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

2015

• Harun Öztürkler & Fatih Demir & Serhat Yılmaz, 2015, "Crude Oil Price Pass-Through to Domestic Prices in Turkey: Asymmetric Nonlinear ARDL Approach," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 256.
• M. Fatih Ekinci & Fatma Pınar Erdem & Zübeyir Kılınç, 2015, "How Important Are Nominal Shocks For Real Exchange Rate Fluctuations? Evidence From Inflation Targeting Emerging Market Economies," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 286.
• Mehmet Songur, 2015, "Ricardocu Maliye Politikası ve Fiyat Düzeyinin Mali Teorisi: Türkiye Örneği (1975-2014)," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 63.
• Benedetto Manganelli & Francesco Tajani, 2015, "Macroeconomic Variables and Real Estate in Italy and in the usa," SCIENZE REGIONALI, FrancoAngeli Editore, volume 2015, issue 3, pages 31-48.
• Roberto Gabriele & Enrico Tundis, 2015, "Contesto regionale, struttura economica e impatto delle politiche regionali: il caso degli alberghi in Trentino," SCIENZE REGIONALI, FrancoAngeli Editore, volume 2015, issue 3 Suppl., pages 37-59.
• Michael Pedersen, 2015, "Propagation of Shocks to Food and Energy Prices: A Cross-Country Analysis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 4, pages 272-289, August.
• Volha Audzei & Frantisek Brazdik, 2015, "Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 5, pages 391-410, October.
• Sercan Demiralay & Selcuk Bayraci, 2015, "Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 5, pages 411-430, October.
• Hana Hejlova, 2015, "The Role of Covered Bonds in Explaining House Price Dynamics in Spain," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2015/17, Jun, revised Jun 2015.
• Jozef Barunik & Barbora Malinska, 2015, "Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2015/25, Nov, revised Nov 2015.
• Andrea Bastianin & Matteo Manera, 2015, "Oil and Macroeconomic Uncertianty," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, June.
• Andrea Bastianin & Matteo Manera, 2015, "How Does Stock Market Volatility React to Oil Shocks?," Working Papers, Fondazione Eni Enrico Mattei, number 2014.110, Jan.
• Claire Gavard & Djamel Kirat, 2015, "Flexibility in the Market for International Carbon Credits and Price. Dynamics Difference with European Allowances," Working Papers, Fondazione Eni Enrico Mattei, number 2015.03, Jan.
• Andrea Bastianin & Francesca Conti & Matteo Manera, 2015, "The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries," Working Papers, Fondazione Eni Enrico Mattei, number 2015.99, Oct.
• Gesteira Costa, Marcos & Carrasco-Gutierrez, Carlos Enrique, 2015, "Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 69, issue 3, September.
• Stanislav Anatolyev & Nikolay Gospodinov & Ibrahim Jamali & Xiaochun Liu, 2015, "Foreign exchange predictability during the financial crisis: implications for carry trade profitability," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-6, Aug.
• Stanislav Anatolyev & Nikolay Gospodinov, 2015, "Multivariate return decomposition: theory and implications," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-7, Aug.
• Doron Avramov & Satadru Hore, 2015, "Cross-Sectional Factor Dynamics and Momentum Returns," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 15-2, Oct.
• Davide Debortoli & Jinill Kim & Jesper Lindé & Ricardo Nunes, 2015, "Designing a simple loss function for the Fed: does the dual mandate make sense?," Working Papers, Federal Reserve Bank of Boston, number 15-3, Mar.
• Joshua C. C. Chan & Todd E. Clark & Gary Koop, 2015, "A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1520, Oct, DOI: 10.26509/frbc-wp-201520.
• Amy Y. Guisinger & Ruben Hernandez-Murillo & Michael T. Owyang & Tara M. Sinclair, 2015, "A State-Level Analysis of Okun’s Law," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1523, Oct, DOI: 10.26509/frbc-wp-201523.
• Ruben Hernandez-Murillo & Michael T. Owyang & Margarita Rubio, 2015, "Clustered Housing Cycles," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1524, Oct, DOI: 10.26509/frbc-wp-201524.
• Kurt Graden Lunsford, 2015, "Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1528, Dec, DOI: 10.26509/frbc-wp-201528.
• Richard Ashley & Randal J. Verbrugge, 2015, "Persistence Dependence in Empirical Relations: The Velocity of Money," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1530, Dec, DOI: 10.26509/frbc-wp-201530.
• Michele Ca' Zorzi & Jakub Muck & Michal Rubaszek, 2015, "Real exchange rate forecasting and ppp: this time the random walk loses," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 229, Mar, DOI: 10.24149/gwp229.
• Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2015, "Fair weather or foul? the macroeconomic effects of El Niño," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 239, May, DOI: 10.24149/gwp239.
• Kamiar Mohaddes & M. Hashem Pesaran, 2015, "Country-specific oil supply shocks and the global economy: a counterfactual analysis," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 242, May, DOI: 10.24149/gwp242.
• Michael D. Plante, 2018, "OPEC in the News," Working Papers, Federal Reserve Bank of Dallas, number 1802, Feb, DOI: 10.24149/wp1802.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015, "Leveraged bubbles," Working Paper Series, Federal Reserve Bank of San Francisco, number 2015-10, Aug, DOI: 10.24148/wp2015-10.
• Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2015, "Nowcasting Indonesia," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-100, Nov, DOI: 10.17016/FEDS.2015.100.
• Mark Bognanni & Edward P. Herbst, 2015, "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-116, Dec, DOI: 10.17016/FEDS.2015.116.
• Dong Hwan Oh & Andrew J. Patton, 2015, "High-Dimensional Copula-Based Distributions with Mixed Frequency Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-50, May, DOI: 10.17016/FEDS.2015.050.
• Dong Hwan Oh & Andrew J. Patton, 2015, "Modelling Dependence in High Dimensions with Factor Copulas," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-51, May, DOI: 10.17016/FEDS.2015.051.
• Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015, "Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-66, Aug, DOI: 10.17016/FEDS.2015.066.
• Alessandro Barbarino & Efstathia Bura, 2015, "Forecasting with Sufficient Dimension Reductions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-74, Sep, DOI: 10.17016/FEDS.2015.074.
• Zeynep Senyuz & Emre Yoldas, 2015, "Financial Stress and Equilibrium Dynamics in Money Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-91, Aug, DOI: 10.17016/FEDS.2015.091.
• Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2015, "A Measure of Price Pressures," Review, Federal Reserve Bank of St. Louis, volume 97, issue 1, pages 25-52.
• Christopher J. Neely & David E. Rapach, 2015, "Common Fluctuations in OECD Budget Balances," Review, Federal Reserve Bank of St. Louis, volume 97, issue 2, pages 109-132.
• Silvia Goncalves & Michael W. McCracken & Benoit Perron, 2015, "Tests of Equal Accuracy for Nested Models with Estimated Factors," Working Papers, Federal Reserve Bank of St. Louis, number 2015-25, Sep, DOI: 10.20955/wp.2015.025.
• Amy Y. Guisinger & Ruben Hernandez-Murillo & Michael T. Owyang & Tara M. Sinclair, 2015, "A State-Level Analysis of Okun's Law," Working Papers, Federal Reserve Bank of St. Louis, number 2015-29, Sep, DOI: 10.20955/wp.2015.029.
• Ceballos, Francisco & Hernandez, Manuel A. & Minot, Nicholas & Robles, Miguel, 2015, "Grain price and volatility transmission from international to domestic markets in developing countries," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1472.
• MeiChi Huang & Tzu-Chien Wang, 2015, "Housing-bubble vulnerability and diversification opportunities during housing boom–bust cycles: evidence from decomposition of asset price returns," The Annals of Regional Science, Springer;Western Regional Science Association, volume 54, issue 2, pages 605-637, March, DOI: 10.1007/s00168-015-0669-x.
• Katarzyna Maciejowska & Rafał Weron, 2015, "Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships," Computational Statistics, Springer, volume 30, issue 3, pages 805-819, September, DOI: 10.1007/s00180-014-0531-0.
• Edilean Silva Bejarano Aragón & Gabriela Medeiros, 2015, "Monetary policy in Brazil: evidence of a reaction function with time-varying parameters and endogenous regressors," Empirical Economics, Springer, volume 48, issue 2, pages 557-575, March, DOI: 10.1007/s00181-013-0791-5.
• Walid Ben Omrane & Christian Hafner, 2015, "Macroeconomic news surprises and volatility spillover in foreign exchange markets," Empirical Economics, Springer, volume 48, issue 2, pages 577-607, March, DOI: 10.1007/s00181-013-0792-4.
• Thomai Filippeli & Konstantinos Theodoridis, 2015, "DSGE priors for BVAR models," Empirical Economics, Springer, volume 48, issue 2, pages 627-656, March, DOI: 10.1007/s00181-013-0797-z.
• Mikael Juselius & Moshe Kim & Staffan Ringbom, 2015, "Do markup dynamics reflect fundamentals or changes in conduct?," Empirical Economics, Springer, volume 48, issue 3, pages 1119-1147, May, DOI: 10.1007/s00181-014-0823-9.
• Klaus Grobys, 2015, "Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity," Empirical Economics, Springer, volume 48, issue 3, pages 1189-1202, May, DOI: 10.1007/s00181-014-0817-7.
• José Cendejas Bueno & Cecilia Font de Villanueva, 2015, "Convergence of inflation with a common cycle: estimating and modelling Spanish historical inflation from the 16th to the 18th centuries," Empirical Economics, Springer, volume 48, issue 4, pages 1643-1665, June, DOI: 10.1007/s00181-014-0840-8.
• David Zimmer, 2015, "Asymmetric dependence in house prices: evidence from USA and international data," Empirical Economics, Springer, volume 49, issue 1, pages 161-183, August, DOI: 10.1007/s00181-014-0859-x.
• Melisso Boschi & Massimiliano Marzo & Simone Salotti, 2015, "Domestic versus international determinants of European business cycles: a GVAR approach," Empirical Economics, Springer, volume 49, issue 2, pages 403-421, September, DOI: 10.1007/s00181-014-0875-x.
• Yanfeng Wei, 2015, "The informational role of commodity prices in formulating monetary policy: a reexamination under the frequency domain," Empirical Economics, Springer, volume 49, issue 2, pages 537-549, September, DOI: 10.1007/s00181-014-0870-2.
• Riyad Abubaker, 2015, "The asymmetric impact of trade openness on output volatility," Empirical Economics, Springer, volume 49, issue 3, pages 881-887, November, DOI: 10.1007/s00181-014-0899-2.
• Maddalena Cavicchioli, 2015, "Likelihood Ratio Test and Information Criteria for Markov Switching Var Models: An Application to the Italian Macroeconomy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 1, issue 3, pages 315-332, November, DOI: 10.1007/s40797-015-0015-6.
• Mehdi Abid & Rafaa Mraihi, 2015, "Disaggregate Energy Consumption Versus Economic Growth in Tunisia: Cointegration and Structural Break Analysis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 6, issue 4, pages 1104-1122, December, DOI: 10.1007/s13132-014-0189-4.
• Mehdi Abid & Rafaa Mraihi, 2015, "Energy Consumption and Industrial Production: Evidence from Tunisia at Both Aggregated and Disaggregated Levels," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 6, issue 4, pages 1123-1137, December, DOI: 10.1007/s13132-014-0190-y.
• Pandelis Mitsis, 2015, "Effects of Minimum Wages on Total Employment: Evidence from Cyprus," Journal of Labor Research, Springer, volume 36, issue 3, pages 318-345, September, DOI: 10.1007/s12122-015-9205-0.
• Muhammad Nasir & Muhammad Shahbaz, 2015, "War on terror: Do military measures matter? Empirical analysis of post 9/11 period in Pakistan," Quality & Quantity: International Journal of Methodology, Springer, volume 49, issue 5, pages 1969-1984, September, DOI: 10.1007/s11135-014-0084-x.
• Rajmund MIRDALA, 2015, "Decomposing Euro Area Sovereign Debt Yields into Inflation Expectations and Expected Real Interest Rates," Journal of Advanced Research in Law and Economics, ASERS Publishing, volume 6, issue 4, pages 714-737.
• Terje Skjerpen & Halvor Briseid Storrøsten & Knut Einar Rosendahl & Petter Osmundsen, 2015, "Modelling and forecasting rig rates on the Norwegian Continental Shelf," Discussion Papers, Statistics Norway, Research Department, number 832, Dec.
• Marian Vavra, 2015, "Testing for normality with applications," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2015, Mar.
• Marian Vavra, 2015, "On a Bootstrap Test for Forecast Evaluations," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2015, Jun.
• James Morley & Aarti Singh, 2015, "Inventory Shocks and the Great Moderation," Discussion Papers, School of Economics, The University of New South Wales, number 2012-42A, Feb.
• James Morley & Aarti Singh, 2015, "Inventory Shocks and the Great Moderation," Discussion Papers, School of Economics, The University of New South Wales, number 2012-42B, Jun.
• Norhana Endut & James Morley & Pao-Lin Tien, 2015, "The Changing Transmission Mechanism of U.S. Monetary Policy," Discussion Papers, School of Economics, The University of New South Wales, number 2015-03, Jan.
• Luke Hartigan, 2015, "Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?," Discussion Papers, School of Economics, The University of New South Wales, number 2015-17, Sep.
• Alfredo M. Pereira & Jorge M. Andraz, 2015, "On the long-term macroeconomic effects of social spending in the United States," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 2, pages 132-136, January, DOI: 10.1080/13504851.2014.929620.
• Mala Raghavan & Mardi Dungey, 2015, "Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles?," Applied Economics, Taylor & Francis Journals, volume 47, issue 11, pages 1086-1105, March, DOI: 10.1080/00036846.2014.990622.
• Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2015, "The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US," Applied Economics, Taylor & Francis Journals, volume 47, issue 22, pages 2259-2277, May, DOI: 10.1080/00036846.2015.1005814.
• Enrique Moral-Benito & Luis Serv鮠, 2015, "Testing weak exogeneity in cointegrated panels," Applied Economics, Taylor & Francis Journals, volume 47, issue 30, pages 3216-3228, June, DOI: 10.1080/00036846.2015.1013611.
• Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, volume 47, issue 3, pages 207-221, January, DOI: 10.1080/00036846.2014.959707.
• Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2015, "Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test," Applied Economics, Taylor & Francis Journals, volume 47, issue 46, pages 4996-5011, October, DOI: 10.1080/00036846.2015.1039705.
• Paramati & Rakesh Gupta & Eduardo Roca, 2015, "Stock market interdependence between Australia and its trading partners: does trade intensity matter?," Applied Economics, Taylor & Francis Journals, volume 47, issue 49, pages 5303-5319, October, DOI: 10.1080/00036846.2015.1047088.
• Rangan Gupta & Luis A. Gil-Alana & Olaoluwa S. Yaya, 2015, "Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test," Applied Economics, Taylor & Francis Journals, volume 47, issue 8, pages 798-808, February, DOI: 10.1080/00036846.2014.980575.
• Annastiina Silvennoinen & Timo Ter�svirta, 2015, "Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 1-2, pages 174-197, February, DOI: 10.1080/07474938.2014.945336.
• Joshua C. C. Chan & Eric Eisenstat, 2015, "Marginal Likelihood Estimation with the Cross-Entropy Method," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 3, pages 256-285, March, DOI: 10.1080/07474938.2014.944474.
• Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2015, "Independent Factor Autoregressive Conditional Density Model," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 5, pages 594-616, May, DOI: 10.1080/07474938.2013.808561.
• Monica Billio & Silvio Di Sanzo, 2015, "Granger-causality in Markov switching models," Journal of Applied Statistics, Taylor & Francis Journals, volume 42, issue 5, pages 956-966, May, DOI: 10.1080/02664763.2014.993367.
• Katarzyna Łasak & Carlos Velasco, 2015, "Fractional Cointegration Rank Estimation," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 2, pages 241-254, April, DOI: 10.1080/07350015.2014.945589.
• Frank Schorfheide & Dongho Song, 2015, "Real-Time Forecasting With a Mixed-Frequency VAR," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 3, pages 366-380, July, DOI: 10.1080/07350015.2014.954707.
• Paolo Canofari & Giancarlo Marini & Giovanni Piersanti, 2015, "Expectations and systemic risk in EMU government bond spreads," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 4, pages 711-724, April, DOI: 10.1080/14697688.2014.968606.
• Taisuke Nakata & Christopher Tonetti, 2015, "Small Sample Properties of Bayesian Estimators of Labor Income Processes," Journal of Applied Economics, Taylor & Francis Journals, volume 18, issue 1, pages 121-148, May, DOI: 10.1016/S1514-0326(15)30006-4.
• Diego Winkelried & José Enrique Gutierrez, 2015, "Regional Inflation Dynamics and Inflation Targeting. The Case of Peru," Journal of Applied Economics, Taylor & Francis Journals, volume 18, issue 2, pages 199-224, November, DOI: 10.1016/S1514-0326(15)30009-X.
• Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015, "Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Journal of Applied Economics, Taylor & Francis Journals, volume 18, issue 2, pages 225-246, November, DOI: 10.1016/S1514-0326(15)30010-6.
• Nikolaos Antonakakis & Rangan Gupta & Christophe André, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 21, issue 1, pages 53-60, January, DOI: 10.1080/10835547.2015.12089971.
• Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2015, "House Prices and Balance of Trade Dynamics in South Africa: Evidence from an Agnostic Identification Procedure," Journal of Housing Research, Taylor & Francis Journals, volume 24, issue 1, pages 107-126, January, DOI: 10.1080/10835547.2015.12092094.
• Raghavan, Mala, 2015, "The macroeconomic effects of oil price shocks on ASEAN-5 economies," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2015-10, Oct.
• Afsin Sahin & Volkan Ulke, 2015, "Farkli Belirsizlik Duzeylerinde Faiz Oraninin Makroekonomik Degiskenlere Etkileri : Turkiye Uzerine Etkilesimli Vektor Otoregresif Modeli Uygulamasi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 15, issue 1, pages 65-93.
• Zekeriya Yildirim, 2015, "Enflasyon Rejimleri ve Uretici Enflasyonundan Tuketici Enflasyonuna Geciskenlik," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 15, issue 3, pages 89-114.
• K. Azim Ozdemir, 2015, "Interest Rate Surprises and Transmission Mechanism in Turkey: Evidence from Impulse Response Analysis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1504.
• Suleyman Hilmi Kal & Ferhat Arslaner & Nuran Arslaner, 2015, "The Dynamic Relationship Between Stock, Bond and Foreign Exchange Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1512.
• Kazim Azam & Andre Lucas, 2015, "Mixed Density based Copula Likelihood," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-003/IV/DSF084, Jan.
• Manabu Asai & Michael McAleer, 2015, "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-018/III, Feb.
• Shiqing Ling & Michael McAleer & Howell Tong, 2015, "Frontiers in Time Series and Financial Econometrics: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-026/III, Feb.
• Siem Jan Koopman & Rutger Lit & André Lucas, 2015, "Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-037/III/DSF90, Mar.
• Bart Keijsers & Bart Diris & Erik Kole, 2015, "Cyclicality in Losses on Bank Loans," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-050/III, May, revised 01 Sep 2017.
• Laurent Callot & Johannes Tang Kristensen, 2015, "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-069/III, Jun.
• Siem Jan Koopman & Rutger Lit & Andre Lucas, 2015, "Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-076/IV/DSF94, Jul.
• Chia-Lin Chang & Yiying Li & Michael McAleer, 2015, "Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-077/III, Jul.
• Sait R. Ozturk & Michel van der Wel & Dick van Dijk, 2015, "Why do Pit-Hours outlive the Pit?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-082/III, Jul.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2015, "Specification Testing in Hawkes Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-086/III, Jul.
• David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2015, "Multivariate Volatility Impulse Response Analysis of GFC News Events," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-089/III, Jul.
• Michael McAleer, 2015, "The Fundamental Equation in Tourism Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-129/III, Nov.
• Drew Creal & Siem Jan Koopman & André Lucas & Marcin Zamojski, 2015, "Generalized Autoregressive Method of Moments," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-138/III, Dec, revised 06 Jul 2018.
• Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2015, "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-140/III, Jan, revised 19 Apr 2017.
• Hallin, M. & Werker, B.J.M. & van den Akker, R., 2015, "Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-001.
• Panchanan Das, 2015, "Entrepreneurial Impulse, Investment Behavior, and Economic Fluctuations–A VAR Analysis with Indian Data," Asian Development Review, MIT Press, volume 32, issue 2, pages 1-17, September.
• Ivaldi, Marc & Sokullu, Senay & Toru-Delibasi, Tuba, 2015, "Airport Prices in a Two-Sided Market Setting: Major US Airports," TSE Working Papers, Toulouse School of Economics (TSE), number 15-587, May.
• Moura, Alban, 2015, "The effects of government spending endogeneity on estimated multipliers in the US," TSE Working Papers, Toulouse School of Economics (TSE), number 15-610, Nov.
• Matias Piaggio & Emilio Padilla & Carolina Roman, 2015, "The long-run relationshiop between C02 emissions and economic activity in a small open economy: Uruguay 1882-2010," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea1506, Sep.
• Cendejas Bueno, José Luis & Muñoz, Félix & Fernández-de-Pinedo, Nadia, 2015, "A contribution to the analysis of historical economic fluctuations (1870-2010): filtering, spurious cycles and unobserved component modelling," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2015/04, Apr.
• Cendejas Bueno, José Luis & Castañeda, Juan Enrique & Muñoz, Félix, 2015, "Business cycles and monetary regimes in the U.S. (1960 – 2014): A plea for monetary stability," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2015/05, Sep.
• Manabu Asai & Michael McAleer, 2015, "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-02, Feb.
• Chia-Lin Chang & Yiying Li & Michael McAleer, 2015, "Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-08, Jun.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2015, "Multivariate Volatility Impulse Response Analysis of GFC News Events," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-10, Jul.
• Alfredo Garcia Hiernaux & David Esteban Guerrero Burbano & Michael McAleer, 2015, "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-18, Nov.
• Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil price forecastability and economic uncertainty," Open Access publications, School of Economics, University College Dublin, number 10197/7345, Jul.
• Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Open Access publications, School of Economics, University College Dublin, number 10197/7351.
• Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015, "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers, School of Economics, University College Dublin, number 201523, Oct.
• Philipp Eisenhauer & James J. Heckman & Edward Vytlacil, 2015, "The Generalized Roy Model and the Cost-Benefit Analysis of Social Programs," Journal of Political Economy, University of Chicago Press, volume 123, issue 2, pages 413-443, DOI: 10.1086/679498.
• Tae-Hwy Lee & Saerom Lee, 2015, "Solving the Forecast Combination Puzzle," Working Papers, University of California at Riverside, Department of Economics, number 202514, Oct.
• Katsuyuki Shibayama, 2015, "Trend Dominance in Macroeconomic Fluctuations," Studies in Economics, School of Economics, University of Kent, number 1518, Sep.
• Claude Diebolt & Tapas Mishra & Faustine Perrin, 2015, "Did Gender-Bias Matter in the Quantity- Quality Trade-off in the 19th Century France ?," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2015-28.
• Matias Piaggio & Emilio Padilla & Carolina Roman, 2015, "The long-run relationship between CO2 emissions and economic activity in a small open economy: Uruguay 1882 - 2010," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 15-11, Sep.
• Miguel Carriquiry, 2015, "An examination of the relationship between biodiesel and soybean oil prices using an asset pricing model," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 15-17, Dec.
• Chevillon, G. & Hecq, A.W. & Laurent, S.F.J.A., 2015, "Long memory through marginalization of large systems and hidden cross-section dependence," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 014, Jan, DOI: 10.26481/umagsb.2015014.
• Cubadda, G. & Guardabascio, B. & Hecq, A.W., 2015, "A Vector Heterogeneous Autoregressive Index model for realized volatility measures," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 033, Jan, DOI: 10.26481/umagsb.2015033.
• Götz, T.B. & Hecq, A.W. & Smeekes, S., 2015, "Testing for Granger Causality in Large Mixed-Frequency VARs," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 036, Jan, DOI: 10.26481/umagsb.2015036.
• Badasen Polina & Kartaev Philipp & Khazanov Alexey, 2015, "The econometric estimation of the effect of ruble exchange rate dynamics on economic activity," Working Papers, Moscow State University, Faculty of Economics, number 0014, Jan.
• Atsushi Inoue & Chun-Hung Kuo & Barbara Rossi, 2015, "Identifying the sources of model misspecification," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1479, Feb, revised Jun 2018.
• Majid M. Al-Sadoon, 2015, "Testing subspace Granger causality," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1495, Nov.
• Fengler, Matthias R. & Herwartz, Helmut, 2015, "Measuring spot variance spillovers when (co)variances are time-varying – the case of multivariate GARCH models," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1517, Jul.
• Aepli, Matthias D. & Frauendorfer, Karl & Fuess, Roland & Paraschiv, Florentina, 2015, "Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation," Working Papers on Finance, University of St. Gallen, School of Finance, number 1513, Jul.
• Kiesel, Ruediger & Paraschiv, Florentina, 2015, "Econometric Analysis of 15-minute Intraday Electricity Prices," Working Papers on Finance, University of St. Gallen, School of Finance, number 1521, Oct.
• Andreea Röthig & Andreas Röthig & Carl Chiarella, 2015, "On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 362, Aug.
• DUMITRESCU, Sorin, 2015, "European Equity Market Return, Volatility And Liquidity Spillover Dynamics During The Eurozone Debt Crisis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 2, pages 30-50.
• ACATRINEI, Marius, 2015, "A Copula-Garch Model For A Proxy Portfolio For Bet-Fi Index," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 2, pages 8-16.
• Atilla Cifter, 2015, "Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 62, issue 1, pages 55-76.
• Tayfur Bayat & Saban Nazlioglu & Selim Kayhan, 2015, "Exchange Rate and Oil Price Interactions in Transition Economies: Czech Republic, Hungary and Poland," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 62, issue 3, pages 267-285.
• Škrinjarić Tihana, 2015, "Measuring Dynamics of Risk and Performance of Sector Indices on Zagreb Stock Exchange," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 1, issue 1-2, pages 27-41, December, DOI: 10.1515/crebss-2016-0003.
• Antczak - Stępniak Agata, 2015, "Residential Development Activity In The Polish Legal Setting," Real Estate Management and Valuation, Sciendo, volume 23, issue 1, pages 42-54, March, DOI: 10.1515/remav-2015-0004.
• Gupta Kapil & Kaur Mandeep, 2015, "Impact Of Financial Crisis On Hedging Effectiveness Of Futures Contracts: Evidence From The National Stock Exchange Of India," South East European Journal of Economics and Business, Sciendo, volume 10, issue 2, pages 69-88, December, DOI: 10.1515/jeb-2015-0009.
• Junko Koeda, 2015, "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1506, Jul.
• Tomasz Skoczylas, 2015, "Bivariate GARCH models for single asset returns," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-03.
• Celia Melguizo, 2015, "An analysis of Okun?s law for the Spanish provinces," ERSA conference papers, European Regional Science Association, number ersa15p1558, Oct.
• Fabio Gaetano Santeramo, 2015, "Price Transmission in the European Tomatoes and Cauliflowers Sectors," Agribusiness, John Wiley & Sons, Ltd., volume 31, issue 3, pages 399-413, June.
• Mario J. Crucini & Mototsugu Shintani, 2015, "Measuring international business cycles by saving for a rainy day," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 48, issue 4, pages 1266-1290, November, DOI: 10.1111/caje.12146.
• Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2015, "Estimating Fiscal Multipliers: News From A Non‐linear World," Economic Journal, Royal Economic Society, volume 0, issue 584, pages 746-776, May.
• Christiane Baumeister & James D. Hamilton, 2015, "Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information," Econometrica, Econometric Society, volume 83, issue 5, pages 1963-1999, September.
• Virginie Coudert & Karine Hervé & Pierre Mabille, 2015, "Internationalization Versus Regionalization in the Emerging Stock Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 20, issue 1, pages 16-27, January.
• Yanan Li & David E. Giles, 2015, "Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 20, issue 2, pages 155-177, March.
• André K. Anundsen, 2015, "Econometric Regime Shifts and the US Subprime Bubble," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 145-169, January.
• Matteo Luciani, 2015, "Monetary Policy and the Housing Market: A Structural Factor Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 2, pages 199-218, March.
• Luca Sala, 2015, "Dsge Models in the Frequency Domains," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 2, pages 219-240, March.
• Fabio Canova & Alain Schlaepfer, 2015, "Has the Euro‐Mediterranean Partnership Affected Mediterranean Business Cycles?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 2, pages 241-262, March.
• Luciana Juvenal & Ivan Petrella, 2015, "Speculation in the Oil Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 621-649, June.
• Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2015, "Purchasing Power Parity and the Taylor Rule," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 6, pages 874-903, September.
• Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2015, "What Drives Oil Prices? Emerging Versus Developed Economies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 7, pages 1013-1028, November.
• Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu, 2015, "A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 4, pages 339-356, April.
• Jürgen Gaul & Erik Theissen, 2015, "A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 4, pages 371-384, April.
• Kevin Lee & James Morley & Kalvinder Shields, 2015, "The Meta Taylor Rule," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 1, pages 73-98, February, DOI: 10.1111/jmcb.12169.
• Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou, 2015, "The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 6, pages 1223-1238, September, DOI: 10.1111/jmcb.12243.
• Benjamin Wong, 2015, "Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 8, pages 1673-1689, December, DOI: 10.1111/jmcb.12288.
• Ambrogio Cesa‐Bianchi & Luis Felipe Cespedes & Alessandro Rebucci, 2015, "Global Liquidity, House Prices, and the Macroeconomy: Evidence from Advanced and Emerging Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue S1, pages 301-335, March, DOI: 10.1111/jmcb.12204.
• Terence D. Agbeyegbe, 2015, "An inverted U‐shaped crude oil price return‐implied volatility relationship," Review of Financial Economics, John Wiley & Sons, volume 27, issue 1, pages 28-45, November, DOI: 10.1016/j.rfe.2015.08.001.
• Goodness C. Aye & Rangan Gupta & Prudence S. Moyo & Nehrunaman Pillay, 2015, "The Impact of Exchange Rate Uncertainty on Exports in South Africa," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 1-14, DOI: 10.1142/S1793993315500040.
• Hakan Danis & Ender Demir & Mehmet Huseyin Bilgin, 2015, "Conditional Jump Dynamics In Stock Returns: Evidence From Mist Stock Exchanges," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 01, pages 1-17, DOI: 10.1142/S0217590815500058.
• Joice John, 2015, "Has Inflation Persistence In India Changed Over Time?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 04, pages 1-16, DOI: 10.1142/S0217590815500952.
• Andrej Drygalla, 2015, "Switching to Exchange Rate Flexibility? The Case of Central and Eastern European Inflation Targeters," FIW Working Paper series, FIW, number 139, Jan.
• Rajmund Mirdala, 2015, "Sources of Real Exchange Rate Fluctuations in New EU Member Countries," FIW Working Paper series, FIW, number 160, Dec.
• Bidong Liu & Jakub Nowotarski & Tao Hong & Rafal Weron, 2015, "Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/01, Feb.
• Bidong Liu & Jiali Liu & Tao Hong, 2015, "Sister models for load forecast combination," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/02, Feb.
• Katarzyna Maciejowska & Rafal Weron, 2015, "Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/04.
• Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong, 2015, "Improving short term load forecast accuracy via combining sister forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/05, May.
• Katarzyna Maciejowska & Jakub Nowotarski, 2015, "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/06, May.
• Pu Wang & Bidong Liu & Tao Hong, 2015, "Electric load forecasting with recency effect: A big data approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/08, Oct.
• Gregory Chow & Linlin Niu, 2015, "Housing Price in Urban China as Determined by Demand and Supply," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2015-03-09, Mar.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables," Discussion Papers, Department of Economics, University of York, number 15/01, Feb.
• Javier Hualde & Fabrizio Iacone, 2015, "Autocorrelation robust inference using the Daniell kernel with fixed bandwidth," Discussion Papers, Department of Economics, University of York, number 15/14, Aug.
• Laura Coroneo & Fabrizio Iacone, 2015, "Comparing predictive accuracy in small samples," Discussion Papers, Department of Economics, University of York, number 15/15, Sep.
• Vladimir Arčabić, 2015, "Djelovanje neizvjesnosti na bankarsko tržište u Republici Hrvatskoj," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1503, Apr.
• Milan Deskar Škrbić & Hrvoje Šimović, 2015, "The size and determinants of fiscal multipliers in Western Balkans: comparing Croatia, Slovenia and Serbia," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1510, Oct.
• Pang, Ke & Siklos, Pierre L., 2015, "Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2015.
• Mironov, V.V. & Petronevich, A.V., 2015, "Discovering the signs of Dutch disease in Russia," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 3/2015.
• Deryugina, Elena & Kovalenko, Olga & Pantina, Irina & Ponomarenko, Alexey, 2015, "Disentangling loan demand and supply shocks in Russia," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 8/2015.
• Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015, "Evaluating underlying inflation measures for Russia," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 24/2015.
• Metiu, Norbert & Hilberg, Björn & Grill, Michael, 2015, "Financial frictions and global spillovers," Discussion Papers, Deutsche Bundesbank, number 04/2015.
• Meller, Barbara & Metiu, Norbert, 2015, "The synchronization of European credit cycles," Discussion Papers, Deutsche Bundesbank, number 20/2015.
• Hossfeld, Oliver & Röthig, Andreas, 2015, "Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market," Discussion Papers, Deutsche Bundesbank, number 41/2015.
• Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2015, "Testing for Granger causality in large mixed-frequency VARs," Discussion Papers, Deutsche Bundesbank, number 45/2015.