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

• Klodiana Istrefi & B. Vonnak, 2015, "Delayed Overshooting Puzzle in Structural Vector Autoregression Models," Working papers, Banque de France, number 576.
• Atsushi Inoue & Chun-Huong Kuo & Barbara Rossi, 2015, "Identifying the Sources of Model Misspecification," Working Papers, Barcelona School of Economics, number 821, Sep.
• Lukasz Goczek, 2015, "Disinflation and monetary independence in Romania," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 15, issue 1, pages 65-79.
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2015, "An Overview of the Factor-augmented Error-Correction Model," Discussion Papers, Department of Economics, University of Birmingham, number 15-03, Jan.
• Elena Deryugina & Alexey Ponomarenko, 2015, "A large Bayesian vector autoregression model for Russia," Bank of Russia Working Paper Series, Bank of Russia, number wps1, Mar.
• Elena Deryugina & Olga Kovalenko & Irina Pantina & Alexey Ponomarenko, 2015, "Disentangling loan demand and supply shocks in Russia," Bank of Russia Working Paper Series, Bank of Russia, number wps3, Mar.
• Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015, "Evaluating the underlying inflation measures for Russia," Bank of Russia Working Paper Series, Bank of Russia, number wps4, Mar.
• Afşin Şahin & Aysit Tansel & M. Hakan Berument, 2015, "Output–Employment Relationship Across Sectors: A Long- Versus Short-Run Perspective," Bulletin of Economic Research, Wiley Blackwell, volume 67, issue 3, pages 265-288, July.
• Rubén Albeiro Loaiza Maya & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo Velandia, 2015, "Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach," Contemporary Economic Policy, Western Economic Association International, volume 33, issue 3, pages 535-549, July.
• David M. Zimmer, 2015, "Analyzing Comovements In Housing Prices Using Vine Copulas," Economic Inquiry, Western Economic Association International, volume 53, issue 2, pages 1156-1169, April.
• Christian Growitsch & Marcus Stronzik & Rabindra Nepal, 2015, "Price Convergence and Information Efficiency in German Natural Gas Markets," German Economic Review, Verein für Socialpolitik, volume 16, issue 1, pages 87-103, February.
• Robert Lehmann & Klaus Wohlrabe, 2015, "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, volume 16, issue 2, pages 226-254, May.
• Haroon Mumtaz & Konstantinos Theodoridis, 2015, "The International Transmission Of Volatility Shocks: An Empirical Analysis," Journal of the European Economic Association, European Economic Association, volume 13, issue 3, pages 512-533, June.
• Siem Jan Koopman & Rutger Lit, 2015, "A dynamic bivariate Poisson model for analysing and forecasting match results in the English Premier League," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 178, issue 1, pages 167-186, January.
• Morten Ørregaard Nielsen, 2015, "Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 2, pages 154-188, March.
• Eric Ghysels & J. Isaac Miller, 2015, "Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 6, pages 797-816, November.
• Christian Gouriéroux & Jean-Michel Zakoïan, 2015, "On Uniqueness of Moving Average Representations of Heavy-tailed Stationary Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 6, pages 876-887, November.
• Haroon Mumtaz & Francesco Zanetti, 2015, "Labor Market Dynamics: A Time-Varying Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 3, pages 319-338, June.
• Lena Dräger, 2015, "Inflation perceptions and expectations in Sweden – Are media reports the missing link?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 5, pages 681-700, October.
• Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler, 2015, "Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 5, pages 740-759, October.
• Gregory C. Chow & Linlin Niu, 2015, "Housing Prices in Urban China as Determined by Demand and Supply," Pacific Economic Review, Wiley Blackwell, volume 20, issue 1, pages 1-16, February.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Robert Mudida, 2015, "Testing the Marshall–Lerner Condition in Kenya," South African Journal of Economics, Economic Society of South Africa, volume 83, issue 2, pages 253-268, June.
• Christian Conrad & Menelaos Karanasos, 2015, "Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel," Scottish Journal of Political Economy, Scottish Economic Society, volume 62, issue 5, pages 431-453, November.
• Peter A. Zadrozny, 2015, "Extended Yule-Walker Identification of Varma Models with Single- or Mixed- Frequency Data," Economic Working Papers, Bureau of Labor Statistics, number 485.
• Daniella de Sousa Vargas & David E. Zeballos Coria, 2015, "La política cambiaria en Bolivia, objetivos y efectividad," Revista de Análisis del BCB, Banco Central de Bolivia, volume 23, issue 2, pages 65-104, October.
• Claudia Foroni & Francesco Furlanetto & Antoine Lepetit, 2015, "Labor Supply Factors and Economic Fluctuations," Working Paper, Norges Bank, number 2015/07, Apr.
• André K. Anundsen & Ragnar Nymoen, 2015, "Did US consumers ‘save for a rainy day’ before the Great Recession?," Working Paper, Norges Bank, number 2015/08, May.
• Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo, 2015, "Identification and real-time forecasting of Norwegian business cycles," Working Paper, Norges Bank, number 2015/09, May.
• Hilde C. Bjørnland & Leif Anders Thorsrud, 2015, "Commodity prices and fiscal policy design: Procyclical despite a rule," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 5/2015, Jun.
• Michael T. Belongia & Peter N. Ireland, 2015, "The Evolution of US Monetary Policy: 2000-2007," Boston College Working Papers in Economics, Boston College Department of Economics, number 882, Aug.
• Ambrogio Cesa-Bianchi & Luis Cespedes & Alessandro Rebucci, 2015, "Global liquidity, house prices and the macroeconomy: evidence from advanced and emerging economies," Bank of England Staff Working Paper series, Bank of England, number 522, Jan.
• Francesca Monti, 2015, "Can a data-rich environment help identify the sources of model misspecification?," Bank of England Staff Working Paper series, Bank of England, number 527, Mar.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015, "Forecasting with VAR models: fat tails and stochastic volatility," Bank of England Staff Working Paper series, Bank of England, number 528, May.
• Rohan Churm & Mike Joyce & George Kapetanios & Konstantinos Theodoridis, 2015, "Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme," Bank of England Staff Working Paper series, Bank of England, number 542, Aug.
• Dimitrios P. Louzis, 2015, "Steady-state priors and Bayesian variable selection in VAR forecasting," Working Papers, Bank of Greece, number 195, Jul.
• Kei Imakubo & Haruki Kojima & Jouchi Nakajima, 2015, "The natural yield curve: its concept and developments in Japan," Bank of Japan Research Laboratory Series, Bank of Japan, number 15-E-3, May.
• Tetsuo Kurosaki & Yusuke Kumano & Kota Okabe & Teppei Nagano, 2015, "Liquidity in JGB Markets: An Evaluation from Transaction Data," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-2, May.
• Kei Imakubo & Haruki Kojima & Jouchi Nakajima, 2015, "The natural yield curve: its concept and measurement," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-5, Jun.
• Hyunju Kang & Bok-Keun Yu & Jongmin Yu, 2015, "Global Liquidity and Commodity Prices," Working Papers, Economic Research Institute, Bank of Korea, number 2015-14, May.
• Heung Soon Jung & Dong Jin Lee & Tae Hyo Gwon & Se Jin Yun, 2015, "Reference Rates and Monetary Policy Effectiveness in Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2015-27, Oct.
• Moon Jung Choi & Geun-Young Kim & Joo Yong Lee, 2015, "An Analysis of Trade Patterns in East Asia and the Effects of the Real Exchange Rate Movements," Working Papers, Economic Research Institute, Bank of Korea, number 2015-29, Dec.
• M. Castellani & L. Fanelli & M. Savioli, 2015, "Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements?," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1013, Jun.
• Zhongjun Qu, 2015, "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-002, Jun.
• Zhongjun Qu & Fan Zhuo, 2015, "Likelihood Ratio Based Tests for Markov Regime Switching," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-003, Oct.
• Growitsch Christian & Nepal Rabindra & Stronzik Marcus, 2015, "Price Convergence and Information Efficiency in German Natural Gas Markets," German Economic Review, De Gruyter, volume 16, issue 1, pages 87-103, February, DOI: 10.1111/geer.12034.
• Lehmann Robert & Wohlrabe Klaus, 2015, "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, volume 16, issue 2, pages 226-254, May, DOI: 10.1111/geer.12042.
• Burda Martin, 2015, "Constrained Hamiltonian Monte Carlo in BEKK GARCH with Targeting," Journal of Time Series Econometrics, De Gruyter, volume 7, issue 1, pages 95-113, January, DOI: 10.1515/jtse-2013-0013.
• Jochmann Markus & Koop Gary, 2015, "Regime-switching cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 1, pages 35-48, February, DOI: 10.1515/snde-2012-0064.
• Bekiros Stelios & Paccagnini Alessia, 2015, "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 2, pages 107-136, April, DOI: 10.1515/snde-2013-0061.
• Wolters Maik H. & Tillmann Peter, 2015, "The changing dynamics of US inflation persistence: a quantile regression approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 2, pages 161-182, April, DOI: 10.1515/snde-2013-0080.
• Fazzari Steven M. & Morley James & Panovska Irina, 2015, "State-dependent effects of fiscal policy," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 3, pages 285-315, June, DOI: 10.1515/snde-2014-0022.
• Hungnes Håvard, 2015, "Testing for co-nonlinearity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 3, pages 339-353, June, DOI: 10.1515/snde-2013-0092.
• Zsolt Darvas & András Simon, 2015, "Filling the gap- open economy considerations for more reliable potential output estimates," Bruegel Working Papers, Bruegel, number 10401, Oct.
• Kamiar Mohaddes & M. Hashem Pesaran, 2015, "Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1516, Jun.
• Povilas Lastauskas & Julius Stakenas, 2015, "Global Perspective on Structural Labour Market Reforms in Europe," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1534, Nov.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015, "An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1552, Mar.
• W. Robert Reed, 2015, "Testing For Unit Roots With Cointegrated Data," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 15/11, May.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2015, "Small sample performance of indirect inference on DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/2, Jan.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015, "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/8, Jul.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015, "Testing macro models by indirect inference: a survey for users," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/9, Jul.
• Hwang, Jungbin & Sun, Yixiao, 2015, "Asymptotic F and t Tests in an Efficient GMM Setting," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt1c62d8xf, Aug.
• Hwang, Jungbin & Sun, Yixiao, 2015, "Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt58r2z98m, Aug.
• Taisuke Nakata & Christopher Tonetti, 2015, "Small sample properties of Bayesian estimators of labor income processes," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 121-148, May.
• Diego Winkelried & José Enrique Gutierrez, 2015, "Regional inflation dynamics and inflation targeting. The case of Peru," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 199-224, November.
• Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015, "Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 225-246, November.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Spillovers between Food and Energy Prices and Structural Breaks," CESifo Working Paper Series, CESifo, number 5282.
• Marco Bernardini & Gert Peersman, 2015, "Private Debt Overhang and the Government Spending Multiplier: Evidence for the United States," CESifo Working Paper Series, CESifo, number 5284.
• Helmut Luetkepohl & Aleksei Netšunajev, 2015, "Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models," CESifo Working Paper Series, CESifo, number 5308.
• André Kallåk Anundsen & Ragnar Nymoen, 2015, "Did US Consumers 'Save for a Rainy Day' Before the Great Recession?," CESifo Working Paper Series, CESifo, number 5347.
• Kamiar Mohaddes & M. Hashem Pesaran, 2015, "Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis," CESifo Working Paper Series, CESifo, number 5367.
• Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 5407.
• Michael A. Flor & Torben Klarl, 2015, "On the Cyclicity of Regional House Prices: New Evidence for U.S. Metropolitan Statistical Areas," CESifo Working Paper Series, CESifo, number 5471.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015, "Leveraged Bubbles," CESifo Working Paper Series, CESifo, number 5489.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015, "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," CESifo Working Paper Series, CESifo, number 5523.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Macro News and Commodity Returns," CESifo Working Paper Series, CESifo, number 5551.
• Jacob Engwerda & Bas van Aarle & Arie Weeren, 2015, "Debt Stabilization and Debt Mutualization in a Monetary Union with Endogenous Risk Premia," CESifo Working Paper Series, CESifo, number 5564.
• Christian Grimme & Claire Thürwächter, 2015, "Der Einfluss des Wechselkurses auf den deutschen Export – Simulationen mit Fehlerkorrekturmodellen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 20, pages 35-38, October.
• Francesca Monti, 2015, "Can a data-rich environment help identify the sources of model misspecification?," Discussion Papers, Centre for Macroeconomics (CFM), number 1505, Jan.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2015, "The Transmission of Monetary Policy Shocks," Discussion Papers, Centre for Macroeconomics (CFM), number 1711, Sep, revised Feb 2017.
• 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, undated, "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.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R., 2015, "Small sample performance of indirect inference on DSGE models," CEPR Discussion Papers, Centre for Economic Policy Research, number 10382, Feb.
• Debortoli, Davide & Kim, Jinill & Lindé, Jesper & Nunes, Ricardo, 2015, "Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10409, Feb.
• Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique, 2015, "A spectral EM algorithm for dynamic factor models," CEPR Discussion Papers, Centre for Economic Policy Research, number 10417, Feb.
• Altug, Sumru & Çakmaklı, Cem, 2015, "Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey," CEPR Discussion Papers, Centre for Economic Policy Research, number 10419, Feb.
• Born, Benjamin & Müller, Gernot & Pfeifer, Johannes, 2015, "Does austerity pay off?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10425, Feb.
• Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique, 2015, "Fast ML estimation of dynamic bifactor models: an application to European inflation," CEPR Discussion Papers, Centre for Economic Policy Research, number 10461, Mar.
• Bianchi, Francesco, 2015, "Rare Events, Financial Crises, and the Cross-Section of Asset Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 10520, Mar.
• Peersman, Gert & Wagner, Wolf, 2015, "Shocks to Bank Lending, Risk-Taking, Securitization, and their Role for U.S. Business Cycle Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 10547, Apr.
• Barnichon, Regis & Matthes, Christian, 2015, "Stimulus versus Austerity: The Asymmetric Government Spending Multiplier," CEPR Discussion Papers, Centre for Economic Policy Research, number 10584, May.
• Marcellino, Massimiliano & Sivec, Vasja, 2015, "Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 10610, May.
• Ivaldi, Marc & Sokullu, Senay & Toru, Tuba, 2015, "Airport Prices in a Two-Sided Market Setting: Major US Airports," CEPR Discussion Papers, Centre for Economic Policy Research, number 10658, Jun.
• Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2015, "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," CEPR Discussion Papers, Centre for Economic Policy Research, number 10765, Aug.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2015, "Testing macro models by indirect inference: a survey for users," CEPR Discussion Papers, Centre for Economic Policy Research, number 10766, Aug.
• Jordà , Oscar & Schularick, Moritz & Taylor, Alan M., 2015, "Leveraged Bubbles," CEPR Discussion Papers, Centre for Economic Policy Research, number 10781, Aug.
• Bluwstein, Kristina & Canova, Fabio, 2015, "Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures," CEPR Discussion Papers, Centre for Economic Policy Research, number 10856, Oct.
• Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Schorfheide, Frank, 2015, "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 11032, Dec.
• Badri, Chiman & Tayebi, SayyedKomail & Yazdani, Mehdi & Rasoulyar, MohammadSadegh, 2015, "The Effect of Exchange Reserves Shocks on Exchange Rate and Inflation in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 7, issue 22, pages 569-590, January.
• karami, hooman & barakchian, mehdi, 2015, "Evaluating the Performance of Autoregressive Model in Forecasting Iranian Inflation," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 8, issue 24, pages 305-330, July.
• Mirshojaeian Hosseini, Hossein & Majed, Vahid & Kaneko, Shinji, 2015, "The Effects of Energy Subsidy Reform on Fuel Demand in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 2, pages 23-47, January.
• Tuan Khai Vu, 2015, "Fiscal Policy News Shocks and the Japanese Macroeconomy," Discussion Papers, Meisei University, School of Economics, number 34, Sep.
• Karunanithy Banumathy & Ramachandran Azhagaiah, 2015, "Modelling Stock Market Volatility: Evidence from India," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 13, issue 1 (Spring, pages 27-41.
• Angelique G. Nindi & N. M. Odhiambo, 2015, "Poverty and Economic Growth in Swaziland: An Empirical Investigation," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 13, issue 1 (Spring, pages 59-74.
• Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015, "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers, University of Milano-Bicocca, Department of Economics, number 292, Feb, revised Feb 2015.
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