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

• Thomas Flavin & Dolores Lagoa-Varela, 2016, "Are Banking Shocks Contagious? Evidence from the Eurozone," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n268-16.pdf.
• zamanzadeh, hamid & jalali, Ahmad, 2016, "The Effects of Liquidity Components on Output and Prices: A VECMX Approach," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 27, pages 1-27, April.
• Jafari Samimi, Ahmad & Gholami, Zeinab & , & ,, 2016, "The Effect of Monetary Policy and Banking Credits on Gross Domestic Product in Iran: A Threshold VAR Approach," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 29, pages 373-404, October.
• Badri, Ahmad & Zamanzadeh, Hamid, 2016, "The Role of Unbalanced Balance Sheet of Banking System in Creating the Puzzle of Interest Rate, Inflation and Liquidity Growth: Evidence from Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 2, pages 173-191, April.
• Gulnihal Aksoy & Don Bredin & Deirdre Corcoran & Stilianos Fountas, 2016, "Relative Price Dispersion and In flation: Evidence for the UK and the US," Discussion Paper Series, Department of Economics, University of Macedonia, number 2016_05, Dec, revised Dec 2016.
• Aleksandra Hałka & Karol Szafranek, 2016, "Whose Inflation Is It Anyway? Inflation Spillovers Between the Euro Area and Small Open Economies," Eastern European Economics, Taylor & Francis Journals, volume 54, issue 2, pages 109-132, March, DOI: 10.1080/00128775.2015.1126788.
• Annari De Waal & Reneé van Eyden, 2016, "The Impact of Economic Shocks in the Rest of the World on South Africa: Evidence from a Global VAR," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 3, pages 557-573, March, DOI: 10.1080/1540496X.2015.1103141.
• Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2016, "The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 3, pages 674-689, March, DOI: 10.1080/1540496X.2014.998564.
• Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016, "In search of the Euro Area Fiscal Stance," Working Papers, University of Milano-Bicocca, Department of Economics, number 324, Feb, revised 24 Feb 2016.
• Claudio, Morana, 2016, "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Papers, University of Milano-Bicocca, Department of Economics, number 330, Feb, revised 24 Feb 2016.
• Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016, "PIIGS in the Euro Area. An Empirical DSGE Model," Working Papers, University of Milano-Bicocca, Department of Economics, number 331, Mar, revised 11 Mar 2016.
• Giovanni, Tonini, 2016, "Dalle motivazioni alla soddisfazione: come i turisti russi giudicano l'Italia," Working Papers, University of Milano-Bicocca, Department of Economics, number 346, Jul, revised 15 Jul 2016.
• Emanuele BACCHIOCCHI & Andrea BASTIANIN & Alessandro MISSALE & Eduardo ROSSI, 2016, "Structural Analysis With Mixed Frequency: Monetary Policy, Uncertainty And Gross Capital Flows," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2016-11, Nov.
• Andrea BASTIANIN & Alessandro LANZA & Matteo MANERA, 2016, "Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2016-14, Nov.
• Tomasz Wozniak, 2016, "Rare Events and Risk Perception: Evidence from Fukushima Accident," Department of Economics - Working Papers Series, The University of Melbourne, number 2021, Apr.
• William Gatt, 2016, "Time variation, asymmetry and threshold effect in Malta's Phillips curve," CBM Working Papers, Central Bank of Malta, number WP/02/2016.
• Zsuzsanna Hosszú, 2016, "The impact of credit supply shocks and a new FCI based on a FAVAR approach," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2016/1.
• Eric Hillebrand & Søren Johansen & Torben Schmith, 2015, "Data revisions and the statistical relation of global mean sea-level and temperature," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-23, May.
• Matei Demetrescu & Christoph Hanck & Robinson Kruse, 2016, "Fixed-b Inference in the Presence of Time-Varying Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-01, Jan.
• Yunus Emre Ergemen, 2016, "System Estimation of Panel Data Models under Long-Range Dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-02, Jan.
• Bent Jesper Christensen & Rasmus T. Varneskov, 2016, "Dynamic Global Currency Hedging," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-03, Jan.
• Markku Lanne & Jani Luoto, 2016, "Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-04, Jan.
• Gustavo Fruet Dias & Cristina M. Scherrer & Fotis Papailias, 2016, "Volatility Discovery," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-07, Feb.
• Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2016, "Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-10, Apr.
• Søren Johansen & Morten Ørregaard Nielsen, 2016, "The cointegrated vector autoregressive model with general deterministic terms," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-22, Jul.
• Gustavo Fruet Dias & Marcelo Fernandes & Cristina M. Scherrer, 2016, "Component shares in continuous time," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-25, Sep.
• Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou, 2016, "Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-29, Oct.
• Morten Ørregaard Nielsen & Sergei S. Shibaev, 2016, "Forecasting daily political opinion polls using the fractionally cointegrated VAR model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-30, Sep.
• Wenshou Yan, 2016, "Political Economy of Trade and Storage Policies Coordination, and the Role of Domestic Public Storage in the World Market," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2016-16, Nov.
• Alban Moura, 2016, "The Effects of Government Spending Endogeneity on Estimated Multipliers in the U.S," Annals of Economics and Statistics, GENES, issue 121-122, pages 359-384, DOI: 10.15609/annaeconstat2009.121-122.3.
• Luc Bauwens & Manuela Braione & Giuseppe Storti, 2016, "Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices," Annals of Economics and Statistics, GENES, issue 123-124, pages 103-134, DOI: 10.15609/annaeconstat2009.123-124.0.
• Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2016, "Gauging Liquidity Risk in Emerging Market Bond Index Funds," Annals of Economics and Statistics, GENES, issue 123-124, pages 247-269, DOI: 10.15609/annaeconstat2009.123-124.0.
• Jérôme Lahaye, 2016, "Currency Risk: Comovements and Intraday Cojumps," Annals of Economics and Statistics, GENES, issue 123-124, pages 53-76, DOI: 10.15609/annaeconstat2009.123-124.0.
• María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2016, "Public debt and economic growth: An empirical evaluation," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 16-06, Jun.
• Emilian Dobrescu, 2016, "LINS Curve in Romanian Economy," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue 41, pages 136-136, February.
• Hichem AYAD, 2016, "Poverty, Inequality And Economic Growth In Algeria: An Ardl Approach," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 1-20, JULY.
• Besa SHAHINI, 2016, "Financial Constraints Of Small And Medium Enterprises: Case Of Albania," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 21-34, JULY.
• Adrian R. Bell & Chris Brooks & Nick Taylor, 2016, "Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 10, issue 1, pages 5-30, january, DOI: 10.1007/s11698-014-0120-z.
• Magali Jaoul-Grammare & Faustine Perrin, 2016, "Economic and Demographic Interactions in Post World War France: A Gendered Approach," Working Papers, Association Française de Cliométrie (AFC), number 10-16.
• George Tweneboah & Daniel Agyapong & Siaw Frimpong, 2016, "Economic Integration and Exchange Rate Dynamics in the West African Monetary Zone," The African Finance Journal, Africagrowth Institute, volume 18, issue 1, pages 53-76.
• Ihle, Rico & von Cramon-Taubadel, Stephan, 2016, "Semiparametric insights into price dynamics in Tanzanian maize markets," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia, African Association of Agricultural Economists (AAAE), number 249329, Sep, DOI: 10.22004/ag.econ.249329.
• Karali, Berna & Isengildina-Massa, Olga & Irwin, Scott H. & Adjemian, Michael K., 2016, "Changes in Informational Value and the Market Reaction to USDA Reports in the Big Data Era," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235580, May, DOI: 10.22004/ag.econ.235580.
• Kim, Man-Keun & Tejeda, Hernan & Wright, Jeffrey, 2016, "Price Discovery in the U.S. Milled Rice Markets using a Cluster Analysis and Tournament," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235725, Jul, DOI: 10.22004/ag.econ.235725.
• Cruz, Jose Cesar Jr. & Silveira, Rodrigo L. F. & Capitani, Daniel H. D. & Urso, Fabiana S. P. & Martines, Joao G. Filho, , "The effect of Brazilian corn and soybean crop expansion on price and volatility transmission," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236127, DOI: 10.22004/ag.econ.236127.
• Jha, Jaya & Roe, Terry L., 2016, "U.S. Agricultural Export Competitiveness and Export Market Diversification," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236250, May, DOI: 10.22004/ag.econ.236250.
• Kouyate, Carolin & von Cramon-Taubadel, Stephan & Fofana, Ismael, 2016, "Proximity and price co-movement in West African rice markets," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, volume 11, issue 3, DOI: 10.22004/ag.econ.245937.
• Santeramo, Fabio Gaetano & von Cramon-Taubadel, Stephan, None, "On perishability and Vertical Price Transmission: empirical evidences from Italy," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), volume 5, issue 2, DOI: 10.22004/ag.econ.276277.
• Bastianin, Andrea & Lanza, Alessandro & Manera, Matteo, , "Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market," EIA: Climate Change: Economic Impacts and Adaptation, Fondazione Eni Enrico Mattei (FEEM), number 250258, DOI: 10.22004/ag.econ.250258.
• Bastianin, Andrea & Conti, Francesca & Manera, Matteo, , "The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 230682, DOI: 10.22004/ag.econ.230682.
• Behmiri, Niaz Bashiri & Manera, Matteo & Nicolini, Marcella, , "Understanding Dynamic Conditional Correlations between Commodities Futures Markets," ESP: Energy Scenarios and Policy, Fondazione Eni Enrico Mattei (FEEM), number 232223, DOI: 10.22004/ag.econ.232223.
• Morana, Claudio, , "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," ESP: Energy Scenarios and Policy, Fondazione Eni Enrico Mattei (FEEM), number 232925, DOI: 10.22004/ag.econ.232925.
• Popiel, Michal, 2016, "Interest rate pass-through: a nonlinear vector error-correction approach," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274678, Feb, DOI: 10.22004/ag.econ.274678.
• Johansen, Soren & Orregaard Nielsen, Morten, 2016, "The cointegrated vector autoregressive model with general deterministic terms," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274689, Jul, DOI: 10.22004/ag.econ.274689.
• Filho, Moisés de Andrade Resende & Souza, Karina Junqueira de & Lima, Luís Cristóvão Ferreira, None, "Crises de Segurança do Alimento e a Demanda por Carnes no Brasil," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 54, issue 3, pages 1-24, DOI: 10.22004/ag.econ.249722.
• Kim, Man-Keun & Tejeda, Hernan & Yu, T. Edward, 2016, "Dynamic and Spatial Relationships in US Rice Markets," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 229784, Feb, DOI: 10.22004/ag.econ.229784.
• Trupkin, Danilo, 2016, "Monetary policy and asymmetries in the Argentine business cycle," Revista de Economía Política de Buenos Aires, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), issue 15, pages 99-122, December.
• Pinar Karahan & Nilgun Caglairmak Uslu, 2016, "The Relationship between Credit Volume and Current Account Deficit: A Dynamic Analysis for Turkey," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 2, issue 1, pages 31-40, June, DOI: 10.22440/EconWorld.J.2016.2.1.PK.00.
• Pinar Karahan & Nilgun Caglairmak Uslu, 2016, "Kredi Hacmi Ile Cari Acik Arasindaki Iliski: Turkiye Icin Dinamik Bir Analiz," EconWorld Working Papers, WERI-World Economic Research Institute, number 16007, Oct, revised Oct 2016, DOI: 10.22440/EconWorld.WP.2016.007.
• Allin Cottrell & Riccardo (Jack) Lucchetti & Matteo Pelagatti, 2016, "Measures of variance for smoothed disturbances in linear state-space models: a clarification," gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 3, Jul.
• Esin Firuzan & Berhan Çoban, 2016, "Comparison of Cointegration Tests for Near Integrated Time Series Data with Structural Break," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 4, issue 1, pages 35-44, June, DOI: http://dx.doi.org/10.17093/aj.2016..
• Xiaohong Chen & Yin Jia Jeff Qiu, 2016, "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide," Annual Review of Economics, Annual Reviews, volume 8, issue 1, pages 259-290, October.
• Fernando J. Pérez Forero & Marco Vega, 2016, "Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs," Working Papers, Peruvian Economic Association, number 63, Feb.
• James Sampi, 2016, "High Dimensional Factor Models: An Empirical Bayes Approach," Working Papers, Peruvian Economic Association, number 75, Oct.
• Karen Davtyan, 2016, "“Income Inequality and Monetary Policy: An Analysis on the Long Run Relation”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201604, Apr, revised Apr 2016.
• Karen Davtyan, 2016, "“The Distributive effects of conventional and unconventional monetary policies”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201606, Apr, revised Apr 2016.
• Luca Barbaglia & Ines Wilms & Christophe Croux, 2016, "Commodity Dynamics: A Sparse Multi-class Approach," Papers, arXiv.org, number 1604.01224, Apr, revised Oct 2016.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2016, "Copula--based Specification of vector MEMs," Papers, arXiv.org, number 1604.01338, Apr.
• Siwat Nakmai, 2016, "Foreign exchange risk premia: from traditional to state-space analyses," Papers, arXiv.org, number 1605.08025, May.
• Tatsushi Oka & Pierre Perron, 2016, "Testing for Common Breaks in a Multiple Equations System," Papers, arXiv.org, number 1606.00092, Jun, revised Jan 2018.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2016, "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Papers, arXiv.org, number 1607.04532, Jul, revised Jul 2018.
• Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse VAR models," Papers, arXiv.org, number 1608.02740, Aug, revised Oct 2018.
• Gregor Kastner, 2016, "Sparse Bayesian time-varying covariance estimation in many dimensions," Papers, arXiv.org, number 1608.08468, Aug, revised Nov 2017.
• Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov, 2016, "Forecasting inflation in post-oil boom years: A case for non-linear models?," Working Papers, Central Bank of Azerbaijan Republic, number 1601, Apr.
• Salman Huseynov & Fuad Mammadov, 2016, "A small scale forecasting and simulation model for Azerbaijan (FORSAZ)," Working Papers, Central Bank of Azerbaijan Republic, number 1608, Nov.
• Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016, "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," CeMMAP working papers, Institute for Fiscal Studies, number 12/16, Mar, DOI: 10.1920/wp.cem.2016.1216.
• Lesya Buyak & Mariya Hryhorkiv, 2016, "Modelling Of The Possible Integration Consequences Of The Economy Of Ukraine Into The Economies Of The European Union Or Russia," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 1, DOI: 10.30525/2256-0742/2016-2-1-18-24.
• Lesya Buyak & Kristina Lipyanina, 2016, "Modelling Of Tourism Service Dynamics Under The Influence Of Economic Pattern Of Society," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 5, DOI: 10.30525/2256-0742/2016-2-5-30-34.
• Christian Calm¨¨s & Raymond Th¨¦oret, 2016, "The Asymmetric Impact of Portfolio Mix on Bank Performance over the Business Cycle: U.S. and Canadian Evidence," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 57-74, February.
• Vladimir Filipovski & Taki Fiti & Borce Trenovski, 2016, "Efficiency of the Fiscal Policy and the Fiscal Multipliers – The Case of the Republic of Macedonia," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 3-23.
• Piergiorgio Alessandri & Antonio M. Conti & Fabrizio Venditti, 2016, "The Financial Stability Dark Side of Monetary Policy," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1601, May.
• Rafael Doménech & Juan Ramón García & Camilo Ulloa, 2016, "The effects of wage flexibility on activity and employment in the Spanish economy," Working Papers, BBVA Bank, Economic Research Department, number 16/17, Nov.
• Rafael Domenech & Juan Ramon Garcia & Camilo Ulloa, 2016, "Los efectos de la flexibilidad salarial sobre el crecimiento y el empleo," Working Papers, BBVA Bank, Economic Research Department, number 16/05, Mar.
• Laurent Ferrara & Pierre Guérin, 2016, "What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks," Staff Working Papers, Bank of Canada, number 16-25, DOI: 10.34989/swp-2017-25.
• Martin Kuncl, 2016, "Assessment of the Effects of Macroprudential Tightening in Canada," Staff Analytical Notes, Bank of Canada, number 16-12, DOI: 10.34989/san-2016-12.
• Derya AYSOY & Guray KUCUKKOCAOGLU, 2016, "The Effect of Foreign Exchange Interventions on Exchange Rate," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 10, issue 1, pages 65-94.
• Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2016, "A spectral EM algorithm for dynamic factor models," Working Papers, Banco de España, number 1619, Sep.
• María Dolores Gadea & Ana Gómez-Loscos & Antonio Montañés, 2016, "Oil price and economic growth: a long story?," Working Papers, Banco de España, number 1625, Oct.
• Ricardo Gimeno & Eva Ortega, 2016, "The evolution of inflation expectations in euro area markets," Working Papers, Banco de España, number 1627, Nov.
• Pablo Burriel & Alessandro Galesi, 2016, "Uncovering the heterogeneous effects of ecb unconventional monetary policies across euro area countries," Working Papers, Banco de España, number 1631, Dec.
• Alessio Anzuini & Martina Cecioni & Stefano Neri, 2016, "Determinants of the movements in the euro-dollar exchange rate during the sovereign debt crisis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 305, Jan.
• Alessio Ciarlone & Andrea Colabella, 2016, "Spillovers of the ECB's non-standard monetary policy into CESEE economies," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 351, Sep.
• Alessio Anzuini & Francesca Brusa, 2016, "Carry trades and exchange rate volatility: a TVAR approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1046, Jan.
• Garcés Díaz Daniel, 2016, "Changes in Inflation Predictability in Major Latin American Countries," Working Papers, Banco de México, number 2016-20, Dec.
• Daniel Mariño Ustacara & Luis Fernando Melo Velandia, 2016, "Regresión Cuantílica Dinámica para la Medición del Valor en Riesgo: una Aplicación a Datos Colombianos," Borradores de Economia, Banco de la Republica de Colombia, number 939, May, DOI: 10.32468/be.939.
• Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia & Jorge Luis Hurtado-Guarin, 2016, "Stock Market Volatility Spillovers: Evidence for Latin America," Borradores de Economia, Banco de la Republica de Colombia, number 943, May, DOI: 10.32468/be.943.
• Jair N. Ojeda-Joya & Gloria Sarmiento, 2016, "Sovereign Risk and the Real Exchange Rate: A Non-Linear Approach," Borradores de Economia, Banco de la Republica de Colombia, number 970, Nov, DOI: 10.32468/be.970.
• Daniel Mariño-Ustacara & Luis Fernando Melo-Velandia, 2016, "Relación entre los valores en riesgo de los principales mercados financieros colombianos: un enfoque a través de modelos multivariados de regresión cuantílica," Borradores de Economia, Banco de la Republica de Colombia, number 975, Dec, DOI: 10.32468/be.975.
• Alessio Ciarlone & Andrea Colabella, 2016, "Spillovers of the ECB's non-standard monetary policy into CESEE economies," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 34, issue 81, pages 175-190, December, DOI: 10.1016/j.espe.2016.09.001.
• Dzmitry Kruk, 2016, "SVAR Approach for Extracting Inflation Expectations Given Severe Monetary Shocks: Evidence from Belarus," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 39, Dec.
• Patrick F ve & Jean-Guillaume Sahuc, 2016, "In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area," Working papers, Banque de France, number 585.
• Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2016, "Does the volatility of commodity prices reflect macroeconomic uncertainty ?," Working papers, Banque de France, number 607.
• S. Fries & Jean-Stéphane Mésonnier & Sarah Mouabbi & Jean-Paul Renne, 2016, "National natural rates of interest and the single monetary policy in the Euro Area," Working papers, Banque de France, number 611.
• Majid M. Al-Sadoon, 2015, "Testing Subspace Granger Causality," Working Papers, Barcelona School of Economics, number 850, Nov.
• Majid M. Al-Sadoon, 2016, "The Linear Systems Approach to Linear Rational Expectations Models," Working Papers, Barcelona School of Economics, number 875, Feb.
• Mihai Nitoi & Maria Miruna Pochea, 2016, "Productivity clustering and growth in Central and Eastern Europe," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 16, issue 2, pages 132-151.
• Cornelis Gardebroek & Manuel A. Hernandez & Miguel Robles, 2016, "Market interdependence and volatility transmission among major crops," Agricultural Economics, International Association of Agricultural Economists, volume 47, issue 2, pages 141-155, March.
• Rod Tyers & Aaron Walker, 2016, "Quantifying Australia's ‘Three-Speed’ Boom," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 49, issue 1, pages 20-43, March.
• K. Peren Arin & Peter H. Helles & Murat Koyuncu & Otto F. M. Reich, 2016, "Should We Care About The Composition Of Tax-Based Stimulus Packages?," Contemporary Economic Policy, Western Economic Association International, volume 34, issue 3, pages 430-445, July.
• Carolin Kouyaté & Stephan Cramon-Taubadel, 2016, "Distance and Border Effects on Price Transmission: A Meta-analysis," Journal of Agricultural Economics, Wiley Blackwell, volume 67, issue 2, pages 255-271, June.
• Alexander Chudik & M. Hashem Pesaran, 2016, "Theory And Practice Of Gvar Modelling," Journal of Economic Surveys, Wiley Blackwell, volume 30, issue 1, pages 165-197, February.
• Helmut Lütkepohl & Anton Velinov, 2016, "Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions Via Heteroskedasticity," Journal of Economic Surveys, Wiley Blackwell, volume 30, issue 2, pages 377-392, April.
• Saverio M. Fratini & Alessia Naccarato, 2016, "The Gravitation of Market Prices as A Stochastic Process," Metroeconomica, Wiley Blackwell, volume 67, issue 4, pages 698-716, November.
• Markku Lanne & Henri Nyberg, 2016, "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 4, pages 595-603, August.
• Sabine Klinger & Enzo Weber, 2016, "Decomposing Beveridge Curve Dynamics By Correlated Unobserved Components," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 6, pages 877-894, December.
• Boris Blagov & Michael Funke, 2016, "The Credibility of Hong Kong's Currency Board System: Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 6, pages 895-914, December.
• Hyunju Kang & Bok-Keun Yu & Jongmin Yu, 2016, "Global Liquidity and Commodity Prices," Review of International Economics, Wiley Blackwell, volume 24, issue 1, pages 20-36, February.
• Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2016, "The World Is Not Enough! Small Open Economies and Regional Dependence," Scandinavian Journal of Economics, Wiley Blackwell, volume 118, issue 1, pages 168-195, January.
• Marc Klemp & Niels Framroze Møller, 2016, "Post-Malthusian Dynamics in Pre-Industrial Scandinavia," Scandinavian Journal of Economics, Wiley Blackwell, volume 118, issue 4, pages 841-867, October.
• PHIRI Andrew & NYONI Bothwell, 2016, "Re-Visting The Electricity-Growth Nexus In South Africa," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 11, issue 1, pages 97-111, April.
• Gualberto Zubieta Huaygua, 2016, "Análisis de los efectos de la inflación en el crecimiento económico: evidencia para la economía boliviana," Revista de Análisis del BCB, Banco Central de Bolivia, volume 24, issue 1, pages 9-47, June.
• André K. Anundsen, 2016, "Detecting imbalances in house prices: What goes up must come down?," Working Paper, Norges Bank, number 2016/11, Aug.
• Francesco Furlanetto & Ørjan Robstad, 2016, "Immigration and the macroeconomy: some new empirical evidence," Working Paper, Norges Bank, number 2016/18, Oct.
• Leif Anders Thorsrud, 2016, "Nowcasting using news topics. Big Data versus big bank," Working Paper, Norges Bank, number 2016/20, Dec.
• Leif Anders Thorsrud, 2016, "Words are the new numbers: A newsy coincident index of business cycles," Working Paper, Norges Bank, number 2016/21, Dec.
• Fabio Canova & Mehdi Hamidi Sahneh, 2016, "Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 2/2016, Feb.
• Leif Anders Thorsrud, 2016, "Words are the new numbers: A newsy coincident index of business cycles," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 4/2016, Feb.
• Leif Anders Thorsrud, 2016, "Nowcasting using news topics Big Data versus big bank," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 6/2016, Nov.
• Marko Melolinna & Máté Tóth, 2016, "Output gaps, inflation and financial cycles in the United Kingdom," Bank of England Staff Working Paper series, Bank of England, number 585, Feb.
• Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2016, "Tracking the slowdown in long-run GDP growth," Bank of England Staff Working Paper series, Bank of England, number 587, Apr.
• Ching-Wai (Jeremy) Chiu & Richard Harris & Evarist Stoja & Michael Chin, 2016, "Financial market volatility, macroeconomic fundamentals and investor sentiment," Bank of England Staff Working Paper series, Bank of England, number 608, Aug.
• Gabor Pinter, 2016, "The macroeconomic shock with the highest price of risk," Bank of England Staff Working Paper series, Bank of England, number 616, Sep.
• Chak Hung Jack Cheng & Ching-Wai (Jeremy) Chiu, 2016, "Nonlinearities of mortgage spreads over the business cycles," Bank of England Staff Working Paper series, Bank of England, number 634, Dec.
• Dimitrios P. Louzis, 2016, "Macroeconomic forecasting and structural changes in steady states," Working Papers, Bank of Greece, number 204, Mar.
• Martin Lukáčik & Karol Szomolányi & Adriana Lukáčiková, 2016, "Terms-of-Trade Shocks and Slovak Economy," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 19, issue 1, pages 10-19, DOI: 10.1515/acta-2016-0006.
• Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2016, "Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-17, Nov.
• Yun-Yeong kim, 2016, "Inference and Dynamic Analyses of Non-stationarity of Real Interest Rate (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 22, issue 1, pages 35-62, March.
• Jaebeom Kim & Jung-Min Kim, 2016, "Stock Returns and Mutual Fund Flows in the Korean Financial Market: A System Approach," Working Papers, Economic Research Institute, Bank of Korea, number 2016-3, Mar.
• M. E. Bontempi & R. Golinelli & M. Squadrani, 2016, "A New Index of Uncertainty Based on Internet Searches: A Friend or Foe of Other Indicators?," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1062, Mar.
• S. Heravi & J. Easaw & R. Golinelli, 2016, "Generalized State-Dependent Models: A Multivariate Approach," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1067, May.
• Huber Florian, 2016, "Forecasting exchange rates using multivariate threshold models," The B.E. Journal of Macroeconomics, De Gruyter, volume 16, issue 1, pages 193-210, January, DOI: 10.1515/bejm-2015-0032.
• Kimura Takeshi & Nakajima Jouchi, 2016, "Identifying conventional and unconventional monetary policy shocks: a latent threshold approach," The B.E. Journal of Macroeconomics, De Gruyter, volume 16, issue 1, pages 277-300, January, DOI: 10.1515/bejm-2015-0074.
• del Rosío Barajas-Escamilla María & Kia Amir & Sotomayor Maritza, 2016, "Concepts and Measurements of Economic Interdependence: The Case of the United States and Mexico," Global Economy Journal, De Gruyter, volume 16, issue 1, pages 63-90, March, DOI: 10.1515/gej-2015-0034.
• Wiriyawit Varang & Wong Benjamin, 2016, "Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 2, pages 141-157, April, DOI: 10.1515/snde-2015-0030.
• Stevanovic Dalibor, 2016, "Common time variation of parameters in reduced-form macroeconomic models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 2, pages 159-183, April, DOI: 10.1515/snde-2014-0064.
• Bekierman Jeremias & Gribisch Bastian, 2016, "Estimating stochastic volatility models using realized measures," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 3, pages 279-300, June, DOI: 10.1515/snde-2014-0113.
• Silvennoinen Annastiina & Teräsvirta Timo, 2016, "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 347-364, September, DOI: 10.1515/snde-2015-0033.
• Louzis Dimitrios P., 2016, "Steady-state priors and Bayesian variable selection in VAR forecasting," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 5, pages 495-527, December, DOI: 10.1515/snde-2015-0048.
• Härdle Wolfgang Karl & Silyakova Elena, 2016, "Implied basket correlation dynamics," Statistics & Risk Modeling, De Gruyter, volume 33, issue 1-2, pages 1-20, September, DOI: 10.1515/strm-2014-1176.
• Bogdan-Daniel, FLOROIU, 2016, "Var / Vec: Fdi – Net Exports Romania," Management Strategies Journal, Constantin Brancoveanu University, volume 31, issue 1, pages 27-36.
• Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016, "Bayesian Compressed Vector Autoregressions," Working Papers, Brandeis University, Department of Economics and International Business School, number 103, Mar.
• Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016, "Bayesian Compressed Vector Autoregressions," Working Papers, Brandeis University, Department of Economics and International Business School, number 103R, Mar, revised Apr 2016.
• Kamiar Mohaddes & Mehdi Raissi, 2016, "The U.S. Oil Supply Revolution and the Global Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1605, Jan.
• Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2016, "China’s Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1618, Mar.
• Xiaohong Chen & Oliver Linton & Stefan Schneeberger, 2016, "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1620, Mar.
• Kamiar Mohaddes & M. Hashem Pesaran, 2016, "Oil Prices and the Global Economy: Is It Different This Time Around?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1640, Jul.
• Dawit Senbet, 2016, "Measuring the Channels of Monetary Policy Transmission: A Factor-Augmented Vector Autoregressive (Favar) Approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 5, issue 2, pages 5-40.
• W. Robert Reed, 2016, "Univariate Unit Root Tests Perform Poorly When Data Are Cointegrated," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/01, Jan.
• W. Robert Reed & Aaron Smith, 2016, "A Time Series Paradox: Unit Root Tests Perform Poorly When Data Are Cointegrated," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/19, Sep.
• Pami Dua & Divya Tuteja, 2016, "Contagion in International Stock and Currency Markets During Recent Crisis Episodes," Working papers, Centre for Development Economics, Delhi School of Economics, number 258, Jul.
• Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016, "Testing part of a DSGE model by Indirect Inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/12, Dec.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016, "What is the truth about DSGE models? Testing by indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/14, Dec.
• Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016, "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/5, May.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2016, "Testing unemployment theories: A multivariate long memory approach," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 95-112, May.
• Guglielmo Maria Caporale & Mohamad Husam Helmi, 2016, "Islamic Banking, Credit and Economic Growth: Some Empirical Evidence," CESifo Working Paper Series, CESifo, number 5716.
• Mai Hassan & Friedrich Schneider, 2016, "Modelling the Egyptian Shadow Economy: A Currency Demand and A MIMIC Model Approach," CESifo Working Paper Series, CESifo, number 5727.
• Pablo Guerron-Quintana & Atsushi Inoue & Lutz Kilian, 2016, "Impulse Response Matching Estimators for DSGE Models," CESifo Working Paper Series, CESifo, number 5730.
• Atsushi Inoue & Lutz Kilian, 2016, "Joint Confidence Sets for Structural Impulse Responses," CESifo Working Paper Series, CESifo, number 5746.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016, "Macro News and Exchange Rates in the BRICS," CESifo Working Paper Series, CESifo, number 5748.
• Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Mohammad Tajik, 2016, "The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia," CESifo Working Paper Series, CESifo, number 5807.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016, "Exchange Rates and Macro News in Emerging Markets," CESifo Working Paper Series, CESifo, number 5816.
• Peter A. Zadrozny, 2016, "Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data," CESifo Working Paper Series, CESifo, number 5884.
• Peter A. Zadrozny, 2016, "Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI," CESifo Working Paper Series, CESifo, number 5897.
• Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo, 2016, "Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis," CESifo Working Paper Series, CESifo, number 5932.
• Kamiar Mohaddes & M. Hashem Pesaran, 2016, "Oil Prices and the Global Economy: Is it Different this Time Around?," CESifo Working Paper Series, CESifo, number 5992.
• Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016, "VAR Models with Non-Gaussian Shocks," Discussion Papers, Centre for Macroeconomics (CFM), number 1609, Feb.
• Gabor Pinter, 2016, "The Macroeconomic Shock with the Highest Price of Risk," Discussion Papers, Centre for Macroeconomics (CFM), number 1623, Aug, revised Apr 2017.
• Carlos Medel & Gilmour Camilleri & Hsiang-Ling Hsu & Stefan Kania & Miltiadis Touloumtzoglou, 2016, "Robustness in Foreign Exchange Rate Forecasting Models: Economics-Based Modelling After the Financial Crisis," Working Papers Central Bank of Chile, Central Bank of Chile, number 784, May.
• Maximilian Seyrich & Didier Sornette, 2016, "Micro-Foundation Using Percolation Theory of the Finite-Time Singular Behavior of the Crash Hazard Rate in a Class of Rational Expectation Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-03, Jan.
• Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel Abidin Ozdemir & I. Hakan Yetkiner, 2016, "A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-05, Feb.
• Elena Andreou & Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2016, "Is Industrial Production Still the Dominant Factor for the US Economy?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-11, Feb.
• Damir Filipović & Martin Larsson & Anders B. Trolle, 2016, "On the Relation between Linearity-Generating Processes and Linear-Rational Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-23, Mar.
• Damien Ackerer & Damir Filipović & Sergio Pulido, 2016, "The Jacobi Stochastic Volatility Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-35, May, revised Jun 2016.
• Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2016, "Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-46, Jul.
• Stéphane Lhuissier & Fabien Tripier, 2016, "Do Uncertainty Shocks Always Matter for Business Cycles?," Working Papers, CEPII research center, number 2016-19, Aug.
• Imen Dakhlaoui & Chaker Aloui, 2016, "The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets," International Economics, CEPII research center, issue 146, pages 141-157.
• Babajide Fowowe & Mohammed Shuaibu, 2016, "Dynamic spillovers between Nigerian, South African and international equity markets," International Economics, CEPII research center, issue 148, pages 59-80.
• Dalibor Stevanovic & Rachidi Kotchoni, 2016, "Prévision de l’activité économique au Québec," CIRANO Project Reports, CIRANO, number 2016rp-08, Jun.
• Alain Hecq & Jan P.A.M. Jacobs & Michalis P. Stamatogiannis, 2016, "Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions," CIRANO Working Papers, CIRANO, number 2016s-01, Jan.
• Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2016, "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers, CIRANO, number 2016s-55, Oct.
• Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2016, "Canadian monetary policy analysis using a structural VARMA model," Canadian Journal of Economics, Canadian Economics Association, volume 49, issue 1, pages 347-373, February, DOI: 10.1111/caje.12200.
• Apostolos Serletis & Libo Xu, , "Volatility and a Century of Energy Markets Dynamics," Working Papers, Department of Economics, University of Calgary, number 2016-29, revised 28 Jan 2016.
• Magdalena RADULESCU & Logica BANICA & Tatiana ZAMFIROIU (PAUN), 2016, "Foreign Direct Investments And Their Non-Traditional Quality Factors. A Var Analysis In Romania And Bulgaria," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 10, pages 123-133, April.
• Neda Popovska-Kamnar & Miso Nikolov & Artan Sulejmani, 2016, "Determinants Of The International Reserves In The Republic Of Macedonia," Journal Articles, Center For Economic Analyses, pages 51-61, December.
• Carolina Pagliacci, 2016, "Are We Ignoring Supply Shocks? A Proposal for Monitoring Cyclical Fluctuations," Documentos de Investigación - Research Papers, CEMLA, number 21, Apr.