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

2018

• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590232, Jun.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590251, May.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-05417292, Jun, DOI: 10.1016/j.jeconom.2018.02.003.
• Silvia Miranda Agrippino & Giovanni Ricco, 2018, "Bayesian vector autoregressions," Sciences Po Economics Publications (main), HAL, number hal-03458277, May, DOI: 10.1093/acrefore/9780190625979.013..
• Zakariae Belmkaddem & Driss Touijar, 2018, "Les déficits jumeaux : étude empirique sur le cas marocain (1980-2018)," Working Papers, HAL, number hal-01712961, Feb.
• Yang Lu & Christian Gourieroux, 2018, "Negative Binomial Autoregressive Process," Working Papers, HAL, number hal-01730050, Mar.
• Bel Mkaddem Zakariae, 2018, "Peut-on parler d'un déficit budgétaire structurel et conjoncturel au Maroc ? Approche théorique et étude empirique," Working Papers, HAL, number hal-01806353, Jun.
• Palakiyèm Kpemoua, 2018, "Maritime, air traffics and economic growth in Togo
  [Trafics maritime, aérien et croissance économique au Togo]," Working Papers, HAL, number hal-01874954, Sep.
• Mohamed Ilyes Gritli & Serge Rey, 2017, "Quel impact de la libéralisation du compte capital sur le développement financier en Tunisie ? Les enseignements d'un modèle ARDL," Working Papers, HAL, number hal-01880318, Sep.
• Serge Rey, 2011, "L’impact du taux de change sur les exportations de l’Allemagne et de la France hors zone euro," Working Papers, HAL, number hal-01880350, Jan.
• Serge Rey, 2010, "La vulnerabilite des pays mediterraneens aux chocs des prix des matieres premieres," Working Papers, HAL, number hal-01880357, Nov.
• Silvia Miranda Agrippino & Giovanni Ricco, 2018, "Bayesian vector autoregressions," Working Papers, HAL, number hal-03458277, May, DOI: 10.1093/acrefore/9780190625979.013..
• Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018, "A model of the FED's view on inflation," Working Papers, HAL, number hal-03458456, Jan.
• Silvia Miranda Agrippino & Giovanni Ricco, 2018, "Identification with external instruments in structural VARs under partial invertibility," Working Papers, HAL, number hal-03475454, Jul.
• Antonio Lemus, 2018, "Dynamic Effects of the Chilean Fiscal Policy," Working Papers, HAL, number hal-04141693.
• Fadia Al Hajj & Gilles Dufrenot & Benjamin Keddad, 2018, "Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting?," Working Papers, HAL, number halshs-01757046, Mar.
• Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018, "Generating Univariate Fractional Integration within a Large VAR(1)," Working Papers, HAL, number halshs-01944588, Dec.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers, HAL, number halshs-01944656, Dec.
• Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp, 2018, "Integration and Disintegration of EMU Government Bond Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-625, Jan.
• Leschinski, Christian & Sibbertsen, Philipp, 2018, "The Periodogram of Spurious Long-Memory Processes," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-632, Jun.
• Yamin Ahmad & Ming Chien Lo & Olena Staveley-O'Carroll, 2018, "Nonlinearities in the Real Exchange Rates: New Evidence from Developed and Developing Countries," Working Papers, College of the Holy Cross, Department of Economics, number 1813, Dec.
• Irena Palić & Barbara Krizel, 2018, "Long-Run Analysis Of The Impact Of Public Sector Wages On Economic Activity In Croatia," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 2, pages 188-199.
• Karlsson, Sune & Österholm, Pär, 2018, "Is the US Phillips Curve Stable? Evidence from Bayesian VARs," Working Papers, Örebro University, School of Business, number 2018:5, Mar.
• Karlsson, Sune & Österholm, Pär, 2018, "A Note on the Stability of the Swedish Philips Curve," Working Papers, Örebro University, School of Business, number 2018:6, Mar.
• Debortoli, Davide & Kim, Jinill & Lindé, Jesper & Nunes, Ricardo, 2018, "Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 366, Jul, revised 01 Mar 2019.
• Sergey Ivashchenko, 2018, "Dynamic Stochastic General Equilibrium (DSGE) Models. Errors of Numerical Methods," HSE Economic Journal, National Research University Higher School of Economics, volume 22, issue 3, pages 448-459.
• Karatetskaya Efrosiniya & Lakshina Valeriya, 2018, "Volatility Spillovers With Spatial Effects On The Oil And Gas Market," HSE Working papers, National Research University Higher School of Economics, number WP BRP 72/FE/2018.
• Davor Kunovac & Martin Mandler & Michael Scharnagl, 2018, "Financial cycles in euro area economies: a cross-country perspective," Working Papers, The Croatian National Bank, Croatia, number 55, Jun.
• Gehrke, Britta & Weber, Enzo, 2018, "The timing of structural labor market reforms matters," IAB-Forum, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 2018, issue 02|Feb, pages 1-09.01.
• Mingyuan Sun, 2018, "Banking Crisis And Cyclic Shocks: A Perspective On Volatility Clustering," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 12, issue 2, pages 49-61.
• Mora Barrenechea, Mauricio & Heredia Gómez, Juan Carlos & Zeballos Coria, David, 2018, "The Time-Varying Degree of Inflation Expectation Anchoring in Bolivia," IDB Publications (Working Papers), Inter-American Development Bank, number 8911, Apr, DOI: http://dx.doi.org/10.18235/0001131.
• Garegnani, Lorena & Gómez Aguirre, Maximiliano, 2018, "Forecasting Inflation in Argentina," IDB Publications (Working Papers), Inter-American Development Bank, number 8940, Jun, DOI: http://dx.doi.org/10.18235/0001160.
• Farzaneh Sadeghi & Saeed Khadivy Rofougar, 2018, "The Money Demand Functions In Islamic Economy: New Evidence From Iran-Ardl Approach," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 4, issue 2, pages 205-222, November, DOI: https://doi.org/10.21098/jimf.v4i2..
• Donni Fajar Anugrah & Rakhmat Pratama, 2018, "Core Inflation Determinants: Decomposition Of Global And Domestic Factors Associated With Sectoral Inflation," Working Papers, Bank Indonesia, number WP/31/2018.
• Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin, 2018, "Modeling Systemic Risk with Markov Switching Graphical SUR Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 626.
• Mirko Abbritti & Salvatore Dell’Erba & Antonio Moreno & Sergio Sola, 2018, "Global Factors in the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 2, pages 301-340, March.
• Evžen Kočenda & Balázs Varga, 2018, "The Impact of Monetary Strategies on Inflation Persistence," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 4, pages 229-274, September.
• Junko Koeda, 2018, "Macroeconomic Effects of Quantitative and Qualitative Monetary Easing Measures," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-16, Nov.
• Ms. Nan Li & Mr. Vance Martin, 2018, "Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession," IMF Working Papers, International Monetary Fund, number 2018/100, May.
• Roberto J. Santillán-Salgado & Melissa G. Ulin-Lastra & Luis Jacob Escobar-Saldivar, 2018, "Polls, Prediction Markets, and Financial Variables," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 3, pages 295-323, Julio-Sep.
• Roberto Alejandro Ramírez-Silva & Salvador Cruz-Aké & Francisco Venegas-Martínez, 2018, "Volatility Contagion of Stock Returns of Microfinance Institutions in Emerging Markets: A DCC-M-GARCH Model," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 3, pages 325-343, Julio-Sep.
• Max Breitenlechner & Johann Scharler, 2018, "How does monetary policy influence bank lending? Evidence from the market for banks' wholesale funding," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-01, Jan.
• Yoosoon Chang & Junior Maih & Fei Tan, 2018, "Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2018-011, Nov.
• Yoosoon Chang & Fei Tan & Xin Wei, 2018, "State Space Models with Endogenous Regime Switching," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2018-012, Nov.
• Vladimir Arcabic, 2018, "Fiscal convergence and sustainability in the European Union," Public Sector Economics, Institute of Public Finance, volume 42, issue 4, pages 353-380, DOI: 10.3326/pse.42.4.1.
• António Afonso & Yasfir Ibraimo, 2018, "The Macroeconomic Effects of Public Debt: An Empirical Analysis of Mozambique," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/29, Feb.
• Nikolay Iskrev, 2018, "Are asset price data informative about news shocks? A DSGE perspective," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/33, Mar.
• Nikolay Iskrev, 2018, "Calibration and the estimation of macroeconomic models," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/34, Mar.
• Paulo M.D.C. Parente & Richard J. Smith, 2018, "Generalised Empirical Likelihood Kernel Block Bootstrapping," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/55, Nov.
• António Afonso & Philemon Kwame Opoku, 2018, "The Relationship between Fiscal and Current Account Imbalances in OECD Economies," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/61, Nov.
• Salah Eddine SARİ HASSOUN & Mohammed MEKİDİCHE & Mohammed Seghir GUELLİ, 2018, "Examining the Connection amongst Renewable Energy, Economic Growth and Carbon Dioxide Emissions in Algeria," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, volume 14, issue 28, pages 199-223, December, DOI: 10.26650/ekoist.2018.14.29.0013.
• van den Berg, Gerard J. & Drepper, Bettina, 2018, "A Unique Bond: Twin Bereavement and Lifespan Associations of Identical and Fraternal Twins," IZA Discussion Papers, IZA Network @ LISER, number 11448, Apr.
• Gehrke, Britta & Hochmuth, Brigitte, 2018, "Counteracting Unemployment in Crises: Non-Linear Effects of Short-Time Work Policy," IZA Discussion Papers, IZA Network @ LISER, number 11472, Apr.
• Bulent Ozel & Mario Eboli & Andrea Toto & Andrea Teglio, 2018, "Robust-yet-fragile: A simulation model on exposure and concentration at interbank networks," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2018/15.
• Abhinav Khemka & Temesgen Kifle & Bryan Morgan, 2018, "Export-Led Growth In India:A Bounds Testing Approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 1-14, January-M.
• Jim McFarlane & Boyd Blackwell & Stuart Mounter, 2018, "Good Gardening For A Perennial Economy: What’S The Optimal Growth Path For A Regional Economy?," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 29-44, January-M.
• Sakib Bin Amin & Muntasir Murshed, 2018, "An Empirical Investigation Of Foreign Aid And Dutch Disease In Bangladesh," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 2, pages 169-182, April-Jun.
• Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2018, "Dynamic Relationship Between Oil Price And Inflation In South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 2, pages 73-93, April-Jun.
• Virender Kumar, 2018, "Dynamics Of Private Capital Flows To India: A Structural VAR Approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 4, pages 129-149, October-D.
• Chiung-Ju Huang & Yuan-Hong Ho, 2018, "Does Taiwan's Defense Spending Crowd out Education and Social Welfare Expenditures?," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 14, issue 1, pages 67-82, February.
• BaÅŸak SEZGÄ°N & Selim YILDIRIM, 2018, "The Demand For Electricity Consumption In Turkey," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 5, issue 4, pages 37-56, October, DOI: 10.15637/jlecon.260.
• Kevin Momanyi, 2018, "A Structural Model of The Demand For Telecare," 2018 Papers, Job Market Papers, number pmo1170, Jul.
• Vouldis Angelos T., 2018, "Measuring Credit Demand and Supply: A Bayesian Model with an Application to Greece (2003–2011)," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 238, issue 1, pages 33-76, February, DOI: 10.1515/jbnst-2017-0108.
• Vouldis Angelos T., 2018, "Measuring Credit Demand and Supply: A Bayesian Model with an Application to Greece (2003–2011)," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 238, issue 1, pages 33-76, February, DOI: 10.1515/jbnst-2017-0108.
• Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2018, "Trending Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201809, Sep, revised Sep 2018.
• Zongwu Cai & Seong Yeon Chang, 2018, "A New Test In A Predictive Regression with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201811, Dec, revised Dec 2018.
• Mikhail Stolbov & Maria Shchepeleva, 2018, "Systemic risk in Europe: deciphering leading measures, common patterns and real effects," Annals of Finance, Springer, volume 14, issue 1, pages 49-91, February, DOI: 10.1007/s10436-017-0310-3.
• Simone Maciel Cuiabano & Maxwell Opoku-Afari, 2018, "Exchange Rate Dynamics and Monetary Integration in the EAC Countries," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 46, issue 3, pages 267-279, September, DOI: 10.1007/s11293-018-9586-6.
• Christos Avdoulas & Stelios Bekiros, 2018, "Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 2, pages 521-530, August, DOI: 10.1007/s10614-017-9695-3.
• Mulatu F. Zerihun & Marthinus C. Breitenbach, 2018, "Is SADC an optimal currency area? Evidence from the generalized purchasing power parity test," Economic Change and Restructuring, Springer, volume 51, issue 2, pages 173-188, May, DOI: 10.1007/s10644-017-9204-7.
• Sin-Yu Ho & Bernard Njindan Iyke, 2018, "Finance-growth-poverty nexus: a re-assessment of the trickle-down hypothesis in China," Economic Change and Restructuring, Springer, volume 51, issue 3, pages 221-247, August, DOI: 10.1007/s10644-017-9203-8.
• Omid Ranjbar & Tsangyao Chang & Chien-Chiang Lee & Zahra Mila Elmi, 2018, "Catching-up process in the transition countries," Economic Change and Restructuring, Springer, volume 51, issue 3, pages 249-278, August, DOI: 10.1007/s10644-017-9214-5.
• Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe, 2018, "Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 1, pages 49-57, February, DOI: 10.1007/s10663-016-9345-3.
• Petar Sorić, 2018, "Consumer confidence as a GDP determinant in New EU Member States: a view from a time-varying perspective," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 2, pages 261-282, May, DOI: 10.1007/s10663-016-9360-4.
• José Carlos Vides & Antonio A. Golpe & Jesús Iglesias, 2018, "How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 4, pages 685-706, November, DOI: 10.1007/s10663-017-9386-2.
• Luis A. Gil-Alana & Marinko Skare, 2018, "Testing the great decoupling: a long memory approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 4, pages 801-820, November, DOI: 10.1007/s10663-017-9390-6.
• Dilip Nachane & Amlendu Dubey, 2018, "India in the globalized economy : Growth spillovers & business cycle synchronization," International Economics and Economic Policy, Springer, volume 15, issue 1, pages 89-115, January, DOI: 10.1007/s10368-016-0367-x.
• Yu-Sheng Lai, 2018, "Dynamic hedging with futures: a copula-based GARCH model with high-frequency data," Review of Derivatives Research, Springer, volume 21, issue 3, pages 307-329, October, DOI: 10.1007/s11147-018-9142-1.
• Sunil K. Mohanty & Joseph Onochie & Abdulrahman F. Alshehri, 2018, "Asymmetric effects of oil shocks on stock market returns in Saudi Arabia: evidence from industry level analysis," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 595-619, October, DOI: 10.1007/s11156-017-0682-5.
• Heejoon Han & Na Kyeong Lee, 2018, "Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach," Korean Economic Review, Korean Economic Association, volume 34, pages 213-235.
• Dominik Bertsche & Robin Braun, 2018, "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2018-03, Apr.
• Dominik Bertsche & Ralf Brüggemann & Christian Kascha, 2018, "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2018-08, Dec.
• Dimitris Korobilis & Kamil Yilmaz, 2018, "Measuring Dynamic Connectedness with Large Bayesian VAR Models," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1802, Jan.
• Mert Demirer & Umut Gokcen & Kamil Yilmaz, 2018, "Financial Sector Volatility Connectedness and Equity Returns," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1803, Jan.
• Kamil Yilmaz, 2018, "Bank Volatility Connectedness in South East Asia," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1807, Mar.
• N. Melisa Bilgin & Kamil Yilmaz, 2018, "Producer Price Inflation Connectedness and Input-Output Networks," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1813, Sep.
• Mellár, Tamás & Németh, Kristóf, 2018, "A kibocsátási rés becslése többváltozós állapottérmodellekben. Szuperhiszterézis és további empirikus eredmények
  [Estimating output gap in multivariate state space models. Super-hysteresis and further empirical evidence]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 557-591, DOI: 10.18414/KSZ.2018.6.557.
• Soeren Johansen & Morten Oerregaard Nielsen, 2018, "Nonstationary cointegration in the fractionally cointegrated VAR model," Discussion Papers, University of Copenhagen. Department of Economics, number 18-04, May.
• Soeren Johansen, 2018, "Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models," Discussion Papers, University of Copenhagen. Department of Economics, number 18-05, May.
• Katarina Juselius, 2018, "Searching for a theory that fits the data: A personal research odyssey," Discussion Papers, University of Copenhagen. Department of Economics, number 18-07, Aug.
• Mihnea Constantinescu & Anh Dinh Minh Nguyen, 2018, "A century of gaps," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 51, Aug.
• Julius Stakenas, 2018, "Slicing up inflation: analysis and forecasting of Lithuanian inflation components," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 56, Dec.
• Ruijun Bu & Fredj Jawadi & Yuyi Li, 2018, "A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures," Working Papers, University of Liverpool, Department of Economics, number 20183, Aug.
• Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018, "Diffusion Copulas: Identification and Estimation," Working Papers, University of Liverpool, Department of Economics, number 20184, Jul.
• Viktors Ajevskis, 2018, "The Natural Rate of Interest: Information Derived from a Shadow Rate Model," Working Papers, Latvijas Banka, number 2018/02, Apr.
• Sona Benecka & Ludmila Fadejeva & Martin Feldkircher, 2018, "Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe," Working Papers, Latvijas Banka, number 2018/04, Oct.
• Jibonayan Raychaudhuri & Ada Wossink, 2018, "Ecolabels and The Economic Recession," Economics Discussion Paper Series, Economics, The University of Manchester, number 1807.
• Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018, "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201810.
• Jens Klose, 2018, "Equilibrium Real Interest Rates for the BRICS Countries," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201814.
• Doost Javid, Mozhdeh & Tehranchian, Amir Mansour, 2018, "Asymmetric Effects of the Real Exchange Rate Shocks on Private Consumption Expenditures in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 34, pages 558-533, January.
• Zamanzadeh, Hamid & Badri, Ahmad, 2018, "Analysis of the effect of unbalanced balance sheet of banking system on monetary variables and its remedy," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 34, pages 656-621, January.
• Mohammadi, Ahmad & Abdalkarimi Azar, Serveh & Fegh Majidi, Ali, 2018, "Investigating Price Index Convergence among Iran Provinces with Emphasizing on Cluster Analysis," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 36, pages 237-270, September.
• Amrollahi, Elham & Abtahi, Yhya & Aliheidari Bioki, Tahereh, 2018, "Nonlinear Analysis of Exchange Market Pressure Behavior in Iran: Self-Exciting Threshold Autoregressive Approach," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 37, pages 413-436, November.
• Bruce E. Hansen & Jeffrey S. Racine, 2018, "Bootstrap Model Averaging Unit Root Inference," Department of Economics Working Papers, McMaster University, number 2018-09, Apr.
• Evžen Kočenda & Karen Poghosyan, 2018, "Export Sophistication: A Dynamic Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 12, pages 2799-2814, September, DOI: 10.1080/1540496X.2017.1412305.
• Dilem Yıldırım & Onur A. Koska, 2018, "Puzzling out the Feldstein-Horioka Paradox for Turkey by a Time-Varying Parameter Approach," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1808, Apr, revised Apr 2018.
• Claudio, Morana, 2018, "Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices," Working Papers, University of Milano-Bicocca, Department of Economics, number 382, Jun, revised 04 Jun 2018.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2018, "Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model," Working Papers, University of Milano-Bicocca, Department of Economics, number 391, Nov, revised Nov 2018.
• Robert Dixon & Guay C. Lim, 2018, "Labor’s Share, the firm’s market power and TFP," Department of Economics - Working Papers Series, The University of Melbourne, number 2038, Feb.
• Eyno Rots, 2018, "Business, Housing, and Credit Cycles – The Case of Hungary," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 17, issue 4, pages 5-22.
• Nomahlubi Mavikela & Simba Mhaka & Andrew Phiri, 2018, "The inflation-growth relationship in SSA inflation targeting countries," Working Papers, Department of Economics, Nelson Mandela University, number 1801, Jan, revised Jan 2018.
• Kambale Kavese & Andrew Phiri, 2018, "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Working Papers, Department of Economics, Nelson Mandela University, number 1804, Jan, revised Jan 2018.
• Mashilana Ngondo & Hlalefang Khobai, 2018, "The impact of exchange rate on exports in South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1809, Mar, revised Mar 2018.
• Andrew Phiri, 2018, "How sustainable are fiscal budgets in the Kingdom of Swaziland?," Working Papers, Department of Economics, Nelson Mandela University, number 1810, Mar, revised Mar 2018.
• Izunna Anyikwa & Micheal Brookes & Pierre Le Roux, 2018, "African stock markets integration: an analysis of the relationship between major stock markets in Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1812, Mar, revised Mar 2018.
• Andrew Phiri, 2018, "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," Working Papers, Department of Economics, Nelson Mandela University, number 1816, Apr, revised Apr 2018.
• Kambale Kavese & Andrew Phiri, 2018, "A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1819, May.
• Hlalefang Khobai, 2018, "The causal links between renewable electricity generation and economic growth in South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1821, May.
• Zandile Zezethu & Andrew Phiri, 2018, "FDI as a contributing factor to economic growth in Burkina Faso: How true is this?," Working Papers, Department of Economics, Nelson Mandela University, number 1823, Jun.
• Gosego Mothuti & Andrew Phiri, 2018, "Inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," Working Papers, Department of Economics, Nelson Mandela University, number 1824, Jun.
• Izunna Anyikwa & Nicolene Haaman & Andrew Phiri, 2018, "Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests," Working Papers, Department of Economics, Nelson Mandela University, number 1825, Jul.
• Andrew Phiri, 2018, "Endogenous monetary approach to optimal inflation-growth nexus in Swaziland," Working Papers, Department of Economics, Nelson Mandela University, number 1827, Jul.
• Andrew Phiri, 2018, "Fitting Okun's law for the Swazi Kingdom: Will a nonlinear specification do?," Working Papers, Department of Economics, Nelson Mandela University, number 1829, Aug.
• Andrew Phiri, 2018, "Pursuing the Philips curve in an African monarchy: A Swazi case study," Working Papers, Department of Economics, Nelson Mandela University, number 1832, Sep.
• Bothwell Nyoni & Andrew Phiri, 2018, "Renewable energy-economic growth nexus in South Africa: Linear, nonlinear or non-existent?," Working Papers, Department of Economics, Nelson Mandela University, number 1833, Oct.
• Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018, "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 138, Nov.
• Mario Forni & Luca Gambetti & Luca Sala, 2018, "Fundamentalness, Granger Causality and Aggregation," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 139, Nov.
• Andrea Cipollini & Fabio Parla, 2018, "Housing Market Shocks in Italy: a GVAR approach," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0069, Apr.
• Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018, "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0070, Jul.
• Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2018, "Exponent of cross-sectional dependence for residuals," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/18.
• Tingting Cheng & Jiti Gao & Yayi Yan, 2018, "Regime switching panel data models with interative fixed effects," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/18.
• Tatsushi Oka & Pierre Perron, 2018, "Testing for common breaks in a multiple equations system," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/18.
• Tingting Cheng & Jiti Gao & Yayi Yan, 2018, "Regime switching in the presence of endogeneity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/18.
• M. Hakan Eratalay; Evgenii V. Vladimirov, 2018, "Mapping The Stocks In Micex: Who Is Central To The Moscow Stock Exchange?," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 111.
• Arnoud Stevens & Joris Wauters, 2018, "Is euro area lowflation here to stay ? Insights from a time-varying parameter model with survey data," Working Paper Research, National Bank of Belgium, number 355, Oct.
• Mariusz Kapuściński, 2018, "How far does monetary policy reach? Evidence from factor-augmented vector autoregressions for Poland," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 3, pages 191-216.
• Arkadiusz Semczak, 2018, "Morfologia cyklu indeksu WIG oraz jego współzależność z cyklem sfery realnej gospodarki w Polsce," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 6, pages 557-594.
• Michał Gradzewicz, 2018, "How do savings of different agents respond to interest rate change?," NBP Working Papers, Narodowy Bank Polski, number 276.
• Michał Brzoza-Brzezina & Jacek Kotłowski, 2018, "International confidence spillovers and business cycles in small open economies," NBP Working Papers, Narodowy Bank Polski, number 287.
• Russell Davidson & Andrea Monticini, 2018, "Improvements in Bootstrap Inference," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def070, Apr.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018, "Seasonal quasi-vector autoregressive models for macroeconomic data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 26316, Feb.
• Ferreira, José Luis & Hidalgo-Pérez, Manuel & Rubio-Castaño, Carmen, 2018, "The Democrat-Republican growth gap paradox," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 27445, Sep.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018, "Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 27483, Sep.
• Esida Gila-Gourgoura & Eftychia Nikolaidou, 2018, "Credit Risk Determinants in the Vulnerable Economies of Europe: Evidence from the Italian Banking System," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2018-08.
• Sergey Ivashchenko & Semih Emre Cekin & Kevin Kotze & Rangan Gupta, 2018, "Forecasting with second-order approximations and Markov-switching DSGE models," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2018-10.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2018, "Does time-variation matter in the stochastic volatility components for G7 stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 062, Jul.
• Al-Sadoon, Majid M., 2018, "The Linear Systems Approach To Linear Rational Expectations Models," Econometric Theory, Cambridge University Press, volume 34, issue 3, pages 628-658, June.
• Bandi, Federico M. & Moloche, Guillermo, 2018, "On The Functional Estimation Of Multivariate Diffusion Processes," Econometric Theory, Cambridge University Press, volume 34, issue 4, pages 896-946, August.
• Cho, Jin Seo & White, Halbert, 2018, "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, volume 34, issue 5, pages 1101-1131, October.
• Geraci, Marco Valerio & Gnabo, Jean-Yves, 2018, "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 1371-1390, June.
• Bastianin, Andrea & Manera, Matteo, 2018, "How Does Stock Market Volatility React To Oil Price Shocks?," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 3, pages 666-682, April.
• Elwasila S. E. MOHAMED, 2018, "Bounds test cointegration approach to examine factors contributing to declining maternal mortality ratio in Sudan (1969 2015)," Journal of Economics and Political Economy, EconSciences Journals, volume 5, issue 2, pages 146-159, June.
• Ambreen FATEMAH & Abdul QAYYUM, 2018, "Modeling the impact of exports on the economic growth of Pakistan," Turkish Economic Review, EconSciences Journals, volume 5, issue 1, pages 56-64, March.
• Yüksel OKÞAK, 2018, "Is there a long-run association between globalization and productivity: The case of Turkey," Turkish Economic Review, EconSciences Journals, volume 5, issue 2, pages 215-222, July.
• Mehwish BHUTTO & Erum Khushnood Zahid SHAIKH & Parveen SHAH, 2018, "Empirical analysis of non economic determinants of private investment in Pakistan (1969-2016)," Turkish Economic Review, EconSciences Journals, volume 5, issue 3, pages 256-262, October.
• Yüksel OKÞAK, 2018, "Cointegration and causality analysis of globalization and exports for Turkey," Journal of Economics Bibliography, EconSciences Journals, volume 5, issue 2, pages 122-128, June.
• Elwasila S.E MOHAMED, 2018, "Energy and economic factors affecting carbon dioxide emissions in Sudan: An empirical econometric analysis (1969–2015)," Journal of Economics Bibliography, EconSciences Journals, volume 5, issue 2, pages 60-75, June.
• Peter C.B. Phillips, 2018, "Dynamic Panel Modeling of Climate Change," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2150, Dec.
• Nektarios Michail & George Thucydides, 2018, "Does Housing Wealth Affect Consumption? The Case of Cyprus," Working Papers, Central Bank of Cyprus, number 2018-3, Jul.
• Demetris Koursaros & Nektarios Michail & Niki Papadopoulou & Christos Savva, 2018, "To Create or to Redistribute? That is the Question," Working Papers, Central Bank of Cyprus, number 2018-4, Jul.
• Lueger, Tim, 2018, "A VAR Evaluation of Classical Growth Theory," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 97403, Mar.
• Петя Йорданова, 2018, "Риск Мениджмънт В Дейността На Франчайзодателя," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 14, issue 14 Year 2, pages 56-74.
• Max Hanisch, 2018, "German and Euro Area Economies Will Benefit from a U.S. Interest Rate Hike in the Short Term," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 8, issue 12, pages 115-121.
• Max Hanisch, 2018, "Deutschland und der Euroraum profitieren wirtschaftlich kurzfristig von einer Zinserhöhung in den USA," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 85, issue 12, pages 245-251.
• Daniel Bierbaumer & Malte Rieth & Anton Velinov, 2018, "Nonlinear Intermediary Pricing in the Oil Futures Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1722.
• Helmut Lütkepohl & Aleksei Netsunajev, 2018, "The Relation between Monetary Policy and the Stock Market in Europe," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1729.
• Thore Schlaak & Malte Rieth & Maximilian Podstawski, 2018, "Monetary Policy, External Instruments and Heteroskedasticity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1749.
• Helmut Lütkepohl & Thore Schlaak, 2018, "Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1750.
• Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018, "Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1762.
• Helmut Lütkepohl & Mika Meitz & Aleksei NetŠunajev & Pentti Saikkonen, 2018, "Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1764.
• Nadia Boussaha & Faycal Hamdi & Saïd Souam, 2018, "Multivariate Periodic Stochastic Volatility Models: Applications to Algerian dinar exchange rates and oil prices modeling," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-14.
• Antonio Lemus, 2018, "Dynamic Effects of the Chilean Fiscal Policy," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-33.
• A. Alekseev & Mikhail Freer, 2018, "Selection in the Lab: A Network Approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2018-32, Nov.
• Matteo Barigozzi & Marc Hallin, 2018, "Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2018-33, Nov.
• Álvarez, Irma Alonso & Skudelny, Frauke, 2018, "Are the recent oil price increases set to last?," Economic Bulletin Boxes, European Central Bank, volume 2.
• Lis, Eliza & Porqueddu, Mario, 2018, "The role of seasonality and outliers in HICP inflation excluding food and energy," Economic Bulletin Boxes, European Central Bank, volume 2.
• Hahn, Elke & O'Brien, Derry, 2018, "Monitoring the exchange rate pass-through to inflation," Economic Bulletin Boxes, European Central Bank, volume 4.
• Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018, "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series, European Central Bank, number 205, Jan.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2018, "Priors for the long run," Working Paper Series, European Central Bank, number 2132, Feb.
• McAdam, Peter & Warne, Anders, 2018, "Euro area real-time density forecasting with financial or labor market frictions," Working Paper Series, European Central Bank, number 2140, Apr.
• Mumtaz, Haroon & Musso, Alberto, 2018, "The evolving impact of global, region-specific and country-specific uncertainty," Working Paper Series, European Central Bank, number 2147, Apr.
• Rubaszek, Michał & Ca' Zorzi, Michele, 2018, "Exchange rate forecasting on a napkin," Working Paper Series, European Central Bank, number 2151, May.
• Iskrev, Nikolay, 2018, "Are asset price data informative about news shocks? A DSGE perspective," Working Paper Series, European Central Bank, number 2161, Jun.
• Krustev, Georgi, 2018, "The natural rate of interest and the financial cycle," Working Paper Series, European Central Bank, number 2168, Jul.
• Hahn, Elke & Zekaite, Zivile & de Bondt, Gabe, 2018, "ALICE: A new inflation monitoring tool," Working Paper Series, European Central Bank, number 2175, Sep.
• Luxolo Malangeni & Andrew Phiri, 2018, "Education and Economic Growth in Post-apartheid South Africa: An Autoregressive Distributive Lag Approach," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 101-107.
• El in Ayka Alp & Zeynep Biyik, 2018, "Inflation Expectation Dynamics: A Structural Long-run Analysis for Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 350-356.
• Anelisa Nomatye & Andrew Phiri, 2018, "Investigating the Macroeconomic Determinants of Hosehold Debt in South Africa," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 62-69.
• Shailender Singh & Amar Singh, 2018, "Study on the Relationship of Firm's Performance with Capital Structure-Evidence from Taiwan," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 3, pages 307-314.