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

• Brady Ryan R & Stimel Derek S, 2011, "How the Housing and Financial Wealth Effects Have Changed over Time," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-45, August, DOI: 10.2202/1935-1690.2279.
• Haug Alfred A & Beyer Andreas & Dewald William, 2011, "Structural Breaks and the Fisher Effect," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-31, May, DOI: 10.2202/1935-1690.2170.
• Francis Neville & Owyang Michael T. & Sekhposyan Tatevik, 2012, "The Local Effects of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, volume 12, issue 2, pages 1-38, March, DOI: 10.1515/1935-1690.2371.
• Paustian Matthias, 2007, "Assessing Sign Restrictions," The B.E. Journal of Macroeconomics, De Gruyter, volume 7, issue 1, pages 1-33, August, DOI: 10.2202/1935-1690.1543.
• Schreiber Sven, 2009, "Unemployment and Productivity, Slowdowns and Speed-Ups: Evidence Using Common Shifts," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-25, October, DOI: 10.2202/1935-1690.1818.
• Andreopoulos Spyros, 2009, "Oil Matters: Real Input Prices and U.S. Unemployment Revisited," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-31, March, DOI: 10.2202/1935-1690.1632.
• Roberts John M., 2001, "Estimates of the Productivity Trend Using Time-Varying Parameter Techniques," The B.E. Journal of Macroeconomics, De Gruyter, volume 1, issue 1, pages 1-32, July, DOI: 10.2202/1534-6005.1014.
• Elger Thomas & Binner Jane M., 2004, "The UK Household Sector Demand for Risky Money," The B.E. Journal of Macroeconomics, De Gruyter, volume 4, issue 1, pages 1-22, March, DOI: 10.2202/1534-5998.1136.
• Alvi Eskander & Rahman Habibur, 2005, "U.S. Regional Income and Technology: A Unit-Root and Cointegration Study," The B.E. Journal of Macroeconomics, De Gruyter, volume 5, issue 1, pages 1-14, June, DOI: 10.2202/1534-5998.1130.
• María-Dolores Ramón & Vázquez Jesús, 2006, "How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? An Indirect Inference Approach," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 2, pages 1-51, September, DOI: 10.2202/1534-5998.1446.
• Belviso Francesco & Milani Fabio, 2006, "Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 3, pages 1-46, December, DOI: 10.2202/1534-5998.1443.
• Davidson James E. H. & Peel David A & Byers J. David, 2006, "Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-23, March, DOI: 10.2202/1558-3708.1345.
• Milas Costas & Legrenzi Gabriella, 2006, "Non-linear Real Exchange Rate Effects in the UK Labour Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-34, March, DOI: 10.2202/1558-3708.1285.
• Warne Anders & Vredin Anders, 2006, "Unemployment and Inflation Regimes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-52, May, DOI: 10.2202/1558-3708.1280.
• Haldrup Niels & Nielsen Morten Ø., 2006, "Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-24, September, DOI: 10.2202/1558-3708.1367.
• Trifi Amine, 2006, "Issues of Aggregation Over Time of Conditional Heteroscedastic Volatility Models: What Kind of Diffusion Do We Recover?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 4, pages 1-26, December, DOI: 10.2202/1558-3708.1314.
• De Santis Massimiliano, 2007, "Movements in the Equity Premium: Evidence from a Time-Varying VAR," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 4, pages 1-41, December, DOI: 10.2202/1558-3708.1523.
• Michis Antonis & Sapatinas Theofanis, 2007, "Wavelet Instruments for Efficiency Gains in Generalized Method of Moment Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 4, pages 1-25, December, DOI: 10.2202/1558-3708.1531.
• Bec Frédérique & Bastien Alexia, 2007, "The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 4, pages 1-25, December, DOI: 10.2202/1558-3708.1342.
• Kugiumtzis Dimitris, 2008, "Evaluation of Surrogate and Bootstrap Tests for Nonlinearity in Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 1, pages 1-26, March, DOI: 10.2202/1558-3708.1474.
• Nesmith Travis D & Jones Barry E, 2008, "Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 1, pages 1-18, March, DOI: 10.2202/1558-3708.1468.
• Chan Wing Hong, 2008, "Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 2, pages 1-25, May, DOI: 10.2202/1558-3708.1571.
• Hu Liang & Shin Yongcheol, 2008, "Optimal Test for Markov Switching GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-27, September, DOI: 10.2202/1558-3708.1528.
• Kim Chang-Jin & Kim Yunmi, 2008, "Is the Backward-Looking Component Important in a New Keynesian Phillips Curve?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-20, September, DOI: 10.2202/1558-3708.1515.
• Sajjad Rasoul & Coakley Jerry & Nankervis John C, 2008, "Markov-Switching GARCH Modelling of Value-at-Risk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-31, September, DOI: 10.2202/1558-3708.1522.
• Gabriel Vasco J. & Alexandre Fernando & Bação Pedro, 2008, "The Consumption-Wealth Ratio under Asymmetric Adjustment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 4, pages 1-32, December, DOI: 10.2202/1558-3708.1565.
• Anatolyev Stanislav, 2009, "Multi-Market Direction-of-Change Modeling Using Dependence Ratios," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 1, pages 1-24, March, DOI: 10.2202/1558-3708.1532.
• Tseng Tseng-Chan & Chung Huimin & Huang Chin-Sheng, 2009, "Modeling Jump and Continuous Components in the Volatility of Oil Futures," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 3, pages 1-30, May, DOI: 10.2202/1558-3708.1671.
• Gefang Deborah & Strachan Rodney, 2009, "Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 1, pages 1-33, December, DOI: 10.2202/1558-3708.1677.
• Laakkonen Helinä & Lanne Markku, 2009, "Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 1, pages 1-38, December, DOI: 10.2202/1558-3708.1637.
• Yang Fuyu & Leon-Gonzalez Roberto, 2010, "Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 4, pages 1-38, September, DOI: 10.2202/1558-3708.1766.
• Pérez-Alonso Alicia & Di Sanzo Silvestro, 2010, "Unemployment and Hysteresis: A Nonlinear Unobserved Components Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 1, pages 1-29, December, DOI: 10.2202/1558-3708.1806.
• Fernandez Viviana, 2011, "Alternative Estimators of Long-Range Dependence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 2, pages 1-37, March, DOI: 10.2202/1558-3708.1798.
• Seo Byeongseon, 2011, "Nonparametric Testing for Linearity in Cointegrated Error-Correction Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 2, pages 1-28, March, DOI: 10.2202/1558-3708.1598.
• Cushman David O., 2002, "Nonlinear Trends and Co-trending in Canadian Money Demand," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 1, pages 1-29, April, DOI: 10.2202/1558-3708.1003.
• Diks Cees & Manzan Sebastiano, 2002, "Tests for Serial Independence and Linearity Based on Correlation Integrals," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 2, pages 1-22, July, DOI: 10.2202/1558-3708.1005.
• Bec Frédérique & Ben Salem Mélika & Collard Fabrice, 2002, "Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 2, pages 1-22, July, DOI: 10.2202/1558-3708.1006.
• Psaradakis Zacharias & Spagnolo Nicola, 2002, "Power Properties of Nonlinearity Tests for Time Series with Markov Regimes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 3, pages 1-16, November, DOI: 10.2202/1558-3708.1091.
• Iregui Ana María & Milas Costas & Otero Jesus, 2002, "On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 3, pages 1-21, November, DOI: 10.2202/1558-3708.1093.
• Reisen Valderio A & Cribari-Neto Francisco & Jensen Mark J, 2003, "Long Memory Inflationary Dynamics: The Case of Brazil," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 3, pages 1-18, October, DOI: 10.2202/1558-3708.1157.
• Atanasova Christina, 2003, "Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 4, pages 1-22, December, DOI: 10.2202/1558-3708.1112.
• Vázquez Jesús, 2004, "Switching Regimes in the Term Structure of Interest Rates during U.S. Post-War: A Case for the Lucas Proof Equilibrium?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 1, pages 1-41, March, DOI: 10.2202/1558-3708.1122.
• Proietti Tommaso, 2004, "Seasonal Specific Structural Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-22, May, DOI: 10.2202/1558-3708.1205.
• Ivanov Ventzislav & Kilian Lutz, 2005, "A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 1, pages 1-36, March, DOI: 10.2202/1558-3708.1219.
• Bessec Marie & Bouabdallah Othman, 2005, "What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 2, pages 1-24, June, DOI: 10.2202/1558-3708.1171.
• Guna Raj Bhatta, 2013, "Remittanceand Trade Deficit Nexus in Nepal: A VECM Approach," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 25, issue 1, pages 37-50, April.