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

• 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, volume 5, issue 4, pages 884-888.
• Tanattrin Bunnag, 2015, "Hedging Petroleum Futures with Multivariate GARCH Models," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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.
• 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, undated, "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, undated, "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, undated, "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.
• Alberto Vindas-Quesada & Carlos Monge-Badilla, 2015, "Combination of Potential Output Estimates With a Bayesian Method," Documentos de Trabajo, Banco Central de Costa Rica, number 1501, Jul.
• 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 & 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.