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

• Guilherme DEMOS & Qunzhi ZHANG & Didier SORNETTE, 2015, "Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-57, Dec.
• Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2015, "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Working Papers, CEPII research center, number 2015-02, Mar.
• Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015, "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Working Papers, CEPII research center, number 2015-18, Oct.
• Dalibor Stevanovic, 2015, "Factor augmented autoregressive distributed lag models with macroeconomic applications," CIRANO Working Papers, CIRANO, number 2015s-33, Jul.
• Mario J. Crucini & Mototsugu Shintani, 2015, "Measuring international business cycles by saving for a rainy day," Canadian Journal of Economics, Canadian Economics Association, volume 48, issue 4, pages 1266-1290, November, DOI: 10.1111/caje.12146.
• Apostolos Serletis & Khandokar Istiak, , "Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?," Working Papers, Department of Economics, University of Calgary, number 2015-17, revised 10 Aug 2015.
• Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2015, "Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation," Working Papers, CEMFI, number wp2015_1502, Feb.
• Dante Amengual & Enrique Sentana, 2015, "Is a Normal Copula the Right Copula?," Working Papers, CEMFI, number wp2015_1504, Aug.
• Michal Franta, 2015, "Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/04, Jun.
• Volha Audzei & Frantisek Brazdik, 2015, "Exchange Rate Dynamics and its Effect on Macroeconomic Volatility in Selected CEE Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/07, Sep.
• E. Otranto, 2015, "Adding Flexibility to Markov Switching Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201509.
• Oscar Andrés Espinosa & Paola Andrea Vaca, 2015, "Incidencias de los sectores financiero, fiscal y externo en la actividad económica colombiana: una aproximación VAR Bayesiana," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Raúl De Jesús Gutiérrez & Reyna Vergara Gonz�lez & Miguel A. D�az Carre�o, 2015, "Predicción de la volatilidad en el mercado del petróleo mexicano ante la presencia de efectos asimétricos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Bibiana Lanzilotta Mernies, 2015, "Expectativas empresariales: consecuencias en el crecimiento en Uruguay," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• 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, number 12820, May.
• 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 República, volume 33, issue 76, pages 61-75, 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 República, volume 33, issue 78, pages 190-196, DOI: 10.1016/j.espe.2015.09.002.
• Jurany Beccie RAMÍREZ GALLEGO, 2015, "Un Indicador del Desempeno Industrial Colombiano “IDI”," Archivos de Economía, Departamento Nacional de Planeación, number 12697, Apr.
• Alvaro Hernando CHAVES CASTRO, 2015, "Evolución Macroeconómica Cuantitativa de la Agricultura y Transformación Estructural 1976-2013," Archivos de Economía, Departamento Nacional de Planeación, number 13010, Jun.
• Diego A. Agudelo & Marcela Guti�rrez & Laura Cardona, 2015, "Volatility transmission between US and Latin American Stock Markets: testing the decoupling hypothesis," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14252, Oct.
• Luis N. Lanteri, 2015, "Efectos de la enfermedad holandesa ('Dutch disease'). Alguna evidencia para Argentina," Revista de Economía del Rosario, Universidad del Rosario, volume 18, issue 2, pages 187-209.
• Sergio González & Edwin Hern�ndez, 2015, "Impactos indirectos de los precios del petróleo en el crecimiento económico colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 84, pages 103-141.
• Leandro López Elías, 2015, "Estimación de una función de consumo para la economía cubana en el período 1975- 2012," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-25.
• Montserrat Díaz Fernández & Mar Llorente Marron & Paz M�ndez Rodr�guez, 2015, "Ciclo inmobiliario y demográfico. Un análisis de cointegración para el caso espanol," Revista Lebret, Universidad Santo Tomás - Bucaramanga, volume 7, pages 155-174.
• Michael David Bordo & Pierre Siklos, 2015, "Central Bank Credibility, Reputation and Inflation Targeting in Historical Perspective," Papers and Proceedings, Fondo Latino Americano de Reservas - FLAR, number 13127, Jun.
• Yang, Yuan & Wang, Lu, 2015, "An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models," Dynare Working Papers, CEPREMAP, number 47, Nov.
• Blazej Mazur, 2015, "Density forecasts based on disaggregate data: nowcasting Polish inflation," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 71-87.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2015, "Small sample performance of indirect inference on DSGE models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10382, Feb.
• Linde, Jesper & Kim, Jinill & Nunes, Ricardo & Debortoli, Davide, 2015, "Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10409, Feb.
• Sentana, Enrique & Galesi, Alessandro, 2015, "A spectral EM algorithm for dynamic factor models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10417, Feb.
• Altug, Sumru & Çakmaklı, Cem, 2015, "Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10419, Feb.
• Müller, Gernot & Pfeifer, Johannes & Born, Benjamin, 2015, "Does austerity pay off?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10425, Feb.
• Sentana, Enrique & Galesi, Alessandro, 2015, "Fast ML estimation of dynamic bifactor models: an application to European inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10461, Mar.
• Bianchi, Francesco, 2015, "Rare Events, Financial Crises, and the Cross-Section of Asset Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10520, Mar.
• Wagner, Wolf & Peersman, Gert, 2015, "Shocks to Bank Lending, Risk-Taking, Securitization, and their Role for U.S. Business Cycle Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10547, Apr.
• Barnichon, Regis & Matthes, Christian, 2015, "Stimulus versus Austerity: The Asymmetric Government Spending Multiplier," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10584, May.
• Marcellino, Massimiliano & Sivec, Vasja, 2015, "Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10610, May.
• Ivaldi, Marc & Sokullu, Senay & Toru, Tuba, 2015, "Airport Prices in a Two-Sided Market Setting: Major US Airports," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10658, Jun.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Xu, Yongdeng, 2015, "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10765, Aug.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai & Xu, Yongdeng, 2015, "Testing macro models by indirect inference: a survey for users," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10766, Aug.
• Taylor, Alan M. & Schularick, Moritz & Jordà , Ã’scar, 2015, "Leveraged Bubbles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10781, Aug.
• Canova, Fabio & Bluwstein, Kristina, 2015, "Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10856, Oct.
• Rubio-Ramírez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015, "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11032, Dec.
• Benedikt Rotermann & Bernd Wilfling, 2015, "Estimating rational stock-market bubbles with sequential Monte Carlo methods," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4015, May.
• Christian Rohe & Matthias Hartermann, 2015, "The role of external shocks for monetary policy in Colombia and Brazil: A Bayesian SVAR analysis," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4215, Jun.
• Fecht, Falko & Reitz, Stefan, 2015, "Euro money market trading during times of crisis," Kiel Working Papers, Kiel Institute for the World Economy, number 2012.
• Holtemöller, Oliver & Mallick, Sushanta, 2015, "Global Food Prices and Business Cycle Dynamics in an Emerging Market Economy," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 15/2015.
• Fang, Lei & Härdle, Wolfgang Karl, 2015, "Stochastic population analysis: A functional data approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-007.
• Cui, Wei & Härdle, Wolfgang Karl & Wang, Weining, 2015, "Estimation of NAIRU with inflation expectation data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-010.
• Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015, "Generalized exogenous processes in DSGE: A Bayesian approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-014.
• Lütkepohl, Helmut & Netšunajev, Aleksei, 2015, "Structural vector autoregressions with heteroskedasticity: A comparison of different volatility models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-015.
• Gätjen, Rebekka & Schienle, Melanie, 2015, "Measuring connectedness of Euro area sovereign risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-019.
• Lee, Tsung-Hsien Michael & Chen, Wenjuan, 2015, "Is there an asymmetric impact of housing on output?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-020.
• Burdejova, Petra & Härdle, Wolfgang Karl & Kokoszka, Piotr & Xiong, Q., 2015, "Change point and trend analyses of annual expectile curves of tropical storms," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-029.
• Luetkepohl, Helmut & Milunovich, George, 2015, "Testing for identification in SVAR-GARCH models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-030.
• Chen, Wenjuan & Netsunajev, Aleksei, 2015, "On the long-run neutrality of demand shocks," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-043.
• Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl, 2015, "lCARE: Localizing conditional autoregressive expectiles," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-052.
• Cagala, Tobias & Glogowsky, Ulrich & Grimm, Veronika & Rincke, Johannes, 2015, "Cooperation and Trustworthiness in Repeated Interaction," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 107597.
• Krolzig, Hans-Martin & Sserwanja, Isaac, 2015, "Fiscal Policy, Interest Rates, and Output: Equilibrium-Correction Dynamics in the US Economy," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112813.
• Haas, Markus & Liu, Ji-Chun, 2015, "Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112855.
• Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson, 2015, "Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112916.
• Scheufele, Rolf & Bäurle, Gregor, 2015, "Credit cycles and real activity - the Swiss case," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112931.
• von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015, "The interest rate pass-through in the euro area during the sovereign debt crisis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113035.
• Dybowski, T. Philipp, 2015, "Tracing the Role of Foresight on the Effects of U.S. Tax Policy: Evidence from a Time-Varying SVAR," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113049.
• Schreiber, Sven & Breitung, Jörg, 2015, "Tests Of Non-Causality In A Frequency Band," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113111.
• Lemke, Wolfgang & Vladu, Andreea, 2015, "A Shadow-Rate Term Structure Model for the Euro Area," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113159.
• Winkler, Roland C. & Linnemann, Ludger, 2015, "Estimating nonlinear effects of fiscal policy using quantile regression methods," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113164.
• Busch, Ramona & Memmel, Christoph, 2015, "Banks Net Interest Margin and the Level of Interest Rates," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113187.
• Sahito, Jam Ghulam Murtaza, 2015, "Market integration of wheat in Pakistan," Discussion Papers, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU), number 72.
• Stavros Degiannakis, 2015, "A Probit Model for the State of the Greek GDP Growth," IJFS, MDPI, volume 3, issue 3, pages 1-12, August.
• Michael McAleer, 2015, "The Fundamental Equation in Tourism Finance," JRFM, MDPI, volume 8, issue 4, pages 1-6, December.
• Gerti Shijaku, 2015, "The Macroeconomic Pass-through Effects of Monetary Policy through Sign Restrictions Approach: In the Case of Albania," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 11-2015, Jun.
• Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis., 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Working Papers, Business School - Economics, University of Glasgow, number 2015_08, Feb.
• Joseph P. Byrne & Shuo Cao & Dimitris Korobilis, 2015, "Co-Movement, Spillovers and Excess Returns in Global Bond Markets?," Working Papers, Business School - Economics, University of Glasgow, number 2015_12, Jun.
• Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2015, "Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula," Working Papers, Business School - Economics, University of Glasgow, number 2015_15, Feb.
• Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2015, "Correlated Defaults of UK Banks: Dynamics and Asymmetries," Working Papers, Business School - Economics, University of Glasgow, number 2015_24, Oct.
• Gary Koop & Dimitris Korobilis, 2015, "Forecasting With High Dimensional Panel VARs," Working Papers, Business School - Economics, University of Glasgow, number 2015_25, Nov.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2015, "Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-01, Jan.
• Sudharshan Reddy Paramati & Rakesh Gupta & Eduardo Roca, 2015, "Stock market interdependence between Australia and its trading partners: does trade intensity matter?," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201506, Jun.
• NGNIADO NOGNOU Edwige, 2015, "Uncertainty and Monetary Policy in the CAEMC zone," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2015-16.
• Amy Guisinger & Ruben Hernandez-Murillo & Michael Owyang & Tara Sinclair, 2015, "A State-Level Analysis of Okun's Law," Working Papers, The George Washington University, Institute for International Economic Policy, number 2015-17, Sep.
• Catherine Doz & Anna Petronevich, 2015, "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01159200, Feb.
• Valeriy Mironov & Anna Petronevich, 2015, "Discovering the signs of Dutch disease in Russia," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01692231, Dec, DOI: 10.1016/j.resourpol.2015.09.007.
• Dominique Guegan & Lanouar Charfeddine, 2015, "Which is the best model for the US inflation rate: a structural changes model or a long memory process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00645841.
• Catherine Doz & Anna Petronevich, 2015, "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Post-Print, HAL, number hal-01159200, Feb.
• Jean-Pierre Allegret & Valérie Mignon & Audrey Allegret-Sallenave, 2015, "Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies," Post-Print, HAL, number hal-01385980.
• Virginie Coudert & Karine Herve & Pierre Mabille, 2015, "Internationalization Versus Regionalization:in the Emerging Stock Markets," Post-Print, HAL, number hal-01410628.
• Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015, "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Post-Print, HAL, number hal-01411812.
• Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015, "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Post-Print, HAL, number hal-01411817.
• Anna Creti & Khaled Guesmi, 2015, "International CAPM and Oil Price: Evidence from Selected OPEC Countries," Post-Print, HAL, number hal-01438377.
• Sofiane Aboura & Julien Chevallier, 2015, "A cross-volatility index for hedging the country risk," Post-Print, HAL, number hal-01529742, DOI: 10.1016/j.intfin.2015.05.008.
• Sofiane Aboura & Julien Chevallier, 2015, "Volatility returns with vengeance: Financial markets vs. commodities," Post-Print, HAL, number hal-01529747, DOI: 10.1016/j.ribaf.2014.04.003.
• Patrick Fève & Jean-Guillaume Sahuc, 2015, "On the Size of the Government Spending Multiplier in the Euro Area," Post-Print, HAL, number hal-01612703, DOI: 10.1093/oep/gpv025.
• Valeriy Mironov & Anna Petronevich, 2015, "Discovering the signs of Dutch disease in Russia," Post-Print, HAL, number hal-01692231, Dec, DOI: 10.1016/j.resourpol.2015.09.007.
• Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2015, "Real exchanges rates, commodity prices and structural factors in developing countries," Post-Print, HAL, number hal-01821129, DOI: 10.1016/j.jimonfin.2014.1.
• Maria Eugenia Sanin & Francesco Violante & Maria Mansanet-Bataller, 2015, "Understanding volatility dynamics in the EU-ETS market," Post-Print, HAL, number hal-02878047, Jul, DOI: 10.1016/j.enpol.2015.02.024.
• Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno, 2015, "Assessing the link between price and financial stability," Post-Print, HAL, number hal-03399269, Feb, DOI: 10.1016/j.jfs.2014.12.003.
• Audrey Allegret Sallenave & Jean-Pierre Allegret & Valerie Mignon, 2015, "Oil price shocks and global imbalances: lessons from a model with trade and financial interdependencies," Post-Print, HAL, number hal-03572504.
• Dominique Guegan & Lanouar Charfeddine, 2015, "Which is the best model for the US inflation rate: a structural changes model or a long memory process," Post-Print, HAL, number halshs-00645841.
• Marie-Estelle Binet & Jean-Sébastien Pentecôte, 2015, "Macroeconomic idiosyncrasies and European monetary unification: A sceptical long run view," Post-Print, HAL, number halshs-01238568, Dec, DOI: 10.1016/j.econmod.2015.08.030.
• Sofiane Aboura & Julien Chevallier, 2015, "Cross-market volatility index with Factor-DCC," Post-Print, HAL, number halshs-01348723, Dec, DOI: 10.1016/j.irfa.2014.06.003.
• Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno, 2015, "Assessing the link between price and financial stability," Sciences Po Economics Publications (main), HAL, number hal-03399269, Feb, DOI: 10.1016/j.jfs.2014.12.003.
• Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2015, "Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence," Working Papers, HAL, number hal-01158524, May.
• Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015, "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Working Papers, HAL, number hal-04141379.
• Ludovic Gauvin & Cyril Rebillard, 2015, "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," Working Papers, HAL, number hal-04141401.
• Laurent Ferrara & Pierre Guérin, 2015, "What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?," Working Papers, HAL, number hal-04141416.
• Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2015, "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Working Papers, HAL, number hal-04141423.
• Sibbertsen, Philipp & Leschinski, Christian & Holzhausen, Marie, 2015, "A Multivariate Test Against Spurious Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-547, Mar.
• Daniel Havran & Kata Varadi, 2015, "Price Impact and the Recovery of the Limit Order Book: Why Should We Care About Informed Liquidity Providers?," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1540, Aug.
• Zsolt Darvas & Andras Simon, 2015, "Filling the gap: open economy considerations for more reliable potential output estimates," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1557, Dec.
• Diebolt, Claude & Mishra, Tapas & Perrin, Faustine, 2015, "Did Gender-Bias Matter in the Quantity-Quality Trade-off in 19th Century France?," Lund Papers in Economic History, Lund University, Department of Economic History, number 141, Dec.
• Gustafsson, Peter & Stockhammar, Pär & Österholm, Pär, 2015, "Macroeconomic Effects of a Decline in Housing Prices in Sweden," Working Papers, National Institute of Economic Research, number 138, Mar.
• Anundsen, Andre K. & Nymoen, Ragnar, 2015, "Did US consumers `save for a rainy day' before the Great Recession?," Memorandum, Oslo University, Department of Economics, number 11/2015, May.
• Lucas, André & Schwaab, Bernd & Zhang, Xin, 2015, "Modeling financial sector joint tail risk in the euro area," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 308, Jun.
• Machava, Agostinho & Brännäs, Kurt, 2015, "Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study," Umeå Economic Studies, Umeå University, Department of Economics, number 918, Dec.
• Ishihara, Tsunehiro, 2015, "Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225," Economic Review, Hitotsubashi University, volume 66, issue 1, pages 1-18, January, DOI: 10.15057/27507.
• Morita, Hiroshi, 2015, "Japanese Fiscal Policy under the Zero Lower Bound of Nominal Interest Rates: Time-Varying Parameters Vector Autoregression," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 627, Jul.
• Tsz-Kin Chung & Cho-Hoi Hui & Ka-Fai Li, 2015, "Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium," Working Papers, Hong Kong Institute for Monetary Research, number 212015, Oct.
• Rozeta Simonovska, 2015, "The Relationship between Electricity Consumption and GDP in Albania, Bulgaria and Slovenia," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 3, issue 3, pages 55-62, September.
• Weigand, Roland & Wanger, Susanne & Zapf, Ines, 2015, "Factor structural time series models for official statistics with an application to hours worked in Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201522.
• Klinger, Sabine & Weber, Enzo, 2015, "Detecting unemployment hysteresis : a simultaneous unobserved components model with Markov switching," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201528.
• Fuchs, Johann & Weber, Enzo, 2015, "Long-term unemployment and labor force participation : a decomposition of unemployment to test for the discouragement and added worker hypotheses," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201532.
• Matthew Greenwood-Nimmo & Viet Hoang Nguyen, 2015, "Measuring the Connectedness of the Global Economy," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2015n07, Mar.
• Woradee Jongadsayakul, 2015, "Determinants Of Silver Futures Price Volatility: Evidence From The Thailand Futures Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 4, pages 81-87.
• Luis Ramon Moreno Moreno & Virginia Guadalupe Lopez Torres & Ma. Enselmina Marin Vargas, 2015, "Tourism Activity And Climate Change In Mexico, 1980-2012,Actividad Turistica Y Cambio Climatico En Mexico, 1980-2012," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 8, issue 4, pages 61-76.
• Cesa-Bianchi, Ambrogio & Céspedes, Luis Felipe & Rebucci, Alessandro, 2015, "Global Liquidity, House Prices and the Macroeconomy: Evidence from Advanced and Emerging Economies," IDB Publications (Working Papers), Inter-American Development Bank, number 6865, Mar, DOI: http://dx.doi.org/10.18235/0011687.
• Aviliani & Hermanto Siregar & Tubagus Nur Ahmad Maulana & Heni Hasanah, 2015, "The Impact Of Macroeconomic Condition On The Bank’S Performance In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 17, issue 4, pages 379-402, April, DOI: https://doi.org/10.21098/bemp.v17i4.
• Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2015, "Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, volume 8, issue 2, pages 169-190.
• Kamel Helali & Maha Kalai, 2015, "Exchange rate pass-through to domestic prices in Tunisia: a short- and long-run analysis," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 8, issue 3, pages 282-301.
• T. Chang & O.A. Gadinabokao & R. Gupta & R. Inglesi-Lotz & P. Kanniah & B.D. Simo-Kengne, 2015, "Panel Granger causality between oil consumption and GDP: evidence from BRICS countries," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 7, issue 1, pages 30-41.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric dynamic portfolio choice with multiple conditioning variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/15, Feb.
• Shin Kanaya & Dennis Kristensen, 2015, "Estimation of stochastic volatility models by nonparametric filtering," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/15, Mar.
• 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, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP13/15, Mar.
• Xiaohong Chen & Timothy M. Christensen, 2015, "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP32/15, Jun.
• Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015, "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 562.
• A. Nazif ÇATIK, 2015, "An asymmetric analysis of the Fuel price transmission mechanism in Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 30, issue 349, pages 31-52.
• K. Batu TUNAY, 2015, "Tek Değişkenli Filtrelerle Türkiye İçin Kredi Açığı Tahmini ve Kestirimi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 30, issue 354, pages 29-56.
• Vuslat US, 2015, "Assessing the Monetary Policy Stance in Turkey Using the Natural Interest Rate," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 30, issue 356, pages 39-64.
• Muhammad Shahbaz & Ilhan Ozturk & Amjad Ali, 2015, "Electricity Consumption and Economic Growth Causality Revisited: Evidence from Turkey," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 3, issue 4, pages 176-193, December.
• Ramon A. Castillo-Ponce & Maria De Lourdes Rodriguez-Espinosa & Edgar David Gaytan-Alfaro, 2015, "Stock Market Development and Economic Performance: The Case of Mexico," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 30, issue 1, pages 41-56, Abril.
• Yıldız Akkaya & Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2015, "Forward Guidance and Asset Prices," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-06, Jul.
• Ambrogio Cesa-Bianchi & Mr. Luis Felipe Céspedes & Mr. Alessandro Rebucci, 2015, "Global Liquidity, House Prices, and the Macroeconomy: Evidence from Advanced and Emerging Economies," IMF Working Papers, International Monetary Fund, number 2015/023, Jan.
• Mr. Dong He & Wei Liao & Tommy Wu, 2015, "Hong Kong’s Growth Synchronization with China and the U.S.: A Trend and Cycle Analysis," IMF Working Papers, International Monetary Fund, number 2015/082, Apr.
• Mr. Paul Cashin & Mr. Kamiar Mohaddes & Mr. Mehdi Raissi, 2015, "Fair Weather or Foul? The Macroeconomic Effects of El Niño," IMF Working Papers, International Monetary Fund, number 2015/089, Apr.
• Anh D. M. Nguyen & Mr. Jemma Dridi & Ms. Filiz D Unsal & Mr. Oral Williams, 2015, "On the Drivers of Inflation in Sub-Saharan Africa," IMF Working Papers, International Monetary Fund, number 2015/189, Aug.
• Mr. Kamiar Mohaddes & Mr. Mehdi Raissi, 2015, "The U.S. Oil Supply Revolution and the Global Economy," IMF Working Papers, International Monetary Fund, number 2015/259, Dec.
• Girish Bahal & Mr. Mehdi Raissi & Mr. Volodymyr Tulin, 2015, "Crowding-Out or Crowding-In? Public and Private Investment in India," IMF Working Papers, International Monetary Fund, number 2015/264, Dec.
• William A. Barnett & Soumya Suvra Bhadury & Taniya Ghosh, 2015, "A SVAR approach to evaluation of monetary policy in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-016, Jun.
• Soumya Suvra Bhadury & Taniya Ghosh, 2015, "Reassessing exchange rate overshooting in a monetary framework," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-017, Jun.
• Ashima Goyal & Bhavyaa Sharma, 2015, "Government expenditure in India: Composition, cyclicality and multipliers," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-032, Dec.
• Vasile Alecsandru STRAT, 2015, "The relationship between the education system and the inflows of FDI for the Central and East European EU new member states," Romanian Journal of Economics, Institute of National Economy, volume 41, issue 2(50), pages 76-92, december.
• Leena Kalliovirta & Tuomas Malinen, 2015, "Nonlinearity and cross-country dependence of income inequality," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 358, Feb.
• Bin Chen & Jinho Choi & Juan Carlos Escanciano, 2015, "Testing for Fundamental Vector Moving Average Representations," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2015-022, Dec.
• Celia Melguizo Cháfer, 2015, "“An analysis of the Okun’s law for the Spanish provinces”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201501, Jan, revised Jan 2015.
• Germán López, 2015, "Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2015-03, Feb.
• Pami Dua & Reetika Garg, 2015, "Macroeconomic determinants of foreign direct investment: evidence from India," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 1, pages 133-155, January-M.
• Mohammad Salahuddin & Jeff Gow, 2015, "The relationship between economic growth and remittances in the presence of cross-sectional dependence," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 1, pages 207-221, January-M.
• Md Abdul Wadud & S. M. Atiar Rahman & Mohd. Mozammel Hossain Chowdhury, 2015, "Sustainability of the current account in Bangladesh: an Intertemporal and cointegration analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 1, pages 353-364, January-M.
• Mohammad I. Elian & Adil H. Suliman, 2015, "apital flows and the openness-growth nexus: Toda-Yamamoto causality modeling," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 1, pages 85-105, January-M.
• Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 2, pages 163-181, April-Jun.
• Nurul Wahilah Abdul Latif & Zulkifli Abdullah & Muhamad Azhan Md Razdi, 2015, "An autoregressive distributed lag (ARDL) analysis of the nexus between savings and investment in the three Asian economies," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 3, pages 323-334, July-Sepe.
• Umesh Bastola* & Pratikshya Sapkota, 2015, "Causality between trade and economic growth in a least developed economy: Evidence from Nepal," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 4, pages 197-213, October-D.
• Joseph Boniface Ajefu*, 2015, "Impact of defence spending on economic growth in Africa: The Nigerian case," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 4, pages 227-244, October-D.
• Wilde Joachim, 2015, "How Large are the Effects of Simultaneity on Testing Granger Causality?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 235, issue 3, pages 320-328, June, DOI: 10.1515/jbnst-2015-0306.
• Shahrin Aidil Rizal, 2015, "Does the Forward Discount Represent a Long Memory Process or Short Memory Process with Multiple Changes in the Mean?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 235, issue 6, pages 630-641, December, DOI: 10.1515/jbnst-2015-0607.
• William A. Barnett & Soumya Suvra Bhadury & Taniya Ghosh, 2015, "An SVAR Approach to Evaluation of Monetary Policy in India: Solution to the Exchange Rate Puzzles in an Open Economy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201503, Aug, revised Aug 2015.
• William A. Barnett & Biyan Tang, 2015, "Chinese Divisia Monetary Index and GDP Nowcasting," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201506, Nov, revised Nov 2015.
• Massimo Franchi & Paolo Paruolo, 2015, "Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation," Computational Economics, Springer;Society for Computational Economics, volume 46, issue 4, pages 613-626, December, DOI: 10.1007/s10614-014-9465-4.
• Tim Lohse & Christian Thomann, 2015, "Are bad times good news for the Securities and Exchange Commission?," European Journal of Law and Economics, Springer, volume 40, issue 1, pages 33-47, August, DOI: 10.1007/s10657-014-9455-y.