralph Setzer

  • 2013 The Transmission of Oil and Food Prices to Consumer Prices – Evidence for the MENA Countries
    by Ansgar Belke & Christian Dreger

  • 2013 Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality
    by Norman Swanson & Richard Urbach

  • 2013 Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction
    by Diep Duong & Norman Swanson

  • 2013 Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets
    by Kihwan Kim & Norman Swanson

  • 2013 Testing for Structural Stability of Factor Augmented Forecasting Models
    by Valentina Corradi & Norman Swanson

  • 2013 Density and Conditional Distribution Based Specification Analysis
    by Diep Duong & Norman Swanson

  • 2013 A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance
    by Valentina Corradi & Norman Swanson

  • 2013 Generalizing smooth transition autoregressions
    by Emilio Zanetti Chini

  • 2013 Generalised Linear Spectral Models
    by Tommaso Proietti & Alessandra Luati

  • 2013 Clustering Macroeconomic Variables
    by Chiara Perricone

  • 2013 Exports and Capacity Constraints – A Smooth Transition Regression Model for Six Euro Area Countries
    by Ansgar Belke & Anne Oeking & Ralph Setzer

  • 2013 Acuratetea prognozei si dinamica modelelor SARIMA: studiu de caz cursul de schimb Ron-Usd
    by Corina Saman

  • 2013 Forecasting U.S. Recessions with Macro Factors
    by Fossati, Sebastian

  • 2013 Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach
    by Periklis Gogas & Theophilos Papadimitriou & Elvira Takli

  • 2013 Employment Reallocation and Unemployment Revisited: A Quantile Regression Approach
    by Theodore Panagiotidis & Gianluigi Pelloni

  • 2013 Inflation, Information Rigidity, and the Sticky Information Phillips Curve
    by Carrera, César & Ramírez-Rondán, Nelson

  • 2013 Google Trends: Predicción del nivel de empleo agregado en Perú usando datos en tiempo real, 2005-2011
    by Chang, Jillie & Del Río, Andrea

  • 2013 Identificación de Episodios de Auge Crediticio: Una propuesta Metodológica con Fundamentos Económicos
    by Lahura, Erick & Chang, Giancarlo & Salazar, Oscar

  • 2013 Grado de inversión y flujos de inversión directa extranjera a economías emergentes
    by Sánchez, Elmer

  • 2013 The Consumer confidence index and short-term private consumption forecasting in Peru
    by Cuenca, Leonidas & Flores, Julio & Morales, Daniel

  • 2013 Currency Demand during the Global Financial Crisis: Evidence from Australia
    by Tom Cusbert & Thomas Rohling

  • 2013 On the Benefits of Equicorrelation for Portfolio Allocation
    by Adam Clements & Ayesha Scott & Annastiina Silvennoinen

  • 2013 Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach
    by Di Bu & Yin Liao

  • 2013 Modeling and forecasting realized volatility: getting the most out of the jump component
    by Adam E Clements & Yin Liao

  • 2013 The dynamics of co-jumps, volatility and correlation
    by Adam Clements & Yin Liao

  • 2013 Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data
    by Eiji Kurozumi & Daisuke Yamazaki & Kaddour Hadri

  • 2013 Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets
    by Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor

  • 2013 A fast fractional difference algorithm
    by Andreas Noack Jensen & Morten Ørregaard Nielsen

  • 2013 Regional Effects of a Cluster-oriented policy measure. The Case of the InnoRegio program in Germany
    by Thomas Brenner & Carsten Emmrich & Charlotte Schlump

  • 2013 Characterizing economic growth paths based on new structural change tests
    by Nuno Sobreira & Luís Catela Nunes & Paulo M.M. Rodrigues

  • 2013 Is there a role for domestic demand pressure on export performance?
    by Paulo Soares Esteves & António Rua

  • 2013 Debt sustainability and financial crises in South Africa
    by Ruthira Naraidoo & Leroi Raputsoane

  • 2013 Relationship between macroeconomic variables and stock market index: evidence from India
    by Pathan, Rubina & Masih, Mansur

  • 2013 Are investments in islamic REITs susceptible to forex uncertainty: wavelet analysis
    by Mokhtar, Maznita & Masih, Mansur

  • 2013 Housing finance and financial stability: evidence from Malaysia, Thailand and Singapore
    by Hanifa, Mohamed Hisham & Masih, Mansur

  • 2013 A Comparison of World and Domestic Price Volatilities of Oilseeds: Evidence from Ethiopia
    by Kelbore, Zerihun Getachew

  • 2013 Determinants of cost of equity: The case of Shariah-compliant Malaysian firms
    by Shafaai, Shafizal & Masih, Mansur

  • 2013 Stock market and crude oil relationship: A wavelet analysis
    by shafaai, Shafizal & Masih, Mansur

  • 2013 An application of MGARCH-DCC analysis on selected currencies in terms of gold Price
    by Mohamad, Sharifah Fairuz Syed & Masih, Mansur

  • 2013 Gold price movements in selected currencies: wavelet approach
    by Mohamad, Sharifah Fairuz Syed & Masih, Mansur

  • 2013 Nonlinearity and Smooth Breaks in Unit Root Testing
    by Omay, Tolga & Yildirim, Dilem

  • 2013 A Threshold Cointegration Analysis of Asymmetric Adjustment of OPEC and non-OPEC Monthly Crude Oil Prices
    by Ghassan, Hassan B. & Banerjee, Prashanta K.

  • 2013 Estabilidad de la demanda de trabajo y efecto del salario minimo sobre el Empleo: El caso Chileno
    by Miranda Pinto, Jorge

  • 2013 Causality between Malaysian Islamic Stock Market and Macroeconomic Variables
    by Naseri, Marjan & Masih, Mansur

  • 2013 The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach
    by Ayub, Aishaton & Masih, Mansur

  • 2013 The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis
    by Ben Cheikh, Nidhaleddine & Rault, Christophe

  • 2013 Essays on Expectations and the Econometrics of Asset Pricing
    by Lof, Matthijs

  • 2013 Long memory in the ukrainian stock market and financial crises
    by Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna

  • 2013 The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications
    by Masih, Mansur & Majid, Hamdan Abdul

  • 2013 Interest Rate, Exchange Rate, and Stock Prices of Islamic Banks: A Panel Data Analysis
    by Ayub, Aishahton & Masih, Mansur

  • 2013 The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios
    by Nagayev, Ruslan & Masih, Mansur

  • 2013 Should Shariah-compliant investors include commodities in their portfolios? New evidence
    by Nagayev, Ruslan & Masih, Mansur

  • 2013 The Impact of Debt on Economic Growth: A Case Study of Indonesia
    by Swastika, Purti & Dewandaru, Ginanjar & Masih, Mansur

  • 2013 Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques
    by Swastika, Putri & Dewandaru, Ginanjar & Masih, Mansur

  • 2013 Rtadf: Testing for Bubbles with EViews
    by Caspi, Itamar

  • 2013 Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis
    by Masih, Mansur & Majid, Hamdan Abdul

  • 2013 Stock Price and Industrial Production in Developing Countries: A Dynamic Heterogeneous Panel Analysis
    by Masih, Mansur & Majid, Hamdan Abdul

  • 2013 Do Shariah (Islamic) Indices Provide a Safer Avenue in Crisis? Empirical Evidence from Dow Jones Indices using Multivariate GARCH-DCC
    by Rizvi, Syed Aun & Masih, Mansur

  • 2013 Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis
    by Dewandaru, Ginanjar & Alaoui, Abdelkader & Masih, A. Mansur M. & Alhabshi, Syed Othman

  • 2013 Etimating NAIRU: the Morocco case
    by El Alaoui, Aicha & Ezzahidi, Elhadj & Eladnani, Mohamed Jellal

  • 2013 Empirical evidence for nonlinearity and irreversibility of commodity futures prices
    by Karapanagiotidis, Paul

  • 2013 Transitional Dynamics of Oil Prices
    by Kal, Süleyman Hilmi & Arslaner, Ferhat & Arslaner, Nuran

  • 2013 Gold, Stock Price, Interest Rate and Exchange Rate Dynamics: An MS VAR Approach
    by Kal, Süleyman Hilmi & Arslaner, Ferhat & Arslaner, Nuran

  • 2013 Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases
    by Pang, Tianxiao & Zhang, Danna & Chong, Terence Tai-Leung

  • 2013 اختبار أثر التقلب العنقودي لمؤشر تداول باستخدام الارتباط الذاتي المدحرج
    by Ghassan, Hassan B. & Alhajhoj, Hassan R.

  • 2013 Real vs. Nominal Cycles: A Multistate Markov-Switching Bi-Factor Approach
    by Leiva-Leon, Danilo

  • 2013 Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market
    by El GHINI, Ahmed & SAIDI, Youssef

  • 2013 Forecasting with Factor Models: A Bayesian Model Averaging Perspective
    by Dimitris, Korobilis

  • 2013 Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery
    by Schröder, Anna Louise & Fryzlewicz, Piotr

  • 2013 Should Moroccan Officials Depend on the Workers’ Remittances to Finance the Current Account Deficit?
    by Bentour, El Mostafa

  • 2013 The environmental Kuznets curve, economic growth, renewable and non-renewable energy, and trade in Tunisia
    by Ben Jebli, Mehdi & Ben Youssef, Slim

  • 2013 An Inquisition into Bivariate Threshold Effects in The Inflation-Growth Correlation: Evaluating South Africa’s Macroeconomic Objectives
    by Phiri, Andrew

  • 2013 Inflation and Economic Growth in Zambia: A Threshold Autoregressive (TAR) Econometric Approach
    by Phiri, Andrew

  • 2013 Some new evidence on the determinants of money demand in developing countries – A case study of Tunisia
    by Ben Salha, Ousama & Jaidi, Zied

  • 2013 An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation
    by Francq, Christian & Sucarrat, Genaro

  • 2013 An evaluation of simple forecasting model selection rules
    by Fildes, Robert & Petropoulos, Fotios

  • 2013 La modélisation des interactions entre les coefficients de corrélation et les volatilités sur les marchés financiers Marocain, Français, Américain et Japonais
    by Chiny, Faycal

  • 2013 La modélisation des interactions entre les corrélations et les volatilités des marchés financiers Marocain, Français, Américain et Japonais
    by Chiny, Faycal

  • 2013 Do the FDI, Economic growth and Trade affect each other for India: An ARDL Approach
    by Singh, Anshul

  • 2013 Consistent estimation of the Value-at-Risk when the error distribution of the volatility model is misspecified
    by El Ghourabi, Mohamed & Francq, Christian & Telmoudi, Fedya

  • 2013 Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns
    by Sucarrat, Genaro & Escribano, Alvaro

  • 2013 Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model
    by Van Heerden, Dorathea & Rodrigues, Jose & Hockly, Dale & Lambert, Bongani & Taljard, Tjaart & Phiri, Andrew

  • 2013 Simple Fractional Dickey Fuller test
    by Bensalma, Ahmed

  • 2013 Exchange Rate Regimes and Persistence of Inflation in Thailand
    by Jiranyakul, Komain

  • 2013 Testing Twin Deficits and Saving-Investment Nexus in Turkey
    by Ferda, HALICIOGLU & Kasim, EREN

  • 2013 Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach
    by Vardhan, Harsh & Vij, Madhu & Sinha, Pankaj

  • 2013 Does Energy Consumption Volatility Affect Real GDP Volatility? An Empirical Analysis for the UK
    by Rashid, Abdul & Kocaaslan, Ozge Kandemir

  • 2013 Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown
    by Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro

  • 2013 Keynes' Absolute Income Hypothesis and Kuznets Paradox
    by Alimi, R. Santos

  • 2013 Cointegration Analysis of Exports and Imports: The Case of Pakistan Economy
    by Ali, Sharafat

  • 2013 Credit Growth Volatility
    by Oduncu, Arif & Ermişoğlu, Ergun & Polat, Tandogan

  • 2013 A Time Series Analysis of Foreign Aid and Income Inequality in Pakistan
    by Ali, Sharafat & Ahmad, Najid

  • 2013 Convergence in US house prices
    by Montañés, Antonio & Olmos, Lorena

  • 2013 Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy
    by Sant'Anna, Pedro H. C.

  • 2013 Dynamics of obesity in Finland
    by Halicioglu, Ferda

  • 2013 Panel data evidence on effects of fiscal impulses in the EU New Member States
    by Borys, Paweł & Ciżkowicz, Piotr & Rzońca, Andrzej

  • 2013 Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions
    by Montañés, Antonio & Olmos, Lorena

  • 2013 Overnight Index Rate: Model, Calibration, and Simulation
    by Yashkir, Yuriy & Yashkir, Olga

  • 2013 A Historical Overview of Joint Stock Company Births in Greece (1830-1909): Coincidence, causality and determinants
    by Pepelasis, Ioanna Sapfo & Emmanouilidi, Elpianna

  • 2013 The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis
    by Ben Cheikh, Nidhaleddine

  • 2013 Day-of-the-Week Effects in the Indian stock market
    by P., Srinivasan & M., Kalaivani

  • 2013 On the Temporal Causal Relationship between Macroeconomic Variables: Empirical Evidence from India
    by P., Srinivasan & M., Kalaivani

  • 2013 Forecasting Stock Market Volatility: A Forecast Combination Approach
    by Nazarian, Rafik & Gandali Alikhani, Nadiya & Naderi, Esmaeil & Amiri, Ashkan

  • 2013 Does Education Expenditure Promote Economic Growth in Saudi Arabia? An Econometric Analysis
    by Ageli, Dr Mohammed Moosa

  • 2013 Estabilidad de la demanda de trabajo y efecto del salario minimo sobre el Empleo: El caso Chileno
    by Miranda, Jorge

  • 2013 GDP Growth and Credit Data
    by Ermişoğlu, Ergun & Akcelik, Yasin & Oduncu, Arif

  • 2013 Macroeconomic Forces and Stock Prices:Evidence from the Bangladesh Stock Market
    by Khan, Mashrur Mustaque & Yousuf, Ahmed Sadek

  • 2013 Monetary exchange rate model as a long-run phenomenon: evidence from Nigeria
    by Adawo, Monday A. & Effiong, Ekpeno L.

  • 2013 Are Forecast Updates Progressive?
    by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael

  • 2013 Un modelo GARCH con asimetria condicional autorregresiva para modelar series de tiempo: Una aplicacion para los rendimientos del Indice de Precios y Cotizaciones de la BMV
    by Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio

  • 2013 The seasonal KPSS test when neglecting seasonal dummies: a Monte Carlo analysis
    by El Montasser, Ghassen & Boufateh, Talel & Issaoui, Fakhri

  • 2013 Continuous invertibility and stable QML estimation of the EGARCH(1,1) model
    by Wintenberger, Olivier

  • 2013 The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks
    by Karavias, Yiannis & Tzavalis, Elias

  • 2013 Financial Time Series Forecasting by Developing a Hybrid Intelligent System
    by Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan

  • 2013 Does final demand for energy in Portugal exhibit long memory?
    by Belbute, José

  • 2013 Modelling Volatility Size Effects for Firm Performance: The Impact of Chinese Tourists to Taiwan
    by Chang, Chia-Lin & Hsu, Hui-Kuang

  • 2013 Financial Time Series Forecasting by Developing a Hybrid Intelligent System
    by Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan

  • 2013 Long Memory Analysis: An Empirical Investigation
    by Nazarian, Rafik & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan

  • 2013 Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe
    by Khan, Muhammad & Kebewar, mazen & Nenovsky, Nikolay

  • 2013 The Exponential Model for the Spectrum of a Time Series: Extensions and Applications
    by Proietti, Tommaso & Luati, Alessandra

  • 2013 Fiscal Austerity, Unemployment and Suicide Rates in Greece
    by Antonakakis, Nikolaos

  • 2013 Inference in non stationary asymmetric garch models
    by Francq, Christian & Zakoian, Jean-Michel

  • 2013 Terrorism and the macroeconomy: Evidence from Pakistan
    by Mehmood, Sultan

  • 2013 Forecasting the optimal order quantity in the newsvendor model under a correlated demand
    by Halkos, George & Kevork, Ilias

  • 2013 Provazanost trhu potravin, biopaliv a fosilnich paliv
    by Chrz, Stepan & Hruby, Zdenek & Janda, Karel & Kristoufek, Ladislav

  • 2013 Determinants of Foreign Institutional Investment in India: An Empirical Analysis
    by P., Srinivasan & M., Kalaivani

  • 2013 Short-Term Forecasting of Inflation in Bangladesh with Seasonal ARIMA Processes
    by Akhter, Tahsina

  • 2013 A Total Factor Productivity-Capital Accumulation Hypothesis of India’s Growth Transitions
    by Kevin S. Nell

  • 2013 Age Dependency and Labor Productivity Divergence
    by Misbah Tanveer Choudhry

  • 2013 Trend-cycle decomposition for Peruvian GDP: Application of an alternative method
    by Ángel Guillén & Gabriel Rodríguez

  • 2013 Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate?
    by Dionisio Ramirez & Gabriel Rodríguez

  • 2013 Monetary Policy Indeterminacy and Identification Failures in the US: Results from a Robust Test
    by Efrem Castelnuovo & Luca Fanelli

  • 2013 A wavelet approach to multiple cointegration testing
    by Javier Fernandez-Macho

  • 2013 Step-indicator Saturation
    by David Hendry & Jurgen A. Doornik & Felix Pretis

  • 2013 A Test for the Null of Multiple Cointegrating Vectors
    by Javier Fernandez-Macho

  • 2013 Semi-automatic Non-linear Model selection
    by Jennifer Castle & David Hendry

  • 2013 Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes
    by Kevin Sheppard & Lily Liu & Andrew J. Patton

  • 2013 On Real Interest Rate Persistence: The Role of Breaks
    by Alfred A. Haug

  • 2013 What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks
    by Özer Karagedikli & Ryan, Michael & Daan Steenkamp & Tugrul Vehbi

  • 2013 On the persistence and volatility in European, American and Asian stocks bull and bear markets
    by Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya

  • 2013 Persistence, long memory and seasonality in Kenyan tourism series
    by Luis Alberiko Gil-Alaña & Fernando Pérez de Gracia & Robert Mudida

  • 2013 Unpredictability in Economic Analysis, Econometric Modeling and Forecasting
    by David F. Hendry & Grayham E. Mizon

  • 2013 Detailed description of X-12-ARIMA seasonal adjustment of Serbian industrial production series
    by Mirko Djukic

  • 2013 Indo-Nepal Trade Relation: The Phenomenon of Black Hole Effect
    by Mahesh K. Chaulagai Ph.D.

  • 2013 Oil Shocks and the Euro as an Optimum Currency Area
    by Luís Francisco Aguiar-Conraria & Teresa Maria Rodrigues & Maria Joana Soares

  • 2013 Effective demand, exogenous normal utilization and endogenous capacity in the long run. Evidence from a CVAR analysis for the US
    by Christian Schoder

  • 2013 Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
    by Serena Ng & Jonathan H. Wright

  • 2013 Post-recession US Employment through the Lens of a Non-linear Okun's law
    by Menzie D. Chinn & Laurent Ferrara & Valérie Mignon

  • 2013 The VIX, the Variance Premium and Stock Market Volatility
    by Geert Bekaert & Marie Hoerova

  • 2013 Measuring Uncertainty about Long-Run Prediction
    by Ulrich Mueller & Mark W. Watson

  • 2013 Turning point chronology for the Euro-Zone: A Distance Plot Approach
    by Peter Martey Addo & Monica Billio & Dominique Guegan

  • 2013 Understanding Exchange Rates Dynamics
    by Peter Martey Addo & Monica Billio & Dominique Guegan

  • 2013 Inflation Persistence in Central and Eastern European Countries
    by Zsolt Darvas & Balázs Varga

  • 2013 Does European Monetary Union make inflation dynamics more uniform?
    by Stefano IACUS & Giuseppe PORRO

  • 2013 Biofuels and Food Prices: Searching for the Causal Link
    by Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA

  • 2013 Food versus Fuel: Causality and Predictability in Distribution
    by Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA

  • 2013 Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns
    by Claudio Morana

  • 2013 Food versus Fuel: Causality and Predictability in Distribution
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera

  • 2013 Biofuels and Food Prices: Searching for the Causal Link
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera

  • 2013 Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure
    by Claudio Morana

  • 2013 Oil price dynamics, macro-finance interactions and the role of financial speculation
    by Claudio Morana

  • 2013 Determinants of US Financial fragility conditions
    by Fabio C. Bagliano & Claudio Morana

  • 2013 The Peer Performance of Hedge Funds
    by David Ardia & Kris Boudt

  • 2013 Cross-Sectional Distribution of GARCH Coefficients across S&P 500 Constituents: Time-Variation over the Period 2000-2012
    by David Ardia & Lennart F. Hoogerheide

  • 2013 Worldwide equity Risk Prediction
    by David Ardia & Lennart F. Hoogerheide

  • 2013 Unraveling the Relationship between Presidential Approval and the Economy - A Multi-Dimensional Semi-Parametric Approach
    by Michael Berlemann & Soeren Enkelmann & Torben Kuhlenkasper

  • 2013 Der Klein(st)staat Liechtenstein und seine grossen Nachbarländer: Eine wachstums- und konjunkturanalytische Gegenüberstellung
    by Andreas Brunhart

  • 2013 Bioenergy and Global Land Use Change
    by Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova

  • 2013 Modeling the Housing Market in OECD Countries
    by Philip Arestis & Ana Rosa Gonzalez

  • 2013 Endogenous Bank Credit and Its Link to Housing in OECD Countries
    by Philip Arestis & Ana Rosa Gonzalez

  • 2013 Measuring Currency Pressures: The Cases of the Japanese Yen, the Chinese Yuan, and the U.K. Pound
    by Stephen Hall & Amangeldi Kenjegaliev & P.A.V.B. Swamy & George S. Tavlas

  • 2013 Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
    by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer

  • 2013 A fast fractional difference algorithm
    by Andreas Noack Jensen & Morten Ørregaard Nielsen

  • 2013 Using Newspapers for Tracking the Business Cycle: A comparative study for Germany and Switzerland
    by David Iselin & Boriss Siliverstovs

  • 2013 Forecasting GDP Growth Using Mixed-Frequency Models With Switching Regimes
    by Fady Barsoum & Sandra Stankiewicz

  • 2013 Estimation and Inference under Weak Identi cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function
    by Jui-Chung Yang & Ke-Li Xu

  • 2013 The relationship between debt level and fiscal sustainability in OECD countries
    by Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit

  • 2013 Structural Change in MENA Remittance Flows
    by Naufal, George S & Genc, Ismail H.

  • 2013 An Empirical Analysis of Inflation-Growth Nexus in Developing Countries: The Case of Sri Lanka
    by Nawalage S. Cooray

  • 2013 Fiscal regimes in the EU
    by António Afonso & Priscilla Toffano

  • 2013 On the time-varying relationship between EMU sovereign spreads and their determinants
    by António Afonso, & Michael G. Arghyrou, & George Bagdatoglou, & Alexandros Kontonikas

  • 2013 Semi Parametric Estimation Of Risk-Return Relationships
    by Juan Carlos Escanciano & Juan Carlos Pardo-Fernández & Ingrid Van Keilegom

  • 2013 What Drives Fiscal Multipliers? The Role of Private Wealth and Debt
    by Sebastian Gechert & Rafael Mentges

  • 2013 Non-parametric transformation regression with non-stationary data
    by Oliver Linton & Qiying Wang

  • 2013 Family Socio-Economic Status, Childhood Life-Events and the Dynamics of Depression from Adolescence to Early Adulthood
    by Paul Contoyannis & Jinhu Li

  • 2013 Constructing a new leading indicator for unemployment from a survey among German employment agencies
    by Hutter, Christian & Weber, Enzo

  • 2013 Testing the Preferred-Habitat Theory: The Role ofTime-Varying Risk Aversion
    by Till Strohsal & & &

  • 2013 Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models
    by Shulin Zhang, & Ostap Okhrin, & Qian M. Zhou & Peter X.-K. Song

  • 2013 Sharp deviation bounds for quadratic forms
    by Vladimir Spokoiny & Mayya Zhilova & &

  • 2013 Robust Estimation and Inference for Threshold Models with Integrated Regressors
    by Haiqiang Chen & & &

  • 2013 Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines
    by Haiqiang Chen & Ying Fang & Yingxing Li &

  • 2013 State Price Densities implied from weather derivatives
    by Wolfgang Karl Härdle & Brenda López-Cabrera & Huei-Wen Teng &

  • 2013 Modelling for the Wavelet Coefficients of ARFIMA Processes
    by Kei Nanamiya

  • 2013 Pricing Nikkei 225 Options Using Realized Volatility
    by Masato Ubukata & Toshiaki Watanabe

  • 2013 Political Aversion To a Multilateral Fiscal Rule: The Dynamic Commitment Problem in European Fiscal Governance
    by Matthias Bauer

  • 2013 Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed
    by Hadri, Kaddour & Kurozumi, Eiji & Rao, Yao

  • 2013 Intellectual Capital Investments: Evidence from Panel Var Analysis
    by Iuliia Naidenova & Petr Parshakov

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  • 2013 Local Structural Trend Break in Stationarity Testing
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  • 2013 Minimum distance estimation of possibly non-invertible moving average models
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  • 2013 Food versus Fuel: Causality and Predictability in Distribution
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  • 2013 Biofuels and Food Prices: Searching for the Causal Link
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  • 2013 Non-linear price transmission between biofuels, fuels and food commodities
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  • 2013 Exchange Rate Volatility and the Foreign Trade in CEEC
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  • 2013 The Impact of Military Spending and Income Inequality on Economic Growth in Turkey, 1963-2008
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  • 2013 Procura final de energia em Portugal: Existe evidência sobre a presença de memória longa?
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  • 2013 The History of an Inferior Good: Beer Consumption in Germany
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  • 2013 Estimation of flexible fuzzy GARCH models for conditional density estimation
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  • 2013 The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
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  • 2013 Are we in a bubble? A simple time-series-based diagnostic
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  • 2013 Política Monetaria Estadounidense y Tipo De Cambio Real en México, 1996-2012
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  • 2013 Greece in recession: economic predictions, mispredictions and policy implications
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  • 2013 Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence
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  • 2013 What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks
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  • 2013 Time-Frequency Dynamics of Biofuels-Fuels-Food System
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  • 2013 The trade balance in euro countries: a natural case study of periodic integration with a changing mean
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  • 2013 An analysis of the trade balance for OECD countries using periodic integration and cointegration
    by Tomas del Barrio Castro & Mariam Camarero & Cecilio Tamarit

  • 2013 From complements to substitutes: Structural breaks in the elasticity of substitution between paid-employment and self-employment in the US
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  • 2013 Is the eco-efficiency in greenhouse gas emissions converging among European Union countries?
    by Mariam Camarero & Juana Castillo Giménez & Andrés J. Picazo-Tadeo & Cecilio Tamarit

  • 2013 The present value model of U.S. stock prices revisited: long-run evidence with structural breaks, 1871-2010
    by Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats

  • 2013 Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach
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  • 2013 Economic Infrastructure, Private Capital Formation, and FDI Inflows to Hungary: A Unit Root and Cointegration Analysis with Structural Breaks
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  • 2013 Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model
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  • 2013 The Causal Relationship between Trade and FDI : Implication for India and East Asian Countries
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  • 2013 ARCH and structural breaks in United States inflation
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  • 2013 Daily House Price Indexes: Construction, Modeling, and Longer-Run Predictions
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  • 2013 Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data
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  • 2013 Post-recession US employment through the lens of a non-linear Okun’s law
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  • 2013 Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries
    by Anna Creti & Zied Ftiti & Khaled Guesmi

  • 2013 Nonlinearity of the inflation-output trade-off and time-varying price rigidity
    by Antonia López-Villavicencio & Valérie Mignon

  • 2013 Testing Unemployment Theories: A Multivariate Long Memory Approach
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  • 2013 The Transmission of Oil and Food Prices to Consumer Prices: Evidence for the MENA Countries
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  • 2013 Bank Lending Procyclicality and Credit Quality during Financial Crises
    by Guglielmo Maria Caporale & Stefano Di Colli & Juan Sergio Lopez

  • 2013 Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2013 The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model
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  • 2013 Noncausality and Inflation Persistence
    by Markku Lanne

  • 2013 A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation
    by Markku Lanne & Jani Luoto

  • 2013 Forecasting the Risk of Speculative Assets by Means of Copula Distributions
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  • 2013 Long Memory in the Ukrainian Stock Market
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2013 Okun's Law across the Business Cycle and during the Great Recession: A Markov Switching Analysis
    by Rui M. Pereira

  • 2013 Final energy demand in Portugal: How persistent it is and why it matters for environmental policy
    by Alfredo Marvão Pereira & José Manuel Belbute

  • 2013 New Goodness-of-fit Diagnostics for Conditional Discrete Response Models
    by Igor Kheifets & Carlos Velasco

  • 2013 Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions
    by Offer Lieberman & Peter C.B. Phillips

  • 2013 Testing for Multiple Bubbles: Limit Theory of Real Time Detectors
    by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu

  • 2013 Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500
    by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu

  • 2013 Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector
    by Wiper, Michael P. & Veiga, Helena & Galán, Jorge E.

  • 2013 Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns
    by Sucarrat, Genaro & Escribano, Álvaro

  • 2013 Co-summability from linear to non-linear cointegration
    by Gonzalo, Jesús & Berenguer Rico, Vanessa

  • 2013 Managerial capacity in the innovation process and firm profitability
    by Giovanni Cerulli & Bianca Potì

  • 2013 Temporal disaggregation of stock variables - The Chow-Lin method extended to dynamic models
    by A. POISSONNIER

  • 2013 Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models
    by Dong Li & Shiqing Ling & Jean-Michel Zakoian

  • 2013 Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?
    by Frédérique Bec & Matteo Mogliani

  • 2013 Residual-based Rank Specification Tests for AR-GARCH type models
    by Andreou, Elena & Werker, Bas J M

  • 2013 Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?
    by Gürkaynak, Refet S. & Kisacikoglu, Burçin & Rossi, Barbara

  • 2013 Nonparametric Predictive Regression
    by Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B.

  • 2013 Forecasting Stock Returns under Economic Constraints
    by Pettenuzzo, Davide & Timmermann, Allan G & Valkanov, Rossen

  • 2013 Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
    by Marcellino, Massimiliano & Porqueddu, Mario & Venditti, Fabrizio

  • 2013 Macroeconomic forecasting during the Great Recession: The return of non-linearity?
    by Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo

  • 2013 Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility
    by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

  • 2013 La paradoja Feldstein – Horioka: Evidencia para Colombia (1925 – 2011)
    by Óscar Penagos Gómez & Héctor Rojas Serrano & Jacobo Campo Robledo

  • 2013 Implementación del Modelo LWR en MATLAB para la movilidad en Bogotá
    by Juan David Páez & Francisco González

  • 2013 Testing for multiple bubbles with daily data
    by Uribe Gil, Jorge Mario

  • 2013 Aproximación al fenómeno de histéresis en el mercado laboral para siete áreas metropolitanas en Colombia
    by Zambrano Jurado, Juan Carlos

  • 2013 Estimación del producto potencial en Colombia:
    by Jurany Beccie RAMÍREZ GALLEGO

  • 2013 Forecasting annual inflation with power transformations: the case of inflation targeting countries
    by Héctor Manuel Záarte Solano & Angélica Rengifo Gómez

  • 2013 Modeling Multivariate Data Revisions
    by Jan P. A. M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm

  • 2013 Trend-Cycle Decomposition: Implications from an Exact Structural Identification
    by Mardi Dungey & Jan P. A. M. Jacobs & Jing Jian & Simon van Norden

  • 2013 Post-Recession US Employment through the Lens of a Non-Linear Okun's Law
    by Menzie Chinn & Laurent Ferrara & Valérie Mignon

  • 2013 Nonlinearity of the inflation-output trade-off and time-varying price rigidity
    by Antonia López-Villavicencio & Valérie Mignon

  • 2013 Output volatility in the OECD: Are the member states becoming less vulnerable to exogenous shocks?
    by Jorge Andraz & Nélia Norte

  • 2013 On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles
    by Tomás del Barrio Castro & Paulo M.M. Rodrigues & A.M. Robert Taylor

  • 2013 Explosive Target Balances
    by Niklas Potrafke & Markus Reischmann

  • 2013 Renewed Momentum in the German Housing Market: Boom or Bubble?
    by Xi Chen & Michael Funke

  • 2013 Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2013 Economic Growth in Africa: Comparing Recent Improvements with the "lost 1980s and early 1990s" and Estimating New Growth Trends
    by Willi Leibfritz & Gebhard Flaig

  • 2013 Effects of the Endogenous Scope of Preferentialism on International Goods Trade
    by Peter Egger & Georg Wamser

  • 2013 Is the Italian Public Debt Really Unsustainable? An Historical Comparison (1861-2010)
    by Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano

  • 2013 Non-linear Price Transmission between Biofuels, Fuels and Food Commodities
    by Ladislav Kristoufek & Karel Janda & David Zilberman

  • 2013 The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
    by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer

  • 2013 Has the Basel Accord Improved Risk Management During the Global Financial Crisis
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2013 Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
    by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer

  • 2013 Two EGARCH models and one fat tail
    by M. Caivano & A. Harvey

  • 2013 Time series models with an EGB2 conditional distribution
    by M. Caivano & A. Harvey

  • 2013 Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data
    by Ito, Ryoko

  • 2013 An examination of tourist arrivals dynamics using short-term time series data: a space-time cluster approach
    by Dogan Gursoy & Anna Maria Parroco & Raffaele Scuderi

  • 2013 To Predict the Equity Market, Consult Economic Theory
    by Davide Pettenuzzo

  • 2013 Forecasting Stock Returns under Economic Constraints
    by Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov

  • 2013 A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models
    by Seong Yeon Chang & Pierre Perron

  • 2013 Employment Reallocation and Unemployment Revisited: A Quantile Regression Approach
    by T. Panagiotidis & G. Pelloni

  • 2013 The asymmetric effect of income on import demand in Greece
    by Ioanna C. Bardakas

  • 2013 Efficiency and stock returns : evidence from the insurance industry
    by Gaganis, Chrysovalantis & Hasan, Iftekhar & Pasiouras, Fotios

  • 2013 How have inflation dynamics changed over time? : Evidence from the euro area and USA
    by Oinonen, Sami & Paloviita, Maritta & Vilmi, Lauri

  • 2013 Money demand models for Russia : A sectoral approach
    by Krupkina, Anna & Ponomarenko, Alexey

  • 2013 Structural features and interest-rate dynamics of Russia's interbank lending market
    by Egorov, Alexey & Kovalenko, Olga

  • 2013 Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set
    by Barbara Rossi & Tatevik Sehkposyan

  • 2013 Conditional Predictive Density Evaluation in the Presence of Instabilities
    by Barbara Rossi & Tatevik Sehkposyan

  • 2013 Online Appendix to "Priors about Observables in Vector Autoregressions"
    by Marek Jarocinski & Albert Marcet

  • 2013 Priors about Observables in Vector Autoregressions
    by Marek Jarocinski & Albert Marcet

  • 2013 Fiscal Sustainability and the Value of Money: Lessons from the British Paper Pound, 1797-1821
    by Antipa, P.

  • 2013 Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?
    by Bec, F. & Mogliani, M.

  • 2013 An Analysis of the Process of Disinflationary Structural Change: The Case of Mexico
    by Daniel Vaughan

  • 2013 The Italian financial cycle: 1861-2011
    by Riccardo De Bonis & Andrea Silvestrini

  • 2013 Tracking world trade and GDP in real time
    by Roberto Golinelli & Giuseppe Parigi

  • 2013 Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
    by Massimiliano Marcellino & Mario Porqueddu & Fabrizio Venditti

  • 2013 Meeting our D€STINY. A Disaggregated €uro area Short Term INdicator model to forecast GDP (Y) growth
    by Pablo Burriel & María Isabel García-Belmonte

  • 2013 Short-term forecasting for empirical economists. A survey of the recently proposed algorithms
    by Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela

  • 2013 Food versus Fuel: Causality and Predictability in Distribution
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera

  • 2013 Biofuels and Food Prices: Searching for the Causal Link
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera

  • 2013 Which Parametric Model for Conditional Skewness?
    by Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tedongap

  • 2013 Why Do Emerging Markets Liberalize Capital Outflow Controls? Fiscal versus Net Capital Flow Concerns
    by Joshua Aizenman & Gurnain Pasricha

  • 2013 Money Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions
    by Nathan Porter & TengTeng Xu

  • 2013 Short-Run Forecasting of Argentine GDP Growth
    by Marcos Dal Bianco & Jaime Martinez-Martín & Maximo Camacho

  • 2013 On the Predictive Power of Yield Spread for Future Growth and Recession: The Turkish Case
    by Huseyin Kaya

  • 2013 The Impact of Monetary Policy Surprises on Australian Financial Futures Markets
    by Xinsheng Lu & Ying Zhou & Mingting Kou

  • 2013 Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices
    by Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis

  • 2013 Priors about Observables in Vector Autoregressions
    by Marek Jarocinski & Albert Marcet

  • 2013 Evaluation of Talent in a Changing World: The Case of Major League Baseball
    by Peter A. Groothuis & Kurt W. Rotthoff & Mark C. Strazicich

  • 2013 Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems
    by Marcel Aloy & Gilles de Truchis

  • 2013 Futures Trading and the Excess Comovement of Commodity Prices
    by Yannick Le Pen & Benoît Sévi

  • 2013 On the relationship between exchange rates and external imbalances: East and Southeast Asia
    by Juan Carlos Cuestas & Paulo José Regis

  • 2013 The present value model of U.S. stock prices revisited: long-run evidence with structural breaks, 1871-2010
    by Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats

  • 2013 A non-linear approach with long range dependence based on Chebyshev polynomials
    by Juan Carlos Cuestas & Luis A. Gil-Alana

  • 2013 A Nonparametric Study of Real Exchange Rate Persistence over a Century
    by Hyeongwoo Kim & Deockhyun Ryu

  • 2013 Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach
    by Hyeongwoo Kim & Deockhyun Ryu

  • 2013 Polynomial Regressions and Nonsense Inference
    by Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero

  • 2013 A unified framework for testing in the linear regression model under unknown order of fractional integration
    by Bent Jesper Christensen & Robinson Kruse & Philipp Sibbertsen

  • 2013 The Exponential Model for the Spectrum of a Time Series: Extensions and Applications
    by Tommaso Proietti & Alessandra Luati

  • 2013 Generalizing smooth transition autoregressions
    by Emilio Zanetti Chini

  • 2013 Risk-Return Trade-Off for European Stock Markets
    by Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva

  • 2013 Bootstrapping realized volatility and realized beta under a local Gaussianity assumption
    by Ulrich Hounyo

  • 2013 Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
    by Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim

  • 2013 Bootstrapping pre-averaged realized volatility under market microstructure noise
    by Ulrich Hounyo & Sílvia Goncalves & Nour Meddahi

  • 2013 Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox
    by Nima Nonejad

  • 2013 Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach
    by Nima Nonejad

  • 2013 Time-Consistency Problem and the Behavior of US Inflation from 1970 to 2008
    by Nima Nonejad

  • 2013 A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory
    by Nima Nonejad

  • 2013 Estimating Stochastic Volatility Models using Prediction-based Estimating Functions
    by Asger Lunde & Anne Floor Brix

  • 2013 Forecasting US Recessions: The Role of Sentiments
    by Charlotte Christiansen & Jonas Nygaard Eriksen & Stig V. Møller

  • 2013 Changes in persistence, spurious regressions and the Fisher hypothesis
    by Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega

  • 2013 Bias-corrected estimation in potentially mildly explosive autoregressive models
    by Hendrik Kaufmannz & Robinson Kruse

  • 2013 Asymptotic analysis of the Forward Search
    by Søren Johansen & Bent Nielsen

  • 2013 Dinámica inflacionaria, persistencia y formación de precios y salarios
    by

  • 2013 Business Fluctuations, Job Flows and Trade Unions - Dynamics in the Economy
    by Beate Schirwitz

  • 2013 The Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts
    by Umut Halaç & Fatma Dilvin Taşkın & Efe Çağlar Çağlı

  • 2013 Which Global Stock Indices Trigger Stronger Contagion Risk in the Vietnamese Stock Market? Evidence Using a Bivariate Analysis
    by Kuan-Min Wang & Hung-Cheng Lai

  • 2013 Wagner’s Law versus Keynesian Hypothesis: Evidence from pre-WWII Greece
    by Antoniou Antonis & Katrakilidis Constantinos & Tsaliki Persefoni

  • 2013 The Purchasing Power Parity in Emerging Europe: Empirical Results Based on Two-Break Analysis
    by Zorica Mladenović & Kosta Josifidis & Slađana Srdić

  • 2013 Inflation and relative price variability in Venezuela
    by José Contreras & Nora Guarata

  • 2013 Specifying The Effective Determinants Of House Price Volatilities In Iran
    by Murteza Sanjarani Pour & Parviz Nasir Khani & Gholamreza Zamanian & Kamran Barghandan

  • 2013 Commodity Prices, Convenience Yields, and Inflation
    by Nikolay Gospodinov & Serena Ng

  • 2013 Stock Return Co-movement and Systemic Risk in the Turkish Banking System
    by Mahir Binici & Bulent Koksal & Cuneyt Orman

  • 2013 End-Point Bias in Trend-Cycle Decompositions : An Application to the Real Exchange Rates of Turkey
    by Mehmet Fatih Ekinci & Gazi Kabas & Enes Sunel

  • 2013 Public Debt Stock Sustainability in Selected OECD Countries
    by Ata Ozkaya

  • 2013 A Real Economic Activity Indicator for Turkey
    by S. Boragan Aruoba & Cagri Sarikaya

  • 2013 An Early Warning System For Inflation In The Philippines Using Markov-Switching And Logistic Regression Models
    by Christopher John F. CRUZ & Claire Dennis S. MAPA

  • 2013 Weather Effects On Returns And Volatility: Evidence From Morocco
    by Mohammed MRAOUA & Rachid ELLAIA & Abdelkhalak EL HAMI

  • 2013 An Early Warning System For Inflation In The Philippines Using Markov-Switching And Logistic Regression Models
    by Christopher John F. CRUZ & Claire Dennis S. MAPA

  • 2013 Econometric Analysis of the Modified Phillips Curve in Finland 1988–2009
    by Teodor Sedlarski & Angel Eremiev

  • 2013 Determinants Of Foreign Institutional Investment In India: An Empirical Analysis
    by SRINIVASAN P. & KALAIVANI M.

  • 2013 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

  • 2013 The Validity of the Halloween Effect in the Istanbul Stock Exchange
    by Veli Yilanci

  • 2013 Do Imports and Foreign Capital Inflows Lead Economic Growth? Cointegration and Causality Analysis in Pakistan
    by Mohammad Mafizur Rahman & Muhammad Shahbaz

  • 2013 Output Relationships in South Asia: Are Bangladesh and India Different from Neighbours?
    by Biru Paksha Paul

  • 2013 ASEAN–India Free Trade Agreement (FTA) and its Impact on India
    by Rajan Sudesh Ratna & Murali Kallummal

  • 2013 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)

  • 2013 The Features of the Chronological Series of Statistical Indices
    by Constantin ANGHELACHE & Vergil VOINEAGU & Mihai GHEORGHE & Cristina SACALA & Ionut NEGOITA & Alexandru URSACHE

  • 2013 Using Time Series in the Analysis of the Gross Domestic Product
    by Catalin DEATCU & Zoica NICOLA

  • 2013 General Aspects Regarding the Classical Hypotheses in Multiple Regression
    by Constantin ANGHELACHE & Gabriela Victoria ANGHELACHE & Daniel DUMITRESCU & Cristi DUMITRESCU & Adina Mihaela DINU

  • 2013 The Linear and Non-displaced Estimator in Multiple Regression
    by Constantin ANGHELACHE & Vergil VOINEAGU & Alexandru MANOLE & Diana Valentina SOARE & Ligia PRODAN

  • 2013 Multiple Regression Used in Macro-economic Analysis
    by Constantin ANGHELACHE & Mario G.R. PAGLIACCI & Elena BUGUDUI & Ligia PRODAN & Bogdan DRAGOMIR

  • 2013 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

  • 2013 Rational Bubbles Exist in the G-7 Stock Markets? Threshold Cointegration Approach
    by Li-Hung Wu

  • 2013 Board Ownership and Firm Value in Taiwan - A Panel Smooth Transition Regression Model
    by Feng-Li Lin

  • 2013 A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability
    by Pincheira, Pablo

  • 2013 Inflation Persistence in Nine Latin American Countries: Panel SURKSS Test with a Fourier Function
    by Yanli LI, Hongfeng PENG & Hongfeng PENG

  • 2013 The IPO Cycles in China's A-share IPO Market: Detection Based on a Three Regimes Markov Switching Model
    by Zhiqiang HU & Yizhu WANG

  • 2013 Does Wealth or Credit Effect Exist in China?
    by Chih-Wei SU & Hsu-Ling CHANG & Chun JIANG

  • 2013 New Keynesian Phillips Curve for Romania
    by Saman, Corina & Pauna, Bianca

  • 2013 Does Venture Capital Spur Economic Growth? Evidence from Israel
    by Zhang, Biao & Zhang, Dongxiang & Wang, Juan & Huang, Xiashuai

  • 2013 Foreign Direct Investment based on Country Risk and other Macroconomic Factors. Econometric Models for Romanian Economy
    by Savoiu, Gheorghe & Dinu, Vasile & Ciuca, Suzana

  • 2013 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

  • 2013 The Analysis of Relationship between the Rate of Stock Return and Interest Rate with Nonlinear Methods: The Case of Turkey
    by Ekrem Akbas, Yusuf

  • 2013 Estimation Fractional Integration Parameter and an Application to Major Turkish Financial Time Series
    by Pekkaya, Mehmet

  • 2013 Tax-Spend or Spend-Tax: An Ampirical Survey on Turkey
    by Akca, Hasim & Bilgin, Cevat

  • 2013 Stochastic properties of the consumption-income ratios in central and eastern European countries
    by Giray Gozgor

  • 2013 Instrumental Effects of Fiscal Policy for Pakistan Economy
    by Ghulam Rasool Madni

  • 2013 Internal and External Determinants of Economic Growth: A closer look at Pakistan’s Economy
    by Muhammad Jamil & Rao Muhammad Atif & Khalid Zaman

  • 2013 Oil Price Fluctuations and Output performance in Nigeria : a Var Approach
    by Ismail O. Fasanya & Adegbemi B.O Onakoya

  • 2013 What Causes What? Panel Cointegration Approach on Investment in Telecommunication and Economic Growth: Case of Asian Countries
    by Bilal Mehmood & Wasif Siddiqui

  • 2013 Grado de inversión y flujos de inversión directa extranjera a economías emergentes
    by Sánchez, Elmer

  • 2013 Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach
    by Fousseini Traoré

  • 2013 Macroeconomic News Effects on the Stock Markets in Intraday Data
    by Barbara Będowska-Sójka

  • 2013 Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology
    by Ewa Ratuszny

  • 2013 The Economic Balance of the Czech Republic and Slovakia During the Economic Crisis
    by Ilya Bolotov & Radek Čajka & Kateřina Gajdušková

  • 2013 Can we Improve Understanding of the Financial Market Dependencies in the Crisis by their Decomposition?
    by Jozef Barunik

  • 2013 Capital Inflows, Inflation, and the Exchange Rate Volatility- An Investigation for Linear and Nonlinear Causal Linkages
    by Abdul Rashid & Fazal Husain

  • 2013 Forecasting economic crisis using gradient measurement of development and log-logistic function
    by Rafal Siedlecki & Daniel Papla

  • 2013 An inquisition into bivariate threshold effects in the inflation-growth correlation: Evaluating South Africa’s macroeconomic objectives
    by Andrew Phiri

  • 2013 Understanding the functional central limit theorems with some applications to unit root testing with structural change
    by Juan Carlos Aquino & Gabriel Rodríguez

  • 2013 Application of Autoregressive Models for Forecasting Marine Insurance Market
    by Burcã Ana-Maria & Bãtrînca Ghiorghe

  • 2013 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

  • 2013 Do business tendency surveys help in forecasting employment?: A real-time evidence for Switzerland
    by Boriss Siliverstovs

  • 2013 Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms
    by Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar

  • 2013 What inflation developments reveal about the Phillips curve: implications for monetary policy
    by A. Stevens

  • 2013 What inflation developments reveal about the Phillips curve: implications for monetary policy
    by A. Stevens

  • 2013 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

  • 2013 La situación del empleo en turismo rural en España/The Employment Situation in Rural Tourism in Spain
    by ARIAS MARTÍN, PEDRO

  • 2013 Forward-Looking and Backward-Looking Taylor Rules: Evidence from Pakistan
    by Nadia Tahir

  • 2013 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

  • 2013 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

  • 2013 A test for the existence of a fractional root in a non-stationary time series
    by Diego Lemus & Elkin Castaño

  • 2013 Mit Zeitungen Konjunkturprognosen erstellen: Eine Vergleichsstudie für die Schweiz und Deutschland
    by David Iselin & Boriss Siliverstovs

  • 2013 The Use of Simple Regression in Macroeconomic Analysis
    by Constantin Anghelache & Ligia Prodan

  • 2013 Determinants of economic growth in Ghana: parametric and nonparametric investigations
    by George Adu

  • 2013 Do fiscal incentives promote investment?: empirical evidence from Nigeria
    by Babajide Fowowe

  • 2013 Regime-dependent monetary policy convergence: the case of southern African development community (SADC)
    by Emmanuel Anoruo & Yusuf Ahmad

  • 2013 Government expenditure and economic growth: the ethiopian experience, 1950–2007
    by Kojo Menyah & Yemane Wolde-Rufael

  • 2013 Secilmis Ulkelere Gore Turkiye’nin Turizm Talebi
    by Mahmut Zortuk & Seyhat Bayrak

  • 2013 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

  • 2013 How informative are in-sample information criteria to forecasting? The case of Chilean GDP
    by Carlos A. Medel

  • 2013 A Review of Artificial Neural Networks: How Well Do They Perform in Forecasting Time Series?
    by Elsy Gómez-Ramos & Francisco Venegas-Martínez

  • 2013 Conditional Predictive Ability of Exchange Rates in Long Run Regressions
    by Pablo Pincheira

  • 2013 Financial Development, Domestic Savings and Poverty Reduction in Pakistan: Using Cointegration and Granger Causality Analysis
    by Muhammad Shahbaz & Talat Afza & Muhammad Shahbaz Shabbir

  • 2013 Devaluation and Income Inequality Nexus: Evidence from Pakistan
    by Muhammad Shahbaz & Faridul Islam & Muhammad Sabihuddin Butt

  • 2013 Demand for Indonesia, Singapore and Thailand Tourist to Malaysia:Seasonal Unit Root and Multivariate Analysis
    by Nanthakumar Loganathan & Ang Shy Han & Mori Kogid

  • 2013 Energy Crisis and Performance of Industry of Pakistan: An Empirical Study
    by Muhammad Ibrahim Abdullah & Liu Wei & Waseem Anwar & Umair Saeed Bhutta

  • 2013 Portuguese Carbon Dioxide Emissions and Economic Growth: A Time Series Analysis
    by Muhammad Shahbaz & Nuno Carlos Leitão

  • 2013 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

  • 2013 Financial Development and Economic Growth: Evidence from Ghana
    by Michael Adusei

  • 2013 Is Inflation Always and Everywhere a Monetary Phenomenon? The Case of Nigeria
    by Salami Doyin & Kelikume Ikechukwu

  • 2013 The Effects of Oil Price Shocks on real GDP in Iran
    by Mohammad Taghi Khosravi Larijani & Abbas Rezazadeh Karsalari & Mehdi Aghaee

  • 2013 Estimation And Inference In Predictive Regressions
    by KUROZUMI, EIJI & AONO, KOHEI

  • 2013 Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques
    by Anders Bredahl Kock & Timo Teräsvirta

  • 2013 Contagion among Central and Eastern European Stock Markets during the Financial Crisis
    by Jozef BARUNÍK & Lukáš VÁCHA

  • 2013 Long-term Memory in Electricity Prices: Czech Market Evidence
    by Ladislav KRISTOUFEK & Petra LUNACKOVA

  • 2013 Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
    by Saša ŽIKOVIÆ & Randall K. FILER

  • 2013 Revisions to the Czech National Accounts: Properties and Predictability
    by Marek RUSNAK

  • 2013 Financial Development and Economic Growth: A Revised Empirical Study for Ireland
    by Antonios Adamopoulos

  • 2013 Forecasting Financial Indices: The Baltic Dry Indices
    by Eleftherios I. Thalassinos & Mike P. Hanias & Panayiotis G. Curtis & John E. Thalassinos

  • 2013 Oil Price Shocks and Macroeconomic Performance in Nigeria
    by Simeon Oludiran Akinleye & Stephen Ekpo

  • 2013 Capital Flows and Private Investment in Mexico
    by Carlos A. Ibarra

  • 2013 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

  • 2013 Paul Krugman Denies Having Concurred With an Administration Forecast: A Note
    by David O. Cushman

  • 2013 Long memory in return structures from developed markets
    by Bhattacharya, Mousumi & Bhattacharya, Sharad Nath

  • 2013 Turkiye’de Uzun Donem Genis Para (M2Y) Talebinin Tahmini: Zamanla Degisen Katsayilar Yonteminden Bulgular
    by Salih GENCER & Ibrahim ARISOY

  • 2013 Turk Lirasi Reel Kuru Denge Degerinde Mi?
    by Guzin BAYAR & Selman TOKPUNAR

  • 2013 Ihracat ve Ithalatin Ekonomik Buyume Uzerindeki Etkisi: Turkiye Ornegi
    by Taha Bahadir SARAC

  • 2013 Continuous Time Models Experimentation and Learning
    by Jane Nilsson

  • 2013 A study on the socio-economic determinants of suicide: Evidence from 13 European OECD countries
    by Okada, Keisuke & Samreth, Sovannroeun

  • 2013 The inflation–output nexus: Empirical evidence from India, South Africa, and Brazil
    by Narayan, Seema & Narayan, Paresh Kumar

  • 2013 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

  • 2013 GFC-robust risk management strategies under the Basel Accord
    by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio

  • 2013 Growth of aggregate corporate earnings and cash-flows: Persistence and determinants
    by Kryzanowski, Lawrence & Mohsni, Sana

  • 2013 The effect of biofuel policies on feedstock market: Empirical evidence for rapeseed oil prices in EU
    by Peri, Massimo & Baldi, Lucia

  • 2013 Spatial panel data estimation, counterfactual predictions, and local economic resilience among British towns in the Victorian era
    by Fingleton, Bernard & Palombi, Silvia

  • 2013 Risk and return in the Tehran stock exchange
    by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan

  • 2013 The effect of the Troubles on GDP in Northern Ireland
    by Dorsett, Richard

  • 2013 Can US economic variables predict the Chinese stock market?
    by Goh, Jeremy C. & Jiang, Fuwei & Tu, Jun & Wang, Yuchen

  • 2013 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

  • 2013 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

  • 2013 Currency hedging strategies using dynamic multivariate GARCH
    by Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel

  • 2013 Are forecast updates progressive?
    by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael

  • 2013 Not all estimators are born equal: The empirical properties of some estimators of long memory
    by Rea, William & Oxley, Les & Reale, Marco & Brown, Jennifer

  • 2013 Iron ore spot price volatility and change in forward pricing mechanism
    by Ma, Yiqun

  • 2013 Is Russia suffering from Dutch Disease? Cointegration with structural break
    by Dülger, Fikret & Lopcu, Kenan & Burgaç, Almıla & Ballı, Esra

  • 2013 Money demand stability: A case study of Nigeria
    by Kumar, Saten & Webber, Don J. & Fargher, Scott

  • 2013 Macroeconomic consequences of terrorism in Pakistan
    by Malik, Zahra & Zaman, Khalid

  • 2013 Fiscal deficits under financial pressure and insolvency: Evidence for Italy, Greece and Spain
    by Trachanas, Emmanouil & Katrakilidis, Constantinos

  • 2013 Investment expenditure and capital accumulation in an inflationary environment: The case of Turkey
    by Günçavdi, Öner & Küçük, Ali Erhan

  • 2013 Electricity consumption-economic growth Nexus: An aggregated and disaggregated causality analysis in India and Pakistan
    by Abbas, Faisal & Choudhury, Nirmalya

  • 2013 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

  • 2013 Crime and the effectiveness of public order spending in Greece: Policy implications of some persistent findings
    by Kollias, Christos & Mylonidis, Nikolaos & Paleologou, Suzanna-Maria

  • 2013 Unemployment expectations, excessive pessimism, and news coverage
    by Garz, Marcel

  • 2013 Predicting output using the entire yield curve
    by Abdymomunov, Azamat

  • 2013 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.

  • 2013 Estimating United States Phillips curves with expectations consistent with the statistical process of inflation
    by Russell, Bill & Chowdhury, Rosen Azad

  • 2013 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.

  • 2013 Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market
    by Lovcha, Yuliya & Perez-Laborda, Alejandro

  • 2013 Exchange rate pass-through and inflation: A nonlinear time series analysis
    by Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi

  • 2013 The smallest firm effect: An international study
    by De Moor, Lieven & Sercu, Piet

  • 2013 The economics of options-implied inflation probability density functions
    by Kitsul, Yuriy & Wright, Jonathan H.

  • 2013 Do jumps contribute to the dynamics of the equity premium?
    by Maheu, John M. & McCurdy, Thomas H. & Zhao, Xiaofei

  • 2013 The leverage effect puzzle: Disentangling sources of bias at high frequency
    by Aït-Sahalia, Yacine & Fan, Jianqing & Li, Yingying

  • 2013 Risk and return: Long-run relations, fractional cointegration, and return predictability
    by Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George

  • 2013 The legal theory of finance: Implications for methodology and empirical research
    by Deakin, Simon

  • 2013 Does the forward premium puzzle disappear over the horizon?
    by Snaith, Stuart & Coakley, Jerry & Kellard, Neil

  • 2013 Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration
    by Gębka, Bartosz & Karoglou, Michail

  • 2013 Expectations of future income and real exchange rate movements
    by Hayat, Aziz & Ganiev, Bahodir & Tang, Xueli

  • 2013 Impact of macro-economic surprises on carry trade activity
    by Hutchison, Michael & Sushko, Vladyslav

  • 2013 Real exchange rate adjustment in European transition countries
    by Maican, Florin G. & Sweeney, Richard J.

  • 2013 The structure and degree of dependence: A quantile regression approach
    by Baur, Dirk G.

  • 2013 Oil price dynamics, macro-finance interactions and the role of financial speculation
    by Morana, Claudio

  • 2013 Do newspaper articles on card fraud affect debit card usage?
    by Kosse, Anneke

  • 2013 Global imbalances and the intertemporal external budget constraint: A multicointegration approach
    by Camarero, Mariam & Carrion-i-Silvestre, Josep Lluís & Tamarit, Cecilio

  • 2013 Nonlinear dynamics in discretionary accruals: An analysis of bank loan-loss provisions
    by Balboa, Marina & López-Espinosa, Germán & Rubia, Antonio

  • 2013 Forecasting EUR–USD implied volatility: The case of intraday data
    by Dunis, Christian & Kellard, Neil M. & Snaith, Stuart

  • 2013 SAFE: An early warning system for systemic banking risk
    by Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J.

  • 2013 The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010
    by Hagströmer, Björn & Hansson, Björn & Nilsson, Birger

  • 2013 Forecasting the return distribution using high-frequency volatility measures
    by Hua, Jian & Manzan, Sebastiano

  • 2013 Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
    by Kellner, Ralf & Gatzert, Nadine

  • 2013 Predicting stock returns: A regime-switching combination approach and economic links
    by Zhu, Xiaoneng & Zhu, Jie

  • 2013 An analysis of commodity markets: What gain for investors?
    by Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila

  • 2013 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

  • 2013 Purchasing power parity in transition countries: Old wine with new bottle
    by He, Huizhen & Ranjbar, Omid & Chang, Tsangyao

  • 2013 The relationship between globalization and insurance activities: A panel data analysis
    by Chen, Sen-Sung & Cheng, Shu-Ching & Pan, Guochen & Wu, Tsung-Pao

  • 2013 Asymmetric effects of the exchange rate on domestic corporate goods prices
    by Murase, Koichi

  • 2013 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

  • 2013 Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers
    by Ahmad, A.H. & Moran Hernandez, Ricardo

  • 2013 Market-oriented banking, financial stability and macro-prudential indicators of leverage
    by Calmès, Christian & Théoret, Raymond

  • 2013 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

  • 2013 U.S. prompt corrective action and bank risk
    by ap Gwilym, Rhys & Kanas, Angelos & Molyneux, Philip

  • 2013 Financialization, crisis and commodity correlation dynamics
    by Silvennoinen, Annastiina & Thorp, Susan

  • 2013 Are Southeast Asian real exchange rates mean reverting?
    by Bec, Frédérique & Zeng, Songlin

  • 2013 On the market risk of securitized timberlands
    by Sun, Changyou

  • 2013 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.

  • 2013 The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?
    by Vivian, Andrew & Wohar, Mark E.

  • 2013 Jump dynamics in the relationship between oil prices and the stock market: Evidence from Nigeria
    by Fowowe, Babajide

  • 2013 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

  • 2013 U.S. Disaggregated renewable energy consumption: Persistence and long memory behavior
    by Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E.

  • 2013 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

  • 2013 Time–frequency dynamics of biofuel–fuel–food system
    by Vacha, Lukas & Janda, Karel & Kristoufek, Ladislav & Zilberman, David

  • 2013 Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals
    by Lutz, Benjamin Johannes & Pigorsch, Uta & Rotfuß, Waldemar

  • 2013 Forecasting carbon futures volatility using GARCH models with energy volatilities
    by Byun, Suk Joon & Cho, Hangjun

  • 2013 Market-driven coal prices and state-administered electricity prices in China
    by Liu, Ming-Hua & Margaritis, Dimitris & Zhang, Yang

  • 2013 Does crude oil price play an important role in explaining stock return behavior?
    by Chang, Kuang-Liang & Yu, Shih-Ti

  • 2013 Energy risk management through self-exciting marked point process
    by Herrera, Rodrigo

  • 2013 On the links between stock and commodity markets' volatility
    by Creti, Anna & Joëts, Marc & Mignon, Valérie

  • 2013 Energy consumption and economic growth: Parametric and non-parametric causality testing for the case of Greece
    by Dergiades, Theologos & Martinopoulos, Georgios & Tsoulfidis, Lefteris

  • 2013 Fitting semiparametric Markov regime-switching models to electricity spot prices
    by Eichler, M. & Türk, D.

  • 2013 Causality-in-mean and causality-in-variance within the international steam coal market
    by Papież, Monika & Śmiech, Sławomir

  • 2013 Convergence in per capita energy use among OECD countries
    by Meng, Ming & Payne, James E. & Lee, Junsoo

  • 2013 Risk spillovers in oil-related CDS, stock and credit markets
    by Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael

  • 2013 Modeling EU allowances and oil market interdependence. Implications for portfolio management
    by Reboredo, Juan C.

  • 2013 Asymmetric adjustment of the dynamic relationship between energy intensity and urbanization in China
    by Liu, Yaobin & Xie, Yichun

  • 2013 Non-linearities in the dynamics of oil prices
    by Kisswani, Khalid M. & Nusair, Salah A.

  • 2013 Rockets and feathers in power futures markets? Evidence from the second phase of the EU ETS
    by Lo Prete, Chiara & Norman, Catherine S.

  • 2013 Combining day-ahead forecasts for British electricity prices
    by Bordignon, Silvano & Bunn, Derek W. & Lisi, Francesco & Nan, Fany

  • 2013 A stochastic fuel switching model for electricity prices
    by Zachmann, Georg

  • 2013 Risk spillovers in international equity portfolios
    by Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo

  • 2013 Volatility timing: How best to forecast portfolio exposures
    by Clements, A. & Silvennoinen, A.

  • 2013 Detecting synchronous cycles in financial time series of unequal length
    by Reschenhofer, Erhard & Lingler, Michaela

  • 2013 Equilibrium exchange rate determination and multiple structural changes
    by Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald

  • 2013 On the risk return relationship
    by Wang, Jianxin & Yang, Minxian

  • 2013 Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices
    by Perron, Pierre & Chun, Sungju & Vodounou, Cosme

  • 2013 Remittances and economic growth: A study of Guyana
    by Kumar, Ronald Ravinesh

  • 2013 An empirical analysis of the nexus between external balance and government budget balance: The case of the GIIPS countries
    by Algieri, Bernardina

  • 2013 International stock market integration: Central and South Eastern Europe compared
    by Horvath, Roman & Petrovski, Dragan

  • 2013 Structural breaks in public finances in Central and Eastern European countries
    by Ayala, Astrid & Blazsek, Szabolcs

  • 2013 A Markov-switching multifractal inter-trade duration model, with application to US equities
    by Chen, Fei & Diebold, Francis X. & Schorfheide, Frank

  • 2013 Forecasting by factors, by variables, by both or neither?
    by Castle, Jennifer L. & Clements, Michael P. & Hendry, David F.

  • 2013 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

  • 2013 Predictive regression under various degrees of persistence and robust long-horizon regression
    by Phillips, Peter C.B. & Lee, Ji Hyung

  • 2013 Conditional predictive density evaluation in the presence of instabilities
    by Rossi, Barbara & Sekhposyan, Tatevik

  • 2013 Forecasting a long memory process subject to structural breaks
    by Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng

  • 2013 Optimal forecasts in the presence of structural breaks
    by Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail

  • 2013 GARCH models without positivity constraints: Exponential or log GARCH?
    by Francq, Christian & Wintenberger, Olivier & Zakoïan, Jean-Michel

  • 2013 Robust adaptive rate-optimal testing for the white noise hypothesis
    by Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána

  • 2013 Testing for a break in trend when the order of integration is unknown
    by Iacone, Fabrizio & Leybourne, Stephen J. & Robert Taylor, A.M.

  • 2013 Panel unit root tests in the presence of a multifactor error structure
    by Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi

  • 2013 Modelling volatility by variance decomposition
    by Amado, Cristina & Teräsvirta, Timo

  • 2013 First difference maximum likelihood and dynamic panel estimation
    by Han, Chirok & Phillips, Peter C.B.

  • 2013 Nelson–Plosser revisited: The ACF approach
    by Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel

  • 2013 Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach
    by Chen, Bin & Song, Zhaogang

  • 2013 Powerful tests for structural changes in volatility
    by Xu, Ke-Li

  • 2013 Stable mixture GARCH models
    by Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C.

  • 2013 Moment condition tests for heavy tailed time series
    by Hill, Jonathan B. & Aguilar, Mike

  • 2013 Model identification for infinite variance autoregressive processes
    by Andrews, Beth & Davis, Richard A.

  • 2013 Rank tests for short memory stationarity
    by Pelagatti, Matteo M. & Sen, Pranab K.

  • 2013 Estimation and inference in unstable nonlinear least squares models
    by Boldea, Otilia & Hall, Alastair R.

  • 2013 Jackknife estimation of stationary autoregressive models
    by Chambers, Marcus J.

  • 2013 A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
    by Hurn, A.S. & Lindsay, K.A. & McClelland, A.J.

  • 2013 Do large recessions reduce output permanently?
    by Hosseinkouchack, Mehdi & Wolters, Maik H.

  • 2013 Stock exchange mergers and return co-movement: A flexible dynamic component correlations model
    by Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas

  • 2013 The functional central limit theorem for ARMA–GARCH processes
    by Lee, O.

  • 2013 Taxation and the asymmetric adjustment of selected retail energy prices in the UK
    by Greenwood-Nimmo, Matthew & Shin, Yongcheol

  • 2013 A CUSUM test for a long memory heterogeneous autoregressive model
    by Hwang, Eunju & Shin, Dong Wan

  • 2013 Mixed-frequency VAR models with Markov-switching dynamics
    by Camacho, Maximo

  • 2013 High yield spreads, real economic activity, and the financial accelerator
    by De Pace, Pierangelo & Weber, Kyle D.

  • 2013 Alternative unit root testing strategies using the Fourier approximation
    by Su, Jen-Je & Nguyen, Jeremy K.

  • 2013 Power monotonicity in detecting volatility levels change
    by Xu, Ke-Li

  • 2013 Semiparametric selection of seasonal cointegrating ranks using information criteria
    by Seong, Byeongchan

  • 2013 Generalized adaptive expectations revisited
    by Sorge, Marco M.

  • 2013 Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures
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  • 2013 Fixed currency regimes and the time pattern of trade effects
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  • 2013 Revisiting the empirics of inflation in China: A smooth transition error correction approach
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  • 2013 News shocks, nonfundamentalness and volatility
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  • 2013 Solving replication problems in a complete market by orthogonal series expansion
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  • 2013 Conditional correlations and volatility spillovers between crude oil and stock index returns
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  • 2013 Crucial exchange rate parity. Evidence for Mexico
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  • 2013 Purchasing power parity in transition countries: Sequential panel selection method
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  • 2013 Estimating and forecasting residential electricity demand in Iran
    by Pourazarm, Elham & Cooray, Arusha

  • 2013 Common trends and common cycles in stock markets
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  • 2013 Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach
    by Girardin, Eric & Joyeux, Roselyne

  • 2013 On price convergence in Eurozone
    by Guerreiro, David & Mignon, Valérie

  • 2013 Boundedness and nonlinearities in public debt dynamics: A TAR assessment
    by Gnegne, Yacouba & Jawadi, Fredj

  • 2013 Do countries belonging to the same region suggest the same growth enhancing variables? Evidence from selected South Asian countries
    by Cooray, Arusha & Paradiso, Antonio & Truglia, Francesco Giovanni

  • 2013 Masking of volatility by seasonal adjustment methods
    by Hayat, Aziz & Bhatti, M. Ishaq

  • 2013 Does globalization affect the insurance markets? Bootstrap panel Granger causality test
    by Chang, Tsangyao & Cheng, Shu-Ching & Pan, Guochen & Wu, Tsung-pao

  • 2013 Modelling the terminal gate prices of unleaded petrol in Australia
    by Valadkhani, Abbas

  • 2013 Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?
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  • 2013 An empirical estimation for mean-reverting coal prices with long memory
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  • 2013 Exchange rate nonlinearities in EMU exports to the US
    by Verheyen, Florian

  • 2013 Monetary shocks and asymmetric effects in an emerging stock market: The case of China
    by Guo, Feng & Hu, Jinyan & Jiang, Mingming

  • 2013 Determinants of household saving: Cointegrated evidence from Pakistan (1975–2011)
    by Ismail, Aisha & Rashid, Kashif

  • 2013 A wavelet decomposition approach to crude oil price and exchange rate dependence
    by Reboredo, Juan C. & Rivera-Castro, Miguel A.

  • 2013 Does the stock market cause economic growth? Portuguese evidence of economic regime change
    by Marques, Luís Miguel & Fuinhas, José Alberto & Marques, António Cardoso

  • 2013 Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model
    by Simo-Kengne, Beatrice D. & Balcilar, Mehmet & Gupta, Rangan & Reid, Monique & Aye, Goodness C.

  • 2013 Regime-switching in volatility and correlation structure using range-based models with Markov-switching
    by Miao, Daniel Wei-Chung & Wu, Chun-Chou & Su, Yi-Kai

  • 2013 The dynamic linkages of fiscal and current account deficits: New evidence from five highly indebted European countries accounting for regime shifts and asymmetries
    by Trachanas, Emmanouil & Katrakilidis, Constantinos

  • 2013 The impact of mean reversion model on portfolio investment strategies: Empirical evidence from emerging markets
    by Akarim, Yasemin Deniz & Sevim, Serafettin

  • 2013 Modeling China's inflation dynamics: An MRSTAR approach
    by Zhang, Lingxiang

  • 2013 Oil price and exchange rates: A wavelet based analysis for India
    by Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati

  • 2013 Reexamining the income inequality in China: Evidence from sequential panel selection method
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  • 2013 Macroeconomic Variables and South African Stock Return Predictability
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  • 2013 Has the structural break slowed down growth rates of stock markets?
    by Narayan, Paresh Kumar & Narayan, Seema & Mishra, Sagarika

  • 2013 Guns, highways and economic growth in the United States
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  • 2013 The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions
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  • 2013 Can Google data help predict French youth unemployment?
    by Fondeur, Y. & Karamé, F.

  • 2013 The Growth of Government Spending in Lesotho
    by Retselisitsoe I. Thamae

  • 2013 Autoregression-based estimation of the new Keynesian Phillips curve
    by Lanne, Markku & Luoto, Jani

  • 2013 An empirical investigation on the temporal properties of China's GDP
    by Chen, Yen-Hsiao & Quan, Lianfeng & Liu, Yang

  • 2013 A reinvestigation of the new RMB exchange rate regime
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  • 2013 Detecting bubbles in Hong Kong residential property market
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  • 2013 Türkiye’de Wagner Kanunu’nun Geçerliliðinin Test Edilmesi
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  • 2013 The Relationship between Environment and Income:Regression Spline Approac
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  • 2013 Cointegration in the Oil Market among Regional Blends
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  • 2013 Does Energy Consumption Volatility Affect Real GDP Volatility? An Empirical Analysis for the UK
    by Abdul Rashid & Ozge Kandemir Kocaaslan

  • 2013 Prediction of CO2 Emissions in Iran using Grey and ARIMA Models
    by Mohammad Reza Lotfalipour & Mohammad Ali Falahi & Morteza Bastam

  • 2013 Modeling and Forecasting Energy Consumption in the Manufacturing Industry in South Asia
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  • 2013 The Relationship Between Energy Consumption and Economic Growth: Evidence From A Structural Break Analysis For Turkey
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  • 2013 Causality Relationship between GDP and Energy Consumption in Georgia, Azerbaijan and Armenia
    by Hüseyin Kalyoncu & Faruk Gürsoy & Hasan Göcen

  • 2013 Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies
    by Samih Antoine Azar

  • 2013 Oil Prices and the Kuwaiti and the Saudi Stock Markets:The Contrast
    by Samih Antoine Azar & Loucine Basmajian

  • 2013 Macroeconomic Uncertainty and Private Investment in Ghana:An Empirical Investigation
    by William Bekoe & Philip Kofi Adom

  • 2013 Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?
    by Majid Delavari & Nadiya Gandali Alikhani & Esmaeil Naderi

  • 2013 Financial Sector Development and Economic Growth: Evidence from Zimbabwe
    by Godfrey Ndlovu

  • 2013 Co-movement of Index linked bonds and conventional bonds in France: Subprime crisis and Structural Break, 2003-01, 2012-04
    by Benlagha, N.

  • 2013 Financial Development And Economic Growth In Saudi Arabian Economy
    by Ibrahim, M.A.

  • 2013 The Influence of Housing Price Development on the Household Consumption: Empirical Analysis for the Czech Republic
    by Sylvie Dvořáková & Jakub Seidler

  • 2013 Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads
    by Agata Kliber & Barbara Bedowska-Sojka

  • 2013 Synchronization of Crude Oil Prices Cycle and Business Cycle for the Central Eastern European Economies
    by Andrzej Geise & Mariola Pilatowska

  • 2013 Prueba de hipótesis sobre la existencia de una raíz fraccional en una serie de tiempo no estacionaria
    by Lemus Polanía, Diego Fernando & Castaño Vélez, Elkin Argemiro

  • 2013 The relative importance of the service sector in the mexican economy: A time series Analysis
    by Castillo, Ramón & Flores, Carlos & Rodríguez, María

  • 2013 Tasa de cambio nominal: un conjunto alternativo de determinantes bajo un modelo de oferta y demanda de divisas
    by Montoya R., Jaime

  • 2013 Recursos Naturales y Crecimiento Económico en Colombia: ¿Maldición de los Recursos?
    by Campo R, Jacobo & Sanabria P., W. Andrés

  • 2013 Dependence structure analysis between stock index futures and spot markets in the case of the “Golden week” effect
    by Lanwenjing Yin & Kanchana Chokethaworn & Chukiat Chaiboonsri

  • 2013 The dependence structure analysis among gold price, stock price index of gold mining companies and Shanghai composite index
    by Xi Shen & Kanchana Chokethaworn & Chukiat Chaiboonsri

  • 2013 Impact of international income, prices and monetary shocks on real exchange rate in eight African economies: An empirical study
    by Giscard Assoumou Ella

  • 2013 Computing risk measures for non-normal asset returns using Copula theory
    by Hela Mzoughi & Faysal Mansouri

  • 2013 Konjunkturprognosen heute – Möglichkeiten und Probleme
    by Wolfgang Nierhaus

  • 2013 Money-price relationships under a currency board system: The case of Argentina
    by Selahattin Togay & Nezir Kose

  • 2013 Development of the Banking Sector in CEE Countries – Comparative Analysis
    by Lidija Barjaktarović & Maja Paunović & Dejan Ječmenica

  • 2013 Fondamentaux, Contagion Et Dynamique Des Anticipations :Une Evaluation A Partir De La Crise Financiere Coreenne
    by WAJIH KHALLOULI & MOHAMED Ayadi & RENE SANDRETTO

  • 2013 Methodes De Lissage D’Une Serie Temporelle :Le Probleme Des Extremites
    by Michel Grun-Rehomme & OLGA VASYECHKO

  • 2013 Nowcasting GDP growth with credit data: Evidence from an emerging market economy
    by Ergun Ermis oglu & Yasin Akcelik & Arif Oduncu

  • 2013 Inercia inflacionaria en Bolivia: un análisis no estructural
    by Martín Palmero Pantoja and Pamela Rocabado Antelo

  • 2013 The Overnight Currency Swap Rates and ISE Overnight Repo Rates
    by Doruk KUCUKSARAC & Ozgur OZEL

  • 2013 Capital Market Deepening and Economic Growth in Bangladesh
    by TAHER JAMIL & FARHAN SHAZIA

  • 2013 The Spurious Relation between Inflation Uncertainty and Stock Returns: Evidence from the U.S
    by Samih Antoine Azar

  • 2013 The Housing Markets in Spain and Portugal: Evidence of Persistence
    by Carlos P. Barros & Luis A. Gil-Alana

  • 2013 An Application of Fuzzy Time Series: A Long Range Forecasting Method in the Global Steel Price Index Forecast
    by Ming-Tao Chou

  • 2013 The Long-run Relationship among Index-linked Bonds and Conventional Bonds
    by Noureddine Benlagha

  • 2013 The Greek economy in a Kaldorian developmental framework
    by Konstantinos Katrakilidis & Persefoni V. Tsaliki & Theodosios Tsiakis

  • 2013 Monetary Policy, Foreign Exchange Intervention and Exchange Rate Volatility in Zambia
    by Jonathan Chipili

  • 2013 Time or spot ? A revaluation of Amsterdam market data prior to 1747
    by Brian Beach & Stephen Norman & Douglas Wills

  • 2012 Predicting BRICS Stock Returns Using ARFIMA Models
    by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford

  • 2012 Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending
    by Renee van Eyden & Goodness C. Aye & Rangan Gupta

  • 2012 Is The Relationship Between Monetary Policy And House Prices Asymmetric In South Africa? Evidence From A Markov-Switching Vector Autoregressive Model
    by Beatrice D. Simo-Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye

  • 2012 Macroeconomic Surprises and Stock Returns in South Africa
    by Rangan Gupta & Monique Reid

  • 2012 Structural Breaks and Predictive Regressions Models of South African Equity Premium
    by Goodness C. Aye & Rangan Gupta & Mampho P. Modise

  • 2012 Real Interest Rate Persistence in South Africa: Evidence and Implications
    by Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun

  • 2012 Wavelet Improvement in Turning Point Detection using a Hidden Markov Model
    by Li, Yushu & Reese, Simon

  • 2012 The Effect of Monetary Policy on Real Commodity Prices: A Re-examination
    by Amanda S. Thomson & Peter M. Summers

  • 2012 Türkiye’de Reel Döviz Kurunun Doğrusal Olmayan Ekonometrik Modeller ile İncelenmesi:Band-TAR ve STAR Modelleri
    by Ozgur Omer ERSİN

  • 2012 Sermaye hareketliliği, tasarruf ve yatırım ilişkisi:Türkiye örneği
    by Fatih MANGIR & Hasan Murat ERTUĞRUL

  • 2012 The Demand for Calories in Turkey
    by Ferda HALICIOGLU

  • 2012 An interim assessment of the ongoing Turkish monetary and macroprudential experiment
    by Cevdet AKÇAY & Eren OCAKVERDİ

  • 2012 Enflasyon eşiği ve ekonomik büyümeye etkisi
    by Işıl AKGÜL & Selin ÖZDEMİR

  • 2012 Are fertility decisions in Turkey affected by infant mortality and income?
    by Özlem YILMAZ & Uğur SOYTAŞ

  • 2012 Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)
    by Noriega, Antonio E. & Rodríguez, Cid Alonso

  • 2012 On the construction of two-country cointegrated VAR models with an application to the UK and US
    by Heinlein, Reinhold & Krolzig, Hans-Martin

  • 2012 IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance
    by Hanck, Christoph & Demetrescu, Matei & Tarcolea, Adina

  • 2012 On the Distribution of Exchange Rate Regime Treatment Effects on International Trade
    by Dorn, Sabrina & Egger, Peter

  • 2012 Vorsprung durch Technik: Empirical Evidence of the German Scrappage Program
    by Böckers, Veit & Heimeshoff, Ulrich & Müller, Andrea

  • 2012 Stock return autocorrelations revisited: A quantile regression approach
    by Baur, Dirk G. & Dimpfl, Thomas & Jung, Robert C.

  • 2012 Causal interrelations among market fundamentals: Evidence from the Europen telecommunications sector
    by Agiakloglou, Christos & Gkouvakis, Michalis

  • 2012 Do large recessions reduce output permanently?
    by Hosseinkouchack, Mehdi & Wolters, Maik H.

  • 2012 Carbon price dynamics: Evidence from Phase II of the European Emission Trading Scheme
    by Rickels, Wilfried & Görlich, Dennis & Oberst, Gerrit & Peterson, Sonja

  • 2012 Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models
    by Ben Cheikh, Nidhaleddine

  • 2012 Boats and tides and "Trickle Down" theories: What economists presume about wellbeing when they employ stochastic process theory in modeling behavior
    by Anderson, Gordon

  • 2012 Are current account deficits sustainable? New evidence from Iran using bounds test approach to level relationship
    by Heidari, Hassan & Katircioglu, Salih Turan & Davoudi, Narmin

  • 2012 Cartel in the Indian cement industry: An attempt to identify it
    by Bejger, Sylwester

  • 2012 SPECTRAN, a set of Matlab programs for Spectral analysis
    by Marczak, Martyna & Gómez, Víctor

  • 2012 Die Durchsetzung von Schnittstellen in der Standardsetzung: Fallbeispiel Ladesystem Elektromobilität
    by Slowak, André P.

  • 2012 Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis
    by Marczak, Martyna & Gómez, Víctor

  • 2012 The Determinants of Australian Exchange Rate: A Time Series Analysis
    by Atif, Syed Muhammad & Sauytbekova, Moldir & Macdonald, James

  • 2012 A panel co-integration analysis of industrial and services sectors' agglomeration in the European Union
    by Krenz, Astrid

  • 2012 Do large recessions reduce output permanently?
    by Hosseinkouchack, Mehdi & Wolters, Maik H.

  • 2012 Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
    by Carlos Martins-Filho & Feng Yao & Maximo Torero

  • 2012 On real interest rate persistence: the role of breaks
    by Alfred Haug

  • 2012 Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach
    by Adam Jêdrzejczyk

  • 2012 International Stock Market Integration: Central and South Eastern Europe Compared
    by Roman Horvath & Dragan Petrovski

  • 2012 Investment strategies beating the market. What can we squeeze from the market?
    by Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski

  • 2012 A Gold Bubble?
    by Dirk G Baur & Kristoffer Glover

  • 2012 The Structure and Degree of Dependence - A Quantile Regression Approach
    by Dirk G Baur

  • 2012 Risk Spillovers in International Equity Portfolios
    by Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo

  • 2012 Realized Copula
    by Fengler, Matthias & Okhrin, Ostap

  • 2012 The changing relationship between commodity prices and equity prices in commodity exporting
    by Barbara Rossi

  • 2012 Out-of-sample forecast tests robust to the choice of window size
    by Barbara Rossi & Atsushi Inoue

  • 2012 Super-cycles of commodity prices since the mid-ninteenth century
    by Bilge Erten

  • 2012 Non-linear Dynamics in Discretionary Accruals: An Analysis of Bank Loan-Loss Provisions
    by Marina Balboa & Germán López-Espinosa & Antonio Rubia

  • 2012 Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures
    by J. Isaac Miller

  • 2012 Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model
    by Martin Gonzalez-Rozada & Martin sola & Constantino Hevia & Fabio Spagnolo

  • 2012 Breaking Environmental Kuznets Curves. Evaluating Energy and Policy Time Events Effects on CO2 Trends for Advanced Countries
    by Massimiliano Mazzanti & Antonio Musolesi

  • 2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral

  • 2012 Credit rating agencies and unsystematic risk: Is there a linkage?
    by Pilar Abad Romero & María Dolores Robles Fernández

  • 2012 Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee

  • 2012 Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
    by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat

  • 2012 Currency Hedging Strategies Using Dynamic Multivariate GARCH
    by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín

  • 2012 Balance of payments flows and exchange rate prediction in Japan
    by Müller-Plantenberg, Nikolas

  • 2012 Determinants of US financial fragility conditions
    by Fabio C. Bagliano & Claudio Morana

  • 2012 Why does the Cost of Credit Intermediation Increase for Small Firms Relative to Large Firms during Recessions? A Conceptual and Empirical Analysis
    by Miguel Ramirez & Aalok Pandey

  • 2012 The Greek Sovereign Debt Crisis: A Conceptual and Empirical Analysis
    by Miguel Ramirez & Racha Menhem

  • 2012 Do Financial and Institutional Variables Enhance the Impact of Remittances on Economic Growth in Latin America and the Caribbean? A Panel Cointegration Analysis
    by Miguel Ramirez

  • 2012 A New Structural Break Model with Application to Canadian Inflation Forecasting
    by John M Maheu & Yong Song

  • 2012 Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean
    by Francisco Blasques

  • 2012 Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors
    by Norbert Christopeit & Michael Massmann

  • 2012 Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes
    by Francisco Blasques & Siem Jan Koopman & Andre Lucas

  • 2012 A New Semiparametric Volatility Model
    by Jiangyu Ji & Andre Lucas

  • 2012 A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation
    by Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

  • 2012 Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models
    by Siem Jan Koopman & Andre Lucas & Marcel Scharth

  • 2012 Structural Intervention Time Series Analysis of Crime Rates: The Impact of Sentence Reform in Virginia
    by Suncica Vujic & Jacques Commandeur & Siem Jan Koopman

  • 2012 Nowcasting Turkish GDP Growth
    by Huseyin Cagri Akkoyun & Mahmut Gunay

  • 2012 Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi
    by S. Boragan Aruoba & Cagri Sarikaya

  • 2012 Nowcasting Unemployment Rate in Turkey : Let's Ask Google
    by Meltem Gulenay Chadwick & Gonul Sengul

  • 2012 On the correspondence between data revision and trend-cycle decomposition
    by Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon

  • 2012 Real Interest Rate Persistence in South Africa: Evidence and Implications
    by Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun

  • 2012 Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode
    by Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye

  • 2012 Macroeconomic Surprises and Stock Returns in South Africa
    by Rangan Gupta & Monique Reid

  • 2012 Inflation drivers in new EU members
    by Martina Alexová

  • 2012 Risk spillovers in international equity portfolios
    by Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo

  • 2012 Detecting Bubbles in Hong Kong Residential Property Market
    by Matthew S. Yiu & Jun Yu & Lu Jin

  • 2012 Detecting Bubbles in Hong Kong Residential Property Market
    by Matthew S. Yiu & Jun Yu & Lu Jin

  • 2012 Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2012 Double Asymptotics for Explosive Continuous Time Models
    by Xiaohu Wang & Jun Yu

  • 2012 Testing for Multiple Bubbles
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2012 Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes
    by Qiankun Zhou & Jun Yu

  • 2012 A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials
    by Juan Carlos Cuestas & Luis A. Gil-Alana

  • 2012 Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro
    by Juan Carlos Cuestas & Luis A. Gil-Alana & Karl Taylor

  • 2012 Construction and Seasonal Patterns of Islamic Hijri Calendar Monthly Time Series: An Application to Consumer Price Index (CPI) in Pakistan
    by Riaz Riazuddin

  • 2012 Price and Income Elasticity of Imports: The Case of Pakistan
    by Khurram Ashfaq Baluch & Syed Kalim Hyder Bukhari

  • 2012 Estimating Standard Error of Inflation in Pakistan: A Stochastic Approach
    by Javed Iqbal & Muhammad Nadim Hanif

  • 2012 Estimating the inflation threshold for South Africa
    by Temitope L.A. Leshoro

  • 2012 Modelarea PIB-ului potential. Probleme intampinate in estimare
    by Pauna, Bianca

  • 2012 Problema stabilitatii estimarilor econometrice si metode robuste de regresie ortogonala
    by Saman, Corina

  • 2012 Intra-European Union trade openness and new members’ output convergence: A time-series analysis
    by Ingianni, Andrea

  • 2012 The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature
    by Hall, Stephen G. & Tavlas, George

  • 2012 Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS
    by Gabriella Legrenzi & Costas Milas

  • 2012 Model Selection in Equations with Many 'Small' Effects
    by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry

  • 2012 Do Jumps Contribute to the Dynamics of the Equity Premium?
    by John M. Maheu & Thomas H. McCurdy & Xiaofei Zhao

  • 2012 Hedging through a Limit Order Book with Varying Liquidity
    by Rossella Agliardi & Ramazan Gençay

  • 2012 Speculative Bubbles and the Cross-Sectional Variation in Stock Returns
    by Chris Brooks & Keith Anderson

  • 2012 Predicting quarterly aggregates with monthly indicators
    by Winkelried, Diego

  • 2012 Long-Run Money Demand in Latin-American countries: A Nonestationary Panel Data Approach
    by Carrera, Cesar

  • 2012 Forecasting increases in the VIX: A time-varying long volatility hedge for equities
    by Adam Clements & Joanne Fuller

  • 2012 Selecting forecasting models for portfolio allocation
    by Adam E Clements & Mark Doolan & Stan Hurn & Ralf Becker

  • 2012 Forecasting multivariate volatility in larger dimensions: some practical issues
    by Adam E Clements & Ayesha Scott & Annastiina Silvennoinen

  • 2012 The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
    by Søren Johansen & Morten Ørregaard Nielsen

  • 2012 The impact of financial crises on the risk-return tradeoff and the leverage effect
    by Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu

  • 2012 Numerical distribution functions of fractional unit root and cointegration tests
    by James G. MacKinnon & Morten Ørregaard Nielsen

  • 2012 Quantile regression for long memory testing: A case of realized volatility
    by Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia

  • 2012 Government size and economic growth in Greece: A smooth transition approach
    by Fallahi, Firouz & Montazeri Shoorkchali, Jalal

  • 2012 İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme
    by Cevik, Emrah Ismail

  • 2012 GDP Data Revisions in Macedonia – Is There Any Systematic Pattern?
    by Bogoev, Jane & Ramadani, Gani

  • 2012 China Integrates Asia with the World: An Empirical Study
    by Dinda, Soumyananda

  • 2012 Re-examining Turkey's trade deficit with structural breaks: Evidence from 1989-2011
    by Erten, Irem & Okay, Nesrin

  • 2012 Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach
    by Erten, Irem & Tuncel, Murat B. & Okay, Nesrin

  • 2012 Theory and Applications of TAR Model with Two Threshold Variables
    by Chen, Haiqiang & Chong, Terence Tai Leung & Bai, Jushan

  • 2012 Herd behavior towards the market index: evidence from Romanian stock exchange
    by Pop, Raluca Elena

  • 2012 An Empirical Analysis of the Relationship between WPI and PMI-Manufacturing Price Indices in India
    by Khundrakpam, Jeevan Kumar & George, Asish Thomas

  • 2012 On a Class of Estimation and Test for Long Memory
    by Fu, Hui

  • 2012 Financial Instability, Uncertainty and Banks’ Lending Behaviour
    by Swamy, Vighneswara & S, Sreejesh

  • 2012 Comparative study of static and dynamic neural network models for nonlinear time series forecasting
    by Abounoori, Abbas Ali & Mohammadali, Hanieh & Gandali Alikhani, Nadiya & Naderi, Esmaeil

  • 2012 Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?
    by Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil

  • 2012 The Predictive Role of Stock Market Return for Real Activity in Thailand
    by Jiranyakul, Komain

  • 2012 Managing the Uncertainty in the Hodrick Prescott Filter
    by Leon, Jorge

  • 2012 Exchange Rate Volatility and Export Growth in India: An Empirical Investigation
    by P., Srinivasan & M., Kalaivani

  • 2012 The Generalised Autocovariance Function
    by Tommaso, Proietti & Alessandra, Luati

  • 2012 Predicting crises: Five essays on the mathematic prediction of economic and social crises
    by Albers, Scott

  • 2012 The nature of volatility in temporal profit with in Ethiopian commodity exchange: The case of washed export coffee modelled using ARFIMA-M-HYGARCH model
    by Mezgebo, Taddese

  • 2012 Did liberal eonomic regime contribute to the growth performance of the manufacturing sector in India?
    by Albin, Thaarcis

  • 2012 Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks
    by Karavias, Yiannis & Tzavalis, Elias

  • 2012 Tipo de Cambio Real en Chile: Dinámica, Tendencia y Equilibrio
    by Miranda, Jorge

  • 2012 Are CDS spreads predictable? An analysis of linear and non-linear forecasting models
    by Avino, Davide & Nneji, Ogonna

  • 2012 Co-mouvement d'activité dans l'UEMOA: une approche par les corrélations dynamiques
    by Gammadigbé, Vigninou

  • 2012 Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones
    by Durán-Vázquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio

  • 2012 The Impact of the MSC certification on the Japanese fisheries: Case of the Kyoto Flathead Flounder Danish Seine Fishery
    by Wakamatsu, Hiroki

  • 2012 Is the real effective exchange rate biased against the PPP hypothesis?
    by Ventosa-Santaulària, Daniel & Wallace, Frederick & Gómez-Zaldívar, Manuel

  • 2012 The determinants of australian exchange rate: a time series analysis
    by Atif, Syed Muhammad & Sauytbekova, Moldir & Macdonald, James

  • 2012 Does BIC Estimate and Forecast Better than AIC?
    by Medel, Carlos A. & Salgado, Sergio C.

  • 2012 Purchasing power parity theory in three East Asian economies: New evidence
    by Ahmad, Mahyudin & Marwan, Nur Fakhzan

  • 2012 The comparison of optimization algorithms on unit root testing with smooth transition
    by Omay, Tolga

  • 2012 Asymmetric Price Adjustments in Airlines
    by Escobari, Diego

  • 2012 Temporal Causality and the Dynamics of Crime in Turkey
    by Halicioglu, Ferda

  • 2012 Balance-of-Payments Constrained Growth: the Case of Turkey
    by Halicioglu, Ferda

  • 2012 Risk-parameter estimation in volatility models
    by Francq, Christian & Zakoian, Jean-Michel

  • 2012 Fourier--type estimation of the power garch model with stable--paretian innovations
    by Francq, Christian & Meintanis, Simos

  • 2012 Dynamic Price Integration in the Global Gold Market
    by Chang, Chia-Lin & Chang, Jui-Chuan Della & Huang, Yi-Wei

  • 2012 Detecting Islamic Calendar Effects on U.S. Meat Consumption: Is the Muslim Population Larger than Widely Assumed?
    by Moayedi, Vafa

  • 2012 Garch models without positivity constraints: exponential or log garch?
    by Francq, Christian & Wintenberger, Olivier & Zakoian, Jean-Michel

  • 2012 La nécessité d'une adoption (et l'adaptation) mondiale des IFRS (des normes internationales d'information financière): conséquences post-Enron et la restauration de la confiance aux marchés financiers à la suite des crises de 2008 financières et boursières
    by Ojo, Marianne

  • 2012 Leverage, skewness and amplitude asymmetric cycles
    by Artiach, Miguel

  • 2012 Nonlinear mechanism of the exchange rate pass-through: Does business cycle matter?
    by Ben Cheikh, Nidhaleddine

  • 2012 Appendix for the PPP hypothesis and structural breaks: the case of Mexico
    by Gómez-Zaldívar, Manuel & Ventosa-Santaulària, Daniel & Wallace, Frederick

  • 2012 The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data
    by Mapa, Dennis S. & Lucagbo, Michael & Garcia, Heavenly Joy

  • 2012 Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries
    by Ozdemir, Zeynel / A. & Balcilar, Mehmet & Tansel, Aysit

  • 2012 Futures basis, inventory and commodity price volatility: An empirical analysis
    by Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese

  • 2012 Interação entre o mercado acionista e o crescimento económico: Uma apreciação do caso português (1993-2010)
    by Marques, Luís Miguel & Fuinhas, José Alberto & Marques, António Cardoso

  • 2012 A preliminary investigation of northern Ireland's housing market dynamics
    by Bond, Derek & Gallagher, Emer & Ramsey, Elaine

  • 2012 Testing for time-varying fractional cointegration using the bootstrap approach
    by Simwaka, Kisu

  • 2012 Maximum likelihood estimation of time series models: the Kalman filter and beyond
    by Tommaso, Proietti & Alessandra, Luati

  • 2012 The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911
    by Craig, Lee & Holt, Matthew T.

  • 2012 Is There a J-curve for Azerbaijan? Evidence from Industry-Level Analysis
    by Jamilov, Rustam

  • 2012 Non-linearities in exchange rate pass-through: Evidence from smooth transition models
    by Ben Cheikh, Nidhaleddine

  • 2012 Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models
    by Gao, Jiti

  • 2012 Les déterminants de la demande touristique: le cas du Maroc
    by Bouzahzah, Mohamed & El Menyari, Younesse

  • 2012 The impact of Macroeconomic Fundamentals on Stock Prices revisited: An Evidence from Indian Data
    by Pramod Kumar, Naik & Puja, Padhi

  • 2012 Functional cointegration: definition and nonparametric estimation
    by Pitarakis, Jean-Yves

  • 2012 Jointly testing linearity and nonstationarity within threshold autoregressions
    by Pitarakis, Jean-Yves

  • 2012 Stock return comovement and systemic risk in the Turkish banking system
    by Binici, Mahir & Köksal, Bülent & Orman, Cüneyt

  • 2012 Jackknife bias reduction in autoregressive models with a unit root
    by Chambers, Marcus J. & Kyriacou, Maria

  • 2012 Exchange rate variation and fiscal balance in Nigeria: a time series analysis
    by Sangosanya, Awoyemi O. & Atanda, Akinwande A.

  • 2012 An analysis of different approaches to women empowerment: a case study of Pakistan
    by Chaudhary, Amatul R. & Chani, Muhammad Irfan & Pervaiz, Zahid

  • 2012 Backward and forward closed solutions of multivariate ARMA models
    by Ludlow-Wiechers, Jorge

  • 2012 Rationality of business operational forecasts: evidence from Malaysian distributive trade sector
    by Puah, Chin-Hong & Wong, Shirly Siew-Ling & Habibullah, Muzafar Shah

  • 2012 Testing for predictability in a noninvertible ARMA model
    by Lanne, Markku & Meitz, Mika & Saikkonen, Pentti

  • 2012 Median-based seasonal adjustment in the presence of seasonal volatility
    by Cayton, Peter Julian & Bersales, Lisa Grace

  • 2012 Das Halteproblem bei Strukturbrüchen in Finanzmarktzeitreihen
    by Czinkota, Thomas

  • 2012 Revisiting the empirical linkages between stock returns and trading volume
    by Chen, Shiu-Sheng

  • 2012 Forecasting ENSO with a smooth transition autoregressive model
    by Ubilava, David & Helmers, C Gustav

  • 2012 A new structural break model with application to Canadian inflation forecasting
    by Maheu, John & Song, Yong

  • 2012 Theory of rational expectations hypothesis: banks and other financial institutions in Malaysia
    by Chong, Lucy Lee-Yun & Puah, Chin-Hong & Md Isa, Abu Hassan

  • 2012 On whether foreign direct investment catalyzes economic development in Nigeria
    by OKPARA, GODWIN CHIGOZIE

  • 2012 Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology
    by Cayton, Peter Julian A. & Mapa, Dennis S.

  • 2012 Common Factors and Specific Factors
    by Chen, Pu

  • 2012 ¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
    by Medel, Carlos A.

  • 2012 How informative are in-sample information criteria to forecasting? the case of Chilean GDP
    by Medel, Carlos A.

  • 2012 Capital Flight and Investment Dynamics in Nigeria: A Time Series Analysis (1970-2006)
    by Adesoye, A. Bolaji & Maku, Olukayode E. & Atanda, Akinwande A.

  • 2012 Predicting swings in exchange rates with macro fundamentals
    by Shiu-Sheng, Chen

  • 2012 An empirical study of relationship between FIFA world ranking and domestic football competition level: the case of Turkey
    by Halicioglu, Ferda

  • 2012 The Inter-linkages between Democracy and Per Capita GDP Growth: A Cross Country Analysis
    by Madeeha Gohar Qureshi & Eatzaz Ahmed

  • 2012 A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities
    by Fei Chen & Francis X. Diebold & Frank Schorfheide

  • 2012 Explaining The Determinants Of The Frequency Of Exchange Rate Interventions In Peru Using Count Models
    by Edgar Ventura & Gabriel Rodríguez

  • 2012 Estimation of long memory in integrated variance
    by Eduardo Rossi & Paolo Santucci de Magistris

  • 2012 Long memory and Periodicity in Intraday Volatility
    by Eduardo Rossi & Dean Fantazzini

  • 2012 Basics of Levy processes
    by Neil Shephard & Ole E. Barndorff-Nielsen

  • 2012 Forecasting by factors, by variables, or both?
    by Jennifer Castle & David Hendry

  • 2012 Model Discovery and Trygve Haavelmo's Legacy
    by David Hendry & Soren Johansen

  • 2012 Forecasting from Structural Econometric Models
    by David Hendry & Grayham E. Mizon

  • 2012 Efficient and feasible inference for the components of financial variation using blocked multipower variation
    by Neil Shephard & Kevin Sheppard

  • 2012 Spillovers to Low-Income Countries: Importance of systemic emerging markets
    by Era Dabla-Norris & Raphael Espinoza & Sarwat Jahan

  • 2012 International Stock Market Integration : Central and South Eastern Europe Compared
    by Roman Horvath & Dragan Petrovski

  • 2012 Testing the PPP Hypothesis in the Sub-Saharan Countries
    by Luis Alberiko Gil-Alaña & Guiglielmo Maria Caporale

  • 2012 Testing the Marshall-Lerner condition in Kenya
    by Luis Alberiko Gil-Alaña & Guiglielmo Maria Caporale & Robert Mudida

  • 2012 Efficient and feasible inference for the components of financial variation using blocked multipower variation
    by Per A. Mykland & Neil Shephard & Kevin Sheppard

  • 2012 Inflation Persistence in Nepal: A TAR Representation
    by T.P. Koirala Ph.D.

  • 2012 Structural Breaks and Nonlinearity in US and UK Public Debt
    by Fredj Jawadi & Ricardo M. Sousa

  • 2012 Oil Shocks and the Euro as an Optimum Currency Area
    by Luís Francisco Aguiar & Teresa Maria Rodrigues & Maria Joana Soares

  • 2012 Modelling Changes in the Unconditional Variance of Long Stock Return Series
    by Cristina Amado & Timo Terasvirta

  • 2012 Inflation dynamics in central and eastern European countries
    by Rob Ackrill and Simeon Coleman

  • 2012 Taylor Rule Exchange Rate Forecasting During the Financial Crisis
    by Tanya Molodtsova & David Papell

  • 2012 The Economics of Options-Implied Inflation Probability Density Functions
    by Yuriy Kitsul & Jonathan H. Wright

  • 2012 A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities
    by Fei Chen & Francis X. Diebold & Frank Schorfheide

  • 2012 Comovement in GDP Trends and Cycles Among Trading Partners
    by Bruce A. Blonigen & Jeremy Piger & Nicholas Sly

  • 2012 Can Oil Prices Forecast Exchange Rates?
    by Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi

  • 2012 Can we beat the random walk in forecasting CEE exchange rates?
    by Jakub Muck & Pawel Skrzypczynski

  • 2012 Econometric regime shifts and the US subprime bubble
    by André K. Anundsen

  • 2012 Are business cycles in the US and emerging economies synchronized?
    by Piotr Krupa & Paweł Skrzypczyński

  • 2012 Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models
    by Jan F. KIVIET & Garry D.A. PHILLIPS

  • 2012 Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes
    by D.S. Poskitt & Simone D. Grose & Gael M. Martin

  • 2012 Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap
    by D.S. Poskitt & Gael M. Martin & Simone D. Grose

  • 2012 Solving Replication Problems in Complete Market by Orthogonal Series Expansion
    by Chaohua Dong & Jiti Gao

  • 2012 Identification, Estimation and Specification in a Class of Semiparametic Time Series Models
    by Jiti Gao

  • 2012 Expansion of Lévy Process Functionals and Its Application in Statistical Estimation
    by Chaohua Dong & Jiti Gao

  • 2012 An Improved Nonparametric Unit-Root Test
    by Jiti Gao & Maxwell King

  • 2012 Intermittent demand forecasting for inventory control: A multi-series approach
    by Ralph Snyder & Adrian Beaumont & J. Keith Ord

  • 2012 Nonlinear Regression with Harris Recurrent Markov Chains
    by Degui Li & Dag Tjøstheim & Jiti Gao

  • 2012 Independence Test for High Dimensional Random Vectors
    by G. Pan & J. Gao & Y. Yang & M. Guo

  • 2012 Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis
    by Peter Martey Addo & Monica Billio & Dominique Guegan

  • 2012 Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach
    by Peter Martey Addo & Monica Billio & Dominique Guegan

  • 2012 Comparaison of several estimation procedures for long term behavior
    by Dominique Guegan & Zhiping Lu & BeiJia Zhu

  • 2012 The Hog-Cycle of Law Professors
    by Christoph Engel & Hanjo Hamann

  • 2012 Uncovering Time-Varying Parameters with the Kalman-Filter and the Flexible Least Squares: a Monte Carlo Study
    by Zsolt Darvas & Balázs Varga

  • 2012 Inflation Persistence in Hungary: a Spatial Analysis
    by Zsuzsanna Zsibók & Balázs Varga

  • 2012 Unpuzzling the Purchasing Power Parity Puzzle
    by Matteo Pelagatti & Emilio Colombo

  • 2012 Interest Rate Pass-Through to Turkish Lending Rates: A Threshold Cointegration Analysis
    by Dilem Yildirim

  • 2012 Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries
    by Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel

  • 2012 Inflation, Inflation Uncertainty and Output Growth: Recent Evidence from ASEAN-5 Countries
    by Siti Hamizah Mohd & Ahmad Zubaidi Baharumshah & Stilianos Fountas

  • 2012 Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy
    by Theologos Dergiades

  • 2012 Testing for Granger causality in a system of more than two variables
    by Theologos Pantelidis

  • 2012 Military Spending and Economic Growth: The Case of Iran
    by Mohammad Reza Farzanegan

  • 2012 Stationarity Test for Aggregate Outputs in the Presence of Structural Breaks
    by D.K. Srivastava & K.R. Shanmugam

  • 2012 China-Japan-Korea (CJK)'s FTA Strategy towards ASEAN Countries: A Game Theoretical Approach
    by Fithra Faisal Hastiadi

  • 2012 Regionalism in East Asia: The Way Forward
    by Fithra Faisal Hastiadi

  • 2012 Generating short-term forecasts of the Lithuanian GDP using factor models
    by Julius Stakenas

  • 2012 Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence
    by Wojciech Charemza & Yuriy Kharin & Vladislav Maevskiy

  • 2012 Alternative Paths of Learning: Standardisation and Growth in Britain, 1901-2009
    by Christopher Spencer & Paul Temple

  • 2012 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

  • 2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
    by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral

  • 2012 Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee

  • 2012 Modelling Long Memory Volatility in Agricultural Commodity Futures Return
    by Michael McAleer & Chia-Lin Chang & Roengchai Tansuchat

  • 2012 The role of initial values in nonstationary fractional time series models
    by Søren Johansen & Morten Ørregaard Nielsen

  • 2012 The Selection of ARIMA Models with or without Regressors
    by Søren Johansen & Marco Riani & Anthony C. Atkinson

  • 2012 The R-word Index for Switzerland
    by David Iselin & Boriss Siliverstovs

  • 2012 Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity
    by Mika Meitz & Pentti Saikkonen

  • 2012 Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries
    by Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel

  • 2012 Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating
    by Ralf Brüggemann & Jing Zeng

  • 2012 Do large recessions reduce output permanently?
    by Mehdi Hosseinkouchack & Maik Wolters

  • 2012 Carbon Price Dynamics – Evidence from Phase II of the European Emission Trading Scheme
    by Wilfried Rickels & Dennis Görlich & Gerrit Oberst & Sonja Peterson

  • 2012 Martingales, Nonlinearity, And Chaos
    by William Barnett & Apostolos Serletis

  • 2012 A Single-Blind Controlled Competition Among Tests For Nonlinearity And Chaos
    by William Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen

  • 2012 An Analytical and Numerical Search for Bifurcations in Open Economy New Keynesian Models
    by William Barnett & Unal Eryilmaz

  • 2012 Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries
    by Ozdemir, Zeynel Abidin & Balcilar, Mehmet & Tansel, Aysit

  • 2012 No linealidad y asimetría en el proceso generador del Índice IBEX35
    by Paz Rico Belda

  • 2012 Testing for Cointegration in the Presence of Moving Average Errors
    by Mallory, M. & Lence, Sergio H.

  • 2012 Dirty floating and monetary independence in Central and Eastern Europe - The role of structural breaks
    by Thomas Windberger & Jesus Crespo Cuaresma & Janette Walde

  • 2012 Has the Financial Crisis Changed the Business Cycle Characteristics of the GIPSI Countries?
    by Andrew Hughes Hallett & Christian Richter

  • 2012 Effective demand, exogenous normal utilization and endogenous capacity in the long run. Evidence from a CVAR analysis for the US
    by Christian Schoder

  • 2012 Endogenous capital productivity in the Kaleckian growth model. Theory and Evidence
    by Christian Schoder

  • 2012 Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study
    by Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang

  • 2012 A flexible semiparametric model for time series
    by Degui Li & Oliver Linton & Zudi Lu

  • 2012 Efficient estimation of conditional risk measures in a semiparametric GARCH model
    by Oliver Linton & Dajing Shang & Yang Yan

  • 2012 Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability
    by Chang-Jin Kim & Cheolbeom Park

  • 2012 Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA
    by Márcio Laurini & Márcio Alves Diniz

  • 2012 Realized Copula
    by Matthias R. Fengler & Ostap Okhrin &

  • 2012 Copula Dynamics in CDOs
    by Barbara Choros-Tomczyk & Wolfgang Karl Härdle & Ludger Overbeck &

  • 2012 Quantile Regression in Risk Calibration
    by Shih-Kang Chao & Wolfgang Karl Härdle & Weining Wang

  • 2012 A Donsker Theorem for Lévy Measures
    by Richard Nickl & Markus Reiß

  • 2012 On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
    by Pierre Perron & Yohei Yamamoto

  • 2012 Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data
    by Eiji Kurozumi & Daisuke Yamazaki & Kaddour Hadri

  • 2012 Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions
    by Yohei Yamamoto & Pierre Perron

  • 2012 Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions
    by Yohei Yamamoto

  • 2012 Testing for Multiple Structural Changes with Non-Homogeneous Regressors
    by Eiji Kurozumi

  • 2012 Market Discipline Under A Politicised Multilateral Fiscal Rule - Lessons from the Stability and Growth Pact Debate
    by Matthias Bauer & Martin Zenker

  • 2012 Minor Nuisance Around Foreign Exchange Markets - Lessons from the Stability and Growth Pact Debate
    by Matthias Bauer & Martin Zenker

  • 2012 Detecting Bubbles in the Hong Kong Residential Property Market: An Explosive-Pattern Approach
    by Matthew S. Yiu & Lu Jin

  • 2012 Market Liberalization and Market Integration - Essays on the Nordic Electricity Market
    by Lundgren, Jens

  • 2012 Occurrence of long and short term asymmetry in stock market volatilities
    by Lönnbark, Carl

  • 2012 The Asymmetric Count Data Moving Average Model
    by Brännäs, Kurt

  • 2012 Essays on Credit Markets and Banking
    by Holmberg, Ulf

  • 2012 Panel Data Evidence on the Role of Institutions and Shocks for Unemployment Dynamics and Equilibrium
    by Nymoen, Ragnar & Sparrman, Victoria

  • 2012 Technological Change in Renewable Resource Industries: An Alternative Estimation Approach
    by Kvamsdal, Sturla F.

  • 2012 Cost of Misspecification in Break-Model Unit-Root Tests
    by Maican, Florin G. & Sweeney, Richard J.

  • 2012 Real Wages and the Origins of Modern Economic Growth in Germany, 16th to 19th Centuries
    by Ulrich Pfister & Jana Riedel & Martin Uebele

  • 2012 A simple specification procedure for the transition function in persistent nonlinear time series models
    by Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp

  • 2012 Estimating the number of mean shifts under long memory
    by Sibbertsen, Philipp & Willert, Juliane

  • 2012 On tests for linearity against STAR models with deterministic trends
    by Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp

  • 2012 Energy Consumption and Economic Growth: Evidence from Nonlinear Panel Cointegration and Causality Tests
    by Tolga Omay & Mubariz Hasanov & Nuri Uçar

  • 2012 Time Series Behaviour of the Real Interest Rates in Transition Economies
    by Pelin Oge Guney & Erdinc Telatar & Mubariz Hasanov

  • 2012 Re-examining Purchasing Power Parity for the Australian Real Exchange Rate
    by Mubariz Hasanov

  • 2012 A Panel Co-integration Analysis of Industrial and Services Sectors' Agglomeration in the European Union
    by Astrid Krenz

  • 2012 Trend and initial condition in stationarity tests: the asymptotic analysis
    by Anton Skrobotov

  • 2012 Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion - in Russian
    by Anton Skrobotov

  • 2012 Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion
    by Anton Skrobotov

  • 2012 Assessment of Money Demand in the Russian Economy with the Development of Banking Technology
    by Elena Sinelnikova,

  • 2012 An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time?
    by Giulio Cifarelli & Paolo Paesani

  • 2012 Working Paper 15-12 - Specification and estimation of a dynamic consumption allocation model
    by Ingrid Bracke & Peter Willemé

  • 2012 Volatility Swings in the US Financial Markets
    by Giampiero M. Gallo & Edoardo Otranto

  • 2012 Realized Volatility and Change of Regimes
    by Giampiero M. Gallo & Edoardo Otranto

  • 2012 The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective
    by Claudio Morana

  • 2012 Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation
    by Claudio Morana

  • 2012 Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005
    by Joël CARIOLLE

  • 2012 Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005
    by Joël CARIOLLE

  • 2012 The Influence of Housing Price Developments on Household Consumption: Empirical Analysis for the Czech Republic
    by Sylvie Dvoráková & Jakub Seidler

  • 2012 Can Google Data Help Predict French Youth Unemployment?
    by Frédéric Karamé & Yannick Fondeur

  • 2012 Exponential GARCH Modeling with Realized Measures of Volatility
    by Peter Reinhard Hansen & Zhuo Huang

  • 2012 Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode
    by Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye

  • 2012 Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
    by Chang, C-L. & Hsu, H-K. & McAleer, M.J.

  • 2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
    by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.

  • 2012 Financial Development and Growth Volatility: Time Series Evidence for Mexico and The United States
    by Rodolfo Cermeño Bazán & María Roa García & Claudio González Vega

  • 2012 Are Southeast Asian Real Exchange Rates Mean Reverting?
    by Frédérique Bec & Songlin Zeng

  • 2012 Regime-Dependent Topological Properties of Biofuels Networks
    by Ladislav Kristoufek & Karel Janda & David Zilberman

  • 2012 Mutual Responsiveness of Biofuels, Fuels and Food Prices
    by Ladislav Kristoufek & Karel Janda & David Zilberman

  • 2012 The level and growth effects in empirical growth models for the Nordic countries: A knowledge economy approach
    by Arusha Cooray & Antonio Paradiso

  • 2012 On the correspondence between data revision and trend-cycle decomposition
    by Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden

  • 2012 Bioenergy and Global Land Use Change
    by Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova

  • 2012 Are the determinants of CO2 emissions converging among OECD countries?
    by Mariam Camarero & Andrés J. Picazo-Tadeo & Cecilio Tamarit

  • 2012 The euro impact on trade. Long run evidence with structural breaks
    by Mariam Camarero & Estrella Gómez & Cecilio Tamarit

  • 2012 Job Creation and the Self-employed Firm Size: evidence from Spain
    by Emilio Congregado & Vicente Esteve & Antonio A. Golpe

  • 2012 A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities
    by Chen, Fei & Diebold, Francis X. & Schorfheide, Frank

  • 2012 Optimal Combination of Survey Forecasts
    by Cristina Conflitti & Christine De Mol & Domenico Giannone

  • 2012 The Difference, System and ‘Double-D’ GMM Panel Estimators in the Presence of Structural Breaks
    by Rosen Azad Chowdhury & Bill Russell

  • 2012 Estimating United States Phillips Curves With Expectations Consistent With The Statistical Process Of Inflation
    by Bill Russell & Rosen Azad Chowdhury

  • 2012 On the links between stock and commodity markets' volatility
    by Anna Creti & Marc Joëts & Valérie Mignon

  • 2012 Do newspaper articles on card fraud affect debit card usage?
    by Anneke Kosse

  • 2012 Expectations of future income and real exchange rate movements
    by Aziz Hayat & Bahodir Ganiev & Xueli Tang

  • 2012 Does the choice of estimator matter when forecasting returns?
    by Joakim Westerlund & Paresh K Narayan

  • 2012 Persistence in Youth Unemployment
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2012 Testing the Marshall-Lerner Condition in Kenya
    by Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida

  • 2012 On Confidence Intervals for Autoregressive Roots and Predictive Regression
    by Peter C.B. Phillips

  • 2012 Nonparametric Predictive Regression
    by Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips

  • 2012 Automated Estimation of Vector Error Correction Models
    by Zhipeng Liao & Peter C.B. Phillips

  • 2012 Non-linearity Induced Weak Instrumentation
    by Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos

  • 2012 Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications
    by Peter C.B. Phillips & Zhipeng Liao

  • 2012 VARs with Mixed Roots Near Unity
    by Peter C.B. Phillips & Ji Hyung Lee

  • 2012 Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility
    by Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor

  • 2012 Testing for Multiple Bubbles
    by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu

  • 2012 Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior
    by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu

  • 2012 Discriminant analysis of multivariate time series using wavelets
    by Alonso, Andrés M. & Maharaj, Elizabeth Ann

  • 2012 Monetary policy regimes and the forward bias for foreign exchange
    by Ruiz, Jesús & Pérez, Rafaela & Lafuente, Juan Ángel

  • 2012 Dynamics of the steel and long-term equilibrium hypothesis across leading geo-economic players: empirical evidence for supporting a policy formulation
    by Mario Coccia

  • 2012 A Supply-Response Model Under Invariant Risk Preferences
    by Robert Chambers & Margarita Genius & Vangelis Tzouvelekas

  • 2012 Climatic Conditions and Productivity : An Impact Evaluation in Pre-industrial England
    by Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion

  • 2012 Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model
    by Stéphane Auray & Aurélien Eyquem & Fréderic Jouneau-Sion

  • 2012 Inventory Investment and the Business Cycle : The usual Suspect
    by Frédérique Bec & Mélika Ben Salem

  • 2012 Determinants of US financial fragility conditions
    by Fabio Bagliano & Claudio Morana

  • 2012 The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit
    by Gadea Rivas, Maria Dolores & Pérez-Quirós, Gabriel

  • 2012 Can we use seasonally adjusted indicators in dynamic factor models?
    by Camacho, Maximo & Lovcha, Yuliya & Pérez-Quirós, Gabriel

  • 2012 Optimal Combination of Survey Forecasts
    by Conflitti, Cristina & De Mol, Christine & Giannone, Domenico

  • 2012 Green Shoots and Double Dips in the Euro Area. A Real Time Measure
    by Camacho, Maximo & Pérez-Quirós, Gabriel & Poncela, Pilar

  • 2012 Finite sample performance of small versus large scale dynamic factor models
    by Alvarez, Rocio & Camacho, Maximo & Pérez-Quirós, Gabriel

  • 2012 Markov-switching dynamic factor models in real time
    by Camacho, Maximo & Pérez-Quirós, Gabriel & Poncela, Pilar

  • 2012 Extracting nonlinear signals from several economic indicators
    by Camacho, Maximo & Pérez-Quirós, Gabriel & Poncela, Pilar

  • 2012 Forecasting long memory processes subject to structural breaks
    by WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng

  • 2012 Infinite-state Markov-switching for dynamic volatility and correlation models
    by DUFAYS, Arnaud

  • 2012 Recursos Naturales y Crecimiento Económico en Colombia: ¿Maldición de los Recursos?
    by Jacobo Campo Robledo & W. Andrés Sanabria Parrado

  • 2012 Hipótesis de Fisher y cambio de régimen en Colombia: 1990 - 2010
    by Madeleine Gil Ángel & Jacobo Campo Robledo

  • 2012 Dinámica de los precios de los productos lácteos en Colombia : El caso del Departamento de Córdoba
    by Omar Enrique Castillo Nuñez

  • 2012 Pronósticos de corto plazo en tiempo real para la actividad económica colombiana
    by Deicy J. Cristiano & Manuel D. Hernández & José David Pulido

  • 2012 Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case
    by Luis Fernando Melo & Rubén Albeiro Loaiza Maya

  • 2012 Financial crisis: a new measure for risk of pension funds assets
    by M. Cadoni & R. Melis & A. Trudda

  • 2012 The Markov Switching Asymmetric Multiplicative Error Model
    by E. Otranto

  • 2012 Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries
    by Jaromir Baxa & Miroslav Plasil & Borek Vasicek

  • 2012 Real Wage Flexibility in the European Union: New Evidence from the Labour Cost Data
    by Jan Babecky & Kamil Dybczak

  • 2012 Pegging emerging currencies in the face of dollar swings
    by Virginie Coudert & Cécile Couharde & Valérie Mignon

  • 2012 On the links between stock and commodity markets' volatility
    by Anna Creti & Marc Joëts & Valérie Mignon

  • 2012 Model Adequacy Checks for Discrete Choice Dynamic Models
    by Igor Kheifets & Carlos Velasco

  • 2012 Structural Breaks and Volatility of Gross Domestic Product: Evidence for Portugal
    by Jorge Andraz & Nélia Norte

  • 2012 The Impact of Wind Power Generation on the Electricity Price in Germany
    by Janina Ketterer

  • 2012 Macroeconomic Fluctuations in a Stylized DSGE Model with Disequilibrium Dynamics
    by Bas van Aarle

  • 2012 Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS
    by Gabriella Deborah Legrenzi & Costas Milas

  • 2012 Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
    by Sasa Zikovic & Randall Filer

  • 2012 Persistence in Youth Unemployment
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2012 Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter
    by Gebhard Flaig

  • 2012 The Sustainability of Fiscal Policy in Italy: A Long-Term Perspective
    by Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano

  • 2012 What Moves the European Carbon Market? - Insights from Conditional Jump Models
    by Marc Gronwald & Janina Ketterer

  • 2012 "Interest Rate Trap", or: Why Does the Central Bank Keep the Policy Rate too Low for too Long Time?
    by Jin Cao & Gerhard Illing

  • 2012 Foreign Direct Investment And Technology Spillover---Evidence Across Indian Manufacturing Industries
    by SMRUTI RANJAN BEHERA & PAMI DUA & BISHWANATH GOLDAR

  • 2012 Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee

  • 2012 Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
    by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat

  • 2012 Inflation forecasting in Angola: a fractional approach
    by Carlos Barros & Luis Gil-Alana

  • 2012 Filtering with heavy tails
    by Harvey, A. & Luati, A.

  • 2012 The Dyanamic Location/Scale Model: with applications to intra-day financial data
    by Andres, P. & Harvey, A.

  • 2012 EGARCH models with fat tails, skewness and leverage
    by Harvey, A. & Sucarrat, G.

  • 2012 No coupling, no decoupling, only mutual inter-dependence : Business cycles in emerging vs. mature economies
    by Siklos, Pierre L.

  • 2012 Short-term forecasts of French GDP: a dynamic factor model with targeted predictors
    by Bessec, M.

  • 2012 Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors
    by Bec, F. & Bessec, M.

  • 2012 Forecasting GDP over the business cycle in a multi-frequency and data-rich environment
    by Bessec, M. & Bouabdallah, O.

  • 2012 Macroeconomic forecasting during the Great Recession: The return of non-linearity?
    by Ferrara, L. & Marcellino, M. & Mogliani, M.

  • 2012 The European way out of recession
    by Bec, F. & Bouabdallah, O. & Ferrara, L.

  • 2012 Multiple Structural Breaks and Inflation Persistance in Belarus
    by Igor Pelipas

  • 2012 Monthly GDP estimates based on the IGAE
    by Rocío Elizondo

  • 2012 The predictive power of Google searches in forecasting unemployment
    by Francesco D'Amuri & Juri Marcucci

  • 2012 On detecting end-of-sample instabilities
    by Fabio Busetti

  • 2012 Selecting predictors by using Bayesian model averaging in bridge models
    by Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti

  • 2012 Forecasting world output: the rising importance of emerging economies
    by Alessandro Borin & Riccardo Cristadoro & Roberto Golinelli & Giuseppe Parigi

  • 2012 The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit
    by Maria Dolores Gadea Rivas & Gabriel Perez-Quiros

  • 2012 Can we use seasonally adjusted indicators in dynamic factor models?
    by Maximo Camacho & Yuliya Lovcha & Gabriel Perez-Quiros

  • 2012 Markov-switching dynamic factor models in real time
    by Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela

  • 2012 Finite sample performance of small versus large scale dynamic factor models
    by Rocio Alvarez & Maximo Camacho & Gabriel Perez-Quiros

  • 2012 Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
    by Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros

  • 2012 Extracting non-linear signals from several economic indicators
    by Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela

  • 2012 Tracking the future on the web: construction of leading indicators using internet searches
    by Concha Artola & Enrique Galán

  • 2012 Real-time forecasting US GDP from small-scale factor models
    by Maximo Camacho & Jaime Martíinez-Martin

  • 2012 Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
    by Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros

  • 2012 Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models
    by John Knight & Stephen Satchell & Jessica Zhang

  • 2012 A Note on the Finite Sample Properties of the CLS Method of TAR Models
    by Marian Vavra

  • 2012 Robustness of Power Properties of Non-linearity Tests
    by Marian Vavra

  • 2012 Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule
    by Conrad, Christian & Eife, Thomas A.

  • 2012 Trends and Cycles in Real Commodity Prices: 1650-2010
    by David Harvey & Neil Kellard & Jakob Madsen & Mark Wohar

  • 2012 A Smooth Transition Long-Memory Model
    by Marcel Aloy & Gilles Dufrénot & Charles Lai Tong & Anne Péguin-Feissolle

  • 2012 SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence
    by Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza

  • 2012 Real exchange rate volatility, financial crises and nominal exchange regimes
    by Amalia Morales-Zumaquero & Simón Sosvilla-Rivero

  • 2012 Inflation convergence in Central and Eastern Europe with a view to adopting the euro
    by Juan Carlos Cuestas & Luis A. Gil-Alana & Karl Taylor

  • 2012 The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests
    by Hyeongwoo Kim & Young-Kyu Moh

  • 2012 A Non-standard Empirical Likelihood for Time Series
    by Daniel J. Nordman & Helle Bunzel & Soumendra N. Lahiri

  • 2012 Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis
    by Matthew T. Holt & Timo Teräsvirta

  • 2012 The role of initial values in nonstationary fractional time series models
    by Søren Johansen & Morten Ørregaard Nielsen

  • 2012 The Selection of ARIMA Models with or without Regressors
    by Søren Johansen & Marco Riani & Anthony C. Atkinson

  • 2012 Exponential GARCH Modeling with Realized Measures of Volatility
    by Peter Reinhard Hansen & Zhuo Huang

  • 2012 Estimating High-Dimensional Time Series Models
    by Marcelo C. Medeiros & Eduardo F. Mendes

  • 2012 Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy
    by Nektarios Aslanidis & Charlotte Christiansen

  • 2012 Asymptotic Theory for Regressions with Smoothly Changing Parameters
    by Eric Hillebrand & Marcelo C. Medeiros & Junyue Xu

  • 2012 Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
    by Eric Hillebrand & Marcelo C. Medeiros

  • 2012 Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates
    by Heejoon Han & Dennis Kristensen

  • 2012 On tests for linearity against STAR models with deterministic trends
    by Hendrik Kaufmann & Robinson Kruse & Philipp Sibbertsen

  • 2012 The impact of financial crises on the risk-return tradeoff and the leverage effect
    by Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu

  • 2012 Unit roots, nonlinearities and structural breaks
    by Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov

  • 2012 Modelling Changes in the Unconditional Variance of Long Stock Return Series
    by Cristina Amado & Timo Teräsvirta

  • 2012 On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions
    by Anders Bredahl Kock

  • 2012 The Power of Unit Root Tests Against Nonlinear Local Alternatives
    by Matei Demetrescu & Robinson Kruse

  • 2012 Does corruption hinder trade for the new EU members?
    by Horsewood, Nicholas & Voicu, Anca Monika

  • 2012 Are current account deficits sustainable? New evidence from Iran using bounds test approach to level relationships
    by Heidari, Hassan & Katircioglu, Salih Turan & Davoudi, Narmin

  • 2012 Boats and tides and "trickle down" theories: What economists presume about wellbeing when they employ stochastic process theory in modeling behavior
    by Anderson, Gordon

  • 2012 Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models
    by Ben Cheikh, Nidhaleddine

  • 2012 Impact of Trade Liberalization on Trade Balance in Pakistan: Cointegration and Error Correction Mechanism
    by Bushra Yasmin

  • 2012 Forecasting Fiscal Revenues in a Transition Country: The Case of Croatia
    by Valerija Botrić & Maruška Vizek

  • 2012 Nonlinearity and Fractional Integration in the US Dollar/Euro Exchange Rate
    by Burcu Kıran

  • 2012 Does Gibrat’s Law Hold in the Insurance Industry of China? A Test with Sequential Panel Selection Method
    by Guochen Pan & Sen-Sung Chen & Tsangyao Chang

  • 2012 Structural Breaks, Parameter Stability and Energy Demand Modeling in Nigeria
    by Olusegun A. Omisakin & Oluwatosin A. Adeniyi & Abimbola M. Oyinlola

  • 2012 The Causality between Government Revenue and Government Expenditure in Iran
    by Yousef Elyasi & Mohammad Rahimi

  • 2012 Statistical Analysis Of The Evolution Of Research-Development Activity In South-West Oltenia Development Region In 2002-2010
    by MARIAN ZAHARIA & ANIELA BĂLĂCESCU

  • 2012 Unemployment And Business Cycles In Central And Eastern European Countries
    by CIPRIAN CHIRILĂ & VIORICA CHIRILĂ

  • 2012 Stochastic Volatility Models For Financial Time Series Analysis
    by FELICIA RAMONA BIRĂU

  • 2012 Is Disagreement a Good Proxy for Inflation Uncertainty? Evidence from Turkey
    by Timur Hulagu & Saygin Sahinoz

  • 2012 ¿Se desvanece el efecto-enero en las bolsas de valores del continente americano?
    by Rodríguez Benavides, Domingo & Ortiz, Edgar & López-Herrera, Francisco

  • 2012 Did the Recent Housing Boom Signal the Global Financial Crisis?
    by David M. Kemme & Saktinil Roy

  • 2012 Reassessment of Sustainability of Current Account Deficit in India
    by Aviral Kumar Tiwari

  • 2012 Using Dynamic Series of Moments for Economic Analysis
    by Diana COCONOIU & Elena BUGUDUI

  • 2012 Using Time Series in the Macroeconomic Analysis
    by Constantin ANGHELACHE & Radu Titus MARINESCU & Elena BUGUDUI & Daniel DUMITRESCU

  • 2012 Revisiting Mean Reversion in the Stock Prices of Nine Transition Countries: Threshold Unit Root Test
    by Guochen Pan & Seng-Sung Chen & Tsangyao Chang

  • 2012 Testing For Nonlinearity In G7 Macroeconomic Time Series
    by Yavuz, Nilgün Çil & Yilanci, Veli

  • 2012 Mean Reversion of Real Interest Rates in G-20: Panel Kss Test by Spsm with a Fourier Function
    by Chang, Chih Kai

  • 2012 Evaluating Individual and Mean Non-Replicable Forecasts
    by Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael

  • 2012 Is the Romanian Business Cycle Characterized by Chaos?
    by Caraiani, Petre

  • 2012 The Demand for Money in China: A Reassessment Using the Bounds Testing Approach
    by Lee, Chien Chiang & Chang, Chun Ping

  • 2012 El tipo de cambio real, el ingreso nacional y el ingreso foráneo en la determinación de la balanza comercial en Bolivia: 1992-2011
    by Hernández Barriga, Plinio & Rivero Ticona, Alexander & Frías Pinedo, Isidro

  • 2012 A Bootstrap Analysis of the Nikkei 225
    by Kung, James J. & Carverhill, Andrew P.

  • 2012 Responses of African economies to the international economic shocks: an empirical study
    by Assoumou-Ella , Giscard

  • 2012 Market risk valuation modeling for the European countries at the financial crisis of 2008
    by Shcherba, Alexandr

  • 2012 Identification of product life cycle models by autoregression–moving average models and Groebner’s bases
    by Semenychev, Valery & Kurkin, Eugen & Semenychev , Eugene

  • 2012 Data frequency and mutual fund performance measures
    by Semushin, Anton & Parshakov, Petr

  • 2012 Harrod Balassa Samuelson effect and the role of distribution sector: an empirical case study of Serbia and EMU
    by Predrag Petrovic

  • 2012 The relationship between exchange rate and macroeconomic variables in China
    by Chi-Wei Su

  • 2012 NAIRU estimates for Croatia
    by Valerija Botric

  • 2012 Volatility Regimes For The Vix Index
    by JACINTO MARABEL ROMO

  • 2012 Is Pakistani Equity Market Integrated to the Equity Markets of Group of Eight (G8) Countries? An Empirical Analysis of Karachi Stock Exchange
    by Syed Muhammad Aamir Shah & Muhammad Husnain & Ashraf Ali

  • 2012 Causality between Financial Development and Economic Growth: Evidence from an Indian State
    by Farah Hussain & Deb Kumar Chakraborty

  • 2012 Tourism and Economic Growth in Sri Lanka: An ARDL Bounds Testing Approach
    by P. Srinivasan & Santhosh Kumar P. K & L. Ganesh

  • 2012 Bootstrap inference about integrated volatility (in Russian)
    by Andrey Rafalson

  • 2012 Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries
    by Georgios Kouretas & Manolis Syllignakis

  • 2012 Je možné předpovídat repo sazbu ČNB na základě zpět hledícího měnového pravidla?
    by Josef Arlt & Martin Mandel

  • 2012 Recent Development of the Wage and Income Distribution in the Czech Republic
    by Diana Bílková

  • 2012 External Debt Accumulation and Its Impact on Economic Growth in Pakistan
    by Rifaqat Ali & Usman Mustafa

  • 2012 GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural
    by Pierre Perron & Gabriel Rodríguez

  • 2012 Real And Nominal Convergence, The Syncronization Of Business Cycles Between The New Eurozone Members (Nem) Slovenia, Slovakia, Cyprus , Estonia And The Core Eurozone
    by Zapodeanu Daniela

  • 2012 The Implications Of State Aid To R&D On Economic Development In The European Union
    by Bacila Nicolae

  • 2012 The Contribution Of Business Confidence Indicators In Short-Term Forecasting Of Economic Development
    by Gagea Mariana

  • 2012 Modelling Monthly International Tourist Arrivals and Its Risk in Nepal
    by Hari Sharma Neupane & Chandra Lal Shrestha & Tara Prasad Upadhyaya

  • 2012 Identifying imbalances in the Hungarian banking system (‘early warning’ system)
    by Dániel Holló

  • 2012 Oil Price Shock and Structural Changes in CMEA Trade: Pouring Oil on Troubled Waters?
    by Elisabeth Beckmann & Jarko Fidrmuc

  • 2012 A model for forecasting electricity prices in Colombia
    by Jorge Barrientos & Edwin Rodas & Esteban Velilla & Mauricio Lopera & Fernando Villada

  • 2012 On the Existence of a Unit Root in the Time Series of Monthly Electricity Prices in Colombia
    by Elkin Castaño & Jorge Sierra

  • 2012 Volume and Skewness Analysis in the Major Latin American Stock Markets
    by Werner Kristjanpoller & Víctor Caballero

  • 2012 Impact of Financial Reforms on Stock Price Index of Karachi Stock Exchange: An ARDL Cointegration Approach
    by Shah Khalid & Wali Ullah & Fazli Rabbi

  • 2012 Econometric Analysis of FDI in the Mining Sector to Tanzania’s Export Capacity
    by Johansein Rutaihwa & Aneth Simwela & Amina Ramadhani

  • 2012 On the Origins of Conditional Heteroscedasticity in Time Series
    by Richard Ashley

  • 2012 Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model
    by Haruhisa Nishino & Kazuhiko Kakamu & Takashi Oga

  • 2012 The Volatility Of The Won-Dollar Exchange Rate During The 2008-9 Crisis
    by HYUN KOOK SHIN & BYOUNG HARK YOO

  • 2012 Half Life of the Real Exchange Rate: Evidence from the Nonlinear Approach in Emerging Economies
    by Chin-Ping King

  • 2012 Application of the alternative techniques to estimate demand for money in developing countries
    by Rup Singh & Saten Kumar

  • 2012 The Dynamic Implications For Wage Changes On Productivity, Prices, And Employment In A Developing Economy: A Structural Var Analysis
    by John Baffoe-Bonnie & Anthony O. Gyapong

  • 2012 Econometric Investigation Of Relationships Among Export, Fdi And Growth In India: An Application Of Toda-Yamamoto-Dolado-Lutkephol Granger Causality Test
    by Kishor K Guru-Gharana

  • 2012 Does a real devaluation improve the balance of trade?: empirics from Bangladesh economy
    by Nusrate Aziz

  • 2012 Foreign Aid to Bangladesh: Some Iconoclastic Issues
    by Khandokar Mohammad Istiak

  • 2012 El papel del sistema financiero en el crecimiento económico en México
    by Cerecedo-Hernández, Daniel

  • 2012 Modelo poblacional mexicano con técnica TAR
    by Camacho-Erazo, Raúl & Gómez-Chiñas, Carlos & Porras-Serrano, Jesus

  • 2012 Modelación de series económicas mediante métodos automáticos de regresión difusa
    by Rodrigo Cajamarca & Hermann Mena

  • 2012 Bubble In The Indian Real Estate Markets: Identification Using Regime-Switching Methodology
    by Vijay Kumar Vishwakarma & Ohannes George Paskelian

  • 2012 Distances And Networks: The Case Of Mexico
    by Linda Margarita Medina Herrera & Ernesto Armando Pacheco Velázquez

  • 2012 The Romanian Agri-Food Economy – Performance Reductive Effects After Five Years Of Eu Membership
    by Toderoiu, Filon

  • 2012 Improving the Forecasting Power of Volatility Models
    by Ahmed Bensaida

  • 2012 Perceived Organizational Commitment And Its Impact To The Turnover Intention: A Correlation Analysis
    by Ramesh Kumar & Koh Geok Eng

  • 2012 Real Oil Prices since the 1990s
    by Claudio Morana

  • 2012 Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices
    by Piotr Fiszeder & Witold Orzeszko

  • 2012 Independent Spike Models: Estimation and Validation
    by Erik Lindström & Fredric Regland

  • 2012 The Impact of Exchange Rate Volatility on Exports in Turkey
    by Harun Yuksel & Cemil Kuzey & Ender Sevinc

  • 2012 Fertility, Employment and Capital Accumulation: A Case Study For Turkey
    by Şenay AÇIKGÖZ

  • 2012 Time Series Prediction with Neural Networks for the Athens Stock Exchange Indicator
    by M. Hanias & P. Curtis & E. Thalassinos

  • 2012 The effect of structural breaks on the Engle-Granger test for cointegration
    by Antonio E. Noriega & Daniel Ventosa-Santaularia

  • 2012 Mankiw vs. DeLong and Krugman on the CEA's Real GDP Forecasts in Early 2009: What Might a Time Series Econometrician Have Said?
    by David O. Cushman

  • 2012 Sources of economic fuctuations in France: A structural VAR model
    by Nabil Ben Arfa

  • 2012 Bayesian Unit Root Test for Time Series Models with Structural Break in Variance
    by Rishi Kumar & Jitendra Kumar & Anoop Chaturvedi

  • 2012 Bilateral exports from euro zone countries to the US — Does exchange rate variability play a role?
    by Verheyen, Florian

  • 2012 The role of inflation regime in the exchange rate pass-through to import prices
    by Junttila, Juha & Korhonen, Marko

  • 2012 Causes of banking crises: Deregulation, credit booms and asset bubbles, then and now
    by Roy, Saktinil & Kemme, David M.

  • 2012 Nonstationarity and nonlinearity in inflation rate: Some further evidence
    by Arize, Augustine C. & Malindretos, John

  • 2012 The predictability of aggregate Japanese stock returns: Implications of dividend yield
    by Chen, Sichong

  • 2012 Dynamics of underwriting profits: Evidence from the U.S. insurance market
    by Jiang, Shi-jie & Nieh, Chien-Chung

  • 2012 On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries
    by Menezes, Rui & Dionísio, Andreia & Hassani, Hossein

  • 2012 Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
    by Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong

  • 2012 Why do merger premiums vary across industries and over time?
    by Madura, Jeff & Ngo, Thanh & Viale, Ariel M.

  • 2012 How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis
    by Lee, Chingnun & Shie, Fu Shuen & Chang, Chiao Yi

  • 2012 Intraday dynamics of volatility and duration: Evidence from Chinese stocks
    by Liu, Chun & Maheu, John M.

  • 2012 Trends in real commodity prices: How real is real?
    by Fernandez, Viviana

  • 2012 Modelling oil price and exchange rate co-movements
    by Reboredo, Juan C.

  • 2012 New regulatory authority over significant price discovery contracts: An example of natural gas swaps with econometric applications
    by Babula, Ronald A. & Price, Gregory K.

  • 2012 Multicointegration, seigniorage and fiscal sustainability. Spain 1857–2000
    by Escario, Regina & Gadea, María Dolores & Sabaté, Marcela

  • 2012 Common trends and common cycles among interest rates of the G7-countries
    by Lindenberg, Nannette & Westermann, Frank

  • 2012 The impacts of regime-switching structures and fat-tailed characteristics on the relationship between inflation and inflation uncertainty
    by Chang, Kuang-Liang

  • 2012 Explaining inflation-gap persistence by a time-varying Taylor rule
    by Conrad, Christian & Eife, Thomas A.

  • 2012 Interpreting the evidence for New Keynesian models of inflation dynamics
    by Nymoen, Ragnar & Swensen, Anders Rygh & Tveter, Eivind

  • 2012 Trends and random walks in macroeconomic time series: A reappraisal
    by Charles, Amélie & Darné, Olivier

  • 2012 Forecasting US recessions with various risk factors and dynamic probit models
    by Ng, Eric C.Y.

  • 2012 Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates
    by Fatum, Rasmus & Hutchison, Michael & Wu, Thomas

  • 2012 Exchange rate bubbles: Fundamental value estimation and rational expectations test
    by Maldonado, Wilfredo L. & Tourinho, Octávio A.F. & Valli, Marcos

  • 2012 Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
    by Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel

  • 2012 ‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables
    by Paye, Bradley S.

  • 2012 U.S. stock market crash risk, 1926–2010
    by Bates, David S.

  • 2012 The information content of the Banking Regulatory Agencies and the Depository Credit Intermediation Institutions
    by Elshahat, A. & Parhizgari, Ali & Hong, Liang

  • 2012 Unilateral divorce versus child custody and child support in the U.S
    by González-Val, Rafael & Marcén, Miriam

  • 2012 Does the choice of estimator matter when forecasting returns?
    by Westerlund, Joakim & Narayan, Paresh Kumar

  • 2012 Revisiting the empirical linkages between stock returns and trading volume
    by Chen, Shiu-Sheng

  • 2012 Characteristic-based mean-variance portfolio choice
    by Hjalmarsson, Erik & Manchev, Petar

  • 2012 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
    by Avouyi-Dovi, Sanvi & Idier, Julien

  • 2012 Are emerging market indicators of vulnerability to financial crises decoupling from global factors?
    by Felices, Guillermo & Wieladek, Tomasz

  • 2012 Libor manipulation?
    by Abrantes-Metz, Rosa M. & Kraten, Michael & Metz, Albert D. & Seow, Gim S.

  • 2012 Nonlinear adjustment to purchasing power parity for ASEAN countries
    by Chang, Tsangyao & Lee, Chia-Hao & Liu, Wen-Chi

  • 2012 Measuring misalignments in the Korean exchange rate
    by Baak, SaangJoon

  • 2012 Breaks in the breaks: An analysis of divorce rates in Europe
    by González-Val, Rafael & Marcén, Miriam

  • 2012 The determinants of sovereign credit spread changes in the Euro-zone
    by Oliveira, Luís & Curto, José Dias & Nunes, João Pedro

  • 2012 Measuring economic uncertainty and its impact on the stock market
    by Dzielinski, Michal

  • 2012 Option pricing and ARCH processes
    by Zumbach, Gilles

  • 2012 Some curious power properties of long-horizon tests
    by Hjalmarsson, Erik

  • 2012 On the dependence structure of realized volatilities
    by Mendes, Beatriz Vaz de Melo & Accioly, Victor Bello

  • 2012 Crude oil price analysis and forecasting using wavelet decomposed ensemble model
    by He, Kaijian & Yu, Lean & Lai, Kin Keung

  • 2012 Interconnections and market integration in the Irish Single Electricity Market
    by Nepal, Rabindra & Jamasb, Tooraj

  • 2012 Forecasting Italian electricity zonal prices with exogenous variables
    by Gianfreda, Angelica & Grossi, Luigi

  • 2012 Analysis of U.S. residential wood energy consumption: 1967–2009
    by Song, Nianfu & Aguilar, Francisco X. & Shifley, Stephen R. & Goerndt, Michael E.

  • 2012 Why do electricity prices jump? Empirical evidence from the Nordic electricity market
    by Hellström, Jörgen & Lundgren, Jens & Yu, Haishan

  • 2012 Testing and estimating time-varying elasticities of Swiss gasoline demand
    by Neto, David

  • 2012 Rising household diesel consumption in the United States: A cause for concern? Evidence on asymmetric pricing
    by Fosten, Jack

  • 2012 Measuring contagion between energy market and stock market during financial crisis: A copula approach
    by Wen, Xiaoqian & Wei, Yu & Huang, Dengshi

  • 2012 A characterization of oil price behavior — Evidence from jump models
    by Gronwald, Marc

  • 2012 Natural gas demand at the utility level: An application of dynamic elasticities
    by Dagher, Leila

  • 2012 Energy consumption-GDP nexus: Heterogeneous panel causality analysis
    by Akkemik, K. Ali & Göksal, Koray

  • 2012 Long memory and disaggregated energy consumption: Evidence from fossils, coal and electricity retail in the U.S
    by Apergis, Nicholas & Tsoumas, Chris

  • 2012 Why do some emerging economies proactively accelerate the adoption of renewable energy?
    by Salim, Ruhul A. & Rafiq, Shuddhasattwa

  • 2012 Economic growth and electricity consumption in former Soviet Republics
    by Bildirici, Melike E. & Kayıkçı, Fazıl

  • 2012 Permit price dynamics in the U.S. SO2 trading program: A cointegration approach
    by Boutabba, Mohamed Amine & Beaumais, Olivier & Lardic, Sandrine

  • 2012 A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models
    by Xu, Bing & Ouenniche, Jamal

  • 2012 Energy consumption and economic growth nexus in Portugal, Italy, Greece, Spain and Turkey: An ARDL bounds test approach (1965–2009)
    by Fuinhas, José Alberto & Marques, António Cardoso

  • 2012 Carbon price drivers: Phase I versus Phase II equilibrium?
    by Creti, Anna & Jouvet, Pierre-André & Mignon, Valérie

  • 2012 Modeling and explaining the dynamics of European Union Allowance prices at high-frequency
    by Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar

  • 2012 Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market
    by Chang, Kuang-Liang

  • 2012 Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
    by Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong

  • 2012 Inventories and upstream gasoline price dynamics
    by Kuper, Gerard H.

  • 2012 Estimating the demand for gasoline in developing countries: Senegal
    by Sene, Seydina Ousmane

  • 2012 Does OPEC still exist as a cartel? An empirical investigation
    by Brémond, Vincent & Hache, Emmanuel & Mignon, Valérie

  • 2012 The globalization of steam coal markets and the role of logistics: An empirical analysis
    by Zaklan, Aleksandar & Cullmann, Astrid & Neumann, Anne & von Hirschhausen, Christian

  • 2012 Nonlinearity and smoothing in venture capital performance data
    by McKenzie, Michael & Satchell, Stephen & Wongwachara, Warapong

  • 2012 Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts
    by Benavides, Guillermo & Capistrán, Carlos

  • 2012 Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
    by Gospodinov, Nikolay & Hirukawa, Masayuki

  • 2012 Stock market volatility and equity returns: Evidence from a two-state Markov-switching model with regressors
    by Liu, Xinyi & Margaritis, Dimitris & Wang, Peiming

  • 2012 Smooth transition patterns in the realized stock–bond correlation
    by Aslanidis, Nektarios & Christiansen, Charlotte

  • 2012 A simple approach to standardized-residuals-based higher-moment tests
    by Chen, Yi-Ting

  • 2012 Moments of multivariate regime switching with application to risk-return trade-off
    by Taamouti, Abderrahim

  • 2012 On the intraday periodicity duration adjustment of high-frequency data
    by Wu, Zhengxiao

  • 2012 A model-based indicator of the fiscal stance
    by Polito, Vito & Wickens, Mike

  • 2012 Interest rate pass-through in South East Europe: An empirical analysis
    by Petrevski, Goran & Bogoev, Jane

  • 2012 Demographic transition, education and economic growth in Tunisia
    by Frini, Olfa & Muller, Christophe

  • 2012 A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
    by Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K.

  • 2012 Ratio-based estimators for a change point in persistence
    by Halunga, Andreea G. & Osborn, Denise R.

  • 2012 Local GMM estimation of time series models with conditional moment restrictions
    by Gospodinov, Nikolay & Otsu, Taisuke

  • 2012 The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
    by Ai, Chunrong & Chen, Xiaohong

  • 2012 Estimation of semiparametric locally stationary diffusion models
    by Koo, Bonsoo & Linton, Oliver

  • 2012 Functional coefficient regression models with time trend
    by Liang, Zhongwen & Li, Qi

  • 2012 Spurious regressions in technical trading
    by Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke

  • 2012 Exact local Whittle estimation of fractionally cointegrated systems
    by Shimotsu, Katsumi

  • 2012 Optimal estimation under nonstandard conditions
    by Ploberger, Werner & Phillips, Peter C.B.

  • 2012 Model selection when there are multiple breaks
    by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F.

  • 2012 Robust inference in nonstationary time series models
    by Xiao, Zhijie

  • 2012 Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
    by Andrews, Donald W.K. & Guggenberger, Patrik

  • 2012 Testing for unit roots in the presence of uncertainty over both the trend and initial condition
    by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert

  • 2012 Mildly explosive autoregression under weak and strong dependence
    by Magdalinos, Tassos

  • 2012 Mean and autocovariance function estimation near the boundary of stationarity
    by Giraitis, Liudas & Phillips, Peter C.B.

  • 2012 Cointegrating rank selection in models with time-varying variance
    by Cheng, Xu & Phillips, Peter C.B.

  • 2012 Jump-robust volatility estimation using nearest neighbor truncation
    by Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst

  • 2012 Random walk or chaos: A formal test on the Lyapunov exponent
    by Park, Joon Y. & Whang, Yoon-Jae

  • 2012 Bias in the estimation of the mean reversion parameter in continuous time models
    by Yu, Jun

  • 2012 Segmenting mean-nonstationary time series via trending regressions
    by Aue, Alexander & Horváth, Lajos & Hušková, Marie

  • 2012 Dynamic misspecification in nonparametric cointegrating regression
    by Kasparis, Ioannis & Phillips, Peter C.B.

  • 2012 Testing for jumps in noisy high frequency data
    by Aït-Sahalia, Yacine & Jacod, Jean & Li, Jia

  • 2012 Residual based tests for cointegration in dependent panels
    by Chang, Yoosoon & Nguyen, Chi Mai

  • 2012 Semiparametric inference in a GARCH-in-mean model
    by Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M.

  • 2012 Partial parametric estimation for nonstationary nonlinear regressions
    by Kim, Chang Sik & Kim, In-Moo

  • 2012 Local polynomial Whittle estimation of perturbed fractional processes
    by Frederiksen, Per & Nielsen, Frank S. & Nielsen, Morten Ørregaard

  • 2012 Functional regression of continuous state distributions
    by Park, Joon Y. & Qian, Junhui

  • 2012 Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
    by Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae

  • 2012 ARCH/GARCH with persistent covariate: Asymptotic theory of MLE
    by Han, Heejoon & Park, Joon Y.

  • 2012 On the least squares estimation of multiple-regime threshold autoregressive models
    by Li, Dong & Ling, Shiqing

  • 2012 Unit root testing under a local break in trend
    by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert

  • 2012 A note on estimating a structural change in persistence
    by Kejriwal, Mohitosh & Perron, Pierre

  • 2012 A simple test for linearity against exponential smooth transition models with endogenous variables
    by Massacci, Daniele

  • 2012 Bootstrap innovational outlier unit root tests in dependent panels
    by Costantini, Mauro & Gutierrez, Luciano

  • 2012 A note on the size of the KPSS unit root test
    by Su, Jen-Je & Amsler, Christine & Schmidt, Peter

  • 2012 MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets
    by Emre Alper, C. & Fendoglu, Salih & Saltoglu, Burak

  • 2012 On the asymmetric relationship between the size of the underground economy and the change in effective tax rate in Taiwan
    by Wang, David Han-Min & Yu, Tiffany Hui-Kuang & Hu, Heng-Chang

  • 2012 An infimum coefficient unit root test allowing for an unknown break in trend
    by Harvey, David I. & Leybourne, Stephen J.

  • 2012 On tests for linearity against STAR models with deterministic trends
    by Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp

  • 2012 Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
    by Lee, Hyejin & Meng, Ming & Lee, Junsoo

  • 2012 Conditions for the numerical equality of the OLS, GLS and Amemiya–Cragg estimators
    by Lu, Cuicui & Schmidt, Peter

  • 2012 Impulse responses of antipersistent processes
    by Hassler, Uwe

  • 2012 Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data
    by Gustavsson, Magnus & Österholm, Pär

  • 2012 Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy
    by Dergiades, Theologos

  • 2012 Long-range dependence in the international diamond market
    by Chong, Terence T.L. & Lu, Chenxi & Chan, Wing Hong

  • 2012 On the correlations of trend–cycle errors
    by Wada, Tatsuma

  • 2012 Fractional integration and the volatility of UK interest rates
    by Coleman, Simeon & Sirichand, Kavita

  • 2012 Testing the functional constraints on parameters in regressions with variables of different frequency
    by Kvedaras, Virmantas & Zemlys, Vaidotas

  • 2012 Chaos in German stock returns — New evidence from the 0–1 test
    by Webel, Karsten

  • 2012 Has US inflation really become harder to forecast?
    by Lanne, Markku & Luoto, Jani

  • 2012 Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies
    by Shin, Dong Wan & Park, Sangun

  • 2012 When are adaptive expectations rational? A generalization
    by Shepherd, Ben

  • 2012 The stationarity of consumption–income ratios: Evidence from bootstrapping confidence intervals
    by Fallahi, Firouz

  • 2012 War and peace: Explosive U.S. public debt, 1791–2009
    by Yoon, Gawon

  • 2012 On general periodic time-varying bilinear processes
    by Bibi, Abdelouahab & Lescheb, Ines

  • 2012 Nonlinear dynamics in CEE stock markets indices
    by Caraiani, Petre

  • 2012 Long memory and changing persistence
    by Kruse, Robinson & Sibbertsen, Philipp

  • 2012 Estimating GARCH volatility in the presence of outliers
    by Carnero, M. Angeles & Peña, Daniel & Ruiz, Esther

  • 2012 On the origin of high persistence in GARCH-models
    by Krämer, Walter & Tameze, Baudouin & Christou, Konstantinos

  • 2012 Land use change impacts of biofuels: Near-VAR evidence from the US
    by Piroli, Giuseppe & Ciaian, Pavel & Kancs, d'Artis

  • 2012 Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data
    by Mandler, Martin

  • 2012 Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries
    by Su, Chi-Wei & Chang, Hsu-Ling & Liu, Lin

  • 2012 Futures basis, inventory and commodity price volatility: An empirical analysis
    by Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese

  • 2012 Adaptive ARFIMA models with applications to inflation
    by Baillie, Richard T. & Morana, Claudio

  • 2012 Structural breaks and GARCH models of stock return volatility: The case of South Africa
    by Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel

  • 2012 Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia
    by Haughton, Andre Yone & Iglesias, Emma M.

  • 2012 Examining the evidence of purchasing power parity by recursive mean adjustment
    by Kim, Hyeongwoo & Moh, Young-Kyu

  • 2012 US inflation and consumption: A long-term perspective with a level shift
    by Paradiso, Antonio & Casadio, Paolo & Rao, B. Bhaskara

  • 2012 Real estate markets and the macroeconomy: A dynamic coherence framework
    by Bouchouicha, Ranoua & Ftiti, Zied

  • 2012 Modeling crime in Japan
    by Halicioglu, Ferda & Andrés, Antonio R. & Yamamura, Eiji

  • 2012 Do energy prices converge across Russian regions?
    by Akhmedjonov, Alisher & Lau, Chi Keung

  • 2012 A new energy model to capture the behavior of energy price processes
    by Xu, Weijun & Sun, Qi & Xiao, Weilin

  • 2012 Modelling the nonlinear relationship between CO2 emissions from oil and economic growth
    by Wang, Kuan-Min

  • 2012 Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach
    by Benhmad, François

  • 2012 Do disaggregated CPI data improve the accuracy of inflation forecasts?
    by Ibarra, Raul

  • 2012 Inflation persistence in the Euro area before and after the European Monetary Union
    by Meller, Barbara & Nautz, Dieter

  • 2012 The determinants of FDI in Turkey: A Markov Regime-Switching approach
    by Bilgili, Faik & Tülüce, Nadide Sevil Halıcı & Doğan, İbrahim

  • 2012 Estimates of the steady state growth rates for some European countries
    by Casadio, Paolo & Paradiso, Antonio & Rao, B. Bhaskara

  • 2012 Explosive U.S. budget deficit
    by Yoon, Gawon

  • 2012 What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration
    by Katrakilidis, Constantinos & Trachanas, Emmanouil

  • 2012 Illustrating extraordinary shocks causing trend breaks
    by Fukuda, Kosei

  • 2012 Modeling hedge fund exposure to risk factors
    by Jawadi, Fredj & Khanniche, Sabrina

  • 2012 Comovements among U.S. state housing prices: Evidence from fractional cointegration
    by Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E.

  • 2012 South African stock return predictability in the context data mining: The role of financial variables and international stock returns
    by Gupta, Rangan & Modise, Mampho P.

  • 2012 Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test
    by Lau, Chi Keung Marco & Suvankulov, Farrukh & Su, Yongyang & Chau, Frankie

  • 2012 Modelling the risk–return relation for the S&P 100: The role of VIX
    by Kanas, Angelos

  • 2012 A direct test of the endogeneity of money: Implications for Gulf Cooperation Council (GCC) countries
    by Tas, Bedri Kamil Onur & Togay, Selahattin

  • 2012 Nonlinear adjustment in the real dollar–euro exchange rate: The role of the productivity differential as a fundamental
    by Camarero, Mariam & Ordóñez, Javier

  • 2012 The energy consumption-real GDP nexus revisited: Empirical evidence from 93 countries
    by Narayan, Paresh Kumar & Popp, Stephan

  • 2012 Some properties of periodically collapsing bubbles
    by Yoon, Gawon

  • 2012 Measuring business cycles: A temporal disaggregation model with regime switching
    by Huang, Yu-Lieh

  • 2012 Green TFP Intensity Impact on Sustainable East Asian Productivity Growth (Elsadig Musa Ahmed)
    by Elsadig Musa Ahmed

  • 2012 Components of Inflation Uncertainty and Interest Rates: Evidence from Australia and New Zealand
    by Ramaprasad Bhar & Girijasankar Mallik

  • 2012 Heterogeneity in stock prices: A STAR model with multivariate transition function
    by Lof, Matthijs

  • 2012 Implications of military stabilization efforts on economic development and security: The case of Iraq
    by Amara, Jomana

  • 2012 Multivariate model-based gap measures and a new Phillips curve for China
    by Zhang, Chengsi & Murasawa, Yasutomo

  • 2012 Is the Chinese stock market really inefficient?
    by Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming

  • 2012 Do US macroeconomic conditions affect Asian stock markets?
    by Narayan, Seema & Narayan, Paresh Kumar

  • 2012 Inflation targeting and inflation persistence in Asia–Pacific
    by Gerlach, Stefan & Tillmann, Peter

  • 2012 Comparative Performance of Volatility Models for Oil Price
    by Afees A. Salisu & Ismail O. Fasanya

  • 2012 Impact of Oil Price Increases on U.S. Economic Growth:Causality Analysis and Study of the Weakening Effects in Relationship
    by Sahbi FARHANI

  • 2012 Using SARFIMA Model to Study and Predict the Iran’s Oil Supply
    by Hamidreza Mostafaei & Leila Sakhabakhsh

  • 2012 Modeling Gasoline Demand with Structural Breaks:New Evidence from Nigeria
    by Olusegun A. Omisakin & Abimbola M. Oyinlola & Oluwatosin A. Adeniyi

  • 2012 Tax Elasticity in Sierra Leone: A Time Series Approach
    by Brima Ibrahim Baimba Kargbo & Adegbemi Festus O. Egwaikhide

  • 2012 Does Uncovered Interest Rate Parity Hold in Turkey?
    by Özcan Karahan & Olcay Çolak

  • 2012 Affects of Working Capital Management on Firm’s Performance: Evidence from Turkey
    by Gamze VURAL & Ahmet Gökhan SÖKMEN & Emin Hüseyin CETENAK

  • 2012 Oil and S&P 500 Markets: Evidence from the Nonlinear Model
    by Yen-Hsien Lee & Fang Hao

  • 2012 Tests of Parameters Instability: Theoretical Study and Empirical Analysis on Two Types of Models (ARMA Model and Market Model)
    by Sahbi FARHANI

  • 2012 The Impact of Structural Break(s) on the Validity of Purchasing Power Parity in Turkey: Evidence from Zivot-Andrews and Lagrange Multiplier Unit Root Tests
    by Hakan Kum

  • 2012 Nonlinear Adjustment of Emerging Stock Market Returns: Symmetrical or Asymmetrical
    by Seyyed Ali Paytakhti Oskooe

  • 2012 Macroeconomic Variables and Unemployment: The Case of Turkey
    by Taylan Taner Dogan

  • 2012 Capital Mobility: An Application of Savings-Investment Link for Tunisia
    by Solarin Sakiru Adebola & Jauhari Dahalan

  • 2012 Energy Production And Economic Growth: Empirical Evidence From Turkey
    by Filiz OZKAN, & Ömer OZKAN, & Huseyin Serdar KUYUK

  • 2012 Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007
    by Issa ALI & Reetu VERMA

  • 2012 Do Structural Transformation And Trade Liberalisation Cause Economic Growth In Pakistan?
    by Muhammad AFZAl

  • 2012 Revisiting the Relationship between Coal Consumption and Economic Growth: Cointegration and Causality Analysis in Pakistan
    by Muhammad SHAHBAZ & Smile DUBE

  • 2012 Bound Cointegration Test on Private Investment’s Equation: Evidence from Saudi Economy
    by Hassan B. GHASSAN & Hassan R. ALHAJHOJ

  • 2012 The Extreme Value Theory and Copulas as a Tool to Measure Market Risk
    by Krenar Avdulaj

  • 2012 A Comparison of EVT and Standard VaR Estimations
    by Jaroslav Baran & Jiří Witzany

  • 2012 Is economic growth sufficient for poverty alleviation? Empirical evidence from Malaysia
    by Dullah Mulok & Mori Kogid & Rozilee Asid & Jaratin Lily

  • 2012 Convergencia de precios en Colombia: integración de mercados a través del Índice de Precios al Consumidor
    by Jacobo Campo Robledo & Sebastián Cubillos Fonseca

  • 2012 Un modelo de predicciones diarias para contratos de futuros de azúcar
    by Julio Alonso Cifuentes & Andrés Arcila Vásquez

  • 2012 Modelo para el pronóstico del precio de la energía eléctrica en Colombia
    by Barrientos Marín, Jorge & Rodas, Edwin & Velilla, Esteban & Lopera, Mauricio

  • 2012 Sobre la existencia de una raíz unitaria en la serie de tiempo mensual del precio de la electricidad en Colombia
    by Castaño Velez, Elkin Argemiro & Sierra Almanza, Jorge

  • 2012 Volumen y asimetría en los principales mercados accionarios latinoamericanos
    by Kristjanpoller Rodriguez, Werner & Caballero Ugarte, Víctor

  • 2012 Desarrollo financiero y crecimiento económico en Venezuela: un modelo econométrico para el período 1963-2008
    by Martínez Gámez, Ángel E.

  • 2012 Estimating Portfolio Value at Risk with GARCH and MGARCH models
    by Restrepo E., María Isabel

  • 2012 ¿Han sido eficientes y exitosas las reformas tributarias en Colombia en el período 1990-2009?
    by Acosta Herrera, León Jaime & Mejía Larrea, Carlos Andrés & Montoya Gallo, Jorge Eliecer & López Uribe, Juan Camilo

  • 2012 Efectos de la apertura comercial sobre la producción manufacturera en Colombia: una aproximación cuantitativa (1975-2007)
    by José Mauricio Gil León & Andrea Yaelt Lemus Vergara

  • 2012 La informalidad laboral en América Latina: ¿explicación estructuralista o institucionalista?
    by Diana Marcela Jiménez

  • 2012 Energy consumption and economic growth in sub-Saharan Africa: An asymmetric cointegration analysis
    by Olayeni Olaolu Richard

  • 2012 ifo Konjunkturtest November 2012 in Kürze
    by Klaus Wohlrabe

  • 2012 Methoden der ifo Kurzfristprognose am Beispiel der Ausrüstungsinvestitionen
    by Anna Billharz & Steffen Elstner & Marcus Jüppner

  • 2012 Der ifo Index und die Konjunktur
    by Hans-Werner Sinn

  • 2012 Regime shifts and inflation uncertainty in Peru
    by Paúl Castillo & Alberto Humala & Vicente Tuesta

  • 2012 Impact des allégements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques
    by Éric Heyer & Mathieu Plane

  • 2012 400 ans de protection par les brevets. Une contribution de cliométrie comparative
    by Claude Diebolt & Karine Pellier

  • 2012 Les déterminants des prix du carbone. Une comparaison entre les phases I et II
    by Anna Creti & Pierre-André Jouvet & Valérie Mignon

  • 2012 Commercial Sizes and Prices on the French Monkfish Fishery :A Time-Series Analysis
    by Pascal Le Floc'h & Iuliana Matei & Mehmet Tuncel

  • 2012 Evaluating Asset Pricing Models in a Simulated Multifactor Approach
    by Carlos Enrique Carrasco-Gutierrez & Wagner Piazza Gaglianone

  • 2012 Volatility Estimation and Forecasting During Crisis Periods: A Study Comparing GARCH Models with Semiparametric Additive Models
    by Douglas Gomes dos Santos & Flávio Augusto Ziegelmann

  • 2012 Validity of the Triple Deficit Hypothesis in Turkey Bounds Test Approach
    by Merter Akinci & Ömer Yilmaz

  • 2012 Do retail gasoline prices adjust symmetrically to crude oil price changes? the case of the Greek oil market
    by Zacharias Bragoudakis & Dimitrios Sideris

  • 2012 State Aid Policy Between Competition And Economic Growth: The Impact Of State Aid To R&D On Gdp In The Eu Member States
    by BACILA Nicolae

  • 2012 Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model
    by Emrah Ismail ÇEVIK & Nuket Kirci ÇEVIK & Serhan GURKAN

  • 2012 Bills and Coins Daily Demand Forecast
    by Diego Elías & Matías Vicens

  • 2012 Determinants of Cyclical Aggregate Dividend Behavior
    by Samih Antoine Azar

  • 2012 Forecasting the Taiwan Stock Market with a Novel Momentum-based Fuzzy Time-series
    by Tai-Liang Chen

  • 2012 Estimating the Leverage Effect Using High Frequency Data
    by Guido Russi

  • 2012 The Health-Income Nexus for Malaysia: ARDL Cointegration and Rao\'s F-test for Causality
    by Chor Foon Tang

  • 2012 Multicointegração e Políticas Fiscais: Uma Avaliação de Sustentabilidade Fiscal para Argentina, Brasil, México, Peru, Uruguai e Venezuela
    by Luís Antônio Sleimann Bertussi & Divanildo Triches

  • 2012 Balassa-Samuelson Hypothesis: A Test For The Turkish Economy
    by Kenan Lopcu & Almila Burgac & Fikret Dulger

  • 2012 The Effect Of Public Investments On Private Sector Investments In Turkey:1970-2009
    by Mehmet Cural & Recep Emre Ericok & Veli Yilanci

  • 2012 Estimating The Real Effective Exchange Rate Volatility With Arch And Garch Models
    by Serife Ozsahin & Dogan Uysal

  • 2012 Government debt vs. financial depth dilemma in developing countries: The case of Turkey
    by İmre Ersoy

  • 2012 Modelling Exchange Rate Volatility in Zambia
    by Jonathan Chipili

  • 2012 A Wavelet Perspective on the Real Interest Parity Condition
    by Quinton Morris & Andrea Saayman

  • 2012 Current Account Sustainability of ECOWAS Countries
    by Yaya Sissoko & Niloufer Sohrabji

  • 2012 On the cyclical variability of economic growth in Italy, 1881–1913: a critical note
    by Lisa Sella & Roberto Marchionatti

  • 2012 Regime switching and wages in major league baseball under the reserve clause
    by Michael Haupert & James Murray

  • 2012 Investigating Asymmetries in Macroeconomic Aggregates of Central and Eastern European Economies
    by Veli Yilanci

  • 2012 Die Entwicklung der Ausgaben in der Gesetzlichen Krankenversicherung bis 2050 – bleibende Herausforderung für die deutsche Gesundheitspolitik
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    by Kiriya Kulkolkarn & Chotiwut Laophairoj

  • 2012,3rd quarter update Sims, Christopher Albert (born 1942)
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  • 2011 Underlying Trends and International Price Transmission of Agricultural Commodities
    by Ghoshray, Atanu

  • 2011 Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach
    by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta

  • 2011 Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production
    by Rangan Gupta & Yuxiang Ye & Christopher Sako

  • 2011 Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data
    by Riane de Bruyn & Rangan Gupta & Lardo stander

  • 2011 Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors
    by Rangan Gupta & Mampho P. Modise & Josine Uwilingiye

  • 2011 Macroeconomic Variables and South African Stock Return Predictability
    by Rangan Gupta & Mampho P. Modise

  • 2011 Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
    by Pierre Perron & Rasmus T. Varneskov

  • 2011 Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions
    by Pierre Perron & Yohei Yamamoto

  • 2011 Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk
    by Clauss, Pierre

  • 2011 The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization
    by Karathanassis, G.A. & Sogiakas, V.I.

  • 2011 Multi-Factor Gegenbauer Processes and European Inflation Rates
    by Maria Caporale, Guglielmo & A. Gil-Alana, Luis

  • 2011 Does the ‘Environmental Kuznets Curve’ Exist? An Application of Long-run Structural Modelling to Saudi Arabia - La Curva di Kuznets esiste? Un’applicazione LRSM al caso dell’Arabia Saudita
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  • 2011 Sincronizarea economică în Zona Euro: perspectiva structurală
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  • 2011 Blue Laws, DUIs and Alcohol-Related Accidents: Regression Discontinuity Evidence from Colorado
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    by Aslıhan Atabek Demirhan

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    by Noriega, Antonio E. & Ramos-Francia, Manuel & Rodríguez-Pérez, Cid Alonso

  • 2011 Impact of the Foreign Institutional Investments on Stock Market: Evidence from India
    by GARG, ASHISH & BODLA, B. S.

  • 2011 Seasonal adjustment and reliability of euro area GDP – Increased uncertainty in times of unusual developments?
    by Mehrhoff, Jens & Eiglsperger, Martin & Haine, Wim

  • 2011 Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States
    by Jovanović, Mario

  • 2011 Long-run Money Demand in OECD Countries – Cross-Member Cointegration
    by Dobnik, Frauke

  • 2011 On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations
    by Rossen, Anja

  • 2011 Financial Development and Sectoral Output: Growth in 19th Century Germany
    by Westermann, Frank & Diekmann, Katharina

  • 2011 Money and inflation in the euro area during the financial crisis
    by Dreger, Christian & Wolters, Jürgen

  • 2011 Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes
    by Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie

  • 2011 Bilateral exports from Euro Zone countries to the US: Does exchange rate variability play a role?
    by Verheyen, Florian

  • 2011 Size and causes of the underground economy in Spain: A correction of the record and new evidence from the MCDR approach
    by Pickhardt, Michael & Sardà, Jordi

  • 2011 Detecting multiple breaks in long memory: The case of US inflation
    by Hassler, Uwe & Meller, Barbara

  • 2011 The real exchange rate of an oil exporting economy: Empirical evidence from Nigeria
    by Hassan Suleiman & Zahid Muhammad

  • 2011 Temporal Aggregation and Purchasing Power Parity Persistence
    by Yamin Ahmad & William D. Craighead

  • 2011 Data Revisions, Gradualism, and US Inflation Pressure in Real Time
    by Pierre L. Siklos & Diana N. Weymark

  • 2011 Australasian money demand stability:Application of structural break tests
    by Don J. Webber & Saten Kumar

  • 2011 Australasian money demand stability:Application of structural break tests
    by Don J. Webber & Saten Kumar

  • 2011 Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
    by Audrino, Francesco & Hu, Yujia

  • 2011 Can oil prices forecast exchange rates?
    by Domenico Ferraro & Ken Rogoff & Barbara Rossi

  • 2011 On The Cyclicality of Real Wages and Wage Di¤erentials
    by Christopher Otrok & Panayiotis M. Pourpourides

  • 2011 Cointegrating MiDaS Regressions and a MiDaS Test
    by J. Isaac Miller

  • 2011 Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series
    by J. Isaac Miller

  • 2011 Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?
    by Reinhold Heinlein & Hans-Martin Krolzig

  • 2011 Income and time related effects in EKC
    by Massimiliano Mazzanti & Antonio Musolesi

  • 2011 Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary
    by Dong Jin Lee

  • 2011 The Rise and Fall of S&P500 Variance Futures
    by Chia-Lin Chang & Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral

  • 2011 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
    by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat

  • 2011 Currency Hedging Strategies Using Dynamic Multivariate GARCH
    by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín

  • 2011 Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
    by Chia-Lin Chang & Michael McAleer & Christine Lim

  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

  • 2011 Analyzing Fixed-event Forecast Revisions
    by Philip Hans Franses & Chia-Lin Chang & Michael McAleer

  • 2011 Convergence and Cointegration
    by Alfredo García-Hiernaux & David E. Guerrero

  • 2011 Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range
    by Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer

  • 2011 Evaluating Individual and Mean Non-Replicable Forecasts
    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

  • 2011 Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
    by Chia-Lin Chang & Michael McAleer

  • 2011 Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
    by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer

  • 2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee:

  • 2011 Modelling and Forecasting Noisy Realized Volatility
    by Manabu Asai & Michael McAleer & Marcelo C. Medeiros

  • 2011 Are Forecast Updates Progressive?
    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

  • 2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

  • 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2011 US Infl ation and infl ation uncertainty in a historical perspective: The impact of recessions
    by Don Bredin & Stilianos Fountas

  • 2011 Macro-finance interactions in the US: A global perspective
    by Fabio C. Bagliano & Claudio Morana

  • 2011 Identification Using Stability Restrictions
    by Leandro M. Magnusson & Sophocles Mavroeidis

  • 2011 Explaining the Growth of Government Spending in South Africa
    by James Alm & Abel Embaye

  • 2011 Remittance Flows and Economic Growth in Mexico: A Single Break Unit Root and Cointegration Analysis, 1970-2009
    by Miguel Ramirez

  • 2011 Is Public Investment Productive in the Argentine Case? A Single Break Unit Root and Cointegration Analysis, 1960-2007
    by Miguel Ramirez

  • 2011 Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model
    by Yong Song

  • 2011 GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)
    by Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H.

  • 2011 A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)
    by Hallin, M. & van den Akker, R. & Werker, B.J.M.

  • 2011 Long Memory Dynamics for Multivariate Dependence under Heavy Tails
    by Pawel Janus & Siem Jan Koopman & André Lucas

  • 2011 The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures
    by Siem Jan Koopman & Marcel Scharth

  • 2011 Forecasting Volatility with Copula-Based Time Series Models
    by Oleg Sokolinskiy & Dick van Dijk

  • 2011 Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails
    by Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas

  • 2011 Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models
    by Siem Jan Koopman & Andre Lucas & Marcel Scharth

  • 2011 An Alternative Bayesian Approach to Structural Breaks in Time Series Models
    by Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk

  • 2011 A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
    by Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

  • 2011 International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?
    by Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel

  • 2011 An Analysis of Political and Institutional Power Dispersion: The Case of Turkey
    by Ibrahim Tutar & Aysit Tansel

  • 2011 Turkish Aggregate Electricity Demand: An Outlook to 2020
    by Zafer Dilaver & Lester C Hunt

  • 2011 Understanding Liquidity and Credit Risks in the Financial Crisis
    by Deborah Gefang & Gary Koop & Simon Potter

  • 2011 A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts

  • 2011 How do banks' funding costs affect interest margins?
    by Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad

  • 2011 An Adjusted profile likelihood for non-stationary panel data models with fixed effects
    by Geert Dhaene & Koen Jochmans

  • 2011 The effectiveness of economic policy and position in the cycle: The case of tax reductions on overtime in France
    by Eric Heyer

  • 2011 K-state switching models with endogenous transition distributions
    by Sylvia Kaufmann

  • 2011 Is there any evidence of a Greenspan put?
    by Pamela Hall

  • 2011 Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2011 Testing for Multiple Bubbles
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2011 SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles
    by Shu-Ping Shi & Peter C. B. Phillips & Jun Yu

  • 2011 Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2011 Testing for Multiple Bubbles
    by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu

  • 2011 Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles
    by Shu-Ping Shi & Peter C.B. Phillips & Jun Yu

  • 2011 Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach
    by Yu-chin Chen & Wen-Jen Tsay

  • 2011 Economic class and the distribution of income: A time-series analysis of the UK economy, 1955-2010
    by Juan Carlos Cuestas & Bruce Philp

  • 2011 On the Properties of Regression Tests of Asset Return Predictability
    by Seongman Moon & Carlos Velasco

  • 2011 Competitive Balance:Time Series Lessons from the English Premier League
    by Young Hoon Lee & Rodney Fort

  • 2011 Fiscal regime changes and the sustainability of fiscal imbalance in South Africa; a smooth transition error-correction approach
    by Samuel S. Jibao & Niek Schoeman & Ruthira Naraidoo

  • 2011 Gasoline, diesel fuel and jet fuel demand in South Africa
    by Willem H. Boshoff

  • 2011 Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States
    by Mario Jovanovic

  • 2011 OLong-run Money Demand in OECD Countries – Cross-Member Cointegration
    by Frauke Dobnik

  • 2011 Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps
    by Diep Duong & Norman R. Swanson

  • 2011 Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks
    by Diep Duong & Norman R. Swanson

  • 2011 Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators
    by Norman R. Swanson & Nii Ayi Armah

  • 2011 Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models
    by Norman R. Swanson & Valentina Corradi

  • 2011 Predictive Inference for Integrated Volatility
    by Norman R. Swanson & Valentina Corradi & Walter Distaso

  • 2011 Predictive Inference for Integrated Volatility
    by Norman R. Swanson & Valentina Corradi & Walter Distaso

  • 2011 Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments
    by Norman R. Swanson & Nii Ayi Armah

  • 2011 Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output
    by Norman R. Swanson & Nii Ayi Armah

  • 2011 Testing for a rational bubble under long memory
    by M. FRÖMMEL & R. KRUSE

  • 2011 Aplicatii ale metodei regresiei ortogonale in conomie
    by Saman, Corina

  • 2011 Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function
    by Fossati, Sebastian

  • 2011 Dating U.S. Business Cycles with Macro Factors
    by Fossati, Sebastian

  • 2011 Trans-Pacific Economic Relations and US-China Business Cycles: Convergence within Asia versus US Economic Leadership
    by Hallett, Andrew Hughes & Richter, Christian

  • 2011 The Contribution of Structural Break Models to Forecasting Macroeconomic Series
    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts

  • 2011 Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
    by Dimitris Korobilis

  • 2011 Does Information Content of Option Prices Add Value for Asset Allocation?
    by Vladimir Zdorovenin & Jacques Pézier

  • 2011 Volatility timing and portfolio selection: How best to forecast volatility
    by Adam E Clements & Annastiina Silvennoinen

  • 2011 Econometric Analysis and Prediction of Recurrent Events
    by Adrian Pagan & Don Harding

  • 2011 Block Bootstrap and Long Memory
    by George Kapetanios & Fotis Papailias

  • 2011 Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models
    by Morten Ørregaard Nielsen

  • 2011 Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns
    by Paulo M.M. Rodrigues & Nazarii Salish

  • 2011 A Class of Robust Tests in Augmented Predictive Regressions
    by Paulo M.M. Rodrigues & Antonio Rubia

  • 2011 The Impact of Persistent Cycles on Zero Frequency Unit Root Tests
    by Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor

  • 2011 Moment conditions model averaging with an application to a forward-looking monetary policy reaction function
    by Luis F. Martins

  • 2011 Public and Private Investment in Saudi Economy: Evidence from Weak Exogeneity and Bound Cointegration Tests
    by Ghassan, Hassan B.

  • 2011 City price convergence in Turkey with structural breaks
    by Bilgili, Faik

  • 2011 Classical competition and regulating capital: theory and empirical evidence
    by Tsoulfidis, Lefteris & Tsaliki, Persefoni

  • 2011 Convergence of Total Health Expenditure as a Share of GDP: Evidence from Selected OECD Countries
    by Fallahi, Firouz

  • 2011 Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy
    by Dergiades, Theologos

  • 2011 Energy Consumption and Economic Growth: Parametric and Non-Parametric Causality Testing for the Case of Greece
    by Dergiades, Theologos & Martinopoulos, Georgios & Tsoulfidis, Lefteris

  • 2011 Bayes multivariate signification tests and Granger causality
    by Ciuiu, Daniel

  • 2011 Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask
    by Fantazzini, Dean & Geraskin, Petr

  • 2011 Short and Long-Term Effects of September 11 on Stock Returns: Evidence from U.S. Defense Firms
    by Douch, Mohamed & Essaddam, Naceur

  • 2011 The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries
    by Jiranyakul, Komain

  • 2011 Impact of calendar effects in the volatility of vale shares
    by Lúcio Godeiro, Lucas

  • 2011 Stock market’s reactions to revelation of tax evasion: an empirical assessment
    by Andreas, Brunhart

  • 2011 The Future of Budgetary Allocation to Sports Sector in Pakistan: Evidences from Autoregressive Integrated Moving Average Model
    by Hussain, Anwar Hussain & Farid, Asif Farid & Hussain, Shah Hussain & Iqbal, Sajid Iqbal

  • 2011 The Demand for Calories in Turkey
    by Halicioglu, Ferda

  • 2011 On the Correlations of Trend-Cycle Errors
    by Wada, Tatsuma

  • 2011 Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa
    by Kasai, Ndahiriwe & Naraidoo, Ruthira

  • 2011 An alternative to the Baum-Welch recursions for hidden Markov models
    by Bartolucci, Francesco

  • 2011 Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates
    by Rossi, Francesco

  • 2011 非遺伝子組換え大豆とエネルギーの価格関係について
    by Aruga, Kentaka

  • 2011 Testing for weak form market efficiency in Indian foreign exchange market
    by Sasikumar, Anoop

  • 2011 Subsidy and export: Malaysian case
    by Abu Mansor, Shazali & Abdul Karim, Bakri

  • 2011 Testing for Stochastic and Beta-convergence in Latin American Countries
    by Escobari, Diego

  • 2011 Testing the Rational Expectations Hypothesis on the Retail Trade Sector Using Survey Data from Malaysia
    by Puah, Chin-Hong & Chong, Lucy Lee-Yun & Jais, Mohamad

  • 2011 Survey Evidence on the Rationality of Business Expectations: Implications from the Malaysian Agricultural Sector
    by Wong, Shirly Siew-Ling & Puah, Chin-Hong & Shazali, Abu Mansor

  • 2011 The case for higher frequency inflation expectations
    by Guzman, Giselle C.

  • 2011 Cari İşlem Açıklarının Sürdürülebilirliği: 2001-2011 Türkiye Örneği
    by Sahbaz, A

  • 2011 Climate change: where is the hockey stick? evidence from millennial-scale reconstructed and updated temperature time series
    by Travaglini, Guido

  • 2011 GMM estimation with noncausal instruments under rational expectations
    by Lof, Matthijs

  • 2011 Military spending and economic growth: the case of Iran
    by Farzanegan, Mohammad Reza

  • 2011 International stock market comovements: what happened during the financial crisis?
    by Horvath, Roman & Poldauf, Petr

  • 2011 The Exchange Rate and Interest Rate Differential Relationship: Evidence from Two Financial Crises
    by Li, Kui-Wai & Wong, Douglas K T

  • 2011 Is the Chinese Stock Market Really Efficient
    by Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing

  • 2011 Regional Capital Mobility in China: 1978-2006
    by Yan, Isabel K. & Chan, Kenneth S. & Dang, Vinh Q.T. & Lai, Jennifer T.

  • 2011 A partial differential equation to express a business cycle :an implication for Japan's law interest policy
    by Kuriyama, Akira

  • 2011 The growth effects of education in Australia
    by Paradiso, Antonio & Kumar, Saten & Rao, B. Bhaskara

  • 2011 When are adaptive expectations rational? A generalization
    by Shepherd, Ben

  • 2011 Productivity-wage-growth nexus: an empirical study of Singapore
    by Freddy, Liew

  • 2011 Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry
    by Taştan, Hüseyin

  • 2011 The Hodrick-Prescott filter with priors: linear restrictions on HP filters
    by Julio Roman, Juan Manuel

  • 2011 Causal relationship between wages and prices in UK: VECM analysis and Granger causality testing
    by Josheski, Dushko & Lazarov, Darko & Fotov, Risto & Koteski, Cane

  • 2011 Roaring Food Prices in India
    by Mukherjee, Soumyatanu

  • 2011 Foreign aid and economic growth in Ethiopia
    by Tadesse, Tasew

  • 2011 A Semigroups Approach to the Study of a Second Order Partial Differential Equation Applied in Economics
    by Chilarescu, Constantin & Viasu, Ioana Luciana

  • 2011 Arguments contre la zone franc
    by Kuikeu, Oscar

  • 2011 Industrial development, agricultural growth, urbanization and environmental Kuznets curve in Pakistan
    by Muhammad, Anees & Ishfaq, Ahmed

  • 2011 Exchange rate determination in Jamaica: A market microstructures and macroeconomic fundamentals approach
    by Wright, Allan S & Craigwell, Roland C & RamjeeSingh, Diaram

  • 2011 Conditional Markov chain and its application in economic time series analysis
    by Bai, Jushan & Wang, Peng

  • 2011 Inequality and savings: a reassesment of the relationship in cointegrated panels
    by Tuomas, Malinen

  • 2011 The causal relationship between patent growth and growth of GDP with quarterly data in the G7 countries: cointegration, ARDL and error correction models
    by Josheski, Dushko & Koteski, Cane

  • 2011 Evidencia empírica sobre la predictibilidad de los ciclos bursátiles: el comportamiento del índice Dow Jones Industrial Average en las crisis bursátiles de 1929, 1987 y 2997
    by Escañuela Romana, Ignacio

  • 2011 A social discount rate for Turkey
    by Halicioglu, Ferda & Karatas, Cevat

  • 2011 Economic growth and carbon dioxide emissions: Empirical evidence from China
    by Halkos, George & Tzeremes, Nickolaos

  • 2011 Estimates of the demand for US consumer borrowings
    by Paradiso, Antonio & Rao, B. Bhaskara

  • 2011 Threshold effects in the monetary policy reaction function of the Deutsche Bundesbank
    by Mandler, Martin

  • 2011 Does the Box-Cox transformation help in forecasting macroeconomic time series?
    by Tommaso, Proietti & Helmut, Luetkepohl

  • 2011 Comment la dernière crise financière a relancé le débat relatif à l'arrimage du fcfa à l'euro
    by Kuikeu, Oscar

  • 2011 The role of product variety and quality and of domestic supply in foreign trade
    by Athanasoglou, Panayiotis

  • 2011 Financial liberalization, financial development and economic growth: An empirical analysis for Turkey
    by ince, meltem

  • 2011 Institutions and foreign direct investment (FDI) in Malaysia: empirical evidence using ARDL model
    by Abdul Karim, Zulkefly & Zaidi, Mohd Azlan Shah & Ismail, Mohd Adib & Abdul Karim, Bakri

  • 2011 Sobre a Demanda Agregada por Carnes no Mercado Brasileiro
    by Resende Filho, M A & Bressan, V G F & Braga, M J & Bressan, A A

  • 2011 Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen
    by Mohamed, Issam A.W.

  • 2011 Estimates of the steady state growth rates for the Scandinavian countries: a knowledge economy approach
    by Casadio, Paolo & Paradiso, Antonio & Rao, B. Bhaskara

  • 2011 Breaks, bubbles, booms, and busts: the evolution of primary commodity price fundamentals
    by Enders, Walter & Holt, Matthew T.

  • 2011 On wage formation, wage flexibility and wage coordination : A focus on the wage impact of productivity in Germany, Greece, Ireland, Portugal, Spain and the United States
    by Peeters, Marga & Den Reijer, Ard

  • 2011 The effects of terrorist activities on foreign direct investment: nonlinear Evidence
    by Omay, Tolga & Takay Araz, Bahar & Ilalan, Deniz

  • 2011 Are exchange rates really free from seasonality? An exploratory analysis on monthly time series
    by Cellini, Roberto & Cuccia, Tiziana

  • 2011 China’s Trade in Asia and the World: Long run Relation with Short run Dynamics
    by Dinda, Soumyananda

  • 2011 Estimates of the Steady State Growth Rates for Ireland
    by Casadio, Paolo & Paradiso, Antonio & Rao, B. Bhaskara

  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by Korobilis, Dimitris

  • 2011 The Variance Profile
    by Luati, Alessandra & Proietti, Tommaso & Reale, Marco

  • 2011 Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison
    by Lanne, Markku & Nyberg, Henri & Saarinen, Erkka

  • 2011 GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy
    by Bessonovs, Andrejs

  • 2011 Autoregression-Based Estimation of the New Keynesian Phillips Curve
    by Lanne, Markku & Luoto, Jani

  • 2011 Testing for non-causality by using the Autoregressive Metric
    by Di Iorio, Francesca & Triacca, Umberto

  • 2011 Why had the Money Market Approach been irrelevant in explaining inflation in Azerbaijan during the rapid economic growth period?
    by Fakhri, Hasanov & Khudayar, Hasanli

  • 2011 The Dynamics between Real Exchange Rate Movements and Trends in Trade Performance: The Case of Ethiopia
    by Melesse, Wondemhunegn Ezezew

  • 2011 Temporal Granger causality and the dynamics examination on the tourism-growth nexus in Malaysia
    by Tang, Chor Foon

  • 2011 Joint Detection of Structural Change and Nonstationarity in Autoregressions
    by Pitarakis, Jean-Yves

  • 2011 Regime Switching and Wages in Major League Baseball under the Reserve Clause
    by Haupert, Michael & Murray, James

  • 2011 A study on the socio-economic determinants of suicide: Evidence from 13 European OECD countries
    by Okada, Keisuke & Samreth, Sovannroeun

  • 2011 India's trade with USA and her trade balance: An empirical analysis
    by Tiwari, Aviral & Shahbaz, Muhammad

  • 2011 Asymptotic properties of weighted least squares estimation in weak parma models
    by Francq, Christian & Roy, Roch & Saidi, Abdessamad

  • 2011 Impact of economic growth and financial development on exports: Cointegration and causality analysis in Pakistan
    by Shahbaz, Muhammad & Rahman, Mizanur

  • 2011 Role of Rules of Thumb in Forecasting Foreign Tourist Arrival: A Case Study of India
    by Bhattacharya, Kaushik

  • 2011 Energy consumption and aggregate income in Italy: cointegration and causality analysis
    by Magazzino, Cosimo

  • 2011 Estimates of the US Phillips curve with the general to specific method
    by Rao, B. Bhaskara & Paradiso, Antonio

  • 2011 Phillips curve in a small open economy: A time series exploration of North Cyprus
    by Islam, Faridul & Shahbaz, Muhammad & Shabbir, Muhammad

  • 2011 Time Series Estimates of the Italian Consumer Confidence Indicator
    by Paradiso, Antonio & Rao, B. Bhaskara & Margani, Patrizia

  • 2011 On the Order of Magnitude of Sums of Negative Powers of Integrated Processes
    by Pötscher, Benedikt M.

  • 2011 Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?
    by Ardia, David & Lennart, Hoogerheide & Nienke, Corré

  • 2011 Asymmetric Baxter-King filter
    by Buss, Ginters

  • 2011 Comovements and Causality of Sector Price Indices: Evidence from the Egyptian Stock Exchange
    by Ahmed, Walid M.A.

  • 2011 The dynamic relationship between private domestic investment, the user cost of capital, and economic growth in Malaysia
    by Tan, Bee Wah & Tang, Chor Foon

  • 2011 The Stability of Export-led Growth Hypothesis: Evidence from Asia's Four Little Dragons
    by Tang, Chor Foon & Lai, Yew Wah

  • 2011 On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries
    by Výrost, Tomáš & Baumöhl, Eduard & Lyócsa, Štefan

  • 2011 The effects of Minsky moment and stock prices on the US Taylor Rule
    by Paradiso, Antonio & Rao, B. Bhaskara

  • 2011 Shadow banking and the dynamics of aggregate leverage: An application of the Kalman filter to cyclical leverage measures
    by Christian Calmès & Raymond Théoret

  • 2011 Convergence In The Canadian Provinces: Evidence Using Unemployment Rates
    by Firouz Fallahi & Gabriel Rodríguez

  • 2011 Understanding The Functional Central Limit Theorems With Some Applications To Unit Root Testing With Structural Change
    by Juan Carlos Aquino & Gabriel Rodríguez

  • 2011 Trend Inflation, Wage Indexation, and Determinacy in the U.S
    by Guido Ascari & Nicola Branzoli & Efrem Castelnuovo

  • 2011 Conditional jumps in volatility and their economic determinants
    by Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris

  • 2011 Modeling and forecasting realized range volatility
    by Massimiliano Caporin & Gabriel G. Velo

  • 2011 An Open-model Forecast-error Taxonomy
    by David Hendry & Grayham E. Mizon

  • 2011 Unpredictability in Economic Analyis, Econometric Modelling and Forecasting
    by David Hendry

  • 2011 Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics
    by David Hendry

  • 2011 Model Selection in Equations with Many 'Small' Effects
    by Jennifer Castle & David Hendry

  • 2011 A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations
    by Jennifer Castle & David Hendry

  • 2011 How Important is Wealth for Explaining Household Consumption Over the Recent Crisis?: An Empirical Study for the United States, Japan and the Euro Area
    by Clovis Kerdrain

  • 2011 Time-varying returns, intertemporal substitution and cyclical variation in consumption
    by Emmanuel De Veirman & Ashley Dunstan

  • 2011 Interest rate dynamics in Kenya
    by Guglielmo Maria Caporale & Luis Alberiko Gil-Alaña

  • 2011 Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria
    by Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya

  • 2011 Tracking India Growth in Real Time
    by Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni

  • 2011 Modelling Volatility by Variance Decomposition
    by Cristina Amado & Timo Teräsvirta

  • 2011 Fractional integration and the volatility of UK interest rates
    by Simeon Coleman and Kavita Sirichand

  • 2011 The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency
    by Yacine Ait-Sahalia & Jianqing Fan & Yingying Li

  • 2011 Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties
    by Yuriy Gorodnichenko & Anna Mikusheva & Serena Ng

  • 2011 What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio
    by Jessica A. Wachter & Missaka Warusawitharana

  • 2011 What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?
    by Jonathan H. Wright

  • 2011 Forecasts in a Slightly Misspecified Finite Order VAR
    by Ulrich K. Müller & James H. Stock

  • 2011 Competitiveness channel in Poland and Slovakia: a pre-EMU DSGE analysis
    by Andrzej Toroj

  • 2011 Forecasting the Polish zloty with non-linear models
    by Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch

  • 2011 Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices
    by Yin Liao & Heather M. Anderson

  • 2011 Forecasting Under Strucural Break Uncertainty
    by Jing Tian & Heather M. Anderson

  • 2011 Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis
    by Md Atikur Rahman Khan & D.S. Poskitt

  • 2011 Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes
    by Md Atikur Rahman Khan & D.S. Poskitt

  • 2011 Estimation in threshold autoregressive models with a stationary and a unit root regime
    by Jiti Gao & Dag Tjøstheim & Jiying Yin

  • 2011 A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors
    by Jiti Gao & Maxwell King

  • 2011 Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates
    by Degui Li & Zudi Lu & Oliver Linton

  • 2011 Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
    by Jiti Gao & Degui Li & Dag Tjøstheim

  • 2011 Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models
    by Jason Ng & Catherine S. Forbes & Gael M. Martin & Brendan P.M. McCabe

  • 2011 A New Modelling Test: The Univariate MT-STAR Model
    by Peter Martey Addo & Monica Billio & Dominique Guegan

  • 2011 A test for a new modelling: The Univariate MT-STAR Model
    by Peter Martey Addo & Monica Billio & Dominique Guegan

  • 2011 Une analyse temps-fréquences des cycles financiers
    by Christophe Boucher & Bertrand Maillet

  • 2011 Do Stock Market Risk Premiums Respond to Consumer Confidence?
    by Chowdhury, Abdur

  • 2011 A Simple Panel-CADF Test for Unit Roots
    by Costantini, Mauro & Lupi, Claudio

  • 2011 International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?
    by Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel

  • 2011 An Analysis of Political and Institutional Power Dispersion: The Case of Turkey
    by Ibrahim Tutar & Aysit Tansel

  • 2011 Energy Consumption and Economic Growth:Parametric and Non-Parametric Causality Testing for the Case of Greece
    by Theologos Dergiades & Georgios Martinopoulos & Lefteris Tsoulfidis

  • 2011 US Inflation and inflation uncertainty in a historical perspective: The impact of recessions
    by Don Bredin & Stilianos Fountas

  • 2011 Classical Competition and Regulating Capital: Theory and Empirical Evidence
    by Lefteris Tsoulfidis & Persefoni Tsaliki

  • 2011 Does the Stock Market Value the Inclusion in a Sustainability Stock Index? An Event Study Analysis for German Firms
    by Ulrich Oberndorfer & Marcus Wagner & Andreas Ziegler

  • 2011 Marginal Likelihood for Markov-Switching and Change-Point GARCH Models
    by Luc Bauwens & Arnaud Dufays & Jeroen V.K. Rombouts

  • 2011 A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models
    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts

  • 2011 Food, Energy and Environment : is Bioenergy the missing link?
    by Pavel Ciaian & d'Artis Kancs

  • 2011 Fractional integration and the volatility of UK interest rates
    by Simeon Coleman & Kavita Sirichand

  • 2011 Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes
    by Stephen Hall & P. A. V. B. Swamy & George S. Tavlas

  • 2011 The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature
    by Stephen Hall & George S. Tavlas

  • 2011 Estimating Liquidity Risk Using The Exposure-Based Cash-Flow-at-Risk Approach: An Application To the UK Banking Sector
    by Meilan Yan & Maximilian J. B. Hall & Paul Turner

  • 2011 Testing convergence in non-stationary panel: a third generation approach
    by Abdou-Aziz NIANG & Marie-Claude Pichery & Marcellin EDJO

  • 2011 Test de convergence en panel non stationnaire : une approche de la troisième génération
    by Abdou-Aziz NIANG & Marie-Claude Pichery & Marcellin EDJO

  • 2011 The Rise and Fall of S&P500 Variance Futures
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

  • 2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
    by Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2011 Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
    by Michael McAleer & Chia-Lin Chang & Christine Lim

  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    by Michael McAleer & Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral

  • 2011 Analyzing Fixed-event Forecast Revisions
    by Michael McAleer & Philip Hans Franses & Chia-Lin Chang

  • 2011 Evaluating Individual and Mean Non-Replicable Forecasts
    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

  • 2011 Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
    by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer

  • 2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee

  • 2011 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2011 Are Forecast Updates Progressive?
    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

  • 2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

  • 2011 Modelling and Forecasting Noisy Realized Volatility
    by Manabu Asai & Michael McAleer & Marcelo C. Medeiros

  • 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2011 Dating Business Cycles in a Historical Perspective: Evidence for Switzerland
    by Boriss Siliverstovs

  • 2011 International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?
    by Aysit Tansel & Zeynel Abidin Ozdemir & Mehmet Balcilar

  • 2011 Further Evidence on Defence Spending and Economic Growth in NATO Countries
    by Alper Ozun & Erman Erbaykal

  • 2011 An Analysis of Political and Institutional Power Dispersion: The Case of Turkey
    by Ibrahim Tutar & Aysit Tansel

  • 2011 Cyclical Dynamics of Industrial Production and Employment: Markov Chain-based Estimates and Tests
    by Sumru Altug & Baris Tan & Gozde Gencer

  • 2011 International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?
    by Ozdemir, Zeynel Abidin & Balcilar, Mehmet & Tansel, Aysit

  • 2011 International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?
    by Ozdemir, Zeynel Abidin & Balcilar, Mehmet & Tansel, Aysit

  • 2011 Dynamic Evaluation of Job Search Assistance
    by Kastoryano, Stephen & van der Klaauw, Bas

  • 2011 Dynamic Evaluation of Job Search Assistance
    by Kastoryano, Stephen & van der Klaauw, Bas

  • 2011 The euro effect on trade: evidence in gravity equations using panel cointegration techniques
    by Cecilio R. Tamarit Escalona & Estrella Gómez

  • 2011 Second-order moments of frequency asymmetric cycles
    by Miguel Artiach

  • 2011 Income Asymmetries and the Permanent Income Hypothesis
    by Juan Urquiza

  • 2011 Near Real-Time Disturbance Detection in Terrestrial Ecosystems Using Satellite Image Time Series: Drought Detection in Somalia
    by Jan Verbesselt & Achim Zeileis & Martin Herold

  • 2011 Structural Breaks in Inflation Dynamics within the European Monetary Union
    by Thomas Windberger & Achim Zeileis

  • 2011 Pricing Nikkei 225 Options Using Realized Volatility
    by Masato Ubukata & Toshiaki Watanabe

  • 2011 Endogenous Rational Bubbles
    by George A. Waters

  • 2011 On the Evolutionary Stability of Rational Expectations
    by William R. Parke & George A. Waters

  • 2011 On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models
    by Costantini, Mauro & Kunst, Robert M.

  • 2011 Some Computational Aspects of Gaussian CARMA Modelling
    by Tómasson, Helgi

  • 2011 Nonparametric Rank Tests for Non-stationary Panels
    by Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim

  • 2011 A Simple Panel-CADF Test for Unit Roots
    by Costantini, Mauro & Lupi, Claudio

  • 2011 Does the Introduction of IFRS Change the Timeliness of Loss Recognition? Evidence from German Firms
    by Sebastian Brauer & Carl-Friedrich Leuschner & Frank Westermann

  • 2011 Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics
    by Viet Hoang Nguyen & Yongcheol Shin

  • 2011 Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives
    by Wolfgang Härdle & Maria Osipenko

  • 2011 Estimation of the characteristics of a Lévy process observed at arbitrary frequency
    by Johanna Kappus & Markus Reiß

  • 2011 Extreme value models in a conditional duration intensity framework
    by Rodrigo Herrera & Bernhard Schipp

  • 2011 Market Variance Risk Premiums in Japan as Predictor Variables and Indicators of Risk Aversion
    by Masato Ubukata & Toshiaki Watanabe

  • 2011 A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise
    by Daisuke Nagakura & Toshiaki Watanabe

  • 2011 Estimation and Inference in Predictive Regressions
    by Eiji Kurozumi & Kohei Aono

  • 2011 An Analysis of the Domestic Inflation Rate Dynamics and the Phillips Curve
    by Ivo Krznar

  • 2011 Inflation Targeting and Inflation Persistence in Asia-Pacific
    by Stefan Gerlach & Peter Tillmann

  • 2011 Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles
    by Shu-Ping Shi & Peter C. B. Phillips & Jun Yu

  • 2011 Foreign aid, foreign direct investment and economic growth of Lao PDR
    by Vatthanamixay Chansomphou & Masaru Ichihashi

  • 2011 Back on the Map - Essays on Financial Markets in the Baltic States
    by Soultanaeva, Albina

  • 2011 Interpreting the evidence for New Keynesian models of inflation dynamics
    by Nymoen, Ragnar & Rygh Swensen, Anders & Tveter, Eivind

  • 2011 The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010
    by Hagströmer, Björn & Nilsson, Birger & Hansson, Björn

  • 2011 What Happens When it's Windy in Denmark? An Empirical Analysis of Wind Power on Price Variability in the Nordic Electricity Market
    by Mauritzen, Johannes

  • 2011 A demand model for domestic air travel in Sweden
    by Kopsch, Fredrik

  • 2011 Inflation Inequality in Europe
    by Roberta Colavecchio & Ulrich Fritsche & Michael Graff

  • 2011 Monitoring a change in persistence of a long range dependent time series
    by Heinen, Florian & Willert, Juliane

  • 2011 Two competitive models and their identification problem: The ESTAR and TSTAR model
    by Heinen, Florian & Michael, Stefanie & Sibbertsen, Philipp

  • 2011 A note on testing for purchasing power parity
    by Heinen, Florian

  • 2011 The dynamics of real exchange rates - A reconsideration
    by Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp

  • 2011 Drifting together of falling apart? The empirics of regional economic growth in post-unification Germany
    by Michael Funke & Roberta Colavecchio & Declan Curran

  • 2011 On the Choice of the Unit Period in Time Series Models
    by Peter Fuleky

  • 2011 Indirect Inference Based on the Score
    by Peter Fuleky & Eric Zivot

  • 2011 On the Choice of the Unit Period in Time Series Models
    by Peter Fuleky

  • 2011 Indirect Inference Based on the Score
    by Peter Fuleky & Eric Zivot

  • 2011 Price and income elasticity of Australian retail finance: An autoregressive distributed lag (ARDL) approach
    by Helen Higgs & Andrew C. Worthington

  • 2011 Macro drivers of Australian housing affordability, 1985â2010: An autoregressive distributed lag approach
    by Andrew C. Worthington & Helen Higgs

  • 2011 Are Real Estate Markets Integrated with the World Market?
    by Abdulnasser Hatemi-J & Eduardo Roca

  • 2011 Are Euro exchange rates markets efficient? New evidence from a large panel
    by Adrian Wai-Kong Cheung & Jen-Je Su & Astrophel Kim Choo

  • 2011 Bilateral Exports from Euro Zone Countries to the US - Does Exchange Rate Variability Play a Role?
    by Florian Verheyen

  • 2011 A nonlinear panel unit root test under cross section dependence
    by Mario Cerrato & Christian de Peretti & Rolf Larsson & Nicholas Sarantis

  • 2011 Assessment of Demand for Cash in Conditions of the Development of Electronic Payments
    by Elena Sinelnikova,

  • 2011 World experience of researches of demand for money and its application for Russia
    by Elena Sinelnikova,

  • 2011 Multiplicative Error Models
    by Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo

  • 2011 On the Economic Determinants of Oil Production. Theoretical Analysis and Empirical Evidence for Small Exporting Countries
    by Alessandro Cologni & Matteo Manera

  • 2011 The Extreme Value Theory as a Tool to Measure Market Risk
    by Krenar Avdulaj

  • 2011 Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data
    by Jozef Barunik & Lukas Vacha & Ladislav Krištoufek

  • 2011 Final energy demand in Portugal: How persistent it is and why it matters for environmental policy
    by Alfredo Marvão Pereira & José Manuel Belbute

  • 2011 Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?
    by Tommaso Proietti & Helmut Luetkepohl

  • 2011 International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?
    by Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel

  • 2011 Evaluating the Rationality of Managers' Sales Forecasts
    by de Bruijn, L.P. & Franses, Ph.H.B.F.

  • 2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
    by Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.

  • 2011 Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
    by Chang, C-L. & McAleer, M.J. & Lim, C.

  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    by Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.

  • 2011 Analyzing Fixed-event Forecast Revisions
    by Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J.

  • 2011 Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
    by Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J.

  • 2011 The possible shapes of recoveries in Markov-Switching models
    by Bec Frederique & Othman Bouabdallah & Laurent Ferrara

  • 2011 Doubly fractional models for dynamic heteroskedastic cycles
    by Arteche González, Jesús María & Artiach Escauriaza, Miguel Manuel

  • 2011 Investigating agglomeration economies in a panel of European cities and regions
    by Michael Artis & Declan Curran & Marianne Sensier

  • 2011 Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption
    by Emmanuel De Veirman & Ashley Dunstan

  • 2011 Improving forecasting performance by window and model averaging
    by Prasad S Bhattacharya & Dimitrios D Thomakos

  • 2011 Land Use Change Impacts of Biofuels: Near-VAR Evidence from the US
    by Giuseppe Piroli & Pavel Ciaian & d'Artis Kancs

  • 2011 The overall seasonal integration tests under non-stationary alternatives: A methodological note
    by Ghassen El Montasser

  • 2011 Eco-efficiency and convergence in OECD countries
    by Mariam Camarero & Juana Castillo & Andrés J. Picazo-Tadeo & Cecilio Tamarit

  • 2011 Re-examining Emissions. Is Assessing Convergence Meaningless?
    by Mariam Camarero & Yurena Mendoza & Javier Ordoñez

  • 2011 Trans-Pacific Economic Relations and US-China Business Cycles : Convergence within Asia versus US Economic Leadership
    by Andrew Hughes Hallett & Christian Richter

  • 2011 Trans-Pacific Economic Relations and US-China Business Cycles : Convergence within Asia versus US Economic Leadership
    by Andrew Hughes Hallett & Christian Richter

  • 2011 A Multiple Break Panel Approach To Estimating United States Phillips Curves
    by Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva

  • 2011 Advances in Forecasting Under Instability
    by Barbara Rossi

  • 2011 Forecast Optimality Tests in the Presence of Instabilities
    by Barbara Rossi & Tatevik Sekhposyan

  • 2011 Can Oil Prices Forecast Exchange Rates?
    by Domenico Ferraro & Ken Rogoff & Barbara Rossi

  • 2011 Out-of-Sample Forecast Tests Robust to Window Size Choice
    by Barbara Rossi & Atsushi Inoue

  • 2011 Does OPEC still exist as a cartel? An empirical investigation
    by Vincent Brémond & Emmanuel Hache & Valérie Mignon

  • 2011 On price convergence in Eurozone
    by David Guerreiro & Valérie Mignon

  • 2011 A new monthly chronology of the US industrial cycles in the prewar economy
    by Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara

  • 2011 Free lunch in the oil market: a note on Long Memory
    by Sylvain Prado

  • 2011 Optimal Forecasts in the Presence of Structural Breaks
    by M Hashem Pesaran & Andreas Pick & Mikhail Pranovich

  • 2011 Statistical evidence on the mean reversion of interest rates
    by Jan Willem van den End

  • 2011 Improving forecasting performance by window and model averaging
    by Prasad S Bhattacharya & Dimitrios D Thomakos

  • 2011 Has the structural break slowed down growth rates of stock markets?
    by Paresh Kumar Narayan & Seema Narayan

  • 2011 The inflation-output nexus:empirical evidence from India, Brazil and South Africa
    by Paresh Kumar Narayan & Seema Narayan

  • 2011 Persistence and Cyclical Dependence in the Monthly Euribor Rate
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2011 Stationarity Changes in Long-Run Fossil Resource Prices: Evidence from Persistence Break Testing
    by Aleksandar Zaklan & Jan Abrell & Anne Neumann

  • 2011 Money and Inflation in the Euro Area during the Financial Crisis
    by Christian Dreger & Jürgen Wolters

  • 2011 Fractional Integration and Cointegration in US Financial Time Series Data
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2011 The Euro Changeover and Price Adjustments in Italy
    by Guglielmo Maria Caporale & Alessandro Girardi & Marco Ventura

  • 2011 Premières preuves empiriques de chaos dans les ventes de biens à la mode - First empirical evidence of chaos in the sales of fashion goods
    by Adrien Bonache & Karen Moris

  • 2011 Income Inequality and Savings: A Reassessment of the Relationship in Cointegrated Panels
    by Tuomas Malinen

  • 2011 On the Cyclicality of Real Wages and Wage Differentials
    by Christopher Otrok & Panayiotis M. Pourpourides

  • 2011 Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests
    by Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger

  • 2011 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
    by Donald W.K. Andrews & Patrik Guggenberger

  • 2011 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
    by Donald W.K. Andrews & Patrik Guggenberger

  • 2011 First Difference MLE and Dynamic Panel Estimation
    by Chirok Han & Peter C.B. Phillips

  • 2011 Specification Testing for Nonlinear Cointegrating Regression
    by Qiying Wang & Peter C.B. Phillips

  • 2011 Inconsistent VAR Regression with Common Explosive Roots
    by Peter C.B. Phillips & Tassos Magdalinos

  • 2011 Risk premium, variance premium and the maturity structure of uncertainty
    by Tédongap, Roméo & Taamouti, Abderrahim & Fontaine, Jean-Sébastien & Feunou, Bruno

  • 2011 Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes
    by Gonzalo, Jesús & Berenguer Rico, Vanessa

  • 2011 Estimating Continuous-Time Income Models
    by Christian Schluter & Mark Trede

  • 2011 On the Distribution of Exchange Rate Regime Treatment Effects on International Trade
    by Dorn, Sabrina & Egger, Peter

  • 2011 Can Oil Prices Forecast Exchange Rates?
    by Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara

  • 2011 Out-of-Sample Forecast Tests Robust to the Choice of Window Size
    by Inoue, Atsushi & Rossi, Barbara

  • 2011 On the High-Frequency Dynamics of Hedge Fund Risk Exposures
    by Patton, Andrew J & Ramadorai, Tarun

  • 2011 Markov-switching MIDAS models
    by Guérin, Pierre & Marcellino, Massimiliano

  • 2011 Forecast Rationality Tests Based on Multi-Horizon Bounds
    by Patton, Andrew J & Timmermann, Allan G

  • 2011 Estimating and forecasting structural breaks in financial time series
    by BAUWENS, Luc & DUFAYS, Arnaud & DE BACKER, Bruno

  • 2011 Locally stationary volatility modelling
    by VAN BELLEGEM, Sébastien

  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by KOROBILIS, Dimitris

  • 2011 Marginal likelihood for Markov-switching and change-point GARCH models
    by BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K.

  • 2011 Nonparametric Beta kernel estimator for long memory time series
    by BOUEZMARNI, Taoufik & VAN BELLEGEM, Sébastien

  • 2011 A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models
    by BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K.

  • 2011 Comparación de los modelos SETAR y STAR para el índice de empleo industrial colombiano
    by Milena Hoyos & Mario Galindo

  • 2011 The contribution of us bond demand to the us bond yield conundrum of 2004 to 2007: an empirical investigation
    by Thomas Goda & Photis Lysandrou & Chris Stewart

  • 2011 Sustainability of Latin American Fiscal Deficits: A Panel Data Approach
    by Jacobo Campo Robledo & Luis Fernando Melo Velandia

  • 2011 Data Revisions and the Output Gap
    by Juan Manuel Julio

  • 2011 Modeling Data Revisions
    by Juan Manuel Julio Román

  • 2011 Classification of Volatility in Presence of Changes in Model Parameters
    by E. Otranto

  • 2011 Marginal Likelihood for Markov-Switching and Change-Point Garch Models
    by Luc Bauwens & Arnaud Dufays & Jeroen Rombouts

  • 2011 An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
    by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2011 A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models
    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts

  • 2011 Carbon Price Drivers: Phase I Versus Phase II Equilibrium?
    by Anna Creti & Pierre-André Jouvet & Valérie Mignon

  • 2011 Final energy demand in Portugal: How persistent it is and why it matters for environmental policy
    by Alfredo Marvão Pereira & José Manuel Belbute

  • 2011 Is the Euro-Area Core Price Index Really More Persistent than the Food and Energy Price Indexes?
    by José Manuel Belbute

  • 2011 How Informative are the Subjective Density Forecasts of Macroeconomists?
    by Geoff Kenny & Thomas Kostka & Federico Masera

  • 2011 Persistence and Cyclical Dependence in the Monthly Euribor Rate
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2011 A Characterization of Oil Price Behavior - Evidence from Jump Models
    by Marc Gronwald

  • 2011 Construction of Composite Business Cycle Indicators in a Sparse Data Environment
    by Klaus Abberger & Wolfgang Nierhaus

  • 2011 Fractional Integration and Cointegration in US Financial Time Series Data
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2011 The Euro Changeover and Price Adjustments in Italy
    by Guglielmo Maria Caporale & Alessandro Girardi & Marco Ventura

  • 2011 Estimating the Volatility of Electricity Prices: The Case of the England and Wales Wholesale Electricity Market
    by Sherzod N. Tashpulatov

  • 2011 Tracking Unemployment in Wales through Recession and into Recovery
    by Michael Artis & Marianne Sensier

  • 2011 Investigating Agglomeration Economies in a Panel of European Cities and Regions
    by Michael Artis & Declan Curran & Marianne Sensier

  • 2011 Autoregressions in Small Samples, Priors about Observables and Initial Conditions
    by Marek Jarocinski & Albert Marcet

  • 2011 An overview of CO2 cost pass-through to electricity prices in Europe
    by Boris Solier & Pierre-André Jouvet

  • 2011 Carbon Price Drivers: Phase I versus Phase II Equilibrium?
    by Anna Creti & Pierre-André Jouvet & Valérie Mignon

  • 2011 Are grain markets in Niger driven by speculation?
    by Catherine ARAUJO BONJEAN & Catherine SIMONET

  • 2011 The Rise and Fall of S&P500 Variance Futures
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

  • 2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
    by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

  • 2011 Analyzing Fixed-event Forecast Revisions
    by Philip Hans Franses & Chia-Lin Chang & Michael McAleer

  • 2011 Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
    by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer

  • 2011 Evaluating Individual and Mean Non-Replicable Forecasts
    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

  • 2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

  • 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2011 The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance
    by Liebermann, Joelle

  • 2011 Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011)
    by Pesaran, M.H. & Pick, A. & Pranovich, M.

  • 2011 Market Integration, Efficiency, and Interconnectors: The Irish Single Electricity Market
    by Nepal, R. & Jamasb, T.

  • 2011 Making a Weak Instrument Set Stronger: Factor-Based Estimation of the Taylor Rule
    by Harun Mirza & Lidia Storjohann

  • 2011 The role of product variety and quality and of domestic supply in foreign trade
    by Panayiotis P. Athanasoglou

  • 2011 The fatal flaw: the revived Bretton-woods system, liquidity creation, and commodity-price bubbles
    by Harris Dellas & George S. Tavlas

  • 2011 Are EME indicators of vulnerability to financial crises decoupling from global factors?
    by Felices, Guillermo & Wieladek, Tomasz

  • 2011 Oil and US GDP: A Real-Time out-of Sample Examination
    by Francesco Ravazzolo & Philip Rothman

  • 2011 Forecasting the intraday market price of money
    by Andrea Monticini & Francesco Ravazzolo

  • 2011 Cointegration in Panel Data with Breaks and Cross-section Dependence
    by Anindya Banerjee & Josep Lluis Carrion-i-Silvestre

  • 2011 Testing for Panel Cointegration Using Common Correlated Effects
    by Anindya Banerjee & Josep Lluis Carrion-i-Silvestre

  • 2011 Interpreting the Hours-Technology time-varying relationship
    by Cantore, C. & Ferroni, F. & León-Ledesma, M A.

  • 2011 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
    by Avouyi-Dovi, S. & Idier, J.

  • 2011 Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle
    by Lopez, C. & Murray, C J. & Papell, D H.

  • 2011 Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation
    by Kejriwal , M. & Lopez, C.

  • 2011 The possible shapes of recoveries in Markov-switching models
    by Bec, F. & Bouabdallah, O. & Ferrara, L.

  • 2011 Structural Breaks and Dynamic Characteristics of Inflation and Growth Rates of Monetary Aggregates
    by Igor Pelipas

  • 2011 Stationarity, structural breaks, and economic growth in Mexico: 1895-2008
    by Antonio E. Noriega & Cid Alonso Rodríguez-Pérez

  • 2011 Time-series Modelling, Stationarity and Bayesian Nonparametric Methods
    by Juan Carlos Martínez-Ovando & Stephen G. Walker

  • 2011 A Simple Test for Spurious Regressions
    by Antonio E. Noriega & Daniel Ventosa-Santaulària

  • 2011 Convergence clubs, the euro-area rank and the relationship between banking and real convergence
    by Massimiliano Affinito

  • 2011 Bootstrap LR tests of stationarity, common trends and cointegration
    by Fabio Busetti & Silvestro di Sanzo

  • 2011 Sectoral money demand and the great disinflation in the US
    by Alessandro Calza & Andrea Zaghini

  • 2011 Macroeconomic determinants of bad loans: evidence from Italian banks
    by Marcello Bofondi & Tiziano Ropele

  • 2011 Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series
    by Agustín Maravall Herrero & Domingo Pérez Cañete

  • 2011 Public Pension Systems and the Fiscal Crisis in the Euro Zone. Lessons for Latin America
    by Javier Alonso & Rafael Domenech & David Tuesta

  • 2011 Sistemas Publicos de Pensiones y la crisis fiscal en la zona euro. Ensenanzas para America Latina
    by Javier Alonso & Rafael Domenech Vilariño & David Tuesta

  • 2011 The Euro-Sting revisited: PMI versus ESI to obtain euro area GDP forecasts
    by Maximo Camacho & Agustin Garcia-Serrador

  • 2011 The Growth Effects of Education in Australia
    by Antonio Paradiso & Saten Kumar & B. Bhaskara Rao

  • 2011 Money demand stability: A case study of Nigeria
    by Saten Kumar & Don J. Webber & Scott Fargher

  • 2011 Not Only Subterranean Forests: Wood Consumption And Economic Development In Britain (1850-1938)
    by Iñaki Iriarte-Goñi & María Isabel Ayuda

  • 2011 What we can learn from pricing 139,879 Individual Stock Options
    by Lars Stentoft

  • 2011 Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability
    by Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen

  • 2011 Marginal Likelihood for Markov-switching and Change-point Garch Models
    by Luc Luc & Arnaud Dufays & Jeroen V.K. Rombouts

  • 2011 Financial Risk Measurement for Financial Risk Management
    by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold

  • 2011 American Option Pricing with Discrete and Continuous Time Models: An Empirical Comparison
    by Lars Stentoft

  • 2011 Econometric Analysis and Prediction of Recurrent Events
    by Adrian Pagan & Don Harding

  • 2011 Conservatism in Corporate Valuation
    by Christian Bach

  • 2011 Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems
    by Yushu Li

  • 2011 Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009
    by Anders Bredahl Kock & Timo Teräsvirta

  • 2011 Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques
    by Anders Bredahl Kock & Timo Teräsvirta

  • 2011 Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
    by Rasmus Tangsgaard Varneskov & Pierre Perron

  • 2011 A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation
    by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

  • 2011 Characterizing economic trends by Bayesian stochastic model specification search
    by Stefano Grassi & Tommaso Proietti

  • 2011 A Simple Test for Spurious Regressions
    by Antonio E. Noriega & Daniel Ventosa-Santaularia

  • 2011 When Long Memory Meets the Kalman Filter: A Comparative Study
    by Stefano Grassi & Paolo Santucci de Magistris

  • 2011 Nonparametric Detection and Estimation of Structural Change
    by Dennis Kristensen

  • 2011 Estimation of long memory in integrated variance
    by Eduardo Rossi & Paolo Santucci de Magistris

  • 2011 Bayesian stochastic model specification search for seasonal and calendar effects
    by Stefano Grassi & Tommaso Proietti

  • 2011 Prediction-based estimating functions: review and new developments
    by Michael Sørensen

  • 2011 Nonlinear models for autoregressive conditional heteroskedasticity
    by Timo Teräsvirta

  • 2011 Modelling Volatility by Variance Decomposition
    by Cristina Amado & Timo Teräsvirta

  • 2011 An EViews Program to Run a Monte Carlo Experiment: The Dickey-Fuller Distribution
    by Guerrero de Lizardi, Carlos

  • 2011 Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a Factor-Augmented Vector Autoregressive (FAVAR) Analysis
    by Dreger, Christian & Fidrmuc, Jarko

  • 2011 A Semigroups Approach to the Study of a Second Order Partial Diferential Equation Applied in Economics
    by Ioana VIASU & Constantin CHILARESCU

  • 2011 Linguistic Globalization Consequence Of Economic Globalization
    by Camelia FIRICÄ‚ & Jean FIRICÄ‚

  • 2011 On Reserve Hoarding In Emes: The Case Of Turkey
    by Ä°mre ERSOY

  • 2011 Modeling & Forecasting Of Macro-Economic Variables Of India: Before, During & After Recession
    by Pankaj SINHA & Sushant GUPTA & Nakul RANDEV

  • 2011 Volatility Shifts and Persistence in Variance: Evidence from the Sector Indices of Istanbul Stock Exchange
    by Efe Çağlar Çağli & Pinar Evrim Mandaci & Pinar Hakan Kahyaoğlu

  • 2011 Budget Deficit and Macroeconomics Fundamentals: The case of Azerbaijan
    by Kahnim Farajova

  • 2011 Impact of FDI on Economic Development: A Causality Analysis for Singapore, 1976 – 2002
    by Mete Feridun & Yaya Sissoko

  • 2011 Turkiye'nin Finansal Piyasa Likiditesi, Olcumu ve Analizi
    by Burcu Deniz Yildirim

  • 2011 The Real-Time Predictive Content of the KOF Economic Barometer
    by Boriss Siliverstovs

  • 2011 Mean Reversion in the Real Interest Rate and the Effects of Calculating Expected Inflation
    by Onsurang Norrbin & Aaron D. Smallwood

  • 2011 Modeling Stock Market Indexes With Copula Functions
    by Jacek Leskow & Justyna Mokrzycka & Krzysztof Krawiec

  • 2011 Hysteresis in Unemployment for G-7 Countries: Threshold Unit Root Test
    by Chang, Tsangyao & Lee, Chia-Hao

  • 2011 Scenarios of the Romanian GDP Evolution With Neural Models
    by Saman, Corina

  • 2011 Long-Run Purchasing Power Parity with Asymmetric Adjustment: Evidence from Mainland China and Taiwan
    by Yang-Cheng Lu & Chang, Tsangyao & Chin-Ping Yu

  • 2011 Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models
    by Acatrinei, Marius Cristian & Caraiani, Petre

  • 2011 Revisiting Purchasing Power Parity for Nine Transition Countries Using the Rank Test for Nonlinear Cointegration
    by Chang, Tsangyao & Chiu, Chi Chen & Tzeng, Han Wen

  • 2011 A Non-Linear Model of Causality Between the Stock and Real Estate Markets of European Countries
    by Su, Chi Wei & Chang, Hsu Ling & Zhu, Meng Nan

  • 2011 Dynamic Capabilities and Competitive Advantage into Mexican Firms: Testing Gibrat’s Law
    by Gómez Aguirre, Mario

  • 2011 Does the ‘Environmental Kuznets Curve’ Exist? An Application of Long-run Structural Modelling to Saudi Arabia - La Curva di Kuznets esiste? Un’applicazione LRSM al caso dell’Arabia Saudita
    by Masih, A. Mansur M. & De Mello, Lurion

  • 2011 Determination of Factors Affecting the Price of Gold: A Study of MGARCH Model
    by Toraman, Cengiz & Basarir, Cagatay & Bayramoglu, Mehmet Fatih

  • 2011 Determination of the nature of growth of the main trends of time series in small quantity of observations
    by Poutko, Boris

  • 2011 Measuring risk of crude oil at extreme quantiles
    by Sasa Zikovic

  • 2011 The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets
    by Chaido Dritsaki

  • 2011 Trade Openness and Real Exchange Rate: Some Evidence from Pakistan
    by Muhammad Zakaria & Ahmed Bilal Ghauri

  • 2011 El canal del crédito bancario en el Perú: Evidencia y mecanismo de transmisión
    by Carrera, César

  • 2011 Presiones cambiarias en el Perú: Un enfoque no lineal
    by Morales Vásquez, Daniel

  • 2011 Indicadores tendenciales de inflación y su relevancia como variables indicativas de política monetaria
    by Armas, Adrián & Vallejos , Lucy & Vega, Marco

  • 2011 Efectos de las exportaciones en el crecimiento economico de Mexico: Un analisis de cointegracion, 1929-2009
    by Domingo Rodriguez Benavides & Francisco Venegas-Martinez & Instituto Politecnico Nacional

  • 2011 Modeling multivariate parametric densities of financial returns (in Russian)
    by Alexey Balaev

  • 2011 Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market
    by Łukasz Kwiatkowski

  • 2011 Potenciální produkt, mezera výstupu a míra nejistoty spojená s jejich určením při použití Hodrick-Prescottova filtru
    by Miroslav Plašil

  • 2011 Srovnání vybraných metod predikce změn trendu indexu PX
    by Jiří Trešl

  • 2011 Models of Factors Driving the Czech Export
    by David Havrlant & Roman Hušek

  • 2011 Impact of Public Debt on the Economic Growth of Pakistan
    by Naeem Akram

  • 2011 Dynamic Relationship Between Energy and Economic Growth: Evidence from D8 Countries
    by Sarwat Razzaqi & Faiz Bilquees & Saadia Sherbaz

  • 2011 A Novel Pseudo-random Bit Generator Based on a New Couple of Chaotic Systems
    by Dascalescu Ana Cristina & Boriga Radu

  • 2011 A Novel Pseudo-random Bit Generator Based on Some Transcendental Chaotic Systems
    by Boriga Radu & Dascalescu Ana Cristina

  • 2011 Highlighting the Response of Real Economy to the Changes of Fiscal Policy Variables. The Romanian Case
    by Lobonþ Oana-Ramona

  • 2011 The Relationship Between Macroeconomic Variables And Romanian Corporate Default Rates Between 2002-2008
    by Kovacs Ildiko & Karsai Zoltan-Krisztian & Suveg Orsolya & Joita Nicoleta

  • 2011 Testando o "Cash-Flow-at-Risk" em empresas têxteis [Testing the cash flow at risk in textile companies]
    by Fernanda Finotti Cordeiro Perobelli & Flávia Vital Januzzi & Leandro Josias Sathler Berbert & Danilo Soares Pacheco de Medeiros & Luiz Guilherme da Silva Probst

  • 2011 Nonlinear Dynamics of the Russian Stock Market in Problems of Risk Management
    by Borusyak, K.

  • 2011 Why so different from other CEECs – Poland’s cyclical divergence from the euro area during the recent financial crisis
    by Karolina Konopczak & Krzysztof Marczewski

  • 2011 Análisis de las desviaciones presupuestarias aplicado al caso del presupuesto del Estado/The Performance of the Budgetary Target of the Central Government in Spain
    by LEAL LINARES, TERESA & PÉREZ GARCÍA, JAVIER J.

  • 2011 Modelling the Volatility of the Spanish Wholesale Electricity Spot Market. Asymmetric GARCH Models vs. Threshold ARSV model/Modelización de la volatilidad en el mercado eléctrico español. Modelos GARCH frente al modelo T-ARSV
    by MONTERO, JOSÉ M. & GARCÍA-CENTENO, MARIA C. & FERNÁNDEZ-AVILÉS, GEMA

  • 2011 A villamos energia áralakulásának egy új modellje
    by Marossy, Zita

  • 2011 Agricultural Policy Reforms And Spatial Integration Of Food Grain Markets In India
    by Madhusudan Ghosh

  • 2011 Determinants of Private Investment: Time Series Evidence from Bangladesh
    by A. F. M. Kamrul Hassan & Ruhul A. Salim

  • 2011 The Nature of Trends in the Per Capita Real GDP of Gulf Cooperation Council (GCC) Countries: Some Evidence and Implications
    by Ismail H Genc & Musa Darayseh & Bassam AbuAl-Foul

  • 2011 Estimation of Economic Discounting Rate for Practical Project Appraisal: The Case of Turkey
    by Ferda Halicioglu & Cevat Karatas

  • 2011 Revenue Elasticity of the Main federal Taxes in Mexico
    by Felipe J. Fonseca & Daniel Ventosa-Santaulària

  • 2011 The Importance of Real and Nominal Shocks on the UK Housing Market
    by Seema Narayan & Paresh Kumar Narayan

  • 2011 Is Per Capita Real GDP Stationary? An Empirical Note for 16 Transition Countries
    by Tsangyao Chang

  • 2011 The Impact Of Short Sale Restrictions On Stock Volatility: Evidence From Taiwan
    by Shih Yung Wei & Jack J. W. Yang

  • 2011 Macroeconomic Variables Influencing the European Convergence of the Romanian Agri-Food Sector
    by Toderoiu, Filon

  • 2011 Multivariate Granger Causality and the Dynamic Relationship between Health Care Spending, Income and Relative Price of Health Care in Malaysia
    by Tang, Chor Foon

  • 2011 East Asian Regionalism: The Need For Asean+3 Fta
    by Fithra Faisal Hastiadi

  • 2011 Innovations in the sphere of payments and the money demand in Russia
    by Elena Sinelnikova-Muryleva

  • 2011 Dynamic Copulas and Long Range Dependence
    by Beatriz Vaz de Melo Mendes, Silvia Regina Costa Lopes

  • 2011 Quantitative vs. Qualitative Criteria for Credit Risk Assessment
    by João O. Soares, Joaquim P. Pina, Manuel S. Ribeiro, Margarida Catalão-Lopes

  • 2011 A Locally Linear Estimation of Regression Discontinuity
    by Chunrong Ai & Meixia Meng

  • 2011 Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries
    by Petra Posedel & Maruška Vizek

  • 2011 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
    by Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth

  • 2011 Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group
    by Eduard Baumöhl & Štefan Lyócsa & Tomáš Výrost

  • 2011 The Determinants of Financial Euroization in a Post-Transition Country: Do Threshold Effects Matter?
    by Marijana Ivanov & Marina Tkalec & Maruška Vizek

  • 2011 El efecto de la tecnología en las exportaciones manufactureras mexicanas hacia Estados Unidos
    by Ana Lilia Valderrama Santibáñez. & Omar Neme Castillo.

  • 2011 Financial Development and Economic Growth: An Empirical Analysis for the UK
    by Athanasios Vazakidis & Antonios Adamopoulos

  • 2011 Has the Accession of Greece in the EU Influenced the Dynamics of the Country’s “Twin Deficits”? An Empirical Investigation
    by Katrakilidis Constantinos & Trachanas Emmanouil

  • 2011 Foreign Direct Investment and Unemployment: VAR Analysis for Poland in the Years 1995-2009
    by Adam P. Balcerzak & Miroslawa Zurek

  • 2011 Impact of Model Specification Decisions on Unit Root Tests
    by Atiq-ur-Rehman

  • 2011 Paradoja Feldstein-Horioka: el caso de México (1950-2007)
    by Víctor-Hugo Alcalá Ríos & Manuel Gómez Zaldívar & Daniel Ventosa-Santaulària

  • 2011 Una reconsideración sobre la convergencia regional en México
    by Edgardo A. Ayala Gaytán & Joana C. Chapa Cantú & Juan D. Murguía Hernández

  • 2011 Saving and investment in Saudi Arabia: an empirical analysis
    by Reetu Verma & Ali Salman Saleh

  • 2011 Testing for nonlinearity of exchange rates: an information-theoretic approach
    by Yuqin Zhang & Abdol S. Soofi & Shouyang Wang

  • 2011 Has the link between inflation uncertainty and interest rates changed after inflation targeting?
    by Girijasankar Mallik & Ramprasad Bhar

  • 2011 Are shocks to national income persistent? New global evidence
    by Seema Narayan & Paresh Kumar Narayan

  • 2011 An exploration of dynamic relationship between tourist arrivals, inflation, unemployment and crime rates in Malaysia
    by Chor Foon Tang

  • 2011 Retesting the CCAPM Euler equations
    by Samih Azar

  • 2011 Copula based models for serial dependence
    by Beatriz Vaz de Melo Mendes & Cecília Aíube

  • 2011 Growth and environmental pollution: empirical evidence from China
    by George E. Halkos & Nickolaos G. Tzeremes

  • 2011 Flattening of the Phillips Curve: Estimations and consequences for economic policy
    by Jürgen Kromphardt & Camille Logeay

  • 2011 A Simple Estimate of VAR under Garch Modelling
    by Reza Habibi

  • 2011 Turkiye Ekonomisinde Verimlilik, Ihracat ve Ithalat Arasindaki Nedensellik Iliskisinin Analizi
    by Harun UCAK & Ibrahim ARISOY

  • 2011 Comparando distancias en los mercados financieros mundiales
    by Linda Margarita Medina Herrera & Ernesto Pacheco Velázquez

  • 2011 The overall seasonal integration tests under non-stationary alternatives
    by Ghassen El Montasser

  • 2011 Socio-economic determinants of suicide in Japan
    by Andrés, Antonio R. & Halicioglu, Ferda & Yamamura, Eiji

  • 2011 The impact of US news on the German stock market—An event study analysis
    by Dimpfl, Thomas

  • 2011 Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market
    by Kollias, Christos & Manou, Efthalia & Papadamou, Stephanos & Stagiannis, Apostolos

  • 2011 Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
    by Chang, Chia-Lin & Khamkaew, Thanchanok & McAleer, Michael & Tansuchat, Roengchai

  • 2011 India's demand for international reserve and monetary disequilibrium: Reserve adequacy under floating regime
    by Mishra, Ritesh Kumar & Sharma, Chandan

  • 2011 Modeling unemployment as an inventory: A multicointegration approach
    by Demiralp, Berna & Gantt, Bonnie B. & Selover, David D.

  • 2011 Regional capital mobility in China: 1978–2006
    by Chan, Kenneth S. & Dang, Vinh Q.T. & Lai, Jennifer T. & Yan, Isabel K.M.

  • 2011 Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
    by Boguth, Oliver & Carlson, Murray & Fisher, Adlai & Simutin, Mikhail

  • 2011 Volatility and covariation of financial assets: A high-frequency analysis
    by Cartea, Álvaro & Karyampas, Dimitrios

  • 2011 Revisiting long-run purchasing power parity with asymmetric adjustment for G-7 countries
    by Chang, Tsangyao & Lee, Chia-Hao & Chou, Pei-I & Tang, Dai-Piao

  • 2011 The Korean stock market volatility during the currency crisis and the credit crisis
    by Cho, Jaeho & Yoo, Byoung Hark

  • 2011 Cost pass-through of the EU emissions allowances: Examining the European petroleum markets
    by Alexeeva-Talebi, Victoria

  • 2011 Oil prices and the impact of the financial crisis of 2007–2009
    by Bhar, Ramaprasad & Malliaris, A.G.

  • 2011 American option pricing with discrete and continuous time models: An empirical comparison
    by Stentoft, Lars

  • 2011 Relationship between portfolio diversification and value at risk: Empirical evidence
    by Kiani, Khurshid M.

  • 2011 Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
    by Francq, Christian & Lepage, Guillaume & Zakoïan, Jean-Michel

  • 2011 Volatility contagion: A range-based volatility approach
    by Chiang, Min-Hsien & Wang, Li-Min

  • 2011 Inference with dependent data using cluster covariance estimators
    by Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B.

  • 2011 Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
    by Hsu, Shih-Hsun & Kuan, Chung-Ming

  • 2011 Control variate method for stationary processes
    by Amano, Tomoyuki & Taniguchi, Masanobu

  • 2011 Spurious regressions driven by excessive volatility
    by Kim, Chang Sik & Lee, Sungro

  • 2011 What is really common in the run-up to banking crises?
    by Roy, Saktinil & Kemme, David M.

  • 2011 Crime rates and labor market opportunities in the Philippines: 1970–2008
    by Patalinghug, Epictetus E.

  • 2011 How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test
    by Hatemi-J, Abdulnasser & Roca, Eduardo

  • 2011 Output gap measurement and the New Keynesian Phillips curve for China
    by Zhang, Chengsi & Murasawa, Yasutomo

  • 2011 Military expenditure and economic growth across different groups: A dynamic panel Granger-causality approach
    by Chang, Hsin-Chen & Huang, Bwo-Nung & Yang, Chin Wei

  • 2011 The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis
    by Lee, Yuan-Ming & Wang, Kuan-Min

  • 2011 Inflation persistence, inflation expectations, and monetary policy in China
    by Zhang, Chengsi

  • 2011 Home bias and the persistence of real exchange rates
    by Chen, Show-Lin & Wu, Jyh-Lin

  • 2011 The stylised facts of Australia's business cycle
    by Tawadros, George B.

  • 2011 The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?
    by Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung

  • 2011 Business cycles synchronization in East Asian economy: Evidences from time-varying coherence study
    by Allegret, Jean-Pierre & Essaadi, Essahbi

  • 2011 Testing the hypothesis of the natural suicide rates: Further evidence from OECD data
    by Andrés, Antonio Rodríguez & Halicioglu, Ferda

  • 2011 An empirical study on the hysteresis of currency substitution in Cambodia
    by Samreth, Sovannroeun

  • 2011 Testing the Weak Form Efficiency of Pakistani Stock Market (2000–2010)
    by Abdul Haque & Hung-Chun Liu & Fakhar-Un-Nisa

  • 2011 On The Role Of Sectoral And National Wage Components In The Wage Bargaining Process
    by DREGER, Christian & REIMERS, Hans-Eggert

  • 2011 Testing for Stochastic and Beta-convergence in Latin American Countries
    by ESCOBARI, Diego

  • 2011 Output, Electricity Consumption And Exports In Nigeria And Ghana: Evidence From Multivariate Causality Test
    by L.Oladele ODERINDE & Wakeel.A. ISOLA

  • 2011 Foreign Direct Investment And Its Determinants In The Chilean Case: Single Break Unit Root And Cointegration Analysis
    by Miguel D. Ramirez

  • 2011 Verbraucherumfragen für Konsumprognosen besser nutzen
    by Christian Dreger & Konstantin A. Kholodilin

  • 2011 Hipótesis de Fisher y cambio de régimen en Colombia: 1990-2010
    by Madeleine Gil Ángel & Jacobo Campo Robledo

  • 2011 Sesgos en estimación, tamaño y potencia de una prueba sobre el parámetro de memoria larga en modelos ARFIMA
    by Castaño Vélez, Elkin & Gallón Gómez, Santiago Alejandro & Gómez Portilla, Karoll

  • 2011 El impacto de China sobre América Latina en el mercado de Estados Unidos, un análisis de causalidad
    by Cruz G., José Luis de la & Marín H., Carlos

  • 2011 La tasa de cambio nominal: una aproximación desde la oferta y la demanda de divisas
    by Montoya R., Jaime

  • 2011 ¿Existen ganancias por la cobertura de riesgo cambiario en un portafolio de acciones global, desde la perspectiva de un inversionista colombiano?
    by Cecilia Maya Ochoa & Catalina María Jaramillo Ospina & Lina María Montoya Madrigal

  • 2011 La Persistencia Estadística De La Inflación En Colombia
    by Juan José Echavarría & Enrique López & Martha Misas

  • 2011 La Meta Del Banco Central Y La Persistencia De La Inflación En Colombia
    by Juan José Echavarría & Norberto Rodríguez & Luis Eduardo Rojas

  • 2011 Identificación de episodios de dependencia no lineal en el peso mexicano
    by Semei Coronado Ramírez & Leonardo Gatica Arreola

  • 2011 Modelación de los precios en el mercado eléctrico español
    by Aitor Ciarreta & Mónica Lagullón & Ainhoa Zarraga

  • 2011 Macro factors in oil futures returns
    by Yannick Le Pen & Benoît Sévi

  • 2011 Recent developments on commodity, energy and carbon markets: an introduction
    by Valérie Mignon

  • 2011 On the nonlinear causality between inflation and inflation uncertainty in the G3 countries
    by Mehmet Balcilar & Zeynel Abidin Ozdemir & Esin Cakan

  • 2011 Réévaluation des modèles d'estimation précoce de la croissance
    by Françoise Charpin

  • 2011 Petit précis de politique budgétaire par tous les temps. Les multiplicateurs budgétaires au cours du cycle
    by Jérôme Creel & Éric Heyer & Mathieu Plane

  • 2011 Les effets de la crise des subprimes sur le marché financier mexicain
    by Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle

  • 2011 L'impact des crises financières globales sur les marchés des changes des pays émergents
    by Virginie Coudert & Cécile Couharde & Valérie Mignon

  • 2011 Une analyse temps-fréquences des cycles financiers
    by Christophe Boucher & Bertrand Maillet

  • 2011 La apreciación del tipo de cambio y su efecto en la balanza comercial. Caso boliviano (2006 - 2008)
    by Boris A. Luna Acevedo

  • 2011 Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets
    by Kurt Brannas & Albina Soultanaeva

  • 2011 The Montenegrin Capital Market: Calendar Anomalies
    by Vesna Karadžic & Tamara Backovic Vulic

  • 2011 La persistencia estadística de la inflación en Colombia
    by Juan José Echavarría & Enrique López & Martha Misas

  • 2011 La Meta Del Banco Central Y La Persistencia De La Inflación En Colombia
    by Juan José Echavarría & Norberto Rodríguez & Luis Eduardo Rojas

  • 2011 The Effects of Currency Futures Trading on Turkish Currency Market
    by Arif Oduncu

  • 2011 Using the Flow of High Frequency Information for Short Term Forecasting of Economic Activity in Argentina
    by Laura D’Amato & Lorena Garegnani & Emilio Blanco

  • 2011 A Cointegration Analysis on the Principle of Effective Demand in Argentina (1980-2007)
    by Florencia Médici

  • 2011 Openness and Democracy: Some Evidence from Pakistan
    by Eatzaz Ahmad & Muhammad Zakaria

  • 2011 Foreign Trade Deficit Sustainability of Turkey
    by Burak Güris & Burcu Kiran

  • 2011 Testing for Neglected Nonlinearity in Weekly Foreign Exchange Rates
    by M. Shibley Sadique

  • 2011 The Forecasting Performance of Seasonal and Nonlinear Models
    by Houda Ben Hadj Boubaker

  • 2011 Insurance Market Activity and Economic Growth: Evidence from Nigeria
    by Philip Chimobi Omoke

  • 2011 Exports-Led Growth Hypothesis in Pakistan: Further Evidence
    by Muhammad Shahbaz & Pervaz Azim & Khalil Ahmad

  • 2011 The Effect of Global Liquidity on Macroeconomic Parameters
    by Goknur Umutlu & Yilmaz Yildız

  • 2011 Oferta e Demanda por Exportações de Automóveis (1992-2006)
    by Igor Alexandre Clemente de Morais & Mosar Leandro Ness & Vanessa Batisti

  • 2011 A Persistência das Flutuações no Produto: Uma Análise Secular do Crescimento Econômico Brasileiro
    by Cleomar Gomes da Silva & Fábio Augusto Reis Gomes

  • 2011 Assessment Of The Sustainability Of The Turkish Current Account Deficit Between 1992 And 2010 By Using Time Series Analysis
    by A. Oznur Umit

  • 2011 Time Series Analyses Of Twin Deficits Hypothesis In Turkey
    by Bedriye Tuncsiper & Dilek Surekci

  • 2011 The Impact Of Trade And Financial Openness On Economic Growth In Turkey: A Survey On The 1992-2006 Period
    by Burcu Kiran & Burak GŸris

  • 2011 Sectorel Inflation Persistence In Turkey
    by Omer Ozcicek

  • 2011 Financial Volatility And Derivatives Products: A Bidirectional Relationship
    by Claudiu Tiberiu Albulescu & Daniel Goyeau

  • 2011 Determinants Of Corruption In Romania And Its Impact On Economic Growth
    by Daniela Viorică & Dănuţ Jemna & Carmen Pintilescu

  • 2011 Econometric Models Used For Managing The Market Risk In The Romanian Banking System
    by Ioan Trenca & Simona Mutu & Nicolae Petria

  • 2011 Exchange -Rate Pass Through to Import Prices: Evidence from Ghana
    by John Bosco Dramani & Francis Tandoh

  • 2011 Measuring core inflation in Italy comparing aggregate vs. disaggregate price data
    by Giacomo Sbrana & Andrea Silvestrini

  • 2011 Do Kondratieff waves exist? How time series techniques can help to solve the problem
    by Rainer Metz

  • 2011 What can price volatility tell us about market efficiency? Conditional heteroscedasticity in historical commodity price series
    by Péter Földvári & Bas van Leeuwen

  • 2011 Large shocks in U.S. macroeconomic time series: 1860-1988
    by Olivier Darné & Amélie Charles

  • 2011 Merton Model For Assessing The Cost Of Capital, Mathematical Amount But Not Also Economic Amount Of Capm And Apt Models
    by Maria PASCU-NEDELCU

  • 2011 The Relationship Between University Research And The Marketability Of Universities
    by Simona Vasilache & Alina Mihaela Dima & Mihaela Dan

  • 2011 Impacts of Crisis Events on International Tourism Demand in Thailand (in Thai)
    by Akarapong Untong & Vicente Ramos & Javier Rey-Maquieira & Mingsarn Kaosa-ard

  • 2011 An Analysis of Supply Response for Natural Rubber in Cambodia
    by Samin Much & Sopin Tongpan & Prapinwadee Sirisupluxana

  • 2011 Futures Basis of RSS3 in the Agricultural Futures Exchange of Thailand
    by Tarntip Boonkomrat & Kanokwan Chancharoenchai

  • 2010 Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa
    by Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere

  • 2010 South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns
    by Rangan Gupta & Mampho P. Modise

  • 2010 Fiscal Regime Changes and the Sustainability of Fiscal Imbalance in South Africa: A Smooth Transition Error-Correction Approach
    by Samuel S Jibao & Niek Schoeman & Ruthira Naraidoo

  • 2010 Bubbles in South African House Prices and their Impact on Consumption
    by Sonali Das & Rangan Gupta & Patrick T Kanda

  • 2010 An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa
    by Mehmet Balcilar & Rangan Gupta & Zahra Shah

  • 2010 The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets
    by Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama

  • 2010 Testing Weak Form Efficiency on the Toronto Stock Exchange
    by Vitali Alexeev & Francis Tapon

  • 2010 Income and Price Elasticities of the Italian Exports in Tourism Services - Elasticità rispetto al reddito e ai prezzi relativi delle esportazioni italiane di servizi turistici
    by Algieri, Bernardina

  • 2010 Did the Austrian Financial Market Become more Integrated with the German Market after EU Accession? - Il mercato finanziario austriaco si è integrato maggiormente con quello tedesco dopo l’adesione all’Unione europea?
    by Hatemi-J, Abdulnasser

  • 2010 Impact of the Economic Crisis on the Countries in Eastern Europe (III) Literature Review, Theory and Empirical Evidence
    by Dobra Iulian

  • 2010 Impact of the Economic Crisis on the Countries in Eastern Europe (II)
    by Dobra Iulian

  • 2010 Impact of the Economic Crisis on the Countries in Eastern Europe (I - Literature Review, Theory and Empirical Evidence)
    by Dobra Iulian

  • 2010 Could Istanbul Stock Exchange be characterized by random walk process?
    by Nilgün ÇİL YAVUZ & Burcu KIRAN

  • 2010 A comparative analysis of the ARMA and Neural Network Models: A case of Turkish economy
    by Aysu İNSEL & M. Nedim SUALP & Mesut KARAKAŞ

  • 2010 Türkiye için aylık istihdam verilerinin Durum-Uzay Metodu kullanılarak tahmin edilmesi
    by Murat TAŞDEMİR & Sami TABAN

  • 2010 Reel döviz kurunun dış ticaret dengesine etkisi: Türkiye için Marshall-Lerner koşulunun testi
    by Nilgün ÇİL YAVUZ & Burak GÜRİŞ & Burcu KIRAN

  • 2010 Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México
    by Capistrán, Carlos & López-Moctezuma, Gabriel

  • 2010 Saving-Investment Nexus and International Capital Mobility in India: Revisiting Feldstein-Horioka Hypothesis
    by KHUNDRAKPAM, JEEVAN K. & RANJAN, RAJIV

  • 2010 Economic Reforms and Income Convergence/Divergence in Regional India
    by JAYANTHAKUMARAN, KANKESU

  • 2010 Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case
    by Olga Susana M. Monteiro & Artur C. B. da Silva Lopes

  • 2010 Robust performance hypothesis testing with the variance
    by Olivier Ledoit & Michael Wolf

  • 2010 Cost pass-through of the EU emissions allowances: Examining the European petroleum markets
    by Alexeeva-Talebi, Victoria

  • 2010 Voluntary giving and economic growth: Time series evidence for the US
    by Heinemann, Friedrich

  • 2010 Cost pass-through in strategic oligopoly: Sectoral evidence for the EU ETS
    by Alexeeva-Talebi, Victoria

  • 2010 Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration
    by Schindler, Felix & Voronkova, Svitlana

  • 2010 Understanding the competitiveness implications of future phases of EU ETS on the industrial sectors
    by Oberndorfer, Ulrich & Alexeeva-Talebi, Victoria & Löschel, Andreas

  • 2010 Modeling and explaining the dynamics of European Union allowance prices at high-frequency
    by Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar

  • 2010 Within and Between Panel Cointegration in the German Regional Output-Trade-FDI Nexus
    by Mitze, Timo

  • 2010 Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques
    by Belke, Ansgar & Czudaj, Robert

  • 2010 Using wavelets for time series forecasting: Does it pay off?
    by Schlüter, Stephan & Deuschle, Carola

  • 2010 Should We Trust in Leading Indicators? Evidence from the Recent Recession
    by Drechsel, Katja & Scheufele, Rolf

  • 2010 Explaining European emission allowance price dynamics: Evidence from Phase II
    by Rickels, Wilfried & Görlich, Dennis & Oberst, Gerrit

  • 2010 Relative forecasting performance of volatility models: Monte Carlo evidence
    by Lux, Thomas & Morales-Arias, Leonardo

  • 2010 Real wages and the business cycle in Germany
    by Marczak, Martyna & Beissinger, Thomas

  • 2010 Monetary policy implementation and overnight rate persistence
    by Nautz, Dieter & Scheithauer, Jan

  • 2010 Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
    by Lang, Michael & Cremers, Heinz & Hentze, Rainald

  • 2010 Interdependencies between fossil fuel and renewable energy markets: the German biodiesel market
    by Busse, Stefan & Brümmer, Bernard & Ihle, Rico

  • 2010 Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes
    by Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie

  • 2010 Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence
    by Hautsch, Nikolaus & Podolskij, Mark

  • 2010 The size of the underground economy in Germany: A correction of the record and new evidence from the Modified-Cash-Deposit-Ratio approach
    by Pickhardt, Michael & Sarda, Jordi

  • 2010 Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market
    by Dubravka Benaković & Petra Posedel

  • 2010 A note on some properties of a skew-normal density
    by Carlos Martins-Filho & Feng Yao

  • 2010 Nonparametric stochastic frontier estimation via profile
    by Carlos Martins-Filho & Feng Yao

  • 2010 Equilibrium Real Effective Exchange Rates and Real Exchange Rate Misalignments: Time Series vs. Panel Estimates
    by Oliver Hossfeld

  • 2010 Financial crisis influence on the BUX index of Hungarian stock exchange. Long memory measures: 1991-2008
    by Ewa M. Syczewska

  • 2010 Catching-up and inflation in Europe: Balassa-Samuelson, Engel’s Law and other Culprits
    by Balazs Egert

  • 2010 The VARying Effect of Foreign Shocks in Central and Eastern Europe
    by Rebeca Jimenez-Rodriguez & Amalia Morales-Zumaquero & Balazs Egert

  • 2010 Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options
    by Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk

  • 2010 Midquotes or Transactional Data? The Comparison of Black Model on HF Data
    by Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk

  • 2010 Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures
    by Ryszard Kokoszczyński & Natalia Nehrebecka & Paweł Sakowski & Paweł Strawiński & Robert Ślepaczuk

  • 2010 Money demand stability: A case study of Nigeria
    by Saten Kumar & Don J. Webber & Scott Fargher

  • 2010 Money demand stability: A case study of Nigeria
    by Saten Kumar & Don J. Webber & Scott Fargher

  • 2010 Financialization, Crisis and Commodity Correlation Dynamics
    by Annastiina Silvennoinen & Susan Thorp

  • 2010 Money Illusion and Rational Expectations: New Evidence from Well Known Survey Data
    by Novella Maugeri

  • 2010 GFC-Robust Risk Management Strategies under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2010 Accumulazione del capitale e crescita economica tra Italia liberale e regime fascista
    by Ricciuti, Roberto

  • 2010 HEGY Tests in the Presence of Moving Averages
    by Tomás del Barrio Castro & Denise R. Osborn

  • 2010 Estimación de los Flujos de Transporte de Mercancías Interregionales Trimestrales mediante Técnicas de Interpolación Temporal
    by Gallego López, Nuria & Llano, Carlos & Pérez García, Julian

  • 2010 The Great Recession: US dynamics and spillovers to the world economy
    by Fabio C. Bagliano & Claudio Morana

  • 2010 The effects of US economic and financial crises on euro area convergence
    by Fabio C. Bagliano & Claudio Morana

  • 2010 Foreign Direct Investment and its Determinants in the Chilean Case: Unit Roots, Structural Breaks, and Cointegration Analysis
    by Miguel D. Ramirez

  • 2010 Economic and Institutional Determinants of FDI Flows to Latin America: A Panel Study
    by Miguel D. Ramirez

  • 2010 Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
    by Don Harding

  • 2010 Components of bull and bear markets: bull corrections and bear rallies
    by John M Maheu & Thomas H McCurdy & Yong Song

  • 2010 Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market
    by Chun Liu & John M Maheu

  • 2010 Yield-Curve Based Probability Forecasts of U.S. Recessions: Stability and Dynamics
    by Heikki Kauppi

  • 2010 Modelling Conditional Heteroscedasticity in Nonstationary Series
    by Cizek, P.

  • 2010 Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility
    by Cem Cakmakli & Dick van Dijk

  • 2010 Global Stochastic Properties of Dynamic Models and their Linear Approximations
    by Ana Babus & Casper G. de Vries

  • 2010 Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning
    by Norbert Christopeit & Michael Massmann

  • 2010 Efficient Bayesian Estimation and Combination of GARCH-Type Models
    by David Ardia & Lennart F. Hoogerheide

  • 2010 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
    by David Ardia & Lennart F. Hoogerheide

  • 2010 A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
    by Drew Creal & Siem Jan Koopman & André Lucas

  • 2010 Modeling Trigonometric Seasonal Components for Monthly Economic Time Series
    by Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms

  • 2010 Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production
    by Charles S. Bos & Siem Jan Koopman

  • 2010 Understanding Sectoral Growth Cycles and the Impact of Monetary Policy in the Turkish Manufacturing Industry (Turkiye Imalat Sanayinde Sektorel Buyume Cevrimleri ve Para Politikasinin Etkileri)
    by Saygin Sahinoz & Evren Erdogan Cosar

  • 2010 Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market
    by Dungey, Mardi & Jeyasreedharan, Nagaratnam & Li, Tuo

  • 2010 Detecting Contagion with Correlation: Volatility and Timing Matter
    by Dungey, Mardi & Yalama, Abdullah

  • 2010 From Trade-to-Trade in US Treasuries
    by Dungey, Mardi & Henry, Olan & McKenzie, Michael

  • 2010 Do Unit Labor Cost Drive Inflation in the Euro Area?
    by Sandra Tatierska

  • 2010 Do Capital Inflows Hinder Competitiveness? The Real Exchange Rate in Ethiopia
    by Pedro M. G. Martins

  • 2010 The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach
    by Vasco Gabriel & Luis Martins

  • 2010 Modelling and Forecasting Turkish Residential Electricity Demand
    by Zafer Dilaver & Lester C Hunt

  • 2010 Industrial Electricity Demand for Turkey: A Structural Time Series Analysis
    by Zafer Dilaver & Lester C Hunt

  • 2010 Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
    by Markus Jochmann

  • 2010 Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach
    by Arvid Raknerud & Øivind Skare

  • 2010 Trade liberalisation and import price behaviour: the case of textiles and wearing apparels
    by Andreas Benedictow & Pål Boug

  • 2010 Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting
    by Fulvio Corsi & Davide Pirino & Roberto Reno'

  • 2010 Split-panel jackknife estimation of fixed-effect models
    by Geert Dhaene & Koen Jochmans

  • 2010 Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France
    by Eric Heyer

  • 2010 Time Series Analysis of Global Airline Passengers Transportation Industry
    by Radoslaw R. Okulski & Almas Heshmati

  • 2010 Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes
    by Qiankun Zhou & Jun Yu

  • 2010 Incidence of Climate on Emerging Economies: Lessons from English's Past
    by Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion

  • 2010 Aggregate Employment Dynamics and (Partial) Labour Market Reforms
    by Rebeca Jiménez-Rodríguez & Giuseppe Russo

  • 2010 Ramadan Effect on Price Movements: Evidence from Pakistan
    by Muhammad Akmal & Muhammad Usman Abbasi

  • 2010 Within and Between Panel Cointegration in the German Regional Output-Trade-FDI Nexus
    by Timo Mitze

  • 2010 Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques
    by Ansgar Belke & Robert Czudaj

  • 2010 What do we know about real exchange rate nonlinearities?
    by R. KRUSE & M. FRÖMMEL & L. MENKHOFF & P. SIBBERTSEN

  • 2010 Obesity Prevention: A Review of the Interactions and Interventions, and some Policy Implications
    by Anura Amarasinghe & Gerard D'Souza

  • 2010 Indicators Of Real Convergence And Their Application
    by Pecican, Eugen Stefan

  • 2010 Adjustment capacity in a monetary union: a DSGE evaluation of Poland and Slovakia
    by Torój, Andrzej

  • 2010 Episodic Nonlinearity in Leading Global Currencies
    by Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis

  • 2010 Should Macroeconomic Forecasters Use Daily Financial Data and How?
    by Elena Andreou & Eric Ghysels & Andros Kourtellos

  • 2010 Why a Diversified Portfolio Should Include African Assets
    by Paul Alagidede & Theodore Panagiotidis & Xu Zhang

  • 2010 An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application
    by Theodore Panagiotidis

  • 2010 An I(d) Model with Trend and Cycles
    by Karim M. Abadir & Walter Distaso & Liudas Giraitis

  • 2010 The Asia Financial Crises and Exchange Rates: Had There Been Volatility Shifts for Asian Currencies?
    by Takashi Oga & Wolfgang Polasek

  • 2010 Gold and the U.S. Dollar: Tales from the Turmoil
    by Massimiliano Marzo & Paolo Zagaglia

  • 2010 Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
    by Markus Jochmann

  • 2010 American Option Valuation: Implied Calibration of GARCH Pricing-Models
    by Michael Weber & Marcel Prokopczuk

  • 2010 The Bank Lending Channel in Peru: evidence and transmission mechanism
    by Carrera, Cesar

  • 2010 A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
    by Stan Hurn & Andrew McClelland & Kenneth Lindsay

  • 2010 A Cholesky-MIDAS model for predicting stock portfolio volatility
    by Ralf Becker & Adam Clements & Robert O'Neill

  • 2010 Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
    by Don Harding

  • 2010 Portfolio allocation: Getting the most out of realised volatility
    by Adam Clements & Annastiina Silvennoinen

  • 2010 A necessary moment condition for the fractional functional central limit theorem
    by Søren Johansen & Morten Ørregaard Nielsen

  • 2010 Critical Values for Cointegration Tests
    by James G. MacKinnon

  • 2010 Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration
    by Morten Ørregaard Nielsen & Per Frederiksen

  • 2010 Likelihood inference for a nonstationary fractional autoregressive model
    by Søren Johansen & Morten Ørregaard Nielsen

  • 2010 Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates
    by Luis F. Martins & Paulo M.M. Rodrigues

  • 2010 A Wavelet Approach for Factor-Augmented Forecasting
    by António Rua

  • 2010 The Mean Reversion Stochastic Processes Applications in Risk Management
    by Radkov, Petar

  • 2010 Testing for a Deterministic Trend when there is Evidence of Unit-Root
    by Gómez, Manuel & Ventosa-Santaulària, Daniel

  • 2010 New Directions in Price Test for Market Definition
    by Zipitria, Leandro

  • 2010 Volatility Spillover in India, USA and Japan Investigation of Recession Effects
    by Sinha, Pankaj & Sinha, Gyanesh

  • 2010 Employment and the business cycle
    by Marcelle, Chauvet & Jeremy, Piger

  • 2010 The Effects of Real Exchange Rate Volatility on Thailand's Exports to the United States and Japan under the Recent Float
    by Jiranyakul, Komain

  • 2010 The impact of the global economic crisis on non-oil operations of ports in Iran
    by Ahmadzadeh Mashinchi, Sina

  • 2010 Time series models of GDP: a reappraisal
    by Marchese, Malvina

  • 2010 Analysis of inflation and its determinants in Nigeria
    by Odusanya, Ibrahim Abidemi & Atanda, Akinwande AbdulMaliq

  • 2010 Employment intensity of growth and its macroeconomics determinants
    by BESSO, CHRISTOPHE RAOUL

  • 2010 Employment and the business cycle
    by Marcelle, Chauvet & Jeremy, Piger

  • 2010 Анализ Факторов Динамики Обменного Курса Рубля
    by Trunin, Pavel & Knyazev, Dmitriy & Kudykina, Ekaterina

  • 2010 Noncausal autoregressions for economic time series
    by Lanne, Markku & Saikkonen, Pentti

  • 2010 A structural VAR (SVAR) approach to cost channel of monetary policy
    by Faiz ur, rehman & Wasim, shahid malik

  • 2010 Revenue and Expenditure Nexus: A Case Study of Romania
    by HYE, Qazi Muhammad Adnan & M Anwar, Jalil

  • 2010 New trade theory, non-price competitiveness and export performance
    by Athanasoglou, Panayiotis & Bardaka, Ioanna

  • 2010 Export performance, competitiveness and commodity composition
    by Athanasoglou, Panayiotis & Backinezos, Constantina & Georgiou, Evangelia

  • 2010 Inward foreign direct investment and aggregate imports: time series evidence from Pakistan
    by Abdul, waheed & Syed tehseen, jawaid

  • 2010 Modelling life expectancy in Turkey
    by Halicioglu, Ferda

  • 2010 Dynamic OLS estimation of the U.S. import demand for Mexican crude oil
    by Camacho-Gutiérrez, Pablo

  • 2010 Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions
    by Lof, Matthijs

  • 2010 Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā
    by Bessonovs, Andrejs

  • 2010 A New Keynesian Phillips curve for Tunisia : Estimation and analysis of sensitivity
    by Ben Ali, Samir

  • 2010 A dynamic econometric study of income, energy and exports in Turkey
    by Halicioglu, Ferda

  • 2010 Estimation of economic discounting rate for practical project appraisal: the case of Turkey
    by Halicioglu, Ferda & Karatas, Cevat

  • 2010 Regime Specific Predictability in Predictive Regressions
    by Gonzalo, Jesus & Pitarakis, Jean-Yves

  • 2010 Capital mobility and growth: Evidence from Greece
    by Pappas, Anastasios

  • 2010 Modélisation de la Volatilité des recettes mensuelles de la Direction Générale des Douanes et Accises (DGDA ex-OFIDA) en RDC de janvier 1982 à décembre 2005
    by Luyinduladio, Menga

  • 2010 An econometric essay for the asymmetric volatility content of the portfolio flows: EGARCH evidence from the Turkish economy
    by Korap, Levent

  • 2010 Implicații ale volatilității cursului de schimb asupra schimburilor comerciale internaționale (cazul Romaniei)
    by Ghiba, Nicolae

  • 2010 Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market
    by Zhu, Junjun & Xie, Shiyu

  • 2010 Forecasting model of small scale industrial sector of West Bengal
    by Bera, Soumitra Kumar

  • 2010 A Grouped Factor Model
    by Chen, Pu

  • 2010 A monthly indicator of employment in the euro area: real time analysis of indirect estimates
    by Moauro, Filippo

  • 2010 Portmanteau goodness-of-fit test for asymmetric power GARCH models
    by Carbon, Michel & Francq, Christian

  • 2010 Computing and estimating information matrices of weak arma models
    by Boubacar Mainassara, Yacouba & Carbon, Michel & Francq, Christian

  • 2010 A re-appraisal of the fertility response to the Australian baby bonus
    by Sinclair, Sarah & Boymal, Jonathan & de Silva, Ashton

  • 2010 Australasian money demand stability: Application of structural break tests
    by Kumar, Saten & Webber, Don J.

  • 2010 Environmental Kuznets curve (EKC): Times series evidence from Portugal
    by Shahbaz, Muhammad & Jalil, Abdul & Dube, Smile

  • 2010 Revisiting Indicators of Public Debt Sustainability: Capital Expenditure, Growth and Public Debt in India
    by Bhatt, Antra

  • 2010 Public expenditure and revenue in Italy, 1862-1993
    by Magazzino, Cosimo

  • 2010 Bayesian stochastic model specification search for seasonal and calendar effects
    by Tommaso, Proietti & Stefano, Grassi

  • 2010 Revisiting the health-income nexus in Malaysia: ARDL cointegration and Rao's F-test for causality
    by Tang, Chor Foon

  • 2010 Does the purchasing power parity hypothesis hold after 1998?
    by Zanetti Chini, Emilio

  • 2010 Fixed investment, household consumption, and economic growth : a structural vector error correction model (SVECM) study of Malaysia
    by Abdul Karim, Zulkefly & Abdul Karim, Bakri & Ahmad, Riayati

  • 2010 The links between inflation and inflation uncertainty at the longer horizon
    by Tsyplakov, Alexander

  • 2010 Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices
    by Liebl, Dominik

  • 2010 Optimal size of government and economic growth in EU-27
    by Magazzino, Cosimo & Forte, Francesco

  • 2010 Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession
    by Sinha, Pankaj & Gupta, Sushant & Randev, Nakul

  • 2010 The Trade–Growth Relationship in Israel Revisited: Evidence from Annual Data, 1960-2004
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  • 2010 Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore
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  • 2010 Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore
    by Kueh, Swee Hui Jerome & Puah, Chin Hong & Liew, Venus Khim-Sen

  • 2010 Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU
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    by Abhijeet, Chandra

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    by Hoffmann, Marc & Munk, Axel & Schmidt-Hieber, Johannes

  • 2010 Informed and uninformed traders at work: evidence from the French market
    by Ferriani, Fabrizio

  • 2010 Is trade deficit sustainable in India? An inquiry
    by Tiwari, Aviral

  • 2010 The determinants of health expenditure in Malaysia: A time series analysis
    by Tang, Chor Foon

  • 2010 A note on the nonlinear wages-productivity nexus for Malaysia
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  • 2010 Backward and forward closed solutions of multivariate models
    by Ludlow, Jorge

  • 2010 Seasonal decomposition with a modified Hodrick-Prescott filter
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  • 2010 On the dynamics of energy consumption and employment in public and private sector
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  • 2010 Energy tax harmonization in EU: Time series and panel data evidence
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  • 2010 Hunger Incidence in the Philippines: Facts, Determinants and Challenges
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  • 2010 Effects of education on economic growth:Evidence from Guatemala
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  • 2010 Convergence test in the presence of structural changes: an empirical procedure based on panel data with cross-sectional dependence
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  • 2010 Selection of weak VARMA models by Akaïke's information criteria
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  • 2010 Estimation and inference in unstable nonlinear least squares models
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  • 2010 Crude Oil Price shocks to Emerging Markets: Evaluating the BRICs Case
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  • 2010 Efficient Bayesian estimation and combination of GARCH-type models
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  • 2010 Modelling Stock Returns Volatility In Nigeria Using GARCH Models
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  • 2010 Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment
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  • 2010 A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices
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  • 2010 Characterizing economic trends by Bayesian stochastic model specifi cation search
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  • 2010 Strict stationarity testing and estimation of explosive ARCH models
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  • 2010 Gold and the U.S. Dollar: Tales from the turmoil
    by Marzo, Massimiliano & Zagaglia, Paolo

  • 2010 Onshore and offshore market for Indian Rupee: recent evidence on volatility and shock spillover
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  • 2010 Volatility Co-movement of ASEAN-5 Equity Markets
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  • 2010 Optimal predictions of powers of conditionally heteroskedastic processes
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  • 2010 A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle
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  • 2010 Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005
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  • 2010 Cross Country Evidence on Consumption Persistence
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  • 2010 Degré de répercussion du Taux de change sur l’Inflation en République Démocratique du Congo de 2002 à 2007
    by Luyinduladio, Menga

  • 2010 Volatility Spillover in India, USA and Japan Investigation of Recession Effects
    by Sinha, Pankaj & Sinha, Gyanesh

  • 2010 Cointegration and conditional correlations among German and Eastern Europe equity markets
    by Guidi, Francesco & Gupta, Rakesh

  • 2010 Trend Estimation
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  • 2010 Searching for the parallel growth of cities
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  • 2010 Markov-switching Asset Allocation: Do Profitable Strategies Exist?
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  • 2010 Seasonality, Forecast Extensions and Business Cycle Uncertainty
    by Proietti, Tommaso

  • 2010 A Nonlinear New Approach to Investigating Crisis: A Case from Malaysia
    by Omay, Tolga

  • 2010 Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia
    by Bušs, Ginters

  • 2010 The Morphology of Income Convergence in US States: New Evidence using an Error-Correction-Model
    by Alexiadis, Stilianos & Eleftheriou, Konstantinos

  • 2010 Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model
    by Todd, Prono

  • 2010 Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models
    by Guidi, Francesco

  • 2010 Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach
    by Hwang, Tsorng-Chyi & Chen, Meng-Gu & Chang, Chia-Lin

  • 2010 Antipersistence in German stock returns
    by Karl-Kuno Kunze & Hans Gerhard Strohe

  • 2010 Capital Inflows, Inflation and Exchange Rate Volatility: An Investigation for Linear and Nonlinear Causal Linkages
    by Abdul Rashid & Fazal Husain

  • 2010 Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions
    by S. Boragan Aruoba & Francis X. Diebold

  • 2010 Persistence of unemployment in the canadian provinces
    by Firouz Fallahi & Gabriel Rodríguez

  • 2010 Is there a link between unemployment and criminality in the us economy? Further evidence
    by Firouz Fallahi & Gabriel Rodríguez

  • 2010 Application of three non-linear econometric approaches to identify business cycles in Peru
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  • 2010 Modelling and forecasting wind speed intensity for weather risk management
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  • 2010 Panel Estimation for Worriers
    by Markus Eberhardt & Anindya Banerjee and J. James Reade

  • 2010 Testing the Invariance of Expectations Models of Inflation
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  • 2010 Model Selection in Under-specified Equations Facing Breaks
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  • 2010 On the Mathematical Basis of Inter-temporal Optimization
    by David Hendry & Grayham E. Mizon

  • 2010 Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts
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  • 2010 Econometric Modelling of Changing Time Series
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  • 2010 Evaluating Automatic Model Selection
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  • 2010 Automatic Selection for Non-linear Models
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  • 2010 Drivers of exchange rate dynamics in selected CIS countries: Evidence from a FAVAR analysis
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  • 2010 The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets
    by Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama

  • 2010 Trading volume and serial correlation in stock returns: a threshold regression approach
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  • 2010 Catching-up and Inflation in Europe: Balassa-Samuelson, Engel's Law and Other Culprits
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  • 2010 Assessing the Impact of the Financial Crisis on Structural Unemployment in OECD Countries
    by Stéphanie Guichard & Elena Rusticelli

  • 2010 Debt dynamics and excess sensitivity of consumption to transitory wealth changes
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  • 2010 Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament?
    by Luis Alberiko Gil-Alaña

  • 2010 Inflation in South Africa. A time series view across sectors using long range dependence
    by Luis Alberiko Gil-Alaña

  • 2010 Business Cycle Synchronization and the Euro: a Wavelet Analysis
    by Luís Francisco Aguiar & Maria Joana Soares

  • 2010 The cost channel reconsidered: a comment using an identification-robust approach
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  • 2010 Surplus-Value And Aggregate Concentration In The Uk Economy, 1987-2009
    by Vitor Leone & Bruce Philp

  • 2010 Macroeconomics and Volatility: Data, Models, and Estimation
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  • 2010 Modeling Inflation After the Crisis
    by James H. Stock & Mark W. Watson

  • 2010 The Predictive Power of the Yield Curve across Countries and Time
    by Menzie D. Chinn & Kavan J. Kucko

  • 2010 Predictive Regressions: A Present-value Approach
    by Jules H. van Binsbergen & Ralph S.J. Koijen

  • 2010 Fertility and the Personal Exemption: Comment
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  • 2010 Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
    by Yacine Aït-Sahalia & Jean Jacod

  • 2010 Is the Spurious Regression Problem Spurious?
    by Bennett T. McCallum

  • 2010 Forecasting Compositional Time Series with Exponential Smoothing Methods
    by Anne B. Koehler & Ralph D. Snyder & J. Keith Ord & Adrian Beaumont

  • 2010 A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data
    by Brendan P.M. McCabe & Gael Martin & Keith Freeland

  • 2010 Nonparametric modeling and forecasting electricity demand: an empirical study
    by Han Lin Shang

  • 2010 Description Length Based Signal Detection in singular Spectrum Analysis
    by Md Atikur Rahman Khan & D.S. Poskitt

  • 2010 Forecasting the Intermittent Demand for Slow-Moving Items
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  • 2010 Automatic forecasting with a modified exponential smoothing state space framework
    by Alysha M De Livera

  • 2010 Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes
    by Christophe Chorro & Dominique Guegan & Florian Ielpo

  • 2010 Alternative methods for forecasting GDP
    by Dominique Guegan & Patrick Rakotomarolahy

  • 2010 Testing unit roots and long range dependence of foreign exchange
    by Dominique Guegan & Zhiping Lu

  • 2010 Classical vs wavelet-based filters Comparative study and application to business cycle
    by Ibrahim Ahamada & Philippe Jolivaldt

  • 2010 Option pricing for GARCH-type models with generalized hyperbolic innovations
    by Christophe Chorro & Dominique Guegan & Florian Ielpo

  • 2010 Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems
    by Dominique Guegan & Justin Leroux

  • 2010 A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques
    by Dominique Guegan & Patrick Rakotomarolahy

  • 2010 Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market
    by Yuliya Lovcha & Alejandro Perez-Laborda

  • 2010 The not-so-great moderation? Evidence on changing volatility from Australian regions
    by David Shepherd & Robert Dixon

  • 2010 A KPSS better than KPSS. Rank tests for short memory stationarity
    by Matteo Pelagatti & Pranab Sen

  • 2010 What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries
    by Maria Grydaki & Stilianos Fountas

  • 2010 An out-of-sample test for nonlinearity in financial time series: An empirical application
    by Theodore Panagiotidis

  • 2010 Linkages between Excess Currency and Stock Market Returns:Granger Causality in Mean and Variance
    by Eirini Syngelaki

  • 2010 Inflation Persistence and Price Dynamics in Macedonia: Theory and Empirical Analysis
    by Magdalena Petrovska & Gani Ramadani

  • 2010 Separating Moral Hazard from Adverse Selection and Learning in Automobile Insurance: Longitudinal Evidence from France
    by Georges Dionne & Pierre-Carl Michaud & Maki Dahchour

  • 2010 Multivariate Option Pricing with Time Varying Volatility and Correlations
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2010 LATCOIN: Determining Medium to Long-Run Tendencies of Economic Growth in Latvia in Real Time
    by Konstantins Benkovskis

  • 2010 Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
    by Don Harding

  • 2010 Convergence test in the presence of structural changes: an empirical procedure based on panel data with cross-sectional dependence
    by Abdou-Aziz Niang & Marie-Claude Pichery & marcelin Edjo

  • 2010 Evaluating Combined Non-Replicable Forecasts
    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

  • 2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
    by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat

  • 2010 GFC-Robust Risk Management Strategies under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2010 Model Selection and Testing of Conditional and Stochastic Volatility Models
    by Massimiliano Caporin & Michael McAleer

  • 2010 Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
    by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat

  • 2010 How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

  • 2010 Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
    by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat

  • 2010 Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
    by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat

  • 2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
    by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat

  • 2010 Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
    by Chia-Lin Chang & Michael McAleer

  • 2010 Ten Things We Should Know About Time Series
    by Michael McAleer & Les Oxley

  • 2010 A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
    by Søren Johansen & Morten Ørregaard Nielsen

  • 2010 Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models
    by Dennis Kristensen

  • 2010 Do Google Searches Help in Nowcasting Private Consumption? A Real-Time Evidence for the US
    by Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs

  • 2010 Assessing Predictive Content of the KOF Barometer in Real Time
    by Boriss Siliverstovs

  • 2010 Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey
    by Sule Akkoyunlu & Boriss Siliverstovs

  • 2010 Are Turkish migrants altruistic? Evidence from the macro data
    by Sule Akkoyunlu

  • 2010 Why a Diversified Portfolio Should Include African Assets
    by Paul Alagidede & Theodore Panagiotidis & Xu Zhang

  • 2010 A note on the geometric ergodicity of a nonlinear AR–ARCH model
    by Mika Meitz & Pentti Saikkonen

  • 2010 Parameter estimation in nonlinear AR–GARCH models
    by Mika Meitz & Pentti Saikkonen

  • 2010 Explaining European Emission Allowance Price Dynamics: Evidence from Phase II
    by Wilfried Rickels & Dennis Görlich & Gerrit Oberst

  • 2010 Real Wages and the Business Cycle in Germany
    by Marczak, Martyna & Beissinger, Thomas

  • 2010 Real Wages and the Business Cycle in Germany
    by Marczak, Martyna & Beissinger, Thomas

  • 2010 Assessing the Impact of Incomes Policy: The Italian Experience
    by Pastore, Francesco

  • 2010 Assessing the Impact of Incomes Policy: The Italian Experience
    by Pastore, Francesco

  • 2010 On the Role of Sectoral and National Components in the Wage Bargaining Process
    by Dreger, Christian & Reimers, Hans-Eggert

  • 2010 On the Role of Sectoral and National Components in the Wage Bargaining Process
    by Dreger, Christian & Reimers, Hans-Eggert

  • 2010 Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool
    by Lee, Wang-Sheng & Suardi, Sandy

  • 2010 Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool
    by Lee, Wang-Sheng & Suardi, Sandy

  • 2010 Should We Trust in Leading Indicators? Evidence from the Recent Recession
    by Katja Drechsel & Rolf Scheufele

  • 2010 Equilibrium Real Effective Exchange Rates and Real Exchange Rate Misalignments: Time Series vs. Panel Estimates
    by Oliver Hossfeld

  • 2010 The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany
    by Matthew Greenwood-Nimmo & Yongcheol Shin & Till van Treeck

  • 2010 Liquidity constraints versus loss aversion in household consumption: a simple reconciliation
    by Till van Treeck

  • 2010 The NAIRU and the Extent of the Low-Pay Sector
    by Marcel Garz

  • 2010 Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components
    by Ma, Jun & Nelson, Charles R.

  • 2010 The Asia Financial Crises and Exchange Rates
    by Oga, Takashi & Polasek, Wolfgang

  • 2010 Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data
    by Kunst, Robert M. & Franses, Philip Hans

  • 2010 The Nonlinear House Price Adjustment Process in Developed and Transition Countries
    by Petra Posedel & Maruska Vizek

  • 2010 Financial Development and Sectoral Output Growth in 19th Century Germany
    by Katharina Diekmann & Frank Westermann

  • 2010 Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks
    by Claudio Morana

  • 2010 The Great Recession: US dynamics and spillovers to the world economy
    by Fabio C. Bagliano & Claudio Morana

  • 2010 Excise Tax Policy and Cross-border Purchases of Automotive Fuels
    by Joze Mencinger

  • 2010 Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes
    by Nikolaus Hautsch & Peter Malec & Melanie Schienle

  • 2010 Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence
    by Nikolaus Hautsch & Mark Podolskij

  • 2010 Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling
    by Alexander L. Baranovski

  • 2010 Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory
    by Julia Schaumburg

  • 2010 Exact Local Whittle Estimation of Fractionally Cointegrated Systems
    by Shimotsu, Katsumi

  • 2010 Estimating a change point in the long memory parameter
    by Yamaguchi, Keiko

  • 2010 Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity
    by OKIMOTO, Tatsuyoshi & SHIMOTSU, Katsumi

  • 2010 Empirical Likelihood Block Bootstrapping
    by Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi

  • 2010 Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series
    by Gustavsson, Magnus & Österholm, Pär

  • 2010 Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data
    by Gustavsson, Magnus & Österholm, Pär

  • 2010 Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series
    by Gustavsson, Magnus & Österholm, Pär

  • 2010 Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data
    by Gustavsson, Magnus & Österholm, Pär

  • 2010 Testing the Invariance of Expectations Models of Inflation
    by Nymoen, Ragnar & L. Castle, Jennifer & A. Doornik, Jurgen & F. Hendry, David

  • 2010 Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data
    by Gustavsson, Magnus & Österholm, Pär

  • 2010 An anticipative linear filtering equation
    by Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt

  • 2010 The Effectiveness of Information Criteria in Determining Unit Root and Trend Status
    by Hacker, Scott

  • 2010 Milestones of European Integration: Which matters most for Export Openness?
    by Hiller, Sanne & Kruse, Robinson

  • 2010 Long memory and changing persistence
    by Kruse, Robinson & Sibbertsen, Philipp

  • 2010 Evaluating a class of nonlinear time series models
    by Heinen, Florian

  • 2010 Identification problems in ESTAR models and a new model
    by Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp

  • 2010 Mean Shift detection under long-range dependencies with ART
    by Willert, Juliane

  • 2010 Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks
    by Vitali Alexeev & Alex Maynard

  • 2010 The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods
    by Abdulnasser Hatemi-J & Eduardo Roca

  • 2010 Equilibrium exchange rate determination and multiple structural changes
    by Hyunsok Kim & Ronald MacDonald

  • 2010 A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates
    by Christian de Peretti & Carole Siani & Mario Cerrato

  • 2010 A New Solution to Time Series Inference in Spurious Regression Problems
    by Hrishikesh D. Vinod

  • 2010 A Time-varying Mixing Multiplicative Error Model for Realized Volatility
    by Giovanni De Luca & Giampiero Gallo

  • 2010 Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates
    by Fatum, Rasmus & Hutchison, Michael M. & Wu, Thomas

  • 2010 “Google it!”Forecasting the US Unemployment Rate with a Google Job Search index
    by Francesco D’Amuri & Juri Marcucci

  • 2010 Carbon Abatement Leaders and Laggards Non Parametric Analyses of Policy Oriented Kuznets Curves
    by Massimiliano Mazzanti & Antonio Musolesi

  • 2010 Efficacité de la politique économique et position dans le cycle: le cas de la défiscalisation des heures supplémentaires en France
    by Eric Heyer

  • 2010 Is the Euro-Area Core Price Index Really More Persistent than the Food and Energy Price Indexes?
    by José Manuel Belbute

  • 2010 Evaluating Combined Non-Replicable Forecast
    by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.

  • 2010 GFC-Robust Risk Management Strategies under the Basel Accord
    by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.

  • 2010 Ten Things We Should Know About Time Series
    by McAleer, M.J. & Oxley, L.

  • 2010 Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan
    by Chang, C-L. & McAleer, M.J. & Lim, C.

  • 2010 Combining Non-Replicable Forecasts
    by Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F.

  • 2010 Are Forecast Updates Progressive?
    by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.

  • 2010 Evaluating Macroeconomic Forecast: A Review of Some Recent Developments
    by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.

  • 2010 Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
    by Chang, C-L. & McAleer, M.J.

  • 2010 Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
    by Chang, C-L. & McAleer, M.J. & Tansuchat, R.

  • 2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
    by Tansuchat, R. & Chang, C-L. & McAleer, M.J.

  • 2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
    by Tansuchat, R. & Chang, C-L. & McAleer, M.J.

  • 2010 Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country
    by García Enríquez, Javier & Murillas Maza, Arantza & Arteche González, Jesús María

  • 2010 Semiparametric inference in correlated long memory signal plus noise models
    by Arteche González, Jesús María

  • 2010 Inference for stochastic volatility models using time change transformations
    by Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas

  • 2010 Nonparametric transfer function models
    by Jun M. Liu & Rong Chen & Qiwei Yao

  • 2010 The links between inflation and inflation uncertainty at the longer horizon
    by Tsyplakov Alexander

  • 2010 Lessons From the Latest Data on U.S. Productivity
    by Jan P.A.M. Jacobs & Simon van Norden

  • 2010 Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle
    by Don Harding

  • 2010 Hunger Incidence in the Philippines: Facts, Determinants and Challenges
    by Dennis S. Mapa & Fatima C. Han & Kristine Claire O. Estrada

  • 2010 Characterizing economic trends by Bayesian stochastic model specification search
    by Stefano Grassi & Tommaso Proietti

  • 2010 Statistiques des valeurs extrêmes dans le cas de lois discrètes
    by Borchani, Anis

  • 2010 A Gaussian Test for Cointegration
    by Tilak Abeysinghe & Gulasekaran Rajaguru

  • 2010 Capital Inflows, Inflation and Exchange Rate Volatility : An Investigation for Linear and Nonlinear Causal Linkages
    by Abdul Rashid & Fazal Husain

  • 2010 Growth Rate Estimation in the presence of Unit Roots
    by Monojit Chatterji & Homagni Choudhury

  • 2010 The Changing Inter-Industry Wage Structure of the Organised Manufacturing Sector in India, 1973-74 to 2003-04
    by Monojit Chatterji & Homagni C