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

• Michal Franta, 2016, "Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/05, Jun.
• Gustavo Peralta, 2016, "The Nature of Volatility Spillovers across the International Capital Markets," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• 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 República, volume 34, issue 81, pages 175-190, DOI: 10.1016/j.espe.2016.09.001.
• Guillermo Andrés Cangrejo Jiménez, 2016, "La estructura a plazos del riesgo interbancario," Revista de Economía del Rosario, Universidad del Rosario, volume 19, issue 2, pages 129-174.
• Alexandra Cortés Aguilar & Mar�a Alejandra Fl�rez Vera, 2016, "Diferencias salariales por género en el departamento de Santander - Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 35, issue 61, pages 267-302.
• Cristina Navarro Pérez & Carlos Arturo C�ceres, 2016, "Productividad total de los factores: Una aplicación VEC nacional y sectorial al caso colombiano (1965-2013)," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 14241, Jan.
• Carlos Fernando Daza Moreno & Jorge Mario Uribe, 2016, "Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-19.
• Antonio Ruiz Porras & Fidel Gustavo Cruz Ruiz, 2016, "Las hipótesis de Fisher en Latinoamérica: un análisis de cointegración," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 2, pages 301-326.
• Luc Bauwens & Manuela Braione & Giuseppe Storti, 2016, "Forecasting comparison of long term component dynamic models for realized covariance matrices," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2923, Jan.
• Adam Elbourne & Fabio Duchi, 2016, "Credit Supply Shocks in the Netherlands," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 320, Jan.
• Beata Szetela & Grzegorz Mentel & Stanislaw Gedek, 2016, "Dependency analysis between Bitcoin and selected global currencies," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 16, pages 133-144.
• Andrzej Geise & Mariola Pilatowska, 2016, "Asymmetries in the relationship between economic activity and oil prices in the selected EU countries," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 16, pages 65-86.
• Canova, Fabio & Hamidi Sahneh, Mehdi, 2016, "Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness," CEPR Discussion Papers, Centre for Economic Policy Research, number 11041, Jan.
• Forni, Mario & Gambetti, Luca & Sala, Luca, 2016, "VAR Information and the Empirical Validation of DSGE Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 11178, Mar.
• Primiceri, Giorgio & Giannone, Domenico & Lenza, Michele, 2016, "Priors for the Long Run," CEPR Discussion Papers, Centre for Economic Policy Research, number 11261, May.
• Barnichon, Regis & Matthes, Christian, 2016, "Understanding the Size of the Government Spending Multiplier: It's in the Sign," CEPR Discussion Papers, Centre for Economic Policy Research, number 11373, Jul.
• Barnichon, Regis & Matthes, Christian, 2016, "Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 11374, Jul.
• Rubio-Ramírez, Juan Francisco & Antolin-Diaz, Juan, 2016, "Narrative Sign Restrictions for SVARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 11517, Sep.
• Marcellino, Massimiliano & Kapetanios, George & Venditti, Fabrizio, 2016, "Large Time-Varying Parameter VARs: A Non-Parametric Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 11560, Oct.
• Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016, "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers, Centre for Economic Policy Research, number 11599, Nov.
• Taylor, Mark & Boero, Gianna & Mandalinci, Zeyyad, 2016, "Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls," CEPR Discussion Papers, Centre for Economic Policy Research, number 11689, Dec.
• Barnichon, Regis & Brownlees, Christian, 2016, "Impulse Response Estimation By Smooth Local Projections," CEPR Discussion Papers, Centre for Economic Policy Research, number 11726, Dec.
• Manera, Matteo & Nicolini, Marcella & Vignati, Ilaria, 2016, "Modelling futures price volatility in energy markets: Is there a role for financial speculation?," Energy Economics, Elsevier, volume 53, issue C, pages 220-229, DOI: 10.1016/j.eneco.2014.07.001.
• Gatfaoui, Hayette, 2016, "Linking the gas and oil markets with the stock market: Investigating the U.S. relationship," Energy Economics, Elsevier, volume 53, issue C, pages 5-16, DOI: 10.1016/j.eneco.2015.05.021.
• Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2016, "Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk," Energy Economics, Elsevier, volume 54, issue C, pages 159-172, DOI: 10.1016/j.eneco.2015.11.003.
• López Cabrera, Brenda & Schulz, Franziska, 2016, "Volatility linkages between energy and agricultural commodity prices," Energy Economics, Elsevier, volume 54, issue C, pages 190-203, DOI: 10.1016/j.eneco.2015.11.018.
• Balaguer, Jacint & Ripollés, Jordi, 2016, "Asymmetric fuel price responses under heterogeneity," Energy Economics, Elsevier, volume 54, issue C, pages 281-290, DOI: 10.1016/j.eneco.2015.12.006.
• Serletis, Apostolos & Xu, Libo, 2016, "Volatility and a century of energy markets dynamics," Energy Economics, Elsevier, volume 55, issue C, pages 1-9, DOI: 10.1016/j.eneco.2016.01.007.
• Rahman, Sajjadur, 2016, "Another perspective on gasoline price responses to crude oil price changes," Energy Economics, Elsevier, volume 55, issue C, pages 10-18, DOI: 10.1016/j.eneco.2015.12.021.
• Miljkovic, Dragan & Dalbec, Nathan & Zhang, Lei, 2016, "Estimating dynamics of US demand for major fossil fuels," Energy Economics, Elsevier, volume 55, issue C, pages 284-291, DOI: 10.1016/j.eneco.2016.02.018.
• Bouri, Elie & Awartani, Basel & Maghyereh, Aktham, 2016, "Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010," Energy Economics, Elsevier, volume 56, issue C, pages 205-214, DOI: 10.1016/j.eneco.2016.03.021.
• Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki, 2016, "Does the S&P500 index lead the crude oil dynamics? A complexity-based approach," Energy Economics, Elsevier, volume 56, issue C, pages 239-246, DOI: 10.1016/j.eneco.2016.02.001.
• Pan, Zhiyuan & Wang, Yudong & Liu, Li, 2016, "The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach," Energy Economics, Elsevier, volume 56, issue C, pages 453-463, DOI: 10.1016/j.eneco.2016.04.008.
• Naser, Hanan, 2016, "Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach," Energy Economics, Elsevier, volume 56, issue C, pages 75-87, DOI: 10.1016/j.eneco.2016.02.017.
• Wei, Yanfeng & Guo, Xiaoying, 2016, "An empirical analysis of the relationship between oil prices and the Chinese macro-economy," Energy Economics, Elsevier, volume 56, issue C, pages 88-100, DOI: 10.1016/j.eneco.2016.02.023.
• Hasanov, Akram Shavkatovich & Do, Hung Xuan & Shaiban, Mohammed Sharaf, 2016, "Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis," Energy Economics, Elsevier, volume 57, issue C, pages 16-27, DOI: 10.1016/j.eneco.2016.04.015.
• Nicola, Francesca de & De Pace, Pierangelo & Hernandez, Manuel A., 2016, "Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment," Energy Economics, Elsevier, volume 57, issue C, pages 28-41, DOI: 10.1016/j.eneco.2016.04.012.
• Chen, Hao & Liao, Hua & Tang, Bao-Jun & Wei, Yi-Ming, 2016, "Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models," Energy Economics, Elsevier, volume 57, issue C, pages 42-49, DOI: 10.1016/j.eneco.2016.04.018.
• Potts, Todd B. & Yerger, David B., 2016, "Marcellus Shale and structural breaks in oil and gas markets: The case of Pennsylvania," Energy Economics, Elsevier, volume 57, issue C, pages 50-58, DOI: 10.1016/j.eneco.2016.04.017.
• Fernandez-Perez, Adrian & Frijns, Bart & Tourani-Rad, Alireza, 2016, "Contemporaneous interactions among fuel, biofuel and agricultural commodities," Energy Economics, Elsevier, volume 58, issue C, pages 1-10, DOI: 10.1016/j.eneco.2016.05.014.
• Paschen, Marius, 2016, "Dynamic analysis of the German day-ahead electricity spot market," Energy Economics, Elsevier, volume 59, issue C, pages 118-128, DOI: 10.1016/j.eneco.2016.07.019.
• Alsalman, Zeina, 2016, "Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model," Energy Economics, Elsevier, volume 59, issue C, pages 251-260, DOI: 10.1016/j.eneco.2016.08.015.
• Ye, Shiyu & Karali, Berna, 2016, "The informational content of inventory announcements: Intraday evidence from crude oil futures market," Energy Economics, Elsevier, volume 59, issue C, pages 349-364, DOI: 10.1016/j.eneco.2016.08.011.
• Mohaddes, Kamiar & Pesaran, M. Hashem, 2016, "Country-specific oil supply shocks and the global economy: A counterfactual analysis," Energy Economics, Elsevier, volume 59, issue C, pages 382-399, DOI: 10.1016/j.eneco.2016.08.007.
• Huang, Shupei & An, Haizhong & Gao, Xiangyun & Hao, Xiaoqing, 2016, "Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales," Energy Economics, Elsevier, volume 59, issue C, pages 70-80, DOI: 10.1016/j.eneco.2016.07.025.
• Nazlioglu, Saban & Gormus, N. Alper & Soytas, Uğur, 2016, "Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis," Energy Economics, Elsevier, volume 60, issue C, pages 168-175, DOI: 10.1016/j.eneco.2016.09.009.
• Manner, Hans & Türk, Dennis & Eichler, Michael, 2016, "Modeling and forecasting multivariate electricity price spikes," Energy Economics, Elsevier, volume 60, issue C, pages 255-265, DOI: 10.1016/j.eneco.2016.10.006.
• Miljkovic, Dragan & Ripplinger, David, 2016, "Labor market impacts of U.S. tight oil development: The case of the Bakken," Energy Economics, Elsevier, volume 60, issue C, pages 306-312, DOI: 10.1016/j.eneco.2016.10.007.
• Drachal, Krzysztof, 2016, "Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?," Energy Economics, Elsevier, volume 60, issue C, pages 35-46, DOI: 10.1016/j.eneco.2016.09.020.
• Barbaglia, Luca & Wilms, Ines & Croux, Christophe, 2016, "Commodity dynamics: A sparse multi-class approach," Energy Economics, Elsevier, volume 60, issue C, pages 62-72, DOI: 10.1016/j.eneco.2016.09.013.
• Bastianin, Andrea & Conti, Francesca & Manera, Matteo, 2016, "The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries," Energy Policy, Elsevier, volume 98, issue C, pages 160-169, DOI: 10.1016/j.enpol.2016.08.020.
• Nowotarski, Jakub & Liu, Bidong & Weron, Rafał & Hong, Tao, 2016, "Improving short term load forecast accuracy via combining sister forecasts," Energy, Elsevier, volume 98, issue C, pages 40-49, DOI: 10.1016/j.energy.2015.12.142.
• Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2016, "Impact of speculation and economic uncertainty on commodity markets," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 115-127, DOI: 10.1016/j.irfa.2015.11.005.
• Antonakakis, Nikolaos & Floros, Christos, 2016, "Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 111-122, DOI: 10.1016/j.irfa.2016.01.006.
• Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2016, "Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 180-188, DOI: 10.1016/j.irfa.2016.03.016.
• Cummins, Mark & Dowling, Michael & Kearney, Fearghal, 2016, "Oil market modelling: A comparative analysis of fundamental and latent factor approaches," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 211-218, DOI: 10.1016/j.irfa.2016.05.010.
• Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2016, "Interest parity, cointegration, and the term structure: Testing in an integrated framework," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 281-294, DOI: 10.1016/j.irfa.2015.12.001.
• Casalin, Fabrizio, 2016, "Size and power of tests based on Permanent-Transitory Component Models," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 142-153, DOI: 10.1016/j.irfa.2016.07.003.
• Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2016, "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 209-220, DOI: 10.1016/j.irfa.2016.10.002.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2016, "A melting pot — Gold price forecasts under model and parameter uncertainty," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 282-291, DOI: 10.1016/j.irfa.2016.10.010.
• Poshakwale, Sunil S. & Mandal, Anandadeep, 2016, "What drives asymmetric dependence structure of asset return comovements?," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 312-330, DOI: 10.1016/j.irfa.2015.07.001.
• Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas, 2016, "Dynamic spillover effects in futures markets: UK and US evidence," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 406-418, DOI: 10.1016/j.irfa.2015.03.008.
• Noda, Akihiko, 2016, "A test of the adaptive market hypothesis using a time-varying AR model in Japan," Finance Research Letters, Elsevier, volume 17, issue C, pages 66-71, DOI: 10.1016/j.frl.2016.01.004.
• Hossfeld, Oliver & Röthig, Andreas, 2016, "Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market," Finance Research Letters, Elsevier, volume 18, issue C, pages 218-225, DOI: 10.1016/j.frl.2016.04.019.
• Zhu, Huiming & Peng, Cheng & You, Wanhai, 2016, "Quantile behaviour of cointegration between silver and gold prices," Finance Research Letters, Elsevier, volume 19, issue C, pages 119-125, DOI: 10.1016/j.frl.2016.07.002.
• Haghighi, Afshin & Fallahpour, Saeid & Eyvazlu, Reza, 2016, "Modelling order arrivals at price limits using Hawkes processes," Finance Research Letters, Elsevier, volume 19, issue C, pages 267-272, DOI: 10.1016/j.frl.2016.08.012.
• Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2016, "Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 216-227, DOI: 10.1016/j.jfs.2016.07.006.
• Halvorsen, Jørn I. & Jacobsen, Dag Henning, 2016, "The bank-lending channel empirically revisited," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 95-105, DOI: 10.1016/j.jfs.2016.10.004.
• Degiannakis, Stavros & Floros, Christos, 2016, "Intra-day realized volatility for European and USA stock indices," Global Finance Journal, Elsevier, volume 29, issue C, pages 24-41, DOI: 10.1016/j.gfj.2015.05.002.
• Kassim, Salina, 2016, "Islamic finance and economic growth: The Malaysian experience," Global Finance Journal, Elsevier, volume 30, issue C, pages 66-76, DOI: 10.1016/j.gfj.2015.11.007.
• Forni, Mario & Gambetti, Luca, 2016, "Government spending shocks in open economy VARs," Journal of International Economics, Elsevier, volume 99, issue C, pages 68-84, DOI: 10.1016/j.jinteco.2015.11.010.
• Dakhlaoui, Imen & Aloui, Chaker, 2016, "The interactive relationship between the US economic policy uncertainty and BRIC stock markets," International Economics, Elsevier, volume 146, issue C, pages 141-157, DOI: 10.1016/j.inteco.2015.12.002.
• Fowowe, Babajide & Shuaibu, Mohammed, 2016, "Dynamic spillovers between Nigerian, South African and international equity markets," International Economics, Elsevier, volume 148, issue C, pages 59-80, DOI: 10.1016/j.inteco.2016.06.003.
• Engsted, Tom & Hviid, Simon J. & Pedersen, Thomas Q., 2016, "Explosive bubbles in house prices? Evidence from the OECD countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 40, issue C, pages 14-25, DOI: 10.1016/j.intfin.2015.07.006.
• Balcilar, Mehmet & Thompson, Kirsten & Gupta, Rangan & van Eyden, Reneé, 2016, "Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 30-43, DOI: 10.1016/j.intfin.2016.03.005.
• Eross, Andrea & Urquhart, Andrew & Wolfe, Simon, 2016, "Liquidity risk contagion in the interbank market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 45, issue C, pages 142-155, DOI: 10.1016/j.intfin.2016.07.005.
• Altug, Sumru & Çakmaklı, Cem, 2016, "Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey," International Journal of Forecasting, Elsevier, volume 32, issue 1, pages 138-153, DOI: 10.1016/j.ijforecast.2015.03.010.
• Aastveit, Knut Are & Jore, Anne Sofie & Ravazzolo, Francesco, 2016, "Identification and real-time forecasting of Norwegian business cycles," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 283-292, DOI: 10.1016/j.ijforecast.2015.06.006.
• Maciejowska, Katarzyna & Nowotarski, Jakub, 2016, "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 1051-1056, DOI: 10.1016/j.ijforecast.2015.11.008.
• Wang, Pu & Liu, Bidong & Hong, Tao, 2016, "Electric load forecasting with recency effect: A big data approach," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 585-597, DOI: 10.1016/j.ijforecast.2015.09.006.
• Maciejowska, Katarzyna & Nowotarski, Jakub & Weron, Rafał, 2016, "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 957-965, DOI: 10.1016/j.ijforecast.2014.12.004.
• Iiboshi, Hirokuni, 2016, "A multiple DSGE-VAR approach: Priors from a combination of DSGE models and evidence from Japan," Japan and the World Economy, Elsevier, volume 40, issue C, pages 1-8, DOI: 10.1016/j.japwor.2016.07.004.
• Metiu, Norbert & Hilberg, Björn & Grill, Michael, 2016, "Credit constraints and the international propagation of US financial shocks," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 67-80, DOI: 10.1016/j.jbankfin.2016.07.008.
• Loy, Jens-Peter & Weiss, Christoph R. & Glauben, Thomas, 2016, "Asymmetric cost pass-through? Empirical evidence on the role of market power, search and menu costs," Journal of Economic Behavior & Organization, Elsevier, volume 123, issue C, pages 184-192, DOI: 10.1016/j.jebo.2016.01.007.
• Eser, Fabian & Schwaab, Bernd, 2016, "Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme," Journal of Financial Economics, Elsevier, volume 119, issue 1, pages 147-167, DOI: 10.1016/j.jfineco.2015.06.003.
• Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016, "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 457-471, DOI: 10.1016/j.jfineco.2016.01.010.
• Herwartz, Helmut & Plödt, Martin, 2016, "The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach," Journal of International Money and Finance, Elsevier, volume 61, issue C, pages 30-44, DOI: 10.1016/j.jimonfin.2015.11.001.
• Donayre, Luiggi & Panovska, Irina, 2016, "State-dependent exchange rate pass-through behavior," Journal of International Money and Finance, Elsevier, volume 64, issue C, pages 170-195, DOI: 10.1016/j.jimonfin.2016.02.018.
• Pang, Ke & Siklos, Pierre L., 2016, "Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S," Journal of International Money and Finance, Elsevier, volume 65, issue C, pages 195-212, DOI: 10.1016/j.jimonfin.2016.03.001.
• Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2016, "Common trends in global volatility," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 194-214, DOI: 10.1016/j.jimonfin.2016.05.001.
• Beaupain, Renaud & Durré, Alain, 2016, "Excess liquidity and the money market in the euro area," Journal of Macroeconomics, Elsevier, volume 47, issue PA, pages 33-44, DOI: 10.1016/j.jmacro.2015.09.001.
• Olson, Eric & Wohar, Mark E., 2016, "An evaluation of ECB policy in the Euro's big four," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 203-213, DOI: 10.1016/j.jmacro.2016.03.001.
• Fisher, Lance A. & Huh, Hyeon-seung, 2016, "Monetary policy and exchange rates: Further evidence using a new method for implementing sign restrictions," Journal of Macroeconomics, Elsevier, volume 49, issue C, pages 177-191, DOI: 10.1016/j.jmacro.2016.07.003.
• Uusküla, Lenno, 2016, "Monetary transmission mechanism with firm turnover," Journal of Macroeconomics, Elsevier, volume 50, issue C, pages 1-18, DOI: 10.1016/j.jmacro.2016.08.005.
• Duchi, Fabio & Elbourne, Adam, 2016, "Credit supply shocks in the Netherlands," Journal of Macroeconomics, Elsevier, volume 50, issue C, pages 51-71, DOI: 10.1016/j.jmacro.2016.09.001.
• Ahmed, M. Iqbal & Cassou, Steven P., 2016, "Does consumer confidence affect durable goods spending during bad and good economic times equally?," Journal of Macroeconomics, Elsevier, volume 50, issue C, pages 86-97, DOI: 10.1016/j.jmacro.2016.08.008.
• Xu, Ke-Li, 2016, "Multivariate trend function testing with mixed stationary and integrated disturbances," Journal of Multivariate Analysis, Elsevier, volume 147, issue C, pages 38-57, DOI: 10.1016/j.jmva.2015.12.011.
• Ohashi, Kazuhiko & Okimoto, Tatsuyoshi, 2016, "Increasing trends in the excess comovement of commodity prices," Journal of Commodity Markets, Elsevier, volume 1, issue 1, pages 48-64, DOI: 10.1016/j.jcomm.2016.02.001.
• Awartani, Basel & Aktham, Maghyereh & Cherif, Guermat, 2016, "The connectedness between crude oil and financial markets: Evidence from implied volatility indices," Journal of Commodity Markets, Elsevier, volume 4, issue 1, pages 56-69, DOI: 10.1016/j.jcomm.2016.11.002.
• Georgoutsos, Dimitris & Kounitis, Thomas, 2016, "Treasury yields and credit spread dynamics: A regime-switching approach," The Journal of Economic Asymmetries, Elsevier, volume 14, issue PA, pages 39-51, DOI: 10.1016/j.jeca.2016.07.010.
• Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2016, "Intra-national and international spillovers between the real economy and the stock market: The case of China," The Journal of Economic Asymmetries, Elsevier, volume 14, issue PA, pages 78-92, DOI: 10.1016/j.jeca.2016.07.001.
• Gustafsson, Peter & Stockhammar, Pär & Österholm, Pär, 2016, "Macroeconomic effects of a decline in housing prices in Sweden," Journal of Policy Modeling, Elsevier, volume 38, issue 2, pages 242-255, DOI: 10.1016/j.jpolmod.2016.02.011.
• Hayat, Zafar & Balli, Faruk & Obben, James & Shakur, Shamim, 2016, "An empirical assessment of monetary discretion: The case of Pakistan," Journal of Policy Modeling, Elsevier, volume 38, issue 5, pages 954-970, DOI: 10.1016/j.jpolmod.2016.05.002.
• Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian, 2016, "Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test," Resources Policy, Elsevier, volume 49, issue C, pages 74-80, DOI: 10.1016/j.resourpol.2016.04.004.
• Singhal, Shelly & Ghosh, Sajal, 2016, "Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models," Resources Policy, Elsevier, volume 50, issue C, pages 276-288, DOI: 10.1016/j.resourpol.2016.10.001.
• Hamilton, J.D., 2016, "Macroeconomic Regimes and Regime Shifts," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.03.004.
• Borovicka, J. & Hansen, L.P., 2016, "Term Structure of Uncertainty in the Macroeconomy," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.06.005.
• Stock, J.H. & Watson, M.W., 2016, "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.04.002.
• Fernández-Villaverde, J. & Rubio-Ramírez, J.F. & Schorfheide, F., 2016, "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.03.006.
• Lubik, Thomas A. & Matthes, Christian, 2016, "Indeterminacy and learning: An analysis of monetary policy in the Great Inflation," Journal of Monetary Economics, Elsevier, volume 82, issue C, pages 85-106, DOI: 10.1016/j.jmoneco.2016.07.006.
• Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Vouldis, Angelos T., 2016, "Non performing loans (NPLs) in a crisis economy: Long-run equilibrium analysis with a real time VEC model for Greece (2001–2015)," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 451, issue C, pages 149-161, DOI: 10.1016/j.physa.2015.12.163.
• Zhang, Qunzhi & Sornette, Didier & Balcilar, Mehmet & Gupta, Rangan & Ozdemir, Zeynel Abidin & Yetkiner, Hakan, 2016, "LPPLS bubble indicators over two centuries of the S&P 500 index," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 458, issue C, pages 126-139, DOI: 10.1016/j.physa.2016.03.103.
• Hassani, Hossein & Huang, Xu & Gupta, Rangan & Ghodsi, Mansi, 2016, "Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 460, issue C, pages 54-65, DOI: 10.1016/j.physa.2016.04.013.
• Rahman, Mohammad Mafizur & Mamun, Shamsul Arifeen Khan, 2016, "Energy use, international trade and economic growth nexus in Australia: New evidence from an extended growth model," Renewable and Sustainable Energy Reviews, Elsevier, volume 64, issue C, pages 806-816, DOI: 10.1016/j.rser.2016.06.039.
• Khan, Muhammad Arshad & Abbas, Faisal, 2016, "The dynamics of electricity demand in Pakistan: A panel cointegration analysis," Renewable and Sustainable Energy Reviews, Elsevier, volume 65, issue C, pages 1159-1178, DOI: 10.1016/j.rser.2016.06.054.
• Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2016, "Stock and currency market linkages: New evidence from realized spillovers in higher moments," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 167-185, DOI: 10.1016/j.iref.2015.11.003.
• Lahiani, Amine & Hammoudeh, Shawkat & Gupta, Rangan, 2016, "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 443-456, DOI: 10.1016/j.iref.2016.01.007.
• Lin, Fu-Lai & Chen, Yu-Fen & Yang, Sheng-Yung, 2016, "Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 59-71, DOI: 10.1016/j.iref.2015.10.031.
• Población, Javier & Serna, Gregorio, 2016, "Is the refining margin stationary?," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 169-186, DOI: 10.1016/j.iref.2016.04.011.
• Cifarelli, Giulio & Paladino, Giovanna, 2016, "Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 247-262, DOI: 10.1016/j.iref.2016.06.001.
• Liu, Hsiang-Hsi & Chuang, Wen-I & Huang, Jih-Jeng & Chen, Yu-Hao, 2016, "The overconfident trading behavior of individual versus institutional investors," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 518-539, DOI: 10.1016/j.iref.2016.07.016.
• Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2016, "Can stochastic discount factor models explain the cross-section of equity returns?," Review of Financial Economics, Elsevier, volume 28, issue C, pages 56-68, DOI: 10.1016/j.rfe.2016.01.001.
• Jin, Xiaoye & An, Ximeng, 2016, "Global financial crisis and emerging stock market contagion: A volatility impulse response function approach," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 179-195, DOI: 10.1016/j.ribaf.2015.09.019.
• Kundu, Srikanta & Sarkar, Nityananda, 2016, "Return and volatility interdependences in up and down markets across developed and emerging countries," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 297-311, DOI: 10.1016/j.ribaf.2015.09.023.
• Charfeddine, Lanouar & Najah, Ahlem & Teulon, Frédéric, 2016, "Socially responsible investing and Islamic funds: New perspectives for portfolio allocation," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 351-361, DOI: 10.1016/j.ribaf.2015.09.031.
• Aboura, Sofiane & Chevallier, Julien, 2016, "Spikes and crashes in the oil market," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 615-623, DOI: 10.1016/j.ribaf.2015.07.002.
• Ji, Qiang & Fan, Ying, 2016, "Modelling the joint dynamics of oil prices and investor fear gauge," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 242-251, DOI: 10.1016/j.ribaf.2015.11.016.
• Chkili, Walid, 2016, "Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 22-34, DOI: 10.1016/j.ribaf.2016.03.005.
• Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2016, "Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 277-285, DOI: 10.1016/j.ribaf.2016.04.020.
• Nivorozhkin, Eugene & Castagneto-Gissey, Giorgio, 2016, "Russian stock market in the aftermath of the Ukrainian crisis," Russian Journal of Economics, Elsevier, volume 2, issue 1, pages 23-40, DOI: 10.1016/j.ruje.2016.04.002.
• Albaladejo, Isabel P. & González-Martínez, María Isabel & Martínez-García, María Pilar, 2016, "Nonconstant reputation effect in a dynamic tourism demand model for Spain," Tourism Management, Elsevier, volume 53, issue C, pages 132-139, DOI: 10.1016/j.tourman.2015.09.018.
• Kazuhiko Ohashi & Tatsuyoshi Okimoto, 2016, "Increasing Trends in the Excess Comovement of Commodity Prices," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-09, Feb.
• Kazuki Tomioka & Rod Tyers, 2016, "Has Foreign Growth Contributed to Stagnation and Inequality in Japan?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-21, May.
• Hilde C. Bjornland & Leif Anders Thorsrud, 2016, "Commodity Prices and Fiscal Policy Design: Procyclical Despite a Rule," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-27, May.
• Sandra Eickmeier & Norbert Metiu & Esteban Prieto, 2016, "Time-Varying Volatility, Financial Intermediation and Monetary Policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-32, May.
• Kamiar Mohaddes & Mehdi Raissi, 2016, "The U.S. Oil Supply Revolution and the Global Economy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-55, Sep.
• Kamiar Mohaddes & M. Hashem Pesaran, 2016, "Oil Prices and the Global Economy: Is It Different This Time Around?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-56, Sep.
• Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2016, "China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-57, Sep.
• Gunes Kamber & Ozer Karagedikli & Michael Ryan & Tugrul Vehbi, 2016, "International Spill-Overs of Uncertainty Shocks: Evidence from a FAVAR," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-61, Oct.
• Sandip Sarker & Arifuzzaman Khan & Mehdad Mamur Mannan, 2016, "Urban population and economic growth: South Asia perspective," European Journal of Government and Economics, Europa Grande, volume 5, issue 1, pages 64-75, June.
• Dou, Baojun & Parrella, Maria Lucia & Yao, Qiwei, 2016, "Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67151, Oct.
• Alloza, Mario, 2016, "Is fiscal policy more effective in uncertain times or during recessions?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86179, Oct.
• Pintor, Gabor, 2016, "The macroeconomic shock with the highest price of risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86225, Apr.
• Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2016, "VAR models with non-Gaussian shocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86238, Feb.
• Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2016, "Tracking the slowdown in long-run GDP growth," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86243, Jan.
• Antonio Ribba & Pietro Dallari, 2016, "Economic Shocks and their Effects on Unemployment in the Euro Area Periphery under the EMU," EcoMod2016, EcoMod, number 9245, Jul.
• caterina mendicino & Antonello DÁgostino, 2016, "Expectation-driven cycles: Time-Varying Effects," EcoMod2016, EcoMod, number 9350, Jul.
• Yun K. Kim, 2016, "Macroeconomic effects of household debt: an empirical analysis," Review of Keynesian Economics, Edward Elgar Publishing, volume 4, issue 2, pages 127-150, April.
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2016, "An Overview of the Factor-augmented Error-Correction Model," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035001.
• Michel van der Wel & Sait R. Ozturk & Dick van Dijk, 2016, "Dynamic Factor Models for the Volatility Surface☆," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035004.
• Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2016, "Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035006.
• Laura E. Jackson & M. Ayhan Kose & Christopher Otrok & Michael T. Owyang, 2016, "Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035009.
• Laurent Callot & Johannes Tang Kristensen, 2016, "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035011.
• Catherine Doz & Anna Petronevich, 2016, "Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035012.
• Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2016, "Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035014.
• Yong Bao, 2016, "Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036015.
• Eric Renault & Daniela Scidá, 2016, "Causality and Markovianity: Information Theoretic Measures," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036019.
• Ai Han & Yongmiao Hong & Shouyang Wang & Xin Yun, 2016, "A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036021.
• Abdulrahman Al-Shayeb & Abdulnasser Hatemi-J, 2016, "Trade openness and economic development in the UAE: an asymmetric approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 587-597, September, DOI: 10.1108/JES-06-2015-0094.
• Theo Berger & Christian Fieberg, 2016, "On portfolio optimization," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 3, pages 295-309, May, DOI: 10.1108/JRF-09-2015-0094.
• Kunlapath Sukcharoen & David J. Leatham, 2016, "Dependence and extreme correlation among US industry sectors," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 26-49, March, DOI: 10.1108/SEF-01-2015-0021.
• Caporin, M. & Chang, C-L. & McAleer, M.J., 2016, "Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-02, Feb.
• Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2016, "How are VIX and Stock Index ETF Related?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-07, Feb.
• Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2016, "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-15, Mar.
• Chang, C-L. & Liu, C-P. & McAleer, M.J., 2016, "Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-28, Jun.
• Franses, Ph.H.B.F., 2016, "Yet another look at MIDAS regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-32, Aug.
• Asai, M. & McAleer, M.J., 2016, "Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-35, Sep.
• Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K., 2016, "Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-38, Jan.
• Chang, C-L. & McAleer, M.J., 2016, "A Simple Test for Causality in Volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-40, Nov.
• Asai, M. & Chang, C-L. & McAleer, M.J., 2016, "Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-41, Sep.
• Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2016, "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-45, Dec.
• Mehmet Balcilar & Riza Demirer & Talat Ulussever, 2016, "Does speculation in the oil market drive investor herding in net exporting nations?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-29.
• Mehmet Balcilar & Rangan Gupta & Ýsmail H. Gençb, 2016, "The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-30, Jun.
• Kamiar Mohaddes & Mehdi Raissi, 2016, "The U.S. Oil Supply Revolution and the Global Economy," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1604, Jan.
• Belke, Ansgar & Gros, Daniel & Osowski, Thomas, 2016, "Did quantitative easing affect interest rates outside the US? New evidence based on interest rate differentials," CEPS Papers, Centre for European Policy Studies, number 11266, Jan.
• Kamiar Mohaddes & M. Hashem Pesaran, 2016, "Oil Prices and the Global Economy: Is It Different This Time Around?," Working Papers, Economic Research Forum, number 1052, 10, revised 10 2016.
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