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

• Cristina Conflitti & Matteo Luciani, 2017, "Oil price pass-through into core inflation," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 405, Nov.
• Piergiorgio Alessandri & Antonio Maria Conti & Fabrizio Venditti, 2017, "The financial stability dark side of monetary policy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1121, Jun.
• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2017, "Large time-varying parameter VARs: a non-parametric approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1122, Jun.
• Stefano Neri & Giuseppe Ferrero & Marco Gross, 2017, "On secular stagnation and low interest rates: demography matters," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1137, Sep.
• Capistrán Carlos & Chiquiar Daniel & Hernández Juan R., 2017, "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," Working Papers, Banco de México, number 2017-11, Jun.
• Garcés Díaz Daniel, 2017, "Explaining Inflation with a Classical Dichotomy Model and Switching Monetary Regimes: Mexico 1932-2013," Working Papers, Banco de México, number 2017-20, Dec.
• Martha Elena Delgado-Rojas & Hernán Rincón-Castro, 2017, "Incertidumbre acerca de la política fiscal y ciclo económico," Borradores de Economia, Banco de la Republica de Colombia, number 1008, Aug, DOI: 10.32468/be.1008.
• Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Jorge Luis Hurtado-Guarin & Luis Fernando Melo-Velandia, 2017, "Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects," Borradores de Economia, Banco de la Republica de Colombia, number 983, Jan, DOI: 10.32468/be.983.
• Daniel Ordoñez-Callamand & Luis F. Melo-Velandia & Oscar M. Valencia-Arana, 2017, "Current Account Sustainability in Latin America Considering Nonlinearities," Borradores de Economia, Banco de la Republica de Colombia, number 987, Mar, DOI: 10.32468/be.987.
• Kun Ma & Gang Diao, 2017, "Study on spillover effect between international soybean market and China's domestic soybean market," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 35, issue 84, pages 260-266, December, DOI: 10.1016/j.espe.2017.11.003.
• Bhavesh Salunkhe & Anuradha Patnaik, 2017, "The Impact Of Monetary Policy On Output And Inflation In India: A Frequency Domain Analysis," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 62, issue 212, pages 113-154, January -.
• Mustafa Ozan Yıldırım & Mehmet İvrendi, 2017, "House Prices And The Macroeconomic Environment In Turkey: The Examination Of A Dynamic Relationship," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 62, issue 215, pages 81-110, October –.
• Klodiana Istrefi & Sarah Mouabbi, 2017, "Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis," Working papers, Banque de France, number 619.
• Sanvi Avouyi-Dovi & Claire Labonne & Rémy Lecat & Simon Ray, 2017, "Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets," Working papers, Banque de France, number 620.
• Olesya Grishchenko & Sarah Mouabbi & Jean-Paul Renne, 2017, "The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty," Working papers, Banque de France, number 622.
• Louis de Charsonville & Thomas Ferrière & Caroline Jardet, 2017, "MAPI: Model for Analysis and Projection of Inflation in France," Working papers, Banque de France, number 637.
• Christian Glocker & Giulia Sestieri & Pascal Towbin, 2017, "Time-varying fiscal spending multipliers in the UK," Working papers, Banque de France, number 643.
• Klodiana Istrefi & Sarah Mouabbi, 2017, "Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis," Rue de la Banque, Banque de France, issue 48, september.
• Davide Debortoli & Jinill Kim & Jesper Lindé & Ricardo Nunes, 2017, "Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?," Working Papers, Barcelona School of Economics, number 958, Mar.
• Julius Stakėnas & Rasa Stasiukynaite, 2017, "Monetary policy transmission: the case of Lithuania," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 17, issue 1, pages 1-24.
• Nicolas Reigl, 2017, "Forecasting the Estonian rate of inflation using factor models," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 17, issue 2, pages 152-189.
• Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017, "Safety, Liquidity, and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 48, issue 1 (Spring, pages 235-316.
• Leonardo Gambacorta & Adrian Van Rixtel & Stefano Schiaffi, 2017, "Changing business models in international bank funding," BIS Working Papers, Bank for International Settlements, number 614, Mar.
• Alexey Ponomarenko & Andrey Sinyakov, 2017, "Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling," Bank of Russia Working Paper Series, Bank of Russia, number wps37, Jul.
• Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2017, "Macro-financial linkages: the role of liquidity dependence," Bank of Russia Working Paper Series, Bank of Russia, number wps24, Dec.
• Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2017, "The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis," African Development Review, African Development Bank, volume 29, issue 2, pages 319-336, June.
• Steffen R. Henzel & Malte Rengel, 2017, "Dimensions Of Macroeconomic Uncertainty: A Common Factor Analysis," Economic Inquiry, Western Economic Association International, volume 55, issue 2, pages 843-877, April.
• Ansgar Belke & Jens Klose, 2017, "Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro Area Member Countries," Journal of Common Market Studies, Wiley Blackwell, volume 55, issue 6, pages 1221-1238, November.
• Junko Koeda, 2017, "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," The Japanese Economic Review, Japanese Economic Association, volume 68, issue 4, pages 443-457, December.
• Tata Subba Rao & Granville Tunnicliffe Wilson & Shiu Fung Wong & Howell Tong & Tak Kuen Siu & Zudi Lu, 2017, "A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 2, pages 243-265, March.
• Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2017, "Time-Varying Transition Probabilities for Markov Regime Switching Models," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 3, pages 458-478, May.
• Antonia López-Villavicencio & Sophie Saglio, 2017, "The Wage Inflation-Unemployment Curve at the Macroeconomic Level," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 79, issue 1, pages 55-78, February.
• Danilo Leiva-Leon, 2017, "Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 79, issue 4, pages 513-545, August.
• Juan Carlos Cuestas & Fabio Filipozzi & Karsten Staehr, 2017, "Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks," Review of International Economics, Wiley Blackwell, volume 25, issue 4, pages 695-710, September.
• Haakon Kavli & Nicola Viegi, 2017, "Are Determinants of Portfolio Flows Always the Same? - South African Results from a Time Varying Parameter Var Model," South African Journal of Economics, Economic Society of South Africa, volume 85, issue 1, pages 3-27, March.
• KILICARSLAN Zerrin & DUMRUL Yasemin, 2017, "Macroeconomic Impacts Of Oil Price Shocks: An Empirical Analysis Based On The Svar Models," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 5, pages 55-72, December.
• Knut Are Aastveit & Francesco Furlanetto & Francesca Loria, 2017, "Has the Fed responded to house and stock prices? A time-varying analysis," Working Paper, Norges Bank, number 2017/1, Mar.
• Marko Melolinna, 2017, "What drives business investment in the United Kingdom? Results from a firm-level VAR approach," Bank of England Staff Working Paper series, Bank of England, number 646, Feb.
• Ambrogio Cesa-Bianchi & Andrea Ferrero & Alessandro Rebucci, 2017, "International credit supply shocks," Bank of England Staff Working Paper series, Bank of England, number 680, Oct.
• Ambrogio Cesa Bianchi & Andrej Sokol, 2017, "Financial shocks, credit spreads and the international credit channel," Bank of England Staff Working Paper series, Bank of England, number 693, Nov.
• Evangelia Kasimati & Nikolaos Veraros, 2017, "Is there accuracy of forward freight agreements in forecasting future freight rates? An empirical investigation," Working Papers, Bank of Greece, number 230, Jun.
• Leonidas S. Rompolis, 2017, "The effectiveness of unconventional monetary policy on risk aversion and uncertainty," Working Papers, Bank of Greece, number 231, Jul.
• Takuji Kawamoto & Moe Nakahama, 2017, "Why Did the BOJ Not Achieve the 2 Percent Inflation Target with a Time Horizon of About Two Years? -- Examination by Time Series Analysis --," Bank of Japan Working Paper Series, Bank of Japan, number 17-E-10, Jul.
• Kang Koo Lee & Joonyoung Hur, 2017, "Fiscal Multipliers of Korea: A Bayesian VAR Approach (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 23, issue 1, pages 55-81, March.
• Dukpa Kim & Tatsushi Oka & Francisco Estrada & Pierre Perron, 2017, "Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2018-015, Jan, revised Apr 2018.
• Sanhaji Bilel, 2017, "Testing for Nonlinearity in Conditional Covariances," Journal of Time Series Econometrics, De Gruyter, volume 9, issue 2, pages 1-22, July, DOI: 10.1515/jtse-2016-0010.
• Javed Farrukh & Podgórski Krzysztof, 2017, "Tail Behavior and Dependence Structure in the APARCH Model," Journal of Time Series Econometrics, De Gruyter, volume 9, issue 2, pages 1-48, July, DOI: 10.1515/jtse-2016-0002.
• Avdulaj Krenar & Barunik Jozef, 2017, "A semiparametric nonlinear quantile regression model for financial returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 81-97, February, DOI: 10.1515/snde-2016-0044.
• Beylunioglu Fuat C. & Stengos Thanasis & Yazgan M. Ege, 2017, "Detecting capital market convergence clubs," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 3, pages 1-14, June, DOI: 10.1515/snde-2016-0062.
• Pajor Anna & Wróblewska Justyna, 2017, "VEC-MSF models in Bayesian analysis of short- and long-run relationships," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 3, pages 1-22, June, DOI: 10.1515/snde-2016-0004.
• Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017, "Time-varying persistence of inflation: evidence from a wavelet-based approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 4, pages 1-18, September, DOI: 10.1515/snde-2016-0130.
• Popiel Michal Ksawery, 2017, "Interest rate pass-through: a nonlinear vector error-correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 5, pages 1-20, December, DOI: 10.1515/snde-2016-0063.
• Dimitris Korobilis & Davide Pettenuzzo, 2017, "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers, Brandeis School of Business and Economics, number 115, Sep.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis School of Business and Economics, number 116, Oct.
• Galvez, Karl John & Bulayog, Ernesto, 2017, "Empirical Evidence of Okun’s Law in the Philippine Economy: A Cointegration Analysis," Review of Socio-Economic Research and Development Studies, Visayas State University, Visayas Socio-Economic Research and Data Analytics Center (ViSERDAC) and Department of Economics (DOE), College of Management and Economics (CME), volume 1, issue 1, pages 18-43, December, DOI: 10.5281/zenodo.4445460.
• Alexandra D’Onofrio & Peter L. Rousseau, 2017, "Développement financier, ouverture commerciale et croissance durant la première vague de mondialisation," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 135-146.
• Lloyd, S. P., 2017, "Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1734, Sep.
• Hashmat Khan & Santosh Upadhayaya, 2017, "Does Business Confidence Matter for Investment?," Carleton Economic Papers, Carleton University, Department of Economics, number 17-13, Dec, revised 20 Mar 2019.
• Gambetti, Luca & Moretti, Laura, 2017, "News, Noise and Oil Price Swings," Research Technical Papers, Central Bank of Ireland, number 12/RT/17, Nov.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2017, "Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/07, Nov.
• Zhou, Peng, 2017, "Separating Yolk from White: A Filter based on Economic Properties of Trend and Cycle," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2017/1, Jan.
• Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula, 2017, "Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2017/14, Nov.
• Carter, Colin A & Rausser, Gordon C & Smith, Aaron, 2017, "Commodity Storage and the Market Effects of Biofuel Policies," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt61t114zb, Jul.
• Evžen Kocenda & Balázs Varga, 2017, "The Impact of Monetary Strategies on Inflation Persistence," CESifo Working Paper Series, CESifo, number 6306.
• Michele Piffer & Maximilian Podstawski, 2017, "Identifying Uncertainty Shocks Using the Price of Gold," CESifo Working Paper Series, CESifo, number 6327.
• Pooyan Amir-Ahmadi & Thorsten Drautzburg, 2017, "Identification through Heterogeneity," CESifo Working Paper Series, CESifo, number 6359.
• Xenia Frei & Sebastian Langer & Robert Lehmann & Felix Rösel, 2017, "Electoral Externalities in Federations - Evidence from German Opinion Polls," CESifo Working Paper Series, CESifo, number 6375.
• Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017, "Central Bank Policy Rates: Are they Cointegrated?," CESifo Working Paper Series, CESifo, number 6389.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," CESifo Working Paper Series, CESifo, number 6477.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," CESifo Working Paper Series, CESifo, number 6482.
• Guglielmo Maria Caporale & Kefei You, 2017, "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," CESifo Working Paper Series, CESifo, number 6494.
• Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2017, "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," CESifo Working Paper Series, CESifo, number 6622.
• Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017, "Uncertainty and Monetary Policy in Good and Bad Times," CESifo Working Paper Series, CESifo, number 6630.
• Efrem Castelnuovo & Trung Duc Tran, 2017, "Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia," CESifo Working Paper Series, CESifo, number 6695.
• Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli, 2017, "Uncertainty Across Volatility Regimes," CESifo Working Paper Series, CESifo, number 6799.
• Tobias Cagala & Ulrich Glogowsky & Veronika Grimm & Johannes Rincke, 2017, "Public Goods Provision with Rent-Extracting Administrators," CESifo Working Paper Series, CESifo, number 6801.
• Christiane Baumeister & James D. Hamilton, 2017, "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," CESifo Working Paper Series, CESifo, number 6835.
• Klaus Wohlrabe & Timo Wollmershäuser, 2017, "Über die richtige Interpretation des ifo Geschäftsklimas als konjunktureller Frühindikator," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 70, issue 15, pages 42-46, August.
• Damir Filipović & Martin Larsson & Francesco Statti, 2017, "Unspanned Stochastic Volatility in the Multi-Factor CIR Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-16, May, revised Apr 2018.
• Damian Smug & Peter Ashwin & Didier Sornette, 2017, "Predicting Financial Market Crashes Using Ghost Singularities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-23, Jun.
• Damian Smug & Didier Sornette & Peter Ashwin, 2017, "A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises)," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-34, Nov.
• Damien Ackerer & Damir Filipović, 2017, "Option Pricing with Orthogonal Polynomial Expansions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-41, Nov.
• Damir Filipović & Sander Willems, 2017, "A Term Structure Model for Dividends and Interest Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-52, Aug.
• Guilherme Demos & Didier Sornette, 2018, "Lagrange Regularisation Approach to Compare Nested Data Sets and Determine Objectively Financial Bubbles' Inceptions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-20, Mar.
• Amélie Charles & Olivier Darné & Fabien Tripier, 2017, "Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator," Working Papers, CEPII research center, number 2017-25, Dec.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2017, "Spillovers between food and energy prices and structural breaks," International Economics, CEPII research center, issue 150, pages 1-18.
• Thanda Sithole & Beatrice D. Simo-Kengne & Modeste Some, 2017, "The role of financial conditions in transmitting external shocks to South Africa," International Economics, CEPII research center, issue 150, pages 36-56.
• Stéphane Dees, 2017, "The role of confidence shocks in business cycles and their global dimension," International Economics, CEPII research center, issue 151, pages 48-65.
• Anh D.M. Nguyen & Jemma Dridib & Filiz D. Unsal & Oral H. Williams, 2017, "On the drivers of inflation in Sub-Saharan Africa," International Economics, CEPII research center, issue 151, pages 71-84.
• Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2017, "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," International Economics, CEPII research center, issue 152, pages 63-78.
• Mohamed Mehdi Jelassi & Jamel Trabelsi & Maryem Turki, 2017, "Does the J-curve hypothesis hold for a small open economy? Evidence from time-varying coefficients of a distributed-lag model for Tunisia," International Economics, CEPII research center, issue 152, pages 107-115.
• Guglielmo Maria Caporale & Hector Carcel & Luis Gil-Alana, 2017, "Central bank policy rates: Are they cointegrated?," International Economics, CEPII research center, issue 152, pages 116-123.
• Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2017, "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," CEPII Policy Brief, CEPII research center, number 2017-20, Dec.
• Dalibor Stevanovic & Rachidi Kotchoni & Maxime Leroux, 2017, "Forecasting economic activity in data-rich environment," CIRANO Working Papers, CIRANO, number 2017s-05, Jan.
• Tincho Almuzara & Dante Amengual & Enrique Sentana, 2017, "Normality Tests for Latent Variables," Working Papers, CEMFI, number wp2017_1708, Feb.
• Paúl A. Carrillo Maldonado, 2017, "El efecto de la política fiscal en expansión y recesión para Ecuador: un modelo MSVAR," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 36, issue 71, pages 405-439.
• Julio César Alonso Cifuentes & �ngela Mar�a Gonz�lez Ter�n, 2017, "Evaluación de la Hipótesis de Kuznets para Colombia con una aproximación de series de tiempo: 1977-2005," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 63, pages 43-62.
• Alvaro Hernando Chaves Castro, 2017, "Análisis de los ciclos del producto interno bruto agropecuario colombiano 1976-2013," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 63, pages 169-209.
• Daniel Felipe Cuervo & Camilo Ernesto G�mez & Miguel Antonio Melo & Jos� Gregorio Ojeda, 2017, "Efectos de variaciones del precio del petróleo en un escenario de incertidumbre sobre el crecimiento económico de Colombia: 2001-2016," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 15378, Feb.
• Carlos Daniel Rojas Martínez & Franky Juliano Galeano Ram�rez, 2017, "La hipótesis de déficits gemelos en Colombia, 2000 – 2016," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 15916, Dec.
• Daniela Castillo Téllez, 2017, "Los efectos de las importaciones, exportaciones y TES sobre el EMBI para el caso colombiano un análisis utilizando modelos VEC para el periodo 2010 -2016," Revista CIFE, Universidad Santo Tomás, volume 19, issue 30, pages 47-77.
• Carlos F. Parra Moreno & Omar G. Rosero & Jos� V. Pinz�n, 2017, "Sobre la relación entre inversión extranjera de cartera y la tasa de cambio: un estudio de causalidad para Colombia 2000-2014," Revista CIFE, Universidad Santo Tomás, volume 19, issue 31, pages 23-40.
• Carlos Andrés Villarreal Restrepo, 2017, "Panel de VAR : una aplicación en la movilidad de factores de producción en la integración económica Alianza del Pacífico," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17509, Jun.
• Adrian Marek Burda & Blazej Mazur & Mateusz Pawel Pipien, 2017, "Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 17, pages 97-114.
• Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017, "Comparing different data descriptors in Indirect Inference tests on DSGE models," CEPR Discussion Papers, Centre for Economic Policy Research, number 11816, Jan.
• Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017, "What is the truth about DSGE models? Testing by indirect inference," CEPR Discussion Papers, Centre for Economic Policy Research, number 11817, Jan.
• Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017, "Testing part of a DSGE model by Indirect Inference," CEPR Discussion Papers, Centre for Economic Policy Research, number 11819, Jan.
• Bianchi, Francesco & Ilut, Cosmin & Schneider, Martin, 2017, "Uncertainty shocks, asset supply and pricing over the business cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 11950, Apr.
• Gambacorta, Leonardo & van Rixtel, Adrian & Schiaffi, Stefano, 2017, "Changing business models in international bank funding," CEPR Discussion Papers, Centre for Economic Policy Research, number 11957, Apr.
• Born, Benjamin & Breuer, Sebastian & Elstner, Steffen, 2017, "Uncertainty and the Great Recession," CEPR Discussion Papers, Centre for Economic Policy Research, number 12083, Jun.
• Andreou, Elena & Gagliardini, Patrick & Ghysels, Eric & Rubin, Mirco, 2017, "Is Industrial Production Still the Dominant Factor for the US Economy?," CEPR Discussion Papers, Centre for Economic Policy Research, number 12219, Aug.
• Cesa-Bianchi, Ambrogio & Ferrero, Andrea & Rebucci, Alessandro, 2017, "International Credit Supply Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 12501, Dec.
• Baumeister, Christiane & Hamilton, James, 2017, "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 12532, Dec.
• Molteni, Francesco & Pappa, Evi, 2017, "The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 12541, Dec.
• Szomolányi Karol & Lukáčik Martin & Lukáčiková Adriana, 2017, "Impact of Terms-of-Trade on Slovakia, the Czech Republic, and Croatia in the Short Run," Naše gospodarstvo/Our economy, Paradigm, volume 63, issue 1, pages 3-13, March, DOI: 10.1515/ngoe-2017-0001.
• Gilbert Mbara, 2017, "Business Cycle Dating after the Great Moderation: A Consistent Two – Stage Maximum Likelihood Method," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2017-13, Jun, revised 04 Jan 2018.
• Rajbhandari,Ashish & Zhang,Fan, 2017, "Does energy efficiency promote economic growth? : evidence from a multi-country and multi-sector panel data set," Policy Research Working Paper Series, The World Bank, number 8077, May.
• Christian Glocker & Philipp Wegmüller, 2017, "Business Cycle Dating and Forecasting with Real-time Swiss GDP Data," WIFO Working Papers, WIFO, number 542, Oct.
• Florian Huber & Maria Teresa Punzi, 2017, "The shortage of safe assets in the US investment portfolio: Some international evidence," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp243, Mar.
• Florian Huber & Thomas Zörner, 2017, "Threshold cointegration and adaptive shrinkage," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp250, Jun.
• Huber, Florian & Punzi, Maria Teresa, 2017, "The shortage of safe assets in the US investment portfolio: Some international evidence," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 243, Mar.
• Huber, Florian & Zörner, Thomas, 2017, "Threshold cointegration and adaptive shrinkage," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 250, Jun.
• Emmanouil Gkiourkas, Theodore Panagiotidis, Gianluigi Pelloni, 2017, "Revisiting the Macroeconomic Effects of Labor Reallocation," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0102, Jun, revised 01 Jun 2017.
• Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2017, "Noise Bubbles," Economic Journal, Royal Economic Society, volume 127, issue 604, pages 1940-1976, September.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2017, "Macro News and Commodity Returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 68-80, January.
• Anders Warne & Günter Coenen & Kai Christoffel, 2017, "Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 103-119, January.
• André Lucas & Bernd Schwaab & Xin Zhang, 2017, "Modeling Financial Sector Joint Tail Risk in the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 171-191, January.
• Mariano Kulish & Adrian Pagan, 2017, "Estimation and Solution of Models with Expectations and Structural Changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 2, pages 255-274, March, DOI: 10.1002/jae.2527.
• Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2017, "Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 3, pages 683-703, April.
• Patrick Fève & Jean‐Guillaume Sahuc, 2017, "In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 3, pages 704-718, April.
• Luca Gambetti & Alberto Musso, 2017, "Loan Supply Shocks and the Business Cycle," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 4, pages 764-782, June.
• István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas, 2017, "Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 5, pages 1003-1026, August.
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2017, "Structural FECM: Cointegration in large‐scale structural FAVAR models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 6, pages 1069-1086, September.
• Kirstin Hubrich & Frauke Skudelny, 2017, "Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 5, pages 515-540, August.
• Rangan Gupta & Eric Olson & Mark E. Wohar, 2017, "Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 6, pages 640-650, September.
• Gregory E. Givens, 2017, "Do Data Revisions Matter for DSGE Estimation?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 6, pages 1385-1407, September, DOI: 10.1111/jmcb.12418.
• Bin Chen & Jinho Choi & Juan Carlos Escanciano, 2017, "Testing for fundamental vector moving average representations," Quantitative Economics, Econometric Society, volume 8, issue 1, pages 149-180, March.
• Syed Abul Basher & Lawrence M. Kessler & Murat K. Munkin, 2017, "Bank capital and portfolio risk among Islamic banks," Review of Financial Economics, John Wiley & Sons, volume 34, issue 1, pages 1-9, September, DOI: 10.1016/j.rfe.2017.03.004.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017, "The Transmission of Monetary Policy Shocks," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1136.
• Ellahie, Atif & Ricco, Giovanni, 2017, "Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1138.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017, "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1145.
• Sin-Yu Ho & Bernard Njindan Iyke, 2017, "On the causal links between the stock market and the economy of Hong Kong," Contemporary Economics, Vizja University, volume 11, issue 3, September.
• Jin Seo Cho & Halbert White, 2017, "Directionally Differentiable Econometric Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-103, Apr.
• Jin Seo Cho & Halbert White, 2017, "Supplements to "Directionally Differentiable Econometric Models"," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-103a, Apr.
• Julijana Angelovska, 2017, "Long and Short-Term Dynamic Relationship between Macedonian and Croatian Stock Markets," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 20, issue 2, pages 11-20, November.
• Vilmi, Lauri, 2017, "Two tales of the natural rate of interest," BoF Economics Review, Bank of Finland, number 1/2017.
• Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew, 2017, "Mapping China's time-varying house price landscape," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 21/2017.
• Ambrocio, Gene, 2017, "The real effects of overconfidence and fundamental uncertainty shocks," Bank of Finland Research Discussion Papers, Bank of Finland, number 37/2017.
• Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017, "Estimating the real effects of uncertainty shocks at the zero lower bound," Bank of Finland Research Discussion Papers, Bank of Finland, number 6/2017.
• Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela, 2017, "Uncertainty and monetary policy in good and bad times," Bank of Finland Research Discussion Papers, Bank of Finland, number 8/2017.
• Angelini, Giovanni & Bacchiocchi, Emanuele & Caggiano, Giovanni & Fanelli, Luca, 2017, "Uncertainty across volatility regimes," Bank of Finland Research Discussion Papers, Bank of Finland, number 35/2017.
• Ambrocio, Gene, 2017, "The real effects of overconfidence and fundamental uncertainty shocks," Bank of Finland Research Discussion Papers, Bank of Finland, number 37/2017.
• Kerssenfischer, Mark, 2017, "The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model," Discussion Papers, Deutsche Bundesbank, number 08/2017.
• Eraslan, Sercan, 2017, "Asymmetric arbitrage trading on offshore and onshore renminbi markets," Discussion Papers, Deutsche Bundesbank, number 13/2017.
• Eraslan, Sercan & Ali, Faek Menla, 2017, "Financial crises and the dynamic linkages between stock and bond returns," Discussion Papers, Deutsche Bundesbank, number 17/2017.
• Götz, Thomas B. & Knetsch, Thomas A., 2017, "Google data in bridge equation models for German GDP," Discussion Papers, Deutsche Bundesbank, number 18/2017.
• Lewis, Vivien & Roth, Markus, 2017, "The financial market effects of the ECB's asset purchase programs," Discussion Papers, Deutsche Bundesbank, number 23/2017.
• Quint, Dominic & Rabanal, Pau, 2017, "Should unconventional monetary policies become conventional?," Discussion Papers, Deutsche Bundesbank, number 28/2017.
• Mokinski, Frieder, 2017, "A severity function approach to scenario selection," Discussion Papers, Deutsche Bundesbank, number 34/2017.
• Berger, Tino & Richter, Julia, 2017, "What has caused global business cycle decoupling: Smaller shocks or reduced sensitivity?," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 300.
• Andersen, Torben G. & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2017, "Volatility, information feedback and market microstructure noise: A tale of two regimes," CFS Working Paper Series, Center for Financial Studies (CFS), number 569.
• Vasilev, Aleksandar & Gesheva, Nadezhda, 2017, "Revisiting the Invisible Hand Hypothesis: A Comparative Study between Bulgaria and Germany," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 8, issue 1, pages 45-77.
• Altansukh, Gantungalag & Becker, Ralf & Bratsiotis, George J. & Osborn, Denise R., 2017, "What is the Globalisation of Inflation?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 74, pages 1-27.
• Momanyi, Kevin, 2025, "An Econometric Analysis of the Impact of Telecare on the Length of Stay in Hospital," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 168559.
• Heidorn, Thomas & Van Huellen, Sophie & Ruehl, C. & Woebbeking, F., 2017, "The long- and short-run impact of oil price changes on major global economies," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 225.
• Hachula, Michael & Nautz, Dieter, 2017, "The dynamic impact of macroeconomic news on long-term inflation expectations," Discussion Papers, Free University Berlin, School of Business & Economics, number 2017/12.
• Belke, Ansgar & Osowski, Thomas, 2017, "International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach," GLO Discussion Paper Series, Global Labor Organization (GLO), number 35.
• Belke, Ansgar & Dreger, Christian & Dubova, Irina, 2017, "On the exposure of the BRIC countries to global economic shocks," GLO Discussion Paper Series, Global Labor Organization (GLO), number 37.
• Žídek, Libor & Šuterová, Magdalena, 2017, "Did the exchange rate interventions enhance inflation in Switzerland?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-95.
• El Abed, Riadh & Zardoub, Amna, 2017, "Time varying and asymmetric effect between sovereign credit market and financial market: The asymmetric DCC model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-97.
• Gadea Rivas, Maria Dolores & Sanz Villarroya, Isabel, 2017, "Testing the convergence hypothesis for OECD countries: A reappraisal," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 11, pages 1-22, DOI: 10.5018/economics-ejournal.ja.2017-.
• Haile, Fiseha, 2017, "Global shocks and their impact on the Tanzanian economy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 11, pages 1-38, DOI: 10.5018/economics-ejournal.ja.2017-.
• Boeing-Reicher, Claire A. & Boysen-Hogrefe, Jens, 2017, "Estimating the effects of the "flight to quality", with an application to German bond yields and interest payments," Kiel Working Papers, Kiel Institute for the World Economy, number 2086.
• Dany-Knedlik, Geraldine & Holtemöller, Oliver, 2017, "Inflation dynamics during the financial crisis in Europe: Cross-sectional identification of long-run inflation expectations," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 10/2017.
• Chang, Yoosoon & Kwak, Boreum, 2017, "U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 15/2017.
• Drygalla, Andrej & Holtemöller, Oliver & Kiesel, Konstantin, 2017, "The effects of fiscal policy in an estimated DSGE model: The case of the German stimulus packages during the great recession," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 34/2017.
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2017, "Same, but different: Testing monetary policy shock measures," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 9/2017.
• Thiem, Christopher, 2017, "Oil price uncertainty and the business cycle: Accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 674, DOI: 10.4419/86788782.
• Belke, Ansgar & Osowski, Thomas, 2017, "International effects of euro area versus US policy uncertainty: A FAVAR approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 689, DOI: 10.4419/86788799.
• Belke, Ansgar & Kronen, Dominik, 2017, "The impact of uncertainty on macro variables: An SVAR-based empirical analysis for EU countries," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 699, DOI: 10.4419/86788813.
• Prüser, Jan & Schlösser, Alexander, 2017, "The effects of economic policy uncertainty on European economies: Evidence from a TVP-FAVAR," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 708, DOI: 10.4419/86788826.
• Prüser, Jan, 2017, "Forecasting US inflation using Markov dimension switching," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 710, DOI: 10.4419/86788828.
• Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto Calogero, 2017, "Estimation and model-based combination of causality networks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 165, DOI: 10.2139/ssrn.2909585.
• Qian, Ya & Härdle, Wolfgang Karl & Chen, Cathy Yi-Hsuan, 2017, "Industry Interdependency Dynamics in a Network Context," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-012.
• Adamyan, Larisa & Efimov, Kirill & Chen, Cathy Yi-hsuan & Härdle, Wolfgang Karl, 2017, "Adaptive weights clustering of research papers," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-013.
• Zharova, Alona & Härdle, Wolfgang Karl & Lessmann, Stefan, 2017, "Is scientific performance a function of funds?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-028.
• Droste, Nils & Becker, Claudia & Ring, Irene & Santos, Rui, 2017, "Decentralization effects in ecological fiscal transfers: The case of Portugal," UFZ Discussion Papers, Helmholtz Centre for Environmental Research (UFZ), Division of Social Sciences (ÖKUS), number 3/2017.
• Meier, Matthias, 2017, "Time to Build and the Business Cycle," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168059.
• Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2017, "Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168061.
• Grosse Steffen, Christoph & Podstawski, Maximilian, 2017, "Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168101.