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

• 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.
• Tyler Atkinson & Alexander W. Richter & Nathaniel A. Throckmorton, 2018, "The Zero Lower Bound and Estimation Accuracy," Working Papers, Federal Reserve Bank of Dallas, number 1804, May, DOI: 10.24149/wp1804r1.
• Karel Mertens & Morten O. Ravn, 2018, "The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Reply to Jentsch and Lunsford," Working Papers, Federal Reserve Bank of Dallas, number 1805, May, DOI: 10.24149/wp1805r1.
• Sriya Anbil & Zeynep Senyuz, 2018, "The Regulatory and Monetary Policy Nexus in the Repo Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-027, Apr, DOI: 10.17016/FEDS.2018.027.
• Levent Altinoglu, 2018, "The Origins of Aggregate Fluctuations in a Credit Network Economy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-031, May, DOI: 10.17016/FEDS.2018.031.
• Manuel González-Astudillo, 2018, "An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-040, Jun, DOI: 10.17016/FEDS.2018.040.
• Christopher J. Gust & Edward P. Herbst & J. David López-Salido, 2018, "Forward Guidance with Bayesian Learning and Estimation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-072, Oct, DOI: 10.17016/FEDS.2018.072.
• Thiago Revil T. Ferreira, 2018, "Stock Market Cross-Sectional Skewness and Business Cycle Fluctuations," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1223, Mar, DOI: 10.17016/IFDP.2018.1223.
• John W. Keating & Andrew Lee Smith, 2018, "The Optimal Monetary Instrument and the (Mis)Use of Causality Tests," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 18-11, Nov, DOI: 10.18651/RWP2018-11.
• Taeyoung Doh & Andrew Lee Smith, 2018, "Reconciling VAR-based Forecasts with Survey Forecasts," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 18-13, Dec, DOI: 10.18651/RWP2018-13.
• Craig S. Hakkio & Jun Nie, 2018, "Forecasting Foreign Economic Growth Using Cross-Country Data," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 18-14, Dec, DOI: 10.18651/RWP2018-14.
• Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018, "DSGE forecasts of the lost recovery," Staff Reports, Federal Reserve Bank of New York, number 844, Mar.
• Daniel J. Lewis, 2018, "Identifying shocks via time-varying volatility," Staff Reports, Federal Reserve Bank of New York, number 871, Oct.
• Daniel J. Lewis, 2018, "Robust inference in models identified via heteroskedasticity," Staff Reports, Federal Reserve Bank of New York, number 876, Dec.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018, "Inference in Bayesian Proxy-SVARs," Working Papers, Federal Reserve Bank of Philadelphia, number 18-25/R, Nov, DOI: 10.21799/frbp.wp.2018.25.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Consistent non-Gaussian pseudo maximum likelihood estimators," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_01, Feb.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Specification tests for non-Gaussian maximum likelihood estimators," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_05, May.
• Merter AKINCI & Haktan SEVÄ°NÇ & Ömer YILMAZ, 2018, "Jevons Paradoksu: Enerji EtkinliÄŸi ve Rebound Etkisi Ãœzerine Ekonometrik Bir Analiz," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
• Samvel S. Lazaryan & Nikita E. German, 2018, "Forecasting Current GDP Dynamics With Google Search Data," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 83-94, December, DOI: 10.31107/2075-1990-2018-6-83-94.
• Giulio Cifarelli & Giovanna Paladino, 2018, "Sovereign - bank risk interconnections during the Greek financial crisis and the role of the Italian debt," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2018_01.rdf.
• Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018, "The Rise and Fall of the Natural Interest Rate," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2018_14.rdf.
• Bozhechkova Alexandra & Trunin Pavel & Sinelnikova-Muryleva Elena & Petrova Diana & Chentsov Alexander, 2018, "Building of monetary and currency markets models," Research Paper Series, Gaidar Institute for Economic Policy, issue 175P, pages 1-96.
• Helmut Lütkepohl & Aleksei Netšunajev, 2018, "The Relation between Monetary Policy and the Stock Market in Europe," Econometrics, MDPI, volume 6, issue 3, pages 1-14, August.
• Yukai Yang & Luc Bauwens, 2018, "State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering," Econometrics, MDPI, volume 6, issue 4, pages 1-22, December.
• Chia-Lin Chang & Yiying Li & Michael McAleer, 2018, "Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice," Energies, MDPI, volume 11, issue 6, pages 1-19, June.
• Mark J. Jensen & John M. Maheu, 2018, "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," JRFM, MDPI, volume 11, issue 3, pages 1-29, September.
• Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2018, "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," JRFM, MDPI, volume 11, issue 4, pages 1-25, September.
• Martin Feldkircher & Florian Huber, 2018, "Unconventional U.S. Monetary Policy: New Tools, Same Channels?," JRFM, MDPI, volume 11, issue 4, pages 1-31, October.
• Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018, "Long Run Returns Predictability and Volatility with Moving Averages," Risks, MDPI, volume 6, issue 4, pages 1-18, September.
• Christoph Zwick, 2018, "On the origin of current account deficits in the Euro area periphery: A DSGE perspective," Graz Economics Papers, University of Graz, Department of Economics, number 2018-02, Feb.
• Jonas Dovern & Hans Manner, 2018, "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," Graz Economics Papers, University of Graz, Department of Economics, number 2018-09, Apr.
• Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2018, "Oil market volatility: Is macroeconomic uncertainty systematically transmitted to oil prices?," Post-Print, HAL, number hal-01669396.
• Jean-Guillaume Sahuc & Patrick Fève & Pablo Garcia, 2018, "State-Dependent Risk Taking and the Transmission of Monetary Policy Shocks," Post-Print, HAL, number hal-01670142, DOI: 10.1016/j.econlet.2017.12.024.
• Yannick Le Pen & Benoît Sévi, 2018, "Futures Trading and the Excess Co-movement of Commodity Prices," Post-Print, HAL, number hal-01731459, DOI: 10.1093/rof/rfx039.
• Serge Rey & Sophie Nivoix, 2018, "Dynamics of Tokyo Electric Power Company and the Nikkei: 1985 to 2016 including the Fukushima disaster," Post-Print, HAL, number hal-01885276, DOI: 10.11130/jei.2018.33.1.979.
• Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018, "Generating univariate fractional integration within a large VAR(1)," Post-Print, HAL, number hal-01980783, DOI: 10.1016/j.jeconom.2018.01.002.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-01980815, Jun, DOI: 10.1016/j.jeconom.2018.02.003.
• Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi, 2018, "Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks," Post-Print, HAL, number hal-01982032.
• Emmanouil Mavrakis & Christos Alexakis, 2018, "Statistical Arbitrage Strategies under Different Market Conditions: The Case of the Greek Banking Sector," Post-Print, HAL, number hal-01992513, Jun, DOI: 10.1177/0972652718776858.
• Amal Aouadi & Mohamed Arouri & David Roubaud, 2018, "Information demand and stock market liquidity: International evidence," Post-Print, HAL, number hal-02011044, Apr, DOI: 10.1016/j.econmod.2017.11.005.
• Sangram Keshari Jena & Aviral Kumar Tiwari & David Roubaud & Muhammad Shahbaz, 2018, "Index futures volatility and trading activity: Measuring causality at a multiple horizon," Post-Print, HAL, number hal-02061357, Mar, DOI: 10.1016/j.frl.2017.09.012.
• David Roubaud & Bouri Elie & Qiang Ji, 2018, "Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities," Post-Print, HAL, number hal-02081506, May, DOI: 10.1016/j.irfa.2018.02.001.
• Laurent Ferrara & Pierre Guérin, 2018, "What are the macroeconomic effects of high-frequency uncertainty shocks?," Post-Print, HAL, number hal-02334586.
• Ahmed Bensaïda & Houda Litimi & Oussama Abdallah, 2018, "Volatility spillover shifts in global financial markets," Post-Print, HAL, number hal-02869496, Jun, DOI: 10.1016/j.econmod.2018.04.011.
• Mohamed Amine Boutabba & Diadié Diaw & Albert Lessoua, 2018, "Environment-energy-growth nexus in Sub-Saharan Africa: The role of intermediate goods," Post-Print, HAL, number hal-02877946, Dec, DOI: 10.1016/j.inteco.2018.04.003.
• Abdallah Ben Saida & Jean-Luc Prigent, 2018, "On the robustness of portfolio allocation under copula misspecification," Post-Print, HAL, number hal-03679698, Mar, DOI: 10.1007/s10479-016-2137-0.
• Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2018, "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print, HAL, number hal-04590149, Dec.
• Serge Darolles & Christian Francq & Sebastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590180, Sep.
• 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.
• Basak SEZGIN & 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.
• Rajbhandari, Ashish & Zhang, Fan, 2018, "Does energy efficiency promote economic growth? Evidence from a multicountry and multisectoral panel dataset," Energy Economics, Elsevier, volume 69, issue C, pages 128-139, DOI: 10.1016/j.eneco.2017.11.007.
• Ji, Qiang & Zhang, Hai-Ying & Geng, Jiang-Bo, 2018, "What drives natural gas prices in the United States? – A directed acyclic graph approach," Energy Economics, Elsevier, volume 69, issue C, pages 79-88, DOI: 10.1016/j.eneco.2017.11.002.
• Bouri, Elie & Shahzad, Syed Jawad Hussain & Raza, Naveed & Roubaud, David, 2018, "Oil volatility and sovereign risk of BRICS," Energy Economics, Elsevier, volume 70, issue C, pages 258-269, DOI: 10.1016/j.eneco.2017.12.018.
• Zhang, Yaojie & Ma, Feng & Shi, Benshan & Huang, Dengshi, 2018, "Forecasting the prices of crude oil: An iterated combination approach," Energy Economics, Elsevier, volume 70, issue C, pages 472-483, DOI: 10.1016/j.eneco.2018.01.027.
• Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & Perez de Gracia, Fernando, 2018, "Oil volatility, oil and gas firms and portfolio diversification," Energy Economics, Elsevier, volume 70, issue C, pages 499-515, DOI: 10.1016/j.eneco.2018.01.023.
• Zhao, Weigang & Cao, Yunfei & Miao, Bo & Wang, Ke & Wei, Yi-Ming, 2018, "Impacts of shifting China's final energy consumption to electricity on CO2 emission reduction," Energy Economics, Elsevier, volume 71, issue C, pages 359-369, DOI: 10.1016/j.eneco.2018.03.004.
• Pan, Zhiyuan & Wang, Qing & Wang, Yudong & Yang, Li, 2018, "Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model," Energy Economics, Elsevier, volume 72, issue C, pages 177-187, DOI: 10.1016/j.eneco.2018.04.008.
• Liu, Jing & Ma, Feng & Yang, Ke & Zhang, Yaojie, 2018, "Forecasting the oil futures price volatility: Large jumps and small jumps," Energy Economics, Elsevier, volume 72, issue C, pages 321-330, DOI: 10.1016/j.eneco.2018.04.023.
• Cross, Jamie & Nguyen, Bao H., 2018, "Time varying macroeconomic effects of energy price shocks: A new measure for China," Energy Economics, Elsevier, volume 73, issue C, pages 146-160, DOI: 10.1016/j.eneco.2018.05.014.
• Drachal, Krzysztof, 2018, "Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example," Energy Economics, Elsevier, volume 74, issue C, pages 208-251, DOI: 10.1016/j.eneco.2018.04.043.
• Escribano, Alvaro & Sucarrat, Genaro, 2018, "Equation-by-equation estimation of multivariate periodic electricity price volatility," Energy Economics, Elsevier, volume 74, issue C, pages 287-298, DOI: 10.1016/j.eneco.2018.05.017.
• Di Sanzo, Silvestro, 2018, "A Markov switching long memory model of crude oil price return volatility," Energy Economics, Elsevier, volume 74, issue C, pages 351-359, DOI: 10.1016/j.eneco.2018.06.015.
• Smith, Michael Stanley & Shively, Thomas S., 2018, "Econometric modeling of regional electricity spot prices in the Australian market," Energy Economics, Elsevier, volume 74, issue C, pages 886-903, DOI: 10.1016/j.eneco.2018.07.013.
• Chang, Kai & Chen, Rongda & Chevallier, Julien, 2018, "Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots," Energy Economics, Elsevier, volume 75, issue C, pages 249-260, DOI: 10.1016/j.eneco.2018.07.010.
• Dimpfl, Thomas & Peter, Franziska J., 2018, "Analyzing volatility transmission using group transfer entropy," Energy Economics, Elsevier, volume 75, issue C, pages 368-376, DOI: 10.1016/j.eneco.2018.08.008.
• Ma, Feng & Zhang, Yaojie & Huang, Dengshi & Lai, Xiaodong, 2018, "Forecasting oil futures price volatility: New evidence from realized range-based volatility," Energy Economics, Elsevier, volume 75, issue C, pages 400-409, DOI: 10.1016/j.eneco.2018.09.006.
• Hou, Chenghan & Nguyen, Bao H., 2018, "Understanding the US natural gas market: A Markov switching VAR approach," Energy Economics, Elsevier, volume 75, issue C, pages 42-53, DOI: 10.1016/j.eneco.2018.08.004.
• Prakash Ranjan, Ravi & Bhattachharyya, Malay, 2018, "Does investor attention to energy stocks exhibit power law?," Energy Economics, Elsevier, volume 75, issue C, pages 573-582, DOI: 10.1016/j.eneco.2018.09.005.
• Gavard, Claire & Kirat, Djamel, 2018, "Flexibility in the market for international carbon credits and price dynamics difference with European allowances," Energy Economics, Elsevier, volume 76, issue C, pages 504-518, DOI: 10.1016/j.eneco.2018.10.018.
• Chang, Chun-Ping & Wen, Jun & Dong, Minyi & Hao, Yu, 2018, "Does government ideology affect environmental pollutions? New evidence from instrumental variable quantile regression estimations," Energy Policy, Elsevier, volume 113, issue C, pages 386-400, DOI: 10.1016/j.enpol.2017.11.021.
• Bigerna, Simona, 2018, "Estimating temperature effects on the Italian electricity market," Energy Policy, Elsevier, volume 118, issue C, pages 257-269, DOI: 10.1016/j.enpol.2018.03.068.
• Dash, Devi Prasad & Sethi, Narayan & Bal, Debi Prasad, 2018, "Is the demand for crude oil inelastic for India? Evidence from structural VAR analysis," Energy Policy, Elsevier, volume 118, issue C, pages 552-558, DOI: 10.1016/j.enpol.2018.04.001.
• Bekiros, Stelios & Avdoulas, Christos & Hassapis, Christis, 2018, "Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 140-155, DOI: 10.1016/j.irfa.2017.11.009.
• Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza, 2018, "The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 136-152, DOI: 10.1016/j.irfa.2018.01.005.
• 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," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 208-220, DOI: 10.1016/j.irfa.2018.01.011.
• Ji, Qiang & Bouri, Elie & Roubaud, David, 2018, "Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 1-12, DOI: 10.1016/j.irfa.2018.02.001.
• Caloia, Francesco Giuseppe & Cipollini, Andrea & Muzzioli, Silvia, 2018, "Asymmetric semi-volatility spillover effects in EMU stock markets," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 221-230, DOI: 10.1016/j.irfa.2018.03.001.
• Karanasos, Menelaos & Menla Ali, Faek & Margaronis, Zannis & Nath, Rajat, 2018, "Modelling time varying volatility spillovers and conditional correlations across commodity metal futures," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 246-256, DOI: 10.1016/j.irfa.2017.11.003.
• Bilgin, Mehmet Huseyin & Gozgor, Giray & Lau, Chi Keung Marco & Sheng, Xin, 2018, "The effects of uncertainty measures on the price of gold," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 1-7, DOI: 10.1016/j.irfa.2018.03.009.
• Schmidbauer, Harald & Rösch, Angi, 2018, "The impact of festivities on gold price expectation and volatility," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 117-131, DOI: 10.1016/j.irfa.2018.03.006.
• Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin, 2018, "Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 117-133, DOI: 10.1016/j.irfa.2018.07.005.
• Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018, "The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis," Finance Research Letters, Elsevier, volume 24, issue C, pages 1-9, DOI: 10.1016/j.frl.2017.03.005.
• Österholm, Pär, 2018, "The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs," Finance Research Letters, Elsevier, volume 24, issue C, pages 186-192, DOI: 10.1016/j.frl.2017.09.009.
• Jena, Sangram Keshari & Tiwari, Aviral Kumar & Roubaud, David & Shahbaz, Muhammad, 2018, "Index futures volatility and trading activity: Measuring causality at a multiple horizon," Finance Research Letters, Elsevier, volume 24, issue C, pages 247-255, DOI: 10.1016/j.frl.2017.09.012.
• Zhu, Fangfei & Zhu, Yabei & Jin, Xuejun & Luo, Xingguo, 2018, "Do spillover effects between crude oil and natural gas markets disappear? Evidence from option markets," Finance Research Letters, Elsevier, volume 24, issue C, pages 25-33, DOI: 10.1016/j.frl.2017.05.007.
• Zhipeng, Yan & Shenghong, Li, 2018, "Hedge ratio on Markov regime-switching diagonal Bekk–Garch model," Finance Research Letters, Elsevier, volume 24, issue C, pages 49-55, DOI: 10.1016/j.frl.2017.06.015.
• Guo, Peng & Zhu, Huiming & You, Wanhai, 2018, "Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC: A quantile regression approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 251-258, DOI: 10.1016/j.frl.2017.11.001.
• Dey, Shubhasis & Sampath, Aravind, 2018, "Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies," Finance Research Letters, Elsevier, volume 25, issue C, pages 41-46, DOI: 10.1016/j.frl.2017.10.002.
• Pan, Wei-Fong, 2018, "Sentiment and asset price bubble in the precious metals markets," Finance Research Letters, Elsevier, volume 26, issue C, pages 106-111, DOI: 10.1016/j.frl.2017.12.012.
• Dash, Saumya Ranjan & Maitra, Debasish, 2018, "Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach," Finance Research Letters, Elsevier, volume 26, issue C, pages 32-39, DOI: 10.1016/j.frl.2017.11.008.
• Damianov, Damian S. & Elsayed, Ahmed H., 2018, "On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market," Finance Research Letters, Elsevier, volume 27, issue C, pages 193-200, DOI: 10.1016/j.frl.2018.03.001.