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

• Silvia Delrio, 2016, "Estimating the effects of global uncertainty in open economies," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:19.
• Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse seemingly unrelated regression model (SUR)," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:20.
• Marcella Lucchetta & Michele Costola & Lorenzo Frattarolo & Antonio Paradiso, 2016, "Do we need a stochastic trend in cay estimation? Yes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:24.
• ERER, Deniz & ERER, Elif & GÜLEÇ, Tuna Can, 2016, "Fractional Cointegration Analysis Of Stock Market And Exchange Rates: The Case Of Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 20, issue 3, pages 80-94.
• Abdurrahman Nazif Çatık & Mehmet Karaçuka & Barış Gök, 2016, "A Time-Varying Parameter VAR Investigation of the Exchange Rate Pass-Through in Turkey," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 63, issue 5, pages 563-579.
• Özcan Ceyhun Can & Uçak Harun, 2016, "Outbound Tourism Demand of Turkey: A Markov Switching Vector Autoregressive Approach," Czech Journal of Tourism, Sciendo, volume 5, issue 2, pages 59-72, December, DOI: 10.1515/cjot-2016-0004.
• Hachuła Piotr & Schmeidel Ewa, 2016, "The Model of Demand and Inventory in a Decline Phase of the Product Life Cycle," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 1, pages 208-221, December, DOI: 10.1515/foli-2016-0013.
• Wiśniewski Jerzy Witold, 2016, "Empirical Econometric Model of an Enterprise," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 1, pages 232-247, December, DOI: 10.1515/foli-2016-0015.
• Janiga-Ćmiel Anna, 2016, "An Analysis of Conditional Dependencies of Covariance Matrices for Economic Processes in Selected EU Countries," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 2, pages 119-134, December, DOI: 10.1515/foli-2016-0029.
• Mano-Bakalinov Viktorija, 2016, "Trade Liberalisation and Economic Growth in Macedonia," South East European Journal of Economics and Business, Sciendo, volume 11, issue 2, pages 48-60, December, DOI: 10.1515/jeb-2016-0010.
• Kjosevski Jordan & Petkovski Mihail & Naumovska Elena, 2016, "The Stability of Long-Run Money Demand in Western Balkan Countries: An Empirical Panel Investigation," South East European Journal of Economics and Business, Sciendo, volume 11, issue 2, pages 61-70, December, DOI: 10.1515/jeb-2016-0011.
• Ojewumi, J. S. & Posu, S. M. A., 2016, "The Causal Relationship Among Foreign Direct Investment, Pollution, And Economic Growth In Sub Saharan Africa Countries: A Panel Data Approach," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 16, issue 2, pages 23-44, December.
• Friederike Greb & Nelissa Jamora & Carolin Mengel & Stephan Von Cramon-Taubadel & Nadine Wurriehausen, 2016, "Price Transmission from International to Domestic Markets," World Bank Publications - Reports, The World Bank Group, number 24054, Jan.
• Supachok Thakolsri & Yuthana Sethapramote & Komain Jiranyakul, 2016, "Relationship of the Change in Implied Volatility with the Underlying Equity Index Return in Thailand," Economic Research Guardian, Mutascu Publishing, volume 6, issue 2, pages 74-86, December.
• Florian Huber & Maria Teresa Punzi, 2016, "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp216, Jan.
• Martin Feldkircher & Florian Huber, 2016, "Unconventional US Monetary Policy: New Tools, Same Channels?," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp222, Mar.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2016, "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp235, Sep.
• Huber, Florian & Punzi, Maria Teresa, 2016, "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 216, Jan.
• Huber, Florian & Feldkircher, Martin, 2016, "Unconventional US Monetary Policy: New Tools, Same Channels?," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 222, Mar.
• Huber, Florian & Kastner, Gregor & Feldkircher, Martin, 2016, "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 235, Sep.
• Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2016, "Canadian monetary policy analysis using a structural VARMA model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 49, issue 1, pages 347-373, February, DOI: 10.1111/caje.12200.
• Konstantinos Theodoridis & Francesco Zanetti, 2016, "News shocks and labour market dynamics in matching models," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 49, issue 3, pages 906-930, August, DOI: 10.1111/caje.12218.
• Hilde C. Bjørnland & Leif A. Thorsrud, 2016, "Boom or Gloom? Examining the Dutch Disease in Two‐speed Economies," Economic Journal, Royal Economic Society, volume 126, issue 598, pages 2219-2256, December.
• Matteo Barigozzi & Marc Hallin, 2016, "Generalized dynamic factor models and volatilities: recovering the market volatility shocks," Econometrics Journal, Royal Economic Society, volume 19, issue 1, pages 33-60, February.
• Guglielmo Maria Caporale & Luis A. Gil‐Alana & James C. Orlando, 2016, "Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 2, pages 143-153, April.
• Yasuo Hirose & Atsushi Inoue, 2016, "The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 4, pages 630-651, June.
• Eric Eisenstat & Rodney W. Strachan, 2016, "Modelling Inflation Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 5, pages 805-820, August.
• Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2016, "Daily House Price Indices: Construction, Modeling, and Longer‐run Predictions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 1005-1025, September.
• George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao, 2016, "Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 1100-1119, September.
• Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2016, "Exponent of Cross‐Sectional Dependence: Estimation and Inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 929-960, September.
• Esteban Prieto & Sandra Eickmeier & Massimiliano Marcellino, 2016, "Time Variation in Macro‐Financial Linkages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1215-1233, November.
• Jacopo Cimadomo & Antonello D'Agostino, 2016, "Combining Time Variation and Mixed Frequencies: an Analysis of Government Spending Multipliers in Italy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1276-1290, November.
• Markku Lanne & Jani Luoto, 2016, "Noncausal Bayesian Vector Autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1392-1406, November.
• Michal Franta, 2016, "The Effect of Nonlinearity between Credit Conditions and Economic Activity on Density Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 2, pages 147-166, March.
• Kavita Sirichand & Stephen G. Hall, 2016, "Decision‐Based Forecast Evaluation of UK Interest Rate Predictability," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 2, pages 93-112, March.
• Stelios D. Bekiros & Alessia Paccagnini, 2016, "Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 7, pages 613-632, November.
• Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2016, "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 1, pages 30-45, January.
• James Morley & Aarti Singh, 2016, "Inventory Shocks and the Great Moderation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 4, pages 699-728, June, DOI: 10.1111/jmcb.12315.
• Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, 2016, "Can stochastic discount factor models explain the cross‐section of equity returns?," Review of Financial Economics, John Wiley & Sons, volume 28, issue 1, pages 56-68, January, DOI: 10.1016/j.rfe.2016.01.001.
• Nikolaos Antonakakis & Christophe André & Rangan Gupta, 2016, "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy," Southern Economic Journal, John Wiley & Sons, volume 83, issue 2, pages 609-624, October, DOI: 10.1002/soej.12149.
• Brendan Vannier, 2016, "What if all countries were actually in the same boat? A comparison of countries’ vulnerability based on Markov Switching Models," FIW Working Paper series, FIW, number 163, Feb.
• Rajmund Mirdala, 2016, "Exchange Rate Pass-Through in the Euro Area," FIW Working Paper series, FIW, number 171, Apr.
• Rajmund Mirdala, 2016, "Real Exchange Rates, Current Accounts and Competitiveness Issues in the Euro Area," FIW Working Paper series, FIW, number 173, Dec.
• Jakub Nowotarski & Rafal Weron, 2016, "To combine or not to combine? Recent trends in electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/01, Jan.
• Jakub Nowotarski & Rafal Weron, 2016, "Recent advances in electricity price forecasting: A review of probabilistic forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/07, Sep.
• Donal Smith, 2016, "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers, Department of Economics, University of York, number 16/07, May.
• Michael Thornton & Marcus Chambers, 2016, "Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation," Discussion Papers, Department of Economics, University of York, number 16/10, Sep.
• Vladimir Arčabić & James Peery Cover, 2016, "Uncertainty and the effectiveness of fiscal policy," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1611, Dec.
• Chen, Hongyi & Funke, Michael & Tsang, Andrew, 2016, "The diffusion and dynamics of producer prices, deflationary pressure across Asian countries, and the role of China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 11/2016.
• Lemke, Wolfgang & Vladu, Andreea L., 2016, "Below the zero lower bound: A shadow-rate term structure model for the euro area," Discussion Papers, Deutsche Bundesbank, number 32/2016.
• Eickmeier, Sandra & Metiu, Norbert & Prieto, Esteban, 2016, "Time-varying volatility, financial intermediation and monetary policy," Discussion Papers, Deutsche Bundesbank, number 46/2016.
• Uhrin, Gábor B. & Herwartz, Helmut, 2016, "Monetary policy shocks, set-identifying restrictions, and asset prices: A benchmarking approach for analyzing set-identified models," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 295.
• Szomolányi, Karol & Lukáčik, Martin & Lukáčiková, Adriana, 2016, "Impact of Terms-of-Trade on Business Cycles of Slovakia, Czech Republic and Croatia," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2016), Rovinj, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 8-9 September 2016".
• Lütkepohl, Helmut & Velinov, Anton, 2016, "Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via Heteroskedasticity," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 30, pages 377-392.
• Chen, Zhenxi & Reitz, Stefan, 2016, "Dynamics of the European sovereign bonds and the identification of crisis periods," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 57.
• Huber, Florian & Punzi, Maria Teresa, 2016, "International housing markets, unconventional monetary policy and the zero lower bound," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 58.
• Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016, "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-14.
• Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016, "Automatic identification of general vector error correction models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-33.
• Gadea Rivas, María Dolores & Sanz-Villarroya, Isabel, 2016, "Testing the convergence hypothesis for OECD countries: A reappraisal," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-45.
• Haile, Fiseha, 2016, "Global shocks and their impact on the Tanzanian Economy," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-47.
• Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016, "Automatic identification of general vector error correction models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-41, DOI: 10.5018/economics-ejournal.ja.2016-.
• Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016, "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2016-.
• El-Shagi, Makram & Zhang, Lin, 2016, "Macroeconomic trade effects of vehicle currencies: Evidence from 19th century China," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 23/2016.
• Eickmeier, Sandra & Metiu, Norbert & Prieto, Esteban, 2016, "Time-varying Volatility, Financial Intermediation and Monetary Policy," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 19/2016.
• Bendel, Daniel & Voigtländer, Michael, 2016, "Eine Risikoprüfung für die deutsche Wohnimmobilienfinanzierung," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 43, issue 4, pages 41-58, DOI: 10.2373/1864-810X.16-04-04.
• Belke, Ansgar & Gros, Daniel & Osowski, Thomas, 2016, "Did quantitative easing affect interest rates outside the US? New evidence based on interest tate differentials," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 600, DOI: 10.4419/86788696.
• Hanck, Christoph & Prüser, Jan, 2016, "House prices and interest rates: Bayesian evidence from Germany," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 620, DOI: 10.4419/86788722.
• Belke, Ansgar & Klose, Jens, 2016, "Equilibrium real interest rates and secular stagnation: An empirical analysis for euro area member countries," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 621, DOI: 10.4419/86788723.
• Belke, Ansgar & Dreger, Christian & Dubova, Irina, 2016, "On the exposure of the BRIC countries to global economic shocks," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 622, DOI: 10.4419/86788724.
• Gerster, Andreas, 2016, "Negative price spikes at power markets: The role of energy policy," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 636, DOI: 10.4419/86788740.
• Netésunajev, Aleksei & Glass, Katharina, 2016, "Uncertainty and employment dynamics in the euro area and the US," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-002.
• Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2016, "Calculating joint confidence bands for impulse response functions using highest density regions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-017.
• Fang, Lei & Härdle, Wolfgang Karl & Park, Juhyun, 2016, "A mortality model for multi-populations: A semi-parametric approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-023.
• Chen, Ying & Chua, Wee Song & Härdle, Wolfgang Karl, 2016, "Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-025.
• Xu, Xiu & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2016, "Dynamic credit default swaps curves in a network topology," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-059.
• Conrad, Christian & Loch, Karin, 2016, "Macroeconomic expectations and the time-varying stock-bond correlation: international evidence," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145530.
• Winker, Peter & Lütkepohl, Helmut & Staszewska-Bystrova, Anna, 2016, "Calculating Joint Bands for Impulse Response Functions using Highest Density Regions," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145537.
• Dovern, Jonas & Manner, Hans, 2016, "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145547.
• Velinov, Anton, 2016, "On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145581.
• Breitenlechner, Maximilian & Scharler, Johann, 2016, "The Bank Lending Channel and the Market for Banks' Wholesale Funding," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145679.
• Gehrke, Britta & Yao, Fang, 2016, "Persistence and Volatility of Real Exchange Rates: The Role of Supply Shocks Revisited," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145752.
• Heinisch, Katja, 2016, "A real-time analysis on the importance of hard and soft data for nowcasting German GDP," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145864.
• Weber, Enzo & Weigand, Roland, 2016, "Identifying macroeconomic effects of refugee migration to Germany," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145941.
• Gründler, Klaus & Sauerhammer, Sarah, 2016, "Do expectations matter? Reassessing the effect of government spending on key macroeconomic variables in Germany," Discussion Paper Series, Julius Maximilian University of Würzburg, Chair of Economic Order and Social Policy, number 134.
• Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016, "Bayesian Compressed Vector Autoregressions," Working Papers, Business School - Economics, University of Glasgow, number 2016_09, Mar.
• Elias Soukiazis & Micaela Antunes & Ioannis Kostakis, 2016, "The Greek economy under the twin-deficit pressure: a demand orientated growth approach," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2016-08, May.
• Fuat C. Beylunioglu & Thanasis Stengos & Ege Yazgan, 2016, "Detecting Convergence Clubs," Working Papers, University of Guelph, Department of Economics and Finance, number 1604.
• Thanasis Stengos & Ege Yazgan & Harun Ozkan, 2016, "Persistence in Convergence: Some further results," Working Papers, University of Guelph, Department of Economics and Finance, number 1605.
• Anthony Miloudi & Mondher Bouattour & Ramzi Benkraiem, 2016, "Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market," Post-Print, HAL, number hal-01363700, Sep.
• Salem Boubakri & Cécile Couharde & Hélène Raymond, 2016, "Effects of financial turmoil on financial integration and risk premia in emerging markets," Post-Print, HAL, number hal-01386052.
• Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2016, "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Post-Print, HAL, number hal-01386096.
• Mark Cummins & Michael Dowling & Fearghal Kearney, 2016, "Oil market modelling: A comparative analysis of fundamental and latent factor approaches," Post-Print, HAL, number hal-01387596, Jul, DOI: 10.1016/j.irfa.2016.05.010.
• Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2016, "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Post-Print, HAL, number hal-01411696.
• Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2016, "Gauging Liquidity Risk in Emerging Market Bond Index Funds," Post-Print, HAL, number hal-01500712, DOI: 10.15609/annaeconstat2009.123-124.0.
• Renaud Beaupain & Alain Durré, 2016, "Excess liquidity and the money market in the euro area," Post-Print, HAL, number hal-01562984, Mar, DOI: 10.1016/j.jmacro.2015.09.001.
• Hayette Gatfaoui, 2016, "Linking the gas and oil markets with the stock market: Investigating the U.S. relationship," Post-Print, HAL, number hal-01562989, Jan, DOI: 10.1016/j.eneco.2015.05.021.
• Tovonony Razafindrabe & Valérie Mignon & Marc Joëts, 2016, "Does the volatility of commodity prices reflects macroeconomic uncertainty?," Post-Print, HAL, number hal-01667080.
• Valérie Mignon & Tovonony Razafindrabe & Marc Joëts, 2016, "Does the volatility of commodity prices reflects macroeconomic uncertainty?," Post-Print, HAL, number hal-01667085.
• Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2016, "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," Post-Print, HAL, number hal-03531142, May, DOI: 10.1016/j.iref.2016.01.007.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2016, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590533, Dec.
• Sofiane Aboura & Julien Chevallier, 2016, "Spikes and crashes in the oil market," Post-Print, HAL, number halshs-01348711, Jan, DOI: 10.1016/j.ribaf.2015.07.002.
• Sophie Saglio & Antonia López-Villavicencio, 2017, "The Wage Inflation Unemployment Curve at the Macroeconomic Level," Post-Print, HAL, number halshs-01417937, DOI: 10.1111/obes.12139.
• Vincent Brémond & Emmanuel Hache & Tovonony Razafindrabe, 2016, "The Oil Price and Exchange Rate Relationship Revisited: A time-varying VAR parameter approach," Post-Print, HAL, number halshs-01683809, Jul.
• Palakiyèm Kpemoua, 2016, "Analyse de l'impact des infrastructures de transport sur la croissance économique du Togo," Working Papers, HAL, number hal-01389698, Oct.
• Tommaso Ferraresi & Andrea Roventini & Willi Semmler, 2016, "Macroeconomic Regimes, Technological Shocks and Employment Dynamics," Working Papers, HAL, number hal-03469938, Jun.
• Ulrich Fritsche & Christian Pierdzioch, 2016, "Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201601, Jan.
• Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger, 2016, "Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets," Working Papers, Lund University, Department of Economics, number 2016:2, Jan, revised 11 Oct 2017.
• Lunina, Veronika, 2016, "Joint Modelling of Power Price, Temperature, and Hydrological Balance with a View towards Scenario Analysis," Working Papers, Lund University, Department of Economics, number 2016:30, Nov.
• Stockhammar, Pär & Österholm, Pär, 2016, "Do Inflation Expectations Granger Cause Inflation?," Working Papers, National Institute of Economic Research, number 145, Oct.
• Hjelm, Göran & Stockhammar, Pär, 2016, "Short Run Effects of Fiscal Policy on GDP and Employment: Swedish Evidence," Working Papers, National Institute of Economic Research, number 147, Nov.
• Stockhammar, Pär & Österholm, Pär, 2016, "Do Inflation Expectations Granger Cause Inflation?," Working Papers, Örebro University, School of Business, number 2016:4, Oct.
• Stockhammar, Pär & Österholm, Pär, 2016, "The Impact of US Uncertainty Shocks on Small Open Economies," Working Papers, Örebro University, School of Business, number 2016:5, Oct.
• Sergey Ivashchenko, 2016, "Estimation and filtering of nonlinear MS-DSGE models," HSE Working papers, National Research University Higher School of Economics, number WP BRP 136/EC/2016.
• GUERRON-QUINTANA, Pablo & INOUE, Atsushi & KILIAN, Lutz, 2016, "Impulse Response Matching Estimators for DSGE Models," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-27, May.
• Arai, Yoichi, 2016, "Testing For Linearity In Regressions With I(1) Processes," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 57, issue 1, pages 111-138, June, DOI: 10.15057/27943.
• James J. Heckman & John Eric Humphries & Gregory Veramendi, 2016, "Returns to Education: The Causal Effects of Education on Earnings, Health and Smoking," Working Papers, Human Capital and Economic Opportunity Working Group, number 2016-014, Jun.
• Tom Pak Wing FongAuthor-Workplace-Name: Research Department, Hong Kong Monetary Authority & Ka Fai LiAuthor-Workplace-Name: Research Department, Hong Kong Monetary Authority & Angela Kin Wan Sze, 2016, "Measuring Spillovers between the US and Emerging Markets," Working Papers, Hong Kong Institute for Monetary Research, number 082016, Aug.
• Hongyi Chen & Michael Funke & Andrew Tsang, 2016, "The Diffusion and Dynamics of Producer Prices, Deflationary Pressure across Asian Countries, and the Role of China," Working Papers, Hong Kong Institute for Monetary Research, number 152016, Aug.
• Karen Davtyan, 2016, "Interrelation among Economic Growth, Income Inequality, and Fiscal Performance: Evidence from Anglo-Saxon Countries," Hacienda Pública Española / Review of Public Economics, IEF, volume 217, issue 2, pages 37-66, June.
• Weber, Enzo & Weigand, Roland, 2016, "Identifying macroeconomic effects of refugee migration to Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201620.
• Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli, 2016, "Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2016n31, Oct.
• Anwar Al-Gasaymeh & John Kasem, 2016, "Long-Run Purchasing Power Parity And Exchange Rates: Evidence From The Middle East," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 2, pages 41-53.
• George Maxwell Amoah & Kofi Amoateng, 2016, "Innovation Accounting Of Tax-Revenue Drivers: Cointegration Evidence From Ghana," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 3, pages 83-95.
• Natasia Engeline S & Salomo Posmauli Matondang, 2016, "Early Warning System And Currency Volatility Management In Emerging Market," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 19, issue 2, pages 129-152, October, DOI: https://doi.org/10.21098/bemp.v19i2.
• Edward N. Gamber & Jeffrey P. Liebner & Julie K. Smith, 2016, "Inflation persistence: revisited," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 9, issue 1, pages 25-44.
• Davide Debortoli & Jinill Kim & Jesper Linde & Ricardo Nunes, 2016, "Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?," Discussion Paper Series, Institute of Economic Research, Korea University, number 1601.
• Rilind Kabashi & Katerina Suleva, 2016, "Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 18, issue 1, pages 5-33, June.
• Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016, "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP12/16, Mar.
• Shubhasis Dey, 2016, "Gold in Monetary Transmission - Some Evidence of Nonlinearities," Working papers, Indian Institute of Management Kozhikode, number 202, Jun.
• Kristina Bluwstein & Fabio Canova, 2016, "Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 3, pages 69-120, September.
• Zeeshan Arshad & Jazba Akbar & Amina Shareef & Yasmeen Samia, 2016, "Energy Use, Gross Domestic Production, and CO2 Emissions in Pakistan," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 4, issue 1, pages 93-97, March.
• Muhammad Shahbaz & Ilhan Ozturk & Amjad Ali, 2016, "Does Financial Development Lower Environmental Quality in Saudi Arabia? Fresh Evidence from Linear and Non-linear Specifications," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 4, issue 7, pages 376-392, July.
• Fernando Sánchez López & Joséó Nabor Cruz Marcelo, 2016, "Determinantes Económicos de los Flujos de Viajeros a México," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 31, issue 2, pages 3-36, October.
• Naoshi Tsuchida & Toshiaki Watanabe & Toshinao Yoshiba, 2016, "The Intraday Market Liquidity of Japanese Government Bond Futures," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 16-E-07, Jul.
• Mr. Paul Cashin & Mr. Kamiar Mohaddes & Mr. Mehdi Raissi, 2016, "China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?," IMF Working Papers, International Monetary Fund, number 2016/063, Mar.
• Mr. Kamiar Mohaddes & M. Hashem Pesaran, 2016, "Oil Prices and the Global Economy: Is It Different This Time Around?," IMF Working Papers, International Monetary Fund, number 2016/210, Nov.
• Jörg Breitung & Sven Schreiber, 2016, "Assessing Causality and Delay within a Frequency Band," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 165-2016.
• Salvador Rivas Aceves & Alondra Donají Puebla Ménez, 2016, "Inversión Extranjera Directa y Crecimiento Económico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 11, issue 2, pages 51-75, Julio-Sep.
• Yannick Le Pen & Benoît Sévi, 2013, "Futures trading and the excess comovement of commodity prices," Working Papers, Department of Research, Ipag Business School, number 2013-19, Jan.
• Ahdi Noomen Ajmi & Shawkat Hammoudeh & Duc Khuong Nguyen & Soodabeh Sarafrazi, 2013, "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Working Papers, Department of Research, Ipag Business School, number 2013-35, Jan.
• Karen Davtyan, 2016, "“Income Inequality and Monetary Policy: An analysis on the Long Run Relation”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201604, Apr, revised Apr 2016.
• Karen Davtyan, 2016, "“The Distributive Effects of Conventional and Unconventional Monetary Policies”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201606, Apr, revised Apr 2016.
• António Afonso & Miguel St. Aubyn, 2016, "Economic Growth and Public and Private Investment Returns," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/14, Jul.
• Manes, Eran & Schneider, Friedrich & Tchetchik, Anat, 2016, "On the Boundaries of the Shadow Economy: An Empirical Investigation," IZA Discussion Papers, IZA Network @ LISER, number 10067, Jul.
• Bijwaard, Govert & Myrskylä, Mikko & Tynelius, Per & Rasmussen, Finn, 2016, "Education, Cognitive Ability and Cause-Specific Mortality: A Structural Approach," IZA Discussion Papers, IZA Network @ LISER, number 10137, Aug.
• Heckman, James J. & Humphries, John Eric & Veramendi, Gregory, 2016, "Returns to Education: The Causal Effects of Education on Earnings, Health and Smoking," IZA Discussion Papers, IZA Network @ LISER, number 9957, May.
• Marzinotto, Benedicta & Turrini, Alessandro, 2016, "Co-movements between Public and Private Wages in the EU: Which Factors Play a Role?," IZA Discussion Papers, IZA Network @ LISER, number 9964, May.
• Maria Cristina Recchioni & Gabriele Tedeschi, 2016, "From bond yield to macroeconomic instability: The effect of negative interest rates," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/06.
• V Polodoo & B Seetanah & Sannassee R. V, 2016, "Exchange rate volatility and manufacturing trade: Evidence from Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 5, pages 241-256, Special I.
• V Polodoo & B Seetanah & R. V Sannassee, 2016, "Exchange rate volatility and manufacturing trade: Evidence from Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 6, pages 133-148, Special I.
• Biswajit Maitra, 2016, "Monetary, Real Shocks And Exchange Rate Variations In India," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 41, issue 1, pages 81-103, March.
• Jochen Güntner & Katharina Linsbauer, 2016, "The effects of oil supply and demand shocks on U.S. consumer Sentiment," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2016-14, Dec.
• Bacchiocchi, Emanuele & Bastianin, Andrea & Missale, Alessandro & Rossi, Eduardo, 2016, "Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2016-04, Dec.
• Katsushi Nakajima & Kazuhiko Ohashi, 2016, "Commodity Spread Option with Cointegration," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 23, issue 1, pages 1-44, March, DOI: 10.1007/s10690-015-9207-1.
• Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016, "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 44, issue 3, pages 377-386, September, DOI: 10.1007/s11293-016-9508-4.
• Cüneyt Akar & Serkan Çiçek, 2016, "“New” monetary policy instruments and exchange rate volatility," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 43, issue 1, pages 141-165, February, DOI: 10.1007/s10663-015-9298-y.
• Carlos Barros & Luis Gil-Alana & Fernando Perez de Gracia, 2016, "Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 63, issue 1, pages 45-56, January, DOI: 10.1007/s10640-014-9835-3.
• Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana V. Stern, 2016, "The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds," Journal of Financial Services Research, Springer;Western Finance Association, volume 50, issue 3, pages 363-386, December, DOI: 10.1007/s10693-015-0227-9.
• Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Mehmet Balcilar, 2016, "Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns," The Journal of Real Estate Finance and Economics, Springer, volume 52, issue 3, pages 226-243, April, DOI: 10.1007/s11146-015-9512-5.
• Vo Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2016, "Testing Macro Models by Indirect Inference: A Survey for Users," Open Economies Review, Springer, volume 27, issue 1, pages 1-38, February, DOI: 10.1007/s11079-015-9377-5.
• Apostolos Serletis & Khandokar Istiak, 2016, "Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?," Open Economies Review, Springer, volume 27, issue 2, pages 303-316, April, DOI: 10.1007/s11079-015-9374-8.
• Jan Hájek & Roman Horváth, 2016, "The Spillover Effect of Euro Area on Central and Southeastern European Economies: A Global VAR Approach," Open Economies Review, Springer, volume 27, issue 2, pages 359-385, April, DOI: 10.1007/s11079-015-9378-4.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, volume 27, issue 2, pages 229-250, April, DOI: 10.1007/s11079-016-9388-x.
• Michele Ca’ Zorzi & Jakub Muck & Michal Rubaszek, 2016, "Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses," Open Economies Review, Springer, volume 27, issue 3, pages 585-609, July, DOI: 10.1007/s11079-015-9386-4.
• William A. Barnett & Soumya Suvra Bhadury & Taniya Ghosh, 2016, "An SVAR Approach to Evaluation of Monetary Policy in India: Solution to the Exchange Rate Puzzles in an Open Economy," Open Economies Review, Springer, volume 27, issue 5, pages 871-893, November, DOI: 10.1007/s11079-016-9403-2.
• William A. Barnett & Biyan Tang, 2016, "Chinese Divisia Monetary Index and GDP Nowcasting," Open Economies Review, Springer, volume 27, issue 5, pages 825-849, November, DOI: 10.1007/s11079-016-9406-z.
• Andreas Gerster, 2016, "Negative price spikes at power markets: the role of energy policy," Journal of Regulatory Economics, Springer, volume 50, issue 3, pages 271-289, December, DOI: 10.1007/s11149-016-9311-9.
• Christoph Schmidhammer & Sebastian Lobe & Klaus Röder, 2016, "The day the index rose 11 %: a clinical study on price discovery reversal," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 1, pages 79-106, January, DOI: 10.1007/s11156-014-0462-4.
• Harald Schmidbauer & Angi Rosch & Erhan Uluceviz, 2016, "Frequency aspects of information transmission in a network of three Western equity markets," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1616, Dec.
• Daniel Kaufmann, 2016, "Die Kosten von Deflation: Eine historische Analyse," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 10, issue 4, pages 45-54, December, DOI: 10.3929/ethz-a-005427569.
• Uliha, Gábor, 2016, "Az olajár gyengülő makrogazdasági hatásai. Két versengő elmélet szintézise
  [Weakening macroeconomic effects of the oil price. A synthesis of two competing theories]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 787-818, DOI: 10.18414/KSZ.2016.7-8.787.
• Havran, Dániel & Váradi, Kata, 2016, "A limitáras ajánlatok szerkezete és dinamikája a Budapesti Értéktőzsdén. Az OTP- és a Mol-részvények esete
  [The structure and dynamics of limit orders on the Budapest stock exchange: The cases of OTP and MOL shares]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 966-992, DOI: 10.18414/KSZ.2016.9.966.
• Kiss, Gábor Dávid & Kovács, György & Varga, János Zoltán, 2016, "Várakozások és a monetáris politika - különös tekintettel a magyarországi gyakorlatra
  [Expectations and monetary policy, with special attention to practice in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1192-1216, DOI: 10.18414/KSZ.2016.11.1192.
• Mai HASSAN & Friedrich SCHNEIDER, 2016, "Modelling the Egyptian Shadow Economy: A MIMIC model and A Currency Demand approach," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 2, pages 309-339, June.