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

• Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015, "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CEIS Research Paper, Tor Vergata University, CEIS, number 340, Apr, revised 10 Apr 2015.
• Marco Centoni & Gianluca Cubadda, 2015, "Common Feature Analysis of Economic Time Series: An Overview and Recent Developments," CEIS Research Paper, Tor Vergata University, CEIS, number 355, Oct, revised 05 Oct 2015.
• Marco Bernardini & Gert Peersman, 2015, "Private Debt Overhang And The Government Spending Multiplier: Evidence For The United States," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 15/901, Feb.
• Tino Berger & Gerdie Everaert & Hauke Vierke, 2015, "Testing for time variation in an unobserved components model for the U.S. economy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 15/903, Apr.
• Andrea Silvestrini & Andrea Zaghini, 2015, "Financial Shocks And The Real Economy In A Nonlinear World: From Theory To Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 15/910, Jun.
• Greffion, Jérôme & Breda, Thomas, 2015, "Façonner la prescription, influencer les médecins," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 17.
• Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2015, "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 2, pages 176-196, August, DOI: 10.1177/0972652715584267.
• Yen-Hsien Lee, 2015, "Does the US Fear Gauge Impact on the Investor Fear Gauge in the Emerging Markets?," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 3, pages 197-209, December, DOI: 10.1177/0972652715601909.
• Kausik Chaudhuri & Alok Kumar, 2015, "A Markov-Switching Model for Indian Stock Price and Volume," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 3, pages 239-257, December, DOI: 10.1177/0972652715607116.
• Rucha R. Ranadive & L.G. Burange, 2015, "Transmission Mechanism of Exchange Rate Pass-through in India," Foreign Trade Review, , volume 50, issue 4, pages 263-283, November, DOI: 10.1177/0015732515598589.
• Ronit Mukherji, 2015, "Stock Market Efficiency in Developing Economies," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 9, issue 4, pages 402-429, November, DOI: 10.1177/0973801015598058.
• K. Ravinthirakumaran & E.A. Selvanathan & S. Selvanathan & T. Singh, 2015, "Determinants of Foreign Direct Investment in Sri Lanka," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 16, issue 2, pages 233-256, September, DOI: 10.1177/1391561415598458.
• Герцекович Д.А., 2015, "Корректировка прогнозов курсов взаимосвязанных валютных пар на основе систем балансовых соотношений. Correction of forecasts of interrelated currency pairs in terms of systems of balance ratios," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 15, issue 1, pages 60-66.
• Ioana Boiciuc, 2015, "The Effects of Fiscal Policy on Emerging Economies. A TVP- VAR Approach," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 13, issue 1, pages 75-84.
• ?brahim Bak?rta? & Süleyman Koç, 2015, "Vector Autoregression Approach To The Relations Among Current Account, Real Exchange Rate And Growth In Turkey," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2504064, Jun.
• Lawrence Xaba & Ntebogang Moroke & Johnson Arkaah & Charlemagne Pooe, 2015, "A Comparative Study of Stock Price Forecasting using nonlinear models," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704207, Sep.
• Roengchai Tansuchat, 2015, "Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704838, Sep.
• Hakki Ciftci & Erhan Iscan & Duygu Serin, 2015, "The Interaction Between Insurance Sector And Economic Growth: Turkish Case," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2805263, Oct.
• Mosayeb Pahlavani, 2015, "Volatilities of Investment in Human Capital on Iran?s Economic Growth: A Bound Testing approach and GARCH Mod," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2805335, Oct.
• Jorge Andraz & Nélia Norte & Cristina Oliveira, 2015, "New insights on the long-term relationship between sovereign bonds debt and credit default swaps in Portugal," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3105388, Nov.
• Mehdi Hamidi Sahneh, 2015, "Testing for Noncausal Vector Autoregressive Representation," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204921, Sep.
• ?aneta Lacová & Pavol Krá?, 2015, "Measurement and characteristics of enterprise inflation expectations in Slovakia," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2205102, Sep.
• Valeriu Nalban, 2015, "Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 1, pages 60-74, March.
• Chan-Guk Huh & Jie Wu, 2015, "Linkage between US monetary policy and emerging economies: the case of Korea?s financial market and monetary policy," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 3, pages 1-18, September.
• Christine Nanjala Simiyu, 2015, "Explaining the Relationship between Public Expenditure and Economic Growth in Kenya using Vector Error Correction Model (VECM)," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 3, pages 19-38, September.
• Luca Gattini & Huw Pill & Ludger Schuknecht, 2015, "A global perspective on inflation and propagation channels," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 3, pages 50-76, May, DOI: 10.7172/2353-6845.jbfe.2015.1.3.
• Juan Carlos Cuestas & Karsten Staehr, 2015, "The Great Leveraging in the GIIPS Countries: Domestic Credit and Net Foreign Liabilities," Working Papers, The University of Sheffield, Department of Economics, number 2015012, May.
• Noura Abu Asab & Juan Carlos Cuestas, 2015, "Towards Adopting Inflation Targeting in Emerging Markets: The (A)symmetric Transmission Mechanism in Jordan," Working Papers, The University of Sheffield, Department of Economics, number 2015013, May.
• Juan Carlos Cuestas & Fabio Filipozzi & Karsten Staehr, 2015, "Uncovered Interest Parity in Central and Eastern Europe: Sample, Expectations and Structural Breaks," Working Papers, The University of Sheffield, Department of Economics, number 2015014, May.
• Juan Carlos Cuestas & Bo Tang, 2015, "Exchange Rate Changes and Stock Returns in China: A Markov Switching SVAR Approach," Working Papers, The University of Sheffield, Department of Economics, number 2015024, Dec.
• Ivan Todorov, 2015, "Fiscal Policy and Economic Growth - the Crisis Aftermath," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2015-07, Oct, revised Oct 2015.
• Katarina Juselius & Katrin Assenmacher, 2015, "Real exchange rate persistence: The case of the Swiss franc-US dollar rate," Working Papers, Swiss National Bank, number 2015-03.
• Esra KABAKLARLI, 2015, "Türkiye’de Kredi Kartı Kullanımının Para Politikasındaki Rolü ve Etkileri," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(26).
• Edoardo Otranto & Romana Gargano, 2015, "Financial clustering in presence of dominant markets," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 9, issue 3, pages 315-339, September, DOI: 10.1007/s11634-014-0189-z.
• Tom Engsted & Simon J. Hviid & Thomas Q. Pedersen, 2015, "Explosive bubbles in house prices? Evidence from the OECD countries," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-01, Jan.
• Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2015, "Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-02, Jan.
• Maria Eugenia Sanin & Maria Mansanet-Bataller & Francesco Violante, 2015, "Understanding volatility dynamics in the EU-ETS market," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-04, Jan.
• Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015, "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-12, Feb.
• Michel van der Wel & Sait R. Ozturk & Dick van Dijk, 2015, "Dynamic Factor Models for the Volatility Surface," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-13, Jan.
• Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2015, "Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-15, Mar.
• Markku Lanne & Mika Meitz & Pentti Saikkonen, 2015, "Identification and estimation of non-Gaussian structural vector autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-16, Mar.
• Girum D. Abate & Niels Haldrup, 2015, "Space-time modeling of electricity spot prices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-22, May.
• Bent Jesper Christensen & Rasmus T. Varneskov, 2015, "Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-25, May.
• Rasmus Søndergaard Pedersen & Anders Rahbek, 2015, "Nonstationary ARCH and GARCH with t-distributed Innovations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-27, Apr.
• Laurent Callot & Johannes Tang Kristensen, 2015, "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-29, Jun.
• Markku Lanne & Henri Nyberg, 2015, "Nonlinear dynamic interrelationships between real activity and stock returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-36, Aug.
• Markku Lanne & Jani Luoto, 2015, "Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-37, Aug.
• Lorenzo Boldrini & Eric Hillebrand, 2015, "Supervision in Factor Models Using a Large Number of Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-38, Aug.
• Lorenzo Boldrini & Eric Hillebrand, 2015, "The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-39, Aug.
• Lorenzo Boldrini, 2015, "Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-40, Aug.
• Annastiina Silvennoinen & Timo Teräsvirta, 2015, "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-47, Oct.
• Shin Kanaya, 2015, "Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-50, Nov.
• Bong-Han Kim & Hyeongwoo Kim & Bong-Soo Lee, 2015, "Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2015-01, Feb.
• Akarapong Untong, 2015, "ASEAN Long-Run Tourism Elasticity Demand in Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 22, issue 2, pages 77-101, December.
• Emilian Dobrescu, 2015, "BARS curve in Romanian economy," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 17, issue 39, pages 693-693, May.
• Claude Diebolt & Tapas Mishra & Faustine Perrin, 2015, "Did Gender-Bias Matter in the Quantity-Quality Trade-off in the 19th Century France?," Working Papers, Association Française de Cliométrie (AFC), number 04-15.
• Michieka, Nyakundi M., 2015, "Short- and Long-Run Analysis of Factors Affecting Electricity Consumption in Sub-Saharan Africa," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205047, DOI: 10.22004/ag.econ.205047.
• Xu, Xiaojie & Thurman, Walter, 2015, "Forecasting Local Grain Prices: An Evaluation of Composite Models in 500 Corn Cash Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205332, DOI: 10.22004/ag.econ.205332.
• Ye, Shiyu & Karali, Berna, , "The Informational Content of Inventory Announcements: Intraday Evidence from Crude Oil Futures Market," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205595, DOI: 10.22004/ag.econ.205595.
• Ceballos, Francisco & Hernandez, Manuel A. & Minot, Nicholas & Robles, Miguel, , "Grain price and volatility transmission from international to domestic markets in developing countries," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 206057, DOI: 10.22004/ag.econ.206057.
• Braha, Kushtrim & Rajcaniova, Miroslava & Qineti, Artan, 2015, "Spatial Price Transmission and Food Security: The case of Kosovo," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 207843, Jun, DOI: 10.22004/ag.econ.207843.
• Bastianin, Andrea & Manera, Matteo, , "How Does Stock Market Volatility React to Oil Shocks?," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 196919, DOI: 10.22004/ag.econ.196919.
• Lloyd, Tim & McCorriston, Steve & Zvogu, Evious, 2015, "Common Shocks, Uncommon Effects: Food Price Inflation across the EU," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212055, DOI: 10.22004/ag.econ.212055.
• Loy, Jens-Peter & Glauben, Thomas & Weiss, Christoph, 2015, "Asymmetric Cost Pass-Through? Empirical Evidence on the Role of Market Power, Search and Menu Costs," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212156, DOI: 10.22004/ag.econ.212156.
• Mugera, Harriet & Gilbert, Christopher, 2015, "Structural Change in the Relationship Between Energy and Food Prices," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212505, DOI: 10.22004/ag.econ.212505.
• Berg, Ernst & Huffaker, Ray, 2015, "Explaining the German hog price cycle: A nonlinear dynamics approach," 2015 International European Forum (144th EAAE Seminar), February 9-13, 2015, Innsbruck-Igls, Austria, International European Forum on System Dynamics and Innovation in Food Networks, number 206210, May, DOI: 10.22004/ag.econ.206210.
• Dolatabadi, Sepideh & ßrregaard Nielsen, Morten & Xu, Ke, 2015, "A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274653, Nov, DOI: 10.22004/ag.econ.274653.
• Orregaard Nielsen, Morten & Shibaev, Sergei S., 2015, "Forecasting daily political opinion polls using the fractionally cointegrated VAR model," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274666, Jun, DOI: 10.22004/ag.econ.274666.
• Carvalho, Glauco Rodrigues & Bessler, David & Hemme, Torsten & Schröer-Merker, Eva, 2015, "Understanding International Milk Price Relationships," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association, number 196692, Feb, DOI: 10.22004/ag.econ.196692.
• Gabriel GAIDUCHEVICI, 2015, "A Method For Systemic Risk Estimation Based On Cds Indices," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 15, pages 103-124, June.
• Sorin Marius Pirnac, 2015, "Technical Analysis Of Ftse 100 Index Using Quantmod Package," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 43, pages 114-122.
• Ben Omrane, Walid & Hafner, Christian, 2015, "Macroeconomic news surprises and volatility spillover in foreign exchange markets," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2015028, Jan.
• Nha D. Bui & Loan T. B. Nguyen & Nhung T. T. Nguyen, 2015, "Herd behaviour in Southeast Asian stock markets — An empirical investigation," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 65, issue 3, pages 413-429, September.
• Tatiana Cesaroni, 2015, "Procyclicality of credit rating systems: how to manage it," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 109, Jul.
• Maxwell Ekor & Oluwatosin Adeniyi & Jimoh Saka, 2015, "Ethiopia and the BRICS: An Assessment of Trade and Investment Flows," Economy, Asian Online Journal Publishing Group, volume 2, issue 1, pages 1-9.
• Celia Melguizo Cháfer, 2015, "“An analysis of the Okun’s law for the Spanish provinces”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201501, Jan, revised Jan 2015.
• Knarik Ayvazyan, 2015, "Estimating the New Keynesian Output Gap for Armenia via a Bayesian Approach," Working Papers, Central Bank of Armenia, number 4, Sep.
• Haykaz Igityan & Hasmik Kartashyan, 2021, "Housing Market Drivers and Dynamics in Armenia," Working Papers, Central Bank of Armenia, number 16, Jan.
• Dimitri O. Ledenyov & Viktor O. Ledenyov, 2015, "Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities," Papers, arXiv.org, number 1502.02537, Feb.
• Jozef Barunik & Barbora Malinska, 2015, "Forecasting the term structure of crude oil futures prices with neural networks," Papers, arXiv.org, number 1504.04819, Apr.
• Filip Smolik & Lukas Vacha, 2015, "Time-scale analysis of co-movement in EU sovereign bond markets," Papers, arXiv.org, number 1506.03347, Jun, revised Mar 2016.
• Yoann Potiron & Per Mykland, 2015, "Estimation of integrated quadratic covariation with endogenous sampling times," Papers, arXiv.org, number 1507.01033, Jul, revised Nov 2016.
• Univ. Prof. Ph. D. Mariana BALAN & PhD. Rodica PERCIUN, 2015, "Estimating Size And Structure Of Yough Romanian Migrants Based On The Gravity Models," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 39, issue 1, pages 65-77, September.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric dynamic portfolio choice with multiple conditioning variables," CeMMAP working papers, Institute for Fiscal Studies, number 07/15, Feb, DOI: 10.1920/wp.cem.2015.0715.
• Shin Kanaya & Dennis Kristensen, 2015, "Estimation of stochastic volatility models by nonparametric filtering," CeMMAP working papers, Institute for Fiscal Studies, number 09/15, Mar, DOI: 10.1920/wp.cem.2015.0915.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015, "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers, Institute for Fiscal Studies, number 13/15, Mar, DOI: 10.1920/wp.cem.2015.1315.
• Vladimir Tsenkov, 2015, "Crisis Influences between Developed and Developing Capital Markets – The Case of Central and Eastern European Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 71-107.
• Mariya Neycheva, 2015, "Impact of Secondary and Tertiary Education on Economic Growth: a Co-integration Model for Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 82-106.
• Petar Peshev, 2015, "Modelling the demand and supply of loans in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 52-69,70-85.
• Konstantinos Theodoridis & Francesco Zanetti, 2015, "News Shocks and Labor Market Dynamics in Matching Models," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1501, Apr.
• Shushanik Papanyan, 2015, "Digitization and Productivity: Measuring Cycles of Technological Progress," Working Papers, BBVA Bank, Economic Research Department, number 15/33, Dec.
• Raphaël Janssen & Romuald Morhs, 2015, "The interest rate sensitivity of Luxembourg bond funds: results from a time-varying model," BCL working papers, Central Bank of Luxembourg, number 98, Aug.
• Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2015, "Fast ML estimation of dynamic bifactor models: an application to European inflation," Working Papers, Banco de España, number 1525, Sep.
• Andrea Silvestrini & Andrea Zaghini, 2015, "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 255, Jan.
• Salvador Barrios & Serena Fatica & Diego Martinez & Gilles Mourre & Ferhan Salman & Elva Bova & Christina Kolerus & Jules S. Tapsoba & Gilles Mourre & Nikola Altiparmakov & Lukas Reiss & Mariano Bosch, 2015, "Public Finances Today: Lessons Learned and Challenges Ahead," Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area, number 19, Mar.
• Stefano Neri & Tiziano Ropele, 2015, "The macroeconomic effects of the sovereign debt crisis in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1007, Mar.
• Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti, 2015, "Short term inflation forecasting: the M.E.T.A. approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1016, Jun.
• Antonio M. Conti & Stefano Neri & Andrea Nobili, 2015, "Why is inflation so low in the euro area?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1019, Jul.
• Marcello Pericoli & Marco Taboga, 2015, "Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1023, Jul.
• Fabio Busetti & Michele Caivano & Lisa Rodano, 2015, "On the conditional distribution of euro area inflation forecast," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1027, Jul.
• Tatiana Cesaroni & Stefano Iezzi, 2015, "The predictive content of business survey indicators: evidence from SIGE," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1031, Sep.
• Tatiana Cesaroni, 2015, "Procyclicality of credit rating systems: how to manage it," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1034, Sep.
• Marianna Riggi & Fabrizio Venditti, 2015, "The time varying effect of oil price shocks on euro-area exports," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1035, Sep.
• Noriega Antonio E. & Ramos Francia Manuel & Rodríguez-Pérez Cid Alonso, 2015, "Money Demand Estimations in Mexico and of its Stability 1986-2010, as well as Some Examples of its Uses," Working Papers, Banco de México, number 2015-13, Jul.
• Ramos Francia Manuel & Noriega Antonio E. & Rodríguez-Pérez Cid Alonso, 2015, "The Use of Monetary Aggregates as Indicators of the Future Evolution of Consumer Prices: Monetary Growth and Inflation Target," Working Papers, Banco de México, number 2015-14, Jul.
• Carrillo Julio A. & Elizondo Rocío, 2015, "How Robust Are SVARs at Measuring Monetary Policy in Small Open Economies?," Working Papers, Banco de México, number 2015-18, Sep.
• Luis V. Bejarano-Bejarano & Jose E. Gomez-Gonzalez & Luis F. Melo-Velandia & Jhon E. Torres-Gorron, 2015, "Financial Contagion in Latin America," Borradores de Economia, Banco de la Republica de Colombia, number 884, May, DOI: 10.32468/be.884.
• Jorge David Quintero Otero, 2015, "Impactos de la política monetaria y canales de transmisión en países de América Latina con esquema de inflación objetivo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 33, issue 76, pages 61-75, April, DOI: 10.1016/j.espe.2015.02.001.
• Juan Hernández, 2015, "Revisión de algunas estimaciones recientes del traspaso del tipo de cambio a los precios en México," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 33, issue 78, pages 190-196, December, DOI: 10.1016/j.espe.2015.09.002.
• Aleh Mazol, 2015, "Exchange Rate, Imports of Intermediate and Capital Goods and GDP Growth in Belarus," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 32, Nov.
• Patrick F ve & Jean-Guillaume Sahuc, 2015, "On the Size of the Government Spending Multiplier in the Euro Area," Working papers, Banque de France, number 537.
• L. Gauvin & C. Rebillard, 2015, "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," Working papers, Banque de France, number 562.
• Klodiana Istrefi & B. Vonnak, 2015, "Delayed Overshooting Puzzle in Structural Vector Autoregression Models," Working papers, Banque de France, number 576.
• Chun-Huong Kuo & Atsushi Inoue & Barbara Rossi, 2015, "Identifying the Sources of Model Misspecification," Working Papers, Barcelona School of Economics, number 821, Sep.
• Lukasz Goczek, 2015, "Disinflation and monetary independence in Romania," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 15, issue 1, pages 65-79.
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2015, "An Overview of the Factor-augmented Error-Correction Model," Discussion Papers, Department of Economics, University of Birmingham, number 15-03, Jan.
• Elena Deryugina & Alexey Ponomarenko, 2015, "A large Bayesian vector autoregression model for Russia," Bank of Russia Working Paper Series, Bank of Russia, number wps1, Mar.
• Elena Deryugina & Olga Kovalenko & Irina Pantina & Alexey Ponomarenko, 2015, "Disentangling loan demand and supply shocks in Russia," Bank of Russia Working Paper Series, Bank of Russia, number wps3, Mar.
• Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015, "Evaluating the underlying inflation measures for Russia," Bank of Russia Working Paper Series, Bank of Russia, number wps4, Mar.
• Afşin Şahin & Aysit Tansel & M. Hakan Berument, 2015, "Output–Employment Relationship Across Sectors: A Long- Versus Short-Run Perspective," Bulletin of Economic Research, Wiley Blackwell, volume 67, issue 3, pages 265-288, July.
• Rubén Albeiro Loaiza Maya & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo Velandia, 2015, "Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach," Contemporary Economic Policy, Western Economic Association International, volume 33, issue 3, pages 535-549, July.
• David M. Zimmer, 2015, "Analyzing Comovements In Housing Prices Using Vine Copulas," Economic Inquiry, Western Economic Association International, volume 53, issue 2, pages 1156-1169, April.
• Christian Growitsch & Marcus Stronzik & Rabindra Nepal, 2015, "Price Convergence and Information Efficiency in German Natural Gas Markets," German Economic Review, Verein für Socialpolitik, volume 16, issue 1, pages 87-103, February.
• Robert Lehmann & Klaus Wohlrabe, 2015, "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, volume 16, issue 2, pages 226-254, May.
• Haroon Mumtaz & Konstantinos Theodoridis, 2015, "The International Transmission Of Volatility Shocks: An Empirical Analysis," Journal of the European Economic Association, European Economic Association, volume 13, issue 3, pages 512-533, June.
• Siem Jan Koopman & Rutger Lit, 2015, "A dynamic bivariate Poisson model for analysing and forecasting match results in the English Premier League," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 178, issue 1, pages 167-186, January.
• Morten Ørregaard Nielsen, 2015, "Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 2, pages 154-188, March.
• Eric Ghysels & J. Isaac Miller, 2015, "Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 6, pages 797-816, November.
• Christian Gouriéroux & Jean-Michel Zakoïan, 2015, "On Uniqueness of Moving Average Representations of Heavy-tailed Stationary Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 6, pages 876-887, November.
• Haroon Mumtaz & Francesco Zanetti, 2015, "Labor Market Dynamics: A Time-Varying Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 3, pages 319-338, June.
• Lena Dräger, 2015, "Inflation perceptions and expectations in Sweden – Are media reports the missing link?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 5, pages 681-700, October.
• Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler, 2015, "Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 5, pages 740-759, October.
• Gregory C. Chow & Linlin Niu, 2015, "Housing Prices in Urban China as Determined by Demand and Supply," Pacific Economic Review, Wiley Blackwell, volume 20, issue 1, pages 1-16, February.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Robert Mudida, 2015, "Testing the Marshall–Lerner Condition in Kenya," South African Journal of Economics, Economic Society of South Africa, volume 83, issue 2, pages 253-268, June.
• Christian Conrad & Menelaos Karanasos, 2015, "Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel," Scottish Journal of Political Economy, Scottish Economic Society, volume 62, issue 5, pages 431-453, November.
• Peter A. Zadrozny, 2015, "Extended Yule-Walker Identification of Varma Models with Single- or Mixed- Frequency Data," Economic Working Papers, Bureau of Labor Statistics, number 485.
• Daniella de Sousa Vargas & David E. Zeballos Coria, 2015, "La política cambiaria en Bolivia, objetivos y efectividad," Revista de Análisis del BCB, Banco Central de Bolivia, volume 23, issue 2, pages 65-104, October.
• Claudia Foroni & Francesco Furlanetto & Antoine Lepetit, 2015, "Labor Supply Factors and Economic Fluctuations," Working Paper, Norges Bank, number 2015/07, Apr.
• André K. Anundsen & Ragnar Nymoen, 2015, "Did US consumers ‘save for a rainy day’ before the Great Recession?," Working Paper, Norges Bank, number 2015/08, May.
• Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo, 2015, "Identification and real-time forecasting of Norwegian business cycles," Working Paper, Norges Bank, number 2015/09, May.
• Hilde C. Bjørnland & Leif Anders Thorsrud, 2015, "Commodity prices and fiscal policy design: Procyclical despite a rule," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 5/2015, Jun.
• Michael T. Belongia & Peter N. Ireland, 2015, "The Evolution of US Monetary Policy: 2000-2007," Boston College Working Papers in Economics, Boston College Department of Economics, number 882, Aug.
• Ambrogio Cesa-Bianchi & Luis Cespedes & Alessandro Rebucci, 2015, "Global liquidity, house prices and the macroeconomy: evidence from advanced and emerging economies," Bank of England working papers, Bank of England, number 522, Jan.
• Francesca Monti, 2015, "Can a data-rich environment help identify the sources of model misspecification?," Bank of England working papers, Bank of England, number 527, Mar.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015, "Forecasting with VAR models: fat tails and stochastic volatility," Bank of England working papers, Bank of England, number 528, May.
• Rohan Churm & Mike Joyce & George Kapetanios & Konstantinos Theodoridis, 2015, "Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme," Bank of England working papers, Bank of England, number 542, Aug.
• Dimitrios P. Louzis, 2015, "Steady-state priors and Bayesian variable selection in VAR forecasting," Working Papers, Bank of Greece, number 195, Jul.
• Kei Imakubo & Haruki Kojima & Jouchi Nakajima, 2015, "The natural yield curve: its concept and developments in Japan," Bank of Japan Research Laboratory Series, Bank of Japan, number 15-E-3, May.
• Tetsuo Kurosaki & Yusuke Kumano & Kota Okabe & Teppei Nagano, 2015, "Liquidity in JGB Markets: An Evaluation from Transaction Data," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-2, May.
• Kei Imakubo & Haruki Kojima & Jouchi Nakajima, 2015, "The natural yield curve: its concept and measurement," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-5, Jun.
• Hyunju Kang & Bok-Keun Yu & Jongmin Yu, 2015, "Global Liquidity and Commodity Prices," Working Papers, Economic Research Institute, Bank of Korea, number 2015-14, May.
• Heung Soon Jung & Dong Jin Lee & Tae Hyo Gwon & Se Jin Yun, 2015, "Reference Rates and Monetary Policy Effectiveness in Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2015-27, Oct.
• Moon Jung Choi & Geun-Young Kim & Joo Yong Lee, 2015, "An Analysis of Trade Patterns in East Asia and the Effects of the Real Exchange Rate Movements," Working Papers, Economic Research Institute, Bank of Korea, number 2015-29, Dec.
• M. Castellani & L. Fanelli & M. Savioli, 2015, "Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements?," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1013, Jun.
• Zhongjun Qu, 2015, "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-002, Jun.
• Zhongjun Qu & Fan Zhuo, 2015, "Likelihood Ratio Based Tests for Markov Regime Switching," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-003, Oct.
• Growitsch Christian & Nepal Rabindra & Stronzik Marcus, 2015, "Price Convergence and Information Efficiency in German Natural Gas Markets," German Economic Review, De Gruyter, volume 16, issue 1, pages 87-103, February, DOI: 10.1111/geer.12034.
• Lehmann Robert & Wohlrabe Klaus, 2015, "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, volume 16, issue 2, pages 226-254, May, DOI: 10.1111/geer.12042.
• Burda Martin, 2015, "Constrained Hamiltonian Monte Carlo in BEKK GARCH with Targeting," Journal of Time Series Econometrics, De Gruyter, volume 7, issue 1, pages 95-113, January, DOI: 10.1515/jtse-2013-0013.
• Jochmann Markus & Koop Gary, 2015, "Regime-switching cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 1, pages 35-48, February, DOI: 10.1515/snde-2012-0064.
• Bekiros Stelios & Paccagnini Alessia, 2015, "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 2, pages 107-136, April, DOI: 10.1515/snde-2013-0061.
• Wolters Maik H. & Tillmann Peter, 2015, "The changing dynamics of US inflation persistence: a quantile regression approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 2, pages 161-182, April, DOI: 10.1515/snde-2013-0080.
• Fazzari Steven M. & Morley James & Panovska Irina, 2015, "State-dependent effects of fiscal policy," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 3, pages 285-315, June, DOI: 10.1515/snde-2014-0022.
• Hungnes Håvard, 2015, "Testing for co-nonlinearity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 3, pages 339-353, June, DOI: 10.1515/snde-2013-0092.
• Zsolt Darvas & András Simon, 2015, "Filling the gap- open economy considerations for more reliable potential output estimates," Bruegel Working Papers, Bruegel, number 10401, Oct.
• Kamiar Mohaddes & M. Hashem Pesaran, 2015, "Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1516, Jun.
• Povilas Lastauskas & Julius Stakenas, 2015, "Global Perspective on Structural Labour Market Reforms in Europe," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1534, Nov.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015, "An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1552, Mar.
• W. Robert Reed, 2015, "Testing For Unit Roots With Cointegrated Data," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 15/11, May.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2015, "Small sample performance of indirect inference on DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/2, Jan.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015, "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/8, Jul.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015, "Testing macro models by indirect inference: a survey for users," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/9, Jul.
• Hwang, Jungbin & Sun, Yixiao, 2015, "Asymptotic F and t Tests in an Efficient GMM Setting," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt1c62d8xf, Aug.
• Hwang, Jungbin & Sun, Yixiao, 2015, "Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt58r2z98m, Aug.
• Taisuke Nakata & Christopher Tonetti, 2015, "Small sample properties of Bayesian estimators of labor income processes," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 121-148, May.
• Diego Winkelried & José Enrique Gutierrez, 2015, "Regional inflation dynamics and inflation targeting. The case of Peru," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 199-224, November.
• 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, Universidad del CEMA, volume 18, pages 225-246, November.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Spillovers between Food and Energy Prices and Structural Breaks," CESifo Working Paper Series, CESifo, number 5282.
• Marco Bernardini & Gert Peersman, 2015, "Private Debt Overhang and the Government Spending Multiplier: Evidence for the United States," CESifo Working Paper Series, CESifo, number 5284.
• Helmut Lütkepohl & Aleksei Netšunajev, 2015, "Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models," CESifo Working Paper Series, CESifo, number 5308.
• André Kallåk Anundsen & Ragnar Nymoen, 2015, "Did US Consumers 'Save for a Rainy Day' Before the Great Recession?," CESifo Working Paper Series, CESifo, number 5347.
• Kamiar Mohaddes & M. Hashem Pesaran, 2015, "Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis," CESifo Working Paper Series, CESifo, number 5367.
• Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 5407.
• Michael A. Flor & Torben Klarl, 2015, "On the Cyclicity of Regional House Prices: New Evidence for U.S. Metropolitan Statistical Areas," CESifo Working Paper Series, CESifo, number 5471.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015, "Leveraged Bubbles," CESifo Working Paper Series, CESifo, number 5489.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015, "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," CESifo Working Paper Series, CESifo, number 5523.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Macro News and Commodity Returns," CESifo Working Paper Series, CESifo, number 5551.
• Jacob Engwerda & Bas van Aarle & Arie Weeren & Bas Van Aarle, 2015, "Debt Stabilization and Debt Mutualization in a Monetary Union with Endogenous Risk Premia," CESifo Working Paper Series, CESifo, number 5564.
• Christian Grimme & Claire Thürwächter, 2015, "Der Einfluss des Wechselkurses auf den deutschen Export – Simulationen mit Fehlerkorrekturmodellen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 20, pages 35-38, October.
• Francesca Monti, 2015, "Can a data-rich environment help identify the sources of model misspecification?," Discussion Papers, Centre for Macroeconomics (CFM), number 1505, Jan.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2015, "The Transmission of Monetary Policy Shocks," Discussion Papers, Centre for Macroeconomics (CFM), number 1711, Sep, revised Feb 2017.