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

• Pinter, Gabor, 2018, "Macroeconomic shocks and risk premia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90370, Aug.
• Eric Delattre & Richard Moussa, 2018, "Early retirement decisions: Lessons from a dynamic structural modelling," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2018-04.
• Amélie Adeline & Eric Delattre, 2018, "Health and income: testing for causality on European elderly people," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2018-07.
• Jiaojiao Fan & Xin Li & Qinghua Shi & Chi-Wei Su, 2017, "The co-movement and causality between housing and stock markets in the time and frequency domains considering inflation," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 1, pages 92-108, December, DOI: 10.1108/CFRI-06-2017-0061.
• Qi Deng, 2018, "A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 4, pages 453-467, March, DOI: 10.1108/CFRI-07-2016-0095.
• Camilo Vargas Walteros & Amalia Novoa Hoyos & Albert Dario Arias Ardila & Arnold Steven Peña Ballesteros, 2018, "Analysis of demand and supply in the Colombian housing market: impacts and influences 2005-2016," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 11, issue 1, pages 149-172, January, DOI: 10.1108/IJHMA-01-2017-0006.
• Lordina Amoah & Meshach Jesse Aziakpono, 2018, "Exchange rate pass-through to consumer prices in Ghana: is there asymmetry?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 13, issue 1, pages 162-184, January, DOI: 10.1108/IJoEM-07-2016-0179.
• Tong Tong & Tarlok Singh & Bin Li, 2018, "Country-level macro-corporate governance and the outward foreign direct investment," International Journal of Social Economics, Emerald Group Publishing Limited, volume 45, issue 1, pages 107-123, January, DOI: 10.1108/IJSE-09-2016-0243.
• Mostafa E. AboElsoud, 2018, "Did USAID promote economic growth prior to the 2011 Egyptian Revolution?," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 11, issue 3, pages 219-235, July, DOI: 10.1108/JCEFTS-05-2018-0013.
• Vasudeva Murthy & Albert Okunade, 2018, "Is the health care price inflation in US urban areas stationary?," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 23, issue 44, pages 77-94, February, DOI: 10.1108/JEFAS-02-2017-0043.
• Harold Glenn A. Valera & Mark J. Holmes & Gazi M. Hassan, 2018, "Does inflation targeting matter for the behavior of inflation and output growth? Some regime-based evidence for Asian economies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 5, pages 932-955, October, DOI: 10.1108/JES-01-2017-0023.
• Sydney Chikalipah, 2018, "Do microsavings stimulate financial performance of microfinance institutions in Sub-Saharan Africa?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 5, pages 1072-1087, October, DOI: 10.1108/JES-05-2017-0131.
• Neveen Ahmed, 2018, "The effect of the financial crisis on the dynamic relation between foreign exchange and stock returns," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 5, pages 994-1031, October, DOI: 10.1108/JES-10-2017-0308.
• Vighneswara Swamy, 2018, "Modeling the impact of Basel III regulations on loan demand," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 1, pages 136-164, April, DOI: 10.1108/JFEP-06-2017-0057.
• Dinabandhu Sethi & Debashis Acharya, 2018, "Financial inclusion and economic growth linkage: some cross country evidence," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 3, pages 369-385, June, DOI: 10.1108/JFEP-11-2016-0073.
• Stelios Bekiros & Nikolaos Loukeris & Iordanis Eleftheriadis & Gazi Uddin, 2018, "Revisiting the three factor model in light of circular behavioural simultaneities," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 10, issue 3, pages 210-230, July, DOI: 10.1108/RBF-08-2017-0079.
• Bernard Njindan Iyke, 2018, "Assessing the effects of housing market shocks on output: the case of South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 2, pages 287-306, May, DOI: 10.1108/SEF-09-2016-0237.
• Asai, M. & McAleer, M.J., 2018, "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2018-005/III, Jan.
• Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018, "Risk Spillovers in Returns for Chinese and International Tourists to Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 18-031/III, Mar.
• Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2018, "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2018-052/III, May.
• Asai, M. & Peiris, S. & McAleer, M.J. & Allen, D.E., 2018, "Cointegrated Dynamics for A Generalized Long Memory Process," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-32, Aug.
• Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2018, "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-37, Sep.
• Asai, M. & Chang, C-L. & McAleer, M.J. & Pauwels, L., 2018, "Asymptotic Theory for Rotated Multivariate GARCH Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-38, Oct.
• Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018, "Long Run Returns Predictability and Volatility with Moving Averages," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-39, Sep.
• Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018, "Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-44, Sep.
• Vo, D.H. & Vu, T.N. & Vo, A.T. & McAleer, M.J., 2018, "Modelling the Relationship between Crude Oil and Agricultural Commodity Prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-10, Dec.
• Mehmet Balcilar & Godwin Olasehinde-Williams & Muhammad Shahbaz, 2018, "Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-39.
• Mehmet Balcilar & Festus Victor Bekun, 2018, "Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-42.
• Mehmet Balcilar & Usman Ojonugwa, 2018, "Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-45.
• Nektarios A. Michail & George Thucydides, 2018, "Does Housing Wealth Affect Consumption? The Case of Cyprus," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 12, issue 2, pages 67-86, December.
• Hany Abdel-Latif & Mahmoud El-Gamal, 2018, "Financial Liquidity, Geopolitics, and Oil Prices," Working Papers, Economic Research Forum, number 1255, Nov, revised 15 Nov 2018.
• Fatma Özgü Serttaş, 2018, "Infinite-Variance Error Structure in Finance and Economics," International Econometric Review (IER), Economic Research Association, volume 10, issue 1, pages 14-23, April.
• Yılmaz Akdi & Serdar Varlik & Hakan Berument, 2018, "Cycle Duration in Production with Periodicity - Evidence from Turkey," International Econometric Review (IER), Economic Research Association, volume 10, issue 2, pages 24-32, September.
• Leonid Mylnikov & Rustam Fayzrakhmanov, 2018, "Production Planning with Parameters on the Basis of Dynamic Predictive Models: Interconnection and the Inertness of their Interaction," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 265-281.
• Girish Bahal & Mehdi Raissi, 2018, "Crowding-Out or Crowding-In? Public and Private Investment in India," Working Papers, eSocialSciences, number id:12764, May.
• Chambers, MJ, 2018, "Frequency Domain Estimation of Cointegrating Vectors with Mixed Frequency and Mixed Sample Data," Economics Discussion Papers, University of Essex, Department of Economics, number 21144, Jan.
• Korobilis, D & Yilmaz, K, 2018, "Measuring Dynamic Connectedness with Large Bayesian VAR Models," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 20937, Jan.
• Georgiev, I & Harvey, DI & Leybourne, SJ & Taylor, AM, 2018, "Testing for Parameter Instability in Predictive Regression Models," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 21162, Jan.
• Koop, G & Korobilis, D, 2018, "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 21329, Jan.
• Rosa María Domínguez Gijón & Francisco Venegas Martínez & Reyna Susana García Ruíz, 2018, "Un modelo microeconómico estocástico del comportamiento de una jefa de familia como único participante en el ingreso familiar: el caso mexicano, 2005-2016," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 49, issue 2, pages 119-142, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/492018/Domingue.
• Christian Gayer & Bertrand Marc, 2018, "A ‘New Modesty’? Level Shifts in Survey Data and the Decreasing Trend of ‘Normal’ Growth," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 083, Jul.
• Rajesh H. Acharya & Anver C. Sadath, 2018, "Revisiting the relationship between oil price and macro economy: Evidence from India," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2018, issue 1, pages 173-190.
• Cosimo Magazzino & Gordon L. Brady, 2018, "The relationship among renewable energy, economic growth, labor and capital formation in Italy," RIVISTA DI STUDI SULLA SOSTENIBILITA', FrancoAngeli Editore, volume 2018, issue 1, pages 35-48.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018, "A model of FED'S view on inflation," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-03, Jan.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2018, "Bayesian vector autoregressions," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-18, May.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2018, "Identification with External Instruments in Structual VARs under partial invertibility," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-24, Jul.
• Jonas E. Arias & Juan F. Rubio-Ramírez & Daniel F. Waggoner, 2018, "Inference in Bayesian Proxy-SVARs," Working Papers, FEDEA, number 2018-13, Nov.
• Liuyan Zhao & Yan Zhao, 2018, "Purchasing Power Parity and Price Fluctuations in China before July 1937," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 13, issue 3, pages 458-483, September.
• Claudio Morana & Giacomo Sbrana, 2018, "Some Financial Implications of Global Warming: an Empirical Assessment," Working Papers, Fondazione Eni Enrico Mattei, number 2018.01, Feb.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018, "Inference in Bayesian Proxy-SVARs," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2018-16, Dec, DOI: 10.29338/wp2018-16.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018, "Endogenous Uncertainty," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1805, Mar, DOI: 10.26509/frbc-wp-201805.
• Ellis W. Tallman & Saeed Zaman, 2018, "Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1809, Jun, DOI: 10.26509/frbc-wp-201809.
• Mark Bognanni, 2018, "A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1811, Sep, DOI: 10.26509/frbc-wp-201811.
• Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2018, "All Fluctuations Are Not Created Equal: The Differential Roles of Transitory versus Persistent Changes in Driving Historical Monetary Policy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1814, Oct, DOI: 10.26509/frbc-wp-201814.
• Sudeshna Ghosh, 2018, "Carbon Dioxide Emissions, Energy Consumption in Agriculture: A Causality Analysis for India," Arthaniti: Journal of Economic Theory and Practice, , volume 17, issue 2, pages 183-207, December, DOI: 10.1177/0976747918792640.
• Emmanouil Mavrakis & Christos Alexakis, 2018, "Statistical Arbitrage Strategies under Different Market Conditions: The Case of the Greek Banking Sector," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 2, pages 159-185, August, DOI: 10.1177/0972652718776858.
• Gan-Ochir Doojav, 2018, "The Effect of Real Exchange Rate on Trade Balance in a Resource-Rich Economy: The Case of Mongolia," Foreign Trade Review, , volume 53, issue 4, pages 211-224, November, DOI: 10.1177/0015732518797184.
• Jan R. Kim & Gieyoung Lim, 2018, "A look into German housing markets: A bubble call?," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, volume 21, issue 4, pages 289-301, December, DOI: 10.1177/2233865918802664.
• Thomas Conefrey & Gerard O'Reilly & Graeme Walsh, 2018, "Modelling External Shocks in a Small Open Economy: The Case of Ireland," National Institute Economic Review, National Institute of Economic and Social Research, volume 244, issue 1, pages 56-63, May.
• Serhan Cevik, 2018, "Unlocking Pakistan’s Revenue Potential," South Asian Journal of Macroeconomics and Public Finance, , volume 7, issue 1, pages 17-36, June, DOI: 10.1177/2277978718760068.
• Biswajit Maitra, 2018, "Investment in Physical, Human Capital, Economic Growth and Life Expectancy in Bangladesh," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 19, issue 2, pages 251-269, September, DOI: 10.1177/1391561418799110.
• Adalgiso AMENDOLA & Mario DI SERIO & Matteo FRAGETTA, 2018, "The Government Spending Multiplier at the Zero Lower Bound: Evidence from the Euro Area," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 153, Feb.
• Abdullah Tahir & Jameel Ahmed & Waqas Ahmed, 2018, "Robust Quarterization of GDP and Determination of Business Cycle Dates for IGC Partner Countries," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 97, May.
• Victor Pontines, 2018, "Self-selection and Treatment Effects in Macroeconomics: Revisiting the Effectiveness of Foreign Exchange Intervention," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp31, Mar.
• Irena Szarowská, 2018, "Assessment of Government COFOG Expenditures in Selected EU Countries," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6409413, Jun.
• Esida Gila-Gourgoura & Eftychia Nikolaidou, 2018, "Credit Risk Determinants In The Vulnerable Economies Of Europe: Evidence From The Italian Banking System," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6909750, Oct.
• Gisele Mah, 2018, "Determinants of budget deficit in South Africa: A Bounds cointegration," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6909931, Oct.
• Karol Szomolányi & Martin Luká?ik & Adriana Luká?iková, 2018, "Estimate of the Elasticity of Substitution in Slovak Economy ? A Frequency Filter SUR Model," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6910155, Oct.
• Maja Mihelja ?aja & Drago Jakov?evi? & Lucija Vi?i?, 2018, "Determinants of the Government Bond Yield: Evidence from a Highly Euroised Small Open Economy," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 7, issue 2, pages 87-106, November.
• Massa Roldán. Ricardo. & Pérez Navarro, Ricardo, 2018, "Relación entre la volatilidad de los rendimientos accionarios del sector desarrollo de vivienda y la actividad económica mexicana/Relationship between the housing development sector stock returns volatility and the Mexican economic activity," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 8, issue 1, pages 5-34, enero-jun.
• Bertille Antoine & Eric Renault, 2018, "Testing Identification Strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp18-07, Nov.
• Afees Adebare Salisu & Idris A. Adediran, 2018, "The U.S. Shale Oil Revolution and the Behavior of Commodity Prices," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 3, issue 1, pages 27-53, September, DOI: 10.33119/ERFIN.2018.3.1.2.
• Robert Socha & Piotr Wdowiński, 2018, "Tendencje zmian cen na światowym rynku ropy naftowej po 2000 roku," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 103-135.
• Aleksander Welfe & Piotr Karp, 2018, "Wpływ potencjalnych zmian składników popytu finalnego na gospodarkę Polski. Analiza na podstawie modelu WM-1," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 35-50.
• Aneta Hryckiewicz & Piotr Mielus & Karolina Skorulska & Małgorzata Snarska, 2018, "Does a bank levy increase frictions on the interbank market?," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2018-033, Mar, DOI: 10.33119/kaewps2018033.
• Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2018, "Forecasting the production side of GDP," Working Papers, Swiss National Bank, number 2018-16.
• Beatrice D. Simo-Kengne & Johane Dikgang & Sunita Prugsamatz Ofstad, 2018, "Effect of marine protected areas and macroeconomic environment on meat consumption in SEAFO countries," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), volume 6, issue 1, pages 1-13, December, DOI: 10.1186/s40100-018-0105-5.
• Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018, "Estimation of structural impulse responses: short-run versus long-run identifying restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 102, issue 2, pages 229-244, April, DOI: 10.1007/s10182-017-0300-9.
• Christos Avdoulas & Stelios Bekiros & Sabri Boubaker, 2018, "Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets," Annals of Operations Research, Springer, volume 262, issue 2, pages 307-333, March, DOI: 10.1007/s10479-015-2078-z.
• Abdallah Ben Saida & Jean-luc Prigent, 2018, "On the robustness of portfolio allocation under copula misspecification," Annals of Operations Research, Springer, volume 262, issue 2, pages 631-652, March, DOI: 10.1007/s10479-016-2137-0.
• Siniša Milošević & Jelena Popović Markopoulos & Jelena Grahovac & Aleksandra Ravić, 2018, "Pricing Benchmark in Market Definition: Theoretical Background and Practical Application," Contributions to Economics, Springer, in: Boris Begović & Dušan V. Popović, "Competition Authorities in South Eastern Europe", DOI: 10.1007/978-3-319-76644-7_10.
• Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2018, "Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Fredj Jawadi, "Uncertainty, Expectations and Asset Price Dynamics", DOI: 10.1007/978-3-319-98714-9_2.
• Semei Coronado & Omar Rojas & Rafael Romero-Meza & Apostolos Serletis & Leslie Verteramo Chiu, 2018, "Crude Oil and Biofuel Agricultural Commodity Prices," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Fredj Jawadi, "Uncertainty, Expectations and Asset Price Dynamics", DOI: 10.1007/978-3-319-98714-9_5.
• Norhana Endut & James Morley & Pao-Lin Tien, 2018, "The changing transmission mechanism of US monetary policy," Empirical Economics, Springer, volume 54, issue 3, pages 959-987, May, DOI: 10.1007/s00181-017-1240-7.
• Xiaojie Xu, 2018, "Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis," Empirical Economics, Springer, volume 54, issue 3, pages 1267-1295, May, DOI: 10.1007/s00181-017-1245-2.
• Reda Cherif & Fuad Hasanov, 2018, "Public debt dynamics: the effects of austerity, inflation, and growth shocks," Empirical Economics, Springer, volume 54, issue 3, pages 1087-1105, May, DOI: 10.1007/s00181-017-1260-3.
• Vasyl Golosnoy & Anja Rossen, 2018, "Modeling dynamics of metal price series via state space approach with two common factors," Empirical Economics, Springer, volume 54, issue 4, pages 1477-1501, June, DOI: 10.1007/s00181-017-1267-9.
• Sajjadur Rahman, 2018, "The Lucas hypothesis on monetary shocks: evidence from a GARCH-in-mean model," Empirical Economics, Springer, volume 54, issue 4, pages 1411-1450, June, DOI: 10.1007/s00181-017-1270-1.
• Bastian Gribisch, 2018, "A latent dynamic factor approach to forecasting multivariate stock market volatility," Empirical Economics, Springer, volume 55, issue 2, pages 621-651, September, DOI: 10.1007/s00181-017-1278-6.
• Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2018, "Nowcasting Indonesia," Empirical Economics, Springer, volume 55, issue 2, pages 597-619, September, DOI: 10.1007/s00181-017-1288-4.
• Kei Imakubo & Haruki Kojima & Jouchi Nakajima, 2018, "The natural yield curve: its concept and measurement," Empirical Economics, Springer, volume 55, issue 2, pages 551-572, September, DOI: 10.1007/s00181-017-1289-3.
• Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis," Empirical Economics, Springer, volume 55, issue 3, pages 913-935, November, DOI: 10.1007/s00181-017-1297-3.
• Mark A. Wynne & Ren Zhang, 2018, "Estimating the natural rate of interest in an open economy," Empirical Economics, Springer, volume 55, issue 3, pages 1291-1318, November, DOI: 10.1007/s00181-017-1315-5.
• Gabriel Rodríguez & Pierina Villanueva Vega & Paul Castillo Bardalez, 2018, "Driving economic fluctuations in Peru: the role of the terms of trade," Empirical Economics, Springer, volume 55, issue 3, pages 1089-1119, November, DOI: 10.1007/s00181-017-1318-2.
• Shyh-Wei Chen & Zixiong Xie & Ying Liao, 2018, "Energy consumption promotes economic growth or economic growth causes energy use in China? A panel data analysis," Empirical Economics, Springer, volume 55, issue 3, pages 1019-1043, November, DOI: 10.1007/s00181-017-1319-1.
• Bjørnar Karlsen Kivedal, 2018, "A new Keynesian framework and wage and price dynamics in the USA," Empirical Economics, Springer, volume 55, issue 3, pages 1271-1289, November, DOI: 10.1007/s00181-017-1320-8.
• Xiaojie Xu, 2018, "Cointegration and price discovery in US corn cash and futures markets," Empirical Economics, Springer, volume 55, issue 4, pages 1889-1923, December, DOI: 10.1007/s00181-017-1322-6.
• Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018, "Calculating joint confidence bands for impulse response functions using highest density regions," Empirical Economics, Springer, volume 55, issue 4, pages 1389-1411, December, DOI: 10.1007/s00181-017-1325-3.
• Gabriela Mundaca, 2018, "Central bank interventions in a dollarized economy: managed floating versus inflation targeting," Empirical Economics, Springer, volume 55, issue 4, pages 1507-1535, December, DOI: 10.1007/s00181-017-1331-5.
• Antonio Rodriguez-Gil, 2018, "Hysteresis and labour market institutions. Evidence from the UK and the Netherlands," Empirical Economics, Springer, volume 55, issue 4, pages 1985-2025, December, DOI: 10.1007/s00181-017-1338-y.
• László Kónya & Bekzod Abdullaev, 2018, "An attempt to restore Wagner’s law of increasing state activity," Empirical Economics, Springer, volume 55, issue 4, pages 1569-1583, December, DOI: 10.1007/s00181-017-1339-x.
• C. Orsenigo & C. Vercellis, 2018, "Anthropogenic influence on global warming for effective cost-benefit analysis: a machine learning perspective," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 45, issue 3, pages 425-442, September, DOI: 10.1007/s40812-018-0092-2.
• Pär Stockhammar & Pär Österholm, 2018, "Do inflation expectations granger cause inflation?," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 35, issue 2, pages 403-431, August, DOI: 10.1007/s40888-018-0111-9.
• Merve Tuncay, 2018, "Do political risks matter in the financial markets?: evidence from Turkey," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 8, issue 2, pages 209-227, June, DOI: 10.1007/s40821-017-0077-5.
• Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2018, "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," Financial and Monetary Policy Studies, Springer, in: Laurent Ferrara & Ignacio Hernando & Daniela Marconi, "International Macroeconomics in the Wake of the Global Financial Crisis", DOI: 10.1007/978-3-319-79075-6_9.
• Damien Ackerer & Damir Filipović & Sergio Pulido, 2018, "The Jacobi stochastic volatility model," Finance and Stochastics, Springer, volume 22, issue 3, pages 667-700, July, DOI: 10.1007/s00780-018-0364-8.
• Dan Pirjol & Lingjiong Zhu, 2018, "Explosion in the quasi-Gaussian HJM model," Finance and Stochastics, Springer, volume 22, issue 3, pages 643-666, July, DOI: 10.1007/s00780-018-0367-5.
• D. M. Nachane, 2018, "Time-varying spectral analysis: theory and applications," Indian Economic Review, Springer, volume 53, issue 1, pages 3-27, December, DOI: 10.1007/s41775-018-0030-2.
• Andrew Evans, 2018, "Okun coefficients and participation coefficients by age and gender," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 7, issue 1, pages 1-22, December, DOI: 10.1186/s40172-018-0065-8.
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• Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2018, "Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 339-351, April, DOI: 10.1007/s12197-017-9404-z.
• Vugar Ahmadov & Salman Huseynov & Shaig Adigozalov & Fuad Mammadov & Vugar Rahimov, 2018, "Forecasting inflation in post-oil boom years: A case for regime switches?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 369-385, April, DOI: 10.1007/s12197-017-9410-1.
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• Dilip Kumar, 2018, "Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 2, pages 313-335, June, DOI: 10.1007/s40953-017-0085-4.
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• Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2018, "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-15, May.
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