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

2016

• Kim, Hyun-Seok & Min, Hong-Ghi & McDonald, Judith A., 2016, "Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis," Economic Modelling, Elsevier, volume 59, issue C, pages 9-22, DOI: 10.1016/j.econmod.2016.06.016.
• Bekiros, Stelios & Gupta, Rangan & Kyei, Clement, 2016, "On economic uncertainty, stock market predictability and nonlinear spillover effects," The North American Journal of Economics and Finance, Elsevier, volume 36, issue C, pages 184-191, DOI: 10.1016/j.najef.2016.01.003.
• Camba-Méndez, Gonzalo & Serwa, Dobromił, 2016, "Market perception of sovereign credit risk in the euro area during the financial crisis," The North American Journal of Economics and Finance, Elsevier, volume 37, issue C, pages 168-189, DOI: 10.1016/j.najef.2016.04.002.
• Risse, Marian & Kern, Martin, 2016, "Forecasting house-price growth in the Euro area with dynamic model averaging," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 70-85, DOI: 10.1016/j.najef.2016.08.001.
• Trenkler, Carsten & Weber, Enzo, 2016, "On the identification of multivariate correlated unobserved components models," Economics Letters, Elsevier, volume 138, issue C, pages 15-18, DOI: 10.1016/j.econlet.2015.11.009.
• Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2016, "Nonstationary GARCH with t-distributed innovations," Economics Letters, Elsevier, volume 138, issue C, pages 19-21, DOI: 10.1016/j.econlet.2015.11.016.
• Morris, Stephen D., 2016, "VARMA representation of DSGE models," Economics Letters, Elsevier, volume 138, issue C, pages 30-33, DOI: 10.1016/j.econlet.2015.11.027.
• Malikov, Emir, 2016, "Dynamic responses to oil price shocks: Conditional vs unconditional (a)symmetry," Economics Letters, Elsevier, volume 139, issue C, pages 31-35, DOI: 10.1016/j.econlet.2015.11.035.
• Chen, Wenjuan & Netšunajev, Aleksei, 2016, "On the long-run neutrality of demand shocks," Economics Letters, Elsevier, volume 139, issue C, pages 57-60, DOI: 10.1016/j.econlet.2015.11.039.
• Fuleky, Peter & Ventura, Luigi, 2016, "Mean lag in general error correction models," Economics Letters, Elsevier, volume 143, issue C, pages 107-110, DOI: 10.1016/j.econlet.2016.03.028.
• Neusser, Klaus, 2016, "A topological view on the identification of structural vector autoregressions," Economics Letters, Elsevier, volume 144, issue C, pages 107-111, DOI: 10.1016/j.econlet.2016.05.003.
• Klinger, Sabine & Weber, Enzo, 2016, "Detecting unemployment hysteresis: A simultaneous unobserved components model with Markov switching," Economics Letters, Elsevier, volume 144, issue C, pages 115-118, DOI: 10.1016/j.econlet.2016.04.027.
• Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016, "Comparing different data descriptors in Indirect Inference tests on DSGE models," Economics Letters, Elsevier, volume 145, issue C, pages 157-161, DOI: 10.1016/j.econlet.2016.06.016.
• Kim, Jong-Min & Jung, Hojin, 2016, "Linear time-varying regression with Copula–DCC–GARCH models for volatility," Economics Letters, Elsevier, volume 145, issue C, pages 262-265, DOI: 10.1016/j.econlet.2016.06.027.
• Galati, Gabriele & Hindrayanto, Irma & Koopman, Siem Jan & Vlekke, Marente, 2016, "Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area," Economics Letters, Elsevier, volume 145, issue C, pages 83-87, DOI: 10.1016/j.econlet.2016.05.034.
• Hussain, Syed M. & Liu, Lin, 2016, "A note on the Cogley–Nason–Sims approach," Economics Letters, Elsevier, volume 146, issue C, pages 77-81, DOI: 10.1016/j.econlet.2016.06.036.
• Hu, Junjuan & Chen, Zhenlong, 2016, "A unit root test against globally stationary ESTAR models when local condition is non-stationary," Economics Letters, Elsevier, volume 146, issue C, pages 89-94, DOI: 10.1016/j.econlet.2016.07.002.
• Wang, Ying & Tu, Yundong & Chen, Song Xi, 2016, "Improving inflation prediction with the quantity theory," Economics Letters, Elsevier, volume 149, issue C, pages 112-115, DOI: 10.1016/j.econlet.2016.10.023.
• del Barrio Castro, Tomás & Hecq, Alain, 2016, "Testing for deterministic seasonality in mixed-frequency VARs," Economics Letters, Elsevier, volume 149, issue C, pages 20-24, DOI: 10.1016/j.econlet.2016.09.030.
• Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M., 2016, "Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank," Journal of Econometrics, Elsevier, volume 190, issue 1, pages 46-61, DOI: 10.1016/j.jeconom.2015.08.003.
• Bianchi, Francesco, 2016, "Methods for measuring expectations and uncertainty in Markov-switching models," Journal of Econometrics, Elsevier, volume 190, issue 1, pages 79-99, DOI: 10.1016/j.jeconom.2015.08.004.
• Blazsek, Szabolcs & Escribano, Alvaro, 2016, "Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 145-163, DOI: 10.1016/j.jeconom.2015.10.005.
• Goliński, Adam & Zaffaroni, Paolo, 2016, "Long memory affine term structure models," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 33-56, DOI: 10.1016/j.jeconom.2015.09.006.
• Brüggemann, Ralf & Jentsch, Carsten & Trenkler, Carsten, 2016, "Inference in VARs with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 69-85, DOI: 10.1016/j.jeconom.2015.10.004.
• Heckman, James J. & Humphries, John Eric & Veramendi, Gregory, 2016, "Dynamic treatment effects," Journal of Econometrics, Elsevier, volume 191, issue 2, pages 276-292, DOI: 10.1016/j.jeconom.2015.12.001.
• Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo, 2016, "Real-time nowcasting of nominal GDP with structural breaks," Journal of Econometrics, Elsevier, volume 191, issue 2, pages 312-324, DOI: 10.1016/j.jeconom.2015.12.004.
• Chang, Yoosoon & Kim, Chang Sik & Park, Joon Y., 2016, "Nonstationarity in time series of state densities," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 152-167, DOI: 10.1016/j.jeconom.2015.06.025.
• Jin, Xin & Maheu, John M., 2016, "Bayesian semiparametric modeling of realized covariance matrices," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 19-39, DOI: 10.1016/j.jeconom.2015.11.001.
• Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji, 2016, "Testing for Granger causality with mixed frequency data," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 207-230, DOI: 10.1016/j.jeconom.2015.07.007.
• Delaigle, Aurore & Meister, Alexander & Rombouts, Jeroen, 2016, "Root-T consistent density estimation in GARCH models," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 55-63, DOI: 10.1016/j.jeconom.2015.10.009.
• Boswijk, H. Peter & Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2016, "Inference on co-integration parameters in heteroskedastic vector autoregressions," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 64-85, DOI: 10.1016/j.jeconom.2015.07.005.
• Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2016, "Large Bayesian VARMAs," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 374-390, DOI: 10.1016/j.jeconom.2016.02.005.
• Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao, 2016, "Striated Metropolis–Hastings sampler for high-dimensional models," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 406-420, DOI: 10.1016/j.jeconom.2016.02.007.
• Inoue, Atsushi & Kilian, Lutz, 2016, "Joint confidence sets for structural impulse responses," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 421-432, DOI: 10.1016/j.jeconom.2016.02.008.
• Harris, David & Leybourne, Stephen J. & Taylor, A.M. Robert, 2016, "Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 451-467, DOI: 10.1016/j.jeconom.2016.02.010.
• Kalliovirta, Leena & Meitz, Mika & Saikkonen, Pentti, 2016, "Gaussian mixture vector autoregression," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 485-498, DOI: 10.1016/j.jeconom.2016.02.012.
• Ikeda, Shin S., 2016, "A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 203-214, DOI: 10.1016/j.jeconom.2016.02.016.
• Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2016, "Goodness-of-fit test for specification of semiparametric copula dependence models," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 215-233, DOI: 10.1016/j.jeconom.2016.02.017.
• Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2016, "A MIDAS approach to modeling first and second moment dynamics," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 315-334, DOI: 10.1016/j.jeconom.2016.04.009.
• Marcellino, Massimiliano & Sivec, Vasja, 2016, "Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 335-348, DOI: 10.1016/j.jeconom.2016.04.010.
• Oh, Dong Hwan & Patton, Andrew J., 2016, "High-dimensional copula-based distributions with mixed frequency data," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 349-366, DOI: 10.1016/j.jeconom.2016.04.011.
• Chambers, Marcus J., 2016, "The estimation of continuous time models with mixed frequency data," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 390-404, DOI: 10.1016/j.jeconom.2016.04.013.
• Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z., 2016, "Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 405-417, DOI: 10.1016/j.jeconom.2016.04.014.
• Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2016, "Testing for Granger causality in large mixed-frequency VARs," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 418-432, DOI: 10.1016/j.jeconom.2016.04.015.
• Zadrozny, Peter A., 2016, "Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 438-446, DOI: 10.1016/j.jeconom.2016.04.017.
• Jin, Xin & Maheu, John M., 2016, "Modeling covariance breakdowns in multivariate GARCH," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 1-23, DOI: 10.1016/j.jeconom.2016.03.003.
• Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016, "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 57-75, DOI: 10.1016/j.jeconom.2016.01.010.
• Chen, Jia & Li, Degui & Linton, Oliver & Lu, Zudi, 2016, "Semiparametric dynamic portfolio choice with multiple conditioning variables," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 309-318, DOI: 10.1016/j.jeconom.2016.05.009.
• Dou, Baojun & Parrella, Maria Lucia & Yao, Qiwei, 2016, "Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 369-382, DOI: 10.1016/j.jeconom.2016.05.014.
• Li, Chenxu & Chen, Dachuan, 2016, "Estimating jump–diffusions using closed-form likelihood expansions," Journal of Econometrics, Elsevier, volume 195, issue 1, pages 51-70, DOI: 10.1016/j.jeconom.2016.07.001.
• Niţoi, Mihai & Pochea, Maria Miruna, 2016, "Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model," Economic Systems, Elsevier, volume 40, issue 2, pages 323-334, DOI: 10.1016/j.ecosys.2016.02.002.
• Clements, A.E. & Hurn, A.S. & Li, Z., 2016, "Forecasting day-ahead electricity load using a multiple equation time series approach," European Journal of Operational Research, Elsevier, volume 251, issue 2, pages 522-530, DOI: 10.1016/j.ejor.2015.12.030.
• Bodnar, Taras & Hautsch, Nikolaus, 2016, "Dynamic conditional correlation multiplicative error processes," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 41-67, DOI: 10.1016/j.jempfin.2015.12.002.
• Boubakri, Salem & Couharde, Cécile & Raymond, Hélène, 2016, "Effects of financial turmoil on financial integration and risk premia in emerging markets," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 120-138, DOI: 10.1016/j.jempfin.2016.06.001.
• Teterin, Pavel & Brooks, Robert & Enders, Walter, 2016, "Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 22-36, DOI: 10.1016/j.jempfin.2016.05.005.
• Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016, "The information in systemic risk rankings," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 461-475, DOI: 10.1016/j.jempfin.2016.01.002.
• Harvey, Andrew & Thiele, Stephen, 2016, "Testing against changing correlation," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 575-589, DOI: 10.1016/j.jempfin.2015.09.003.
• Dolatabadi, Sepideh & Nielsen, Morten Ørregaard & Xu, Ke, 2016, "A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 623-639, DOI: 10.1016/j.jempfin.2015.11.005.
• Thornton, Michael A. & Chambers, Marcus J., 2016, "The exact discretisation of CARMA models with applications in finance," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 739-761, DOI: 10.1016/j.jempfin.2016.03.006.
• Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2016, "In search of the Euro area fiscal stance," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 254-264, DOI: 10.1016/j.jempfin.2016.06.007.
• Manera, Matteo & Nicolini, Marcella & Vignati, Ilaria, 2016, "Modelling futures price volatility in energy markets: Is there a role for financial speculation?," Energy Economics, Elsevier, volume 53, issue C, pages 220-229, DOI: 10.1016/j.eneco.2014.07.001.
• Gatfaoui, Hayette, 2016, "Linking the gas and oil markets with the stock market: Investigating the U.S. relationship," Energy Economics, Elsevier, volume 53, issue C, pages 5-16, DOI: 10.1016/j.eneco.2015.05.021.
• Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2016, "Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk," Energy Economics, Elsevier, volume 54, issue C, pages 159-172, DOI: 10.1016/j.eneco.2015.11.003.
• López Cabrera, Brenda & Schulz, Franziska, 2016, "Volatility linkages between energy and agricultural commodity prices," Energy Economics, Elsevier, volume 54, issue C, pages 190-203, DOI: 10.1016/j.eneco.2015.11.018.
• Balaguer, Jacint & Ripollés, Jordi, 2016, "Asymmetric fuel price responses under heterogeneity," Energy Economics, Elsevier, volume 54, issue C, pages 281-290, DOI: 10.1016/j.eneco.2015.12.006.
• Serletis, Apostolos & Xu, Libo, 2016, "Volatility and a century of energy markets dynamics," Energy Economics, Elsevier, volume 55, issue C, pages 1-9, DOI: 10.1016/j.eneco.2016.01.007.
• Rahman, Sajjadur, 2016, "Another perspective on gasoline price responses to crude oil price changes," Energy Economics, Elsevier, volume 55, issue C, pages 10-18, DOI: 10.1016/j.eneco.2015.12.021.
• Miljkovic, Dragan & Dalbec, Nathan & Zhang, Lei, 2016, "Estimating dynamics of US demand for major fossil fuels," Energy Economics, Elsevier, volume 55, issue C, pages 284-291, DOI: 10.1016/j.eneco.2016.02.018.
• Bouri, Elie & Awartani, Basel & Maghyereh, Aktham, 2016, "Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010," Energy Economics, Elsevier, volume 56, issue C, pages 205-214, DOI: 10.1016/j.eneco.2016.03.021.
• Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki, 2016, "Does the S&P500 index lead the crude oil dynamics? A complexity-based approach," Energy Economics, Elsevier, volume 56, issue C, pages 239-246, DOI: 10.1016/j.eneco.2016.02.001.
• Pan, Zhiyuan & Wang, Yudong & Liu, Li, 2016, "The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach," Energy Economics, Elsevier, volume 56, issue C, pages 453-463, DOI: 10.1016/j.eneco.2016.04.008.
• Naser, Hanan, 2016, "Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach," Energy Economics, Elsevier, volume 56, issue C, pages 75-87, DOI: 10.1016/j.eneco.2016.02.017.
• Wei, Yanfeng & Guo, Xiaoying, 2016, "An empirical analysis of the relationship between oil prices and the Chinese macro-economy," Energy Economics, Elsevier, volume 56, issue C, pages 88-100, DOI: 10.1016/j.eneco.2016.02.023.
• Hasanov, Akram Shavkatovich & Do, Hung Xuan & Shaiban, Mohammed Sharaf, 2016, "Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis," Energy Economics, Elsevier, volume 57, issue C, pages 16-27, DOI: 10.1016/j.eneco.2016.04.015.
• Nicola, Francesca de & De Pace, Pierangelo & Hernandez, Manuel A., 2016, "Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment," Energy Economics, Elsevier, volume 57, issue C, pages 28-41, DOI: 10.1016/j.eneco.2016.04.012.
• Chen, Hao & Liao, Hua & Tang, Bao-Jun & Wei, Yi-Ming, 2016, "Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models," Energy Economics, Elsevier, volume 57, issue C, pages 42-49, DOI: 10.1016/j.eneco.2016.04.018.
• Potts, Todd B. & Yerger, David B., 2016, "Marcellus Shale and structural breaks in oil and gas markets: The case of Pennsylvania," Energy Economics, Elsevier, volume 57, issue C, pages 50-58, DOI: 10.1016/j.eneco.2016.04.017.
• Fernandez-Perez, Adrian & Frijns, Bart & Tourani-Rad, Alireza, 2016, "Contemporaneous interactions among fuel, biofuel and agricultural commodities," Energy Economics, Elsevier, volume 58, issue C, pages 1-10, DOI: 10.1016/j.eneco.2016.05.014.
• Paschen, Marius, 2016, "Dynamic analysis of the German day-ahead electricity spot market," Energy Economics, Elsevier, volume 59, issue C, pages 118-128, DOI: 10.1016/j.eneco.2016.07.019.
• Alsalman, Zeina, 2016, "Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model," Energy Economics, Elsevier, volume 59, issue C, pages 251-260, DOI: 10.1016/j.eneco.2016.08.015.
• Ye, Shiyu & Karali, Berna, 2016, "The informational content of inventory announcements: Intraday evidence from crude oil futures market," Energy Economics, Elsevier, volume 59, issue C, pages 349-364, DOI: 10.1016/j.eneco.2016.08.011.
• Mohaddes, Kamiar & Pesaran, M. Hashem, 2016, "Country-specific oil supply shocks and the global economy: A counterfactual analysis," Energy Economics, Elsevier, volume 59, issue C, pages 382-399, DOI: 10.1016/j.eneco.2016.08.007.
• Huang, Shupei & An, Haizhong & Gao, Xiangyun & Hao, Xiaoqing, 2016, "Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales," Energy Economics, Elsevier, volume 59, issue C, pages 70-80, DOI: 10.1016/j.eneco.2016.07.025.
• Nazlioglu, Saban & Gormus, N. Alper & Soytas, Uğur, 2016, "Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis," Energy Economics, Elsevier, volume 60, issue C, pages 168-175, DOI: 10.1016/j.eneco.2016.09.009.
• Manner, Hans & Türk, Dennis & Eichler, Michael, 2016, "Modeling and forecasting multivariate electricity price spikes," Energy Economics, Elsevier, volume 60, issue C, pages 255-265, DOI: 10.1016/j.eneco.2016.10.006.
• Miljkovic, Dragan & Ripplinger, David, 2016, "Labor market impacts of U.S. tight oil development: The case of the Bakken," Energy Economics, Elsevier, volume 60, issue C, pages 306-312, DOI: 10.1016/j.eneco.2016.10.007.
• Drachal, Krzysztof, 2016, "Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?," Energy Economics, Elsevier, volume 60, issue C, pages 35-46, DOI: 10.1016/j.eneco.2016.09.020.
• Barbaglia, Luca & Wilms, Ines & Croux, Christophe, 2016, "Commodity dynamics: A sparse multi-class approach," Energy Economics, Elsevier, volume 60, issue C, pages 62-72, DOI: 10.1016/j.eneco.2016.09.013.
• Bastianin, Andrea & Conti, Francesca & Manera, Matteo, 2016, "The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries," Energy Policy, Elsevier, volume 98, issue C, pages 160-169, DOI: 10.1016/j.enpol.2016.08.020.
• Chhibber, Ajay & Kalloor, Akshata, 2016, "Reviving Private Investment in India: Determinants and Policy Levers," Working Papers, National Institute of Public Finance and Policy, number 16/181, Nov.
• Guglielmo Maria Caporale & Alanoud Al-Maadid & Fabio Spagnolo & Nicola Spagnolo, 2016, "Spillovers between food and energy prices and structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 02/2016, Jan.
• Britta Gehrke & Fang Yao, 2016, "Persistence and volatility of real exchange rates: the role of supply shocks revisited," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2016/02, Feb.
• Louise Holm, 2016, "The Swedish business cycle, 1969-2013," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2015, issue 2, pages 1-22, DOI: 10.1787/jbcma-2015-5jlz9hhpj4th.
• Markus Eller & Florian Huber & Helene Schuberth, 2016, "Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 46-65.
• Markus Eller & Thomas Reininger, 2016, "The influence of sovereign bond yields on bank lending rates: the pass-through in Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 54-78.
• Martin Feldkircher & Florian Huber, 2016, "Unconventional US Monetary Policy: New Tools Same Channels?," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 208, Jul.
• Ayako Wakano, 2016, "The effect of locally hired teachers on school outcomes (the Dose response function estimation evidence from Kenya)," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 16-15, May.
• Rajmund Mirdala, 2016, "Exchange Rate Pass-Through to Domestic Prices in the European Transition Economies," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 361, Oct.
• Dennis Wesselbaum, 2016, "Jobless Recoveries: The Interaction between Financial and Search Frictions," Working Papers, University of Otago, Department of Economics, number 1603, Feb, revised Feb 2016.
• Dennis Wesselbaum, 2016, "Cheap Talk in a New Keynesian Model," Working Papers, University of Otago, Department of Economics, number 1604, Feb, revised Feb 2016.
• Laura Carvalho & Armon Rezai, 2016, "Personal income inequality and aggregate demand," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 40, issue 2, pages 491-505.
• Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2016, "Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 3, pages 617-642.
• Tai-kuang Ho, 2016, "Money doctors and their reform proposals for China reconsidered, 1903–29," Oxford Economic Papers, Oxford University Press, volume 68, issue 4, pages 1016-1038.
• Ludger Linnemann & Roland Winkler, 2016, "Estimating nonlinear effects of fiscal policy using quantile regression methods," Oxford Economic Papers, Oxford University Press, volume 68, issue 4, pages 1120-1145.
• Marta Lachowska, 2016, "Expenditure and confidence: using daily data to identify shocks to consumer confidence," Oxford Economic Papers, Oxford University Press, volume 68, issue 4, pages 920-944.
• David Hendry & Andrew B. Martinez, 2016, "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations," Economics Series Working Papers, University of Oxford, Department of Economics, number 784, Mar.
• Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2016, "Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0209, Oct.
• Michal Litwinski, 2016, "Policy of energy poverty alleviation and quality of life in Poland," Working Papers, Institute of Economic Research, number 10/2016, May, revised May 2016.
• Varga, János Zoltán, 2016, "The Effect of Interbank Liquidity Surplus on Corporate and Interbank Interest Rates," Public Finance Quarterly, Corvinus University of Budapest, volume 61, issue 1, pages 94-109.
• Tahir Mukhtar & Aliya H. Khan, 2016, "The Current Account Deficit Sustainability: An Empirical Investigation for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 55, issue 4, pages 397-419.
• Christian Calmès & Raymond Théoret, 2016, "The universal banking feedback effet : U.S. and Canada evidence," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp062015, Jan.
• Sucarrat, Genaro & Grønneberg, Steffen, 2016, "Models of Financial Return With Time-Varying Zero Probability," MPRA Paper, University Library of Munich, Germany, number 68931, Jan.
• Mushtaq, Saba, 2016, "Causality between Bank’s major activities and Economic Growth: Evidences from Pakistan," MPRA Paper, University Library of Munich, Germany, number 69052, Jan.
• Reynaerts, Jo & Vanschoonbeek, Jakob, 2016, "The Economics of State Fragmentation - Assessing the Economic Impact of Secession," MPRA Paper, University Library of Munich, Germany, number 69681, Feb.
• Ben Jebli, Mehdi & Ben Youssef, Slim, 2016, "Combustible renewables and waste consumption, agriculture, CO2 emissions and economic growth in Brazil," MPRA Paper, University Library of Munich, Germany, number 69694, Feb.
• Phiri, Andrew, 2016, "Does military spending nonlinearly affect economic growth in South Africa?," MPRA Paper, University Library of Munich, Germany, number 69730, Feb.
• Gozgor, Giray & Can, Muhlis, 2016, "Export Product Diversification and the Environmental Kuznets Curve: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 69761, Feb.
• Møller, Niels Framroze, 2016, "How to decode Unemployment Persistence: An econometric framework for identifying and comparing the sources of persistence," MPRA Paper, University Library of Munich, Germany, number 70058, Mar.
• Njindan Iyke, Bernard, 2016, "Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification," MPRA Paper, University Library of Munich, Germany, number 70205, Feb.
• Can, Muhlis & Gozgor, Giray, 2016, "Dynamic Relationships among CO2 Emissions, Energy Consumption, Economic Growth, and Economic Complexity in France," MPRA Paper, University Library of Munich, Germany, number 70373, Mar.
• Givens, Gregory, 2016, "Do data revisions matter for DSGE estimation?," MPRA Paper, University Library of Munich, Germany, number 70932, Apr.
• Konchyn, Vadym & Horban, Yuliia, 2016, "Экономическая Точка Бифуркации Для Украинского Олигархического Государства В Контексте Модели Стационарного Бандита
  [Economic Point Of Bifurcation For Ukrainian Oligarchic State In The Stationary Bandit Model]," MPRA Paper, University Library of Munich, Germany, number 70953, Apr.
• Nakmai, Siwat, 2016, "Foreign exchange risk premia: from traditional to state-space analyses," MPRA Paper, University Library of Munich, Germany, number 71237, Apr.
• Njindan Iyke, Bernard, 2016, "Real Output and Oil Price Uncertainty: Evidence from an Oil Producing Country," MPRA Paper, University Library of Munich, Germany, number 71307, Jan, revised 01 Apr 2016.
• Thomadakis, Apostolos, 2016, "Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence," MPRA Paper, University Library of Munich, Germany, number 71589, May.
• Gozgor, Giray & Can, Muhlis, 2016, "Does Export Product Quality Matter for CO2 Emissions? Evidence from China," MPRA Paper, University Library of Munich, Germany, number 71873, Jun.
• Hamidi Sahneh, Mehdi, 2016, "Testing for Non-Fundamentalness," MPRA Paper, University Library of Munich, Germany, number 71924, Jun.
• Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016, "Everything you always wanted to know about bitcoin modelling but were afraid to ask," MPRA Paper, University Library of Munich, Germany, number 71946, revised 2016.
• Reynaerts, Jo & Vanschoonbeek, Jakob, 2016, "The Economics of State Fragmentation: Assessing the Economic Impact of Secession - Addendum," MPRA Paper, University Library of Munich, Germany, number 72379, Jul.
• Santeramo, Fabio Gaetano & von Cramon-Taubadel, Stephan, 2016, "On Perishability and Vertical Price Transmission: empirical evidences from Italy," MPRA Paper, University Library of Munich, Germany, number 72735, Jul.
• Escribano, Alvaro & Sucarrat, Genaro, 2016, "Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility," MPRA Paper, University Library of Munich, Germany, number 72736, Jul.
• Devi, Sandhya, 2016, "Financial Market Dynamics: Superdiffusive or not?," MPRA Paper, University Library of Munich, Germany, number 73327, Jul, revised 24 Aug 2016.
• Raheem, Aremu Idowu & Ayodeji, Musa Adebiyi, 2016, "Analysis of the relationship between Oil price, Exchange rate and Stock market in Nigeria," MPRA Paper, University Library of Munich, Germany, number 73549, Sep.
• Moradi, Alireza, 2016, "Modeling Business Cycle Fluctuations through Markov Switching VAR:An Application to Iran," MPRA Paper, University Library of Munich, Germany, number 73608, Sep.
• Maheu, John M & Shamsi, Azam, 2016, "Nonparametric Dynamic Conditional Beta," MPRA Paper, University Library of Munich, Germany, number 73764, Sep.
• Khoza, Keorapetse & Thebe, Relebogile & Phiri, Andrew, 2016, "Nonlinear impact of inflation on economic growth in South Africa: A smooth transition regression (STR) analysis," MPRA Paper, University Library of Munich, Germany, number 73840, Sep.
• Dahem, Ahlem & Siala Guermazi, Fatma, 2016, "Exchange rate Pass-through and Monetary Policy in Transition Economy: Evidence from Tunisia with disaggregated VAR Analysis," MPRA Paper, University Library of Munich, Germany, number 74179, Sep.
• Motloja, Lehlohonolo & Makhoana, Tsholofelo & Kassoma, Rooyen & Houdman, Rozadian & Phiri, Andrew, 2016, "Changes in the optimal tax rate in South Africa prior and subsequent to the global recession period," MPRA Paper, University Library of Munich, Germany, number 74342, Oct.
• Nadeem, Sana & Munir, Kashif, 2016, "Energy Consumption and Economic Growth in Pakistan: A Sectoral Analysis," MPRA Paper, University Library of Munich, Germany, number 74569, Sep.
• Ali, Wajid & Munir, Kashif, 2016, "Testing Wagner versus Keynesian Hypothesis for Pakistan: The Role of Aggregate and Disaggregate Expenditure," MPRA Paper, University Library of Munich, Germany, number 74570, Sep.
• Mumtaz, Kinza & Munir, Kashif, 2016, "Dynamics of Twin Deficits in South Asian Countries," MPRA Paper, University Library of Munich, Germany, number 74592, Sep.
• Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan, 2016, "Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model," MPRA Paper, University Library of Munich, Germany, number 74618, Jul, revised 17 Oct 2016.
• Degiannakis, Stavros & Potamia, Artemis, 2016, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data," MPRA Paper, University Library of Munich, Germany, number 74670, Jan.
• Bua, Giovanna & Trecroci, Carmine, 2016, "International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?," MPRA Paper, University Library of Munich, Germany, number 74771, Oct.
• Phiri, Andrew, 2016, "Asymmetries in the revenue-expenditure nexus: New evidence from South Africa," MPRA Paper, University Library of Munich, Germany, number 75224, Nov.
• Ko, Jun-Hyung & Funashima, Yoshito, 2016, "On the Sources of the Feldstein-Horioka Puzzle across Time and Frequencies," MPRA Paper, University Library of Munich, Germany, number 75297, Nov.
• Jiranyakul, Komain, 2016, "Identifying the Effects of Monetary Policy Shock on Output and Prices in Thailand," MPRA Paper, University Library of Munich, Germany, number 75708, Dec.
• Apicella, Giovanna & Dacorogna, Michel M, 2016, "A General framework for modelling mortality to better estimate its relationship with interest rate risks," MPRA Paper, University Library of Munich, Germany, number 75788, Jul.
• Ramu M R, Anantha & Gayithri, K, 2016, "Fiscal deficit composition and economic growth relation in India: A time series econometric analysis," MPRA Paper, University Library of Munich, Germany, number 76304, Jan, revised 08 Sep 2016.
• Huseynov, Salman & Mammadov, Fuad, 2016, "A small scale forecasting and simulation model for Azerbaijan (FORSAZ)," MPRA Paper, University Library of Munich, Germany, number 76348, Nov.
• Mabrouki, Mohamed, 2016, "The sense of causality between growth and economic development: an essay on VAR modeling in the case of Tunisia," MPRA Paper, University Library of Munich, Germany, number 76427, Oct.
• Moussir, Charaf-Eddine & Tabit, Safaa, 2016, "Diversification des exportations et transformation structurelle au Maroc: Quel rôle pour les IDE ?
  [Export Diversification and Structural Transformation in Morocco: What Role for FDI?]," MPRA Paper, University Library of Munich, Germany, number 76582.
• KPEMOUA, Palakiyèm, 2016, "Croissance agricole, transformation locale des ressources naturelles et industrialisation au Togo
  [Agricultural growth, local transformation of natural resources and industrialization in Togo]," MPRA Paper, University Library of Munich, Germany, number 77383, Nov, revised 21 Dec 2016.
• KPEMOUA, Palakiyèm, 2016, "La Dette Exterieure Handicape T’Elle La Croissance Economique Du Togo ?
  [Is External Debt A Brake On Togo’S Economic Growth?]," MPRA Paper, University Library of Munich, Germany, number 77403, Aug, revised 09 Jan 2017.
• LAOURARI, Imène & GASMI, Farid, 2016, "The impact of real oil revenues fluctuations on economic growth in Algeria: evidence from 1960-2015 data," MPRA Paper, University Library of Munich, Germany, number 77590, Oct.
• KPEMOUA, Palakiyem, 2016, "Analyse Du Lien Entre Les Emissions De Co2, Leur Restriction Et La Croissance Economique Du Togo
  [Analysis Of The Nexus Between Co2 Emission, Their Restriction And Economic Growth Of Togo]," MPRA Paper, University Library of Munich, Germany, number 77624, Sep, revised 10 Oct 2016.
• Mesagan, Ekundayo P. & Ezeji, Amarachi C., 2016, "The Role of Social and Economic Infrastructure in Manufacturing Sector Performance in Nigeria," MPRA Paper, University Library of Munich, Germany, number 78310, Dec.
• Shijaku, Gerti, 2016, "Does bank competition affect bank stability after the global financial crisis?," MPRA Paper, University Library of Munich, Germany, number 79084, Nov.
• Shijaku, Gerti, 2016, "Foreign currency lending in Albania," MPRA Paper, University Library of Munich, Germany, number 79087.
• Shijaku, Gerti, 2016, "The role of money as an important pillar for monetary policy: the case of Albania," MPRA Paper, University Library of Munich, Germany, number 79088.
• Heidari, Hassan & Babaei Balderlou, Saharnaz & Ebrahimi Torki, Mahyar, 2016, "بررسی اثرگذاری واردات کالاهای مصرفی، واسطه‌ای و سرمایه‌ای در روند انتقال نوسانات قیمت نفت خام به بخش صنعت و معدن در ایران
  [Effects of the Import of Consumption, Intermediate and Capital Goods on Transmission of Crude Oil Price Volatility to the In," MPRA Paper, University Library of Munich, Germany, number 79236, Nov.
• MAO TAKONGMO, Charles Olivier, 2016, "Government spending, GDP and exchange rate in Zero Lower Bound: measuring causality at multiple horizons," MPRA Paper, University Library of Munich, Germany, number 79703, Jul, revised 02 Jun 2017.
• Mirdala, Rajmund, 2016, "Effects of Fiscal Policy Shocks in the Euro Area (Lessons Learned from Fiscal Consolidation)," MPRA Paper, University Library of Munich, Germany, number 79920, Dec.
• Degiannakis, Stavros, 2016, "The one-trading-day-ahead forecast errors of intra-day realized volatility," MPRA Paper, University Library of Munich, Germany, number 80163, Jan.
• Karim Hashmi, Rimsha & Qayyum, Abdul, 2016, "Estimating the Long-Run Creditworthiness of Pakistan," MPRA Paper, University Library of Munich, Germany, number 85553, revised 2017.
• Otero, Karina V., 2016, "Intensity of default in sovereign bonds: Estimation of an unobservable process," MPRA Paper, University Library of Munich, Germany, number 86782.
• Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Vouldis, Angelos T., 2016, "Non-Performing Loans (ΝPLs) in a Crisis Economy: Long-Run Equilibrium Analysis with a Real-Time VEC Model for Greece (2001-2015)," MPRA Paper, University Library of Munich, Germany, number 90000.
• Skrypnik, Dmitriy, 2016, "A Macroeconomic Model of the Russian Economy," MPRA Paper, University Library of Munich, Germany, number 93506, Sep.
• Mansur, Alfan & Syaifullah, Syaifullah, 2016, "Membangun Kredibilitas Kebijakan Moneter Melalui Suku Bunga Acuan Baru
  [Improving Credibility of Monetary Policy through A New Policy Rate]," MPRA Paper, University Library of Munich, Germany, number 93938, Jun, revised 14 Sep 2016.
• Itumeleng More & Goodness C. Aye, 2016, "Effect of Social Infrastructure Investment on Economic Growth and Inequality in South Africa: A SEM Approach," Working Papers, University of Pretoria, Department of Economics, number 201601, Feb.
• Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2016, "Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries," Working Papers, University of Pretoria, Department of Economics, number 201605, Jan.
• Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel A. Ozdemir & Hakan Yetkiner, 2016, "LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index," Working Papers, University of Pretoria, Department of Economics, number 201606, Feb.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2016, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Working Papers, University of Pretoria, Department of Economics, number 201609, Feb.
• Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016, "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers, University of Pretoria, Department of Economics, number 201619, Mar.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden, 2016, "Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201620, Mar.
• Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016, "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers, University of Pretoria, Department of Economics, number 201643, Jun.
• Mehmet Balcilar & İsmail H. Genç & Rangan Gupta, 2016, "The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201644, Jun.
• Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 201647, Jun.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016, "The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201653.
• Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016, "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201656, Jul.
• Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis, 2016, "Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201661, Aug.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016, "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers, University of Pretoria, Department of Economics, number 201666, Sep.
• Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016, "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201667, Sep.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2016, "Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201668, Sep.
• Yoseph Yilma Getachew, 2016, "Credit Constraints, Growth and Inequality Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201672, Oct.
• Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2016, "Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201673, Oct.
• Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong, 2016, "Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models," Working Papers, University of Pretoria, Department of Economics, number 201674, Oct.
• Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016, "The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201681, Nov.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta & Chi Keung Marco Lau, 2016, "Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs," Working Papers, University of Pretoria, Department of Economics, number 201688, Dec.
• Daniela Spiesova, 2016, "Prediction of Emission Allowances Spot Prices Volatility with the Use of GARCH Models," ACTA VSFS, University of Finance and Administration, volume 10, issue 1, pages 66-79.
• Hacer Simay Karaalp-Orhan & Orhan Sevcan Günes, 2016, "The Effect of Foreign Trade on Real Wages: The Case of Turkey," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 4, pages 411-426, DOI: 10.18267/j.pep.559.
• Petr Maleček & Ota Melcher, 2016, "Cross-Border Effects of Car Scrapping Schemes: The Case of the German Car Scrapping Programme and its Effects on the Czech Economy," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 5, pages 560-576, DOI: 10.18267/j.pep.567.
• Bariş Gök & Abdurrahman Nazif Çatik, 2016, "Is There Any Time-Varying Relationship between Fiscal and Trade Deficits in Turkey?," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 5, pages 607-616, DOI: 10.18267/j.pep.577.
• Łukasz Goczek & Dagmara Mycielska, 2016, "Euro Dominance Hypothesis and Monetary Policy Independence the Czech Perspective," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 6, pages 655-670, DOI: 10.18267/j.pep.584.
• Rajmund Mirdala & Júlia Ďurčová, 2016, "Priepustnosť menových kurzov nových členských krajín Európskej unie
  [Exchange Rate Pass-Through to Domestic Prices in New EU Member Countries]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 4, pages 377-404, DOI: 10.18267/j.polek.1077.
• Damian Stelmasiak & Grzegorz Szafrański, 2016, "Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 1, pages 21-42, March.
• Jacek Osiewalski & Krzysztof Osiewalski, 2016, "Hybrid MSV-MGARCH Models – General Remarks and the GMSF-SBEKK Specification," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 4, pages 241-271, December.
• Supachoke Thawornkaiwong, 2016, "Simplified Spectral Analysis and Linear Filters for Analysis of Economic Time Series," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 25, Apr.