Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

2008

• Degiannakis, Stavros, 2008, "Forecasting Vix," MPRA Paper, University Library of Munich, Germany, number 96307.
• Angelidis, Timotheos & Degiannakis, Stavros, 2008, "Volatility forecasting: Intra-day versus inter-day models," MPRA Paper, University Library of Munich, Germany, number 96322.
• Olimov, Ulugbek & Sirajiddinov, Nishanbay, 2008, "The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan," MPRA Paper, University Library of Munich, Germany, number 9749, Mar.
• Lau, Evan & Oh, Swee-Ling & Hu, Sing-Sing, 2008, "Tourist Arrivals And Economic Growth In Sarawak," MPRA Paper, University Library of Munich, Germany, number 9888, Aug.
• Bastourre, Diego, 2008, "Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio
  [Structural break or financial speculation in commodity markets? A multivariate STAR approach]," MPRA Paper, University Library of Munich, Germany, number 9910, Jun.
• Rangan Gupta & Kibii Komen, 2008, "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Working Papers, University of Pretoria, Department of Economics, number 200802, Feb.
• Kasai Ndahiriwe & Rangan Gupta, 2008, "Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200803, Mar.
• Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008, "Market Microstructure Approach to the Exchange Rate Determination Puzzle," Working Papers, University of Pretoria, Department of Economics, number 200810, Jun.
• Rangan Gupta & Josine Uwilingiye, 2008, "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Working Papers, University of Pretoria, Department of Economics, number 200825, Jul.
• Steven F. Koch & Gauthier Tshiswaka-Kashalala, 2008, "Tobacco Substitution and the Poor," Working Papers, University of Pretoria, Department of Economics, number 200832, Oct.
• Sebastian Gundel, 2008, "Declining german export prices due to increased competition from newly industrializing countries - evidence from germany and the ceecs," Prague Economic Papers, Prague University of Economics and Business, volume 2008, issue 1, pages 3-22, DOI: 10.18267/j.pep.316.
• António Rua & Francisco Craveiro Dias, 2008, "Determining the number of factors in approximate factor models with global and group-specific factors," Working Papers, Banco de Portugal, Economics and Research Department, number w200809.
• Carlos Robalo Marques, 2008, "Wage and Price Dynamics in Portugal," Working Papers, Banco de Portugal, Economics and Research Department, number w200815.
• João Valle e Azevedo & Ana Pereira, 2008, "Approximating and Forecasting Macroeconomic Signals in Real-Time," Working Papers, Banco de Portugal, Economics and Research Department, number w200819.
• Morten Ø. Nielsen, 2008, "Nonparametric Cointegration Analysis Of Fractional Systems With Unknown Integration Orders," Working Paper, Economics Department, Queen's University, number 1174, Jul.
• Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2008, "The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets," Working Paper, Economics Department, Queen's University, number 1181, Oct.
• Rokon Bhuiyan, 2008, "Monetary Transmission Mechanism In A Small Open Economy: A Bayesian Structural Var Approach," Working Paper, Economics Department, Queen's University, number 1183, Oct.
• Oleg Demidov, 2008, "Different indexes for forecasting economic activity in Russia (in Russian)," Quantile, Quantile, issue 5, pages 83-102, September.
• Victor M. Cuevas Ahumada, 2008, "Inflacion, crecimiento y politica macroeconomica en Brasil y Mexico: Una investigacion teorico-empirica," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 4, issue 2, pages 35-78, Enero-Jun.
• Eduardo Loria & Jorge Ramirez, 2008, "Determinantes del crecimiento del producto y del desempleo en Mexico, 1985.1-2008.4," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 5, issue 1, pages 79-101, Julio-Dic.
• T M Christensen & A. S. Hurn & K A Lindsay, 2008, "Discrete time-series models when counts are unobservable," NCER Working Paper Series, National Centre for Econometric Research, number 35, Sep.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2008, "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2008-63, Nov.
• Carol Alexander & Emese Lazar, 2008, "Markov Switching GARCH Diffusion," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2008-01, Mar.
• Martial Dupaigne & Patrick Feve, 2008, "Online Appendix to "Technology shocks around the world"," Online Appendices, Review of Economic Dynamics, number 08-23, Dec.
• Martial Dupaigne & Patrick Feve, 2008, "Code and data files for "Technology shocks around the world"," Computer Codes, Review of Economic Dynamics, number 08-23, revised .
• Marc Giannoni & Jean Boivin, 2008, "Global Forces and Monetary Policy Effectiveness," 2008 Meeting Papers, Society for Economic Dynamics, number 1067.
• Pierre-Daniel Sarte & Mark Watson & Andrew Foerster, 2008, "Aggregate Shocks and the Variability of Industrial Production," 2008 Meeting Papers, Society for Economic Dynamics, number 224.
• Ana R. Martínez Cañete, 2008, "Una reconsideración del modelo Balassa-Samuelson en la zona euro," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 16, issue 1, pages 145-184, Spring.
• Fell, Harrison, 2008, "EU-ETS and Nordic Electricity: A CVAR Approach," RFF Working Paper Series, Resources for the Future, number dp-08-31, Aug.
• Steve Lawford & Michalis P. Stamatogiannis, 2008, "The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators," Working Paper series, Rimini Centre for Economic Analysis, number 13_08, Jan.
• Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008, "Bayesian Inference in the Time Varying Cointegration Model," Working Paper series, Rimini Centre for Economic Analysis, number 23_08, Jan.
• Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008, "On the Evolution of Monetary Policy," Working Paper series, Rimini Centre for Economic Analysis, number 24_08, Jan.
• Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008, "Dynamic probabilities of restrictions in state space models: An application to the Phillips curve," Working Paper series, Rimini Centre for Economic Analysis, number 26_08, Jan.
• Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008, "Is Volatility Good for Growth? Evidence from the G7," Working Paper series, Rimini Centre for Economic Analysis, number 37_08, Jan.
• Dean Fantazzini, 2008, "An Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 10, issue 2, pages 91-137.
• Dean Fantazzini, 2008, "Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 11, issue 3, pages 87-122.
• Dean Fantazzini, 2008, "Credit Risk Management," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 12, issue 4, pages 84-137.
• Abdulnasser Hatemi-J & Per-Ola Maneschiöld & Eduardo Roca, 2008, "Is the Swedish Stock Market Becoming more Integrated with those of Germany and France?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 61, issue 4, pages 665-685.
• Mansur Masih & Ibrahim Algahtani, 2008, "Estimation of Long-run Demand for Money: An Application of Long-run Structural Modelling to Saudi Arabia," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 61, issue 1, pages 81-99.
• Ho-don Yan & Cheng-lang Yang, 2008, "Foreign Capital Inflows and the Current Account Imbalance: Which Causality Direction?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 23, pages 434-461.

2007

• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007, "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 92, Mar.
• Thomas J.Flavin & Ekaterini Panopoulou, 2007, "On the robustness of international portfolio diversification benefits to regime-switching volatility," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1801007.pdf.
• Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007, "Non-stationary Hours in a DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 6, pages 1357-1373, September.
• Fabrizio Casalin, 2007, "The Expectations Hypothesis of Term Structure of Interest Rates Revisited," Working Papers, University of Milano-Bicocca, Department of Economics, number 128, Nov, revised Nov 2007.
• Vincent Bouvatier, 2007, "Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 161, Feb.
• Weshah Razzak, 2007, "Explaining the gaps in labour productivity in some developed countries," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 30, Feb.
• Nikolaos Giannellis & Athanasios P. Papadopoulos, 2007, "Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 55, Feb.
• Andrea Cipollini & Giuseppe Missaglia, 2007, "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 007, Oct.
• Atella, Vincenzo & Centoni, Marco & Cubadda, Gianluca, 2007, "Technology shocks, structural breaks and the effects on the business cycle," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp07041, Oct.
• Koi Nyen Wong & Tuck Cheong Tang, 2007, "Exchange Rate Variability And The Export Demand For Malaysia'S Semiconductors: An Empirical Study," Monash Economics Working Papers, Monash University, Department of Economics, number 13-07.
• Dominique Guegan, 2007, "Global and local stationary modelling in finance: theory and empirical evidence," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07053, Apr.
• Dominique Guegan & Zhiping Lu, 2007, "A note on self-similarity for discrete time series," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07055, Nov.
• Lanouar Charfeddine & Dominique Guegan, 2007, "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07061, Nov.
• George Athanasopoulos & D.S. Poskitt & Farshid Vahid, 2007, "Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/07, Jul, revised May 2009.
• Ralph D. Snyder & Adrian Beaumont, 2007, "A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/07, Dec.
• Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder, 2007, "The vector innovation structural time series framework: a simple approach to multivariate forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/07, May.
• Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007, "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/07, Jul.
• McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007, "A New Approach to Drawing States in State Space Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2007-06.
• McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007, "A New Approach to Drawing States in State Space Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2007.
• Michal Rubaszek & Pawel Skrzypczynski, 2007, "Can a simple DSGE model outperform Professional Forecasters?," NBP Working Papers, Narodowy Bank Polski, number 43, Nov.
• Jean Boivin & Marc P. Giannoni, 2007, "Global Forces and Monetary Policy Effectiveness," NBER Chapters, National Bureau of Economic Research, Inc, "International Dimensions of Monetary Policy".
• M. Hashem Pesaran & Til Schuermann & Bjorn-Jakob Treutler, 2007, "Global Business Cycles and Credit Risk," NBER Chapters, National Bureau of Economic Research, Inc, "The Risks of Financial Institutions".
• Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007, "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0338, May.
• Lars Peter Hansen, 2007, "Beliefs, Doubts and Learning: Valuing Economic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 12948, Mar.
• Torben G. Andersen & Luca Benzoni, 2007, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 12962, Mar.
• Marco Del Negro & Frank Schorfheide, 2007, "Monetary Policy Analysis with Potentially Misspecified Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 13099, May.
• Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007, "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Working Papers, National Bureau of Economic Research, Inc, number 13134, May.
• Jessica A. Wachter & Missaka Warusawitharana, 2007, "Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13165, Jun.
• Jon Faust & Jonathan H. Wright, 2007, "Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset," NBER Working Papers, National Bureau of Economic Research, Inc, number 13397, Sep.
• Ricardo Reis & Mark W. Watson, 2007, "Relative Goods' Prices, Pure Inflation, and the Phillips Correlation," NBER Working Papers, National Bureau of Economic Research, Inc, number 13615, Nov.
• Juan Carlos Cuestas & Javier Ordóñez, 2007, "Testing for convergence among Mercosur countries," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2007/1, May.
• Alastair R. Hall & Denis Pelletier, 2007, "Non-Nested Testing in Models Estimated via Generalized Method of Moments," Working Paper Series, North Carolina State University, Department of Economics, number 011, Mar, revised Mar 2007.
• Pablo A. Guerron, 2007, "What You Match Does Matter: The Effects of Data on DSGE Estimation," Working Paper Series, North Carolina State University, Department of Economics, number 012, Jul.
• William J. McCausland & Shirley Miller & Denis Pelletier, 2007, "A New Approach to Drawing States in State Space Models," Working Paper Series, North Carolina State University, Department of Economics, number 014, Aug, revised Aug 2007.
• Fernando Alexandre & Vasco J. Gabriel & Pedro Bação, 2007, "The Consumption-Wealth Ratio Under Asymmetric Adjustment," NIPE Working Papers, NIPE - Universidade do Minho, number 15/2007.
• Ivan Kitov & Oleg Kitov & Svetlana Dolinskaya, 2007, "Inflation as a Function of Labor Force Change Rate: Cointegration Test for the USA," Mechonomics, Socionet, number mechonomics3, Apr.
• Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2007, "Testing for co-integration in vector autoregressions with non-stationary volatility," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 07/02, Aug.
• Mario A. Margarido & Frederico A. Turolla & Carlos R. F. Bueno, 2007, "The world market for soybeans: price transmission into Brazil and effects from the timing of crop and trade," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 17, issue 2, pages 241-270, May-Augus.
• M. Barlet & L. Crusson, 2007, "What is the impact of oil price changes on French growth?," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2007-04.
• Emmanuel De Veirman, 2007, "Which nonlinearity in the Phillips curve? The absence of accelerating deflation in Japan," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/14, Sep.
• Pablo Antolín, 2007, "Longevity Risk and Private Pensions," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 3, Jan, DOI: 10.1787/261260613084.
• Pablo Antolín & Hans J. Blommestein, 2007, "Governments and the Market for Longevity-Indexed Bonds," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 4, Jan, DOI: 10.1787/260561411283.
• Pablo Antolín & Hans J. Blommestein, 2007, "Governments and the Market for Longevity-indexed Bonds," Financial Market Trends, OECD Publishing, volume 2007, issue 1, pages 153-175, DOI: 10.1787/fmt-v2007-art8-en.
• Pablo Antolín, 2007, "Longevity Risk and Private Pensions," Financial Market Trends, OECD Publishing, volume 2007, issue 1, pages 107-128, DOI: 10.1787/fmt-v2007-art6-en.
• Zsolt Darvas, 2010, "The Impact of the Crisis on Budget Policy in Central and Eastern Europe," OECD Journal on Budgeting, OECD Publishing, volume 10, issue 1, pages 1-42, DOI: 10.1787/budget-10-5km7s5m3nlvd.
• Sylvia Kaufmann, 2007, "Capturing the Link between M3 Growth and Inflation in the Euro Area – An Econometric Model to Produce Conditional Inflation Forecasts," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 93-108.
• Gert Peersman, 2007, "The Relative Importance of Symmetric and Asymmetric Shocks: the Case of United Kingdom and Euro Area," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 136, May.
• Gerhard Fenz & Martin Schneider, 2007, "Transmission of Business Cycle Shocks between Unequal Neighbours: Germany and Austria," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 137, May.
• Tatsuyoshi Miyakoshi & Masakatsu Okubo & Junji Shimada, 2007, "The Dynamic Welfare Costs of the 1997 Asian Crisis," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-25, Jun.
• Tatsuyoshi Miyakoshi & Masakatsu Okubo & Junji Shimada, 2007, "The Dynamic Welfare Cost of Stagnation: An Alternative Measure to the Lucas-Obstfeld Model," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-26, Jun.
• Michel Beine & Charles S. Bos & Sébastien Laurent, 2007, "The Impact of Central Bank FX Interventions on Currency Components," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 1, pages 154-183.
• Jennifer Castle & David Hendry, 2007, "Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation," Economics Series Working Papers, University of Oxford, Department of Economics, number 309, Feb.
• M. Shabri Abd. Majid, 2007, "Inflation, financial development, and economic growth: the case of Malaysia and Thailand," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 44, issue 1, pages 217-238, June.
• Stefano HERZEL & Catalin STARICA & Thomas NORD, 2007, "The IGARCH e®ect: Consequences on volatility forecasting and option trading," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 34/2007, Jul.
• Nadeem Ul Haque & M. Ali Kemal, 2007, "Impact of Export Subsidies on Pakistan’s Exports," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2007:26.
• Manuel Mota Freitas Martins, 2007, "Terá a política monetária do Banco Central Europeu sido adequada para Portugal (1999-2007)?," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 252, Nov.
• Mynbayev, Kairat, 2007, "OLS Asymptotics for Vector Autoregressions with Deterministic Regressors," MPRA Paper, University Library of Munich, Germany, number 101688, revised 2018.
• Louis, Rosmy & Osman, Mohammad & Balli, FAruk, 2007, "On The Road to Monetary Union – Do Arab Gulf Cooperation Council Economies React in the same way to United States' Monetary Policy Shocks?," MPRA Paper, University Library of Munich, Germany, number 11610, Dec, revised Nov 2008.
• Mandler, Martin, 2007, "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MPRA Paper, University Library of Munich, Germany, number 13498, Feb, revised Jan 2009.
• Fanelli, Luca, 2007, "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper, University Library of Munich, Germany, number 1616, Jan.
• Levent, Korap, 2007, "Turkish money demand, revisited: some implications for inflation and currency substitution under structural breaks," MPRA Paper, University Library of Munich, Germany, number 19479.
• Levent, Korap & Özgür, Aslan, 2007, "Exogenous characteristics of short-term capital flows: can they be under control? evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 19504.
• Levent, Korap, 2007, "Modeling purchasing power parity using co-integration: evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 19584, Sep.
• Levent, Korap, 2007, "Impact of Exchange Rate Changes on Domestic Inflation: he Turkish Experience," MPRA Paper, University Library of Munich, Germany, number 19589, Dec.
• Levent, Korap, 2007, "Does the interest differential explain future exchange rate return? a re-examination of the UIP hypothesis for the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 19618.
• Caiado, Jorge & Crato, Nuno, 2007, "A GARCH-based method for clustering of financial time series: International stock markets evidence," MPRA Paper, University Library of Munich, Germany, number 2074.
• Dramani, Latif & Laye, Oumy, 2007, "Impact du Commerce bilatéral Intra-Zone dans la zone UEMOA et CEMAC: Approche par les VAR Structurels," MPRA Paper, University Library of Munich, Germany, number 2088, Mar.
• Levent, Korap, 2007, "Testing quantity theory of money for the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 21704.
• Levent, Korap, 2007, "Testing causal relationships between energy consumption, real income and prices: evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 21834.
• Levent, Korap, 2007, "Structural VAR identification of the Turkish business cycles," MPRA Paper, University Library of Munich, Germany, number 21971.
• Waheed, Muhammad, 2007, "Central bank intervention, sterilization and monetary independence: the case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 2328, Mar, revised Mar 2007.
• Mandler, Martin, 2007, "The Taylor rule and interest rate uncertainty in the U.S. 1955-2006," MPRA Paper, University Library of Munich, Germany, number 2340, Mar.
• Bilgili, Faik, 2007, "The Permanent and Transitory Effects on Consumption and Income: Evidence from the Turkish Economy," MPRA Paper, University Library of Munich, Germany, number 24090, May, revised 20 Jul 2010.
• Cifter, Atilla & Ozun, Alper, 2007, "Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 2483, Mar.
• Cifter, Atilla & Ozun, Alper, 2007, "Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)," MPRA Paper, University Library of Munich, Germany, number 2486, Jan.
• Ozun, Alper & Cifter, Atilla, 2007, "Nonlinear Combination of Financial Forecast with Genetic Algorithm," MPRA Paper, University Library of Munich, Germany, number 2488, Feb.
• Cifter, Atilla & Ozun, Alper, 2007, "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 2489, Jan.
• Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana, 2007, "Inflation as a function of labor force change rate: cointegration test for the USA," MPRA Paper, University Library of Munich, Germany, number 2734, Jan.
• Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana, 2007, "Relationship between inflation, unemployment and labor force change rate in France: cointegration test," MPRA Paper, University Library of Munich, Germany, number 2736, Feb.
• Foresti, Pasquale, 2007, "Is Latin America an Optimal Currency Area? Evidence from a Structural Vector Auto-regression analysis," MPRA Paper, University Library of Munich, Germany, number 2961, Aug, revised Apr 2008.
• Mamoon, Dawood, 2007, "Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 3219, May.
• Leitão, João, 2007, "The Taylor Effect on the Performances of the Red Devils’ Football Brand," MPRA Paper, University Library of Munich, Germany, number 3244, May.
• Westerlund, Joakim & Basher, Syed A., 2007, "Mixed Signals Among Tests for Panel Cointegration," MPRA Paper, University Library of Munich, Germany, number 3261, May.
• Westerlund, Joakim & Basher, Syed A., 2007, "Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data," MPRA Paper, University Library of Munich, Germany, number 3262, May.
• Ozun, Alper & Cifter, Atilla & Yilmazer, Sait, 2007, "Filtered Extreme Value Theory for Value-At-Risk Estimation," MPRA Paper, University Library of Munich, Germany, number 3302, May.
• Silva Lopes, Artur C. & M. Monteiro, Olga Susana, 2007, "The expectations hypothesis of the term structure: some empirical evidence for Portugal," MPRA Paper, University Library of Munich, Germany, number 3437, May.
• Fuentes-Albero, Cristina, 2007, "Technology Shocks, Statistical Models, and The Great Moderation," MPRA Paper, University Library of Munich, Germany, number 3589, Jun.
• Sun, David & Lin, William T. & Nieh, Chien-Chung, 2007, "Long run credit risk diversification: empirical decomposition of corporate bond spreads," MPRA Paper, University Library of Munich, Germany, number 37283, Oct, revised Jul 2008.
• Stavarek, Daniel, 2007, "Comparative analysis of the exchange market pressure in Central European countries with the Eurozone membership perspective," MPRA Paper, University Library of Munich, Germany, number 3906, Jun.
• Pereira, Vitor, 2007, "The possible impacts of energy imports in the economic growth of USA
  [Os Possíveis Impactos da Importação de Energia no Crescimento Económico dos EUA]," MPRA Paper, University Library of Munich, Germany, number 4180, Jun.
• Weber, Enzo, 2007, "Economic Integration and the Foreign Exchange," MPRA Paper, University Library of Munich, Germany, number 4737, Jun, revised Sep 2007.
• Weber, Enzo, 2007, "Who Leads Financial Markets?," MPRA Paper, University Library of Munich, Germany, number 5099, Apr, revised Oct 2007.
• Serwa, Dobromił, 2007, "Larger crises cost more: impact of banking sector instability on output growth," MPRA Paper, University Library of Munich, Germany, number 5101.
• Puah, Chin-Hong & Kueh, Jerome Swee-Hui & Lau, Evan, 2007, "The Implications Of Emergence Of China Towards Asean-5: Fdi-Gdp Perspective," MPRA Paper, University Library of Munich, Germany, number 5219, Oct.
• Kueh, Jerome Swee-Hui & Puah, Chin-Hong & Lau, Evan & Abu Mansor, Shazali, 2007, "FDI-trade nexus: empirical analysis on ASEAN-5," MPRA Paper, University Library of Munich, Germany, number 5220, Oct.
• erdogdu, oya safinaz, 2007, "The Effects of Energy Imports: The Case of Turkey," MPRA Paper, University Library of Munich, Germany, number 5413, Nov.
• de Silva, Ashton, 2007, "A multivariate innovations state space Beveridge Nelson decomposition," MPRA Paper, University Library of Munich, Germany, number 5431, Oct.
• Nandwa, Boaz & Mohan, Ramesh, 2007, "A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya," MPRA Paper, University Library of Munich, Germany, number 5581, Nov.
• Mohan, Ramesh & Nandwa, Boaz, 2007, "Testing Export-led Growth Hypothesis in Kenya: An ADRL Bounds Test Approach," MPRA Paper, University Library of Munich, Germany, number 5582, Nov.
• Stevans, Lonnie, 2007, "The Relationship Among African American Male Earnings, Employment, Incarceration and Immigration: A Time Series Approach," MPRA Paper, University Library of Munich, Germany, number 5594, Oct.
• Arevilca Vasquez, Bismarck Javier & Risso Charquero, Adrian Winston, 2007, "Balance of payments constrained growth model: evidence for Bolivia 1953-2002," MPRA Paper, University Library of Munich, Germany, number 5645, Sep.
• Gómez, Manuel & Ventosa-Santaulària, Daniel, 2007, "Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends," MPRA Paper, University Library of Munich, Germany, number 58778.
• Weber, Enzo, 2007, "Regional and Outward Economic Integration in South-East Asia," MPRA Paper, University Library of Munich, Germany, number 6136, Apr, revised Dec 2007.
• Ahoniemi, Katja & Lanne, Markku, 2007, "Joint Modeling of Call and Put Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 6318.
• Fugarolas, Guadalupe & Mañalich, Isis & Matesanz, David, 2007, "Are Exports Causing Growth? Evidence On International Trade Expansion In Cuba, 1960-2004," MPRA Paper, University Library of Munich, Germany, number 6323, Dec.
• Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007, "Comparison of time series with unequal length," MPRA Paper, University Library of Munich, Germany, number 6605, Dec.
• Carrasco-Gutierrez, Carlos Enrique & Reis Gomes, Fábio Augusto, 2007, "Evidence on Common Feature and Business Cycle Synchronization in Mercosur," MPRA Paper, University Library of Munich, Germany, number 66064, revised 2009.
• Caiado, Jorge & Crato, Nuno, 2007, "Identifying common spectral and asymmetric features in stock returns," MPRA Paper, University Library of Munich, Germany, number 6607, Dec.
• Caiado, Jorge, 2007, "Forecasting water consumption in Spain using univariate time series models," MPRA Paper, University Library of Munich, Germany, number 6610, Sep.
• Khan, Muhammad Arshad & Qayyum, Abdul, 2007, "Exchange Rate Determination In Pakistan: Evidence Based On Purchasing Power Parity Theory," MPRA Paper, University Library of Munich, Germany, number 6754, Dec.
• Sinha Roy, Saikat, 2007, "Demand and Supply Factors in the Determination of India's Disaggregated Manufactured Exports: A Simultaneous Error-Correction Aprroach," MPRA Paper, University Library of Munich, Germany, number 68589, May.
• Hatipoglu, Ozan & Alper, C. Emre, 2007, "Estimating Central Bank Behavior in Emerging Markets: The Case of Turkey," MPRA Paper, University Library of Munich, Germany, number 7107, revised Jan 2008.
• Christoffel, Kai & Coenen, Gunter & Warne, Anders, 2007, "Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area," MPRA Paper, University Library of Munich, Germany, number 76759, Jul.
• Proietti, Tommaso & Riani, Marco, 2007, "Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies," MPRA Paper, University Library of Munich, Germany, number 7862, Dec.
• Wagatha, Matthias, 2007, "Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
  [Integration, Cointegration and Long-Horizont Forecasting of Credit-Default-Cycles]," MPRA Paper, University Library of Munich, Germany, number 8572, Jul.
• Wagatha, Matthias, 2007, "Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
  [Integration, Cointegration and Long-Horizont Forecasting of Credit-Default-Cycles]," MPRA Paper, University Library of Munich, Germany, number 8602, Jul.
• Erdogdu, Oya Safinaz, 2007, "Özel Sektör Tasarruflarında Mali Politika Etkileri
  [The Effect of Fiscal Policy on Private Sector Savings]," MPRA Paper, University Library of Munich, Germany, number 8681, Nov, revised 18 Jan 2008.
• Venier, Guido, 2007, "A new Model for Stock Price Movements," MPRA Paper, University Library of Munich, Germany, number 9146, Aug.
• Fanelli, Luca & Paruolo, Paolo, 2007, "Speed of Adjustment in Cointegrated Systems," MPRA Paper, University Library of Munich, Germany, number 9174, Jun.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2007, "Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models," MPRA Paper, University Library of Munich, Germany, number 96324.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2007, "Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes," MPRA Paper, University Library of Munich, Germany, number 96326.
• Angelidis, Timotheos & Degiannakis, Stavros, 2007, "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper, University Library of Munich, Germany, number 96327.
• Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia, 2007, "Correlation dynamics between Asia-Pacific, EU and US stock returns," MPRA Paper, University Library of Munich, Germany, number 9681, May.
• Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007, "Practical Volatility Modeling for Financial Market Risk Management," MPRA Paper, University Library of Munich, Germany, number 9790, Aug, revised 15 May 2008.
• Josine Uwilingiye & Rangan Gupta, 2007, "Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 200708, Jun.
• Kasai Ndahiriwe & Rangan Gupta, 2007, "Temporal Causality between Taxes and Public Expenditures: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 200709, Jul.
• Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta, 2007, "Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model," Working Papers, University of Pretoria, Department of Economics, number 200719, Sep.
• Jaromír Baxa, 2007, "Stock Market Optimism and Cointegration among Stocks: The Case of the Prague Stock Exchange
  [Optimismus na akciovém trhu a kointegrace mezi akciemi: Případ BCP Praha]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 4, pages 5-16, DOI: 10.18267/j.aop.69.
• Tran Van Quang, 2007, "Testing Cointegration for Czech Stock Market
  [Testování kointegrace na českém akciovém trhu]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 4, pages 17-31, DOI: 10.18267/j.aop.70.
• Jan Pígl, 2007, "Weather Derivatives
  [Deriváty na počasí]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 4, pages 39-48, DOI: 10.18267/j.aop.72.
• Jiří Trešl & Dagmar Blatná, 2007, "Dynamic Analysis of Selected European Stock Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2007, issue 4, pages 291-302, DOI: 10.18267/j.pep.309.
• Zlatuše Komárková & Luboš Komárek, 2007, "Integrace devizových trhů vybraných nových členských zemí Evropské unie
  [Integration of the foreign exchange markets of the selected EU new member states]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 3, DOI: 10.18267/j.polek.602.
• Ricardo Reis & Mark W. Watson, 2007, "Measuring Changes in the Value of the Numeraire," Working Papers, Princeton University. Economics Department., number 2007-7, May.
• Sónia Costa & Ana Beatriz Galvão, 2007, "The Forward Premium of Euro Interest Rates," Working Papers, Banco de Portugal, Economics and Research Department, number w200702.
• João Valle e Azevedo, 2007, "A Multivariate Band-Pass Filter," Working Papers, Banco de Portugal, Economics and Research Department, number w200717.
• Andrea Carriero, 2007, "A Simple Test of the New Keynesian Phillips Curve," Working Papers, Queen Mary University of London, School of Economics and Finance, number 592, Mar.
• George Kapetanios, 2007, "Testing for Strict Stationarity," Working Papers, Queen Mary University of London, School of Economics and Finance, number 602, Jun.
• George Kapetanios, 2007, "A Test for Serial Dependence Using Neural Networks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 609, Oct.
• Barrera Carlos, 2007, "Proyecciones desagregadas de inflación con modelos Sparse VAR robustos," Working Papers, Banco Central de Reserva del Perú, number 2007-015, Sep.
• Carol Alexander & Andreza Barbosa, 2007, "Hedging and Cross-hedging ETFs," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-01, Jan.
• Frank Schorfheide & Marco Del Negro, 2007, "Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)," 2007 Meeting Papers, Society for Economic Dynamics, number 283.
• Mark W. Watson & Ricardo Reis, 2007, "Measuring changes in the value of the numeraire," 2007 Meeting Papers, Society for Economic Dynamics, number 324.
• Radu Lupu & Iulia Lupu, 2007, "Testing for Heteroskedasticity on the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 10, issue 23, pages 19-28, June.
• Pedro José Pérez & Luisa Escriche & Jose Ramón García, 2007, "Las perturbaciones externas en la economía española tras la integración: ¿tamaño del shock o grado de respuesta?," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 15, issue 3, pages 5-39, Winter.