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

• Harris, David & Leybourne, Stephen J. & Taylor, A.M. Robert, 2016, "Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 451-467, DOI: 10.1016/j.jeconom.2016.02.010.
• Kalliovirta, Leena & Meitz, Mika & Saikkonen, Pentti, 2016, "Gaussian mixture vector autoregression," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 485-498, DOI: 10.1016/j.jeconom.2016.02.012.
• Ikeda, Shin S., 2016, "A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 203-214, DOI: 10.1016/j.jeconom.2016.02.016.
• Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2016, "Goodness-of-fit test for specification of semiparametric copula dependence models," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 215-233, DOI: 10.1016/j.jeconom.2016.02.017.
• Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2016, "A MIDAS approach to modeling first and second moment dynamics," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 315-334, DOI: 10.1016/j.jeconom.2016.04.009.
• Marcellino, Massimiliano & Sivec, Vasja, 2016, "Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 335-348, DOI: 10.1016/j.jeconom.2016.04.010.
• Oh, Dong Hwan & Patton, Andrew J., 2016, "High-dimensional copula-based distributions with mixed frequency data," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 349-366, DOI: 10.1016/j.jeconom.2016.04.011.
• Chambers, Marcus J., 2016, "The estimation of continuous time models with mixed frequency data," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 390-404, DOI: 10.1016/j.jeconom.2016.04.013.
• Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z., 2016, "Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 405-417, DOI: 10.1016/j.jeconom.2016.04.014.
• Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2016, "Testing for Granger causality in large mixed-frequency VARs," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 418-432, DOI: 10.1016/j.jeconom.2016.04.015.
• Zadrozny, Peter A., 2016, "Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 438-446, DOI: 10.1016/j.jeconom.2016.04.017.
• Jin, Xin & Maheu, John M., 2016, "Modeling covariance breakdowns in multivariate GARCH," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 1-23, DOI: 10.1016/j.jeconom.2016.03.003.
• Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016, "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 57-75, DOI: 10.1016/j.jeconom.2016.01.010.
• Chen, Jia & Li, Degui & Linton, Oliver & Lu, Zudi, 2016, "Semiparametric dynamic portfolio choice with multiple conditioning variables," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 309-318, DOI: 10.1016/j.jeconom.2016.05.009.
• Dou, Baojun & Parrella, Maria Lucia & Yao, Qiwei, 2016, "Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 369-382, DOI: 10.1016/j.jeconom.2016.05.014.
• Li, Chenxu & Chen, Dachuan, 2016, "Estimating jump–diffusions using closed-form likelihood expansions," Journal of Econometrics, Elsevier, volume 195, issue 1, pages 51-70, DOI: 10.1016/j.jeconom.2016.07.001.
• Niţoi, Mihai & Pochea, Maria Miruna, 2016, "Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model," Economic Systems, Elsevier, volume 40, issue 2, pages 323-334, DOI: 10.1016/j.ecosys.2016.02.002.
• Clements, A.E. & Hurn, A.S. & Li, Z., 2016, "Forecasting day-ahead electricity load using a multiple equation time series approach," European Journal of Operational Research, Elsevier, volume 251, issue 2, pages 522-530, DOI: 10.1016/j.ejor.2015.12.030.
• Bodnar, Taras & Hautsch, Nikolaus, 2016, "Dynamic conditional correlation multiplicative error processes," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 41-67, DOI: 10.1016/j.jempfin.2015.12.002.
• Boubakri, Salem & Couharde, Cécile & Raymond, Hélène, 2016, "Effects of financial turmoil on financial integration and risk premia in emerging markets," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 120-138, DOI: 10.1016/j.jempfin.2016.06.001.
• Teterin, Pavel & Brooks, Robert & Enders, Walter, 2016, "Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 22-36, DOI: 10.1016/j.jempfin.2016.05.005.
• Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016, "The information in systemic risk rankings," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 461-475, DOI: 10.1016/j.jempfin.2016.01.002.
• Harvey, Andrew & Thiele, Stephen, 2016, "Testing against changing correlation," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 575-589, DOI: 10.1016/j.jempfin.2015.09.003.
• Dolatabadi, Sepideh & Nielsen, Morten Ørregaard & Xu, Ke, 2016, "A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 623-639, DOI: 10.1016/j.jempfin.2015.11.005.
• Thornton, Michael A. & Chambers, Marcus J., 2016, "The exact discretisation of CARMA models with applications in finance," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 739-761, DOI: 10.1016/j.jempfin.2016.03.006.
• Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2016, "In search of the Euro area fiscal stance," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 254-264, DOI: 10.1016/j.jempfin.2016.06.007.
• Jentsch, Carsten & Lunsford, Kurt G., 2016, "Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States," Working Papers, University of Mannheim, Department of Economics, number 16-10.
• Mario Forni & Luca Gambetti & Luca Sala, 2016, "VAR Information and the Empirical Validation of DSGE Models," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 119, Apr.
• Bo Zhang & Guangming Pan & Jiti Gao, 2016, "CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/16.
• Jiti Gao & Guangming Pan & Yanrong Yang, 2016, "CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/16.
• Patrick Leung & Catherine S. Forbes & Gael M. Martin & Brendan McCabe, 2016, "Data-driven particle Filters for particle Markov Chain Monte Carlo," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/16.
• Han Lin Shang & Rob J Hyndman, 2016, "Grouped functional time series forecasting: An application to age-specific mortality rates," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/16.
• Dobromił Serwa & Piotr Wdowiński, 2016, "Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models," NBP Working Papers, Narodowy Bank Polski, number 246.
• Kathryn Holston & Thomas Laubach & John C. Williams, 2016, "Measuring the Natural Rate of Interest: International Trends and Determinants," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2016".
• Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016, "Solution and Estimation Methods for DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 21862, Jan.
• James D. Hamilton, 2016, "Macroeconomic Regimes and Regime Shifts," NBER Working Papers, National Bureau of Economic Research, Inc, number 21863, Jan.
• James J. Heckman & John Eric Humphries & Gregory Veramendi, 2016, "Returns to Education: The Causal Effects of Education on Earnings, Health and Smoking," NBER Working Papers, National Bureau of Economic Research, Inc, number 22291, May.
• Jaroslav Borovička & Lars Peter Hansen, 2016, "Term Structure of Uncertainty in the Macroeconomy," NBER Working Papers, National Bureau of Economic Research, Inc, number 22364, Jun.
• Michael T. Belongia & Peter N. Ireland, 2016, "The Evolution of U.S. Monetary Policy: 2000 - 2007," NBER Working Papers, National Bureau of Economic Research, Inc, number 22693, Sep.
• Francisco A. Martínez-Hernández, 2016, "Real Exchange Rate, Effective Demand, and Economic Growth: Theory and Empirical Evidence for Developed and Developing Countries, 1960-2010," Working Papers, New School for Social Research, Department of Economics, number 1609, Oct.
• Chhibber, Ajay & Kalloor, Akshata, 2016, "Reviving Private Investment in India: Determinants and Policy Levers," Working Papers, National Institute of Public Finance and Policy, number 16/181, Nov.
• Guglielmo Maria Caporale & Alanoud Al-Maadid & Fabio Spagnolo & Nicola Spagnolo, 2016, "Spillovers between food and energy prices and structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 02/2016, Jan.
• Britta Gehrke & Fang Yao, 2016, "Persistence and volatility of real exchange rates: the role of supply shocks revisited," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2016/02, Feb.
• Louise Holm, 2016, "The Swedish business cycle, 1969-2013," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2015, issue 2, pages 1-22, DOI: 10.1787/jbcma-2015-5jlz9hhpj4th.
• Markus Eller & Florian Huber & Helene Schuberth, 2016, "Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 46-65.
• Markus Eller & Thomas Reininger, 2016, "The influence of sovereign bond yields on bank lending rates: the pass-through in Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 54-78.
• Martin Feldkircher & Florian Huber, 2016, "Unconventional US Monetary Policy: New Tools Same Channels?," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 208, Jul.
• Ayako Wakano, 2016, "The effect of locally hired teachers on school outcomes (the Dose response function estimation evidence from Kenya)," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 16-15, May.
• Rajmund Mirdala, 2016, "Exchange Rate Pass-Through to Domestic Prices in the European Transition Economies," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 361, Oct.
• Dennis Wesselbaum, 2016, "Jobless Recoveries: The Interaction between Financial and Search Frictions," Working Papers, University of Otago, Department of Economics, number 1603, Feb, revised Feb 2016.
• Dennis Wesselbaum, 2016, "Cheap Talk in a New Keynesian Model," Working Papers, University of Otago, Department of Economics, number 1604, Feb, revised Feb 2016.
• Laura Carvalho & Armon Rezai, 2016, "Personal income inequality and aggregate demand," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 40, issue 2, pages 491-505.
• Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2016, "Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 3, pages 617-642.
• Tai-kuang Ho, 2016, "Money doctors and their reform proposals for China reconsidered, 1903–29," Oxford Economic Papers, Oxford University Press, volume 68, issue 4, pages 1016-1038.
• Ludger Linnemann & Roland Winkler, 2016, "Estimating nonlinear effects of fiscal policy using quantile regression methods," Oxford Economic Papers, Oxford University Press, volume 68, issue 4, pages 1120-1145.
• Marta Lachowska, 2016, "Expenditure and confidence: using daily data to identify shocks to consumer confidence," Oxford Economic Papers, Oxford University Press, volume 68, issue 4, pages 920-944.
• David Hendry & Andrew B. Martinez, 2016, "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations," Economics Series Working Papers, University of Oxford, Department of Economics, number 784, Mar.
• Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2016, "Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0209, Oct.
• Michal Litwinski, 2016, "Policy of energy poverty alleviation and quality of life in Poland," Working Papers, Institute of Economic Research, number 10/2016, May, revised May 2016.
• Varga, János Zoltán, 2016, "The Effect of Interbank Liquidity Surplus on Corporate and Interbank Interest Rates," Public Finance Quarterly, Corvinus University of Budapest, volume 61, issue 1, pages 94-109.
• Tahir Mukhtar & Aliya H. Khan, 2016, "The Current Account Deficit Sustainability: An Empirical Investigation for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 55, issue 4, pages 397-419.
• Christian Calmès & Raymond Théoret, 2016, "The universal banking feedback effet : U.S. and Canada evidence," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp062015, Jan.
• Sucarrat, Genaro & Grønneberg, Steffen, 2016, "Models of Financial Return With Time-Varying Zero Probability," MPRA Paper, University Library of Munich, Germany, number 68931, Jan.
• Mushtaq, Saba, 2016, "Causality between Bank’s major activities and Economic Growth: Evidences from Pakistan," MPRA Paper, University Library of Munich, Germany, number 69052, Jan.
• Reynaerts, Jo & Vanschoonbeek, Jakob, 2016, "The Economics of State Fragmentation - Assessing the Economic Impact of Secession," MPRA Paper, University Library of Munich, Germany, number 69681, Feb.
• Ben Jebli, Mehdi & Ben Youssef, Slim, 2016, "Combustible renewables and waste consumption, agriculture, CO2 emissions and economic growth in Brazil," MPRA Paper, University Library of Munich, Germany, number 69694, Feb.
• Phiri, Andrew, 2016, "Does military spending nonlinearly affect economic growth in South Africa?," MPRA Paper, University Library of Munich, Germany, number 69730, Feb.
• Gozgor, Giray & Can, Muhlis, 2016, "Export Product Diversification and the Environmental Kuznets Curve: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 69761, Feb.
• Møller, Niels Framroze, 2016, "How to decode Unemployment Persistence: An econometric framework for identifying and comparing the sources of persistence," MPRA Paper, University Library of Munich, Germany, number 70058, Mar.
• Njindan Iyke, Bernard, 2016, "Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification," MPRA Paper, University Library of Munich, Germany, number 70205, Feb.
• Can, Muhlis & Gozgor, Giray, 2016, "Dynamic Relationships among CO2 Emissions, Energy Consumption, Economic Growth, and Economic Complexity in France," MPRA Paper, University Library of Munich, Germany, number 70373, Mar.
• Givens, Gregory, 2016, "Do data revisions matter for DSGE estimation?," MPRA Paper, University Library of Munich, Germany, number 70932, Apr.
• Konchyn, Vadym & Horban, Yuliia, 2016, "Экономическая Точка Бифуркации Для Украинского Олигархического Государства В Контексте Модели Стационарного Бандита
  [Economic Point Of Bifurcation For Ukrainian Oligarchic State In The Stationary Bandit Model]," MPRA Paper, University Library of Munich, Germany, number 70953, Apr.
• Nakmai, Siwat, 2016, "Foreign exchange risk premia: from traditional to state-space analyses," MPRA Paper, University Library of Munich, Germany, number 71237, Apr.
• Njindan Iyke, Bernard, 2016, "Real Output and Oil Price Uncertainty: Evidence from an Oil Producing Country," MPRA Paper, University Library of Munich, Germany, number 71307, Jan, revised 01 Apr 2016.
• Thomadakis, Apostolos, 2016, "Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence," MPRA Paper, University Library of Munich, Germany, number 71589, May.
• Gozgor, Giray & Can, Muhlis, 2016, "Does Export Product Quality Matter for CO2 Emissions? Evidence from China," MPRA Paper, University Library of Munich, Germany, number 71873, Jun.
• Hamidi Sahneh, Mehdi, 2016, "Testing for Non-Fundamentalness," MPRA Paper, University Library of Munich, Germany, number 71924, Jun.
• Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016, "Everything you always wanted to know about bitcoin modelling but were afraid to ask," MPRA Paper, University Library of Munich, Germany, number 71946, revised 2016.
• Reynaerts, Jo & Vanschoonbeek, Jakob, 2016, "The Economics of State Fragmentation: Assessing the Economic Impact of Secession - Addendum," MPRA Paper, University Library of Munich, Germany, number 72379, Jul.
• Santeramo, Fabio Gaetano & von Cramon-Taubadel, Stephan, 2016, "On Perishability and Vertical Price Transmission: empirical evidences from Italy," MPRA Paper, University Library of Munich, Germany, number 72735, Jul.
• Escribano, Alvaro & Sucarrat, Genaro, 2016, "Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility," MPRA Paper, University Library of Munich, Germany, number 72736, Jul.
• Devi, Sandhya, 2016, "Financial Market Dynamics: Superdiffusive or not?," MPRA Paper, University Library of Munich, Germany, number 73327, Jul, revised 24 Aug 2016.
• Raheem, Aremu Idowu & Ayodeji, Musa Adebiyi, 2016, "Analysis of the relationship between Oil price, Exchange rate and Stock market in Nigeria," MPRA Paper, University Library of Munich, Germany, number 73549, Sep.
• Moradi, Alireza, 2016, "Modeling Business Cycle Fluctuations through Markov Switching VAR:An Application to Iran," MPRA Paper, University Library of Munich, Germany, number 73608, Sep.
• Maheu, John M & Shamsi, Azam, 2016, "Nonparametric Dynamic Conditional Beta," MPRA Paper, University Library of Munich, Germany, number 73764, Sep.
• Khoza, Keorapetse & Thebe, Relebogile & Phiri, Andrew, 2016, "Nonlinear impact of inflation on economic growth in South Africa: A smooth transition regression (STR) analysis," MPRA Paper, University Library of Munich, Germany, number 73840, Sep.
• Dahem, Ahlem & Siala Guermazi, Fatma, 2016, "Exchange rate Pass-through and Monetary Policy in Transition Economy: Evidence from Tunisia with disaggregated VAR Analysis," MPRA Paper, University Library of Munich, Germany, number 74179, Sep.
• Motloja, Lehlohonolo & Makhoana, Tsholofelo & Kassoma, Rooyen & Houdman, Rozadian & Phiri, Andrew, 2016, "Changes in the optimal tax rate in South Africa prior and subsequent to the global recession period," MPRA Paper, University Library of Munich, Germany, number 74342, Oct.
• Nadeem, Sana & Munir, Kashif, 2016, "Energy Consumption and Economic Growth in Pakistan: A Sectoral Analysis," MPRA Paper, University Library of Munich, Germany, number 74569, Sep.
• Ali, Wajid & Munir, Kashif, 2016, "Testing Wagner versus Keynesian Hypothesis for Pakistan: The Role of Aggregate and Disaggregate Expenditure," MPRA Paper, University Library of Munich, Germany, number 74570, Sep.
• Mumtaz, Kinza & Munir, Kashif, 2016, "Dynamics of Twin Deficits in South Asian Countries," MPRA Paper, University Library of Munich, Germany, number 74592, Sep.
• Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan, 2016, "Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model," MPRA Paper, University Library of Munich, Germany, number 74618, Jul, revised 17 Oct 2016.
• Degiannakis, Stavros & Potamia, Artemis, 2016, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data," MPRA Paper, University Library of Munich, Germany, number 74670, Jan.
• Bua, Giovanna & Trecroci, Carmine, 2016, "International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?," MPRA Paper, University Library of Munich, Germany, number 74771, Oct.
• Phiri, Andrew, 2016, "Asymmetries in the revenue-expenditure nexus: New evidence from South Africa," MPRA Paper, University Library of Munich, Germany, number 75224, Nov.
• Ko, Jun-Hyung & Funashima, Yoshito, 2016, "On the Sources of the Feldstein-Horioka Puzzle across Time and Frequencies," MPRA Paper, University Library of Munich, Germany, number 75297, Nov.
• Jiranyakul, Komain, 2016, "Identifying the Effects of Monetary Policy Shock on Output and Prices in Thailand," MPRA Paper, University Library of Munich, Germany, number 75708, Dec.
• Apicella, Giovanna & Dacorogna, Michel M, 2016, "A General framework for modelling mortality to better estimate its relationship with interest rate risks," MPRA Paper, University Library of Munich, Germany, number 75788, Jul.
• Ramu M R, Anantha & Gayithri, K, 2016, "Fiscal deficit composition and economic growth relation in India: A time series econometric analysis," MPRA Paper, University Library of Munich, Germany, number 76304, Jan, revised 08 Sep 2016.
• Huseynov, Salman & Mammadov, Fuad, 2016, "A small scale forecasting and simulation model for Azerbaijan (FORSAZ)," MPRA Paper, University Library of Munich, Germany, number 76348, Nov.
• Mabrouki, Mohamed, 2016, "The sense of causality between growth and economic development: an essay on VAR modeling in the case of Tunisia," MPRA Paper, University Library of Munich, Germany, number 76427, Oct.
• Moussir, Charaf-Eddine & Tabit, Safaa, 2016, "Diversification des exportations et transformation structurelle au Maroc: Quel rôle pour les IDE ?
  [Export Diversification and Structural Transformation in Morocco: What Role for FDI?]," MPRA Paper, University Library of Munich, Germany, number 76582.
• KPEMOUA, Palakiyèm, 2016, "Croissance agricole, transformation locale des ressources naturelles et industrialisation au Togo
  [Agricultural growth, local transformation of natural resources and industrialization in Togo]," MPRA Paper, University Library of Munich, Germany, number 77383, Nov, revised 21 Dec 2016.
• KPEMOUA, Palakiyèm, 2016, "La Dette Exterieure Handicape T’Elle La Croissance Economique Du Togo ?
  [Is External Debt A Brake On Togo’S Economic Growth?]," MPRA Paper, University Library of Munich, Germany, number 77403, Aug, revised 09 Jan 2017.
• LAOURARI, Imène & GASMI, Farid, 2016, "The impact of real oil revenues fluctuations on economic growth in Algeria: evidence from 1960-2015 data," MPRA Paper, University Library of Munich, Germany, number 77590, Oct.
• KPEMOUA, Palakiyem, 2016, "Analyse Du Lien Entre Les Emissions De Co2, Leur Restriction Et La Croissance Economique Du Togo
  [Analysis Of The Nexus Between Co2 Emission, Their Restriction And Economic Growth Of Togo]," MPRA Paper, University Library of Munich, Germany, number 77624, Sep, revised 10 Oct 2016.
• Mesagan, Ekundayo P. & Ezeji, Amarachi C., 2016, "The Role of Social and Economic Infrastructure in Manufacturing Sector Performance in Nigeria," MPRA Paper, University Library of Munich, Germany, number 78310, Dec.
• Shijaku, Gerti, 2016, "Does bank competition affect bank stability after the global financial crisis?," MPRA Paper, University Library of Munich, Germany, number 79084, Nov.
• Shijaku, Gerti, 2016, "Foreign currency lending in Albania," MPRA Paper, University Library of Munich, Germany, number 79087.
• Shijaku, Gerti, 2016, "The role of money as an important pillar for monetary policy: the case of Albania," MPRA Paper, University Library of Munich, Germany, number 79088.
• Heidari, Hassan & Babaei Balderlou, Saharnaz & Ebrahimi Torki, Mahyar, 2016, "بررسی اثرگذاری واردات کالاهای مصرفی، واسطه‌ای و سرمایه‌ای در روند انتقال نوسانات قیمت نفت خام به بخش صنعت و معدن در ایران
  [Effects of the Import of Consumption, Intermediate and Capital Goods on Transmission of Crude Oil Price Volatility to the In," MPRA Paper, University Library of Munich, Germany, number 79236, Nov.
• MAO TAKONGMO, Charles Olivier, 2016, "Government spending, GDP and exchange rate in Zero Lower Bound: measuring causality at multiple horizons," MPRA Paper, University Library of Munich, Germany, number 79703, Jul, revised 02 Jun 2017.
• Mirdala, Rajmund, 2016, "Effects of Fiscal Policy Shocks in the Euro Area (Lessons Learned from Fiscal Consolidation)," MPRA Paper, University Library of Munich, Germany, number 79920, Dec.
• Degiannakis, Stavros, 2016, "The one-trading-day-ahead forecast errors of intra-day realized volatility," MPRA Paper, University Library of Munich, Germany, number 80163, Jan.
• Karim Hashmi, Rimsha & Qayyum, Abdul, 2016, "Estimating the Long-Run Creditworthiness of Pakistan," MPRA Paper, University Library of Munich, Germany, number 85553, revised 2017.
• Otero, Karina V., 2016, "Intensity of default in sovereign bonds: Estimation of an unobservable process," MPRA Paper, University Library of Munich, Germany, number 86782.
• Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Vouldis, Angelos T., 2016, "Non-Performing Loans (ΝPLs) in a Crisis Economy: Long-Run Equilibrium Analysis with a Real-Time VEC Model for Greece (2001-2015)," MPRA Paper, University Library of Munich, Germany, number 90000.
• Skrypnik, Dmitriy, 2016, "A Macroeconomic Model of the Russian Economy," MPRA Paper, University Library of Munich, Germany, number 93506, Sep.
• Mansur, Alfan & Syaifullah, Syaifullah, 2016, "Membangun Kredibilitas Kebijakan Moneter Melalui Suku Bunga Acuan Baru
  [Improving Credibility of Monetary Policy through A New Policy Rate]," MPRA Paper, University Library of Munich, Germany, number 93938, Jun, revised 14 Sep 2016.
• Itumeleng More & Goodness C. Aye, 2016, "Effect of Social Infrastructure Investment on Economic Growth and Inequality in South Africa: A SEM Approach," Working Papers, University of Pretoria, Department of Economics, number 201601, Feb.
• Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2016, "Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries," Working Papers, University of Pretoria, Department of Economics, number 201605, Jan.
• Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel A. Ozdemir & Hakan Yetkiner, 2016, "LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index," Working Papers, University of Pretoria, Department of Economics, number 201606, Feb.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2016, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Working Papers, University of Pretoria, Department of Economics, number 201609, Feb.
• Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016, "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers, University of Pretoria, Department of Economics, number 201619, Mar.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden, 2016, "Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201620, Mar.
• Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016, "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers, University of Pretoria, Department of Economics, number 201643, Jun.
• Mehmet Balcilar & İsmail H. Genç & Rangan Gupta, 2016, "The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201644, Jun.
• Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 201647, Jun.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016, "The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201653.
• Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016, "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201656, Jul.
• Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis, 2016, "Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201661, Aug.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016, "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers, University of Pretoria, Department of Economics, number 201666, Sep.
• Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016, "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201667, Sep.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2016, "Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201668, Sep.
• Yoseph Yilma Getachew, 2016, "Credit Constraints, Growth and Inequality Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201672, Oct.
• Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2016, "Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201673, Oct.
• Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong, 2016, "Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models," Working Papers, University of Pretoria, Department of Economics, number 201674, Oct.
• Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016, "The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201681, Nov.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta & Chi Keung Marco Lau, 2016, "Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs," Working Papers, University of Pretoria, Department of Economics, number 201688, Dec.
• Daniela Spiesova, 2016, "Prediction of Emission Allowances Spot Prices Volatility with the Use of GARCH Models," ACTA VSFS, University of Finance and Administration, volume 10, issue 1, pages 66-79.
• Hacer Simay Karaalp-Orhan & Orhan Sevcan Günes, 2016, "The Effect of Foreign Trade on Real Wages: The Case of Turkey," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 4, pages 411-426, DOI: 10.18267/j.pep.559.
• Petr Maleček & Ota Melcher, 2016, "Cross-Border Effects of Car Scrapping Schemes: The Case of the German Car Scrapping Programme and its Effects on the Czech Economy," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 5, pages 560-576, DOI: 10.18267/j.pep.567.
• Bariş Gök & Abdurrahman Nazif Çatik, 2016, "Is There Any Time-Varying Relationship between Fiscal and Trade Deficits in Turkey?," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 5, pages 607-616, DOI: 10.18267/j.pep.577.
• Łukasz Goczek & Dagmara Mycielska, 2016, "Euro Dominance Hypothesis and Monetary Policy Independence the Czech Perspective," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 6, pages 655-670, DOI: 10.18267/j.pep.584.
• Rajmund Mirdala & Júlia Ďurčová, 2016, "Priepustnosť menových kurzov nových členských krajín Európskej unie
  [Exchange Rate Pass-Through to Domestic Prices in New EU Member Countries]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 4, pages 377-404, DOI: 10.18267/j.polek.1077.
• Damian Stelmasiak & Grzegorz Szafrański, 2016, "Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 1, pages 21-42, March.
• Jacek Osiewalski & Krzysztof Osiewalski, 2016, "Hybrid MSV-MGARCH Models – General Remarks and the GMSF-SBEKK Specification," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 4, pages 241-271, December.
• Supachoke Thawornkaiwong, 2016, "Simplified Spectral Analysis and Linear Filters for Analysis of Economic Time Series," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 25, Apr.
• 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.