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

• Morana, Claudio, 2017, "Macroeconomic and financial effects of oil price shocks: Evidence for the euro area," Economic Modelling, Elsevier, volume 64, issue C, pages 82-96, DOI: 10.1016/j.econmod.2017.03.016.
• Davtyan, Karen, 2017, "The distributive effect of monetary policy: The top one percent makes the difference," Economic Modelling, Elsevier, volume 65, issue C, pages 106-118, DOI: 10.1016/j.econmod.2017.05.011.
• Fang, Libing & Yu, Honghai & Li, Lei, 2017, "The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets," Economic Modelling, Elsevier, volume 66, issue C, pages 139-145, DOI: 10.1016/j.econmod.2017.06.007.
• Pop, Raluca-Elena, 2017, "A small-scale DSGE-VAR model for the Romanian economy," Economic Modelling, Elsevier, volume 67, issue C, pages 1-9, DOI: 10.1016/j.econmod.2016.07.011.
• Zhang, Heng-Guo & Su, Chi-Wei & Song, Yan & Qiu, Shuqi & Xiao, Ran & Su, Fei, 2017, "Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model," Economic Modelling, Elsevier, volume 67, issue C, pages 355-367, DOI: 10.1016/j.econmod.2017.02.014.
• Chang, Kuang-Liang, 2017, "Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 56-67, DOI: 10.1016/j.najef.2016.11.001.
• Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2017, "The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 640-653, DOI: 10.1016/j.najef.2017.09.007.
• Hanisch, Max & Kempa, Bernd, 2017, "The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 70-88, DOI: 10.1016/j.najef.2017.07.001.
• Todorova, Neda, 2017, "The asymmetric volatility in the gold market revisited," Economics Letters, Elsevier, volume 150, issue C, pages 138-141, DOI: 10.1016/j.econlet.2016.11.027.
• Tu, Yundong, 2017, "On spurious regressions with partial unit root processes," Economics Letters, Elsevier, volume 150, issue C, pages 142-145, DOI: 10.1016/j.econlet.2016.11.028.
• Hualde, Javier & Iacone, Fabrizio, 2017, "Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes," Economics Letters, Elsevier, volume 150, issue C, pages 39-43, DOI: 10.1016/j.econlet.2016.10.014.
• Caggiano, Giovanni & Castelnuovo, Efrem & Figueres, Juan Manuel, 2017, "Economic policy uncertainty and unemployment in the United States: A nonlinear approach," Economics Letters, Elsevier, volume 151, issue C, pages 31-34, DOI: 10.1016/j.econlet.2016.12.002.
• Reed, W. Robert & Smith, Aaron, 2017, "A time series paradox: Unit root tests perform poorly when data are cointegrated," Economics Letters, Elsevier, volume 151, issue C, pages 71-74, DOI: 10.1016/j.econlet.2016.12.005.
• Fontaine, Idriss & Didier, Laurent & Razafindravaosolonirina, Justinien, 2017, "Foreign policy uncertainty shocks and US macroeconomic activity: Evidence from China," Economics Letters, Elsevier, volume 155, issue C, pages 121-125, DOI: 10.1016/j.econlet.2017.03.034.
• Deistler, Manfred & Wagner, Martin, 2017, "Cointegration in singular ARMA models," Economics Letters, Elsevier, volume 155, issue C, pages 39-42, DOI: 10.1016/j.econlet.2017.03.001.
• Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2017, "Explaining the time-varying effects of oil market shocks on US stock returns," Economics Letters, Elsevier, volume 155, issue C, pages 84-88, DOI: 10.1016/j.econlet.2017.03.017.
• Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2017, "On weak identification in structural VARMA models," Economics Letters, Elsevier, volume 156, issue C, pages 1-6, DOI: 10.1016/j.econlet.2017.03.035.
• Hualde, Javier & Iacone, Fabrizio, 2017, "Revisiting inflation in the euro area allowing for long memory," Economics Letters, Elsevier, volume 156, issue C, pages 145-150, DOI: 10.1016/j.econlet.2017.04.025.
• Gkiourkas, Emmanouil & Panagiotidis, Theodore & Pelloni, Gianluigi, 2017, "Revisiting the macroeconomic effects of labor reallocation," Economics Letters, Elsevier, volume 158, issue C, pages 88-93, DOI: 10.1016/j.econlet.2017.06.036.
• King, Timothy & Bozos, Konstantinos & Koutmos, Dimitrios, 2017, "Shareholder activism and equity price reactions," Economics Letters, Elsevier, volume 160, issue C, pages 100-104, DOI: 10.1016/j.econlet.2017.09.012.
• Castelnuovo, Efrem & Tran, Trung Duc, 2017, "Google It Up! A Google Trends-based Uncertainty index for the United States and Australia," Economics Letters, Elsevier, volume 161, issue C, pages 149-153, DOI: 10.1016/j.econlet.2017.09.032.
• Gouriéroux, Christian & Monfort, Alain & Renne, Jean-Paul, 2017, "Statistical inference for independent component analysis: Application to structural VAR models," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 111-126, DOI: 10.1016/j.jeconom.2016.09.007.
• Chang, Yoosoon & Choi, Yongok & Park, Joon Y., 2017, "A new approach to model regime switching," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 127-143, DOI: 10.1016/j.jeconom.2016.09.005.
• Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2017, "Impulse response matching estimators for DSGE models," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 144-155, DOI: 10.1016/j.jeconom.2016.09.009.
• Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017, "Estimating smooth structural change in cointegration models," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 180-195, DOI: 10.1016/j.jeconom.2016.09.013.
• Pedersen, Rasmus Søndergaard, 2017, "Inference and testing on the boundary in extended constant conditional correlation GARCH models," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 23-36, DOI: 10.1016/j.jeconom.2016.09.004.
• Tu, Yundong & Yi, Yanping, 2017, "Forecasting cointegrated nonstationary time series with time-varying variance," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 83-98, DOI: 10.1016/j.jeconom.2016.09.012.
• Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2017, "Identification and estimation of non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 288-304, DOI: 10.1016/j.jeconom.2016.06.002.
• Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G., 2017, "Tests for conditional ellipticity in multivariate GARCH models," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 305-319, DOI: 10.1016/j.jeconom.2016.10.001.
• Potiron, Yoann & Mykland, Per A., 2017, "Estimation of integrated quadratic covariation with endogenous sampling times," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 20-41, DOI: 10.1016/j.jeconom.2016.10.004.
• Christensen, Bent Jesper & Varneskov, Rasmus Tangsgaard, 2017, "Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 218-244, DOI: 10.1016/j.jeconom.2016.07.009.
• Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit, 2017, "Tests of equal accuracy for nested models with estimated factors," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 231-252, DOI: 10.1016/j.jeconom.2017.01.004.
• Mosconi, Rocco & Paruolo, Paolo, 2017, "Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 271-276, DOI: 10.1016/j.jeconom.2017.01.007.
• Hwang, Jungbin & Sun, Yixiao, 2017, "Asymptotic F and t tests in an efficient GMM setting," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 277-295, DOI: 10.1016/j.jeconom.2017.02.003.
• Phillips, Peter C.B. & Gao, Wayne Yuan, 2017, "Structural inference from reduced forms with many instruments," Journal of Econometrics, Elsevier, volume 199, issue 2, pages 96-116, DOI: 10.1016/j.jeconom.2017.05.003.
• Gourieroux, Christian & Jasiak, Joann, 2017, "Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 118-134, DOI: 10.1016/j.jeconom.2017.01.011.
• Hu, Yingyao, 2017, "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 154-168, DOI: 10.1016/j.jeconom.2017.06.002.
• Gallant, A. Ronald & Giacomini, Raffaella & Ragusa, Giuseppe, 2017, "Bayesian estimation of state space models using moment conditions," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 198-211, DOI: 10.1016/j.jeconom.2017.08.003.
• Barigozzi, Matteo & Hallin, Marc, 2017, "Generalized dynamic factor models and volatilities: estimation and forecasting," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 307-321, DOI: 10.1016/j.jeconom.2017.08.010.
• Burdejova, P. & Härdle, W. & Kokoszka, P. & Xiong, Q., 2017, "Change point and trend analyses of annual expectile curves of tropical storms," Econometrics and Statistics, Elsevier, volume 1, issue C, pages 101-117, DOI: 10.1016/j.ecosta.2016.09.002.
• Psaradakis, Zacharias & Vávra, Marián, 2017, "A distance test of normality for a wide class of stationary processes," Econometrics and Statistics, Elsevier, volume 2, issue C, pages 50-60, DOI: 10.1016/j.ecosta.2016.11.005.
• Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017, "Estimating the real effects of uncertainty shocks at the Zero Lower Bound," European Economic Review, Elsevier, volume 100, issue C, pages 257-272, DOI: 10.1016/j.euroecorev.2017.08.008.
• Lhuissier, Stéphane, 2017, "Financial intermediaries’ instability and euro area macroeconomic dynamics," European Economic Review, Elsevier, volume 98, issue C, pages 49-72, DOI: 10.1016/j.euroecorev.2017.06.004.
• Majdoub, Jihed & Ben Sassi, Salim, 2017, "Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes," Emerging Markets Review, Elsevier, volume 31, issue C, pages 16-31, DOI: 10.1016/j.ememar.2016.12.003.
• Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi, 2017, "China's slowdown and global financial market volatility: Is world growth losing out?," Emerging Markets Review, Elsevier, volume 31, issue C, pages 164-175, DOI: 10.1016/j.ememar.2017.05.001.
• Kang, Byoung Uk & In, Francis & Kim, Tong Suk, 2017, "Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 15-39, DOI: 10.1016/j.jempfin.2017.01.004.
• Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun, 2017, "Foreign exchange predictability and the carry trade: A decomposition approach," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 199-211, DOI: 10.1016/j.jempfin.2017.03.005.
• Pan, Zhiyuan & Wang, Yudong & Wu, Chongfeng & Yin, Libo, 2017, "Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 130-142, DOI: 10.1016/j.jempfin.2017.06.005.
• Chen, Yu-Lun & Tsai, Wei-Che, 2017, "Determinants of price discovery in the VIX futures market," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 59-73, DOI: 10.1016/j.jempfin.2017.05.002.
• Risse, Marian & Ohl, Ludwig, 2017, "Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 158-176, DOI: 10.1016/j.jempfin.2017.09.005.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2017, "Forecasting the term structure of government bond yields in unstable environments," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 209-225, DOI: 10.1016/j.jempfin.2017.09.004.
• Rodríguez-Caballero, Carlos Vladimir & Ventosa-Santaulària, Daniel, 2017, "Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA," Energy Economics, Elsevier, volume 61, issue C, pages 121-134, DOI: 10.1016/j.eneco.2016.10.026.
• Gupta, Rangan & Kotzé, Kevin, 2017, "The role of oil prices in the forecasts of South African interest rates: A Bayesian approach," Energy Economics, Elsevier, volume 61, issue C, pages 270-278, DOI: 10.1016/j.eneco.2016.11.017.
• Gupta, Rangan & Wohar, Mark, 2017, "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, volume 62, issue C, pages 181-186, DOI: 10.1016/j.eneco.2017.01.001.
• Kim, Won Joong & Hammoudeh, Shawkat & Hyun, Jun Seog & Gupta, Rangan, 2017, "Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks," Energy Economics, Elsevier, volume 62, issue C, pages 61-69, DOI: 10.1016/j.eneco.2016.12.007.
• Cross, Jamie & Nguyen, Bao H., 2017, "The relationship between global oil price shocks and China's output: A time-varying analysis," Energy Economics, Elsevier, volume 62, issue C, pages 79-91, DOI: 10.1016/j.eneco.2016.12.014.
• Rodrigues, Luciano & Bacchi, Mirian Rumenos Piedade, 2017, "Analyzing light fuel demand elasticities in Brazil using cointegration techniques," Energy Economics, Elsevier, volume 63, issue C, pages 322-331, DOI: 10.1016/j.eneco.2017.02.012.
• Jadidzadeh, Ali & Serletis, Apostolos, 2017, "How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?," Energy Economics, Elsevier, volume 63, issue C, pages 66-74, DOI: 10.1016/j.eneco.2017.01.007.
• Caporin, Massimiliano & Fontini, Fulvio, 2017, "The long-run oil–natural gas price relationship and the shale gas revolution," Energy Economics, Elsevier, volume 64, issue C, pages 511-519, DOI: 10.1016/j.eneco.2016.07.024.
• Kiesel, Rüdiger & Paraschiv, Florentina, 2017, "Econometric analysis of 15-minute intraday electricity prices," Energy Economics, Elsevier, volume 64, issue C, pages 77-90, DOI: 10.1016/j.eneco.2017.03.002.
• Piaggio, Matías & Padilla, Emilio & Román, Carolina, 2017, "The long-term relationship between CO2 emissions and economic activity in a small open economy: Uruguay 1882–2010," Energy Economics, Elsevier, volume 65, issue C, pages 271-282, DOI: 10.1016/j.eneco.2017.04.014.
• Mohaddes, Kamiar & Pesaran, M. Hashem, 2017, "Oil prices and the global economy: Is it different this time around?," Energy Economics, Elsevier, volume 65, issue C, pages 315-325, DOI: 10.1016/j.eneco.2017.05.011.
• Balcılar, Mehmet & Demirer, Rıza & Ulussever, Talat, 2017, "Does speculation in the oil market drive investor herding in emerging stock markets?," Energy Economics, Elsevier, volume 65, issue C, pages 50-63, DOI: 10.1016/j.eneco.2017.04.031.
• Michieka, Nyakundi M., 2017, "Do changes in oil prices affect welfare programs? Evidence from Kern County," Energy Economics, Elsevier, volume 66, issue C, pages 116-121, DOI: 10.1016/j.eneco.2017.06.013.
• Wang, Yudong & Liu, Li & Wu, Chongfeng, 2017, "Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models," Energy Economics, Elsevier, volume 66, issue C, pages 337-348, DOI: 10.1016/j.eneco.2017.07.007.
• Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan, 2017, "Dynamic spillover between commodities and commodity currencies during United States Q.E," Energy Economics, Elsevier, volume 66, issue C, pages 399-410, DOI: 10.1016/j.eneco.2017.07.008.
• Lee, Chi-Chuan & Lee, Chien-Chiang & Ning, Shao-Lin, 2017, "Dynamic relationship of oil price shocks and country risks," Energy Economics, Elsevier, volume 66, issue C, pages 571-581, DOI: 10.1016/j.eneco.2017.01.028.
• Chang, Kai & Pei, Ping & Zhang, Chao & Wu, Xin, 2017, "Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots," Energy Economics, Elsevier, volume 67, issue C, pages 213-223, DOI: 10.1016/j.eneco.2017.07.006.
• Bataa, Erdenebat & Park, Cheolbeom, 2017, "Is the recent low oil price attributable to the shale revolution?," Energy Economics, Elsevier, volume 67, issue C, pages 72-82, DOI: 10.1016/j.eneco.2017.08.011.
• Geng, Jiang-Bo & Ji, Qiang & Fan, Ying, 2017, "The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective," Energy Economics, Elsevier, volume 67, issue C, pages 98-110, DOI: 10.1016/j.eneco.2017.08.006.
• Kahouli, Bassem, 2017, "The short and long run causality relationship among economic growth, energy consumption and financial development: Evidence from South Mediterranean Countries (SMCs)," Energy Economics, Elsevier, volume 68, issue C, pages 19-30, DOI: 10.1016/j.eneco.2017.09.013.
• Pircalabu, A. & Benth, F.E., 2017, "A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets," Energy Economics, Elsevier, volume 68, issue C, pages 283-302, DOI: 10.1016/j.eneco.2017.10.008.
• Joëts, Marc & Mignon, Valérie & Razafindrabe, Tovonony, 2017, "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Energy Economics, Elsevier, volume 68, issue C, pages 313-326, DOI: 10.1016/j.eneco.2017.09.017.
• Lahiani, Amine & Miloudi, Anthony & Benkraiem, Ramzi & Shahbaz, Muhammad, 2017, "Another look on the relationships between oil prices and energy prices," Energy Policy, Elsevier, volume 102, issue C, pages 318-331, DOI: 10.1016/j.enpol.2016.12.031.
• Gil-Alana, Luis A. & Mudida, Robert & Carcel, Hector, 2017, "Shocks affecting electricity prices in Kenya, a fractional integration study," Energy, Elsevier, volume 124, issue C, pages 521-530, DOI: 10.1016/j.energy.2017.02.092.
• Ndoricimpa, Arcade, 2017, "Analysis of asymmetries in the nexus among energy use, pollution emissions and real output in South Africa," Energy, Elsevier, volume 125, issue C, pages 543-551, DOI: 10.1016/j.energy.2017.02.065.

2016

• Glenn Rayp & Ilse Ruyssen & Samuel Standaert, 2016, "Measuring and Explaining Cross-Country Immigration Policies," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2016015, Jul.
• Rangan Gupta & Kevin Kotze, 2016, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2016-01.
• Cui, W. & Härdle, W.K. & Wang, W., 2016, "Estimation of NAIRU with In ation Expectation Data," Working Papers, Department of Economics, City St George's, University of London, number 16/05.
• Pedro V. Piffaut & Damià Rey Miró, 2016, "Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 111, pages 138-147, Septiembr.
• Juan Carlos Cuestas & Paulo Jose Regis, 2016, "On the Relationship Between Exchange Rates and External Imbalances: Should we Learn from East and South-east Asia?," Annals of Economics and Finance, Society for AEF, volume 17, issue 2, pages 255-280, November.
• Pedersen, Rasmus Søndergaard, 2016, "Targeting Estimation Of Ccc-Garch Models With Infinite Fourth Moments," Econometric Theory, Cambridge University Press, volume 32, issue 2, pages 498-531, April.
• Li, Degui & Phillips, Peter C. B. & Gao, Jiti, 2016, "Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression," Econometric Theory, Cambridge University Press, volume 32, issue 3, pages 655-685, June.
• Kanaya, Shin & Kristensen, Dennis, 2016, "Estimation Of Stochastic Volatility Models By Nonparametric Filtering," Econometric Theory, Cambridge University Press, volume 32, issue 4, pages 861-916, August.
• Jahn, Elke & Weber, Enzo, 2016, "Identifying The Substitution Effect Of Temporary Agency Employment," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 5, pages 1264-1281, July.
• Casares, Miguel & Vázquez, Jesús, 2016, "Data Revisions In The Estimation Of Dsge Models," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 7, pages 1683-1716, October.
• Mai HASSAN & Friedrich SCHNEIDER, 2016, "Modelling the Egyptian Shadow Economy: A MIMIC model and A Currency Demand approach," Journal of Economics and Political Economy, EconSciences Journals, volume 3, issue 2, pages 309-339, June.
• Ettah Bassey ESSIEN, 2016, "Population Growth and Economic Growth Performance in Nigeria (1981 – 2014)," Turkish Economic Review, EconSciences Journals, volume 3, issue 1, pages 143-159, March.
• Leroi RAPUTSOANE, 2016, "Disaggregated Credit Extension and Financial Distress in South Africa," Journal of Economics Library, EconSciences Journals, volume 3, issue 2, pages 226-240, June.
• Leroi RAPUTSOANE, 2016, "Financial Stress Indicator Variables and Monetary Policy in South Africa," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 2, pages 203-214, June.
• Xiaohong Chen & Yin Jia Qiu, 2016, "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2032, Mar.
• Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016, "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2033, Mar.
• Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016, ""Change Detection and the Causal Impact of the Yield Curve," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2058, Dec.
• Shu-Ping Shi & Stan Hurn & Peter C. B. Phillips, 2016, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2059, Dec.
• Wayne Yuan Gao & Peter C.B. Phillips, 2016, "Structural Inference from Reduced Forms with Many Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2062, Oct.
• Alfredo Marvão Pereira & Rui M. Pereira, 2016, "Identifying Priorities in Infrastructure Investment in Portugal," Working Papers, Economics Department, William & Mary, number 157, Feb.
• Demetris Koursaros & Nektarios A. Michail & Christos S. Savva, 2016, "Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns," Working Papers, Central Bank of Cyprus, number 2016-2, Feb.
• Xinyu WU & Hailin ZHOU, 2016, "GARCH DIFFUSION MODEL, iVIX, AND VOLATILITY RISK PREMIUM," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 327-342.
• Atanu DAS, 2016, "Higher Order Adaptive Kalman Filter For Time Varying Alpha And Cross Market Beta Estimation In Indian Market," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 211-228.
• Julio B. CLEMPNER & Alexander S. POZNYAK, 2016, "Analyzing An Optimistic Attitude For The Leader Firm In Duopoly Models: A Strong Stackelberg Equilibrium Based On A Lyapunov Game Theory Approach," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 4, pages 41-60.
• Voigt, Sebastian & Hinz, Oliver, 2016, "Assessing the Economic Effects of Server Launches in Free-to-Play MMO Games," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 84846.
• Никола Гущеров, 2016, "Прогнозиране На Търсенето На Електроенергия От Стопанските Субекти В България До 2021 Г," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 11, issue 11 Year 2, pages 167-181.
• Даниел Николаев, 2016, "Дедетерминанти И Производни, Дефиниращи Лихвените Характеристики На Кредитния Портфейл В Европейския Съюз (2010-2015)," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 12, issue 12 Year 2, pages 88-116.
• Malte Rieth & Claus Michelsen & Michele Piffer, 2016, "Uncertainty Shock from the Brexit Vote Decreases Investment and GDP in the Euro Area and Germany," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 6, issue 32/33, pages 575-582.
• Corporate author, 2016, "Machinery Investment Is Likely to Experience the Strongest Declines as a Result of the Uncertainty: Seven Questions to Malte Rieth," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 6, issue 32/33, pages 583-583.
• Malte Rieth & Claus Michelsen & Michele Piffer, 2016, "Unsicherheitsschock durch Brexit-Votum verringert Investitionstätigkeit und Bruttoinlandsprodukt im Euroraum und Deutschland," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 83, issue 32/33, pages 695-703.
• Corporate author, 2016, "Investitionen in Maschinen dürften durch die Unsicherheit am stärksten zurückgehen: Sieben Fragen an Malte Rieth," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 83, issue 32/33, pages 704-704.
• Guglielmo Maria Caporale & Mohamad Husam Helmi, 2016, "Islamic Banking, Credit and Economic Growth: Some Empirical Evidence," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1541.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016, "Macro News and Exchange Rates in the BRICS," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1545.
• Michele Piffer & Maximilian Podstawski, 2016, "Identifying Uncertainty Shocks Using the Price of Gold," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1549.
• Maximilian Podstawski & Anton Velinov, 2016, "The State Dependent Impact of Bank Exposure on Sovereign Risk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1550.
• Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Mohammad Tajik, 2016, "The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1557.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016, "Exchange Rates and Macro News in Emerging Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1558.
• Michele Piffer, 2016, "Assessing Identifying Restrictions in SVAR Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1563.
• Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2016, "Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1564.
• Konstantin A. Kholodilin & Aleksei Netsunajev, 2016, "Crimea and Punishment: The Impact of Sanctions on Russian and European Economies," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1569.
• Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo, 2016, "Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1583.
• Ansgar Belke & Christian Dreger & Irina Dubova, 2016, "On the Exposure of the BRIC Countries to Global Economic Shocks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1594.
• Christoph Große Steffen & Maximilian Podstawski, 2016, "Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1602.
• Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016, "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-35.
• E.Tsanana & C. Katrakilidis, 2016, "The issue of convergence: New empirical evidence for the Central Eastern Europe area," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 16, issue 1, pages 53-62.
• Neena MALHOTRA & Deepika KUMARI, 2016, "Revisiting Export-Led Growth Hypothesis: An Empirical Study On South Asia," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 16, issue 2, pages 157-168.
• Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo, 2016, "Robust inference in structural VARs with long-run restrictions," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1702, Nov.
• Stefano Soccorsi, 2016, "Measuring Nonfundamentalness for Structural VARs," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-01, Jan.
• Jarociński, Marek & Lenza, Michele, 2016, "How large is the output gap in the euro area," Research Bulletin, European Central Bank, volume 24.
• Rünstler, Gerhard, 2016, "How distinct are financial cycles from business cycles?," Research Bulletin, European Central Bank, volume 26.
• Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Nucera, Federico, 2016, "The information in systemic risk rankings," Working Paper Series, European Central Bank, number 1875, Jan.
• Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2016, "Exchange rate forecasting with DSGE models," Working Paper Series, European Central Bank, number 1905, May.
• Rünstler, Gerhard & Vlekke, Marente, 2016, "Business, housing and credit cycles," Working Paper Series, European Central Bank, number 1915, Jun.
• Camba-Méndez, Gonzalo & Serwa, Dobromil & Kostrzewa, Konrad & Marszal, Anna, 2016, "Pricing sovereign credit risk of an emerging market," Working Paper Series, European Central Bank, number 1924, Jun.
• De Santis, Roberto A., 2016, "Credit spreads, economic activity and fragmentation," Working Paper Series, European Central Bank, number 1930, Jul.
• Dées, Stéphane & Zimic, Srečko, 2016, "Animal spirits, fundamental factors and business cycle fluctuations," Working Paper Series, European Central Bank, number 1953, Aug.
• Hilberg, Björn & Grill, Michael & Metiu, Norbert, 2016, "Credit constraints and the international propagation of US financial shocks," Working Paper Series, European Central Bank, number 1954, Aug.
• Camba-Méndez, Gonzalo & Durré, Alain & Mongelli, Francesco Paolo, 2016, "Bank interest rate setting in the euro area during the Great Recession," Working Paper Series, European Central Bank, number 1965, Sep.
• Lenza, Michele & Jarociński, Marek, 2016, "An inflation-predicting measure of the output gap in the euro area," Working Paper Series, European Central Bank, number 1966, Sep.
• Alessi, Lucia & Kerssenfischer, Mark, 2016, "The response of asset prices to monetary policy shocks: stronger than thought," Working Paper Series, European Central Bank, number 1967, Sep.
• Hubrich, Kirstin & Skudelny, Frauke, 2016, "Forecast combination for euro area inflation: a cure in times of crisis?," Working Paper Series, European Central Bank, number 1972, Oct.
• Nyholm, Ken, 2016, "US-euro area term structure spillovers, implications for central banks," Working Paper Series, European Central Bank, number 1980, Nov.
• Yaya Keho, 2016, "Testing Wagner's Law in the Presence of Structural Changes: New Evidence from Six African Countries (1960-2013)," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 1-6.
• Bee Wah Tan & Chor Foon Tang, 2016, "Examining the Causal Linkages among Domestic Investment, FDI, Trade, Interest Rate and Economic Growth in ASEAN-5 Countries," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 214-220.
• Kamran Mahmodpour & Yaser Sistani Badooei & Hadiseh Mohseni & Saman Veismoradi, 2016, "The Comparative Comparison of Exchange Rate Models," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 380-385.
• Umit Bulut, 2016, "Do Financial Conditions have a Predictive Power on Inflation in Turkey?," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 621-628.
• Rashid Sbia & Sahel Alrousan, 2016, "Does Financial Development Induce Economic Growth in UAE? The Role of Capitalization and Foreign Direct Investment," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 703-710.
• Aykut Ekinci, 2016, "The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 427-434.
• Charles O. Manasseh & Jonathan E. Ogbuabor & Obiorah K. Obinna, 2016, "Volatility and Commodity Price Dynamics in Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1599-1607.
• Yaya Keho, 2016, "Revisiting the Financial Development and Poverty Reduction Nexus for Sub-Saharan African Countries: Evidence from Causality Tests in the Time and Frequency Domains," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1906-1910.
• Yaya Keho, 2016, "Do Foreign Direct Investment and Trade lead to Lower Energy Intensity? Evidence from Selected African Countries," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 1, pages 1-5.
• Tanattrin Bunnag, 2016, "Volatility Transmission in Crude Oil, Gold, Standard and Poor s 500 and US Dollar Index Futures using Vector Autoregressive Multivariate Generalized Autoregressive Conditional Heteroskedasticity Model," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 1, pages 39-52.
• Elsiddig Rahma & Noel Perera & Kian Tan, 2016, "Impact of Oil Price Shocks on Sudan s Government Budget," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 2, pages 243-248.
• Huanying Cui, 2016, "China s Economic Growth and Energy Consumption," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 2, pages 349-355.
• Manuel A. Zambrano-Monserrate & Freddy F. Garc a-Alb n & Kliffer A. Henk-Vera, 2016, "Bounds Testing Approach to Analyze the Existence of an Environmental Kuznets Curve in Ecuador," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 2, pages 159-166.
• Luiggi Donayre & Neil A. Wilmot, 2016, "The Asymmetric Effects of Oil Price Shocks on the Canadian Economy," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 2, pages 167-182.
• Manuel A. Zambrano-Monserrate & Ivanna Valverde-Baja a & Joseph Aguilar-Boh rquez & Mar a Mendoza-Jim nez, 2016, "Relationship Between Economic Growth and Environmental Degradation: Is there an Environmental Evidence of Kuznets Curve for Brazil?," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 2, pages 208-216.
• Moayad Al Rasasi & Mustafa Yilmaz, 2016, "The Effects of Oil Shocks on Turkish Macroeconomic Aggregates," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 3, pages 471-476.
• Sakiru Adebola Solarin & Muhammad Shahbaz & Syed Jawad Hussain Shahzad, 2016, "Revisiting the Electricity Consumption-Economic Growth Nexus in Angola: The Role of Exports, Imports and Urbanization," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 3, pages 501-512.
• Elaheh Asadi Mehmandosti & Fatemeh Bazazan & Mir Hossein Mousavi, 2016, "Uncertainty of Oil Proved Reserves and Economic Growth in Iran," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 3, pages 374-380.
• Wajahat Ali & Azrai Abdullah & Muhammad Azam, 2016, "The Dynamic Linkage between Technological Innovation and carbon dioxide emissions in Malaysia: An Autoregressive Distributed Lagged Bound Approach," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 3, pages 389-400.
• Cosimo Magazzino, 2016, "The Relationship among Real Gross Domestic Product, CO2 Emissions, and Energy use in South Caucasus and Turkey," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 4, pages 672-683.
• El in Ayka Alp, 2016, "Energy Consumption and Economic Growth in OECD Countries," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 4, pages 753-759.
• Anvar V. Gumerov & Milyausha K. Biktemirova & Vitalii ?. Babushkin & Svetlana M. Nuryyakhmetova & Roman E. Moiseev & Anna B. Nikolaeva & Regina R. Kharisova & Vera P. Rukomoinikova, 2016, "Quality Functions Modeling of Industrial Enterprises Products," International Review of Management and Marketing, Econjournals, volume 6, issue 1, pages 165-169.
• Castelar, Pablo Urano De Carvalho & Irffi, Guilherme & Tabosa, Francisco José Silva, 2016, "Brasil, 1981-2013: efectos del crecimiento económico y de la desigualdad de los ingresos en la pobreza," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Castelar, Pablo Urano De Carvalho & Irffi, Guilherme & Tabosa, Francisco José Silva, 2016, "Brazil, 1981-2013: the effects of economic growth and income inequality on poverty," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Dmitry Kulikov & Aleksei Netsunajev, 2016, "Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach," Bank of Estonia Working Papers, Bank of Estonia, number wp2015-8, Feb, revised 19 Feb 2016.
• Lenno Uuskula, 2016, "Monetary transmission mechanism with firm turnover," Bank of Estonia Working Papers, Bank of Estonia, number wp2016-7, Oct, revised 10 Oct 2016.
• Nicolas Reigl, 2016, "Forecasting the Estonian rate of inflation using factor models," Bank of Estonia Working Papers, Bank of Estonia, number wp2016-8, Oct, revised 10 Oct 2016.
• Baruník, Jozef & Malinská, Barbora, 2016, "Forecasting the term structure of crude oil futures prices with neural networks," Applied Energy, Elsevier, volume 164, issue C, pages 366-379, DOI: 10.1016/j.apenergy.2015.11.051.
• Ziel, Florian & Croonenbroeck, Carsten & Ambach, Daniel, 2016, "Forecasting wind power – Modeling periodic and non-linear effects under conditional heteroscedasticity," Applied Energy, Elsevier, volume 177, issue C, pages 285-297, DOI: 10.1016/j.apenergy.2016.05.111.
• Holtemöller, Oliver & Mallick, Sushanta, 2016, "Global food prices and monetary policy in an emerging market economy: The case of India," Journal of Asian Economics, Elsevier, volume 46, issue C, pages 56-70, DOI: 10.1016/j.asieco.2016.08.005.
• Zhang, Jin & Xie, Mingjia, 2016, "China's oil product pricing mechanism: What role does it play in China's macroeconomy?," China Economic Review, Elsevier, volume 38, issue C, pages 209-221, DOI: 10.1016/j.chieco.2016.02.002.
• Bauwens, Luc & Grigoryeva, Lyudmila & Ortega, Juan-Pablo, 2016, "Estimation and empirical performance of non-scalar dynamic conditional correlation models," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 17-36, DOI: 10.1016/j.csda.2015.02.013.
• Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2016, "Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 582-594, DOI: 10.1016/j.csda.2015.12.005.
• Chan, Joshua C.C. & Grant, Angelia L., 2016, "Fast computation of the deviance information criterion for latent variable models," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 847-859, DOI: 10.1016/j.csda.2014.07.018.
• Korobilis, Dimitris, 2016, "Prior selection for panel vector autoregressions," Computational Statistics & Data Analysis, Elsevier, volume 101, issue C, pages 110-120, DOI: 10.1016/j.csda.2016.02.011.
• Hyndman, Rob J. & Lee, Alan J. & Wang, Earo, 2016, "Fast computation of reconciled forecasts for hierarchical and grouped time series," Computational Statistics & Data Analysis, Elsevier, volume 97, issue C, pages 16-32, DOI: 10.1016/j.csda.2015.11.007.
• Berger, Tino & Everaert, Gerdie & Vierke, Hauke, 2016, "Testing for time variation in an unobserved components model for the U.S. economy," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 179-208, DOI: 10.1016/j.jedc.2016.05.017.
• Popp, Aaron & Zhang, Fang, 2016, "The macroeconomic effects of uncertainty shocks: The role of the financial channel," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 319-349, DOI: 10.1016/j.jedc.2016.05.021.
• Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016, "Information rigidities and the news-adjusted output gap," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 1-17, DOI: 10.1016/j.jedc.2016.06.004.
• Soccorsi, Stefano, 2016, "Measuring nonfundamentalness for structural VARs," Journal of Economic Dynamics and Control, Elsevier, volume 71, issue C, pages 86-101, DOI: 10.1016/j.jedc.2016.08.001.
• Lütkepohl, Helmut & Milunovich, George, 2016, "Testing for identification in SVAR-GARCH models," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 241-258, DOI: 10.1016/j.jedc.2016.09.007.
• Belongia, Michael T. & Ireland, Peter N., 2016, "The evolution of U.S. monetary policy: 2000–2007," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 78-93, DOI: 10.1016/j.jedc.2016.09.009.
• Thistle, John G. & Miller, Daniel E., 2016, "No free lunch: Fundamental tradeoffs in macroeconomic policy," Economic Analysis and Policy, Elsevier, volume 51, issue C, pages 104-121, DOI: 10.1016/j.eap.2016.07.001.
• Bahmani-Oskooee, Mohsen & Chang, Tsangyao & Yang, Ming-Hsien & Yang, Hong-Lǜe, 2016, "Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration," Economic Analysis and Policy, Elsevier, volume 51, issue C, pages 86-89, DOI: 10.1016/j.eap.2016.06.004.
• Castagneto-Gissey, G. & Nivorozhkin, E., 2016, "No contagion from Russia toward global equity markets after the 2014 international sanctions," Economic Analysis and Policy, Elsevier, volume 52, issue C, pages 79-98, DOI: 10.1016/j.eap.2016.08.006.
• Bu, Ruijun & Cheng, Jie & Hadri, Kaddour, 2016, "Reducible diffusions with time-varying transformations with application to short-term interest rates," Economic Modelling, Elsevier, volume 52, issue PA, pages 266-277, DOI: 10.1016/j.econmod.2014.10.039.
• Degiannakis, Stavros & Duffy, David & Filis, George & Livada, Alexandra, 2016, "Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer?," Economic Modelling, Elsevier, volume 52, issue PB, pages 551-563, DOI: 10.1016/j.econmod.2015.09.035.
• García-Hiernaux, Alfredo & Guerrero, David E. & McAleer, Michael, 2016, "Market integration dynamics and asymptotic price convergence in distribution," Economic Modelling, Elsevier, volume 52, issue PB, pages 913-925, DOI: 10.1016/j.econmod.2015.10.029.
• Greenwood-Nimmo, Matthew & Tarassow, Artur, 2016, "Monetary shocks, macroprudential shocks and financial stability," Economic Modelling, Elsevier, volume 56, issue C, pages 11-24, DOI: 10.1016/j.econmod.2016.03.003.
• Zerihun, Mulatu F. & Breitenbach, Marthinus C., 2016, "Nonlinear approaches in testing PPP: Evidence from Southern African development community," Economic Modelling, Elsevier, volume 56, issue C, pages 162-167, DOI: 10.1016/j.econmod.2016.04.002.
• Berdiev, Aziz N. & Saunoris, James W., 2016, "Financial development and the shadow economy: A panel VAR analysis," Economic Modelling, Elsevier, volume 57, issue C, pages 197-207, DOI: 10.1016/j.econmod.2016.03.028.
• Yildirim, Zekeriya, 2016, "Global financial conditions and asset markets: Evidence from fragile emerging economies," Economic Modelling, Elsevier, volume 57, issue C, pages 208-220, DOI: 10.1016/j.econmod.2016.04.018.
• Kenourgios, Dimitris & Naifar, Nader & Dimitriou, Dimitrios, 2016, "Islamic financial markets and global crises: Contagion or decoupling?," Economic Modelling, Elsevier, volume 57, issue C, pages 36-46, DOI: 10.1016/j.econmod.2016.04.014.
• Cross, Jamie & Poon, Aubrey, 2016, "Forecasting structural change and fat-tailed events in Australian macroeconomic variables," Economic Modelling, Elsevier, volume 58, issue C, pages 34-51, DOI: 10.1016/j.econmod.2016.04.021.
• Kaabia, Olfa & Abid, Ilyes & Mkaouar, Farid, 2016, "The dark side of the black gold shock onto Europe: One stock's joy is another stock's sorrow," Economic Modelling, Elsevier, volume 58, issue C, pages 642-654, DOI: 10.1016/j.econmod.2016.04.001.
• Silvapulle, Param & Fenech, Jean Pierre & Thomas, Alice & Brooks, Rob, 2016, "Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries," Economic Modelling, Elsevier, volume 58, issue C, pages 83-92, DOI: 10.1016/j.econmod.2016.05.015.
• Kim, Jan R. & Lim, Gieyoung, 2016, "Fundamentals and rational bubbles in the Korean housing market: A modified present-value approach," Economic Modelling, Elsevier, volume 59, issue C, pages 174-181, DOI: 10.1016/j.econmod.2016.07.015.