Research classified by Journal of Economic Literature (JEL) codes

---

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

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

2017

• Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos, 2017, "Bayesian Inference for a 1-Factor Copula Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/17.
• Hafedh BOUAKEZ & Laurent KEMOE, 2017, "News Shocks, Business Cycles, and the Disinflation Puzzle," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 05-2017.
• Cuauhtémoc Calderón Villarreal, 2017, "Integración económica, crisis económicas y ciclos económicos en México," Contaduría y Administración, Accounting and Management, volume 62, issue 1, pages 64-84, Enero-Mar.
• Cuauhtémoc Calderón Villarreal, 2017, "Economic integration, economic crises and economic cycles in Mexico," Contaduría y Administración, Accounting and Management, volume 62, issue 1, pages 85-104, Enero-Mar.
• Francisco Ortiz Arango & Alma Nelly Montiel Guzmán, 2017, "Transmisión de precios futuros de maíz del Chicago Board of Trade al mercado spot mexicano," Contaduría y Administración, Accounting and Management, volume 62, issue 3, pages 924-940, Julio-Sep.
• Francisco Ortiz Arango & Alma Nelly Montiel Guzmán, 2017, "Transmission of future prices of corn of the Chicago Board of Trade to the Mexican spot market," Contaduría y Administración, Accounting and Management, volume 62, issue 3, pages 941-957, Julio-Sep.
• Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017, "Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1063-1080, Octubre-D.
• Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017, "Long-term effects of the asymmetry and persistence of the prediction of volatility: Evidence for the equity markets of Latin America," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1081-1099, Octubre-D.
• Raïsa Basselier & David de Antonio Liedo & Geert Langenus,, 2017, "Nowcasting real economic activity in the euro area : Assessing the impact of qualitative surveys," Working Paper Research, National Bank of Belgium, number 331, Dec.
• Henryk Bąk & Sebastian Maciejewski, 2017, "The symmetry of demand and supply shocks in the European Monetary Union," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 1, pages 1-44.
• Piotr Dybka & Bartosz Olesiński & Piotr Pękała & Andrzej Torój, 2017, "To SVAR or to SVEC? On the transmission of capital buffer shocks to the real economy," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 2, pages 119-148.
• Tomasz Wójtowicz, 2017, "High-volume return premium on the stock markets in Warsaw and Vienna," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 4, pages 375-402.
• Arkadiusz Manikowski, 2017, "Analysis of the denomination structure of the Polish currency in the context of the launch of the new 500 zloty banknote," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 5, pages 495-530.
• Siem Koopman & André Lucas & Marcin Zamojski, 2017, "Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting," NBP Working Papers, Narodowy Bank Polski, number 258.
• Marcin Kolasa & Michał Rubaszek & Michele Ca' Zorzi, 2017, "Exchange rate forecasting with DSGE models," NBP Working Papers, Narodowy Bank Polski, number 260.
• Karol Szafranek & Aleksandra Hałka, 2017, "Determinants of low inflation in an emerging, small open economy. A comparison of aggregated and disaggregated approaches," NBP Working Papers, Narodowy Bank Polski, number 267.
• Anna Sznajderska, 2017, "The role of China in the world economy: evidence from global VAR model," NBP Working Papers, Narodowy Bank Polski, number 270.
• Mariusz Kapuściński, 2017, "How far does monetary policy reach? Evidence from factor-augmented vector autoregressions for Poland," NBP Working Papers, Narodowy Bank Polski, number 273.
• Ambrogio Cesa-Bianchi & Andrea Ferrero & Alessandro Rebucci, 2017, "International Credit Supply Shocks," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2017".
• Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yılmaz, 2017, "Estimating Global Bank Network Connectedness," NBER Working Papers, National Bureau of Economic Research, Inc, number 23140, Feb.
• Edward Herbst & Frank Schorfheide, 2017, "Tempered Particle Filtering," NBER Working Papers, National Bureau of Economic Research, Inc, number 23448, May.
• Stefano Giglio & Dacheng Xiu, 2017, "Inference on Risk Premia in the Presence of Omitted Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 23527, Jun.
• Christiane J.S. Baumeister & James D. Hamilton, 2017, "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 24167, Dec.
• Ani Stoitsova-Stoykova, 2017, "Co-Movement Of The Capital Markets Of Southeast Europe During The Period 2005-2015," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 13, issue 1, pages 38-54.
• Francisco A. Martínez-Hernández, 2017, "The Political Economy of Real Exchange Rate Behavior: Theory and Empirical Evidence for Developed and Developing Countries, 1960-2010," Working Papers, New School for Social Research, Department of Economics, number 1716, Apr.
• Willi Semmler & Levent Koçkesen, 2017, "Liquidity, Credit and Output: A Regime Change Model and Empirical Estimations," Working Papers, New School for Social Research, Department of Economics, number 1730, Dec.
• Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2017, "Modelling and forecasting WIG20 daily returns," NIPE Working Papers, NIPE - Universidade do Minho, number 09/2017.
• Mustapha Olalekan Ojo & Luís Aguiar-Conraria & Maria Joana Soares, 2017, "A time-frequency analysis of the Canadian macroeconomy and the yield curve," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2017.
• Shevelev A.A., 2017, "Bayesian approach to evaluate the impact of external shocks on Russian macroeconomics indicators," World of economics and management / Vestnik NSU. Series: Social and Economics Sciences, Socionet, volume 17, issue 1, pages 26-40.
• Andreza Aparecida Palma, 2017, "Política monetária e taxa de câmbio em uma pequena economia aberta: uma análise empírica para o Brasil [Monetary policy and exchange rate in a small open economy: an empirical analysis for Brazil]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 27, issue 2, pages 119-155, May-Augus.
• Bekiros, Stelios & Loukeris, Nikolaos & Eleftheriadis, Iordanis, 2017, "Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach," Review of Behavioral Economics, now publishers, volume 4, issue 2, pages 83-106, September, DOI: 10.1561/105.00000060.
• Chakravartti, Parma & Mundle, Sudipto, 2017, "An Automatic Leading Indicator Based Growth Forecast For 2016-17 and The Outlook Beyond," Working Papers, National Institute of Public Finance and Policy, number 17/193, Mar.
• Mohanty, Ranjan Kumar & Sahoo, Biresh K., 2017, "Examining the Eco-Macroeconomic Performance Index of India: A Data Envelopment Analysis Approach," Working Papers, National Institute of Public Finance and Policy, number 17/202, Jul.
• Hom Nath Gaire, 2017, "Stock Index, Interest Rate and Gold Price of Nepal: Cointegration and Causality Analysis," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 29, issue 2, pages 15-30, October.
• Ani Stoitsova-Stoykova, 2017, "Relationship Between Public Expectations and Financial Market Dynamics in South- East Europe Capital Markets," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 237-250, June.
• Vasile-Aurel Caus & Daniel Badulescu & Mircea Cristian Gherman, 2017, "Using Wavelets In Economics. An Application On The Analysis Of Wage-Price Relation," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 32-42, March.
• Doriana Andreea Ramescu & Nicoleta Sirghi, 2017, "The Price Evolution In The Context Of Economic Crisis," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 72-80, March.
• Manuel A. Hernandez & Shahidur Rashid & Solomon Lemma & Tadesse Kuma, 2017, "Market Institutions and Price Relationships: The Case of Coffee in the Ethiopian Commodity Exchange," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 3, pages 683-704.
• Colin A. Carter & Gordon C. Rausser & Aaron Smith, 2017, "Commodity Storage and the Market Effects of Biofuel Policies," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 4, pages 1027-1055.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017, "Specification Testing in Hawkes Models," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 1, pages 139-171.
• Simona Boffelli & Vasiliki D. Skintzi & Giovanni Urga, 2017, "High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 1, pages 62-105.
• Seok Young Hong & Oliver Lintono & Hui Jun Zhang, 2017, "An Investigation into Multivariate Variance Ratio Statistics and their Application to Stock Market Predictability," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 173-222.
• P. Gagliardini & E. Ghysels & M. Rubin, 2017, "Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 4, pages 509-560.
• Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017, "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 4, pages 649-677.
• Hanxue Yang & Juho Kanniainen, 2017, "Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets," Review of Finance, European Finance Association, volume 21, issue 2, pages 811-844.
• Olaniyi Evans & Olaniyi Lawanson, 2017, "A Multi-Sectoral Study of Financial Inclusion and Economic Output in Nigeria," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 195-204, June.
• Alonso, Julio César & Rivera, Andrés Felipe, 2017, "Pronosticando la inflación mensual en Colombia un paso hacia delante: una aproximación "de abajo hacia arriba" || Forecasting the Colombian Monthly Inflation One Step Ahead: A "Bottom to Top" Approach," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 23, issue 1, pages 98-118, Junio.
• Massimiliano Caporin & Fulvio Fontini & Paolo Santucci De Magistris, 2017, "Price convergence within and between the Italian electricity day-ahead and dispatching services markets," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0215, Dec.
• Francesco Chincoli & Massimo Guidolin, 2017, "Linear and nonlinear predictability in investment style factors: multivariate evidence," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 476-509, October, DOI: 10.1057/s41260-017-0048-5.
• Lorenza Rossi & Emilio Zanetti Chini, 2017, "Firms' Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 141, Jun.
• Alejandra Olivares Rios & Gabriel Rodriguez & Miguel Ataurima Arellano, 2017, "Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2017-435.
• Andrew Phiri, 2017, "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Business and Economic Horizons (BEH), Prague Development Center, volume 13, issue 1, pages 1-9, March, DOI: 10.15208/beh.2017.01.
• Hulya Deniz Karakoyun, & Nurtac Yildirim, 2017, "Demand-side factors of housing price increases in Turkey: Blanchard-Quah SVAR model," Business and Economic Horizons (BEH), Prague Development Center, volume 13, issue 3, pages 312-332, July, DOI: 10.15208/beh.2017.23.
• Burhan Ahmad & Ole Gjølberg & Mubashir Mehdi, 2017, "Spatial Differences in Rice Price Volatility:A Case Study of Pakistan 1994–2011," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 56, issue 3, pages 265-289.
• Capistran, Carlos & Chiquiar, Daniel & Hernandez, Juan R., 2017, "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," MPRA Paper, University Library of Munich, Germany, number 100745.
• Shvets, Serhii, 2017, "Internal public debt and economic growth: a case study of Ukraine," MPRA Paper, University Library of Munich, Germany, number 103873, revised 2017.
• Salmsnov, Oleg & Babina, Natalia & Koba, Ekaterina & Koba, Ekaterina & Lopatina, Olga, 2017, "Efficiency of Monetary Policy Mechanisms Before and After the 2008 Financial Crisis in the Russian Economy," MPRA Paper, University Library of Munich, Germany, number 112276, Jul, revised 01 Jul 2017.
• Phiri, Andrew, 2017, "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," MPRA Paper, University Library of Munich, Germany, number 76039, Jan.
• Filipovski, Vladimir & Tevdovski, Dragan, 2017, "Stock market efficiency in South Eastern Europe: testing return predictability and presence of calendar effects," MPRA Paper, University Library of Munich, Germany, number 76818, Feb.
• Cobb, Marcus P A, 2017, "Aggregate Density Forecasting from Disaggregate Components Using Large VARs," MPRA Paper, University Library of Munich, Germany, number 76849, Feb.
• Cubadda, Gianluca & Hecq, Alain & Telg, Sean, 2017, "Detecting Co-Movements in Noncausal Time Series," MPRA Paper, University Library of Munich, Germany, number 77254, Mar, revised 02 Mar 2017.
• Shahbaz, Muhammad & Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2017, "Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach," MPRA Paper, University Library of Munich, Germany, number 77324, Mar, revised 05 Mar 2017.
• Pereira, Alfredo & Pereira, Rui, 2017, "Is All Infrastructure Investment Created Equal? The Case of Portugal," MPRA Paper, University Library of Munich, Germany, number 77369, Mar.
• Ben Jebli, Mehdi & Ben Youssef, Slim, 2017, "Investigating the interdependence between non-hydroelectric renewable energy, agricultural value added, and arable land use in Argentina," MPRA Paper, University Library of Munich, Germany, number 77513, Mar.
• Syed Abul, Basher & Lawrence M., Kessler & Murat K., Munkin, 2017, "Bank capital and portfolio risk among Islamic banks," MPRA Paper, University Library of Munich, Germany, number 77932, Mar.
• Antonakakis, Nikolaos & Gabauer, David, 2017, "Refined Measures of Dynamic Connectedness based on TVP-VAR," MPRA Paper, University Library of Munich, Germany, number 78282, Apr.
• Ho, Sin-Yu & Njindan Iyke, Bernard, 2017, "Empirical Reassessment of Bank-based Financial Development and Economic Growth in Hong Kong," MPRA Paper, University Library of Munich, Germany, number 78920.
• Ho, Sin-Yu & Njindan Iyke, Bernard, 2017, "Does Financial Development Lead to Poverty Reduction in China? Time Series Evidence," MPRA Paper, University Library of Munich, Germany, number 78922.
• Nassirou, Aïchat, 2017, "Chocs macroéconomiques et intégration d’une union économique et monétaire: cas du Nigéria
  [Macroeconomic shocks and integration of an economic and monetary union: case of Nigeria]," MPRA Paper, University Library of Munich, Germany, number 79167, Jan.
• Maheu, John M & Song, Yong, 2017, "An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series," MPRA Paper, University Library of Munich, Germany, number 79211, May.
• Dahem, Ahlem & Skander, Slim & Fatma, Siala Guermazi, 2017, "Time Varying VAR Analysis for Disaggregated Exchange Rate Pass-through in Tunisia," MPRA Paper, University Library of Munich, Germany, number 79759, revised 2017.
• Mirdala, Rajmund & Kameník, Martin, 2017, "Effects of Fiscal Policy Shocks in CE3 Countries (TVAR Approach)," MPRA Paper, University Library of Munich, Germany, number 79918, Jun.
• Lence, Sergio & Moschini, Giancarlo & Santeramo, Fabio Gaetano, 2017, "Threshold cointegration and spatial price transmission when expectations matter," MPRA Paper, University Library of Munich, Germany, number 80202, Jul.
• Checo, Ariadne & Mejía, Mariam & Ramírez, Francisco A., 2017, "El rol de los regímenes de precipitaciones sobre la dinámica de precios y actividad del sector agropecuario de la República Dominicana durante el período 2000-2016
  [The role of rainfall regimes on agricultural sector price and activity dynamics in," MPRA Paper, University Library of Munich, Germany, number 80301, Apr.
• Dridi, Jemma & Nguyen, Anh D. M., 2017, "Inflation Convergence In East African Countries," MPRA Paper, University Library of Munich, Germany, number 80393, Jul.
• Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2017, "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," MPRA Paper, University Library of Munich, Germany, number 80435.
• Yıldırım, Durmuş Çağrı & Çevik, Emrah İsmail, 2017, "Finansal Dışa Açıklık İle Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi
  [The Relation between Financial Openness and Economic Growth: Asymmetric Causality Test]," MPRA Paper, University Library of Munich, Germany, number 80472, Mar.
• Nelimarkka, Jaakko, 2017, "Evidence on News Shocks under Information Deficiency," MPRA Paper, University Library of Munich, Germany, number 80850, Aug.
• Gluschenko, Konstantin, 2017, "The Moscow market in country’s economic space," MPRA Paper, University Library of Munich, Germany, number 80901, Aug.
• Hassan, Mai, 2017, "The impact of the shadow economy on aid and economic development nexus in Egypt," MPRA Paper, University Library of Munich, Germany, number 80990, Aug.
• Mbazia, Nadia, 2017, "Inequality and Growth in Tunisia: Empirical evidence on the role of macroeconomic factors," MPRA Paper, University Library of Munich, Germany, number 81127, Sep.
• Nelimarkka, Jaakko, 2017, "The effects of government spending under anticipation: the noncausal VAR approach," MPRA Paper, University Library of Munich, Germany, number 81303, Aug.
• UMBA, Gilles Bertrand, 2017, "Estimation bayésienne d'un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo
  [Bayesian estimation of a DSGE model for a small open economy: Case of DR Congo]," MPRA Paper, University Library of Munich, Germany, number 81324, Sep.
• BENDOB, Ali & Benahmed-Daho, Rachida, 2017, "Pourrions-nous utiliser l'Euribor comme taux de rendement sans risque dans la région Arabe ?
  [Could we use the Euribor as risk-free rate return in Arabic region?]," MPRA Paper, University Library of Munich, Germany, number 81405, Mar, revised Jun 2017.
• Mazonzika, God's will Makuikila, 2017, "Analyse de la croissance économique mondiale et de la RDC: Application du modèle de Solow avec capital humain
  [Analysis of Global Economic Growth and the DRC: Application of the Solow Model with Human Capita]," MPRA Paper, University Library of Munich, Germany, number 81574, Jul.
• Mapapu, Babalwa & Phiri, Andrew, 2017, "Carbon emissions and economic growth in South Africa: A quantile regression approach," MPRA Paper, University Library of Munich, Germany, number 81801, Oct.
• Jin, Xin & Maheu, John M & Yang, Qiao, 2017, "Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 81920, Oct.
• Levrero, Enrico Sergio & Deleidi, Matteo, 2017, "The money creation process: A theoretical and empirical analysis for the US," MPRA Paper, University Library of Munich, Germany, number 81970, Oct.
• Jiranyakul, Komain, 2017, "How Does the Policy Rate Respond to Output and Prices in Thailand?," MPRA Paper, University Library of Munich, Germany, number 82050, Oct.
• Castelnuovo, Efrem & Duc Tran, Trung, 2017, "Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia," MPRA Paper, University Library of Munich, Germany, number 82297.
• Chella, Namapsa & Phiri, Andrew, 2017, "Long-run cointegration between foreign direct investment, direct investment and unemployment in South Africa," MPRA Paper, University Library of Munich, Germany, number 82371, Nov.
• Malangeni, Luxolo & Phiri, Andrew, 2017, "Education and economic growth in post-Apartheid South Africa: An ARDL approach," MPRA Paper, University Library of Munich, Germany, number 83017, Nov.
• Mhlaba, Ncebakazi & Phiri, Andrew, 2017, "Is public debt harmful towards economic growth? New evidence from South Africa," MPRA Paper, University Library of Munich, Germany, number 83157, Dec.
• Jiranyakul, Komain, 2017, "Is the Thai Government Revenue-Spending Nexus Asymmetric?," MPRA Paper, University Library of Munich, Germany, number 83163, Dec.
• Nomatye, Anelisa & Phiri, Andrew, 2017, "Investigating the macroeconomic determinants of household debt in South Africa," MPRA Paper, University Library of Munich, Germany, number 83303, Dec.
• Hasumi, Ryo & Iiboshi, Hirokuni & Nakamura, Daisuke, 2017, "R&D Growth and Business Cycles Measured with an Endogenous Growth DSGE Model," MPRA Paper, University Library of Munich, Germany, number 85525, Aug.
• Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017, "Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks," MPRA Paper, University Library of Munich, Germany, number 88754, Dec, revised Feb 2018.
• Shen, Yifan & Shi, Xunpeng & Zeng, Ting, 2017, "Global Uncertainty, Macroeconomic Activity and Commodity Price," MPRA Paper, University Library of Munich, Germany, number 90089, Jun, revised 17 Nov 2018.
• Das, Nimai, 2017, "In Search of Long Run Stability for Fiscal Transfers in Indian Federalism," MPRA Paper, University Library of Munich, Germany, number 91364.
• Ntita Ntita, Jean & Ntanga Ntita, Jean de Dieu & Kazadi Ntita, François, 2017, "Investissement public et croissance économique en République Démocratique Du Congo
  [Public investment and economic growth in Democratic Republic of Congo]," MPRA Paper, University Library of Munich, Germany, number 92905, revised 2019.
• Irzal, Muhamad & Verico, Kiki, 2017, "The Economic Correlation between China and Southeast Asian Countries: derivative market and real sector analysis," MPRA Paper, University Library of Munich, Germany, number 93070, Mar, revised 02 Apr 2019.
• lahlou, kamal, 2017, "Conduite de la politique budgétaire: enseignements des expériences internationales et évidences des fonctions de réaction
  [Fiscal policy in Morocco: lessons from international experiences and evidence of reaction functions]," MPRA Paper, University Library of Munich, Germany, number 98023.
• Elie Bouri & Rangan Gupta & Seyedmehdi Hosseini & Chi Keung Marco Lau, 2017, "Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201704, Jan.
• Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017, "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201707, Feb.
• Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2017, "The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises," Working Papers, University of Pretoria, Department of Economics, number 201712, Feb.
• Walid Bahloul & Rangan Gupta, 2017, "The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures," Working Papers, University of Pretoria, Department of Economics, number 201715, Mar.
• Lelani Coetzee & Goodness C. Aye, 2017, "The Causal Relationship between Exchange Rates and Stock Price Levels in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201722, Mar.
• Junior T. Chiweza & Goodness C. Aye, 2017, "The Effects of Oil Price Uncertainty on Economic Activities in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201724, Mar.
• Rangan Gupta & Hardik A. Marfatia, 2017, "A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 201736, May.
• Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017, "Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach," Working Papers, University of Pretoria, Department of Economics, number 201737, May.
• Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017, "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers, University of Pretoria, Department of Economics, number 201742, Jun.
• Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017, "Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016," Working Papers, University of Pretoria, Department of Economics, number 201753, Jul.
• Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta, 2017, "Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach," Working Papers, University of Pretoria, Department of Economics, number 201758, Aug.
• Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note," Working Papers, University of Pretoria, Department of Economics, number 201764, Sep.
• Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2017, "Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201765, Sep.
• Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017, "Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201766, Sep.
• Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2017, "The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions," Working Papers, University of Pretoria, Department of Economics, number 201774, Oct.
• Patrick Kanda & Michael Burke & Rangan Gupta, 2017, "Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201778, Nov.
• Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2017, "An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201779, Nov.
• Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201780, Dec.
• Laura Wallenius & Elena Fedorova & Sheraz Ahmed & Mikael Collan, 2017, "Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 1, pages 55-71, DOI: 10.18267/j.pep.594.
• Claudiu Boţoc, 2017, "Univariate and Bivariate Volatility in Central European Stock Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 2, pages 127-141, DOI: 10.18267/j.pep.598.
• Hana Hejlová & Michal Hlaváček & Luboš Komárek, 2017, "A Comprehensive Method for House Price Sustainability Assessment in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 3, pages 269-285, DOI: 10.18267/j.pep.613.
• Bogdan Oancea & Richard Pospíšil & Raluca Mariana Drăgoescu, 2017, "Higher Education and Economic Growth. A Comparison between Czech Republic and Romania," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 4, pages 467-486, DOI: 10.18267/j.pep.622.
• Robert Kelm, 2017, "The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 1, pages 1-27, March.
• Cristina Amado & Annastiina Silvennoinen & Timo Terasvirta, 2017, "Modelling and Forecasting WIG20 Daily Returns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 3, pages 173-200, September.
• Dobromił Serwa & Piotr Wdowiński, 2017, "Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 4, pages 323-357, December.
• Cristina Manteu & Sara Serra, 2017, "Impact of uncertainty measures on the Portuguese economy," Working Papers, Banco de Portugal, Economics and Research Department, number w201709.
• António Rua, 2017, "Modelling currency demand in a small open economy within a monetary union," Working Papers, Banco de Portugal, Economics and Research Department, number w201710.
• Sepideh Dolatabadi & Ke Xu & Morten Ø. Nielsen & Paresh Kumar Narayan, 2017, "Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model," Working Paper, Economics Department, Queen's University, number 1337, Jan.
• Morten Ø. Nielsen & S Johansen, 2017, "Testing The Cvar In The Fractional Cvar Model," Working Paper, Economics Department, Queen's University, number 1394, Oct.
• D.S. Prasada Rao & Alicia N. Rambaldi & K. Renuka Ganegodage & L. T. Huynh & Howard E. Doran, 2017, "UQICD v2.1.2 User Guide," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 534, Mar.
• Haroon Mumtaz & Laura Sunder-Plassmann, 2017, "Non-linear effects of government spending shocks in the US. Evidence from state-level data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 841, Nov.
• Haroon Mumtaz, 2017, "Does uncertainty affect real activity? Evidence from state-level," Working Papers, Queen Mary University of London, School of Economics and Finance, number 844, Dec.
• Radoslawa Nikolowa & Daniel Ferreira, 2018, "How to Sell Jobs," Working Papers, Queen Mary University of London, School of Economics and Finance, number 846, Jan.
• Ricardo Perez & Raul F. Montalvo, 2017, "Analisis de la influencia de la actividad real de la economia sobre la volatilidad de la rentabilidad accionaria: un caso en el sector de edificacion en Mexico," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 14, issue 2, pages 69-84, Julio-Dic.
• Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017, "Uncertainty and Monetary Policy in Good and Bad Times," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2017-06, Oct.
• Pérez, Fernando & Ghurra, Omar & Grandez, Rodrigo, 2017, "Un Indicador Líder de Actividad Real para el Perú," Working Papers, Banco Central de Reserva del Perú, number 2017-001, Jan.
• Lahura, Erick, 2017, "Monetary Aggregates and Monetary Policy in Peru," Working Papers, Banco Central de Reserva del Perú, number 2017-003, Jun.
• Vega, Marco & Chávez, Joselin, 2017, "Propagación de Choques de Encaje en el Sistema Bancario Peruano," Working Papers, Banco Central de Reserva del Perú, number 2017-004, Jun.
• Alain Kabundi & Asi Mbelu, 2017, "Estimating a timevarying financial conditions index for South Africa," Working Papers, South African Reserve Bank, number 8008, Sep.
• Thorsten Drautzburg & Pooyan Amir-Ahmadi, 2017, "Identification through Heterogeneity," 2017 Meeting Papers, Society for Economic Dynamics, number 1087.
• Warren E. Weber & Robert Lucas & Juan Pablo Nicolini & Luca Benati, 2017, "International Evidence on Long Run Money Demand," 2017 Meeting Papers, Society for Economic Dynamics, number 1154.
• Edward Herbst & David Lopez-Salido & Christopher Gust, 2017, "Forward Guidance with Bayesian Learning and Estimation," 2017 Meeting Papers, Society for Economic Dynamics, number 1189.
• Julio Carrillo, 2017, "Inquiry on the Transmission of U.S. Aggregate Shocks to Mexico: A SVAR Approach," 2017 Meeting Papers, Society for Economic Dynamics, number 1509.
• Elmar Mertens & Christian Matthes & Thomas Lubik, 2017, "Indeterminacy and Imperfect Information," 2017 Meeting Papers, Society for Economic Dynamics, number 337.
• Pau Rabanal & Dominic Quint, 2017, "Should Unconventional Monetary Policies Become Conventional?," 2017 Meeting Papers, Society for Economic Dynamics, number 526.
• Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017, "Safety, Liquidity, and the Natural Rate of Interest," 2017 Meeting Papers, Society for Economic Dynamics, number 803.
• Samir Saidi & Sami Hammami, 2017, "Impact of Investments in Public Infrastructures on Economic Performance and Private Investment in Developing Countries: A Case Study for Tunisia," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 63, pages 126-146, March.
• Adnan Khurshid & Yin Kedong & Adrian Cantemir Calin & Khalid Khan, 2017, "The Effects of Workers’ Remittances on Exchange Rate Volatility and Exports Dynamics - New Evidence from Pakistan," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 63, pages 29-52, March.
• Wissem Khanfir, 2017, "Orientation of the Fiscal Policy in Tunisia: Structural VAR Analysis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 64, pages 61-74, June.
• Gary Koop, 2017, "Bayesian Methods for Empirical Macroeconomics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 9, issue 1, pages 33-56, June.
• Claudio Morana & Giacomo Sbrana, 2017, "Temperature anomalies, radiative forcing and ENSO," Working Paper series, Rimini Centre for Economic Analysis, number 17-06, Feb.
• Emmanouil Gkiourkas & Theodore Panagiotidis & Gianluigi Pelloni, 2017, "Revisiting the macroeconomic effects of labor reallocation," Working Paper series, Rimini Centre for Economic Analysis, number 17-11, Jun.
• Farhad Taghizadeh-Hesary & Naoyuki Yoshino & Ehsan Rasoulinezhad, 2017, "Impact of Fukushima Nuclear Disaster on Oil-Consuming Sectors of Japan," ADBI Working Papers, Asian Development Bank Institute, number 659, Feb.
• Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2017, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 45, pages 5-28.
• Sergei Aivazian & Aleksandr Bereznyatsky & Boris Brodsky, 2017, "Macroeconomic modeling of the Russian economy," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 47, pages 5-27.
• Konstantin Gluschenko, 2017, "The Moscow market in the country’s economic space," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 48, pages 5-21.
• Arzu Şahin, 2017, "Selection and Market Timing Ability of BIST 30 Indexes Funds," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 1, pages 63-81.
• Cengiz Toraman & Merve Tuncay, 2017, "Effect of the Political Risk on Capital Asset Valuation in Financial Markets: The Case of Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 3, pages 413-432.
• Friday O. Alegwu & Goodness C. Aye & Benjamin C. Asogwa, 2017, "Asymmetric Effect of Real Exchange Rate Volatility on Agricultural Products Export: A Case Study," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 70, issue 3, pages 261-279.
• Julius Frieling & Reinhard Madlener, 2017, "Fueling the US Economy: Energy as a Production Factor from the Great Depression until Today," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 2/2017, May.
• Jens Klose, 2017, "Secular Stagnation in Non-EMU European Countries : Equilibrium Real Rate Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 32, issue 2, pages 400-432.
• Tamsir Cham, 2017, "Inflation Dynamics in The Gambia," Working Papers, The Islamic Research and Teaching Institute (IRTI), number 2017-8, Jul.
• Andrea Ingianni, 2017, "Convergence clustering with forecast densities," Economics Discussion Papers, School of Economics, Kingston University London, number 2017-6, Dec.
• Viviana Calva & Cristian Ortiz, 2017, "Efecto de la tasa impositiva sobre la producción: una aproximación empírica mediante la curva de Laffer para Ecuador," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 2, issue 1, pages 10-22.
• Erika Olaya & Jessica Armijos, 2017, "Efecto de la inversión extranjera directa en el crecimiento económico en Ecuador durante 1980-2015: un análisis de cointegración," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 2, issue 1, pages 31-38.
• Rayanne Gomes dos Santos & Eliane Pinheiro de Sousa, 2017, "Integração espacial dos mercados exportadores de castanha de caju entre os estados do Ceará e Rio Grande do Norte no período 1997-2015," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), volume 11, issue 1, pages 62-77.
• Julijana Angelovska, 2017, "The Impact Of Financial Crises On The Short-Term Interaction Between Balkan Stock Markets," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 2, pages 53-66.
• Pelin Varol İYIDOĞAN & Eda BALIKÇIOĞLU & H. Hakan YILMAZ, 2017, "The Tax Effects of Health Expenditures on Aging Economies: Empirical Evidence on Selected OECD Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 116-127, March.
• Sakiru Adebola SOLARIN, 2017, "The Stationarity of Consumption-Income Ratios: Nonlinear Evidence in ASEAN Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 109-123, June.
• Doojin RYU & Hyein SHIM, 2017, "Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 45-61, June.
• Emilian DOBRESCU, 2017, "Modelling an Emergent Economy and Parameter Instability Problem," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 5-28, June.
• Andrea Bonilla BOLAÑOS, 2017, "Are South American Countries Really Converging?: The Influence of the Region's Integration Projects," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 130-149, September.
• Kai-Hua WANG & Chi-Wei SU & Hsu-Ling CHANG & Ji MA & Cristina IOVU, 2017, "Purchasing Power Parity In China: An Empirical Investigation Based On Bootstrap Rollingwindow Test," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 166-181, December.
• Carl Christian von Weizsäcker, 2017, "Leviathan – Zum Gewaltmonopol des Staates – Wider den Protektionismus," ROME Working Papers, ROME Network, number 201701, Jan.
• Ansgar Belke & Thomas Osowski, 2017, "International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach," ROME Working Papers, ROME Network, number 201703, Mar.
• Ansgar Belke & Dominik Kronen, 2017, "The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries," ROME Working Papers, ROME Network, number 201708, Aug.
• Ansgar Belke & Daniel Kronen, 2017, "The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries," ROME Working Papers, ROME Network, number 201711, Nov.
• Ansgar Belke & Jens Klose, 2017, "Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro-Area Member Countries," ROME Working Papers, ROME Network, number 201712, Dec.
• Sin-Yu Ho & Bernard Njindan Iyke, 2017, "Does Financial Development Lead to Poverty Reduction in China? Time Series Evidence," Journal of Economics and Behavioral Studies, AMH International, volume 9, issue 1, pages 99-112, DOI: 10.22610/jebs.v9i1(J).1561.
• Turgut Tursoy & Faisal Faisal, 2017, "Re-testing for financial integration of the Turkish Stock Market and the US Stock Market: An Evidence from co-integration and error correction models," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 2, pages 43-55, June.
• Osabuohien-Irabor Osarumwense & Julian I. Mbegbu, 2017, "Power and Size analysis of Co-integration tests in Conditional Heteroskedascity: A Monte Carlo Simulation," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 3, pages 17-34, September.
• Gheorghe Savoiu & Simina Brostescu, 2017, "Three International Statistical Indicators And Their Factorial Impact On The Modelling Of Foreign Investments In Romania," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 8, pages 174-188, August.
• Gianluca Cubadda & Barbara Guardabascio, 2017, "Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model," CEIS Research Paper, Tor Vergata University, CEIS, number 397, Feb, revised 13 Jul 2018.
• Gerdie Everaert & Martin Iseringhausen, 2017, "Measuring The International Dimension Of Output Volatility," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 17/928, Jan.
• Adeola Oyenubi & Martin Wittenberg, 2020, "Does the choice of balance-measure matter under Genetic Matching?," ERSA Working Paper Series, Economic Research Southern Africa, number 114, May.
• Anantha Ramu M.R., 2017, "‘Twin Deficits’ Hypothesis," Foreign Trade Review, , volume 52, issue 1, pages 15-29, February, DOI: 10.1177/0015732516650825.
• Phocenah Nyatanga, 2017, "Zimbabwe’s Trade Performance Under Alternative Trade Policy Regimes," Foreign Trade Review, , volume 52, issue 2, pages 90-105, May, DOI: 10.1177/0015732516663316.
• Keshmeer Makun, 2017, "Trade Openness and Economic Growth in Malaysia," Foreign Trade Review, , volume 52, issue 3, pages 157-170, August, DOI: 10.1177/0015732516663317.
• Jeevan Kumar Khundrakpam, 2017, "Examining the Asymmetric Impact of Monetary Policy in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 11, issue 3, pages 290-314, August, DOI: 10.1177/0973801017703500.