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

• 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.
• Benjamin Wong, 2017, "Historical Decompositions for Nonlinear Vector Autoregression Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-62, Oct.
• Thomas Goodwin & Jing Tian, 2017, "A State Space Approach to Evaluate Multi-horizon Forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-67, Nov.
• Barigozzi, Matteo & Hallin, Marc, 2017, "Generalized dynamic factor models and volatilities estimation and forecasting," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67455, Aug.
• Wong, Shiu Fung & Tong, Howell & Siu, Tak Kuen & Lu, Zudi, 2017, "A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 78515, Mar.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017, "The transmission of monetary policy shocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86163, Feb.
• Imran Shah & Diaz Vela Carlos & Yuan Wang, 2017, "Revisiting the Dynamics Effects of Oil Price Shocks on Small Developing Economies," Department of Economics Working Papers, University of Bath, Department of Economics, number 65/17, Mar.
• Gabe de Bondt, 2017, "Confidence and monetary policy transmission," EcoMod2017, EcoMod, number 10197, Jul.
• Zivile Zekaite & Gabe de Bondt & Elke Hahn, 2017, "Alice: A New Inflation Monitoring Tool," EcoMod2017, EcoMod, number 10414, Jul.
• Aleksandra Halka & Karol Szafranek, 2017, "Determinants of low inflation in emerging, small open economy. Comparison of aggregated and disaggregated approaches," EcoMod2017, EcoMod, number 10560, Jul.
• Alberto Urtasun & Mara Gil & Javier J. Perez, 2017, "Nowcasting private consumption: traditional indicators, uncertainty measures, and the role of internet search query data," EcoMod2017, EcoMod, number 10745, Jul.
• Roberto Cellini & Paolo Di Caro & Gianpiero Torrisi, 2017, "Regional resilience in Italy: do employment and income tell the same story?," Chapters, Edward Elgar Publishing, chapter 14, in: Robert Huggins & Piers Thompson, "Handbook of Regions and Competitiveness".
• Ramos-Francia, Manuel & Noriega, Antonio E. & Rodríguez-Pérez, Cid Alonso, 2017, "Uso de agregados monetarios como indicadores de la evolución futura de los precios al consumidor: crecimiento monetario y meta de inflación," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 333, pages .5-70, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v84i.
• Xin Li & Hsu Ling Chang & Chi Wei Su & Yin Dai, 2017, "Does foreign direct investment promote exports in China?," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 2, pages 185-202, May, DOI: 10.1108/CFRI-04-2016-0026.
• Madhu Sehrawat & A.K. Giri, 2017, "An empirical relationship between financial development indicators and human capital in some selected Asian countries," International Journal of Social Economics, Emerald Group Publishing Limited, volume 44, issue 3, pages 337-349, March, DOI: 10.1108/IJSE-05-2015-0131.
• Sanjay Sehgal & Sonal Babbar, 2017, "Evaluating alternative performance benchmarks for Indian mutual fund industry," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 14, issue 2, pages 222-250, May, DOI: 10.1108/JAMR-04-2016-0028.
• Juan Carlos Cuestas & Karsten Staehr, 2017, "The Great Leveraging in the European crisis countries," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 6, pages 895-910, November, DOI: 10.1108/JES-12-2016-0268.
• Trond Arne Borgersen, 2017, "The optimal LTV-ratio, mortgage market variability and monetary policy regimes," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 9, issue 02, pages 225-239, May, DOI: 10.1108/JFEP-06-2016-0044.
• Stephanos Papadamou & Trifon Tzivinikos, 2017, "The macroeconomic effects of fiscal consolidation policies in Greece," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 9, issue 1, pages 34-49, April, DOI: 10.1108/JFEP-07-2016-0051.
• Ajaya Kumar Panda & Swagatika Nanda, 2017, "Market linkages and conditional correlation between the stock markets of South and Central America," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 9, issue 02, pages 174-197, May, DOI: 10.1108/JFEP-08-2016-0063.
• Chang, C-L. & McAleer, M.J., 2017, "The Fiction of Full BEKK," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-015/III, Jan.
• Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2017, "Connecting VIX and Stock Index ETF," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2016-010/III, Jan.
• Kamiar Mohaddes & Mehdi Raissi, 2017, "The U.S. Oil Supply Revolution and the Global Economy," Working Papers, Economic Research Forum, number 1124, 07, revised 07 2017.
• Mahjus Ekananda & Dion Jogi Parlinggoman, 2017, "The Role of High-Tech Exports and of Foreign Direct Investments (FDI) on Economic Growth," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4A, pages 194-212.
• Parma Chakravartti & Sudipto Mundle, 2017, "An Automatic Leading Indicator Based Growth Forecast For 2016-17 and The Outlook Beyond," Working Papers, eSocialSciences, number id:11773, May.
• Taniya Ghosh & Soumya Bhadury, 2017, "Money's Causal Role in Exchange Rate: Do Divisia Monetary Aggregates Explain More?," Working Papers, eSocialSciences, number id:12107, Sep.
• Bao H. NGUYEN & Tatsuyoshi OKIMOTO, 2017, "Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17102, Jul.
• Ana-Maria Ciuhu, 2017, "Labour Market Analysis Using VAR Models," Working papers, Ecological University of Bucharest, Department of Economics, number 04, Apr.
• Nicolas Philiponnet & Alessandro Turrini, 2017, "Assessing House Price Developments in the EU," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 048, May.
• MOLTENI, Francesco, PAPPA, Evi, 2017, "The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach," Economics Working Papers, European University Institute, number MWP 2017/13.
• M. Hakan Eratalay & Evgenii Vladimirov, 2017, "Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2017/01, Jan.
• Mukhtar Danladi Galadima & Abubakar Wambai Aminu, 2017, "Asymmetric cointegration and causality between natural gas consumption and economic growth in Nigeria," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2017, issue 3, pages 59-71.
• Matthew T. Holt & Timo Teräsvirta, 2017, "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-05, Jan.
• Søren Johansen & Morten Nyboe Tabor, 2017, "Cointegration between trends and their estimators in state space models and CVAR models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-11, Mar.
• Massimo Franchi & Søren Johansen, 2017, "Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-17, Apr.
• Annastiina Silvennoinen & Timo Teräsvirta, 2017, "Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-28, Aug.
• Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2017, "Modelling and forecasting WIG20 daily returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-29, Aug.
• Timo Teräsvirta, 2017, "Nonlinear models in macroeconometrics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-32, Sep.
• Søren Johansen & Morten Ørregaard Nielsen, 2017, "Testing the CVAR in the fractional CVAR model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-37, Nov.
• Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2017, "Noisy News in Business Cycles," American Economic Journal: Macroeconomics, American Economic Association, volume 9, issue 4, pages 122-152, October.
• Kenneth D. West, 2017, "Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay," Journal of Economic Literature, American Economic Association, volume 55, issue 1, pages 173-181, March.
• James H. Stock & Mark W. Watson, 2017, "Twenty Years of Time Series Econometrics in Ten Pictures," Journal of Economic Perspectives, American Economic Association, volume 31, issue 2, pages 59-86, Spring.
• Stelios Arvanitis & Alexandros Louka, 2017, "Limits for the Gaussian QMLE in the Non-Stationary GARCH(1,1) Mod," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201705, May.
• Sergio Destefanis & Matteo Fragetta & Emanuel Gasteiger, 2017, "On the Macroeconomic Performance of the Euro Area," Working Papers, Interuniversity Research Center "Ezio Tarantelli", number 4/2017, Apr.
• Morana, Claudio & Sbrana, Giacomo, undated, "Temperature Anomalies, Radiative Forcing and ENSO," MITP: Mitigation, Innovation and Transformation Pathways, Fondazione Eni Enrico Mattei (FEEM), number 253732, DOI: 10.22004/ag.econ.253732.
• Phiri, Andrew, 2017, "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 13, issue 01, DOI: 10.22004/ag.econ.264621.
• Dolatabadi, Sepideh & Kumar Narayan, Paresh & Orregaard Nielsen, Morten & Xu, Ke, 2017, "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274663, Jan, DOI: 10.22004/ag.econ.274663.
• Johansen, SÃÿren & ßrregaard Nielsen, Morten, 2017, "Testing the CVAR in the fractional CVAR model," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274720, Oct, DOI: 10.22004/ag.econ.274720.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, undated, "A Model of the Fed’s View on Inflation," Economic Research Papers, University of Warwick - Department of Economics, number 269087, DOI: 10.22004/ag.econ.269087.
• Ellahie, Atif & Ricco, Giovanni, undated, "Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs," Economic Research Papers, University of Warwick - Department of Economics, number 269308, DOI: 10.22004/ag.econ.269308.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, undated, "The Transmission of Monetary Policy Shocks," Economic Research Papers, University of Warwick - Department of Economics, number 269310, DOI: 10.22004/ag.econ.269310.
• Javier L. Arnaut, 2017, "Was Colonialism Fiscally Sustainable? An Empirical Examination of the Colonial Finances of Spanish America," Documentos de Trabajo (DT-AEHE), Asociación Española de Historia Económica, number 1703, Mar.
• Md. Abu HASAN & Anita ZAMAN, 2017, "Volatility Nexus Between Stock Market And Macroeconomic Variables In Bangladesh: An Extended Garch Approach," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 64, issue 2, pages 233-243, June.
• Kenza Benhima & Céline Poilly, 2017, "Do Misperceptions about Demand Matter? Theory and Evidence," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1717, May.
• Guido Zack & Martín Montané & Matías Kulfas, 2017, "Una Aproximación a las Causas del Proceso Inflacionario Argentino Reciente," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2017-19, Aug.
• Nicola Rubino, undated, "Cointegration Between Economic Activity And Oil Prices In The Opec Countries; A Time Series Approach," Review of Socio - Economic Perspectives, Reviewsep, number 201709, DOI: https://doi.org/10.19275/RSEP015.
• Roger Koenker, 2017, "Quantile Regression: 40 Years On," Annual Review of Economics, Annual Reviews, volume 9, issue 1, pages 155-176, September, DOI: 10.1146/annurev-economics-063016-10.
• Мекенбаева К.Б. & Жузбаев А.М., 2017, "Краткосрочное Прогнозирование Экономической Активности В Казахстане," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 20-35.
• Тулеуов Олжас // Tuleuov Olzhas, 2017, "Система селективно-комбинированного прогноза инфляции (SSCIF): выбор оптимальной техники прогнозирования динамики потребительских цен в условиях структурного шока (на примере Казахстана) // System of selective-combined inflation forecast (SSCIF): cho," Working Papers, National Bank of Kazakhstan, number #2017-9.
• Жузбаев Адам // Zhuzbayev Adam, 2017, "Моделирование краткосрочного экономического индикатора в Казахстане // Modeling a short-term economic indicator for Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2017-6.
• Чернявский Денис // Chernyavskiy Denis, 2017, "Квартальная прогностическая модель Республики Казахстан и ее роль в принятии решений по денежно-кредитной политике // Quarterly projection model of the Republic of Kazakhstan and its role in decision-making on monetary policy," Working Papers, National Bank of Kazakhstan, number #2017-4.
• Тулеуов Олжас // Tuleuov Olzhas, 2017, "Анализ и эмпирическая оценка трансграничного воздействия на развивающиеся рынки нетрадиционной монетарной политики центральных банков развитых стран // Analysis and empirical assessment of the cross-border impact on the emerging markets of unconventi," Working Papers, National Bank of Kazakhstan, number #2017-2.
• Тулеуов Олжас // Tuleuov Olzhas, 2017, "Трансграничная динамика инфляционных процессов в ЕАЭС: эмпирическая оценка // A сross-border dynamics of inflationary processes in the Eurasian Economic Union: an empirical assessment," Working Papers, National Bank of Kazakhstan, number #2017-5.
• Чернявский Денис // Chernyavskiy Denis, 2017, "Некоторые аспекты параметров долгосрочного равновесия в Квартальной прогностической модели // Some aspects of the parameters of long-term equilibrium in the Quarterly projection model," Working Papers, National Bank of Kazakhstan, number #2017-8.
• Fayq Al Akayleh, 2017, "Accession to World Trade Organization and its Implications for Trade Diversification and Economic Activity: Evidence from Saudi Arabia," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 12, pages 332-345, 12-2017.
• Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017, "Smoothed GMM for quantile models," Papers, arXiv.org, number 1707.03436, Jul, revised Feb 2018.
• Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017, "Forecasting the U.S. Real House Price Index," Papers, arXiv.org, number 1707.04868, Jul.
• Lenard Lieb & Stephan Smeekes, 2017, "Inference for Impulse Responses under Model Uncertainty," Papers, arXiv.org, number 1709.09583, Sep, revised Oct 2019.
• Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2017, "Inference for VARs Identified with Sign Restrictions," Papers, arXiv.org, number 1709.10196, Sep, revised Feb 2018.
• Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2017, "A Justification of Conditional Confidence Intervals," Papers, arXiv.org, number 1710.00643, Oct, revised Jan 2019.
• Mile Bosnjak, 2017, "Structural Change In Croatian Real Gdp Growth Rates," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 26, issue 1, pages 205-218, june.
• Albulene Kastrati & Geoff Pugh & Valentin Toci, 2017, "Output Gap In Transition Economies Using Unobserved Component Method: The Case Of Czech Republic, Estonia And Kosovo," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 26, issue 2, pages 477-500, december.
• Massimo Guidolin & Francesco Chincoli, 2017, "Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1754.
• Hong Li & Vincent Daly, 2017, "Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios," Review of Economics & Finance, Better Advances Press, Canada, volume 10, pages 33-48, November.
• Julijana Angelovska, 2017, "Integration of Macedonian, Bulgarian and Croatian Stock Markets – VECM Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 65-79.
• Vladimir Tsenkov & Ani Stoitsova-Stoykova, 2017, "Interaction between the public attitudes and the stock exchange dynamics in Southeastern European countries," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 93-111.
• Erick Lahura, 2017, "Monetary Aggregates and Monetary Policy in Peru," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1704, Aug.
• Zacharias Psaradakis & Martin Sola, 2017, "Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1702, Mar.
• Zacharias Psaradakis & Marián Vávra, 2017, "Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1706, Oct.
• Paul Corrigan, 2017, "Terms-of-Trade and House Price Fluctuations: A Cross-Country Study," Staff Working Papers, Bank of Canada, number 17-1, DOI: 10.34989/swp-2017-1.
• Sermin Gungor & Richard Luger, 2017, "Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects," Staff Working Papers, Bank of Canada, number 17-10, DOI: 10.34989/swp-2017-10.
• Tony Chernis & Rodrigo Sekkel, 2017, "A Dynamic Factor Model for Nowcasting Canadian GDP Growth," Staff Working Papers, Bank of Canada, number 17-2, DOI: 10.34989/swp-2017-2.
• Lorenzo Pozzi & Barbara Sadaba, 2017, "Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals," Staff Working Papers, Bank of Canada, number 17-22, DOI: 10.34989/swp-2017-22.
• Alban Moura, 2017, "Investment price rigidity and business cycles," BCL working papers, Central Bank of Luxembourg, number 105, Mar.
• Patrick Fève & Olivier Pierrard, 2017, "Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective," BCL working papers, Central Bank of Luxembourg, number 111, Jul.
• Federico Lubello & Abdelaziz Rouabah, 2017, "Capturing macroprudential regulation effectiveness: A DSGE approach with shadow intermediaries," BCL working papers, Central Bank of Luxembourg, number 114, Oct.
• Eduardo Bandrés & María Dolores Gadea-Rivas & Ana Gómez-Loscos, 2017, "Regional business cycles across europe," Occasional Papers, Banco de España, number 1702, Jan.
• María Dolores Gadea-Rivas & Ana Gómez-Loscos & Danilo Leiva-Leon, 2017, "The evolution of regional economic interlinkages in Europe," Working Papers, Banco de España, number 1705, Feb.
• Knut Are Aastveit & Francesco Furlanetto & Francesca Loria, 2017, "Has the Fed responded to house and stock prices? A time-varying analysis," Working Papers, Banco de España, number 1713, Apr.
• Francesco Furlanetto & Ørjan Robstad, 2017, "Immigration and the macroeconomy: some new empirical evidence," Working Papers, Banco de España, number 1716, Apr.
• Danilo Leiva-Leon, 2017, "Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework," Working Papers, Banco de España, number 1726, Jul.
• Mario Alloza, 2017, "Is fiscal policy more effective in uncertain times or during recessions?," Working Papers, Banco de España, number 1730, Aug.
• Pierre Guérin & Danilo Leiva-Leon, 2017, "Monetary policy, stock market and sectoral comovement," Working Papers, Banco de España, number 1731, Aug.
• Leonardo Gambacorta & Stefano Schiaffi & Adrian Van Rixtel, 2017, "Changing business models in international bank funding," Working Papers, Banco de España, number 1736, Oct.
• M. D. Gadea-Rivas & Ana Gómez-Loscos & Eduardo Bandrés, 2017, "Clustering regional business cycles," Working Papers, Banco de España, number 1744, Dec.
• Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini, 2017, "Real and financial cycles: estimates using unobserved component models for the Italian economy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 382, Jul.