Research classified by Journal of Economic Literature (JEL) codes

---

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

---

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

2019

• Francesca Di Iorio & Stefano Fachin, 2019, "Fiscal reaction functions for the advanced economies revisited," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2019/1, Jan.
• Aleksandar Vasilev & Hristina Manolova, 2019, "Wage Dynamics and Bulgaria Co-Movement and Causality," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 17, issue 1, pages 91-127.
• Marwa Elsherif, 2019, "The Relationship between Financial Inclusion and Monetary Policy Transmission: The Case of Egypt," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9010737, Jun.
• Ma?gorzata Just & Agnieszka Kozera & Aleksandra ?uczak, 2019, "Conditional Dependence Structure in the Precious Metals Futures Market," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 8, issue 1, pages 81-93, June.
• Oumansour Nor-Eddine & Chkiriba Driss, 2019, "External public debt and economic growth in Morocco: assessment and impacts," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 8, issue 2, pages 80-95, December.
• Nájera Salmerón, Jorge Alberto, 2019, "Relaciones en el comportamiento de los precios de las criptomonedas: un análisis econométrico a través de modelos VAR y VEC / Relationship in the Cryptocurrencies Price Behavior: An Econometric Analysis through VAR and VEC Models," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 9, issue 1, pages 33-61, enero-jun.
• Fonseca-Ramírez, Alejandro & Santillán-Salgado, Roberto J. & López-Herrera, Francisco, 2019, "Incidencia de las fluctuaciones del índice VIX en la volatilidad de los mercados bursátiles latinoamericanos / VIX Index Spillover on Latin American Stock Markets Volatility," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 9, issue 1, pages 97-123, enero-jun.
• Rodríguez Benavides, Domingo & Venegas Martínez, Francisco & Hoyos Reyes, Luis Fernando, 2019, "Impacto de la volatilidad del precio internacional del petróleo en los rendimientos accionarios de los principales mercados de América Latina / Impact of International Oil Price Volatility on the Main Latin American Stock Markets Returns," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 9, issue 2, pages 129-161, julio-dic.
• Leonardo Augusto Tariffi, 2019, "A Threshold Multivariate Model to Explain Fiscal Multipliers with Government Debt," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 4, issue 1, pages 27-40, June, DOI: 10.33119/ERFIN.2019.4.1.2.
• Szczepan Urjasz, 2019, "Causal Link Between the Polish Stock Market and Selected Macroeconomic Indicators (Zwiazek przyczynowy miedzy polskim rynkiem akcji i wybranymi wskaznikami makroekonomicznymi)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 17, issue 83, pages 179-196.
• Yang Mestre-Zhou, 2019, "Reforms’ Effects on Chinese stock markets world integration - An Empirical analysis with t-DCCGARCH model," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 19-06, Aug.
• Benjamin Anderegg & Didier Sornette & Florian Ulmann, 2019, "Quantification of feedback effects in FX options markets," Working Papers, Swiss National Bank, number 2019-03.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019, "Desperate times call for desperate measures: government spending multipliers in hard times," Working Paper Series, Institute of Economic Research, Seoul National University, number no129, Sep.
• Sevcan GÜNEŞ & Tuğba AKIN, 2019, "High Technology Exports: The Analysis for Leader Countries and Turkey," Sosyoekonomi Journal, Sosyoekonomi Society, issue 27(40).
• Yüksel İLTAŞ & Gülbahar ÜÇLER, 2019, "The Influence of Institutional Quality and Financial Risk on Stock Market Index: An Empirical Study for TurkeyAbstract: This paper aims to analyze the -possible- effects of institutional quality and (financial) risk level on BIST 100, BIST Industrial," Sosyoekonomi Journal, Sosyoekonomi Society, issue 27(41).
• Ayşen SİVRİKAYA & Mübariz HASANOV, 2019, "Time-Varying and Asymmetric Relationship between Energy Use and Macroeconomic Activity," Sosyoekonomi Journal, Sosyoekonomi Society.
• Chenny Seftarita & Fitriyani & Cut Zakia Rizki & Diana Sapha & Abd. Jamal, 2019, "Short Term Portfolio Investment and BI Rate: Do They Determine the Stabilization of Rupiah Exchange Rate in Indonesia?," Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, volume 8, issue 1, pages 18-28, March.
• Abwaku Englama & Momodou Sissoho & Olukayode Odeniran & Ozolina Haffner, 2019, "Is Currency Devaluation Appropriate for Improving Trade Balance in the WAMZ Countries?," Advances in African Economic, Social and Political Development, Springer, in: Diery Seck, "The External Sector of Africa's Economy", DOI: 10.1007/978-3-319-97913-7_9.

2018

• Susana Martins & Cristina Amado, 2018, "Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach," NIPE Working Papers, NIPE - Universidade do Minho, number 08/2018.
• Kevin Lee & James Morley & Kian Ong & Kalvinder Shields, 2018, "Measuring the fiscal multiplier when plans take time to implement," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2018/10.
• Kevin Lee & James Morley & Kalvinder Shields & Madeleine Sui-Lay Tan, 2018, "The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2018/11.
• Bruno de Paula Rocha & Igor Viveiro de Souza, 2018, "Novas evidências de causalidade entre sistema financeiro e crescimento econômico no Brasil usando séries de tempo no domínio da frequência [New evidence on the causality between financial system and e," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 28, issue 1, pages 273-295, January-A.
• Pauwels, Koen H., 2018, "Modeling Dynamic Relations Among Marketing and Performance Metrics," Foundations and Trends(R) in Marketing, now publishers, volume 11, issue 4, pages 215-301, November, DOI: 10.1561/1700000054.
• Chakraborty, Lekha & Sinha, Darshy, 2018, "Has Fiscal Rule changed the Fiscal Marksmanship of Union Government?," Working Papers, National Institute of Public Finance and Policy, number 18/234, Jun.
• Bhattacharya, Rudrani & Chakravarti, Parma & Mundle, Sudipto, 2018, "Forecasting India's Economic Growth: A Time-Varying Parameter Regression Approach," Working Papers, National Institute of Public Finance and Policy, number 18/238, Sep.
• Mohanty, Ranjan Kumar & Bhanumurthy, N.R., 2018, "Analyzing the Dynamic Relationship between Physical Infrastructure, Financial Development and Economic Growth in India," Working Papers, National Institute of Public Finance and Policy, number 18/245, Dec.
• Lorie Dudoignon & Fabienne Le Sager & Aurélie Vanheuverzwyn, 2018, "Big Data and Audience Measurement: A Marriage of Convenience?," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 133-146, DOI: https://doi.org/10.24187/ecostat.20.
• George Kapetanios & Fotis Papailias, 2018, "Big Data & Macroeconomic Nowcasting: Methodological Review," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-12, Jul.
• Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2018, "Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-14, Nov.
• Paul Labonne & Martin Weale, 2018, "Temporal disaggregation of overlapping noisy quarterly data using state space models: Estimation of monthly business sector output from Value Added Tax data in the UK," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-18, Dec.
• Anthony Garratt & Shaun P. Vahey & Ynuyi Zhang, 2018, "Real-time Forecast Combinations for the Oil Price," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 494, Oct.
• Takamitsu Kurita & B. Nielsen, 2018, "Partial cointegrated vector autoregressive models with structural breaks in deterministic terms," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2018-W03, Oct.
• Inder Sekhar Yadav & Phanindra Goyari & R. K. Mishra, 2018, "Saving, Investment and Growth in India: Evidence from Cointegration and Causality Tests," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 55-68, March.
• Ani Stoykova, 2018, "Market Dynamics of Stock Exchanges of South East Europe – Efficiency and Harmonization," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 70-87, April.
• Güneş Kamber & Benjamin Wong, 2018, "Global Factors and Trend Inflation," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2018/01, Feb.
• Giuseppe Migali & Ian Walker, 2018, "Estimates of the Causal Effects of Education on Earnings over the Life Cycle with Cohort Effects and Endogenous Education," CESifo Economic Studies, CESifo Group, volume 64, issue 3, pages 516-544.
• David A Jaeger & Zahra Siddique, 2018, "Are Drone Strikes Effective in Afghanistan and Pakistan? On the Dynamics of Violence between the United States and the Taliban," CESifo Economic Studies, CESifo Group, volume 64, issue 4, pages 667-697.
• Axel Börsch-Supan & Tabea Bucher-Koenen & Vesile Kutlu-Koc & Nicolas Goll, 2018, "Dangerous flexibility – retirement reforms reconsidered," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 33, issue 94, pages 315-355.
• Fabio Canova & Mehdi Hamidi Sahneh, 2018, "Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Nonfundamentalness," Journal of the European Economic Association, European Economic Association, volume 16, issue 4, pages 1069-1093.
• Jan Novotný & Giovanni Urga, 2018, "Testing for Co-jumps in Financial Markets," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 1, pages 118-128.
• Piotr Kokoszka & Hong Miao & Matthew Reimherr & Bahaeddine Taoufik, 2018, "Dynamic Functional Regression with Application to the Cross-section of Returns," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 3, pages 461-485.
• Andreas Kaeck, 2018, "Variance-of-Variance Risk Premium," Review of Finance, European Finance Association, volume 22, issue 4, pages 1549-1579.
• Kralik Lóránd István, 2018, "Conditional Correlation on CEE Stock Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 130-136, December.
• Ienovan Alexandra Ana, 2018, "The Impact of Public Governance on Corruption," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 263-267, December.
• Ruiz Porras, Antonio & Fregoso Becerra, Luis Enrique, 2018, "Mercados cambiarios y tipos de cambio de Asia y Latinoamérica: sincronización de largo plazo, cambios estructurales y choques estocásticos || Change Markets and Exchange Rates of Asia and Latin America: Long-Term Synchronization, Structural Changes a," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 25, issue 1, pages 295-317, Junio.
• Manuel Hidalgo-Pérez & José Luis Ferreira & Carmen Rubio-Castaño, 2018, "The Democrat-Republican growth gap paradox," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 18.10, Sep.
• Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018, "Economic Policy Uncertainty Spillovers in Booms and Busts," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0220, Jun.
• Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2018, "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0222, Jun.
• Efrem Castelnuovo & Trung Duc Tran, 2018, "Google it up! A Google Trends-based Uncertainty Index for the United States and Australia," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0223, Jun.
• Aktham Maghyereh & Basel Awartani & Abul Hassan, 2018, "Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 6, pages 394-412, October, DOI: 10.1057/s41260-018-0090-y.
• Mikhail Stolbov & Alexander Karminsky & Maria Shchepeleva, 2018, "Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 3, pages 332-360, September, DOI: 10.1057/s41294-018-0065-5.
• Francesco Paolo Mongelli & Gonzalo Camba-Mendez, 2018, "The Financial Crisis and Policy Responses in Europe (2007–2018)," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 4, pages 531-558, December, DOI: 10.1057/s41294-018-0074-4.
• Matthias Blum & Arcangelo Dimico, 2018, "Econometric Identification," Palgrave Studies in Economic History, Palgrave Macmillan, chapter 45, in: Matthias Blum & Christopher L. Colvin, "An Economist’s Guide to Economic History", DOI: 10.1007/978-3-319-96568-0_45.
• Stefano Fasani & Lorenza Rossi, 2018, "Are Uncertainty Shocks Aggregate Demand Shocks?," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 148, Jan.
• Ioannis Ntzoufras & Claudia Tarantola & Monia Lupparelli, 2018, "Probability Based Independence Sampler for Bayesian Quantitative Learning in Graphical Log-Linear Marginal Models," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 149, Jan.
• Lorenza Rossi & Emilio Zanetti Chini, 2018, "Firms Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 151, Feb.
• Waldo Mendoza Bellido & Erika Collantes Goicochea, 2018, "The Determinants of Private Investment in a Mining Export Economy. Peru: 1997-2017," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2018-463, DOI: 10.18800/2079-8474.0463.
• Gabriel Rodríguez & Carlos Guevara, 2018, "The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2018-467, DOI: 10.18800/2079-8474.0467.
• Haryo Kuncoro, 2018, "The impact of government consumption on the private expenditures in developing country: the case of Indonesia," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 1, pages 1-16, January, DOI: 10.15208/beh.2018.1.
• Kambale Kavase & Andrew Phiri, 2018, "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 2, pages 415-423, April, DOI: 10.15208/beh.2018.30.
• Abdullah, S. M. & Azad, Abul Kalam & Siddiqua, Salina, 2018, "Budget deficit and growth: in search of ceiling for Bangladesh," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 4, pages 743-765, August, DOI: http://dx.doi.org/10.15208/beh.2018.
• Muhammad Arshad Khan & Saima Nawaz, 2018, "Does Pak-Rupee Exchange Rate Respond to Monetary Fundamentals? A Structural Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 57, issue 2, pages 175-202.
• Joachim Sicking & Thomas Guhr & Rudi Schäfer, 2018, "Concurrent credit portfolio losses," PLOS ONE, Public Library of Science, volume 13, issue 2, pages 1-20, February, DOI: 10.1371/journal.pone.0190263.
• Sucarrat, Genaro, 2018, "The Log-GARCH Model via ARMA Representations," MPRA Paper, University Library of Munich, Germany, number 100386, Aug.
• Sanu, Md Sahnewaz, 2018, "The Contribution of MSMEs in India’s Total Exports and GDP Growth: Evidence from Cointegration and Causality Tests," MPRA Paper, University Library of Munich, Germany, number 107892, Oct, revised Jan 2019.
• Dagher, Leila & Jamali, Ibrahim & badra, nasser, 2018, "The Predictive Power of Oil and Commodity Prices for Equity Markets," MPRA Paper, University Library of Munich, Germany, number 116055, Jun.
• Ngomba Bodi, Francis Ghislain, 2018, "Contributions relatives des chocs de demande agrégée et d’offre agrégée aux fluctuations de la croissance réelle en zone CEMAC
  [Relative contributions of aggregate demand and supply shocks to business cycles fluctuations in the CEMAC subregion]," MPRA Paper, University Library of Munich, Germany, number 116376, Oct.
• Ellalee, Haider & Alali, Walid Y., 2018, "The Brexit Impact on Inward FDI in the UK," MPRA Paper, University Library of Munich, Germany, number 117510, May, revised 20 May 2018.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2018, "Periodicity in Bitcoin returns: A time-varying volatility approach," MPRA Paper, University Library of Munich, Germany, number 122529, Oct, revised 28 Oct 2024.
• Pahlvani, Mosayeb & Mirjalili, Seyed hossein & Keshtgar, Nafiseh, 2018, "بررسی ارتباط متقابل چرخه های مالی با کسب و کار در اقتصاد ایران
  [Interrelationship Between Financial Cycles and Business Cycles in Iran's Economy]," MPRA Paper, University Library of Munich, Germany, number 125610, Apr, revised 25 May 2018.
• Mavikela, Nomahlubi & Mhaka, Simba & Phiri, Andrew, 2018, "The inflation-growth relationship in SSA inflation targeting countries," MPRA Paper, University Library of Munich, Germany, number 82141, Oct.
• Gluschenko, Konstantin, 2018, "Market of the Novosibirsk Oblast in the System of Regional Markets," MPRA Paper, University Library of Munich, Germany, number 83649, Jan.
• Maheu, John M & Yang, Qiao & Song, Yong, 2018, "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper, University Library of Munich, Germany, number 83779.
• Fatemah, Ambreen & Qayyum, Abdul, 2018, "Modeling the Impact of Exports on the Economic Growth of Pakistan," MPRA Paper, University Library of Munich, Germany, number 83929, Jan, revised 10 Jan 2018.
• GRITLI, Mohamed Ilyes, 2018, "Quel avenir du dinar tunisien face à l'euro ? Prévision avec le modèle ARIMA
  [What future of the Tunisian dinar against the euro? Prediction with the ARIMA model]," MPRA Paper, University Library of Munich, Germany, number 83937, Jan.
• Gomez-Loscos, Ana & Gadea, M. Dolores & Bandres, Eduardo, 2018, "Business cycle patterns in European regions," MPRA Paper, University Library of Munich, Germany, number 83964, Jan.
• Cerovecki, Clément & Francq, Christian & Hormann, Siegfried & Zakoian, Jean-Michel, 2018, "Functional GARCH models: the quasi-likelihood approach and its applications," MPRA Paper, University Library of Munich, Germany, number 83990, Jan.
• Maheu, John M & Song, Yong & Yang, Qiao, 2018, "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper, University Library of Munich, Germany, number 83999, Jan.
• Kavese, Kambale & Phiri, Andrew, 2018, "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data?," MPRA Paper, University Library of Munich, Germany, number 84034, Jan.
• Khobai, Hlalefang, 2018, "Renewable energy consumption and economic growth in Indonesia. Evidence from the ARDL bounds testing approach," MPRA Paper, University Library of Munich, Germany, number 85081, Mar.
• Khobai, Hlalefang, 2018, "Investigating the linkage between Renewable Energy Consumption and Economic Growth: The case of Turkey," MPRA Paper, University Library of Munich, Germany, number 85082, Mar.
• Phiri, Andrew, 2018, "How sustainable are fiscal budgets in the Kingdom of Swaziland?," MPRA Paper, University Library of Munich, Germany, number 85149, Mar.
• Hasumi, Ryo & Iibsoshi, Hirokuni & Nakamura, Daisuke, 2018, "Trends, Cycles and Lost Decades: Decomposition from a DSGE Model with Endogenous Growth," MPRA Paper, University Library of Munich, Germany, number 85521, Jan.
• Hasumi, Ryo & Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Nakamura, Daisuke, 2018, "Does a financial accelerator improve forecasts during financial crises?: Evidence from Japan with Prediction Pool Methods," MPRA Paper, University Library of Munich, Germany, number 85523, Mar.
• Gluschenko, Konstantin, 2018, "Spatial Integration of Siberian Regional Markets," MPRA Paper, University Library of Munich, Germany, number 85667, Apr.
• Phiri, Andrew, 2018, "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," MPRA Paper, University Library of Munich, Germany, number 85826, Apr.
• Khobai, Hlalefang, 2018, "The causal linkages between renewable electricity generation and economic growth in South Africa," MPRA Paper, University Library of Munich, Germany, number 86485, May.
• Kavese, Kambale & Phiri, Andrew, 2018, "A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa," MPRA Paper, University Library of Munich, Germany, number 86517, May.
• Akpa, Emeka, 2018, "Private Remittances Received and Household Consumption in Ghana (1980-2016): An ARDL Analysis with Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 87103, May.
• Ho, Sin-Yu & Njindan Iyke, Bernard, 2018, "Financial Development, Growth and Poverty Reduction: Evidence from Ghana," MPRA Paper, University Library of Munich, Germany, number 87121.
• Yves, Togba Boboy & Yoon, Seong-Min, 2018, "Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries," MPRA Paper, University Library of Munich, Germany, number 87141, May.
• Arora, Vipin, 2018, "Natural Gas and the US Economy: Some Preliminary Rules of Thumb," MPRA Paper, University Library of Munich, Germany, number 87279, Jun.
• Zandile, Zezethu & Phiri, Andrew, 2018, "FDI as a contributing factor to economic growth in Burkina Faso: How true is this?," MPRA Paper, University Library of Munich, Germany, number 87282, Jun.
• Mothuti, Gosego & Phiri, Andrew, 2018, "inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," MPRA Paper, University Library of Munich, Germany, number 87497, Jun.
• Hecq, Alain & Goetz, Thomas, 2018, "Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes," MPRA Paper, University Library of Munich, Germany, number 87746, Jun.
• Anyikwa, Izunna & Hamman, Nicolene & Phiri, Andrew, 2018, "Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests," MPRA Paper, University Library of Munich, Germany, number 87790, Jul.
• Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018, "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper, University Library of Munich, Germany, number 87837, Jul.
• MESSAILI, Moussa & KAID TLILANE, Nouara, 2018, "Essai d’évaluation de la contribution de la santé à la croissance économique en Algérie
  [An assessment of the contribution of health to economic growth in Algeria]," MPRA Paper, University Library of Munich, Germany, number 88013, Jul, revised 18 Jul 2018.
• Klößner, Stefan & Pfeifer, Gregor, 2018, "Synthesizing Cash for Clunkers: Stabilizing the Car Market, Hurting the Environment?," MPRA Paper, University Library of Munich, Germany, number 88175, Jul.
• Phiri, Andrew, 2018, "Endogenous monetary approach to optimal inflation-growth nexus in Swaziland," MPRA Paper, University Library of Munich, Germany, number 88258, Jul.
• Phiri, Andrew, 2018, "Fitting Okun's law for the Swazi Kingdom: Will a nonlinear specification do?," MPRA Paper, University Library of Munich, Germany, number 88420, Aug.
• Gomez-Gonzalez, Jose & Rojas-Espinosa, Wilmer, 2018, "Detecting exchange rate contagion in Asian exchange rate markets using asymmetric DDC-GARCH and R-vine copulas," MPRA Paper, University Library of Munich, Germany, number 88578, Aug.
• Ho, Sin-Yu, 2018, "Determinants of Economic Growth in Hong Kong: The Role of Stock Market Development," MPRA Paper, University Library of Munich, Germany, number 88788, Sep.
• Jackson, Emerson Abraham & Tamuke, Edmund, 2018, "Probability Forecast Using Fan Chart Analysis: A case of the Sierra Leone Economy," MPRA Paper, University Library of Munich, Germany, number 88853, Aug, revised 04 Sep 2018.
• Tursoy, Turgut & Faisal, Faisal & Berk, Niyazi & Shahbaz, Muhammad, 2018, "How do Stock Prices and Metal Prices Contribute to Economic Activity in Turkey? The Importance of Linear and Non-linear ARDL," MPRA Paper, University Library of Munich, Germany, number 88899, Sep.
• Gluschenko, Konstantin, 2018, "Пространственная Интеграция Региональных Рынков Сибири
  [Spatial Integration of Siberian Regional Markets]," MPRA Paper, University Library of Munich, Germany, number 88920, Sep.
• CHAFIK, Omar, 2018, "Financial cycle and conduct of monetary policy: theory and empirical evidence," MPRA Paper, University Library of Munich, Germany, number 88995, Sep.
• Bonga, Wellington G., 2018, "Trade Balance Analysis in Zimbabwe: Import and Export Examination Using Vector Auto-Regression Model," MPRA Paper, University Library of Munich, Germany, number 89002, Sep.
• CHAFIK, Omar, 2018, "Financial cycle and conduct of monetary policy: The amplifier/divider theory," MPRA Paper, University Library of Munich, Germany, number 89170, Sep.
• Phiri, Andrew, 2018, "Pursuing the Phillips curve in an African monarchy: The Swazi case," MPRA Paper, University Library of Munich, Germany, number 89199, Sep.
• Roy Trivedi, Smita, 2018, "Exchange rate volatility: Trader's beliefs and the role of news," MPRA Paper, University Library of Munich, Germany, number 89330, Sep.
• Pincheira, Pablo & Hardy, Nicolas, 2018, "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper, University Library of Munich, Germany, number 89423, Oct.
• Nyoni, Bothwell & Phiri, Andrew, 2018, "Renewable energy-economic growth nexus in South Africa: Linear, nonlinear or non-existent?," MPRA Paper, University Library of Munich, Germany, number 89761, Oct.
• Luvsannyam, Davaajargal & Batmunkh, Khuslen, 2018, "A Factor Augmented Vector Autoregressive (FAVAR) approach for Monetary Policy: Replication of the empirical results in “Measuring the effects of Monetary Policy”," MPRA Paper, University Library of Munich, Germany, number 89814, Apr.
• Bastianin, Andrea & Lanza, Alessandro & Manera, Matteo, 2018, "Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market," MPRA Paper, University Library of Munich, Germany, number 89984.
• Bilgili, Faik & Mugaloglu, Erhan & Koçak, Emrah, 2018, "The impact of oil prices on CO2 emissions in China: A Wavelet coherence approach," MPRA Paper, University Library of Munich, Germany, number 90170, Apr.
• Brinca, Pedro & Iskrev, Nikolay & Loria, Francesca, 2018, "On Identification Issues in Business Cycle Accounting Models," MPRA Paper, University Library of Munich, Germany, number 90250, Nov.
• Theophilopoulou, Angeliki, 2018, "The impact of macroeconomic uncertainty on inequality: An empirical study for the UK," MPRA Paper, University Library of Munich, Germany, number 90448, Nov.
• Tan, Fei, 2018, "A Frequency-Domain Approach to Dynamic Macroeconomic Models," MPRA Paper, University Library of Munich, Germany, number 90487, Oct.
• BENYOUB, Mohammed, 2018, "L’impact De L’investissement Des Revenus Pétroliers Sur La Croissance, L’inflation Et Le Chômage : Cas D’Algérie (2000-2015)
  [The Impact of Oil Revenue Investment on Growth, Inflation and Unemployment: The Case of Algeria (2000-2015)]," MPRA Paper, University Library of Munich, Germany, number 90489, Jan, revised 05 Jul 2018.
• Yaya, OlaOluwa S & Gil-Alana, Luis A., 2018, "High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach," MPRA Paper, University Library of Munich, Germany, number 90518, Dec.
• Oseni, Isiaq & Akpa, Emeka & Aberu, Felix, 2018, "Does Stock Market impact on the Growth of Nigerian Economy using 3SLS Analysis?," MPRA Paper, University Library of Munich, Germany, number 92285, Jun.
• Mansur, Alfan, 2018, "Measuring Systemic Risk on Indonesia’s Banking System," MPRA Paper, University Library of Munich, Germany, number 93300, Jan, revised 12 Apr 2018.
• Angelini, Giovanni & Fanelli, Luca, 2018, "Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments," MPRA Paper, University Library of Munich, Germany, number 93864, May, revised May 2019.
• Degiannakis, Stavros & Filis, George & Panagiotakopoulou, Sofia, 2018, "Oil Price Shocks and Uncertainty: How stable is their relationship over time?," MPRA Paper, University Library of Munich, Germany, number 96271.
• Degiannakis, Stavros, 2018, "Multiple Days Ahead Realized Volatility Forecasting: Single, Combined and Average Forecasts," MPRA Paper, University Library of Munich, Germany, number 96272.
• Nurrachmi, Rininta, 2018, "Movements of Islamic Stock Indices in Selected OIC Countries," MPRA Paper, University Library of Munich, Germany, number 96539.
• Kummer-Noormamode, Sabina, 2018, "The Relationship between Public Debt and Economic Growth: Nonlinearity and Country-Specificity," MPRA Paper, University Library of Munich, Germany, number 98075, Jun.
• Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2018, "Investor Sentiment and Crash Risk in Safe Havens," Working Papers, University of Pretoria, Department of Economics, number 201804, Jan.
• Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018, "International Monetary Policy Spillovers: Evidence from a TVP-VAR," Working Papers, University of Pretoria, Department of Economics, number 201806, Jan.
• Riza Demirer & Rangan Gupta, 2018, "Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201811, Feb.
• Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta, 2018, "Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches," Working Papers, University of Pretoria, Department of Economics, number 201814, Feb.
• Wendy Nyakabawo & Rangan Gupta & Hardik A. Marfatia, 2018, "High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach," Working Papers, University of Pretoria, Department of Economics, number 201817, Mar.
• Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2018, "Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 201821, Mar.
• Rangan Gupta & Florian Huber & Philipp Piribauer, 2018, "Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models," Working Papers, University of Pretoria, Department of Economics, number 201826, Apr.
• Goodness Aye, 2018, "Causality between Economic Policy Uncertainty and Real Housing Returns in Emerging Economies: A Cross-Sample Validation Approach," Working Papers, University of Pretoria, Department of Economics, number 201827, May.
• David Gabauer & Rangan Gupta, 2018, "On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach," Working Papers, University of Pretoria, Department of Economics, number 201829, May.
• Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers, University of Pretoria, Department of Economics, number 201830, May.
• Goodness C. Aye & Rangan Gupta, 2018, "Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States," Working Papers, University of Pretoria, Department of Economics, number 201832, May.
• Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2018, "Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data," Working Papers, University of Pretoria, Department of Economics, number 201833, May.
• Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018, "Greek Economic Policy Uncertainty: Does it Matter for the European Union?," Working Papers, University of Pretoria, Department of Economics, number 201840, Jul.
• Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018, "Time-Varying Impact of Geopolitical Risks on Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201841, Jul.
• Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2018, "The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201842, Jul.
• Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018, "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201846, Jul.
• Vasilios Plakandaras & Rangan Gupta & Wing-Keung Wong, 2018, "Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201847, Jul.
• Rangan Gupta & Patrick Kanda & Aviral Kumar Tiwari & Mark E. Wohar, 2018, "Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress," Working Papers, University of Pretoria, Department of Economics, number 201848, Jul.
• Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018, "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Working Papers, University of Pretoria, Department of Economics, number 201849, Aug.
• Qiang Ji & Rangan Gupta & Festus Victor Bekun & Mehmet Balcilar, 2018, "Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States," Working Papers, University of Pretoria, Department of Economics, number 201850, Aug.
• Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar, 2018, "The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels," Working Papers, University of Pretoria, Department of Economics, number 201857, Sep.
• Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari, 2018, "Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201860, Sep.
• Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2018, "Forecasting with Second-Order Approximations and Markov Switching DSGE Models," Working Papers, University of Pretoria, Department of Economics, number 201862, Sep.
• Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018, "Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017," Working Papers, University of Pretoria, Department of Economics, number 201863, Oct.
• Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018, "On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics," Working Papers, University of Pretoria, Department of Economics, number 201864, Oct.
• Rangan Gupta & Chi Keung Marco Lau & Wendy Nyakabawo, 2018, "Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 201866, Oct.
• Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2018, "Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation," Working Papers, University of Pretoria, Department of Economics, number 201869, Nov.
• Christina Christou & Rangan Gupta & Wendy Nyakabawo, 2018, "Time-Varying Impact of Uncertainty Shocks on the US Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201870, Nov.
• Rangan Gupta & Mark E. Wohar, 2018, "Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201874, Nov.
• Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018, "Can Monetary Policy Lean against Housing Bubbles?," Working Papers, University of Pretoria, Department of Economics, number 201877, Nov.
• Akhona Myataza & Rangan Gupta, 2018, "Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach," Working Papers, University of Pretoria, Department of Economics, number 201878, Nov.
• Petre Caraiani & Rangan Gupta, 2018, "Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?," Working Papers, University of Pretoria, Department of Economics, number 201883, Dec.
• Lukáš Kučera, 2018, "Investice v transmisním mechanismu cílování inflace verifikace zdrojů variability investic v České republice
  [Investment in the Transmission Mechanism of Inflation Targeting - Verification of Sources of Investment Variability in the Czech Republic," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 2, pages 201-217, DOI: 10.18267/j.polek.1184.
• Markéta Arltová & Tomáš Kábrt, 2018, "Hlavní determinanty ovlivňující poptávku po životním pojištění v České republice
  [Analysis of Determinants, Influencing Life Insurance Demand in the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 3, pages 344-365, DOI: 10.18267/j.polek.1192.
• Ashoka Mody & Milan Nedeljkovic, 2018, "Central Bank Policies and Financial Markets: Lessons from the Euro Crisis," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 253, Dec.
• Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi, 2018, "Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 10, issue 1, pages 1-25, March.
• Daniel Kosiorowski & Dominik Mielczarek & Jerzy P. Rydlewski, 2018, "Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for the Day and Night Air Pollution in Silesia Region - A Critical Overview," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 10, issue 1, pages 53-73, March.
• Robert Socha & Piotr Wdowiński, 2018, "Crude oil price and speculative activity: a cointegration analysis," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 10, issue 3, pages 263-304, September.
• Victor Bystrov, 2018, "Measuring the Natural Rates of Interest in Germany and Italy," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 10, issue 4, pages 333-353, December.
• Nikolay Iskrev, 2018, "Calibration and the estimation of macroeconomic models," Working Papers, Banco de Portugal, Economics and Research Department, number w201801.
• Nikolay Iskrev, 2018, "Are asset price data informative about news shocks? A DSGE perspective," Working Papers, Banco de Portugal, Economics and Research Department, number w201802.
• Morten Ø. Nielsen & S Johansen, 2018, "Nonstationary Cointegration In The Fractionally Cointegrated Var Model," Working Paper, Economics Department, Queen's University, number 1405, Aug.
• Haroon Mumtaz & Alberto Musso, 2018, "The evolving impact of global, region-specific and country-specific uncertainty," Working Papers, Queen Mary University of London, School of Economics and Finance, number 866, Sep.
• Martin Bruns & Michele Piffer, 2018, "Bayesian Structural VAR models: a new approach for prior beliefs on impulse responses," Working Papers, Queen Mary University of London, School of Economics and Finance, number 878, Nov.
• Gutiérrez, Ana Paola & Pérez, Fernando, 2018, "Choques agregados y sectoriales en la economía peruana," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 35, pages 29-53.
• Abu Hasan & Anita Zaman & Zohirul Islam Sikder & Abdul Wadud, 2018, "The Dynamics of Electricity Consumption, Energy Use and GDP in Bangladesh," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 21, issue 68, pages 40-53, June.
• Maria Christidou & Panagiotis Th. Konstantinou & Costas Roumanias, 2018, "Heterogeneous Monetary Policy Transmission in the Housing Market," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 10, issue 1, pages 75-96, January.
• Milena Lipovina-Božoviæ & Maja Ivanoviæ, 2018, "Capital flows in Montenegro: SVAR model," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 36, issue 2, pages 647-675.
• Anttonen, Jetro, 2018, "Nowcasting the Unemployment Rate in the EU with Seasonal BVAR and Google Search Data," ETLA Working Papers, The Research Institute of the Finnish Economy, number 62, Nov.
• Khalid Khan & Chi-Wei SU & Adnan Khurshid & Ashfaq U. Rehman, 2018, "Can the Fisher Effect Theory Work in Pakistan?," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 25, issue 1, pages 50-64.
• Khalid Khan & Chi-Wei SU & Adnan Khurshid & Ashfaq U. Rehman, 2018, "How Often Does the Exchange Rate Granger Cause the Stock Market in Pakistan? A Bootstrap Rolling Window Approach," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 25, issue 1, pages 65-78.
• Nikolay Arefiev & Ramis Khabibullin, 2018, "Bayesian identification of structural vector autoregression models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 49, pages 115-142.
• Sergei Aivazian & Aleksandr Bereznyatsky & Boris Brodsky, 2018, "Modeling Russian social indicators," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 51, pages 5-32.
• Dmitriy Borzykh & Mikhail Khasykov, 2018, "The refinement procedure of ICSS algorithm for structural breaks detection in GARCH-models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 51, pages 126-139.
• Olaniyi Evans & Sesan Adeniji & Isaac Nwaogwugwu & Ikechukwu Kelikume & Olamitunji Dakare & Olubode Oke, 2018, "The relative effect of monetary and fiscal policy on economic development in Africa: a GMM approach to the St. Louis equation," BizEcons Quarterly, Strides Educational Foundation, volume 2, pages 3-23.
• Melike Atay Polat & Suzan Ergun, 2018, "The Relationship between Economic Growth, CO2 Emissions and Health Expenditures in Turkey under Structural Breaks," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 3, pages 481-497.
• Pinar Ozdemir Cukadar & Nese Algan, 2018, "Institutional Change and Economic Policy Coordination for Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 3, pages 513-529.
• F. Ozlem Alper, 2018, "Examination of the Relationship among Budget Deficit, Money Supply and Inflation in Turkey: 1971-2016 Period," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 4, pages 799-810.