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

• Declerck , Francis & Indjehagopian , Jean-Pierre & Bellocq , Flavien, 2015, "Relation entre le prix du pétrole et les cours boursiers des grandes compagnies pétrolières mondiales," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1504, Feb.
• Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien, 2015, "Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1507, Jun.
• Matteo Barigozzi & Marc Hallin, 2015, "Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-22, Jun.
• Marco Valerio Geraci & Jean-Yves Gnabo, 2015, "Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2015-51, Dec.
• Marco Valerio Geraci & Jean-Yves Gnabo, 2015, "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-51, Dec.
• Camba-Méndez, Gonzalo & Kapetanios, George & Papailias, Fotis & Weale, Martin R., 2015, "An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies," Working Paper Series, European Central Bank, number 1773, Apr.
• D'Agostino, Antonello & Mendicino, Caterina, 2015, "Expectation-driven cycles: time-varying effects," Working Paper Series, European Central Bank, number 1776, Apr.
• De Santis, Roberto A., 2015, "A measure of redenomination risk," Working Paper Series, European Central Bank, number 1785, Apr.
• Warne, Anders & Droumaguet, Matthieu & Woźniak, Tomasz, 2015, "Granger causality and regime inference in Bayesian Markov-Switching VARs," Working Paper Series, European Central Bank, number 1794, May.
• Melolinna, Marko, 2015, "What has driven inflation dynamics in the Euro area, the United Kingdom and the United States," Working Paper Series, European Central Bank, number 1802, Jun.
• Vouldis, Angelos, 2015, "Credit market disequilibrium in Greece (2003-2011) - a Bayesian approach," Working Paper Series, European Central Bank, number 1805, Jun.
• Ricco, Giovanni, 2015, "A new identification of fiscal shocks based on the information flow," Working Paper Series, European Central Bank, number 1813, Jun.
• Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2015, "VAR for VaR: measuring tail dependence using multivariate regression quantiles," Working Paper Series, European Central Bank, number 1814, Jun.
• Schwaab, Bernd & Lucas, André & Zhang, Xin, 2015, "Modeling financial sector joint tail risk in the euro area," Working Paper Series, European Central Bank, number 1837, Aug.
• D'Agostino, Antonello & Cimadomo, Jacopo, 2015, "Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy," Working Paper Series, European Central Bank, number 1856, Oct.
• Altavilla, Carlo & Darracq Pariès, Matthieu & Nicoletti, Giulio, 2015, "Loan supply, credit markets and the euro area financial crisis," Working Paper Series, European Central Bank, number 1861, Oct.
• Jarociński, Marek, 2015, "A note on implementing the Durbin and Koopman simulation smoother," Working Paper Series, European Central Bank, number 1867, Nov.
• McQuade, Peter & Falagiarda, Matteo & Tirpák, Marcel, 2015, "Spillovers from the ECB's non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis," Working Paper Series, European Central Bank, number 1869, Nov.
• Trust Kganyago & Victor Gumbo, 2015, "An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 638-646.
• Cuneyt Dumrul & Yasemin Dumrul, 2015, "Price-Money Relationship after Infl ation Targeting: Co-integration Test with Structural Breaks for Turkey and Brazil," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 701-708.
• Augustine C. Osigwe & Maria Chinecherem Uzonwann, 2015, "Causal Relationship among Foreign Reserves, Exchange Rate and Foreign Direct Investment: Evidence from Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 4, pages 884-888.
• Tanattrin Bunnag, 2015, "Hedging Petroleum Futures with Multivariate GARCH Models," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 1, pages 105-120.
• Faris Nasif AL-Shubiri, 2015, "The Impact of Economic and Financial Variables on Cash Conversion Cycle of Energy, Oil and Gas Sectors Listed in Muscat Security Market," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 1, pages 174-181.
• Mohamed Osman, 2015, "Dynamic Asymmetries in the Electric Consumption of the GCC Countries," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 461-467.
• Muhammad Shahbaz & Smile Dube & Ilhan Ozturk & Abdul Jalil, 2015, "Testing the Environmental Kuznets Curve Hypothesis in Portugal," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 475-481.
• Man-Keun Kim & Kangil Lee, 2015, "Dynamic Interactions between Carbon and Energy Prices in the U.S. Regional Greenhouse Gas Initiative," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 494-501.
• Augustine C. Osigwe, 2015, "Exchange Rate Fluctuations, Oil Prices and Economic Performance: Empirical Evidence from Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 502-506.
• Nyakundi M. Michieka, 2015, "Short- and Long-Run Analysis of Factors Affecting Electricity Consumption in Sub-Saharan Africa," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 639-646.
• Tanattrin Bunnag, 2015, "Volatility Transmission in Oil Futures Markets and Carbon Emissions Futures," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 647-659.
• Lee Lian Ivy-Yap & Hussain Ali Bekhet, 2015, "Examining the Feedback Response of Residential Electricity Consumption towards Changes in its Determinants: Evidence from Malaysia," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 772-781.
• Khalid Zaman, 2015, "Determinants of Nuclear Energy Consumption in South Asia: Economic and Energy Security Issues," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 822-827.
• Anthony N. Rezitis, 2015, "Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 851-868.
• Phaisan Pattanakooha & Pongsa Pornchaiwisetgul, 2015, "The Effect of Stock, Government Policy, and Monopoly on Asymmetric Price Transmission in Thailand," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 926-933.
• Ali Matar & Hussain Ali Bekhet, 2015, "Causal Interaction among Electricity Consumption, Financial Development, Exports and Economic Growth in Jordan: Dynamic Simultaneous Equation Models," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 955-967.
• A. znur mit & Elif Bulut, 2015, "Relationship between Energy Consumption and Real Gross Domestic Production in Turkey: A Co-integration Analysis with Structural Breaks," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 968-978.
• Ali Acaravci & Sinan Erdogan & Guray Akalin, 2015, "The Electricity Consumption, Real Income, Trade Openness and Foreign Direct Investment: The Empirical Evidence from Turkey," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 1050-1057.
• Nezir Kose & Sabit Baimaganbetov, 2015, "The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 1058-1064.
• Hakan BEKTAÞ & Emir KAYACAN & Ömür URAS, 2015, "Türkiye’de Planlý Kalkýnma Döneminde Ýktisadi Büyüme ile Nüfus Artýþý Ýliþkisinin Ekonometrik Analizi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 3, issue 2, pages 69-77.
• Rambaccussing, Dooruj, 2015, "Modelling Housing Prices using a Present Value State Space Model," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-32.
• P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-71.
• Korobilis, Dimitris, 2015, "Prior selection for panel vector autoregressions," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-73, Apr.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2015, "Co-Movement, Spillovers and Excess Returns in Global Bond Markets," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-75, Jun.
• Rambaccussing, Dooruj, 2015, "Modelling Housing Prices using a Present Value State Space Model," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-80, Feb.
• Juan Carlos Cuestas & Karsten Staehr & Fabio Filipozzi, 2015, "Uncovered interest parity in Central and Eastern Europe : expectations and structural breaks," Bank of Estonia Working Papers, Bank of Estonia, number wp2015-4, Dec, revised 30 Dec 2015.
• Mohanty, Deepak & John, Joice, 2015, "Determinants of inflation in India," Journal of Asian Economics, Elsevier, volume 36, issue C, pages 86-96, DOI: 10.1016/j.asieco.2014.08.002.
• Elekdag, Selim & Han, Fei, 2015, "What drives credit growth in emerging Asia?," Journal of Asian Economics, Elsevier, volume 38, issue C, pages 1-13, DOI: 10.1016/j.asieco.2015.03.001.
• Phiromswad, Piyachart, 2015, "Measuring monetary policy with empirically grounded restrictions: An application to Thailand," Journal of Asian Economics, Elsevier, volume 38, issue C, pages 104-113, DOI: 10.1016/j.asieco.2015.04.005.
• Jin, Xiaoye, 2015, "Volatility transmission and volatility impulse response functions among the Greater China stock markets," Journal of Asian Economics, Elsevier, volume 39, issue C, pages 43-58, DOI: 10.1016/j.asieco.2015.05.004.
• Dungey, Mardi & Vehbi, Tugrul, 2015, "The influences of international output shocks from the US and China on ASEAN economies," Journal of Asian Economics, Elsevier, volume 39, issue C, pages 59-71, DOI: 10.1016/j.asieco.2015.05.003.
• He, Dong & Liao, Wei & Wu, Tommy, 2015, "Hong Kong's growth synchronization with China and the US: A trend and cycle analysis," Journal of Asian Economics, Elsevier, volume 40, issue C, pages 10-28, DOI: 10.1016/j.asieco.2015.08.003.
• Tang, Bo, 2015, "Real exchange rate and economic growth in China: A cointegrated VAR approach," China Economic Review, Elsevier, volume 34, issue C, pages 293-310, DOI: 10.1016/j.chieco.2014.12.002.
• Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Nicola, 2015, "Oil price uncertainty and sectoral stock returns in China: A time-varying approach," China Economic Review, Elsevier, volume 34, issue C, pages 311-321, DOI: 10.1016/j.chieco.2014.09.008.
• Jarociński, Marek, 2015, "A note on implementing the Durbin and Koopman simulation smoother," Computational Statistics & Data Analysis, Elsevier, volume 91, issue C, pages 1-3, DOI: 10.1016/j.csda.2015.05.001.
• Mumtaz, Haroon & Zanetti, Francesco, 2015, "Factor adjustment costs: A structural investigation," Journal of Economic Dynamics and Control, Elsevier, volume 51, issue C, pages 341-355, DOI: 10.1016/j.jedc.2014.10.003.
• Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre, 2015, "What does financial volatility tell us about macroeconomic fluctuations?," Journal of Economic Dynamics and Control, Elsevier, volume 52, issue C, pages 340-360, DOI: 10.1016/j.jedc.2015.01.002.
• Wang, Jianxin & Yang, Minxian, 2015, "How well does the weighted price contribution measure price discovery?," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 113-129, DOI: 10.1016/j.jedc.2015.04.002.
• Lei, Yaoting & Xu, Jing, 2015, "Costly arbitrage through pairs trading," Journal of Economic Dynamics and Control, Elsevier, volume 56, issue C, pages 1-19, DOI: 10.1016/j.jedc.2015.04.006.
• Riggi, Marianna & Venditti, Fabrizio, 2015, "The time varying effect of oil price shocks on euro-area exports," Journal of Economic Dynamics and Control, Elsevier, volume 59, issue C, pages 75-94, DOI: 10.1016/j.jedc.2015.07.002.
• Tan, Fei & Walker, Todd B., 2015, "Solving generalized multivariate linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, volume 60, issue C, pages 95-111, DOI: 10.1016/j.jedc.2015.07.007.
• Lo, Danny K. & Hall, Anthony D., 2015, "Resiliency of the limit order book," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 222-244, DOI: 10.1016/j.jedc.2015.09.012.
• Carmignani, Fabrizio, 2015, "Can public expenditure stabilize output? Multipliers and policy interdependence in Queensland and Australia," Economic Analysis and Policy, Elsevier, volume 47, issue C, pages 69-81, DOI: 10.1016/j.eap.2015.07.003.
• Sévi, Benoît, 2015, "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Economic Modelling, Elsevier, volume 44, issue C, pages 243-251, DOI: 10.1016/j.econmod.2014.10.026.
• Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos, 2015, "Forecasting the U.S. real house price index," Economic Modelling, Elsevier, volume 45, issue C, pages 259-267, DOI: 10.1016/j.econmod.2014.10.050.
• Friedman, Joseph & Shachmurove, Yochanan, 2015, "The responses of the prime rate to change in policies of the Federal Reserve," Economic Modelling, Elsevier, volume 46, issue C, pages 407-411, DOI: 10.1016/j.econmod.2014.12.042.
• Chang, Ming-Jen & Su, Che-Yi, 2015, "Does real interest rate parity really hold? New evidence from G7 countries," Economic Modelling, Elsevier, volume 47, issue C, pages 299-306, DOI: 10.1016/j.econmod.2015.03.005.
• Marczak, Martyna & Gómez, Víctor, 2015, "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," Economic Modelling, Elsevier, volume 47, issue C, pages 40-52, DOI: 10.1016/j.econmod.2015.02.014.
• Manalo, Josef & Perera, Dilhan & Rees, Daniel M., 2015, "Exchange rate movements and the Australian economy," Economic Modelling, Elsevier, volume 47, issue C, pages 53-62, DOI: 10.1016/j.econmod.2015.02.013.
• Allegret, Jean-Pierre & Mignon, Valérie & Sallenave, Audrey, 2015, "Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies," Economic Modelling, Elsevier, volume 49, issue C, pages 232-247, DOI: 10.1016/j.econmod.2015.04.009.
• Guay, Alain & Maurin, Alain, 2015, "Disaggregation methods based on MIDAS regression," Economic Modelling, Elsevier, volume 50, issue C, pages 123-129, DOI: 10.1016/j.econmod.2015.05.013.
• Boubaker, Heni & Sghaier, Nadia, 2015, "Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach," Economic Modelling, Elsevier, volume 50, issue C, pages 254-265, DOI: 10.1016/j.econmod.2015.06.027.
• Binet, Marie-Estelle & Pentecôte, Jean-Sébastien, 2015, "Macroeconomic idiosyncrasies and European monetary unification: A sceptical long run view," Economic Modelling, Elsevier, volume 51, issue C, pages 412-423, DOI: 10.1016/j.econmod.2015.08.030.
• Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan, 2015, "Temporal causality between house prices and output in the US: A bootstrap rolling-window approach," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 55-73, DOI: 10.1016/j.najef.2015.03.001.
• Wang, Bin & Wang, Man & Chan, Ngai Hang, 2015, "Residual-based test for fractional cointegration," Economics Letters, Elsevier, volume 126, issue C, pages 43-46, DOI: 10.1016/j.econlet.2014.11.009.
• Yin, Libo & Han, Liyan, 2015, "Co-movements in commodity prices: Global, sectoral and commodity-specific factors," Economics Letters, Elsevier, volume 126, issue C, pages 96-100, DOI: 10.1016/j.econlet.2014.11.027.
• Chan, Joshua C.C. & Grant, Angelia L., 2015, "Pitfalls of estimating the marginal likelihood using the modified harmonic mean," Economics Letters, Elsevier, volume 131, issue C, pages 29-33, DOI: 10.1016/j.econlet.2015.03.036.
• Bekiros, Stelios & Gupta, Rangan, 2015, "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, volume 131, issue C, pages 83-85, DOI: 10.1016/j.econlet.2015.03.019.
• Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015, "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, volume 132, issue C, pages 125-128, DOI: 10.1016/j.econlet.2015.04.023.
• Matsuki, Takashi & Sugimoto, Kimiko & Satoma, Katsuhiko, 2015, "Effects of the Bank of Japan’s current quantitative and qualitative easing," Economics Letters, Elsevier, volume 133, issue C, pages 112-116, DOI: 10.1016/j.econlet.2015.05.025.
• Darvas, Zsolt, 2015, "Does money matter in the euro area? Evidence from a new Divisia index," Economics Letters, Elsevier, volume 133, issue C, pages 123-126, DOI: 10.1016/j.econlet.2015.05.034.
• Herwartz, Helmut & Raters, Fabian H.C., 2015, "Copula-MGARCH with continuous covariance decomposition," Economics Letters, Elsevier, volume 133, issue C, pages 73-76, DOI: 10.1016/j.econlet.2015.05.023.
• Ko, Jun-Hyung & Lee, Chang-Min, 2015, "International economic policy uncertainty and stock prices: Wavelet approach," Economics Letters, Elsevier, volume 134, issue C, pages 118-122, DOI: 10.1016/j.econlet.2015.07.012.
• Rana, Ghulam Awais & Shea, Paul, 2015, "Estimating the causal relationship between foreclosures and unemployment during the great recession," Economics Letters, Elsevier, volume 134, issue C, pages 90-93, DOI: 10.1016/j.econlet.2015.06.019.
• Odaki, Mitsuhiro, 2015, "Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses," Economics Letters, Elsevier, volume 136, issue C, pages 187-189, DOI: 10.1016/j.econlet.2015.09.028.
• Stephan, Gaëtan & Lecumberry, Julien, 2015, "The German unemployment since the Hartz reforms: Permanent or transitory fall?," Economics Letters, Elsevier, volume 136, issue C, pages 49-54, DOI: 10.1016/j.econlet.2015.08.003.
• Murasawa, Yasutomo, 2015, "The multivariate Beveridge–Nelson decomposition with I(1) and I(2) series," Economics Letters, Elsevier, volume 137, issue C, pages 157-162, DOI: 10.1016/j.econlet.2015.11.001.
• Boswijk, H. Peter & Jansson, Michael & Nielsen, Morten Ørregaard, 2015, "Improved likelihood ratio tests for cointegration rank in the VAR model," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 97-110, DOI: 10.1016/j.jeconom.2014.08.007.
• Gomez-Biscarri, Javier & Hualde, Javier, 2015, "A residual-based ADF test for stationary cointegration in I(2) settings," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 280-294, DOI: 10.1016/j.jeconom.2014.08.009.
• Creal, Drew D. & Wu, Jing Cynthia, 2015, "Estimation of affine term structure models with spanned or unspanned stochastic volatility," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 60-81, DOI: 10.1016/j.jeconom.2014.10.003.
• Andreou, Elena & Werker, Bas J.M., 2015, "Residual-based rank specification tests for AR–GARCH type models," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 305-331, DOI: 10.1016/j.jeconom.2014.11.001.
• Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015, "Nonparametric predictive regression," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 468-494, DOI: 10.1016/j.jeconom.2014.05.015.
• Gomez-Biscarri, Javier & Hualde, Javier, 2015, "Regression-based analysis of cointegration systems," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 32-50, DOI: 10.1016/j.jeconom.2014.12.007.
• Kock, Anders Bredahl & Callot, Laurent, 2015, "Oracle inequalities for high dimensional vector autoregressions," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 325-344, DOI: 10.1016/j.jeconom.2015.02.013.
• Bücher, Axel & Jäschke, Stefan & Wied, Dominik, 2015, "Nonparametric tests for constant tail dependence with an application to energy and finance," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 154-168, DOI: 10.1016/j.jeconom.2015.02.002.
• White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015, "VAR for VaR: Measuring tail dependence using multivariate regression quantiles," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 169-188, DOI: 10.1016/j.jeconom.2015.02.004.
• Breitung, Jörg & Demetrescu, Matei, 2015, "Instrumental variable and variable addition based inference in predictive regressions," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 358-375, DOI: 10.1016/j.jeconom.2013.10.018.
• Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2015, "A Quadratic Kalman Filter," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 43-56, DOI: 10.1016/j.jeconom.2015.01.003.
• Aït-Sahalia, Yacine & Amengual, Dante & Manresa, Elena, 2015, "Market-based estimation of stochastic volatility models," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 418-435, DOI: 10.1016/j.jeconom.2015.02.028.
• Asai, Manabu & McAleer, Michael, 2015, "Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 436-446, DOI: 10.1016/j.jeconom.2015.02.029.
• Chen, Xiaohong & Christensen, Timothy M., 2015, "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 447-465, DOI: 10.1016/j.jeconom.2015.03.010.
• Chen, Xiaohong & Liao, Zhipeng, 2015, "Sieve semiparametric two-step GMM under weak dependence," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 163-186, DOI: 10.1016/j.jeconom.2015.07.001.
• Ling, Shiqing & McAleer, Michael & Tong, Howell, 2015, "Frontiers in Time Series and Financial Econometrics: An overview," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 245-250, DOI: 10.1016/j.jeconom.2015.03.019.
• Asai, Manabu & McAleer, Michael, 2015, "Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 251-262, DOI: 10.1016/j.jeconom.2015.03.020.
• Chang, Jinyuan & Guo, Bin & Yao, Qiwei, 2015, "High dimensional stochastic regression with latent factors, endogeneity and nonlinearity," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 297-312, DOI: 10.1016/j.jeconom.2015.03.024.
• Creal, Drew D. & Tsay, Ruey S., 2015, "High dimensional dynamic stochastic copula models," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 335-345, DOI: 10.1016/j.jeconom.2015.03.027.
• Horváth, Lajos & Rice, Gregory, 2015, "Testing for independence between functional time series," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 371-382, DOI: 10.1016/j.jeconom.2015.03.030.
• Hsiao, Cheng & Zhou, Qiankun, 2015, "Statistical inference for panel dynamic simultaneous equations models," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 383-396, DOI: 10.1016/j.jeconom.2015.03.031.
• Çatık, Abdurrahman Nazif & Gök, Barış & Akseki, Utku, 2015, "A nonlinear investigation of the twin deficits hypothesis over the business cycle: Evidence from Turkey," Economic Systems, Elsevier, volume 39, issue 1, pages 181-196, DOI: 10.1016/j.ecosys.2014.05.002.
• Lyócsa, Štefan & Baumöhl, Eduard, 2015, "Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs," Economic Systems, Elsevier, volume 39, issue 2, pages 253-268, DOI: 10.1016/j.ecosys.2014.08.001.
• Jakubik, Petr & Moinescu, Bogdan, 2015, "Assessing optimal credit growth for an emerging banking system," Economic Systems, Elsevier, volume 39, issue 4, pages 577-591, DOI: 10.1016/j.ecosys.2015.01.004.
• Kal, Süleyman Hilmi & Arslaner, Ferhat & Arslaner, Nuran, 2015, "The dynamic relationship between stock, bond and foreign exchange markets," Economic Systems, Elsevier, volume 39, issue 4, pages 592-607, DOI: 10.1016/j.ecosys.2015.03.002.
• Pancrazi, Roberto, 2015, "The heterogeneous Great Moderation," European Economic Review, Elsevier, volume 74, issue C, pages 207-228, DOI: 10.1016/j.euroecorev.2014.12.005.
• Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan C. & Nguyen, Duc Khuong, 2015, "Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?," Emerging Markets Review, Elsevier, volume 24, issue C, pages 101-121, DOI: 10.1016/j.ememar.2015.05.007.
• Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015, "Regional and global spillovers and diversification opportunities in the GCC equity sectors," Emerging Markets Review, Elsevier, volume 24, issue C, pages 160-187, DOI: 10.1016/j.ememar.2015.06.002.
• Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015, "Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model," Emerging Markets Review, Elsevier, volume 24, issue C, pages 46-68, DOI: 10.1016/j.ememar.2015.05.003.
• De Lira Salvatierra, Irving & Patton, Andrew J., 2015, "Dynamic copula models and high frequency data," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 120-135, DOI: 10.1016/j.jempfin.2014.11.008.
• Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik, 2015, "Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting?," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 135-152, DOI: 10.1016/j.jempfin.2015.03.001.
• Broto, Carmen & Pérez-Quirós, Gabriel, 2015, "Disentangling contagion among sovereign CDS spreads during the European debt crisis," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 165-179, DOI: 10.1016/j.jempfin.2015.03.010.
• Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2015, "Volatility transmission in global financial markets," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 3-18, DOI: 10.1016/j.jempfin.2014.12.002.
• Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza, 2015, "Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 35-48, DOI: 10.1016/j.jempfin.2014.05.001.
• Cipollini, Andrea & Cascio, Iolanda Lo & Muzzioli, Silvia, 2015, "Volatility co-movements: A time-scale decomposition analysis," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 34-44, DOI: 10.1016/j.jempfin.2015.08.005.
• Ziel, Florian & Steinert, Rick & Husmann, Sven, 2015, "Efficient modeling and forecasting of electricity spot prices," Energy Economics, Elsevier, volume 47, issue C, pages 98-111, DOI: 10.1016/j.eneco.2014.10.012.
• Ouyang, Xiaoling & Sun, Chuanwang, 2015, "Energy savings potential in China's industrial sector: From the perspectives of factor price distortion and allocative inefficiency," Energy Economics, Elsevier, volume 48, issue C, pages 117-126, DOI: 10.1016/j.eneco.2014.11.020.
• Bunn, Derek & Koc, Veli & Sapio, Alessandro, 2015, "Resource externalities and the persistence of heterogeneous pricing behavior in an energy commodity market," Energy Economics, Elsevier, volume 48, issue C, pages 265-275, DOI: 10.1016/j.eneco.2014.12.015.
• Bjursell, Johan & Gentle, James E. & Wang, George H.K., 2015, "Inventory announcements, jump dynamics, volatility and trading volume in U.S. energy futures markets," Energy Economics, Elsevier, volume 48, issue C, pages 336-349, DOI: 10.1016/j.eneco.2014.11.006.
• Block, Alexander Souza & Righi, Marcelo Brutti & Schlender, Sérgio Guilherme & Coronel, Daniel Arruda, 2015, "Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks," Energy Economics, Elsevier, volume 49, issue C, pages 23-32, DOI: 10.1016/j.eneco.2015.01.011.
• Balcilar, Mehmet & Gupta, Rangan & Miller, Stephen M., 2015, "Regime switching model of US crude oil and stock market prices: 1859 to 2013," Energy Economics, Elsevier, volume 49, issue C, pages 317-327, DOI: 10.1016/j.eneco.2015.01.026.
• Alizadeh, Amir H. & Huang, Chih-Yueh & van Dellen, Stefan, 2015, "A regime switching approach for hedging tanker shipping freight rates," Energy Economics, Elsevier, volume 49, issue C, pages 44-59, DOI: 10.1016/j.eneco.2015.01.004.
• Kascha, Christian & Trenkler, Carsten, 2015, "Forecasting VARs, model selection, and shrinkage," Working Papers, University of Mannheim, Department of Economics, number 15-07.
• Trenkler, Carsten & Weber, Enzo, 2015, "On the identification of multivariate correlated unobserved components models," Working Papers, University of Mannheim, Department of Economics, number 15-12.
• Pietro Dallari & Antonio Ribba, 2015, "Economic Shocks and their Effects on Unemployment in the Euro Area Periphery under the EMU," Department of Economics (DEMB), University of Modena and Reggio Emilia, Department of Economics "Marco Biagi", number 0057, Jul.
• Antonio Ribba, 2015, "What Drives US Inflation and Unemployment in the Long Run?," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0053, May.
• Barbara Pistoresi & Alberto Rinaldi & Francesco Salsano, 2015, "La spesa pubblica in Italia: una crescita senza limiti?," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0059, Jul.
• Antonio Ribba, 2015, "What Drives US Inflation and Unemployment in the Long Run?," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 111, May.
• Pietro Dallari & Antonio Ribba, 2015, "Economic Shocks and their Effects on Unemployment in the Euro Area Periphery under the EMU," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 114, Jul.
• Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli, 2015, "Financial connectedness among European volatility risk premia," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0058, Dec.
• Catherine Doz & Anna Petronevich, 2015, "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15009, Feb, DOI: 10.1108/S0731-905320150000035012.
• Nicolas Bouleau & Christophe Chorro, 2015, "The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15024, Mar.
• Nicolas Bouleau & Christophe Chorro, 2015, "The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15024r, Mar, revised Jul 2015, DOI: 10.1016/j.physa.2017.03.017.
• Christophe Chorro, 2015, "A Simple Probabilistic Approach of the Yard-Sale Model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15062, Jul, DOI: 10.1016/j.spl.2016.01.012.
• Shanika L Wickramasuriya & George Athanasopoulos & Rob J Hyndman, 2015, "Forecasting hierarchical and grouped time series through trace minimization," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/15.
• Zhenxi Chen & Jan F. Kiviet & Weihong Huang, 2015, "On the integration of China's main stock exchange with the international financial market," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1505, Oct.
• Tomasz Skoczylas, 2015, "Log-volatility enhanced GARCH models for single asset returns," Bank i Kredyt, Narodowy Bank Polski, volume 46, issue 5, pages 411-432.
• Karol Szafranek, 2015, "Financialisation of the commodity markets. Conclusions from the VARX DCC GARCH," NBP Working Papers, Narodowy Bank Polski, number 213.
• Aleksandra Hałka & Karol Szafranek, 2015, "Whose inflation is it anyway? The inflation spillovers between the euro area and small open economies," NBP Working Papers, Narodowy Bank Polski, number 223.
• Michael D. Bordo & Pierre L. Siklos, 2015, "Central Bank Credibility: An Historical and Quantitative Exploration," NBER Working Papers, National Bureau of Economic Research, Inc, number 20824, Jan.
• Stefano Giglio & Bryan T. Kelly & Seth Pruitt, 2015, "Systemic Risk and the Macroeconomy: An Empirical Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 20963, Feb.
• Francesco Bianchi, 2015, "The Great Depression and the Great Recession: A View from Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 21056, Mar.
• Christopher R. Knittel & Ben S. Meiselman & James H. Stock, 2015, "The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard," NBER Working Papers, National Bureau of Economic Research, Inc, number 21343, Jul.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015, "Leveraged Bubbles," NBER Working Papers, National Bureau of Economic Research, Inc, number 21486, Aug.
• Ulrich K. Müller & Mark W. Watson, 2015, "Low-Frequency Econometrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 21564, Sep.
• Trunin, P. & Vashchelyuk, N., 2015, "The Analysis of Money Supply Endogeneity in Russia," Journal of the New Economic Association, New Economic Association, volume 25, issue 1, pages 103-131.
• Travkin, A., 2015, "Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market," Journal of the New Economic Association, New Economic Association, volume 25, issue 1, pages 39-55.
• Perevyshina, E. & Perevyshin, Y., 2015, "Evaluation of Credit Channel in Russia," Journal of the New Economic Association, New Economic Association, volume 28, issue 4, pages 96-110.
• Yoichi Arai, 2015, "Testing for Linearity in Regressions with I(1) Processes," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 15-11, Aug.
• Vítor Manuel de Sousa Gabriel & José Ramos Pires Manso, 2015, "Ligações e transmissão de volatilidade intradiária entre mercados bolsistas europeus no âmbito da crise financeira global [Connections and transmission of intraday volatility among European stock markets within the global financial crisis]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 25, issue 2, pages 291-310, May-Augus.
• Bhanumurthy, N.R. & Bose, Sukanya & Adhikari, Parma Devi, 2015, "Targeting Debt and Deficits in India: A Structural Macroeconometric Approach," Working Papers, National Institute of Public Finance and Policy, number 15/148, May.
• B. Campagne & V. Alhenc-Gelas & J.-B. Bernard, 2015, "No evidence of financial accelerator in France," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2015-07.
• Nicolae-Marius JULA, 2015, "Modelling loans and deposits during electoral years in Romania," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 3, issue 1, pages 43-48, June.
• Ioana Viașu, 2015, "The long-term causality. A comparative study for some EU countries," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 3, issue 2, pages 28-35, December.
• Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale & Hector Carcel, 2015, "Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 11/2015, Sep.
• Benjamin Wong, 2015, "Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the Michigan survey," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2015/01, Apr.
• Benjamin Wong & Varang Wiriyawit, 2015, "Structural VARs, deterministic and stochastic trends: Does detrending matter?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2015/02, Apr.
• Leo Krippner & Sandra Eickmeier & Julia von Borstel, 2015, "The interest rate pass-through in the euro area during the sovereign debt crisis," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2015/03, May.
• Rodríguez, Xosé A. & Arias, Carlos & Rodríguez-González, Ana, 2015, "Physical versus economic depletion of a nonrenewable natural resource," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2015/01.
• Ludmila Fadejeva & Martin Feldkircher & Thomas Reininger, 2015, "Spillovers from Euro Area and U.S. Credit and Demand Shocks: Comparing Emerging Europe on the Basis of a GVAR Model," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 198, Jan.
• Mohammad Jaforullah, 2015, "International tourism and economic growth in New Zealand," Working Papers, University of Otago, Department of Economics, number 1502, Apr, revised Apr 2015.
• Mohammad Jaforullah & Alan King, 2015, "is New Zealand's economy vulnerable to world oil market shocks?," Working Papers, University of Otago, Department of Economics, number 1503, Mar, revised Mar 2015.
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• Patrick Fève & Jean-Guillaume Sahuc, 2015, "On the size of the government spending multiplier in the euro area," Oxford Economic Papers, Oxford University Press, volume 67, issue 3, pages 531-552.
• Robert Engle & Eric Jondeau & Michael Rockinger, 2015, "Systemic Risk in Europe," Review of Finance, European Finance Association, volume 19, issue 1, pages 145-190.
• Camelia Moraru & Norina Popovici, 2015, "Estimated Reaction Function of Fiscal Policy in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 146-149, May.
• Francesco Zanetti & Konstantinos Theodoridis, 2015, "News Shocks and Labor Market Dynamics in Matching Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 745, Apr.
• Felix Pretis, 2015, "Econometric Models of Climate Systems: The Equivalence of Two-Component Energy Balance Models and Cointegrated VARs," Economics Series Working Papers, University of Oxford, Department of Economics, number 750, Jun.
• Giovanni Pellegrino, 2015, "Uncertainty And Monetary Policy In The US: A Journey Into Non-Linear Territory," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0184, Aug.
• Gian Piero Aielli & Massimiliano Caporin, 2015, "Dynamic Principal Components: a New Class of Multivariate GARCH Models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0193, Feb.
• Massimiliano Caporin & Fulvio Fontini, 2015, "The Long-Run Oil-Natural Gas Price Relationship And The Shale Gas Revolution," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0198, Jul.
• Efrem Castelnuovo & Giovanni Caggiano & Giovanni Pellegrino, 2015, "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0200, Aug.
• Juan Manuel Figueres, 2015, "News on State-Dependent Fiscal Multipliers: The role of Confidence," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0202, Sep.
• Milena Lipovina-Bozovic & Julija Cerovic & Sasa Vujosevic, 2015, "Forecasting inflation in Montenegro using univariate time series models," Business and Economic Horizons (BEH), Prague Development Center, volume 11, issue 1, pages 51-63, April.
• Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2015, "Estimating Global Bank Network Connectedness," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-025, Jul, revised 25 Jul 2015.
• Jesus Fernandez-Villaverde & Juan Rubio-Ramírez & Frank Schorfheide, 2015, "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-042, Dec, revised 09 Dec 2015.
• Adam P. Balcerzak & Marcin Faldzinski & Michal Bernard Pietrzak & Tomas Meluzin & Marek Zineker, 2015, "Analiza powiazan pomiedzy rynkami kapitalowymi wybranych krajow grupy wyszehradzkiej," Working Papers, Institute of Economic Research, number 167/2015, Dec, revised Dec 2015.
• Luksz Goczek, 2015, "Semi-strong informational efficiency in the Polish foreign exchange market," Working Papers, Institute of Economic Research, number 4/2015, Jan, revised Jan 2015.
• Shahzada M. Naeem Nawaz & Ather Maqsood Ahmed, 2015, "New Keynesian Macroeconomic Model and Monetary Policy in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 54, issue 1, pages 55-71.
• Laila Taskeen Qazi & Atta Ur Rahman & Saleem Gul, 2015, "Which Pairs of Stocks should we Trade? Selection of Pairs for Statistical Arbitrage and Pairs Trading in Karachi Stock Exchange," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 54, issue 3, pages 215-244.
• Nabi, Amina Ghulam & Khan, Usman Ullah, 2015, "Exchange Rate Volatility and Import Demand Function: A Comparative Analysis of Selected SAARC Countries," MPRA Paper, University Library of Munich, Germany, number 105066, Mar.
• Ekor, Maxwell & Adeniyi, Oluwatosin & Saka, Jimoh, 2015, "Ethiopia and the BRICS: An Assessment of Trade and Investment Flows," MPRA Paper, University Library of Munich, Germany, number 107836.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015, "Price Discovery in the Dual-Platform US Treasury Market," MPRA Paper, University Library of Munich, Germany, number 61440.
• Bentour, El Mostafa, 2015, "A ranking of VAR and structural models in forecasting," MPRA Paper, University Library of Munich, Germany, number 61502, Jan.
• Kiptui, Moses, 2015, "Sources of Exchange Rate Fluctuations in Kenya: The Relative Importance of Real and Nominal Shocks," MPRA Paper, University Library of Munich, Germany, number 61515, Jan.
• Mapa, Dennis S. & Castillo, Kristelle & Francisco, Krizia, 2015, "Rice Price, Job Misery, Hunger Incidence: Need to Track Few More Statistical Indicators for the Poor," MPRA Paper, University Library of Munich, Germany, number 61990, Feb.
• Hina, Hafsa & Qayyum, Abdul, 2015, "Exchange Rate Determination and Out of Sample Forecasting: Cointegration Analysis," MPRA Paper, University Library of Munich, Germany, number 61997.
• Jawad, Muhammad & Qayyum, Abdul, 2015, "Modeling the Impact of Policy Environment on Inflows of Worker’s Remittances in Pakistan: A Multivariate Analysis," MPRA Paper, University Library of Munich, Germany, number 62019, revised 2015.
• Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," MPRA Paper, University Library of Munich, Germany, number 62464, Feb.