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

• Miguel A. SANCHEZ VILLALBA, 2017, "On the effects of repeated tax amnesties," Journal of Economics and Political Economy, KSP Journals, volume 4, issue 3, pages 285-301, September.
• Manamba EPAPHRA, 2017, "An Econometric Analysis of Demand for Money and its Stability in Tanzania," Turkish Economic Review, KSP Journals, volume 4, issue 2, pages 167-192, June.
• Thor Pajhede, 2017, "A Conditionally Beta Distributed Time-Series Model With Application to Monthly US Corporate Default Rates," Discussion Papers, University of Copenhagen. Department of Economics, number 17-01, Jan.
• Søren Johansen & Morten Nyboe Tabor, 2017, "Cointegration between trends and their estimators in state space models and CVAR models," Discussion Papers, University of Copenhagen. Department of Economics, number 17-02, Mar.
• Peter K. Kruse-Andersen, 2017, "Testing R&D-Based Endogenous Growth Models," Discussion Papers, University of Copenhagen. Department of Economics, number 17-05, Apr.
• Massimo Franchi & Soeren Johansen, 2017, "Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles," Discussion Papers, University of Copenhagen. Department of Economics, number 17-09, Apr.
• Rasmus Soendergaard Pedersen & Anders Rahbek, 2017, "Testing Garch-X Type Models," Discussion Papers, University of Copenhagen. Department of Economics, number 17-15, Aug.
• Soeren Johansen & Morten Oeregaard Nielsen, 2017, "Testing the CVAR in the fractional CVAR model," Discussion Papers, University of Copenhagen. Department of Economics, number 17-23, Oct.
• Natalia Jimenez & Ismael Rodriguez-Lara & Jean-Robert Tyran & Erik Wengström, 2017, "Thinking fast, thinking badly," Discussion Papers, University of Copenhagen. Department of Economics, number 17-24, Nov.
• Evzen Kocenda & Karen Poghosyan, 2017, "Export sophistication: A dynamic panel data approach," KIER Working Papers, Kyoto University, Institute of Economic Research, number 980 Classification-C52; C, Nov.
• Kenza Benhima & Céline Poilly, 2017, "Do Misperceptions about Demand Matter? Theory and Evidence," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 17.08, May.
• Simone Schotte & Rocco Zizzamia & Murray Leibbrandt, 2017, "Social stratification, life chances and vulnerability to poverty in South Africa," SALDRU Working Papers, Southern Africa Labour and Development Research Unit, University of Cape Town, number 208.
• D.S.G. Pollock, 2017, "Trends Cycles And Seasons: Econometric Methods Of Signal Extraction," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 17/02, Jan.
• D.S.G. Pollock, 2017, "Stochastic processes of limited frequency and the effects of oversampling," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 17/03, Jan.
• Mihnea Constantinescu & Anh Dinh Minh Nguyen, 2017, "Unemployment or Credit: Who Holds The Potential? Results From a Small-Open Economy," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 4, Apr.
• Umar Bida Ndako, 2017, "Financial Development, Investment and Economic Growth: Evidence from Nigeria," Journal of Reviews on Global Economics, Lifescience Global, volume 6, pages 33-41.
• Gulzar Khan & Adiqa Kiani & Ather Maqsood Ahmed, 2017, "Globalization, Endogenous Oil Price Shocks and Chinese Economic Activity," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 22, issue 2, pages 39-64, July-Dec.
• Henzel, Steffen R. & Rengel, Malte, 2017, "Dimensions of macroeconomic uncertainty: a common factor analysis," Munich Reprints in Economics, University of Munich, Department of Economics, number 49932.
• Kronen Dominik & Belke Ansgar, 2017, "The Impact of Policy Uncertainty on Macro Variables – An SVAR-Based Empirical Analysis for EU Countries," Review of Economics, De Gruyter, volume 68, issue 2, pages 93-116, August, DOI: 10.1515/roe-2017-0014.
• Mamingi Nlandu, 2017, "Beauty and Ugliness of Aggregation over Time: A Survey," Review of Economics, De Gruyter, volume 68, issue 3, pages 205-227, December, DOI: 10.1515/roe-2017-0027.
• Mohseni, Hossein & Botshekan, mohammad Hashem, 2017, "Volatility Spillover and Dynamic conditional correlation of exchange rate on banks stock index," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 31, pages 1-28, April.
• Moradi, Mehdi & Khodadad Kashi, Farhad & Biabani, Jahangir & Ghafari, Hadi, 2017, "The Effect of Market Power in the Banking System on the Lending Channel: Evidence from Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 33, pages 429-456, November.
• Ghasemi Ali Abadi, Mehdi & Shakeri, Abbas & Nassiri Aghdam, Ali, 2017, "Introducing a Model to Measure the Corporate Governance Index in Usury-Free Banking," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 1, pages 55-71, January.
• Fegheh Majidi, Ali & Mohammadi, Ahmad & Nanvay Sabegh, Behnaz, 2017, "An Investigation of Convergence Hypothesis of Price Index in Asian Stock Markets," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 1, pages 73-88, January.
• Botshekan, Mohamad Hashem & Mohseni, Hosein, 2017, "Volatility Spillover among Industries in the Capital Market in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 2, pages 213-233, April.
• Argha, Leila & Mowlaei, Mohammad & Khezri, Mohsen & Shahabadi, Abolfazl, 2017, "Impact of the Selected Domestic and Foreign Markets Returns on Stock Price in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 4, pages 481-489, October.
• Carlos Figueira, 2017, "Determinants of the Portuguese GDP stagnation during the 2001-2014 period: an empirical investigation," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0068, Mar, revised Mar 2017.
• Alfredo Marvão Pereira & Rui Manuel Pereira, 2017, "Infrastructure Investment, Labor Productivity, and International Competitiveness: The Case of Portugal," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0071, Jun, revised Jun 2017.
• Alfredo Marvão Pereira & Rui Manuel Pereira, 2017, "Is All Infrastructure Investment Created Equal? The Case of Portugal," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0075, Aug, revised Aug 2017.
• Alfredo Marvão Pereira & Rui Manuel Pereira, 2017, "Why Virtuous Supply-Side Effects and Irrelevant Keynesian Effects are not Foregone Conclusions: What we Learn from an Industry-Level Analysis of Infrastructure Investments in Portugal," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0076, Aug, revised Aug 2017.
• Alfredo Marvão Pereira & Rui Manuel Pereira, 2017, "Infrastructure Investment in Portugal and the Traded/Non-Traded Industry Mix," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0078, Sep, revised Sep 2017.
• Alfredo Marvão Pereira & Rui Manuel Pereira, 2017, "On the Effects of Infrastructure Investments on Industrial CO2 Emissions in Portugal," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0081, Oct, revised Oct 2017.
• Alfredo Marvão Pereira & Rui Manuel Pereira & Pedro G. Rodrigues, 2017, "Health Care Investments and Economic Performance in Portugal: An Industry Level Analysis," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0083, Nov, revised Nov 2017.
• Börsch-Supan, Axel & Bucher-Koenen, Tabea & Kutlu Koc, Vesile & Goll, Nicolas, 2017, "Dangerous Flexibility – Retirement Reforms Reconsidered," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201703, May.
• Claudio, Morana & Giacomo, Sbrana, 2017, "Temperature anomalies, radiative forcing and ENSO," Working Papers, University of Milano-Bicocca, Department of Economics, number 361, Feb, revised 10 Feb 2017.
• Alice, Albonico & Roberta, Cardani & Patrizio, Tirelli, 2017, "Debunking the Myth of Southern Profligacy. A DSGE Analysis of Business Cycles in the EMU’s Big Four," Working Papers, University of Milano-Bicocca, Department of Economics, number 373, Nov, revised Jan 2018.
• Claudio, Morana & Giacomo, Sbrana, 2017, "Some Financial Implications of Global Warming: An Empirical Assessment," Working Papers, University of Milano-Bicocca, Department of Economics, number 377, Dec, revised 25 Dec 2017.
• Babalwa Mapapu & Andrew Phiri, 2017, "Carbon emissions and economic growth in South Africa: A quantile regression approach," Working Papers, Department of Economics, Nelson Mandela University, number 1713, Oct, revised Oct 2017.
• Nampasa Chella & Andrew Phiri, 2017, "Long-run cointegration between foreign direct investment, direct investment and unemployment and South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1714, Nov, revised Nov 2017.
• Luxolo Malangeni & Andrew Phiri, 2017, "Education and economic growth in post-Apartheid South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1716, Dec, revised Dec 2017.
• Ncebakazi Mhlaba & Andrew Phiri, 2017, "Is public debt harmful towards economic growth? New evidence from South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1717, Dec, revised Dec 2017.
• Anelisa Nomatye & Andrew Phiri, 2017, "Investigating the macroeconomic determinants of household debt in South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1719, Dec, revised Dec 2017.
• Raphael Raduzzi & Antonio Ribba, 2017, "The Macroeconomics Outcome of Oil Shocks in the Small Eurozone Economies," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0109, Feb.
• Antonella Cavallo & Antonio Ribba, 2017, "Measuring the Effects of Oil Price and Euro-area Shocks on CEECs Business Cycles," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0111, Mar.
• Raphael Raduzzi & Antonio Ribba, 2017, "The Macroeconomics Outcome of Oil Shocks in the Small Eurozone Economies," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 127, Feb.
• Antonella Cavallo & Antonio Ribba, 2017, "Measuring the Effects of Oil Price and Euro-area Shocks on CEECs Business Cycles," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 128, Mar.
• Mario Forni & Luca Gambetti & Luca Sala, 2017, "News, Uncertainty and Economic Fluctuations (No News is Good News)," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 132, Oct.
• Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017, "The contribution of jumps to forecasting the density of returns," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17006, Jan.
• Souhaib Ben Taieb & James W. Taylor & Rob J. Hyndman, 2017, "Coherent Probabilistic Forecasts for Hierarchical Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/17.
• Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao, 2017, "Recursive estimation in large panel data models: Theory and practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/17.
• Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos, 2017, "Bayesian Inference for a 1-Factor Copula Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/17.
• Hafedh BOUAKEZ & Laurent KEMOE, 2017, "News Shocks, Business Cycles, and the Disinflation Puzzle," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 05-2017.
• Cuauhtémoc Calderón Villarreal, 2017, "Integración económica, crisis económicas y ciclos económicos en México," Contaduría y Administración, Accounting and Management, volume 62, issue 1, pages 64-84, Enero-Mar.
• Cuauhtémoc Calderón Villarreal, 2017, "Economic integration, economic crises and economic cycles in Mexico," Contaduría y Administración, Accounting and Management, volume 62, issue 1, pages 85-104, Enero-Mar.
• Francisco Ortiz Arango & Alma Nelly Montiel Guzmán, 2017, "Transmisión de precios futuros de maíz del Chicago Board of Trade al mercado spot mexicano," Contaduría y Administración, Accounting and Management, volume 62, issue 3, pages 924-940, Julio-Sep.
• Francisco Ortiz Arango & Alma Nelly Montiel Guzmán, 2017, "Transmission of future prices of corn of the Chicago Board of Trade to the Mexican spot market," Contaduría y Administración, Accounting and Management, volume 62, issue 3, pages 941-957, Julio-Sep.
• Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017, "Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1063-1080, Octubre-D.
• Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017, "Long-term effects of the asymmetry and persistence of the prediction of volatility: Evidence for the equity markets of Latin America," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1081-1099, Octubre-D.
• Raïsa Basselier & David de Antonio Liedo & Geert Langenus,, 2017, "Nowcasting real economic activity in the euro area : Assessing the impact of qualitative surveys," Working Paper Research, National Bank of Belgium, number 331, Dec.
• Henryk Bąk & Sebastian Maciejewski, 2017, "The symmetry of demand and supply shocks in the European Monetary Union," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 1, pages 1-44.
• Piotr Dybka & Bartosz Olesiński & Piotr Pękała & Andrzej Torój, 2017, "To SVAR or to SVEC? On the transmission of capital buffer shocks to the real economy," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 2, pages 119-148.
• Tomasz Wójtowicz, 2017, "High-volume return premium on the stock markets in Warsaw and Vienna," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 4, pages 375-402.
• Arkadiusz Manikowski, 2017, "Analysis of the denomination structure of the Polish currency in the context of the launch of the new 500 zloty banknote," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 5, pages 495-530.
• Siem Koopman & André Lucas & Marcin Zamojski, 2017, "Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting," NBP Working Papers, Narodowy Bank Polski, number 258.
• Marcin Kolasa & Michał Rubaszek & Michele Ca' Zorzi, 2017, "Exchange rate forecasting with DSGE models," NBP Working Papers, Narodowy Bank Polski, number 260.
• Karol Szafranek & Aleksandra Hałka, 2017, "Determinants of low inflation in an emerging, small open economy. A comparison of aggregated and disaggregated approaches," NBP Working Papers, Narodowy Bank Polski, number 267.
• Anna Sznajderska, 2017, "The role of China in the world economy: evidence from global VAR model," NBP Working Papers, Narodowy Bank Polski, number 270.
• Mariusz Kapuściński, 2017, "How far does monetary policy reach? Evidence from factor-augmented vector autoregressions for Poland," NBP Working Papers, Narodowy Bank Polski, number 273.
• Ambrogio Cesa-Bianchi & Andrea Ferrero & Alessandro Rebucci, 2017, "International Credit Supply Shocks," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2017".
• Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yılmaz, 2017, "Estimating Global Bank Network Connectedness," NBER Working Papers, National Bureau of Economic Research, Inc, number 23140, Feb.
• Edward Herbst & Frank Schorfheide, 2017, "Tempered Particle Filtering," NBER Working Papers, National Bureau of Economic Research, Inc, number 23448, May.
• Stefano Giglio & Dacheng Xiu, 2017, "Inference on Risk Premia in the Presence of Omitted Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 23527, Jun.
• Christiane J.S. Baumeister & James D. Hamilton, 2017, "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 24167, Dec.
• Ani Stoitsova-Stoykova, 2017, "Co-Movement Of The Capital Markets Of Southeast Europe During The Period 2005-2015," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 13, issue 1, pages 38-54.
• Francisco A. Martínez-Hernández, 2017, "The Political Economy of Real Exchange Rate Behavior: Theory and Empirical Evidence for Developed and Developing Countries, 1960-2010," Working Papers, New School for Social Research, Department of Economics, number 1716, Apr.
• Willi Semmler & Levent Koçkesen, 2017, "Liquidity, Credit and Output: A Regime Change Model and Empirical Estimations," Working Papers, New School for Social Research, Department of Economics, number 1730, Dec.
• Carlomagno Real, Guillermo & Espasa, Antoni, 2017, "Discovering pervasive and non-pervasive common cycles," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 25392, Sep.
• María Lorena Mari del Cristo & Marta Gómez-Puig, 2017, "Dollarization and the relationship between EMBI and fundamentals in Latin American Countries," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 40, issue 112, pages 14-30, Enero.
• Ding Ding & Xiaoyu Huang & Tao Jin & Waikei Raphael Lam, 2017, "The Residential Real Estate Market in China: Assessment and Policy Implications," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 411-442, November.
• Blevins, Jason R., 2017, "Identifying Restrictions For Finite Parameter Continuous Time Models With Discrete Time Data," Econometric Theory, Cambridge University Press, volume 33, issue 3, pages 739-754, June.
• Kanaya, Shin, 2017, "Uniform Convergence Rates Of Kernel-Based Nonparametric Estimators For Continuous Time Diffusion Processes: A Damping Function Approach," Econometric Theory, Cambridge University Press, volume 33, issue 4, pages 874-914, August.
• Arcade NDORICIMPA, 2017, "Analysis of Asymmetries in the Tax-Spending Nexus in Burundi," Journal of Economics and Political Economy, EconSciences Journals, volume 4, issue 1, pages 53-70, March.
• Jesser PALADINES, 2017, "Oil Price and Real GDP Growth of Ecuador: A Vector Autoregressive Approach," Journal of Economics and Political Economy, EconSciences Journals, volume 4, issue 1, pages 71-78, March.
• Youssef OUKHALLOU & Abla MRABTI, 2017, "A Small Scale Macroeconomic Model for Morocco," Journal of Economics and Political Economy, EconSciences Journals, volume 4, issue 2, pages 159-177, June.
• Miguel A. SANCHEZ VILLALBA, 2017, "On the effects of repeated tax amnesties," Journal of Economics and Political Economy, EconSciences Journals, volume 4, issue 3, pages 285-301, September.
• Manamba EPAPHRA, 2017, "An Econometric Analysis of Demand for Money and its Stability in Tanzania," Turkish Economic Review, EconSciences Journals, volume 4, issue 2, pages 167-192, June.
• Thomas Leirvik & Peter C.B. Phillips & Trude Storelvmo, 2017, "Econometric Measurement of Earth's Transient Climate Sensitivity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2083, Feb.
• Ciprian ȘIPOȘ & Ioana VIAȘU, 2017, "Long Run Multiple Causality Measure on Economic Growth," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 1, pages 117-134.
• Khalid KHAN & Chi-Wei SU & Nicoleta - Claudia MOLDOVAN & De-Ping XIONG, 2017, "Distinctive Characteristics of the Causality between the PPI and CPI: Evidence from Romania," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 2, pages 103-123.
• Aleksandar NAUMOSKI & Sasho ARSOV & Stevan GABER & Vasilka GABER-NAUMOSKA, 2017, "Diminishing Inter-Linkages of the South East European Stock Markets," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 91-108.
• Xinyu WU & Senchun REN & Hailin ZHOU, 2017, "Empirical Pricing Kernels: Evidence from the Hong Kong Stock Market," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 4, pages 263-278.
• Петя Йорданова, 2017, "Апробиране На Модел За Управление Риска На Франчайзодателя На База Количествен Подход," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 13, issue 13 Year 2, pages 24-46.
• Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2017, "Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1642.
• Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017, "Central Bank Policy Rates: Are They Cointegrated?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1648.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1667.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1668.
• Guglielmo Maria Caporale & Kefei You, 2017, "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1669.
• Helmut Lütkepohl & Thore Schlaak, 2017, "Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1672.
• Max Hanisch, 2017, "US Monetary Policy and the Euro Area," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1701.
• Helmut Lütkepohl & Tomasz Woźniak, 2017, "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1707.
• Nady Rapelanoro, 2017, "Hoarding international reserves and global liquidity expansion, what are the links and do they matter?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-13.
• Christophe Boucher & Gilles de Truchis & Elena Dumitrescu & Sessi Tokpavi, 2017, "Testing for Extreme Volatility Transmission with Realized Volatility Measures," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-20.
• Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic, 2017, "Forecasting economic activity in data-rich environment," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-5.
• Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2017, "Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-10, Mar.
• Lemke, Wolfgang & Vladu, Andreea Liliana, 2017, "Below the zero lower bound: a shadow-rate term structure model for the euro area," Working Paper Series, European Central Bank, number 1991, Jan.
• Neri, Stefano & Nobili, Andrea & Conti, Antonio M., 2017, "Low inflation and monetary policy in the euro area," Working Paper Series, European Central Bank, number 2005, Jan.
• Grintzalis, Ioannis & Lodge, David & Manu, Ana-Simona, 2017, "The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps," Working Paper Series, European Central Bank, number 2034, Mar.
• Gambetti, Luca & Musso, Alberto, 2017, "The macroeconomic impact of the ECB's expanded asset purchase programme (APP)," Working Paper Series, European Central Bank, number 2075, Jun.
• Kanngiesser, Derrick & Martin, Reiner & Maurin, Laurent & Moccero, Diego, 2017, "Estimating the impact of shocks to bank capital in the euro area," Working Paper Series, European Central Bank, number 2077, Jun.
• Ferrero, Giuseppe & Gross, Marco & Neri, Stefano, 2017, "On secular stagnation and low interest rates: demography matters," Working Paper Series, European Central Bank, number 2088, Jul.
• Paredes, Joan, 2017, "Subsidising car purchases in the euro area: any spill-over on production?," Working Paper Series, European Central Bank, number 2094, Aug.
• Moder, Isabella, 2017, "Spillovers from the ECB's non-standard monetary policy measures on south-eastern Europe," Working Paper Series, European Central Bank, number 2095, Aug.
• Holm-Hadulla, Fédéric & Hubrich, Kirstin, 2017, "Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area," Working Paper Series, European Central Bank, number 2119, Dec.
• Samih Antoine Azar & Said Elfakhani & Khaled Abdallah, 2017, "The Economics of Bounced Checks in Lebanon," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 106-114.
• Said Zamin Shah & Said Zamin Shah & Ahmad Zubaidi Baharumshah & Muzafar Shah Habibullah & Law Siong Hook, 2017, "The Asymmetric Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Empirical Evidence from Bangladesh," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 377-386.
• Cristiana Fiorelli & Marco Mele, 2017, "Water Gain: As a Common Good Becomes a Financial Opportunity," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 626-630.
• Jesser Roberto Paladines Amaiquema, 2017, "Is Ecuador Real Gross Domestic Product per Capita and Other Macroeconomic Variables Cointegrated? An Autoregressive Distribution Lag Bound Test Approach," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 9-13.
• Mariya Paskaleva & Ani Stoitsova-Stoykova, 2017, "Linkages and Efficiency Between iTraxx Europe and Financial Market Dynamics in South-East Europe Capital Markets in Post-crisis Period," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 172-179.
• Mostafa Ali & Gang Sun, 2017, "Dynamic Relations between Stock Price and Exchange Rate: Evidence from South Asia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 331-341.
• Seyedeh Mahtab Farhadvand & Omid Jalilian, 2017, "Investigating Risk Effect and Profit Management on Bank Credit Risk," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 548-554.
• Zohre Karimi & Mohsen Dastgir & Mehdi Arab Saleh, 2017, "Analysis of Factors Affecting the Adoption and Use of Environmental Management Accounting to Provide a Conceptual Model," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 555-560.
• Khosro Barzegarnezhad & Babak Jamshidinavid, 2017, "An Investigation of the Relationship between the Audit Quality and the Cost of Equity with Sustainable Profits," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 561-568.
• Vahid Puryan, 2017, "The Causal Relationship between Economic Growth, Banking Sector Development and Stock Market Development in Selected Middle-East and North African Countries," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 575-580.
• Mohammad Omrani & Mohammad Nabi Shahiki Tash & Ahmad Akbari, 2017, "Price Transmission in Iranian Wholesale-retail Meat Market: Implications for Market Power," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 594-601.
• Ranjan Dasgupta, 2017, "Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 684-705.
• Morteza Ezzati & Nazanin Afshinfar, 2017, "Evaluating the Effect of Religious Capital on the Costs for God's Sake by Comparing the Position Generator and Resource Generator Instruments," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 86-95.
• Saeid Ebrahimipour Farasangi & Amirhossein Taebi Noghondari, 2017, "Investigating the Relationship between Expectations Gap from Attitude of Accreditation of Audit Report by Credit Experts and Non-repayment of Granted Facilities in the Branches of Keshavarzi Bank of I," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 199-206.
• Sayed Ali Vaez & Mohammad Banaf, 2017, "Prediction of Related Party Transactions Using Artificial Neural Network," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 207-213.
• Elaheh Javadi & Hashem Nikoumaram, 2017, "The Effect of Ownership Structure on Cash Conversion Cycle in Listed Firms on Tehran Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 453-458.
• Sima Siami-Namini, 2017, "Granger Causality Between Exchange Rate and Stock Price: A Toda Yamamoto Approach," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 603-607.
• Shabbir Ahmad, 2017, "Investment and Saving Relationship in South Asia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 726-729.
• Zahra Naoar Masih, 2017, "Causality between Defence Spending and Economic Growth in Sub-Saharan Africa: Evidence on a Controversial Empirical Issue," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 169-177.
• Jamal Barzegari Khanagha & Tahere Parvare, 2017, "Examining the Impact of Information Disclosure Quality and Conservatism on Accounting Information of Companies Listed on the Tehran Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 225-232.
• Kanwal Shaheen & Khalid Zaman & Hifza Mushtaq & Qurat Ul Ain & Asma Naz & Anam Bibi & Iram Akhter & Nadia Bibi & Rizwana Kousar, 2017, "Simultaneous Equations Modeling for Terrorism, Poverty, and Economic Growth: Evidence from Pakistan," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 233-244.
• Sima Siami-Namini, 2017, "China's Economy and the Global Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 259-265.
• Adnan A. Saed & Walid Al-Shawaqfeh, 2017, "The Stability of Money Demand Function in Jordan: Evidence from the Autoregressive Distributed Lag Model," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 331-337.
• Khairul Kabir Sumon & Md. Sazib Miyan, 2017, "Inflation and Economic Growth: An Empirical Evidence of Bangladesh (1986-2016)," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 454-464.
• Marco Antonio Alejo-Garc a & Francisco Venegas-Mart nez & Salvador Cruz-Ak, 2017, "Short and Long-Term Relationships among the Surety Bond Market, the Building Sector, and Relevant Nominal Variables Related to the Construction Industry: The Mexican Case (2006-2014)," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 485-497.
• Didin Fatihudin & Sjamsul Hidajat & Iis Holisin, 2017, "The Model Grows the Society of Solving Through Financial Literates and Investment Portfolio on Fisheries-Traders in Surabaya Indonesia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 541-546.
• Chaido Dritsaki, 2017, "Toda-Yamamoto Causality Test between Inflation and Nominal Interest Rates: Evidence from Three Countries of Europe," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 6, pages 120-129.
• Wadim Strielkowski & Evgeny Lisin, 2017, "Economic Aspects of Innovations in Energy Storage," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 1, pages 62-66.
• Maralgua Och, 2017, "Empirical Investigation of the Environmental Kuznets Curve Hypothesis for Nitrous Oxide Emissions for Mongolia," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 1, pages 117-128.
• Mayra Benavides & Kevin Ovalle & Carolina Torres & Tatiana Vinces, 2017, "Economic Growth, Renewable Energy and Methane Emissions: Is there an Enviromental Kuznets Curve in Austria?," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 1, pages 259-267.
• Mohsen Jalalimajidi & S. M. Seyedhosseini, 2017, "Replacing Renewable Energy in Iranian Industries Using Optimal Models," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 2, pages 109-112.
• Jesser Roberto Paladines Amaiquema & Alexander Ruben Paladines Amaiquema, 2017, "Consequences of Oil and Food Price Shocks on the Ecuadorian Economy," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 3, pages 146-151.
• Merve Karacaer-Ulusoy & Ayhan Kapusuzoglu, 2017, "The Dynamics of Financial and Macroeconomic Determinants in Natural Gas and Crude Oil Markets: Evidence from Organization for Economic Cooperation and Development/Gulf Cooperation Council/Organization," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 3, pages 167-187.
• Lu s Miguel Marques & Jos Alberto Fuinhas & Ant nio Cardoso Marques, 2017, "On the Dynamics of Energy-growth Nexus: Evidence from a World Divided into Four Regions," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 3, pages 208-215.
• Tuyen Ngoc Nguyen & Winai Wongsurawat, 2017, "Multivariate Cointegration and Causality between Electricity Consumption, Economic Growth, Foreign Direct Investment and Exports: Recent Evidence from Vietnam," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 3, pages 287-293.
• Ekhlas Al-hajj & Usama Al-mulali & Sakiru Adebola Solarin, 2017, "The Influence of Oil Price Shocks on Stock Market Returns: Fresh Evidence from Malaysia," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 5, pages 235-244.
• Cosimo Magazzino, 2017, "Renewable Energy Consumption-Economic Growth Nexus in Italy," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 6, pages 119-127.
• Ghazi A. Samawi & Metri F. Mdanat & Talah S. Arabiyat, 2017, "The Role of Energy Supply in Economic Growth: Evidence from the Oil Importing Countries," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 6, pages 193-200.
• Parvaneh Rastgoo, 2017, "The Relationship Between Strategic Knowledge Management and Organizational Innovation (Case Study: Bushehr’s Medical Sciences University and Health Care Center)," International Review of Management and Marketing, Econjournals, volume 7, issue 3, pages 150-155.
• Hamid Rahimian & Abbas Abbaspour & Mohammadreza Mehrgan & Fereshte Hedayati, 2017, "Validating the Healthy School Conceptual Model with an Emphasis on Organizational Health Dimension using Structural Equation Modelling," International Review of Management and Marketing, Econjournals, volume 7, issue 3, pages 156-164.
• Mohammad Mahmoudi Maymand & Ali Kazemi & Nazanin Sadat Fatehi, 2017, "Study of Effective Relationship Marketing on Service Quality Provided and Loyalty Customers (Case Study: Tehran Shahrvand Chain Stores)," International Review of Management and Marketing, Econjournals, volume 7, issue 3, pages 165-170.
• Parvaneh Rastgoo, 2017, "Evaluation of the Performance of Bushehr’s Medical Sciences University and Health Service Center Based on the Organizational Excellence Model of Europe’s Quality Management Foundation," International Review of Management and Marketing, Econjournals, volume 7, issue 3, pages 188-195.
• Mehdi Jazini Zadeh & Yousuf Ahmadi, 2017, "Studying the Relationship between Talent Management and Workforce Productivity in Governmental Organizations of Bam City," International Review of Management and Marketing, Econjournals, volume 7, issue 3, pages 196-205.
• Mahrokh Lotfollahi Haghi & Mehraban Hadi Peikani & Akbar Etebarian, 2017, "Analysis on Economic Factors Affecting Corporate Social Responsibility in Private Organizations; Case Study: Private Organizations in West Azerbaijan Province," International Review of Management and Marketing, Econjournals, volume 7, issue 3, pages 206-212.
• Sara Hassanpour & Mehdi Nazemi Ardakani, 2017, "The Effect of Pre-bankruptcy Financial Distress on Earnings Management Tools," International Review of Management and Marketing, Econjournals, volume 7, issue 3, pages 213-219.
• Nooshin Rezaei & Mehraban Hadi Peykani, 2017, "The Mediating Role of the Entrepreneurial Intention in the Relationship between Critical Thinking and Employee Productivity Telecommunication Company of Isfahan," International Review of Management and Marketing, Econjournals, volume 7, issue 3, pages 220-226.
• Mohammad Mostafa Dahmardeh & Ahmad Sanadgol & Hashem Tavakoli & Hamid Tajdar & Kazem Agoshi, 2017, "Analyzing the Role of Workaholism in Predicting the Human Workforce Effectiveness in Agriculture Banks from Sistan and Baluchistan Province," International Review of Management and Marketing, Econjournals, volume 7, issue 5, pages 93-97.
• Mohammad Ghasemi & Mohammad Reza Ganji & Mehdi Fotohi & Mosa Faghihi Nik & Rohoallah Ghofran Solor, 2017, "Review Creativity Department of Education Staff and Its Relation to Quality of Work Life," International Review of Management and Marketing, Econjournals, volume 7, issue 5, pages 98-104.
• Kholodilin, Konstantin A. & Netsunajev, Aleksei, 2017, "Crimea and punishment: the impact of sanctions on Russian and European economies," Bank of Estonia Working Papers, Bank of Estonia, number wp2017-5, Sep, revised 11 Sep 2017, DOI: 10.23656/25045520/52017/0143.
• Afrin, Sadia, 2017, "Monetary policy transmission in Bangladesh: Exploring the lending channel," Journal of Asian Economics, Elsevier, volume 49, issue C, pages 60-80, DOI: 10.1016/j.asieco.2016.10.003.
• Wali, Muammer & Chan, Felix & Manzur, Meher, 2017, "Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?," Journal of Asian Economics, Elsevier, volume 50, issue C, pages 62-72, DOI: 10.1016/j.asieco.2017.04.002.
• Cheng, Chak Hung Jack, 2017, "Effects of foreign and domestic economic policy uncertainty shocks on South Korea," Journal of Asian Economics, Elsevier, volume 51, issue C, pages 1-11, DOI: 10.1016/j.asieco.2017.05.001.
• Maitra, Debasish & Dash, Saumya Ranjan, 2017, "Sentiment and stock market volatility revisited: A time–frequency domain approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 15, issue C, pages 74-91, DOI: 10.1016/j.jbef.2017.07.009.
• Zhao, Liuyan, 2017, "Stock returns under hyperinflation: Evidence from China 1945–48," China Economic Review, Elsevier, volume 45, issue C, pages 155-167, DOI: 10.1016/j.chieco.2017.07.003.
• Altansukh, Gantungalag & Becker, Ralf & Bratsiotis, George & Osborn, Denise R., 2017, "What is the globalisation of inflation?," Journal of Economic Dynamics and Control, Elsevier, volume 74, issue C, pages 1-27, DOI: 10.1016/j.jedc.2016.09.006.
• Morris, Stephen D., 2017, "DSGE pileups," Journal of Economic Dynamics and Control, Elsevier, volume 74, issue C, pages 56-86, DOI: 10.1016/j.jedc.2016.11.002.
• Franta, Michal, 2017, "Rare shocks vs. non-linearities: What drives extreme events in the economy? Some empirical evidence," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 136-157, DOI: 10.1016/j.jedc.2016.12.005.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2017, "A Monte Carlo procedure for checking identification in DSGE models," Journal of Economic Dynamics and Control, Elsevier, volume 76, issue C, pages 202-210, DOI: 10.1016/j.jedc.2017.01.009.
• Flor, Michael A. & Klarl, Torben, 2017, "On the cyclicity of regional house prices: New evidence for U.S. metropolitan statistical areas," Journal of Economic Dynamics and Control, Elsevier, volume 77, issue C, pages 134-156, DOI: 10.1016/j.jedc.2017.02.001.
• Lee, Kyungsub & Seo, Byoung Ki, 2017, "Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data," Journal of Economic Dynamics and Control, Elsevier, volume 79, issue C, pages 154-183, DOI: 10.1016/j.jedc.2017.04.004.
• Thornton, Michael A. & Chambers, Marcus J., 2017, "Continuous time ARMA processes: Discrete time representation and likelihood evaluation," Journal of Economic Dynamics and Control, Elsevier, volume 79, issue C, pages 48-65, DOI: 10.1016/j.jedc.2017.03.012.
• Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2017, "Great recession, slow recovery and muted fiscal policies in the US," Journal of Economic Dynamics and Control, Elsevier, volume 81, issue C, pages 140-161, DOI: 10.1016/j.jedc.2016.10.012.
• Guerini, Mattia & Moneta, Alessio, 2017, "A method for agent-based models validation," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 125-141, DOI: 10.1016/j.jedc.2017.06.001.
• Bhatt, Vipul & Kishor, N Kundan & Ma, Jun, 2017, "The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 206-222, DOI: 10.1016/j.jedc.2017.06.008.
• Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017, "Assessing DSGE model nonlinearities," Journal of Economic Dynamics and Control, Elsevier, volume 83, issue C, pages 34-54, DOI: 10.1016/j.jedc.2017.07.006.
• Lütkepohl, Helmut & Netšunajev, Aleksei, 2017, "Structural vector autoregressions with smooth transition in variances," Journal of Economic Dynamics and Control, Elsevier, volume 84, issue C, pages 43-57, DOI: 10.1016/j.jedc.2017.09.001.
• Shafiullah, Muhammad & Selvanathan, Saroja & Naranpanawa, Athula, 2017, "The role of export composition in export-led growth in Australia and its regions," Economic Analysis and Policy, Elsevier, volume 53, issue C, pages 62-76, DOI: 10.1016/j.eap.2016.11.002.
• Kumar, Sunil & Husain, Zakir & Mukherjee, Diganta, 2017, "Assessing consistency of consumer confidence data using latent class analysis with time factor," Economic Analysis and Policy, Elsevier, volume 55, issue C, pages 35-46, DOI: 10.1016/j.eap.2017.04.004.
• Mensah, Jones Odei & Alagidede, Paul, 2017, "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, volume 60, issue C, pages 1-10, DOI: 10.1016/j.econmod.2016.08.022.
• Ding, Hui & Kim, Jaebeom, 2017, "Inflation-targeting and real interest rate parity: A bias correction approach," Economic Modelling, Elsevier, volume 60, issue C, pages 132-137, DOI: 10.1016/j.econmod.2016.09.016.
• Valera, Harold Glenn A. & Holmes, Mark J. & Hassan, Gazi M., 2017, "How credible is inflation targeting in Asia? A quantile unit root perspective," Economic Modelling, Elsevier, volume 60, issue C, pages 194-210, DOI: 10.1016/j.econmod.2016.09.004.
• Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Ferrer, Roman & Hammoudeh, Shawkat, 2017, "Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach," Economic Modelling, Elsevier, volume 60, issue C, pages 211-230, DOI: 10.1016/j.econmod.2016.09.003.
• Kliber, Agata & Płuciennik, Piotr, 2017, "Euro or not? Vulnerability of Czech and Slovak economies to regional and international turmoil," Economic Modelling, Elsevier, volume 60, issue C, pages 313-323, DOI: 10.1016/j.econmod.2016.09.019.
• Morrisy, Stephen D., 2017, "Efficient estimation of macroeconomic equations with unobservable states," Economic Modelling, Elsevier, volume 60, issue C, pages 408-423, DOI: 10.1016/j.econmod.2016.10.010.
• Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017, "Testing the dependency theory on small island economies: The case of Cyprus," Economic Modelling, Elsevier, volume 61, issue C, pages 1-11, DOI: 10.1016/j.econmod.2016.11.011.
• Trypsteen, Steven, 2017, "The growth-volatility nexus: New evidence from an augmented GARCH-M model," Economic Modelling, Elsevier, volume 63, issue C, pages 15-25, DOI: 10.1016/j.econmod.2017.01.012.
• Gatfaoui, Hayette, 2017, "Equity market information and credit risk signaling: A quantile cointegrating regression approach," Economic Modelling, Elsevier, volume 64, issue C, pages 48-59, DOI: 10.1016/j.econmod.2017.03.012.
• Rehman, Faiz Ur & Nasir, Muhammad & Shahbaz, Muhammad, 2017, "What have we learned? Assessing the effectiveness of counterterrorism strategies in Pakistan," Economic Modelling, Elsevier, volume 64, issue C, pages 487-495, DOI: 10.1016/j.econmod.2017.02.028.