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

2017

• Evangelia Kasimati & Nikolaos Veraros, 2017, "Is there accuracy of forward freight agreements in forecasting future freight rates? An empirical investigation," Working Papers, Bank of Greece, number 230, Jun.
• Leonidas S. Rompolis, 2017, "The effectiveness of unconventional monetary policy on risk aversion and uncertainty," Working Papers, Bank of Greece, number 231, Jul.
• Takuji Kawamoto & Moe Nakahama, 2017, "Why Did the BOJ Not Achieve the 2 Percent Inflation Target with a Time Horizon of About Two Years? -- Examination by Time Series Analysis --," Bank of Japan Working Paper Series, Bank of Japan, number 17-E-10, Jul.
• Kang Koo Lee & Joonyoung Hur, 2017, "Fiscal Multipliers of Korea: A Bayesian VAR Approach (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 23, issue 1, pages 55-81, March.
• Dukpa Kim & Tatsushi Oka & Francisco Estrada & Pierre Perron, 2017, "Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2018-015, Jan, revised Apr 2018.
• Sanhaji Bilel, 2017, "Testing for Nonlinearity in Conditional Covariances," Journal of Time Series Econometrics, De Gruyter, volume 9, issue 2, pages 1-22, July, DOI: 10.1515/jtse-2016-0010.
• Javed Farrukh & Podgórski Krzysztof, 2017, "Tail Behavior and Dependence Structure in the APARCH Model," Journal of Time Series Econometrics, De Gruyter, volume 9, issue 2, pages 1-48, July, DOI: 10.1515/jtse-2016-0002.
• Avdulaj Krenar & Barunik Jozef, 2017, "A semiparametric nonlinear quantile regression model for financial returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 81-97, February, DOI: 10.1515/snde-2016-0044.
• Beylunioglu Fuat C. & Stengos Thanasis & Yazgan M. Ege, 2017, "Detecting capital market convergence clubs," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 3, pages 1-14, June, DOI: 10.1515/snde-2016-0062.
• Pajor Anna & Wróblewska Justyna, 2017, "VEC-MSF models in Bayesian analysis of short- and long-run relationships," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 3, pages 1-22, June, DOI: 10.1515/snde-2016-0004.
• Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017, "Time-varying persistence of inflation: evidence from a wavelet-based approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 4, pages 1-18, September, DOI: 10.1515/snde-2016-0130.
• Popiel Michal Ksawery, 2017, "Interest rate pass-through: a nonlinear vector error-correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 5, pages 1-20, December, DOI: 10.1515/snde-2016-0063.
• Dimitris Korobilis & Davide Pettenuzzo, 2017, "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers, Brandeis University, Department of Economics and International Business School, number 115, Sep.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis University, Department of Economics and International Business School, number 116, Oct.
• Galvez, Karl John & Bulayog, Ernesto, 2017, "Empirical Evidence of Okun’s Law in the Philippine Economy: A Cointegration Analysis," Review of Socio-Economic Research and Development Studies, Visayas State University, Visayas Socio-Economic Research and Data Analytics Center (ViSERDAC) and Department of Economics (DOE), College of Management and Economics (CME), volume 1, issue 1, pages 18-43, December, DOI: 10.5281/zenodo.4445460.
• Alexandra D’Onofrio & Peter L. Rousseau, 2017, "Développement financier, ouverture commerciale et croissance durant la première vague de mondialisation," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 135-146.
• Lloyd, S. P., 2017, "Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1734, Sep.
• Hashmat Khan & Santosh Upadhayaya, 2017, "Does Business Confidence Matter for Investment?," Carleton Economic Papers, Carleton University, Department of Economics, number 17-13, Dec, revised 20 Mar 2019.
• Gambetti, Luca & Moretti, Laura, 2017, "News, Noise and Oil Price Swings," Research Technical Papers, Central Bank of Ireland, number 12/RT/17, Nov.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2017, "Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/07, Nov.
• Zhou, Peng, 2017, "Separating Yolk from White: A Filter based on Economic Properties of Trend and Cycle," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2017/1, Jan.
• Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula, 2017, "Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2017/14, Nov.
• Carter, Colin A & Rausser, Gordon C & Smith, Aaron, 2017, "Commodity Storage and the Market Effects of Biofuel Policies," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt61t114zb, Jul.
• Evžen Kocenda & Balázs Varga & Evžen Kočenda, 2017, "The Impact of Monetary Strategies on Inflation Persistence," CESifo Working Paper Series, CESifo, number 6306.
• Michele Piffer & Maximilian Podstawski, 2017, "Identifying Uncertainty Shocks Using the Price of Gold," CESifo Working Paper Series, CESifo, number 6327.
• Pooyan Amir-Ahmadi & Thorsten Drautzburg, 2017, "Identification through Heterogeneity," CESifo Working Paper Series, CESifo, number 6359.
• Xenia Frei & Sebastian Langer & Robert Lehmann & Felix Rösel, 2017, "Electoral Externalities in Federations - Evidence from German Opinion Polls," CESifo Working Paper Series, CESifo, number 6375.
• Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017, "Central Bank Policy Rates: Are they Cointegrated?," CESifo Working Paper Series, CESifo, number 6389.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," CESifo Working Paper Series, CESifo, number 6477.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," CESifo Working Paper Series, CESifo, number 6482.
• Guglielmo Maria Caporale & Kefei You, 2017, "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," CESifo Working Paper Series, CESifo, number 6494.
• Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2017, "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," CESifo Working Paper Series, CESifo, number 6622.
• Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017, "Uncertainty and Monetary Policy in Good and Bad Times," CESifo Working Paper Series, CESifo, number 6630.
• Efrem Castelnuovo & Trung Duc Tran, 2017, "Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia," CESifo Working Paper Series, CESifo, number 6695.
• Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli, 2017, "Uncertainty Across Volatility Regimes," CESifo Working Paper Series, CESifo, number 6799.
• Tobias Cagala & Ulrich Glogowsky & Veronika Grimm & Johannes Rincke, 2017, "Public Goods Provision with Rent-Extracting Administrators," CESifo Working Paper Series, CESifo, number 6801.
• Christiane Baumeister & James D. Hamilton, 2017, "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," CESifo Working Paper Series, CESifo, number 6835.
• Klaus Wohlrabe & Timo Wollmershäuser, 2017, "Über die richtige Interpretation des ifo Geschäftsklimas als konjunktureller Frühindikator," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 70, issue 15, pages 42-46, August.
• Damir Filipović & Martin Larsson & Francesco Statti, 2017, "Unspanned Stochastic Volatility in the Multi-Factor CIR Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-16, May, revised Apr 2018.
• Damian Smug & Peter Ashwin & Didier Sornette, 2017, "Predicting Financial Market Crashes Using Ghost Singularities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-23, Jun.
• Damian Smug & Didier Sornette & Peter Ashwin, 2017, "A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises)," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-34, Nov.
• Damien Ackerer & Damir Filipović, 2017, "Option Pricing with Orthogonal Polynomial Expansions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-41, Nov.
• Damir Filipović & Sander Willems, 2017, "A Term Structure Model for Dividends and Interest Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-52, Aug.
• Guilherme Demos & Didier Sornette, 2018, "Lagrange Regularisation Approach to Compare Nested Data Sets and Determine Objectively Financial Bubbles' Inceptions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-20, Mar.
• Amélie Charles & Olivier Darné & Fabien Tripier, 2017, "Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator," Working Papers, CEPII research center, number 2017-25, Dec.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2017, "Spillovers between food and energy prices and structural breaks," International Economics, CEPII research center, issue 150, pages 1-18.
• Thanda Sithole & Beatrice D. Simo-Kengne & Modeste Some, 2017, "The role of financial conditions in transmitting external shocks to South Africa," International Economics, CEPII research center, issue 150, pages 36-56.
• Stéphane Dees, 2017, "The role of confidence shocks in business cycles and their global dimension," International Economics, CEPII research center, issue 151, pages 48-65.
• Anh D.M. Nguyen & Jemma Dridib & Filiz D. Unsal & Oral H. Williams, 2017, "On the drivers of inflation in Sub-Saharan Africa," International Economics, CEPII research center, issue 151, pages 71-84.
• Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2017, "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," International Economics, CEPII research center, issue 152, pages 63-78.
• Mohamed Mehdi Jelassi & Jamel Trabelsi & Maryem Turki, 2017, "Does the J-curve hypothesis hold for a small open economy? Evidence from time-varying coefficients of a distributed-lag model for Tunisia," International Economics, CEPII research center, issue 152, pages 107-115.
• Guglielmo Maria Caporale & Hector Carcel & Luis Gil-Alana, 2017, "Central bank policy rates: Are they cointegrated?," International Economics, CEPII research center, issue 152, pages 116-123.
• Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2017, "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," CEPII Policy Brief, CEPII research center, number 2017-20, Dec.
• Dalibor Stevanovic & Rachidi Kotchoni & Maxime Leroux, 2017, "Forecasting economic activity in data-rich environment," CIRANO Working Papers, CIRANO, number 2017s-05, Jan.
• Tincho Almuzara & Dante Amengual & Enrique Sentana, 2017, "Normality Tests for Latent Variables," Working Papers, CEMFI, number wp2017_1708, Feb.
• Paúl A. Carrillo Maldonado, 2017, "El efecto de la política fiscal en expansión y recesión para Ecuador: un modelo MSVAR," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 36, issue 71, pages 405-439.
• Julio César Alonso Cifuentes & �ngela Mar�a Gonz�lez Ter�n, 2017, "Evaluación de la Hipótesis de Kuznets para Colombia con una aproximación de series de tiempo: 1977-2005," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 63, pages 43-62.
• Alvaro Hernando Chaves Castro, 2017, "Análisis de los ciclos del producto interno bruto agropecuario colombiano 1976-2013," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 63, pages 169-209.
• Daniel Felipe Cuervo & Camilo Ernesto G�mez & Miguel Antonio Melo & Jos� Gregorio Ojeda, 2017, "Efectos de variaciones del precio del petróleo en un escenario de incertidumbre sobre el crecimiento económico de Colombia: 2001-2016," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 15378, Feb.
• Carlos Daniel Rojas Martínez & Franky Juliano Galeano Ram�rez, 2017, "La hipótesis de déficits gemelos en Colombia, 2000 – 2016," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 15916, Dec.
• Daniela Castillo Téllez, 2017, "Los efectos de las importaciones, exportaciones y TES sobre el EMBI para el caso colombiano un análisis utilizando modelos VEC para el periodo 2010 -2016," Revista CIFE, Universidad Santo Tomás, volume 19, issue 30, pages 47-77.
• Carlos F. Parra Moreno & Omar G. Rosero & Jos� V. Pinz�n, 2017, "Sobre la relación entre inversión extranjera de cartera y la tasa de cambio: un estudio de causalidad para Colombia 2000-2014," Revista CIFE, Universidad Santo Tomás, volume 19, issue 31, pages 23-40.
• Carlos Andrés Villarreal Restrepo, 2017, "Panel de VAR : una aplicación en la movilidad de factores de producción en la integración económica Alianza del Pacífico," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17509, Jun.
• Adrian Marek Burda & Blazej Mazur & Mateusz Pawel Pipien, 2017, "Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 17, pages 97-114.
• Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017, "Comparing different data descriptors in Indirect Inference tests on DSGE models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11816, Jan.
• Minford, Patrick & Meenagh, David & Xu, Yongdeng & Wickens, Michael R., 2017, "What is the truth about DSGE models? Testing by indirect inference," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11817, Jan.
• Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017, "Testing part of a DSGE model by Indirect Inference," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11819, Jan.
• Bianchi, Francesco & Ilut, Cosmin & Schneider, Martin, 2017, "Uncertainty shocks, asset supply and pricing over the business cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11950, Apr.
• Gambacorta, Leonardo & van Rixtel, Adrian & Schiaffi, Stefano, 2017, "Changing business models in international bank funding," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11957, Apr.
• Born, Benjamin & Breuer, Sebastian & Elstner, Steffen, 2017, "Uncertainty and the Great Recession," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12083, Jun.
• Andreou, Elena & Gagliardini, Patrick & Ghysels, Eric & Rubin, Mirco, 2017, "Is Industrial Production Still the Dominant Factor for the US Economy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12219, Aug.
• Rebucci, Alessandro & Ferrero, Andrea & Cesa-Bianchi, Ambrogio, 2017, "International Credit Supply Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12501, Dec.
• Baumeister, Christiane & Hamilton, James, 2017, "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Deman," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12532, Dec.
• Pappa, Evi & Molteni, Francesco, 2017, "The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12541, Dec.
• Nazmus Sadat Khan, 2017, "Propagation of economic shocks from Russia and Western European countries to CEE-Baltic countries: a comparative analysis," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6517, Jul.
• Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2017, "Identification and Estimation in Non-Fundamental Structural VARMA Models," Working Papers, Center for Research in Economics and Statistics, number 2017-08, May.
• Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2017, "Statistical Inference for Independent Component Analysis: Application to Structural VAR Models," Working Papers, Center for Research in Economics and Statistics, number 2017-09, Jan.
• Gadea Rivas, María Dolores & Gonzalo, Jesús, 2017, "Trends in distributional characteristics : Existence of global warming," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 24121, Jan.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2017, "Score-driven non-linear multivariate dynamic location models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 25739, Oct.
• Degiannakis, Stavros & Potamia, Artemis, 2017, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 176-190, DOI: 10.1016/j.irfa.2016.10.008.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2017, "Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 1-26, DOI: 10.1016/j.irfa.2017.01.004.
• Evgenidis, Anastasios & Tsagkanos, Athanasios, 2017, "Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach," International Review of Financial Analysis, Elsevier, volume 51, issue C, pages 69-81, DOI: 10.1016/j.irfa.2017.03.003.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2017, "Persistence and cycles in the us federal funds rate," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 1-8, DOI: 10.1016/j.irfa.2017.04.007.
• Al-Khazali, Osamah & Bouri, Elie & Roubaud, David & Zoubi, Taisier, 2017, "The impact of religious practice on stock returns and volatility," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 172-189, DOI: 10.1016/j.irfa.2017.04.009.
• Fernandez, Viviana, 2017, "Some facts on the platinum-group elements," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 333-347, DOI: 10.1016/j.irfa.2017.04.003.
• Aboura, Sofiane & Chevallier, Julien, 2017, "A new weighting-scheme for equity indexes," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 159-175, DOI: 10.1016/j.irfa.2016.11.004.
• Gamba-Santamaria, Santiago & Gomez-Gonzalez, Jose Eduardo & Hurtado-Guarin, Jorge Luis & Melo-Velandia, Luis Fernando, 2017, "Stock market volatility spillovers: Evidence for Latin America," Finance Research Letters, Elsevier, volume 20, issue C, pages 207-216, DOI: 10.1016/j.frl.2016.10.001.
• Diaz, Elena Maria & de Gracia, Fernando Perez, 2017, "Oil price shocks and stock returns of oil and gas corporations," Finance Research Letters, Elsevier, volume 20, issue C, pages 75-80, DOI: 10.1016/j.frl.2016.09.010.
• Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai, 2017, "Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium," Finance Research Letters, Elsevier, volume 21, issue C, pages 100-106, DOI: 10.1016/j.frl.2016.12.001.
• Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2017, "Macro news and exchange rates in the BRICS," Finance Research Letters, Elsevier, volume 21, issue C, pages 140-143, DOI: 10.1016/j.frl.2016.12.002.
• Yu, Honghai & Fang, Libing & Du, Donglei & Yan, Panpan, 2017, "How EPU drives long-term industry beta," Finance Research Letters, Elsevier, volume 22, issue C, pages 249-258, DOI: 10.1016/j.frl.2017.05.012.
• Sheng, Xin & Brzeszczyński, Janusz & Ibrahim, Boulis M., 2017, "International stock return co-movements and trading activity," Finance Research Letters, Elsevier, volume 23, issue C, pages 12-18, DOI: 10.1016/j.frl.2017.06.006.
• Klein, Tony, 2017, "Dynamic correlation of precious metals and flight-to-quality in developed markets," Finance Research Letters, Elsevier, volume 23, issue C, pages 283-290, DOI: 10.1016/j.frl.2017.05.002.
• Ozturk, Sait R. & van der Wel, Michel & van Dijk, Dick, 2017, "Intraday price discovery in fragmented markets," Journal of Financial Markets, Elsevier, volume 32, issue C, pages 28-48, DOI: 10.1016/j.finmar.2016.10.001.
• Avramov, Doron & Hore, Satadru, 2017, "Cross-sectional factor dynamics and momentum returns," Journal of Financial Markets, Elsevier, volume 32, issue C, pages 69-96, DOI: 10.1016/j.finmar.2017.01.001.
• Kolo, Horst & Tzanova, Polia, 2017, "Forecasting the German forest products trade: A vector error correction model," Journal of Forest Economics, Elsevier, volume 26, issue C, pages 30-45, DOI: 10.1016/j.jfe.2016.11.001.
• Clements, Sherwood & Tidwell, Alan & Jin, Changha, 2017, "Futures markets and real estate public equity: Connectivity of lumber futures and Timber REITs," Journal of Forest Economics, Elsevier, volume 28, issue C, pages 70-79, DOI: 10.1016/j.jfe.2017.06.003.
• Figueiredo, Antonio & Parhizgari, A.M., 2017, "Currency volatility and bid-ask spreads of ADRs and local shares," Global Finance Journal, Elsevier, volume 34, issue C, pages 54-71, DOI: 10.1016/j.gfj.2016.07.002.
• Mumtaz, Haroon & Theodoridis, Konstantinos, 2017, "Common and country specific economic uncertainty," Journal of International Economics, Elsevier, volume 105, issue C, pages 205-216, DOI: 10.1016/j.jinteco.2017.01.007.
• Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi, 2017, "Fair weather or foul? The macroeconomic effects of El Niño," Journal of International Economics, Elsevier, volume 106, issue C, pages 37-54, DOI: 10.1016/j.jinteco.2017.01.010.
• Ca’ Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2017, "Exchange rate forecasting with DSGE models," Journal of International Economics, Elsevier, volume 107, issue C, pages 127-146, DOI: 10.1016/j.jinteco.2017.03.011.
• Holston, Kathryn & Laubach, Thomas & Williams, John C., 2017, "Measuring the natural rate of interest: International trends and determinants," Journal of International Economics, Elsevier, volume 108, issue S1, pages 59-75, DOI: 10.1016/j.jinteco.2017.01.004.
• Al-Maadid, Alanoud & Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2017, "Spillovers between food and energy prices and structural breaks," International Economics, Elsevier, volume 150, issue C, pages 1-18, DOI: 10.1016/j.inteco.2016.06.005.
• Sithole, Thanda & Simo-Kengne, Beatrice D. & Some, Modeste, 2017, "The role of financial conditions in transmitting external shocks to South Africa," International Economics, Elsevier, volume 150, issue C, pages 36-56, DOI: 10.1016/j.inteco.2017.01.001.
• Dees, Stéphane, 2017, "The role of confidence shocks in business cycles and their global dimension," International Economics, Elsevier, volume 151, issue C, pages 48-65, DOI: 10.1016/j.inteco.2017.03.004.
• Nguyen, Anh D.M. & Dridi, Jemma & Unsal, Filiz D. & Williams, Oral H., 2017, "On the drivers of inflation in Sub-Saharan Africa," International Economics, Elsevier, volume 151, issue C, pages 71-84, DOI: 10.1016/j.inteco.2017.04.002.
• Mehdi Jelassi, Mohamed & Trabelsi, Jamel & Turki, Maryem, 2017, "Does the J-curve hypothesis hold for a small open economy? Evidence from time-varying coefficients of a distributed-lag model for Tunisia," International Economics, Elsevier, volume 152, issue C, pages 107-115, DOI: 10.1016/j.inteco.2017.06.002.
• Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis, 2017, "Central bank policy rates: Are they cointegrated?," International Economics, Elsevier, volume 152, issue C, pages 116-123, DOI: 10.1016/j.inteco.2017.06.001.
• Gnimassoun, Blaise & Joëts, Marc & Razafindrabe, Tovonony, 2017, "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," International Economics, Elsevier, volume 152, issue C, pages 63-78, DOI: 10.1016/j.inteco.2017.07.001.
• Bu, Ruijun & Jawadi, Fredj & Li, Yuyi, 2017, "An empirical comparison of transformed diffusion models for VIX and VIX futures," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 46, issue C, pages 116-127, DOI: 10.1016/j.intfin.2016.08.003.
• Guidolin, Massimo & Pedio, Manuela, 2017, "Identifying and measuring the contagion channels at work in the European financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 117-134, DOI: 10.1016/j.intfin.2017.01.001.
• Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E., 2017, "Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 178-191, DOI: 10.1016/j.intfin.2016.12.003.
• de Truchis, Gilles & Dell’Eva, Cyril & Keddad, Benjamin, 2017, "On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 82-98, DOI: 10.1016/j.intfin.2016.12.006.
• Frijns, Bart & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2017, "Excess stock return comovements and the role of investor sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 74-87, DOI: 10.1016/j.intfin.2017.02.005.
• Uribe, Jorge M. & Chuliá, Helena & Guillén, Montserrat, 2017, "Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 50, issue C, pages 52-68, DOI: 10.1016/j.intfin.2017.09.027.
• Resnick, Bruce G. & Shoesmith, Gary L., 2017, "A note on modeling world equity markets with nonsynchronous data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 125-132, DOI: 10.1016/j.intfin.2017.05.010.
• Cubadda, Gianluca & Guardabascio, Barbara & Hecq, Alain, 2017, "A vector heterogeneous autoregressive index model for realized volatility measures," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 337-344, DOI: 10.1016/j.ijforecast.2016.09.002.
• Hendry, David F. & Martinez, Andrew B., 2017, "Evaluating multi-step system forecasts with relatively few forecast-error observations," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 359-372, DOI: 10.1016/j.ijforecast.2016.08.007.
• Sbrana, Giacomo & Silvestrini, Andrea & Venditti, Fabrizio, 2017, "Short-term inflation forecasting: The M.E.T.A. approach," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 1065-1081, DOI: 10.1016/j.ijforecast.2017.06.007.
• Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017, "Forecasting with VAR models: Fat tails and stochastic volatility," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 1124-1143, DOI: 10.1016/j.ijforecast.2017.03.001.
• Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2017, "The impact of monetary policy on corporate bonds under regime shifts," Journal of Banking & Finance, Elsevier, volume 80, issue C, pages 176-202, DOI: 10.1016/j.jbankfin.2017.03.011.
• Chang, Charles & Fuh, Cheng-Der & Kao, Chu-Lan Michael, 2017, "Reading between the ratings: Modeling residual credit risk and yield overlap," Journal of Banking & Finance, Elsevier, volume 81, issue C, pages 114-135, DOI: 10.1016/j.jbankfin.2017.04.011.
• Meller, Barbara & Metiu, Norbert, 2017, "The synchronization of credit cycles," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 98-111, DOI: 10.1016/j.jbankfin.2017.05.011.
• Beckmann, Joscha & Czudaj, Robert, 2017, "Capital flows and GDP in emerging economies and the role of global spillovers," Journal of Economic Behavior & Organization, Elsevier, volume 142, issue C, pages 140-163, DOI: 10.1016/j.jebo.2017.07.031.
• Fadejeva, Ludmila & Feldkircher, Martin & Reininger, Thomas, 2017, "International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 1-25, DOI: 10.1016/j.jimonfin.2016.08.001.
• Hanisch, Max, 2017, "The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 110-134, DOI: 10.1016/j.jimonfin.2016.08.002.
• Virk, Nader & Javed, Farrukh, 2017, "European equity market integration and joint relationship of conditional volatility and correlations," Journal of International Money and Finance, Elsevier, volume 71, issue C, pages 53-77, DOI: 10.1016/j.jimonfin.2016.10.007.
• Potjagailo, Galina, 2017, "Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach," Journal of International Money and Finance, Elsevier, volume 72, issue C, pages 127-147, DOI: 10.1016/j.jimonfin.2017.01.003.
• Ellington, Michael & Florackis, Chris & Milas, Costas, 2017, "Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR," Journal of International Money and Finance, Elsevier, volume 72, issue C, pages 93-117, DOI: 10.1016/j.jimonfin.2016.12.002.
• Boysen-Hogrefe, Jens, 2017, "Risk assessment on euro area government bond markets – The role of governance," Journal of International Money and Finance, Elsevier, volume 73, issue PA, pages 104-117, DOI: 10.1016/j.jimonfin.2017.01.005.
• Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2017, "Black swan events and safe havens: The role of gold in globally integrated emerging markets," Journal of International Money and Finance, Elsevier, volume 73, issue PB, pages 317-334, DOI: 10.1016/j.jimonfin.2017.02.010.
• Huber, Florian & Punzi, Maria Teresa, 2017, "The shortage of safe assets in the US investment portfolio: Some international evidence," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 318-336, DOI: 10.1016/j.jimonfin.2017.02.023.
• Gehrke, Britta & Yao, Fang, 2017, "Are supply shocks important for real exchange rates? A fresh view from the frequency-domain," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 99-114, DOI: 10.1016/j.jimonfin.2017.09.008.
• Komatsubara, Tadaaki & Okimoto, Tatsuyoshi & Tatsumi, Ken-ichi, 2017, "Dynamics of integration in East Asian equity markets," Journal of the Japanese and International Economies, Elsevier, volume 45, issue C, pages 37-50, DOI: 10.1016/j.jjie.2017.07.002.
• Netšunajev, Aleksei & Glass, Katharina, 2017, "Uncertainty and employment dynamics in the euro area and the US," Journal of Macroeconomics, Elsevier, volume 51, issue C, pages 48-62, DOI: 10.1016/j.jmacro.2016.12.002.
• Berger, Tino & Grabert, Sibylle & Kempa, Bernd, 2017, "Global macroeconomic uncertainty," Journal of Macroeconomics, Elsevier, volume 53, issue C, pages 42-56, DOI: 10.1016/j.jmacro.2017.05.005.
• Francq, Christian & Sucarrat, Genaro, 2017, "An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns," Journal of Multivariate Analysis, Elsevier, volume 153, issue C, pages 16-32, DOI: 10.1016/j.jmva.2016.09.010.
• Dimpfl, Thomas & Flad, Michael & Jung, Robert C., 2017, "Price discovery in agricultural commodity markets in the presence of futures speculation," Journal of Commodity Markets, Elsevier, volume 5, issue C, pages 50-62, DOI: 10.1016/j.jcomm.2017.01.002.
• Kuck, Konstantin & Schweikert, Karsten, 2017, "A Markov regime-switching model of crude oil market integration," Journal of Commodity Markets, Elsevier, volume 6, issue C, pages 16-31, DOI: 10.1016/j.jcomm.2017.03.001.
• Aepli, Matthias D. & Füss, Roland & Henriksen, Tom Erik S. & Paraschiv, Florentina, 2017, "Modeling the multivariate dynamic dependence structure of commodity futures portfolios," Journal of Commodity Markets, Elsevier, volume 6, issue C, pages 66-87, DOI: 10.1016/j.jcomm.2017.05.002.
• Khan, Saleheen, 2017, "The savings and investment relationship: The Feldstein–Horioka puzzle revisited," Journal of Policy Modeling, Elsevier, volume 39, issue 2, pages 324-332, DOI: 10.1016/j.jpolmod.2017.02.002.
• Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & van Eyden, Reneé, 2017, "The impact of US policy uncertainty on the monetary effectiveness in the Euro area," Journal of Policy Modeling, Elsevier, volume 39, issue 6, pages 1052-1064, DOI: 10.1016/j.jpolmod.2017.09.002.
• Shahbaz, Muhammad & Balcilar, Mehmet & Abidin Ozdemir, Zeynel, 2017, "Does oil predict gold? A nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, volume 52, issue C, pages 257-265, DOI: 10.1016/j.resourpol.2017.03.004.
• Aye, Goodness C. & Carcel, Hector & Gil-Alana, Luis A. & Gupta, Rangan, 2017, "Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016," Resources Policy, Elsevier, volume 54, issue C, pages 53-57, DOI: 10.1016/j.resourpol.2017.09.001.
• Ellahie, Atif & Ricco, Giovanni, 2017, "Government purchases reloaded: Informational insufficiency and heterogeneity in fiscal VARs," Journal of Monetary Economics, Elsevier, volume 90, issue C, pages 13-27, DOI: 10.1016/j.jmoneco.2017.06.002.
• Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis, 2017, "Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model," Journal of Multinational Financial Management, Elsevier, volume 40, issue C, pages 92-102, DOI: 10.1016/j.mulfin.2017.03.001.
• Devaney, Steven & Xiao, Qin, 2017, "Cyclical co-movements of private real estate, public real estate and equity markets: A cross-continental spectrum," Journal of Multinational Financial Management, Elsevier, volume 42, issue , pages 132-151, DOI: 10.1016/j.mulfin.2017.10.002.
• Hkiri, Besma & Hammoudeh, Shawkat & Aloui, Chaker & Yarovaya, Larisa, 2017, "Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods," Pacific-Basin Finance Journal, Elsevier, volume 43, issue C, pages 124-150, DOI: 10.1016/j.pacfin.2017.03.001.
• Yang, Sheng-Ping, 2017, "Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PB, pages 337-354, DOI: 10.1016/j.pacfin.2017.10.004.
• Al Rahahleh, Naseem & Bhatti, M. Ishaq & Adeinat, Iman, 2017, "Tail dependence and information flow: Evidence from international equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 474, issue C, pages 319-329, DOI: 10.1016/j.physa.2017.01.063.
• Bouleau, Nicolas & Chorro, Christophe, 2017, "The impact of randomness on the distribution of wealth: Some economic aspects of the Wright–Fisher diffusion process," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 479, issue C, pages 379-395, DOI: 10.1016/j.physa.2017.03.017.
• Schmidbauer, Harald & Rösch, Angi & Uluceviz, Erhan, 2017, "Frequency aspects of information transmission in a network of three western equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 486, issue C, pages 933-946, DOI: 10.1016/j.physa.2017.05.082.
• Scott, C. Patrick & Barari, Mahua, 2017, "Monetary policy deviations: A Bayesian state-space analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 1-12, DOI: 10.1016/j.qref.2016.04.015.
• Güler, Mustafa Haluk & Keleş, Gürsu & Polat, Tandoğan, 2017, "An empirical decomposition of the liquidity premium in breakeven inflation rates," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 185-192, DOI: 10.1016/j.qref.2016.04.002.
• Teye, Alfred Larm & Ahelegbey, Daniel Felix, 2017, "Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach," Regional Science and Urban Economics, Elsevier, volume 65, issue C, pages 56-64, DOI: 10.1016/j.regsciurbeco.2017.04.005.
• Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita, 2017, "Clustered housing cycles," Regional Science and Urban Economics, Elsevier, volume 66, issue C, pages 185-197, DOI: 10.1016/j.regsciurbeco.2017.06.003.
• Mrabet, Zouhair & Alsamara, Mouyad, 2017, "Testing the Kuznets Curve hypothesis for Qatar: A comparison between carbon dioxide and ecological footprint," Renewable and Sustainable Energy Reviews, Elsevier, volume 70, issue C, pages 1366-1375, DOI: 10.1016/j.rser.2016.12.039.
• Ben Jebli, Mehdi & Belloumi, Mounir, 2017, "Investigation of the causal relationships between combustible renewables and waste consumption and CO2 emissions in the case of Tunisian maritime and rail transport," Renewable and Sustainable Energy Reviews, Elsevier, volume 71, issue C, pages 820-829, DOI: 10.1016/j.rser.2016.12.108.
• Alshehry, Atef Saad & Belloumi, Mounir, 2017, "Study of the environmental Kuznets curve for transport carbon dioxide emissions in Saudi Arabia," Renewable and Sustainable Energy Reviews, Elsevier, volume 75, issue C, pages 1339-1347, DOI: 10.1016/j.rser.2016.11.122.
• Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017, "Financial integration in small Islands: The case of Cyprus," International Review of Economics & Finance, Elsevier, volume 47, issue C, pages 201-219, DOI: 10.1016/j.iref.2016.10.014.
• Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Hammoudeh, Shawkat & Shahbaz, Muhammad, 2017, "Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants," International Review of Economics & Finance, Elsevier, volume 47, issue C, pages 46-61, DOI: 10.1016/j.iref.2016.10.005.
• Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2017, "Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 269-279, DOI: 10.1016/j.iref.2016.12.007.
• Kim, Myeong Hyeon & Sun, Lingxia, 2017, "Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 309-325, DOI: 10.1016/j.iref.2016.12.014.
• Kempa, Bernd & Khan, Nazmus Sadat, 2017, "Spillover effects of debt and growth in the euro area: Evidence from a GVAR model," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 102-111, DOI: 10.1016/j.iref.2017.01.024.
• Kumar, Dilip, 2017, "Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 149-167, DOI: 10.1016/j.iref.2017.01.027.
• Park, Hail & Shin, Yongcheol, 2017, "Exploring international linkages using generalised connectedness measures: The case of Korea," International Review of Economics & Finance, Elsevier, volume 50, issue C, pages 49-64, DOI: 10.1016/j.iref.2017.03.029.
• Eleftheriou, Maria, 2017, "Did the Bundesbank react to the US dollar exchange rate?," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 235-244, DOI: 10.1016/j.iref.2017.05.016.
• Varlik, Serdar & Berument, M. Hakan, 2017, "Multiple policy interest rates and economic performance in a multiple monetary-policy-tool environment," International Review of Economics & Finance, Elsevier, volume 52, issue C, pages 107-126, DOI: 10.1016/j.iref.2017.10.004.
• Basher, Syed Abul & Kessler, Lawrence M. & Munkin, Murat K., 2017, "Bank capital and portfolio risk among Islamic banks," Review of Financial Economics, Elsevier, volume 34, issue C, pages 1-9, DOI: 10.1016/j.rfe.2017.03.004.
• Cardona, Laura & Gutiérrez, Marcela & Agudelo, Diego A., 2017, "Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 115-127, DOI: 10.1016/j.ribaf.2016.07.008.
• Evgenidis, Anastasios & Tsagkanos, Athanasios & Siriopoulos, Costas, 2017, "Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 267-279, DOI: 10.1016/j.ribaf.2016.08.002.
• Moussa, Faten & Delhoumi, Ezzeddine & Ouda, Olfa Ben, 2017, "Stock return and volatility reactions to information demand and supply," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 54-67, DOI: 10.1016/j.ribaf.2016.07.016.
• Serletis, Apostolos & Istiak, Khandokar, 2017, "Financial intermediary leverage spillovers," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 1000-1007, DOI: 10.1016/j.ribaf.2016.03.001.
• Chevallier, Julien & Ielpo, Florian, 2017, "Investigating the leverage effect in commodity markets with a recursive estimation approach," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 763-778, DOI: 10.1016/j.ribaf.2014.09.010.
• Moussa, Faten & BenOuda, Olfa & Delhoumi, Ezzeddine, 2017, "The use of open source internet to analysis and predict stock market trading volume," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 399-411, DOI: 10.1016/j.ribaf.2017.04.048.
• Mensah, Jones Odei & Premaratne, Gamini, 2017, "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 516-546, DOI: 10.1016/j.ribaf.2017.05.001.
• Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K., 2017, "Has the correlation of inflation and stock prices changed in the United States over the last two centuries?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1-8, DOI: 10.1016/j.ribaf.2017.04.005.
• Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2017, "Do commodities make effective hedges for equity investors?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1274-1288, DOI: 10.1016/j.ribaf.2017.07.064.
• Degiannakis, Stavros, 2017, "The one-trading-day-ahead forecast errors of intra-day realized volatility," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1298-1314, DOI: 10.1016/j.ribaf.2017.07.067.
• Pham, Thi Hoang Anh, 2017, "Are global shocks leading indicators of currency crisis in Viet Nam?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 605-615, DOI: 10.1016/j.ribaf.2017.07.005.
• Shah, Said Zamin & Baharumshah, Ahmad Zubaidi & Hook, Law Siong & Habibullah, Muzafar Shah, 2017, "Nominal uncertainty, real uncertainty and macroeconomic performance in a time-varying asymmetric framework: Implications for monetary policy," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 75-93, DOI: 10.1016/j.ribaf.2017.05.012.
• Ben Rejeb, Aymen, 2017, "On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 794-815, DOI: 10.1016/j.ribaf.2017.07.017.
• Maggi, Bernardo, 2017, "A technology-based countries-interaction dynamic model for the study of European growth and stability: Were there the conditions for convergence?," Technological Forecasting and Social Change, Elsevier, volume 125, issue C, pages 275-288, DOI: 10.1016/j.techfore.2017.07.002.
• Alexandridis, G. & Sahoo, S. & Visvikis, I., 2017, "Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 98, issue C, pages 82-104, DOI: 10.1016/j.tre.2016.12.007.
• Ceballos, Francisco & Hernandez, Manuel A. & Minot, Nicholas & Robles, Miguel, 2017, "Grain Price and Volatility Transmission from International to Domestic Markets in Developing Countries," World Development, Elsevier, volume 94, issue C, pages 305-320, DOI: 10.1016/j.worlddev.2017.01.015.
• Rayp, Glenn & Ruyssen, Ilse & Standaert, Samuel, 2017, "Measuring and Explaining Cross-Country Immigration Policies," World Development, Elsevier, volume 95, issue C, pages 141-163, DOI: 10.1016/j.worlddev.2017.02.026.
• Andrew Phiri, 2017, "Nonlinear adjustment effects in the purchasing power parity," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 2, pages 14-38.
• Andrew Phiri, 2017, "Nonlinear adjustment effects in the purchasing power parity," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/08, Jun.
• Yasuo Hirose & Takeki Sunakawa, 2017, "The Natural Rate of Interest in a Nonlinear DSGE Model," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-38, May.
• Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov, 2017, "Signed Spillover Effects Building on Historical Decompositions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-52, Aug.
• Elmar Mertens & James M. Nason, 2017, "Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-60, Sep.
• Joshua C C Chan & Yong Song, 2017, "Measuring Inflation Expectations Uncertainty Using High-Frequency Data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-61, Oct.