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

2018

• Jeyhun I. Mikayilov & Fakhri J. Hasanov & Marzio Galeotti, 2018, "Decoupling of C02 Emissions and GDP: A Time-Varying Cointegration Approach," IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy, number 101.
• Jeyhun I. Mikayilov & Marzio Galeotti & Fakhri J. Hasanov, 2018, "The Impact of Economic Growth on CO2 Emissions in Azerbaijan," IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy, number 102.
• Mario Alloza & Pablo Burriel & Javier J. Pérez, 2018, "Fiscal policies in the euro area: revisiting the size of spillovers," Working Papers, Banco de España, number 1820, Jul.
• Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018, "The rise and fall of the natural interest rate," Working Papers, Banco de España, number 1822, Jul.
• Jorge E. Galán & Javier Mencía, 2018, "Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe," Working Papers, Banco de España, number 1825, Aug.
• María Gil & Javier J. Pérez & A. Jesús Sánchez & Alberto Urtasun, 2018, "Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data," Working Papers, Banco de España, number 1842, Dec.
• Simone Emiliozzi & Elisa Guglielminetti & Michele Loberto, 2018, "Forecasting house prices in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 463, Oct.
• Antonio M. Conti & Concetta Gigante, 2018, "Weakness in Italy�s core inflation and the Phillips curve: the role of labour and financial indicators," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 466, Oct.
• Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2018, "The global component of inflation volatility," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1170, Apr.
• Alessio Ciarlone & Andrea Colabella, 2018, "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1175, Jun.
• Francesco Corsello & Valerio Nispi Landi, 2018, "Labor market and financial shocks: a time varying analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1179, Jun.
• Marcello Pericoli & Marco Taboga, 2018, "Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1189, Sep.
• Marcello Pericoli, 2018, "Macroeconomics determinants of the correlation between stocks and bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1198, Nov.
• Antonio M. Conti & Andrea Nobili & Federico M. Signoretti, 2018, "Bank capital constraints, lending supply and economic activity," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1199, Nov.
• Gálvez-Soriano Oscar de Jesús, 2018, "Nowcasting Mexican GDP using Factor Models and Bridge Equations," Working Papers, Banco de México, number 2018-06, Jun.
• Clark Granger & Yurany Hernández & Jorge Ramos & Jorge Toro & Héctor Zárate, 2018, "La postura fiscal en Colombia a partir de los ajustes a las tarifas impositivas," Borradores de Economia, Banco de la Republica de Colombia, number 1038, Feb, DOI: 10.32468/be.1038.
• Camilo Alberto Cárdenas-Hurtado & Aaron Levi Garavito-Acosta & Jorge Hernán Toro-Córdoba, 2018, "Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case," Borradores de Economia, Banco de la Republica de Colombia, number 1043, May, DOI: 10.32468/be.1043.
• Juan Sebastian Cubillos-Rocha & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia, 2018, "Detecting exchange rate contagion using copula functions," Borradores de Economia, Banco de la Republica de Colombia, number 1047, Aug, DOI: 10.32468/be.1047.
• Eddie Gerba, 2018, "What is the Fiscal Stress in Euro Area? Evidence from a Joint Monetary-Fiscal Structural Model," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 36, issue 85, pages 21-47, April, DOI: 10.32468/Espe.8502.
• Alejandro López-Vera & Andrés D. Pinchao-Rosero & Norberto Rodríguez-Niño, 2018, "Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 36, issue 85, pages 48-64, April, DOI: 10.32468/Espe.8503.
• Todd B. Walker, 2018, "Inflation Targeting in Emerging Economies," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 36, issue 85, pages 7-20, April, DOI: 10.32468/Espe.8501.
• Zorica Mladenović & Jelena Rašković, 2018, "Econometric Testing Of Uncovered Interest Rate Parity In Serbia," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 63, issue 216, pages 35-62, January –.
• Ammar Hamad Khalaf, 2018, "Foreign Exchange Market Pressure Index And Monetary Policy In Iraq," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 63, issue 219, pages 61-82, October –.
• Güneş Kamber & Benjamin Wong, 2018, "Global factors and trend inflation," BIS Working Papers, Bank for International Settlements, number 688, Jan.
• Elmar Mertens & James M. Nason, 2018, "Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility," BIS Working Papers, Bank for International Settlements, number 713, Apr.
• Benjamin K Johannsen & Elmar Mertens, 2018, "A time series model of interest rates with the effective lower bound," BIS Working Papers, Bank for International Settlements, number 715, Apr.
• Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2018, "Macro-financial linkages: the role of liquidity dependence," BIS Working Papers, Bank for International Settlements, number 716, Apr.
• David Perez-Reyna & Mauricio Villamizar-Villegas, 2018, "Breaking the trilemma: the effects of financial regulations on foreign assets," BIS Working Papers, Bank for International Settlements, number 718, May.
• Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2018, "Identifying oil price shocks and their consequences: the role of expectations in the crude oil market," BIS Working Papers, Bank for International Settlements, number 725, May.
• Sergio H. Lence & GianCarlo Moschini & Fabio Gaetano Santeramo, 2018, "Threshold cointegration and spatial price transmission when expectations matter," Agricultural Economics, International Association of Agricultural Economists, volume 49, issue 1, pages 25-39, January, DOI: 10.1111/agec.12393.
• Andrea Bastianin & Alessandro Lanza & Matteo Manera, 2018, "Economic impacts of El Niño southern oscillation: evidence from the Colombian coffee market," Agricultural Economics, International Association of Agricultural Economists, volume 49, issue 5, pages 623-633, September, DOI: 10.1111/agec.12447.
• Mark A. Wynne & Ren Zhang, 2018, "Measuring The World Natural Rate Of Interest," Economic Inquiry, Western Economic Association International, volume 56, issue 1, pages 530-544, January, DOI: 10.1111/ecin.12500.
• Robert Dixon & Guay C. Lim, 2018, "Labor'S Share, The Firm'S Market Power, And Total Factor Productivity," Economic Inquiry, Western Economic Association International, volume 56, issue 4, pages 2058-2076, October, DOI: 10.1111/ecin.12580.
• Giampiero M. Gallo & Edoardo Otranto, 2018, "Combining sharp and smooth transitions in volatility dynamics: a fuzzy regime approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 67, issue 3, pages 549-573, April, DOI: 10.1111/rssc.12253.
• Stefan Bruder & Michael Wolf, 2018, "Balanced Bootstrap Joint Confidence Bands for Structural Impulse Response Functions," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 5, pages 641-664, September, DOI: 10.1111/jtsa.12289.
• Søren Johansen & Morten Ørregaard Nielsen, 2018, "Testing the CVAR in the Fractional CVAR Model," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 6, pages 836-849, November, DOI: 10.1111/jtsa.12300.
• Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018, "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 6, pages 966-987, November, DOI: 10.1111/jtsa.12427.
• Helmut Lütkepohl & Thore Schlaak, 2018, "Choosing Between Different Time‐Varying Volatility Models for Structural Vector Autoregressive Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 80, issue 4, pages 715-735, August, DOI: 10.1111/obes.12238.
• Matteo Barigozzi & Antonio M. Conti, 2018, "On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 80, issue 4, pages 755-787, August, DOI: 10.1111/obes.12239.
• Benjamin Born & Sebastian Breuer & Steffen Elstner, 2018, "Uncertainty and the Great Recession," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 80, issue 5, pages 951-971, October, DOI: 10.1111/obes.12229.
• Ludovic Gauvin & Cyril C. Rebillard, 2018, "Towards recoupling? Assessing the global impact of a Chinese hard landing through trade and commodity price channels," The World Economy, Wiley Blackwell, volume 41, issue 12, pages 3379-3415, December, DOI: 10.1111/twec.12631.
• Álvaro Céspedes T. & Javier Cossio M. & Angelica Calle S., 2018, "Inclusión financiera y pobreza en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 29, issue 2, pages 83-126, July - De.
• Hilde C. Bjørnland & Leif Anders Thorsrud & Ragnar Torvik, 2018, "Dutch disease dynamics reconsidered," Working Paper, Norges Bank, number 2018/1, Feb.
• Hilde C. Bjørnland & Leif Anders Thorsrud & Ragnar Torvik, 2018, "Dutch Disease Dynamics Reconsidered," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 4/2018, Feb.
• Yoosoon Chang & Junior Maih & Fei Tan, 2018, "State Space Models with Endogenous Regime Switching," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 9/2018, Nov.
• Thomai Filippeli & Richard Harrison & Konstantinos Theodoridis, 2018, "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Bank of England Staff Working Paper series, Bank of England, number 716, Mar.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2018, "Bayesian vector autoregressions," Bank of England Staff Working Paper series, Bank of England, number 756, Sep.
• Simon Lloyd, 2018, "Estimating nominal interest rate expectations: overnight indexed swaps and the term structure," Bank of England Staff Working Paper series, Bank of England, number 763, Nov.
• Hiona Balfoussia & Dimitris Papageorgiou, 2018, "Real and financial cycles in the Greek economy," Economic Bulletin, Bank of Greece, issue 47, pages 7-30, July.
• David Umoru & Sylvester Ohiomu & Richard Akpeke, 2018, "The Influence of Oil Price Volatility on Selected Macroeconomic Variables in Nigeria," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 21, issue 1, pages 1-22, DOI: 10.1515/acta-2018-0001.
• Byeongseon Seo & Keunho Jang, 2018, "Inventory Investment and Business Cycle: Asymmetric Dynamics of Inventory Investment over the Business Cycle Phases (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 24, issue 3, pages 1-36, September.
• Seo, Byeongseon & Jang, Keunho, 2018, "Inventory Investments and Business Cycles (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2018-7, Mar.
• Kevin Larcher & Jaebeom Kim & Youngju Kim, 2018, "Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach," Working Papers, Economic Research Institute, Bank of Korea, number 2018-12, Apr.
• In Do Hwang, 2018, "Central Bank Reputation and Inflation-Unemployment Performance: Empirical Evidence from an Executive Survey of 62 Countries," Working Papers, Economic Research Institute, Bank of Korea, number 2018-14, May.
• Namju Kim, 2018, "The Effect of Investment-Specific Technology Shocks on the Gap of Wage and Employment by Workers¡Ç Skill or Tasks (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2018-19, Jul.
• Seohyun Lee & Inhwan So & Jongrim Ha, 2018, "Identifying Uncertainty Shocks due to Geopolitical Swings in Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2018-26, Sep.
• G. Angelini & L. Fanelli, 2018, "Identification and estimation issues in Structural Vector Autoregressions with external instruments," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1122, May.
• Rania Zghal & Ahmed Ghorbel & Mohamed Triki, 2018, "Dynamic model for hedging of the European stock sector with credit default swaps and EURO STOXX 50 volatility index futures," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 312-328, December.
• Afees A. Salisu & Taofeek O. Ayinde, 2018, "Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 341-348, December.
• Marfatia Hardik A., 2018, "Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market," The B.E. Journal of Macroeconomics, De Gruyter, volume 18, issue 1, pages 1-18, January, DOI: 10.1515/bejm-2016-0005.
• Xu Xiaojie, 2018, "Using Local Information to Improve Short-Run Corn Price Forecasts," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 16, issue 1, pages 1-15, January, DOI: 10.1515/jafio-2017-0018.
• Xu Xiaojie, 2018, "Linear and Nonlinear Causality between Corn Cash and Futures Prices," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 16, issue 2, pages 1-16, November, DOI: 10.1515/jafio-2016-0006.
• Mothuti Gosego & Phiri Andrew, 2018, "Inflation-Growth Nexus in Botswana: Can Lower Inflation Really Spur Growth in the Country?," Global Economy Journal, De Gruyter, volume 18, issue 4, pages 1-11, December, DOI: 10.1515/gej-2018-0045.
• Reusens Peter & Croux Christophe, 2018, "Linearly Transforming Variables in the VAR Model, How Does it Change the Impulse Response?," Journal of Econometric Methods, De Gruyter, volume 7, issue 1, pages 1-16, January, DOI: 10.1515/jem-2015-0015.
• Boubaker Heni, 2018, "A Generalized ARFIMA Model with Smooth Transition Fractional Integration Parameter," Journal of Time Series Econometrics, De Gruyter, volume 10, issue 1, pages 1-20, January, DOI: 10.1515/jtse-2015-0001.
• Ardakani Omid M. & Kishor N. Kundan, 2018, "Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 1, pages 1-19, February, DOI: 10.1515/snde-2016-0085.
• Chow Sheung-Chi & Cunado Juncal & Gupta Rangan & Wong Wing-Keung, 2018, "Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 2, pages 1-15, April, DOI: 10.1515/snde-2016-0121.
• Christidou Maria & Fountas Stilianos, 2018, "Uncertainty in the housing market: evidence from US states," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 2, pages 1-17, April, DOI: 10.1515/snde-2016-0064.
• Giusto Andrea & İşcan Talan B., 2018, "The Rescaled VAR Model with an Application to Mixed-Frequency Macroeconomic Forecasting," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 4, pages 1-16, September, DOI: 10.1515/snde-2017-0047.
• Nguyen Anh D. M. & Pavlidis Efthymios G. & Peel David A., 2018, "Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 5, pages 1-17, December, DOI: 10.1515/snde-2017-0092.
• Kotz Hans-Helmut & Semmler Willi & Tahri Ibrahim, 2018, "Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 5, pages 1-19, December, DOI: 10.1515/snde-2017-0097.
• Chaubal Aditi, 2018, "P-star model for India: a nonlinear approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 5, pages 1-28, December, DOI: 10.1515/snde-2017-0067.
• Bianca COSTACHE, 2018, "The Relationship Between Insurance And Economic Growth In Germany, Netherlands And Spain," Contemporary Economy Journal, Constantin Brancoveanu University, volume 3, issue 4, pages 38-43.
• Paul J.J. Welfens & Fabian J. Baier, 2018, "BREXIT and FDI: Key Issues and New Empirical Findings," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei241, Jan.
• Arthur Korus & Kaan Celebi, 2018, "The Impact of Brexit on the British Pound/Euro Exchange rate," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei243, Apr.
• Samir Kadiric & Arthur Korus, 2018, "Effects of Brexit on Corporate Yield Spreads: Evidence from UK and Eurozone Corporate Bond Markets," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei251, Sep.
• Angelica Gianfreda & Derek Bunn, 2018, "A Stochastic Latent Moment Model for Electricity Price Formation," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS46, Jan.
• F. Marta L. Di Lascio & Andrea Menapace & Maurizio Righetti, 2018, "Joint and conditional dependence modeling of peak district heating demand and outdoor temperature: a copula-based approach," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS53, Jul.
• Onatski, A. & Wang, C., 2018, "Extreme canonical correlations and high-dimensional cointegration analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1805, Jan.
• Goodhead, Robert & Kolb, Benedikt, 2018, "Monetary Policy Communication Shocks and the Macroeconomy," Research Technical Papers, Central Bank of Ireland, number 15/RT/18, Dec.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018, "Testing DSGE Models by indirect inference: a survey of recent findings," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/14, Jun.
• Angelini, Giovanni & Costantini, Mauro & Easaw, Joshy, 2018, "Uncertainty and spillover effects across the Euro area," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/15, Jun.
• Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018, "DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/5, Jan.
• Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018, "Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/6, Jan.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018, "The small sample properties of Indirect Inference in testing and estimating DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/7, Mar.
• Stanislav Anatolyev & Sergei Seleznev & Veronika Selezneva, 2018, "Formation of Market Beliefs in the Oil Market," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp619, Jun.
• David Leuwer & Bernd Süssmuth, 2018, "Assessing Temporary Product-Specific Subsidies: A Time Series Intervention Analysis," CESifo Working Paper Series, CESifo, number 6946.
• Jonas Dovern & Hans Manner, 2018, "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series, CESifo, number 7023.
• Christiane Baumeister & James D. Hamilton, 2018, "Inference in Structural Vector Autoregressions when the Identifying Assumptions are not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations," CESifo Working Paper Series, CESifo, number 7048.
• Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2018, "Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence," CESifo Working Paper Series, CESifo, number 7073.
• Jan Pablo Burgard & Matthias Neuenkirch & Matthias Nöckel, 2018, "State-Dependent Transmission of Monetary Policy in the Euro Area," CESifo Working Paper Series, CESifo, number 7074.
• Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018, "Economic Policy Uncertainty Spillovers in Booms and Busts," CESifo Working Paper Series, CESifo, number 7086.
• Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018, "Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach," CESifo Working Paper Series, CESifo, number 7105.
• Lutz Kilian & Xiaoqing Zhou, 2018, "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment," CESifo Working Paper Series, CESifo, number 7166.
• Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2018, "Exponent of Cross-sectional Dependence for Residuals," CESifo Working Paper Series, CESifo, number 7223.
• Steffen Elstner & Lars P. Feld & Christoph M. Schmidt, 2018, "The German Productivity Paradox - Facts and Explanations," CESifo Working Paper Series, CESifo, number 7231.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2018, "Political Tension and Stock Markets in the Arabian Peninsula," CESifo Working Paper Series, CESifo, number 7341.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2018, "The Impact of Business and Political News on the GCC Stock Markets," CESifo Working Paper Series, CESifo, number 7353.
• Ashoka Mody & Milan Nedeljkovic, 2018, "Central Bank Policies and Financial Markets: Lessons from the Euro Crisis," CESifo Working Paper Series, CESifo, number 7400.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2018, "Bayesian Vector Autoregressions," Discussion Papers, Centre for Macroeconomics (CFM), number 1808, Mar.
• Gabor Pinter, 2018, "Macroeconomic Shocks and Risk Premia," Discussion Papers, Centre for Macroeconomics (CFM), number 1812, May.
• Sander Willems, 2018, "Asian Option Pricing with Orthogonal Polynomials," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-09, Feb, revised Feb 2018.
• Eric Jondeau & Amir Khalilzadeh, 2018, "Measuring the Capital Shortfall of Large U.S. Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-11, Feb, revised Feb 2018.
• J-C Gerlach & Guilherme Demos & Didier Sornette, 2018, "Dissection of Bitcoin's Multiscale Bubble History," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-30, Apr.
• Damir Filipović & Martin Larsson & Tony Ware, 2018, "Polynomial Processes for Power Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-34, May.
• Aleksandr Alekseev & Mikhail Freer, 2018, "Selection in the Lab: A Network Approach," Working Papers, Chapman University, Economic Science Institute, number 18-13.
• Jair N. Ojeda-Joya & Gloria Sarmiento, 2018, "Sovereign risk and the real exchange rate: A non-linear approach," International Economics, CEPII research center, issue 156, pages 1-14.
• Walid Bahloul & Rangan Gupta, 2018, "Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures," International Economics, CEPII research center, issue 156, pages 247-253.
• Mohamed Amine Boutabba & Diadié Diaw & Albert Lessoua, 2018, "Environment-energy-growth nexus in Sub-Saharan Africa: The role of intermediate goods," International Economics, CEPII research center, issue 156, pages 254-267.
• Hafedh Bouakez & Denis Larocque & Michel Normandin, 2018, "Separating the wheat from the chaff: A disaggregate analysis of the effects of public spending in the US," Canadian Journal of Economics, Canadian Economics Association, volume 51, issue 2, pages 361-390, May, DOI: 10.1111/caje.12324.
• Anthony Garratt & Kevin Lee & Kalvinder Shields, 2018, "The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics," Canadian Journal of Economics, Canadian Economics Association, volume 51, issue 2, pages 391-418, May, DOI: 10.1111/caje.12325.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators," Working Papers, CEMFI, number wp2018_1802, Jan.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Specification Tests for Non-Gaussian Maximum Likelihood Estimators," Working Papers, CEMFI, number wp2018_1804, May.
• Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018, "The Rise and Fall of the Natural Interest Rate," Working Papers, CEMFI, number wp2018_1805, Jul.
• Petre BREZEANU & Ghiur RODICA & Silvia Paula TODOR, 2018, "The Impact Of Vat On The Economy In Relation To Other Taxes In South East Europe," Law, Society & Organisations, Romanian Foundation for Business Intelligence, Editorial Department, issue 4 (1/2018, pages 11-21, June.
• Francisco A. Ramírez de León, 2018, "The Relation Between Credit and Business Cycles in Central America and the Dominican Republic," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 4, in: Alberto Ortiz-Bolaños, "Monetary Policy and Financial Stability in Latin America and the Caribbean".
• Francisco A. Ramírez de León, 2018, "La relación entre los ciclos económicos y del crédito en América Central y la República Dominicana," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 4, in: Alberto Ortiz Bolaños, "Política Monetaria y Estabilidad Financiera en América Latina y el Caribe".
• Alberto Ortiz Bolaños (ed.), 2018, "Monetary Policy and Financial Stability in Latin America and the Caribbean," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 5en, edition 1, ISBN: ARRAY(0x757ca350).
• Alberto Ortiz Bolaños (ed.), 2018, "Política Monetaria y Estabilidad Financiera en América Latina y el Caribe," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 5es, edition 1, ISBN: ARRAY(0x7644d138).
• Tibor Hledik & Jan Vlcek, 2018, "Quantifying the Natural Rate of Interest in a Small Open Economy - The Czech Case," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/7, Jul.
• Bauwens & E. Otranto, 2018, "Nonlinearities and Regimes in Conditional Correlations with Different Dynamics," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201803.
• Julio César Alonso Cifuentes & Mar�a Fernanda Bonilla L�pez, 2018, "Integración espacial en el mercado de la guayaba pera en el Valle del Cauca," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 37, issue 74, pages 471-494.
• Julio César Alonso Cifuentes & Mar�a Fernanda Bonilla L�pez, 2018, "Integración espacial en el mercado de la guayaba pera en el Valle del Cauca," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 37, issue 74, pages 471-494.
• Kun Ma & Gang Diao, 2017, "Study on spillover effect between international soybean market and China's domestic soybean market," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 35, issue 84, pages 260-266, DOI: 10.1016/j.espe.2017.11.003.
• Kun Ma & Gang Diao, 2017, "Study on spillover effect between international soybean market and China's domestic soybean market," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 35, issue 84, pages 260-266, DOI: 10.1016/j.espe.2017.11.003.
• Todd B. Walker, 2018, "Inflation Targeting in Emerging Economies," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 36, issue 85, pages 7-20, DOI: 10.32468/Espe.8501.
• Alejandro López-Vera & Andr�s D. Pinchao-Rosero & Norberto Rodr�guez-Ni�o, 2018, "Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 36, issue 85, pages 48-64, DOI: 10.32468/Espe.8503.
• John J. Garcia-Rendon & Alejandro Guti�rrez G�mez & Luisa Vargas Tob�n & Hermilson Velasquez Ceballos, 2018, "Redes inteligentes y mecanismo de respuesta de la demanda: el caso del sector eléctrico colombiano Smart grids and demand response mechanism: the case of the Colombian electricity market?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16975, Nov.
• John Jairo García & Alejandro Guti�rrez & Luisa Vargas & Hermilson Vel�squez, 2018, "Redes inteligentes y mecanismo de respuesta de la demanda: el caso del sector eléctrico colombiano," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 17010, Nov.
• Álvaro Martín Moreno Rivas, 2018, "Del mundo del más o menos al universo de precisión: a propósito de los modelos de ciclos de los negocios de Ragnar Frisch y Michal Kalecki," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 022857, Oct.
• Álvaro Martín Moreno Rivas, 2018, "La conjetura de Shaikh. Un modelo clásico de la tasa de cambio real Colombia-Estados Unidos," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 022858, Oct.
• Álvaro Martín Moreno Rivas, 2018, "La conjetura de Shaikh. Un modelo clásico de la tasa de cambio real Colombia - Estados Unidos," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 16809, Oct.
• Álvaro Martín Moreno Rivas, 2018, "Del mundo del más o menos al universo de precisión: a propósito de los modelos de ciclos de los negocios de Ragnar Frisch Y Michal Kalecki," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 16810, Oct.
• Nicolás Ronderos, 2018, "Variaciones previsibles del ingreso y su efecto sobre el consumo. Un análisis para la economía colombiana," Revista CIFE, Universidad Santo Tomás, volume 20, issue 33, pages 17-37.
• Juan Manuel Candelo Viafara, 2018, "Impactos indirectos de la tasa de cambio y los precios del petróleo en una economía no petrolera: aproximaciones VECM y VAR para el Valle del Cauca, Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 2, pages 403-436.
• BAUWENS Luc, & OTRANTO Edoardo,, 2018, "Nonlinearities and regimes in conditional correlations with different dynamics," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018009, Mar.
• HAFNER Christian, & HERWARTZ Helmut, & MAXAND Simone,, 2018, "Identification of structural multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018020, Jul.
• Yukai Yang & Luc Bauwens, 2018, "State-space models on the Stiefel Manifold with a new approach to nonlinear filtering," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2985, Jan, DOI: https://doi.org/10.3390/econometric.
• Adam Elbourne & Kan Ji & Sem Duijndam, 2018, "The effects of unconventional monetary policy in the euro area," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 371, Feb.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2018, "A Model of the Fed's View on Inflation," CEPR Discussion Papers, Centre for Economic Policy Research, number 12564, Jan.
• Antolín-Díaz, Juan & Petrella, Ivan & Rubio-Ramírez, Juan Francisco, 2018, "Structural Scenario Analysis with SVARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 12579, Jan.
• Bok, Brandyn & Caratelli, Daniele & Giannone, Domenico & Sbordone, Argia & Tambalotti, Andrea, 2018, "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 12589, Jan.
• Fiorentini, Gabriele & Sentana, Enrique, 2018, "Consistent non-Gaussian pseudo maximum likelihood estimators," CEPR Discussion Papers, Centre for Economic Policy Research, number 12682, Feb.
• Baumeister, Christiane & Hamilton, James, 2018, "Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 12911, May.
• Fiorentini, Gabriele & Sentana, Enrique, 2018, "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers, Centre for Economic Policy Research, number 12934, May.
• Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2018, "Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different," CEPR Discussion Papers, Centre for Economic Policy Research, number 13016, Jun.
• Di Bonaventura, Luca & Forni, Mario & Pattarin, Francesco, 2018, "The Forcasting Performance of Dynamic Factor Models with Vintage Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 13034, Jul.
• Fiorentini, Gabriele & Galesi, Alessandro & Pérez Quirós, Gabriel & Sentana, Enrique, 2018, "The Rise and Fall of the Natural Interest Rate," CEPR Discussion Papers, Centre for Economic Policy Research, number 13042, Jul.
• Kilian, Lutz & Zhou, Xiaoqing, 2018, "Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment," CEPR Discussion Papers, Centre for Economic Policy Research, number 13068, Jul.
• Çakmaklı, Cem & Demircan, Hamza & Altug, Sumru, 2018, "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 13171, Sep.
• Zviadadze, Irina, 2018, "Term Structure of Risk in Expected Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 13414, Dec.
• 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.