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

2014

• Helmut Lütkepohl, 2014, "Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1351.
• Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2014, "Confidence Bands for Impulse Responses: Bonferroni versus Wald," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1354.
• Helmut Lütkepohl & Anton Velinov, 2014, "Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1356.
• Micaela Ponce & Anne Neumann, 2014, "Elasticities of Supply for the US Natural Gas Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1372.
• Anton Velinov & Wenjuan Chen, 2014, "Are There Bubbles in Stock Prices?: Testing for Fundamental Shocks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1375.
• Helmut Lütkepohl & Aleksei Netsunajev, 2014, "Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1388.
• Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo, 2014, "Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1394.
• Guglielmo Maria Caporale & Marinko Skare, 2014, "Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1395.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014, "Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1399.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014, "Macro News and Bond Yield Spreads in the Euro Area," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1413.
• Blomquist, Johan & Westerlund, Joakim, 2014, "Testing slope homogeneity in large panels with serial correlation," Working Papers, Deakin University, Department of Economics, number fe_2014_04, Jan, DOI: 10.1016/j.econlet.2013.09.012.
• Emmanuel De Veirman & Andrew Levin, 2014, "Cyclical changes in firm volatility," Working Papers, DNB, number 408, Jan.
• Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014, "Looking at the other side of carry trades: Are there any safe haven currencies?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-13.
• Jean-Pierre Allegret & Valérie Mignon & Audrey Sallenave, 2014, "Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-14.
• Sofiane Aboura & Julien Chevallier, 2014, "Cross-Market Spillovers with ‘Volatility Surprise’," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-46.
• Salem Boubakri & Cécile Couharde & Hélène Raymond, 2014, "Financial integration, financial turmoil and risk premia in emerging markets," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-52.
• B. Anand & Sunil Paul & M. Ramachandran, 2014, "Volatility Spillover between Oil and Stock Market Returns," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 49, issue 1, pages 37-56.
• Arif Billah Dar & Niyati Bhanja & Aviral Kumar Tiwari, 2014, "Exchange Rate and Stock Price Relationship: A Wavelet Analysis for India," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 49, issue 1, pages 125-142.
• Kratz, Marie & Nagel , Werner, 2014, "On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R²," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1416, Nov.
• Matteo Barigozzi & Marc Hallin, 2014, "Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-52, Nov.
• Marek Jarociński & Bartosz Maćkowiak, 2014, "Choosing variables in macroeconomic modelling," Research Bulletin, European Central Bank, volume 20, pages 5-8.
• Dées, Stéphane & Güntner, Jochen, 2014, "The international dimension of confidence shocks," Working Paper Series, European Central Bank, number 1669, Apr.
• Camba-Méndez, Gonzalo & Serwa, Dobromil, 2014, "Market perception of sovereign credit risk in the euro area during the financial crisis," Working Paper Series, European Central Bank, number 1710, Aug.
• Bijsterbosch, Martin & Falagiarda, Matteo, 2014, "Credit supply dynamics and economic activity in euro area countries: a time-varying parameter VAR analysis," Working Paper Series, European Central Bank, number 1714, Aug.
• Hubrich, Kirstin & Tetlow, Robert J., 2014, "Financial stress and economic dynamics: the transmission of crises," Working Paper Series, European Central Bank, number 1728, Sep.
• Konečný, Tomáš & Babecká Kucharčuková, Oxana, 2014, "Credit spreads and the links between the financial and real sectors in a small open economy: the case of the Czech Republic," Working Paper Series, European Central Bank, number 1730, Sep.
• Mohamed BOUZAHZAH & Radouane BACHAR, 2014, "Exchange Rate Policy in Morocco and Persistence of Real Exchange Rate Misalignments," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 122-134.
• Hatice Gaye GENCER & Erdem KILIC, 2014, "Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 170-182.
• Ghazi Al-Assaf & Abdullah M. Al-Malki, 2014, "Modelling the Macroeconomic Determinants of Workers' Remittances: The Case of Jordan," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 514-526.
• Feyyaz ZEREN & Mustafa KOC, 2014, "The Nexus between Energy Consumption and Financial Development with Asymmetric Causality Test: New Evidence from Newly Industrialized Countries," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 1, pages 83-91.
• Lili Li, 2014, "Empirical Research on the Relationship between China Export and New Energy Consumption," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 2, pages 229-237.
• Nadhem Selmi & Nejib Hachicha, 2014, "Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 2, pages 169-177.
• Ching-Chun Wei & Chung-Hsuan Chen, 2014, "Does WTI Oil Price Returns Volatility Spillover to the Exchange Rate and Stock Index in the US?," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 2, pages 189-197.
• Aliyu Barde Abdullahi, 2014, "Modeling Petroleum Product Demand in Nigeria Using Structural Time Series Model (STSM) Approach," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 3, pages 427-441.
• Sercan Demiralay & Hatice Gaye Gencer, 2014, "Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 3, pages 442-447.
• Papusson Chaiwat & Nantarat Tangvitoontham, 2014, "Petroleum s Price Transmission and Imported Demand for Crude Oil in Thailand," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 3, pages 476-483.
• Atef Saad Alshehry & Mounir Belloumi, 2014, "Investigating the Causal Relationship between Fossil Fuels Consumption and Economic Growth at Aggregate and Disaggregate Levels in Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 4, pages 531-545.
• Hasan AYAYDIN & Ýbrahim KARAASLAN, 2014, "Stock Market Development, Bank Concentration, Ownership Structure, and Bank Performance: Evidence from Turkey," Journal of Economics and Political Economy, , volume 1, issue 1, pages 49-67, September.
• Lanzilotta M., Bibiana, 2014, "Expectativas y producción industrial en el Uruguay: interdependencia sectorial y tendencias comunes," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Lanzilotta M., Bibiana, 2014, "Expectations and industrial output in Uruguay: Sectoral interdependence and common trends," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Korobilis, Dimitris, 2014, "Data-based priors for vector autoregressions with drifting coefficients," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2014-022, Jan.
• Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2014, "Large Bayesian VARMAs," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-06, Sep.
• Golinski, Adam & Madeira, Joao & Rambaccussing, Dooruj, 2014, "Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-79, Sep.
• Juan Carlos Cuestas & Karsten Staehr, 2014, "The great (De)leveraging in the GIIPS countries. Domestic credit and net foreign liabilities 1998–2013," Bank of Estonia Working Papers, Bank of Estonia, number wp2014-4, Oct, revised 10 Oct 2014.
• Fabio Filipozzi & Kersti Harkmann, 2014, "Currency hedge – walking on the edge?," Bank of Estonia Working Papers, Bank of Estonia, number wp2014-5, Oct, revised 10 Oct 2014.
• Samake, Issouf & Yang, Yongzheng, 2014, "Low-income countries’ linkages to BRICS: Are there growth spillovers?," Journal of Asian Economics, Elsevier, volume 30, issue C, pages 1-14, DOI: 10.1016/j.asieco.2013.09.002.
• Ganegodage, K. Renuka & Rambaldi, Alicia N., 2014, "Economic consequences of war: Evidence from Sri Lanka," Journal of Asian Economics, Elsevier, volume 30, issue C, pages 42-53, DOI: 10.1016/j.asieco.2013.12.001.
• Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E. Kwan, 2014, "Income distribution in urban China: An overlooked data inconsistency issue," China Economic Review, Elsevier, volume 30, issue C, pages 383-396, DOI: 10.1016/j.chieco.2014.02.004.
• Caporin, Massimiliano & McAleer, Michael, 2014, "Robust ranking of multivariate GARCH models by problem dimension," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 172-185, DOI: 10.1016/j.csda.2012.05.012.
• Chan, Joshua C.C. & Koop, Gary, 2014, "Modelling breaks and clusters in the steady states of macroeconomic variables," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 186-193, DOI: 10.1016/j.csda.2013.05.007.
• Audrino, Francesco, 2014, "Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 43-60, DOI: 10.1016/j.csda.2013.06.002.
• Nyberg, Henri & Saikkonen, Pentti, 2014, "Forecasting with a noncausal VAR model," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 536-555, DOI: 10.1016/j.csda.2013.10.014.
• Aielli, Gian Piero & Caporin, Massimiliano, 2014, "Variance clustering improved dynamic conditional correlation MGARCH estimators," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 556-576, DOI: 10.1016/j.csda.2013.01.029.
• Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2014, "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 62-78, DOI: 10.1016/j.jedc.2013.11.008.
• Chaudourne, Jeremy & Fève, Patrick & Guay, Alain, 2014, "Understanding the effect of technology shocks in SVARs with long-run restrictions," Journal of Economic Dynamics and Control, Elsevier, volume 41, issue C, pages 154-172, DOI: 10.1016/j.jedc.2014.01.012.
• Lee, Yongwoong & Poon, Ser-Huang, 2014, "Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors," Journal of Economic Dynamics and Control, Elsevier, volume 41, issue C, pages 69-92, DOI: 10.1016/j.jedc.2014.02.008.
• Bouakez, Hafedh & Chihi, Foued & Normandin, Michel, 2014, "Measuring the effects of fiscal policy," Journal of Economic Dynamics and Control, Elsevier, volume 47, issue C, pages 123-151, DOI: 10.1016/j.jedc.2014.08.004.
• Artuç, Erhan & Pourpourides, Panayiotis M., 2014, "R&D and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, volume 47, issue C, pages 54-71, DOI: 10.1016/j.jedc.2014.07.006.
• Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick, 2014, "Comparing the accuracy of multivariate density forecasts in selected regions of the copula support," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 79-94, DOI: 10.1016/j.jedc.2014.08.021.
• Hatemi-J, Abdulnasser, 2014, "Asymmetric generalized impulse responses with an application in finance," Economic Modelling, Elsevier, volume 36, issue C, pages 18-22, DOI: 10.1016/j.econmod.2013.09.014.
• Beckmann, Joscha & Czudaj, Robert, 2014, "Volatility transmission in agricultural futures markets," Economic Modelling, Elsevier, volume 36, issue C, pages 541-546, DOI: 10.1016/j.econmod.2013.09.036.
• Chen, Shyh-Wei, 2014, "Testing for fiscal sustainability: New evidence from the G-7 and some European countries," Economic Modelling, Elsevier, volume 37, issue C, pages 1-15, DOI: 10.1016/j.econmod.2013.10.024.
• Garratt, Anthony & Mise, Emi, 2014, "Forecasting exchange rates using panel model and model averaging," Economic Modelling, Elsevier, volume 37, issue C, pages 32-40, DOI: 10.1016/j.econmod.2013.10.017.
• Abid, Ilyes & Kaabia, Olfa & Guesmi, Khaled, 2014, "Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia," Economic Modelling, Elsevier, volume 37, issue C, pages 408-416, DOI: 10.1016/j.econmod.2013.11.015.
• Baumöhl, Eduard & Lyócsa, Štefan, 2014, "Volatility and dynamic conditional correlations of worldwide emerging and frontier markets," Economic Modelling, Elsevier, volume 38, issue C, pages 175-183, DOI: 10.1016/j.econmod.2013.12.022.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2014, "Persistence and cycles in US hours worked," Economic Modelling, Elsevier, volume 38, issue C, pages 504-511, DOI: 10.1016/j.econmod.2014.01.026.
• Bekiros, Stelios, 2014, "Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area," Economic Modelling, Elsevier, volume 38, issue C, pages 619-626, DOI: 10.1016/j.econmod.2014.02.015.
• Qiao, Zhuo & Chu, Patrick Kuok-Kun, 2014, "Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries," Economic Modelling, Elsevier, volume 38, issue C, pages 75-79, DOI: 10.1016/j.econmod.2013.12.006.
• Wang, Yi-Chia, 2014, "Evidence of public capital spillovers and endogenous growth in Taiwan," Economic Modelling, Elsevier, volume 39, issue C, pages 314-321, DOI: 10.1016/j.econmod.2014.02.022.
• Legrand, Romain, 2014, "Euro introduction: Has there been a structural change? Study on 10 European Union countries," Economic Modelling, Elsevier, volume 40, issue C, pages 136-151, DOI: 10.1016/j.econmod.2014.03.020.
• Aboura, Sofiane & Chevallier, Julien, 2014, "Cross-market index with Factor-DCC," Economic Modelling, Elsevier, volume 40, issue C, pages 158-166, DOI: 10.1016/j.econmod.2014.04.001.
• Boutabba, Mohamed Amine, 2014, "The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy," Economic Modelling, Elsevier, volume 40, issue C, pages 33-41, DOI: 10.1016/j.econmod.2014.03.005.
• Soukiazis, Elias & Cerqueira, Pedro André & Antunes, Micaela, 2014, "Explaining Italy's economic growth: A balance-of-payments approach with internal and external imbalances and non-neutral relative prices," Economic Modelling, Elsevier, volume 40, issue C, pages 334-341, DOI: 10.1016/j.econmod.2014.04.014.
• Joëts, Marc, 2014, "Energy price transmissions during extreme movements," Economic Modelling, Elsevier, volume 40, issue C, pages 392-399, DOI: 10.1016/j.econmod.2013.11.023.
• Dufrénot, Gilles & Keddad, Benjamin, 2014, "Business cycles synchronization in East Asia: A Markov-switching approach," Economic Modelling, Elsevier, volume 42, issue C, pages 186-197, DOI: 10.1016/j.econmod.2014.07.001.
• Teulon, Frédéric & Guesmi, Khaled & Mankai, Selim, 2014, "Regional stock market integration in Singapore: A multivariate analysis," Economic Modelling, Elsevier, volume 43, issue C, pages 217-224, DOI: 10.1016/j.econmod.2014.07.045.
• Liu, Chunping & Minford, Patrick, 2014, "Comparing behavioural and rational expectations for the US post-war economy," Economic Modelling, Elsevier, volume 43, issue C, pages 407-415, DOI: 10.1016/j.econmod.2014.09.013.
• Hurtado, Samuel, 2014, "DSGE models and the Lucas critique," Economic Modelling, Elsevier, volume 44, issue S1, pages 12-19, DOI: 10.1016/j.econmod.2013.12.002.
• Camarero, Mariam & D'Adamo, Gaetano & Tamarit, Cecilio, 2014, "Wage leadership models: A country-by-country analysis of the EMU," Economic Modelling, Elsevier, volume 44, issue S1, pages 2-11, DOI: 10.1016/j.econmod.2013.12.001.
• Belke, Ansgar H. & Bordon, Ingo G. & Hendricks, Torben W., 2014, "Monetary policy, global liquidity and commodity price dynamics," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 1-16, DOI: 10.1016/j.najef.2013.12.003.
• Halvorsen, Jørn I. & Jacobsen, Dag Henning, 2014, "How important can bank lending shocks be for economic fluctuations?," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 104-123, DOI: 10.1016/j.najef.2014.05.006.
• Belke, Ansgar & Rees, Andreas, 2014, "Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 306-321, DOI: 10.1016/j.najef.2014.06.003.
• Apergis, Nicholas & Christou, Christina & Miller, Stephen M., 2014, "Country and industry convergence of equity markets: International evidence from club convergence and clustering," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 36-58, DOI: 10.1016/j.najef.2014.05.002.
• Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2014, "What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 418-440, DOI: 10.1016/j.najef.2014.06.009.
• Chen, Mei-Ping & Chen, Pei-Fen & Lee, Chien-Chiang, 2014, "Frontier stock market integration and the global financial crisis," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 84-103, DOI: 10.1016/j.najef.2014.05.004.
• Götz, Thomas B. & Hecq, Alain, 2014, "Nowcasting causality in mixed frequency vector autoregressive models," Economics Letters, Elsevier, volume 122, issue 1, pages 74-78, DOI: 10.1016/j.econlet.2013.10.037.
• Aboura, Sofiane & Chevallier, Julien, 2014, "Volatility equicorrelation: A cross-market perspective," Economics Letters, Elsevier, volume 122, issue 2, pages 289-295, DOI: 10.1016/j.econlet.2013.12.008.
• Tschernig, Rolf & Weber, Enzo & Weigand, Roland, 2014, "Long- versus medium-run identification in fractionally integrated VAR models," Economics Letters, Elsevier, volume 122, issue 2, pages 299-302, DOI: 10.1016/j.econlet.2013.12.005.
• Bao, Yong & Hua, Ying, 2014, "On the Fisher information matrix of a vector ARMA process," Economics Letters, Elsevier, volume 123, issue 1, pages 14-16, DOI: 10.1016/j.econlet.2014.01.019.
• Swensen, Anders Rygh, 2014, "Some exact and inexact linear rational expectation models in vector autoregressive models," Economics Letters, Elsevier, volume 123, issue 2, pages 216-219, DOI: 10.1016/j.econlet.2014.02.015.
• Kim, Dukpa, 2014, "Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility," Economics Letters, Elsevier, volume 123, issue 3, pages 282-286, DOI: 10.1016/j.econlet.2014.03.004.
• Psaradakis, Zacharias & Vávra, Marián, 2014, "On testing for nonlinearity in multivariate time series," Economics Letters, Elsevier, volume 125, issue 1, pages 1-4, DOI: 10.1016/j.econlet.2014.07.031.
• Carpenter, Seth & Demiralp, Selva & Schlusche, Bernd & Senyuz, Zeynep, 2014, "Measuring stress in money markets: A dynamic factor approach," Economics Letters, Elsevier, volume 125, issue 1, pages 101-106, DOI: 10.1016/j.econlet.2014.08.017.
• Cheong, Chongcheul & Lee, Hyunchul, 2014, "Forecasting with a parsimonious subset VAR model," Economics Letters, Elsevier, volume 125, issue 2, pages 167-170, DOI: 10.1016/j.econlet.2014.08.027.
• Vogelsang, Timothy J. & Wagner, Martin, 2014, "Integrated modified OLS estimation and fixed-b inference for cointegrating regressions," Journal of Econometrics, Elsevier, volume 178, issue 2, pages 741-760, DOI: 10.1016/j.jeconom.2013.10.015.
• Hualde, Javier, 2014, "Estimation of long-run parameters in unbalanced cointegration," Journal of Econometrics, Elsevier, volume 178, issue 2, pages 761-778, DOI: 10.1016/j.jeconom.2013.10.014.
• Johansen, Søren & Juselius, Katarina, 2014, "An asymptotic invariance property of the common trends under linear transformations of the data," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 310-315, DOI: 10.1016/j.jeconom.2013.08.029.
• Stock, James H. & Watson, Mark W., 2014, "Estimating turning points using large data sets," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 368-381, DOI: 10.1016/j.jeconom.2013.08.034.
• Al-Sadoon, Majid M., 2014, "Geometric and long run aspects of Granger causality," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 558-568, DOI: 10.1016/j.jeconom.2013.08.019.
• Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao, 2014, "Sieve inference on possibly misspecified semi-nonparametric time series models," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 639-658, DOI: 10.1016/j.jeconom.2013.10.002.
• Sun, Yixiao, 2014, "Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 659-677, DOI: 10.1016/j.jeconom.2013.10.001.
• Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin, 2014, "Multivariate rotated ARCH models," Journal of Econometrics, Elsevier, volume 179, issue 1, pages 16-30, DOI: 10.1016/j.jeconom.2013.10.003.
• Horváth, Lajos & Kokoszka, Piotr & Rice, Gregory, 2014, "Testing stationarity of functional time series," Journal of Econometrics, Elsevier, volume 179, issue 1, pages 66-82, DOI: 10.1016/j.jeconom.2013.11.002.
• Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio, 2014, "Beta-product dependent Pitman–Yor processes for Bayesian inference," Journal of Econometrics, Elsevier, volume 180, issue 1, pages 49-72, DOI: 10.1016/j.jeconom.2014.01.007.
• Chen, Ying & Niu, Linlin, 2014, "Adaptive dynamic Nelson–Siegel term structure model with applications," Journal of Econometrics, Elsevier, volume 180, issue 1, pages 98-115, DOI: 10.1016/j.jeconom.2014.02.009.
• Elliott, Graham & Müller, Ulrich K., 2014, "Pre and post break parameter inference," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 141-157, DOI: 10.1016/j.jeconom.2014.03.007.
• Grothe, Oliver & Korniichuk, Volodymyr & Manner, Hans, 2014, "Modeling multivariate extreme events using self-exciting point processes," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 269-289, DOI: 10.1016/j.jeconom.2014.03.011.
• Barigozzi, Matteo & Brownlees, Christian & Gallo, Giampiero M. & Veredas, David, 2014, "Disentangling systematic and idiosyncratic dynamics in panels of volatility measures," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 364-384, DOI: 10.1016/j.jeconom.2014.05.017.
• Khalaf, Lynda & Urga, Giovanni, 2014, "Identification robust inference in cointegrating regressions," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 385-396, DOI: 10.1016/j.jeconom.2014.06.001.
• Herwartz, Helmut & Lütkepohl, Helmut, 2014, "Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks," Journal of Econometrics, Elsevier, volume 183, issue 1, pages 104-116, DOI: 10.1016/j.jeconom.2014.06.012.
• Koop, Gary & Korobilis, Dimitris, 2014, "A new index of financial conditions," European Economic Review, Elsevier, volume 71, issue C, pages 101-116, DOI: 10.1016/j.euroecorev.2014.07.002.
• Guyot, Alexis & Lagoarde-Segot, Thomas & Neaime, Simon, 2014, "Foreign shocks and international cost of equity destabilization. Evidence from the MENA region," Emerging Markets Review, Elsevier, volume 18, issue C, pages 101-122, DOI: 10.1016/j.ememar.2014.01.003.
• Nielsen, Heino Bohn & Rahbek, Anders, 2014, "Unit root vector autoregression with volatility induced stationarity," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 144-167, DOI: 10.1016/j.jempfin.2014.03.008.
• Janus, Paweł & Koopman, Siem Jan & Lucas, André, 2014, "Long memory dynamics for multivariate dependence under heavy tails," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 187-206, DOI: 10.1016/j.jempfin.2014.09.007.
• Conrad, Christian & Loch, Karin & Rittler, Daniel, 2014, "On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 26-40, DOI: 10.1016/j.jempfin.2014.03.009.
• Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid, 2014, "Oil price risk exposure: The case of the U.S. Travel and Leisure Industry," Energy Economics, Elsevier, volume 41, issue C, pages 117-124, DOI: 10.1016/j.eneco.2013.09.028.
• Wen, Xiaoqian & Guo, Yanfeng & Wei, Yu & Huang, Dengshi, 2014, "How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China," Energy Economics, Elsevier, volume 41, issue C, pages 63-75, DOI: 10.1016/j.eneco.2013.10.018.
• da Silva, André Suriane & Vasconcelos, Cláudio Roberto Fóffano & Vasconcelos, Silvinha Pinto & de Mattos, Rogério Silva, 2014, "Symmetric transmission of prices in the retail gasoline market in Brazil," Energy Economics, Elsevier, volume 43, issue C, pages 11-21, DOI: 10.1016/j.eneco.2014.02.002.
• Efimova, Olga & Serletis, Apostolos, 2014, "Energy markets volatility modelling using GARCH," Energy Economics, Elsevier, volume 43, issue C, pages 264-273, DOI: 10.1016/j.eneco.2014.02.018.
• Olson, Eric & J. Vivian, Andrew & Wohar, Mark E., 2014, "The relationship between energy and equity markets: Evidence from volatility impulse response functions," Energy Economics, Elsevier, volume 43, issue C, pages 297-305, DOI: 10.1016/j.eneco.2014.01.009.
• Aye, Goodness C. & Dadam, Vincent & Gupta, Rangan & Mamba, Bonginkosi, 2014, "Oil price uncertainty and manufacturing production," Energy Economics, Elsevier, volume 43, issue C, pages 41-47, DOI: 10.1016/j.eneco.2014.02.004.
• Brigida, Matthew, 2014, "The switching relationship between natural gas and crude oil prices," Energy Economics, Elsevier, volume 43, issue C, pages 48-55, DOI: 10.1016/j.eneco.2014.01.014.
• Güntner, Jochen H.F., 2014, "How do oil producers respond to oil demand shocks?," Energy Economics, Elsevier, volume 44, issue C, pages 1-13, DOI: 10.1016/j.eneco.2014.03.012.
• Cashin, Paul & Mohaddes, Kamiar & Raissi, Maziar & Raissi, Mehdi, 2014, "The differential effects of oil demand and supply shocks on the global economy," Energy Economics, Elsevier, volume 44, issue C, pages 113-134, DOI: 10.1016/j.eneco.2014.03.014.
• Yıldırım, Ertugrul & Sukruoglu, Deniz & Aslan, Alper, 2014, "Energy consumption and economic growth in the next 11 countries: The bootstrapped autoregressive metric causality approach," Energy Economics, Elsevier, volume 44, issue C, pages 14-21, DOI: 10.1016/j.eneco.2014.03.010.
• Araç, Ayşen & Hasanov, Mübariz, 2014, "Asymmetries in the dynamic interrelationship between energy consumption and economic growth: Evidence from Turkey," Energy Economics, Elsevier, volume 44, issue C, pages 259-269, DOI: 10.1016/j.eneco.2014.04.013.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014, "Dynamic spillovers of oil price shocks and economic policy uncertainty," Energy Economics, Elsevier, volume 44, issue C, pages 433-447, DOI: 10.1016/j.eneco.2014.05.007.
• Charlot, Philippe & Marimoutou, Vêlayoudom, 2014, "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Energy Economics, Elsevier, volume 44, issue C, pages 456-467, DOI: 10.1016/j.eneco.2014.04.021.
• Onafowora, Olugbenga A. & Owoye, Oluwole, 2014, "Bounds testing approach to analysis of the environment Kuznets curve hypothesis," Energy Economics, Elsevier, volume 44, issue C, pages 47-62, DOI: 10.1016/j.eneco.2014.03.025.
• An, Lian & Jin, Xiaoze & Ren, Xiaomei, 2014, "Are the macroeconomic effects of oil price shock symmetric?: A Factor-Augmented Vector Autoregressive approach," Energy Economics, Elsevier, volume 45, issue C, pages 217-228, DOI: 10.1016/j.eneco.2014.06.003.
• Adeyemi, Olutomi I. & Hunt, Lester C., 2014, "Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand," Energy Economics, Elsevier, volume 45, issue C, pages 435-444, DOI: 10.1016/j.eneco.2014.07.012.
• Karali, Berna & Ramirez, Octavio A., 2014, "Macro determinants of volatility and volatility spillover in energy markets," Energy Economics, Elsevier, volume 46, issue C, pages 413-421, DOI: 10.1016/j.eneco.2014.06.004.
• Pan, Zhiyuan & Wang, Yudong & Yang, Li, 2014, "Hedging crude oil using refined product: A regime switching asymmetric DCC approach," Energy Economics, Elsevier, volume 46, issue C, pages 472-484, DOI: 10.1016/j.eneco.2014.05.014.
• D'Ecclesia, Rita L. & Magrini, Emiliano & Montalbano, Pierluigi & Triulzi, Umberto, 2014, "Understanding recent oil price dynamics: A novel empirical approach," Energy Economics, Elsevier, volume 46, issue S1, pages 11-17, DOI: 10.1016/j.eneco.2014.10.005.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014, "Forecasting the oil–gasoline price relationship: Do asymmetries help?," Energy Economics, Elsevier, volume 46, issue S1, pages 44-56, DOI: 10.1016/j.eneco.2014.08.006.
• Dimpfl, Thomas, 2014, "A note on cointegration of international stock market indices," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 10-16, DOI: 10.1016/j.irfa.2013.07.005.
• Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek, 2014, "On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 87-103, DOI: 10.1016/j.irfa.2013.12.005.
• Kumar, Dilip & Maheswaran, S., 2014, "Modeling and forecasting the additive bias corrected extreme value volatility estimator," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 166-176, DOI: 10.1016/j.irfa.2014.06.002.
• Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2014, "The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 5-20, DOI: 10.1016/j.irfa.2014.05.002.
• Guesmi, Khaled & Teulon, Frederic & Muzaffar, Ahmed Taneem, 2014, "The evolution of risk premium as a measure for intra-regional equity market integration," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 13-19, DOI: 10.1016/j.irfa.2014.07.003.
• Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2014, "Unconventional monetary policies and the corporate bond market," Finance Research Letters, Elsevier, volume 11, issue 3, pages 203-212, DOI: 10.1016/j.frl.2014.04.003.
• Jiang, Xiaoquan & Lee, Bong-Soo, 2014, "The intertemporal risk-return relation: A bivariate model approach," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 158-181, DOI: 10.1016/j.finmar.2013.02.002.
• Brunetti, Celso & Reiffen, David, 2014, "Commodity index trading and hedging costs," Journal of Financial Markets, Elsevier, volume 21, issue C, pages 153-180, DOI: 10.1016/j.finmar.2014.08.001.
• Meulemann, Max & Uebele, Martin & Wilfling, Bernd, 2014, "The restoration of the gold standard after the US Civil War: A volatility analysis," Journal of Financial Stability, Elsevier, volume 12, issue C, pages 37-46, DOI: 10.1016/j.jfs.2013.05.001.
• Ning, Zhuo & Sun, Changyou, 2014, "Vertical price transmission in timber and lumber markets," Journal of Forest Economics, Elsevier, volume 20, issue 1, pages 17-32, DOI: 10.1016/j.jfe.2013.07.002.
• Pešta, Michal & Okhrin, Ostap, 2014, "Conditional least squares and copulae in claims reserving for a single line of business," Insurance: Mathematics and Economics, Elsevier, volume 56, issue C, pages 28-37, DOI: 10.1016/j.insmatheco.2014.02.007.
• Guesmi, Khaled & Moisseron, Jean-Yves & Teulon, Frédéric, 2014, "Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 204-212, DOI: 10.1016/j.intfin.2013.10.005.
• Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh, 2014, "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 213-227, DOI: 10.1016/j.intfin.2013.11.004.
• Chang, Ming-Jen & Su, Che-Yi, 2014, "The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 220-246, DOI: 10.1016/j.intfin.2014.03.002.
• Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2014, "Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 159-177, DOI: 10.1016/j.intfin.2014.03.015.
• Apostolakis, George & Papadopoulos, Athanasios P., 2014, "Financial stress spillovers in advanced economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 128-149, DOI: 10.1016/j.intfin.2014.06.001.
• Flavin, Thomas J. & Morley, Ciara E. & Panopoulou, Ekaterini, 2014, "Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 137-154, DOI: 10.1016/j.intfin.2014.08.001.
• Ben Sita, Bernard & Abdallah, Wissam, 2014, "Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 183-199, DOI: 10.1016/j.intfin.2014.08.005.
• Broadstock, David C. & Filis, George, 2014, "Oil price shocks and stock market returns: New evidence from the United States and China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 417-433, DOI: 10.1016/j.intfin.2014.09.007.
• Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos, 2014, "Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 129-143, DOI: 10.1016/j.ijforecast.2013.06.002.
• Luciani, Matteo, 2014, "Forecasting with approximate dynamic factor models: The role of non-pervasive shocks," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 20-29, DOI: 10.1016/j.ijforecast.2013.05.001.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014, "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 78-98, DOI: 10.1016/j.ijforecast.2013.07.006.
• Knüppel, Malte, 2014, "Efficient estimation of forecast uncertainty based on recent forecast errors," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 257-267, DOI: 10.1016/j.ijforecast.2013.08.004.
• Garratt, Anthony & Mitchell, James & Vahey, Shaun P., 2014, "Measuring output gap nowcast uncertainty," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 268-279, DOI: 10.1016/j.ijforecast.2013.07.012.
• Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2014, "Forecasting with factor-augmented error correction models," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 589-612, DOI: 10.1016/j.ijforecast.2013.01.009.
• Zhou, Yinggang, 2014, "Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 216-228, DOI: 10.1016/j.jbankfin.2013.10.010.
• Taylor, Nick, 2014, "The rise and fall of technical trading rule success," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 286-302, DOI: 10.1016/j.jbankfin.2013.12.004.
• Calmès, Christian & Théoret, Raymond, 2014, "Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 388-402, DOI: 10.1016/j.jbankfin.2013.11.039.
• Koch, Cathérine Tahmee, 2014, "Risky adjustments or adjustments to risks: Decomposing bank leverage," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 242-254, DOI: 10.1016/j.jbankfin.2014.03.017.
• Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio, 2014, "Derivatives holdings and systemic risk in the U.S. banking sector," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 84-104, DOI: 10.1016/j.jbankfin.2014.03.037.
• Okimoto, Tatsuyoshi, 2014, "Asymmetric increasing trends in dependence in international equity markets," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 219-232, DOI: 10.1016/j.jbankfin.2014.05.025.
• Jung, R.C. & Maderitsch, R., 2014, "Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 331-342, DOI: 10.1016/j.jbankfin.2013.12.023.
• Kalotychou, Elena & Staikouras, Sotiris K. & Zhao, Gang, 2014, "The role of correlation dynamics in sector allocation," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 1-12, DOI: 10.1016/j.jbankfin.2014.06.025.
• Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014, "Does global liquidity drive commodity prices?," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 224-234, DOI: 10.1016/j.jbankfin.2014.04.007.
• Bezemer, Dirk & Grydaki, Maria, 2014, "Financial fragility in the Great Moderation," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 169-177, DOI: 10.1016/j.jbankfin.2014.09.005.
• Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal, 2014, "Credit spread changes within switching regimes," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 41-55, DOI: 10.1016/j.jbankfin.2014.08.009.
• Saridakis, George & Marlow, Susan & Storey, David J., 2014, "Do different factors explain male and female self-employment rates?," Journal of Business Venturing, Elsevier, volume 29, issue 3, pages 345-362, DOI: 10.1016/j.jbusvent.2013.04.004.
• Filipova, Kameliya & Audrino, Francesco & De Giorgi, Enrico, 2014, "Monetary policy regimes: Implications for the yield curve and bond pricing," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 427-454, DOI: 10.1016/j.jfineco.2014.05.006.
• Bouakez, Hafedh & Chihi, Foued & Normandin, Michel, 2014, "Fiscal policy and external adjustment: New evidence," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 1-20, DOI: 10.1016/j.jimonfin.2013.08.019.
• Neuenkirch, Matthias & Tillmann, Peter, 2014, "Inflation targeting, credibility, and non-linear Taylor rules," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 30-45, DOI: 10.1016/j.jimonfin.2013.10.006.
• Yin, Weiwei & Li, Junye, 2014, "Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 46-64, DOI: 10.1016/j.jimonfin.2013.10.004.
• Florackis, Chris & Giorgioni, Gianluigi & Kostakis, Alexandros & Milas, Costas, 2014, "On stock market illiquidity and real-time GDP growth," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 210-229, DOI: 10.1016/j.jimonfin.2014.02.006.
• Kohonen, Anssi, 2014, "Transmission of government default risk in the eurozone," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 71-85, DOI: 10.1016/j.jimonfin.2014.04.006.
• Ludwig, Alexander, 2014, "A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 125-146, DOI: 10.1016/j.jimonfin.2014.07.008.
• Gnabo, Jean-Yves & Hvozdyk, Lyudmyla & Lahaye, Jérôme, 2014, "System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 147-174, DOI: 10.1016/j.jimonfin.2014.07.002.
• Stângă, Irina M., 2014, "Bank bailouts and bank-sovereign risk contagion channels," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 17-40, DOI: 10.1016/j.jimonfin.2014.07.005.
• Kumano, Yusuke & Muto, Ichiro & Nakano, Akihiro, 2014, "What explains the recent fluctuations in Japan’s output? A structural factor analysis of Japan’s industrial production," Journal of the Japanese and International Economies, Elsevier, volume 34, issue C, pages 135-153, DOI: 10.1016/j.jjie.2014.05.004.
• Berger, Tino & Kempa, Bernd, 2014, "Time-varying equilibrium rates in small open economies: Evidence for Canada," Journal of Macroeconomics, Elsevier, volume 39, issue PA, pages 203-214, DOI: 10.1016/j.jmacro.2013.12.002.
• Casares, Miguel & Moreno, Antonio & Vázquez, Jesús, 2014, "An estimated New-Keynesian model with unemployment as excess supply of labor," Journal of Macroeconomics, Elsevier, volume 40, issue C, pages 338-359, DOI: 10.1016/j.jmacro.2014.01.010.
• Woo, Kai-Yin & Lee, Shu-Kam & Chan, Alan, 2014, "Non-linear adjustments to intranational PPP," Journal of Macroeconomics, Elsevier, volume 40, issue C, pages 360-371, DOI: 10.1016/j.jmacro.2014.01.013.
• Tielens, J. & van Aarle, B. & Van Hove, J., 2014, "Effects of Eurobonds: A stochastic sovereign debt sustainability analysis for Portugal, Ireland and Greece," Journal of Macroeconomics, Elsevier, volume 42, issue C, pages 156-173, DOI: 10.1016/j.jmacro.2014.06.004.
• Engsted, Tom & Pedersen, Thomas Q., 2014, "Housing market volatility in the OECD area: Evidence from VAR based return decompositions," Journal of Macroeconomics, Elsevier, volume 42, issue C, pages 91-103, DOI: 10.1016/j.jmacro.2014.07.005.
• Paradiso, Antonio & Kumar, Saten & Margani, Patrizia, 2014, "Are Italian consumer confidence adjustments asymmetric? A macroeconomic and psychological motives approach," Journal of Economic Psychology, Elsevier, volume 43, issue C, pages 48-63, DOI: 10.1016/j.joep.2014.04.006.
• Aristei, David & Gallo, Manuela, 2014, "Interest rate pass-through in the Euro area during the financial crisis: A multivariate regime-switching approach," Journal of Policy Modeling, Elsevier, volume 36, issue 2, pages 273-295, DOI: 10.1016/j.jpolmod.2013.12.002.
• Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan, 2014, "Housing and the business cycle in South Africa," Journal of Policy Modeling, Elsevier, volume 36, issue 3, pages 471-491, DOI: 10.1016/j.jpolmod.2014.03.001.
• Cavallo, Antonella & Ribba, Antonio, 2014, "Euro area inflation as a predictor of national inflation rates," Journal of Policy Modeling, Elsevier, volume 36, issue 6, pages 1048-1065, DOI: 10.1016/j.jpolmod.2014.09.004.
• Najarzadeh, Reza & Rahimzadeh, Farzad & Reed, Michael, 2014, "Does the Internet increase labor productivity? Evidence from a cross-country dynamic panel," Journal of Policy Modeling, Elsevier, volume 36, issue 6, pages 986-993, DOI: 10.1016/j.jpolmod.2014.10.003.
• Forni, Mario & Gambetti, Luca, 2014, "Sufficient information in structural VARs," Journal of Monetary Economics, Elsevier, volume 66, issue C, pages 124-136, DOI: 10.1016/j.jmoneco.2014.04.005.
• Caggiano, Giovanni & Castelnuovo, Efrem & Groshenny, Nicolas, 2014, "Uncertainty shocks and unemployment dynamics in U.S. recessions," Journal of Monetary Economics, Elsevier, volume 67, issue C, pages 78-92, DOI: 10.1016/j.jmoneco.2014.07.006.
• Liu, Qingfu & Wong, Ieokhou & An, Yunbi & Zhang, Jinqing, 2014, "Asymmetric Information and Volatility Forecasting in Commodity Futures Markets," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 79-97, DOI: 10.1016/j.pacfin.2013.10.007.
• Wang, Kai-Li & Fawson, Christopher & Chen, Mei-Ling & Wu, An-Chi, 2014, "Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 115-137, DOI: 10.1016/j.pacfin.2014.01.002.
• Judge, Amrit & Reancharoen, Tipprapa, 2014, "An empirical examination of the lead–lag relationship between spot and futures markets: Evidence from Thailand," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 335-358, DOI: 10.1016/j.pacfin.2014.05.003.