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

• Morten Ø. Nielsen & Michal Ksawery Popiel, 2018, "A Matlab Program And User's Guide For The Fractionally Cointegrated Var Model," Working Paper, Economics Department, Queen's University, number 1330, May.
• Michal Ksawery Popiel, 2016, "Interest Rate Pass-through: A Nonlinear Vector Error-correction Approach," Working Paper, Economics Department, Queen's University, number 1352, Feb.
• Morten Ø. Nielsen & S Johansen, 2016, "The Cointegrated Vector Autoregressive Model With General Deterministic Terms," Working Paper, Economics Department, Queen's University, number 1363, Jul.
• Alicia Rambaldi & T. H. Y. Tran & Antonio Peyrache, 2016, "Identifying Regression Parameters When Variables are Measured with Error," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 557, Apr.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016, "VAR Models with Non-Gaussian Shocks," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 4, Feb.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016, "Bayesian Vector Autoregressions with Non-Gaussian Shocks," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 5, Jul.
• Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou, 2016, "The State Level Impact of Uncertainty Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 793, Apr.
• Haroon Mumtaz & Konstantinos Theodoridis, 2016, "Volatility Co-movement and the Great Moderation. An Empirical Analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 804, Nov.
• Mario Gomez Aguirre & Jose Carlos Rodriguez, 2016, "Analisis de la relacion de causalidad entre el indice de precios del productor y del consumidor incorporando variables que capturan el mecanismo de transmision monetaria: El caso de los paises miembros del TLCAN," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 13, issue 1, pages 73-95, Enero-Jun.
• Shuping Shi & Stan Hurn & Peter C B Phillips, 2016, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," NCER Working Paper Series, National Centre for Econometric Research, number 113, Aug.
• Flores, Jairo, 2016, "Transmisión de choques de política monetaria de EstadosUnidos sobre América Latina: Un enfoque GVAR," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 32, pages 35-54.
• Wafa Kammoun Masmoudi, 2016, "Changing Dynamic Relationships between Stock and Bond Markets in Crises: Evidence of a Flight to Quality," Bankers, Markets & Investors, ESKA Publishing, issue 141, pages 36-56, March-Apr.
• Anthony Miloudi & Mondher Bouattour & Ramzi Benkraiem, 2016, "Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market," Bankers, Markets & Investors, ESKA Publishing, issue 144, pages 44-58, September.
• Patrick Feve, 2016, "Sentiments in SVARs," 2016 Meeting Papers, Society for Economic Dynamics, number 175.
• Luca Sala & Luca Gambetti & Mario Forni, 2016, "VAR Information and the Empirical Validation of DSGE Models," 2016 Meeting Papers, Society for Economic Dynamics, number 260.
• Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2016, "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2016 Meeting Papers, Society for Economic Dynamics, number 472.
• Adriatik Hoxha, 2016, "The Wage-Price Setting Behavior: Comparing The Evidence from EU28 and EMU," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 19, issue 60, pages 61-102, June.
• Oana Cristina Popovici & Adrian Cantemir Călin, 2016, "Economic Growth, Foreign Investments and Exports in Romania: A VECM Analysis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 19, issue 61, pages 95-122, September.
• Tarlok Singh, 2016, "Business Cycle Dynamics of Economic Growth in the OECD Countries: Evidence from Markov-Switching Model," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 8, issue 1, pages 47-68, June.
• Victor Gumbo & Simba Zoromedza, 2016, "Bank Failure Prediction Model for Zimbabwe," Applied Economics and Finance, Redfame publishing, volume 3, issue 3, pages 222-235, August.
• David Su & Xin Li & Oana-Ramona Lobonþ & Yanping Zhao, 2016, "Economic policy uncertainty and housing returns in Germany: Evidence from a bootstrap rolling window," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 34, issue 1, pages 43-61.
• Claudio Morana, 2016, "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Paper series, Rimini Centre for Economic Analysis, number 16-02, Feb.
• Michael Ellington & Chris Florackis & Costas Milas, 2016, "Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR," Working Paper series, Rimini Centre for Economic Analysis, number 16-28, Dec.
• Carlos Viana de Carvalho & Ricardo Masini & Marcelo Cunha Medeiros, 2016, "ARCO: an artificial counterfactual approach for high-dimensional panel time-series data," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 653, Aug.
• Atanu Ghoshray & Madhavi Pundit, 2016, "The Impact of a People’s Republic of China Slowdown on Commodity Prices and Detecting the Asymmetric Responses of Economic Activity in Asian Countries to Commodity Price Shocks," ADB Economics Working Paper Series, Asian Development Bank, number 493, Jul.
• Berry Harahap & Pakasa Bary & Linda Panjaitan & Redianto Satyanugroho, 2016, "Spillovers of United States and People’s Republic of China Shocks on Small Open Economies: The Case of Indonesia," ADBI Working Papers, Asian Development Bank Institute, number 616, Dec.
• Boris Demeshev & Oxana Malakhovskaya, 2016, "BVAR mapping," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 43, pages 118-141.
• Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2016, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. I," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 44, pages 5-24.
• Md. Sajib Hossain & Md. Amzad Hossain & Shabnaz Amin, 2016, "An Empirical Analysis of the Relationship between Monetary Policy Stance and Stock Price in Bangladesh," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 39, issue 1-2, pages 27-57.
• Dilek Sürekçi Yamaçlı & Mustafa Saatçi, 2016, "Economic Determinants of Consumer Inflation in Turkey: ARDL Analysis," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 3, pages 53-71.
• Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta & Nangamso C. Manjez, 2016, "Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 1, pages 11-32.
• Ahdi N. Ajmi & Rangan Gupta & Monique Kruger & Nicola Schoeman & Leoné Walters, 2016, "The Nonparametric Relationship between Oil and South African Agricultural Prices - La relazione nonparametrica tra il prezzo del petrolio e i prezzi dei prodotti agricoli in Sud Africa," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 2, pages 93-112.
• Goodness C. Aye, 2016, "Causality between Oil Price and South Africa's Food Price: Time Varying Approach - Relazione di causalità tra prezzo del petrolio e pr ezzo dei prodotti alimentari in Sud Africa: un approccio time var," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 3, pages 193-212.
• Safa Al-Mohana & Abdulnasser Hatemi-J, 2016, "The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 4, pages 389-428.
• Domingo Rodríguez Benavides & Francisco López Herrera & Miguel Ángel Mendoza González, 2016, "Clubs de convergencia regional en México: un análisis a través de un modelo no lineal de un solo factor," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 34, pages 7-22.
• Sora Chon, 2016, "A Predictive System for International Trade Growth," Working Papers, Korea Institute for International Economic Policy, number 16-3, Aug.
• Wongi Kim, 2016, "Government Spending Policy Uncertainty and Economic Activity: U.S. Time Series Evidence," Working Papers, Korea Institute for International Economic Policy, number 16-10, Dec, DOI: 10.2139/ssrn.2901382.
• Andrés Campoverde & Cristian Ortiz & Verónica Sanchez, 2016, "Relación entre la inflación y el desempleo: una aplicación de la curva de Phillips para Ecuador, Latinoamérica y el Mundo," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 1, issue 1, pages 22-34.
• Amir Mansoor Tehranchian & Roozbeh Balounejad Nouri, 2016, "Examining the Persistence of Real Exchange Rate Misalignment in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 2, issue 4, pages 1-22.
• Asadollah Farzinvash & Naaser Elaahi & Seyed Ziaoddin Kiaalhosseini & Abdorrahim Haashemi Dizaj, 2016, "Granger Causality between Inflation and Inflation Uncertainty in Iran: A MSVAR Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 3, issue 2, pages 23-48.
• Mohammad Mowlaei & Oday Ali, 2016, "The Effect of the Temporary and Permanent Income Shock to Household’s Consumption in Iran Using Blanchard-Quah Method," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 3, issue 3, pages 93-114.
• Elano Ferreira Arruda & Roberto Tatiwa Ferreira & Pablo Urano de Carvalho Castelar, 2016, "Um Modelo Dinâmico Para A Atividade Industrial E Suas Repercussões Inter/Intrarregionais E Internacionais," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), volume 10, issue 1, pages 99-126.
• Weilin Xiao & Jun Yu, 2016, "Asymptotic Theory for Estimating the Persistent Parameter in the Fractional Vasicek Model," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 13-2016, Sep.
• Filip Kokotovic, 2016, "A Panel Regression Analysis Of Human Capital Relevance In Selected Scandinavian And Se European Countries," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 7, issue 1, pages 13-24.
• Emilian DOBRESCU, 2016, "Controversies over the Size of the Public Budget," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-34, December.
• Matei KUBINSCHI & Dinu BARNEA, 2016, "Systemic Risk Impact on Economic Growth - The Case of the CEE Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 79-94, December.
• Ansgar Belke & Christian Dreger & Irina Dubova, 2016, "On the exposure of the BRIC countries to global economic shocks," ROME Working Papers, ROME Network, number 201605, May.
• Yaya Sissoko & Brian W. Sloboda, 2016, "Employment Dynamics by Gender in Pennsylvania since the Great Recession," The Review of Regional Studies, Southern Regional Science Association, volume 46, issue 1, pages 91-106, Winter.
• Martyna Marczak & Tommaso Proietti & Stefano Grassi, 2016, "A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models," CEIS Research Paper, Tor Vergata University, CEIS, number 374, Mar, revised 31 Mar 2016.
• Gianluca Cubadda & Barbara Guardabascio & Alain Hecq, 2016, "A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures," CEIS Research Paper, Tor Vergata University, CEIS, number 391, Jul, revised 23 Jul 2016.
• Abubakar Lawan Ngoma & Normaz Wana Ismail & Zulkornain Yusop, 2016, "An Analysis of Real Oil Prices and Real Exchange Rates in Five African Countries," Foreign Trade Review, , volume 51, issue 2, pages 162-179, May, DOI: 10.1177/0015732515625718.
• Muhammad Shafiullah & Ravinthirakumaran Navaratnam, 2016, "Do Bangladesh and Sri Lanka Enjoy Export-Led Growth? A Comparison of Two Small South Asian Economies," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 17, issue 1, pages 114-132, March, DOI: 10.1177/1391561415621825.
• Selahattin GURIS & Burak GURIS & Turgut UN, 2016, "Interest Rates, Fisher Effect And Economic Development In Turkey, 1989-2011," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 25, issue 2, pages 95-100.
• Yilmaz Bayar, 2016, "Impact of Openness and Economic Freedom on Economic Growth in the Transition Economies of the European Union," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 14, issue 1, pages 7-19.
• Elsiddig Rahma & Noel Perera & Kian Tan, 2016, "Oil Price shocks and theirs consequences on Sudan?s GDP growth and unemployment rates," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3305556, Mar.
• Gangadhar Dahal, 2016, "The contribution of education to economic growth: Evidence from Nepal," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3606124, May.
• Katarzyna Pilat, 2016, "(A)symmetric shocks in CEECs and euro area," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5306950, Nov.
• Mukti Nath Subedi, 2016, "Effects of macroeconomic policy shock on the labour market dynamics in Australia," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 3205612, Mar.
• Minju Jeong, 2016, "Effects of Government Consumption shocks in China, Japan, and Korea," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4206742, Oct.
• Jorge M. Andraz & Cristina M. Viegas & Nélia M. Norte, 2016, "On the relationship between sovereign bonds and credit default swaps in Portugal," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 5, issue 1, pages 18-36, March.
• Mukti Nath Subedi, 2016, "Effects of macroeconomic policy shock on the labour market dynamics in Australia," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 5, issue 1, pages 71-85, March.
• A. Z. Nowak & Gangadhar Dahal, 2016, "The contribution of education to economic growth: Evidence from Nepal," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 5, issue 2, pages 22-41, June.
• Kazutaka Kurasawa, 2016, "Policy Uncertainty and Foreign Exchange Rates: The DCC-GARCH Model of the US / Japanese Foreign Exchange Rate," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 5, issue 4, pages 1-19, December.
• Gustavo Adler & Sebastian Sosa, 2016, "External Factors in Debt Sustainability Analysis: An Application to Latin America?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 5, pages 81-120, June, DOI: 10.7172/2353-6845.jbfe.2016.1.4.
• Hahn Shik Lee & Woo Suk Lee, 2016, "Housing market volatility connectedness among G7 countries," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1605.
• Tufan Zsoy & Mutlu Y Ksel Avcilar, 2016, "An Investigation Of The Effects Of Consumers Environmental Attitudes On Perceptions Of Green Ads And Attitudes Toward The Brand," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 8, issue 1 (March), pages 7-37.
• Riadh El Abed & Samir Maktouf, 2016, "Long Memory And Asymmetric Effect In East Asian Foreign Exchange Markets," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 8, issue 2 (July), pages 294-306.
• Christian Hepenstrick & Massimiliano Marcellino, 2016, "Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter," Working Papers, Swiss National Bank, number 2016-04.
• Gregor Bäurle & Rolf Scheufele, 2016, "Credit cycles and real activity - the Swiss case," Working Papers, Swiss National Bank, number 2016-13.
• Merter AKINCI & Ömer YILMAZ, 2016, "Enflasyon-Faiz Oranı Takası: Fisher Hipotezi Bağlamında Türkiye Ekonomisi İçin Dinamik En Küçük Kareler Yöntemi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(27).
• Elif ERER & Deniz ERER & Mustafa ÇAYIR & Nasuh Oğuzhan ALTAY, 2016, "TCMB, FED ve ECB Para Politikalarının Türkiye Ekonomisi Üzerindeki Etkileri: 1994-2014 Dönemi Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(29).
• Oussama Zouabi & Mohamed Kadria, 2016, "The direct and indirect effect of climate change on citrus production in Tunisia: a macro and micro spatial analysis," Climatic Change, Springer, volume 139, issue 2, pages 307-324, November, DOI: 10.1007/s10584-016-1784-0.
• Sanjay Sehgal & Mala Dutt, 2016, "Domestic and international information linkages between NSE Nifty spot and futures markets: an empirical study for India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 43, issue 3, pages 239-258, September, DOI: 10.1007/s40622-016-0137-1.
• Guglielmo Maria Caporale & Alessandro Girardi, 2016, "Business cycles, international trade and capital flows: evidence from Latin America," Empirical Economics, Springer, volume 50, issue 2, pages 231-252, March, DOI: 10.1007/s00181-015-0928-9.
• Goran Petrevski & Jane Bogoev & Dragan Tevdovski, 2016, "Fiscal and monetary policy effects in three South Eastern European economies," Empirical Economics, Springer, volume 50, issue 2, pages 415-441, March, DOI: 10.1007/s00181-015-0932-0.
• Pär Stockhammar & Pär Österholm, 2016, "Effects of US policy uncertainty on Swedish GDP growth," Empirical Economics, Springer, volume 50, issue 2, pages 443-462, March, DOI: 10.1007/s00181-015-0934-y.
• Mehmet Fatih Öztek & Nadir Öcal, 2016, "The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets," Empirical Economics, Springer, volume 50, issue 2, pages 317-360, March, DOI: 10.1007/s00181-015-0943-x.
• Chor Foon Tang & Salah Abosedra, 2016, "Tourism and growth in Lebanon: new evidence from bootstrap simulation and rolling causality approaches," Empirical Economics, Springer, volume 50, issue 2, pages 679-696, March, DOI: 10.1007/s00181-015-0944-9.
• Yudong Wang & Li Liu, 2016, "Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging," Empirical Economics, Springer, volume 50, issue 4, pages 1481-1509, June, DOI: 10.1007/s00181-015-0983-2.
• Takashi Matsuki, 2016, "Linear and nonlinear comovement in Southeast Asian local currency bond markets: a stepwise multiple testing approach," Empirical Economics, Springer, volume 51, issue 2, pages 591-619, September, DOI: 10.1007/s00181-015-1020-1.
• Piyachart Phiromswad & Takeshi Yagihashi, 2016, "Empirical identification of factor models," Empirical Economics, Springer, volume 51, issue 2, pages 621-658, September, DOI: 10.1007/s00181-015-1025-9.
• Raffaella Basile & Bruno Chiarini & Giovanni Luca & Elisabetta Marzano, 2016, "Fiscal multipliers and unreported production: evidence for Italy," Empirical Economics, Springer, volume 51, issue 3, pages 877-896, November, DOI: 10.1007/s00181-015-1026-8.
• Ching-Chuan Tsong & Cheng-Feng Lee & Li-Ju Tsai & Te-Chung Hu, 2016, "The Fourier approximation and testing for the null of cointegration," Empirical Economics, Springer, volume 51, issue 3, pages 1085-1113, November, DOI: 10.1007/s00181-015-1028-6.
• Zouheir Mighri & Faysal Mansouri, 2016, "Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach," Empirical Economics, Springer, volume 51, issue 3, pages 1115-1149, November, DOI: 10.1007/s00181-015-1029-5.
• Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2016, "Real estate returns predictability revisited: novel evidence from the US REITs market," Empirical Economics, Springer, volume 51, issue 3, pages 1165-1190, November, DOI: 10.1007/s00181-015-1037-5.
• Lance A. Fisher & Hyeon-seung Huh, 2016, "On the econometric modelling of consumer sentiment shocks in SVARs," Empirical Economics, Springer, volume 51, issue 3, pages 1033-1051, November, DOI: 10.1007/s00181-015-1038-4.
• Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2016, "Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market," Empirical Economics, Springer, volume 51, issue 3, pages 1191-1191, November, DOI: 10.1007/s00181-016-1066-8.
• Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2016, "Forecasting US real private residential fixed investment using a large number of predictors," Empirical Economics, Springer, volume 51, issue 4, pages 1557-1580, December, DOI: 10.1007/s00181-015-1059-z.
• Yasutomo Murasawa, 2016, "The Beveridge–Nelson decomposition of mixed-frequency series," Empirical Economics, Springer, volume 51, issue 4, pages 1415-1441, December, DOI: 10.1007/s00181-015-1061-5.
• Elie Bouri & Riza Demirer, 2016, "On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 33, issue 1, pages 63-82, April, DOI: 10.1007/s40888-016-0022-6.
• Wen-Yi Chen & Yia-Wun Liang & Yu-Hui Lin, 2016, "Is the United States in the middle of a healthcare bubble?," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 17, issue 1, pages 99-111, January, DOI: 10.1007/s10198-015-0668-y.
• Saba Mushtaq, 2016, "Causality between bank’s major activities and economic growth: evidences from Pakistan," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 2, issue 1, pages 1-11, December, DOI: 10.1186/s40854-016-0024-y.
• Mehdi Abid, 2016, "Energy Consumption-Informal Economic Growth Analysis: What Policy Options Do We Have?," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 7, issue 1, pages 207-218, March, DOI: 10.1007/s13132-014-0211-x.
• Kaushik Bhattacharya & Sunny Kumar Singh, 2016, "Impact of Payment Technology on Seasonality of Currency in Circulation: Evidence from the USA and India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 14, issue 1, pages 117-136, June, DOI: 10.1007/s40953-015-0024-1.
• Biswajit Maitra, 2016, "Inflation Dynamics in India: Relative Role of Structural and Monetary Factors," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 14, issue 2, pages 237-255, December, DOI: 10.1007/s40953-016-0036-5.
• Piotr Białowolski, 2016, "The influence of negative response style on survey-based household inflation expectations," Quality & Quantity: International Journal of Methodology, Springer, volume 50, issue 2, pages 509-528, March, DOI: 10.1007/s11135-015-0161-9.
• Rajmund MIRDALA, 2016, "Effects of Fiscal Policy Shocks in the Euro Area Lessons Learned from Fiscal Consolidation," Journal of Advanced Research in Law and Economics, ASERS Publishing, volume 7, issue 8, pages 2236-2276.
• Mattia Guerini & Alessio Moneta, 2016, "A Method for Agent-Based Models Validation," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2016/16, Dec.
• Tommaso Ferraresi & Andrea Roventini & Willi Semmler, 2016, "Macroeconomic Regimes, Technological Shocks and Employment Dynamics," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2016/23, 05.
• Håvard Hungnes, 2016, "Fractionality and co-fractionality between Government Bond yields," Discussion Papers, Statistics Norway, Research Department, number 838, Apr.
• ee, 2016, "dont delete IISER Pune speakers pics," Working Papers, European Stability Mechanism, number 22222, Dec, revised 09 Dec 2016.
• Smith Paul, 2016, "Nowcasting UK GDP during the depression," Working Papers, University of Strathclyde Business School, Department of Economics, number 1606, Apr.
• Simon Beyeler & Sylvia Kaufmann, 2016, "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.08, Oct.
• Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Masabala & Simo-Kengne & Weideman, 2016, "The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 1, pages 38-46, January, DOI: 10.1080/13504851.2015.1047085.
• Meltem Ucal & Alfred Albert Haug & Mehmet Hüseyin Bilgin, 2016, "Income inequality and FDI: evidence with Turkish data," Applied Economics, Taylor & Francis Journals, volume 48, issue 11, pages 1030-1045, March, DOI: 10.1080/00036846.2015.1093081.
• Patrick T. Kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2016, "Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation," Applied Economics, Taylor & Francis Journals, volume 48, issue 26, pages 2412-2427, June, DOI: 10.1080/00036846.2015.1122731.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016, "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, volume 48, issue 31, pages 2895-2898, July, DOI: 10.1080/00036846.2015.1130793.
• Francesca Di Iorio & Stefano Fachin & Riccardo Lucchetti, 2016, "Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs," Applied Economics, Taylor & Francis Journals, volume 48, issue 38, pages 3665-3678, August, DOI: 10.1080/00036846.2016.1142660.
• Adusei Jumah & Robert M. Kunst, 2016, "Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging," Applied Economics, Taylor & Francis Journals, volume 48, issue 45, pages 4366-4378, September, DOI: 10.1080/00036846.2016.1158915.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016, "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, volume 48, issue 48, pages 4655-4665, October, DOI: 10.1080/00036846.2016.1161724.
• Marc K. Chan & Simon S. Kwok, 2016, "Capital account liberalization and dynamic price discovery: evidence from Chinese cross-listed stocks," Applied Economics, Taylor & Francis Journals, volume 48, issue 6, pages 517-535, February, DOI: 10.1080/00036846.2015.1083087.
• Mariano Kulish & Adrian Pagan, 2016, "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 7, pages 1251-1270, August, DOI: 10.1080/07474938.2014.977075.
• João Sousa Andrade & António Portugal Duarte, 2016, "Crowding-in and crowding-out effects of public investments in the Portuguese economy," International Review of Applied Economics, Taylor & Francis Journals, volume 30, issue 4, pages 488-506, July, DOI: 10.1080/02692171.2015.1122746.
• Stavros Degiannakis & Alexandra Livada, 2016, "Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors," Journal of Applied Statistics, Taylor & Francis Journals, volume 43, issue 5, pages 871-892, April, DOI: 10.1080/02664763.2015.1079306.
• Luis A. Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2016, "The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 25, issue 7, pages 978-991, October, DOI: 10.1080/09638199.2016.1151545.
• Jushan Bai & Kunpeng Li & Lina Lu, 2016, "Estimation and Inference of FAVAR Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 4, pages 620-641, October, DOI: 10.1080/07350015.2015.1111222.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2016, "Testing Unemployment Theories: A Multivariate Long Memory Approach," Journal of Applied Economics, Taylor & Francis Journals, volume 19, issue 1, pages 95-112, May, DOI: 10.1016/S1514-0326(16)30004-6.
• Fatih Akcelik & Fethi Ogunc, 2016, "Pass-through of crude oil prices at different stages in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 16, issue 1, pages 41-51.
• Timur Hulagu & Erdi Kizilkaya & Ali Gencay Ozbekler & Pinar Tunar, 2016, "A Hedonic House Price Index for Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1603.
• Kurmas Akdogan & Neslihan Kaya Eksi & Ozan Eksi, 2016, "Cross-Border Capital Flows in Emerging Markets : Demand-Pull or Supply-Push?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1615.
• A. Oznur Umit & H. Isil Alkan, 2016, "The Effects of Foreign Direct Investments and Economic Growth on Employment and Female Employment: A Time Series Analysis With Structural Breaks For Turkey," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 9, issue 3, pages 43-49, December.
• Ali Cevat Taşıran & Ceylan Ünver, 2016, "Calculation of the Human Development Index for Northern Cyprus Using Economic Measurements from the Post-Conflict Period," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 5, issue 3, pages 1-20, September.
• Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016, "Parallelization Experience with Four Canonical Econometric Models using ParMitISEM," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-005/III, Jan.
• Massimiliano Caporin & Chia-Lin Chang & Michael McAleer, 2016, "Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-006/III, Feb.
• Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2016, "Connecting VIX and Stock Index ETF," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-010/III, Feb, revised 23 Jan 2017.
• Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2016, "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-014/III, Mar, revised 30 Jan 2017.
• Gabriele Galati & Irma Hindrayanto & Siem Jan Koopman & Marente Vlekke, 2016, "Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-029/III, Apr.
• Chia-Lin Chang & Chia-Ping Liu & Michael McAleer, 2016, "Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-046/III, Jun.
• Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman, 2016, "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-061/III, Aug.
• Rutger-Jan Lange & Andre Lucas & Arjen H. Siegmann, 2016, "Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-064/IV, Aug.
• Andre Lucas & Anne Opschoor, 2016, "Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-069/IV, Sep, revised 07 Jul 2017.
• Manabu Asai & Michael McAleer, 2016, "Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-071/III, Sep.
• Tom Boot & Didier Nibbering, 2016, "Forecasting Using Random Subspace Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-073/III, Sep, revised 11 Aug 2017.
• Manabu Asai & Chia-Lin Chang & Michael McAleer, 2016, "Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-076/III, Sep.
• Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2016, "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-082/III, Oct.
• David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2016, "Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-084/III, Oct.
• Tino Berger & Lorenzo Pozzi, 2016, "Is there really a Global Business Cycle? A Dynamic Factor Model with Stochastic Factor Selection," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-088/VI, Oct.
• Chia-Lin Chang & Michael McAleer, 2016, "A Simple Test for Causality in Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-094/III, Nov.
• Falk Bräuning & Siem Jan Koopman, 2016, "The Dynamic Factor Network Model with an Application to Global Credit-Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-105/III, Nov.
• Didier Nibbering & Richard Paap & Michel van der Wel, 2016, "A Bayesian Infinite Hidden Markov Vector Autoregressive Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-107/III, Dec, revised 13 Oct 2017.
• Triepels, Ron & Daniels, Hennie, 2016, "A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-037.
• Rustam Ibragimov & Ulrich K. Müller, 2016, "Inference with Few Heterogeneous Clusters," The Review of Economics and Statistics, MIT Press, volume 98, issue 1, pages 83-96, March.
• Christian Bauer & Sebastian Weber, 2016, "The Efficiency of Monetary Policy when Guiding Inflation Expectations," Research Papers in Economics, University of Trier, Department of Economics, number 2016-14.
• Jan Pablo Burgard & Matthias Neuenkirch & Matthias Nöckel, 2016, "State-Dependent Transmission of Monetary Policy in the Euro Area," Research Papers in Economics, University of Trier, Department of Economics, number 2016-15.
• Fève, Patrick & Guay, Alain, 2016, "Sentiments in SVARs," TSE Working Papers, Toulouse School of Economics (TSE), number 16-656, May.
• Fève, Patrick & Kass-Hanna, Tannous & Pietrunti, Mario, 2016, "An Analytical Characterization of Noisy Fiscal Policy," TSE Working Papers, Toulouse School of Economics (TSE), number 16-696, Sep.
• Beaudry, Paul & Fève, Patrick & Guay, Alain & Portier, Franck, 2016, "When is Nonfundamentalness in SVARs A Real Problem?," TSE Working Papers, Toulouse School of Economics (TSE), number 16-738, Nov.
• Blaise Gnimassoun & Marc Joets & Tovonony Razafindrabe, 2016, "On the link between current account and oil price fluctuation in diversified economies: The case of Canada," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2016-08, May.
• Özge SEZGIN ALP & Fazil GÖKGÖZ & Güray KÜÇÜKKOCAOGLU, 2016, "Estimating Turkish Stock Market Returns With Apt Model: Cointegration And Vector Error Correction," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 14, issue 1, pages 7-19, May.
• Douyoung Lee, 2016, "A Reevaluation of Financial Variables' Predictive Content for the U.S. Economy," Working Papers, Texas A&M University, Department of Economics, number 20161029-001, Oct.
• Klaus Neusser, 2016, "A Topological View on the Identification of Structural Vector Autoregressions," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1604, Mar.
• Tomás del Barrio Castro & Alain Hecq, 2016, "Testing for Deterministic Seasonality in Mixed-Frequency VARs," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 76.
• Massimiliano Caporin & Chia-Lin Chang & Michael McAleer, 2016, "Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-01, Feb.
• Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2016, "How are VIX and Stock Index ETF Related?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-02, Feb.
• Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2016, "Modelling volatility spillovers for bio-ethanol, sugarcane and corn," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-03, Mar.
• Chia-Lin Chang & Michael McAleer & Chia-Ping Liu, 2016, "Volatility spillovers for spot, futures, and ETF prices in energy and agriculture," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-11, Jun.
• Manabu Asai & Michael McAleer, 2016, "Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-14, Sep.
• Manabu Asai & Chia-Lin Chang & Michael McAleer, 2016, "Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-15, Sep.
• David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2016, "Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-16, Oct.
• Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2016, "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-04, Dec.
• Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Open Access publications, School of Economics, University College Dublin, number 10197/7323, Oct.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016, "Great Recession, Slow Recovery and Muted Fiscal Policies in the US," Working Papers, School of Economics, University College Dublin, number 201602, Mar.
• Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Working Papers, School of Economics, University College Dublin, number 201611, Aug.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016, "In search of the Euro area fiscal stance," Working Papers, School of Economics, University College Dublin, number 201612, Aug.
• Gloria Gonzalez-Rivera & Wei Lin, 2016, "Extreme Returns and Intensity of Trading," Working Papers, University of California at Riverside, Department of Economics, number 201607, Apr.
• 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 Connecticut, Department of Economics, number 2016-09, Sep.
• Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2016, "The time-series linkages between US fiscal policy and asset prices," Working papers, University of Connecticut, Department of Economics, number 2016-15, Sep.
• Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2016, "The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test," Working papers, University of Connecticut, Department of Economics, number 2016-17, Sep.
• Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016, "On the link between current account and oil price fluctuation in diversified economies: The case of Canada," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2016-41.
• Magali Jaoul-Grammare & Faustine Perrin, 2016, "Economic and Demographic Interactions in Post- World War France: A Gendered Approach," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2016-42.
• Gabriela Mordecki & Ana Leiva & Nathalie Desplas, 2016, "Tourism demand for Mexico and Uruguay," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 16-09, Nov.
• Hecq, A.W. & Jacobs, J.P.A.M. & Stamatogiannis, M., 2016, "Testing for news and noise in non-stationary time series subject to multiple historical revisions," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 004, Jan, DOI: 10.26481/umagsb.2016004.
• Baştürk, N. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2016, "Parallelization experience with four canonical econometric models using ParMitISEM," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 013, Jan, DOI: 10.26481/umagsb.2016013.
• Majid M. Al-Sadoon, 2016, "The linear systems approach to linear rational expectations models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1511, Jan.
• Régis Barnichon & Christian Matthes, 2016, "Understanding the size of the government spending multiplier: It's in the sign," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1555, May.
• Lovcha, Yuliya & Pérez Laborda, Àlex, 2016, "Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/261538.
• Lovcha, Yuliya & Pérez Laborda, Alejandro, 2016, "Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/290743.
• Kai Li & Jun Liu, 2016, "Reversing Momentum: The Optimal Dynamic Momentum Strategy," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 370, Mar.
• Kazuki Tomioka & Rod Tyers, 2016, "Has Foreign Growth Contributed to Stagnation and Inequality in Japan?," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 16-14.