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

• Florian Ielpo & Benoît Sévi, 2014, "Forecasting the density of oil futures," Working Papers, Department of Research, Ipag Business School, number 2014-601, Jan.
• Benoît Sévi, 2014, "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Working Papers, Department of Research, Ipag Business School, number 2014-602, Jan.
• María Lorena Mari del Cristo & Marta Gómez-Puig, 2014, "“Dollarization and the Relationship Between EMBI and Fundamentals Latin American Countries”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201406, Mar, revised Mar 2014.
• Nàtalia Valls & Helena Chulià, 2014, "“Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201431, Dec, revised Dec 2014.
• Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E Kwan, 2014, "Income Distribution in Urban China: An Overlooked Data Inconsistency Issue," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 37381, Mar.
• Heckman, James J. & Humphries, John Eric & Veramendi, Gregory & Urzua, Sergio, 2014, "Education, Health and Wages," IZA Discussion Papers, IZA Network @ LISER, number 8027, Mar.
• Khayyat, Nabaz T. & Lee, Jongsu & Heshmati, Almas, 2014, "How ICT Investment and Energy Use Influence the Productivity of Korean Industries," IZA Discussion Papers, IZA Network @ LISER, number 8080, Mar.
• van den Berg, Gerard J. & Effraimidis, Georgios, 2014, "Dependence Measures in Bivariate Gamma Frailty Models," IZA Discussion Papers, IZA Network @ LISER, number 8083, Mar.
• Manuel Cantavella-Jordá, 2014, "Dealing with an error correction model when trade balances are trend-stationary," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2014/04.
• Adil H. Suliman & Mohammad I. Elian, 2014, "Foreign direct investment, financial development, and economic growth: a cointegration model," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 3, pages 219-243, July-Sept.
• Badri Narayan Rath & Debi Prasad Bal, 2014, "Do fdi and public investment crowd in or crowd out private domestic investment in India," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 3, pages 269-284, July-Sept.
• Muthucattu Thomas Paul & Yih Pin Tang & Markand Bhatt, 2014, "A study of the relation between inflation and exchange rates in the Fiji islands: a cointegration and vector error correction approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 4, pages 1-20, October-D.
• Nicholas M. Odhiambo, 2014, "Electricity consumption, exports, and economic growth in the democratic republic of Congo: an Ardl-bounds testing approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 4, pages 189-207, October-D.
• Andrea Bonilla Bolanos, 2014, "External Vulnerabilities And Economic Integration: Is The Union Of South American Nations A Promising Project?," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 39, issue 2, pages 97-131, June.
• Stéphane Dées & Jochen Güntner, 2014, "The International Dimension of Confidence Shocks," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2014-05, Apr.
• Nicholas Odhiambo, 2014, "Energy Dependence in Developing Countries: Does the Level of Income Matter?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 42, issue 1, pages 65-77, March, DOI: 10.1007/s11293-013-9402-2.
• Sergey Ivashchenko, 2014, "DSGE Model Estimation on the Basis of Second-Order Approximation," Computational Economics, Springer;Society for Computational Economics, volume 43, issue 1, pages 71-82, January, DOI: 10.1007/s10614-013-9363-1.
• Elena Olmedo, 2014, "Forecasting Spanish Unemployment Using Near Neighbour and Neural Net Techniques," Computational Economics, Springer;Society for Computational Economics, volume 43, issue 2, pages 183-197, February, DOI: 10.1007/s10614-013-9371-1.
• Stelios Bekiros, 2014, "Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform," Computational Economics, Springer;Society for Computational Economics, volume 44, issue 2, pages 231-251, August, DOI: 10.1007/s10614-013-9381-z.
• Igor Veličkovski & Aleksandar Stojkov, 2014, "Is the European integration speeding up the economic convergence process of the Central and South-Eastern European countries? A shock perspective," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 2, pages 287-321, May, DOI: 10.1007/s10663-014-9247-1.
• Julien Chevallier & Benoît Sévi, 2014, "On the Stochastic Properties of Carbon Futures Prices," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 58, issue 1, pages 127-153, May, DOI: 10.1007/s10640-013-9695-2.
• Yen-Hsien Lee, 2014, "An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 2, pages 165-180, May, DOI: 10.1007/s11408-014-0227-z.
• Francesca Pancotto & Filippo Pericoli, 2014, "Till labor cost do us part," International Economics and Economic Policy, Springer, volume 11, issue 3, pages 371-395, September, DOI: 10.1007/s10368-013-0258-3.
• Simon Zheng & Harry Bloch, 2014, "Australia’s mining productivity decline: implications for MFP measurement," Journal of Productivity Analysis, Springer, volume 41, issue 2, pages 201-212, April, DOI: 10.1007/s11123-012-0329-4.
• Sumru Altug & Fabio Canova, 2014, "Do Institutions and Culture Matter for Business Cycles?," Open Economies Review, Springer, volume 25, issue 1, pages 93-122, February, DOI: 10.1007/s11079-013-9298-0.
• Stephen Hall & Sérgio Lagoa, 2014, "Inflation and Business Cycle Convergence in the Euro Area: Empirical Analysis Using an Unobserved Component Model," Open Economies Review, Springer, volume 25, issue 5, pages 885-908, November, DOI: 10.1007/s11079-014-9313-0.
• George Filis & Ioannis Chatziantoniou, 2014, "Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 4, pages 709-729, May, DOI: 10.1007/s11156-013-0359-7.
• Yves S. Schüler, 2014, "Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-02, Jan.
• Karsten Wasiluk, 2014, "Imitation Induced Innovation in General Equilibrium," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-12, Oct.
• Ralf Brüggemann & Carsten Jentsch & Carsten Trenkler, 2014, "Inference in VARs with Conditional Heteroskedasticity of Unknown Form," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-13, Aug.
• Ralf Brüggemann & Markus Glaser & Stefan Schaarschmidt & Sandra Stankiewicz, 2014, "The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-24, Dec.
• Sumru Altug & Cem Cakmakli, 2014, "Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1413, Apr.
• Masafumi Kozuka, 2014, "Marginal q and Firms' Capital Investments: Evidence from Time Series Data of Japanese Manufacturing Industries," Discussion Papers, Graduate School of Economics, Kobe University, number 1411, Mar.
• Masafumi Kozuka, 2014, "Service Expenditure and Intertemporal Elasticity of Substitution in Japan," Discussion Papers, Graduate School of Economics, Kobe University, number 1421, May.
• Alexander Rathke & Samad Sarferaz, 2014, "Malthus and the Industrial Revolution," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 14-351, Jan, DOI: 10.3929/ethz-a-010073763.
• Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz, 2014, "Identification of financial factors in economic fluctuations," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 14-364, Jan, DOI: 10.3929/ethz-a-010200285.
• Ács, Attila, 2014, "Pénzintézeti mérlegadatok monetáris politikai újraértelmezése. A brókerkereskedő szervezetek reálgazdasági és likviditási jelentősége
  [Reconsidering the role of financial institutions balance sheets in the conduct of monetary policy. The effect of," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 166-192.
• Hasan AYAYDIN & Ýbrahim KARAASLAN, 2014, "Stock Market Development, Bank Concentration, Ownership Structure, and Bank Performance: Evidence from Turkey," Journal of Economics and Political Economy, KSP Journals, volume 1, issue 1, pages 49-67, September.
• Ulrik H. Nielsen, 2014, "Parents' Education and their Adult Offspring's Other-Regarding Behavour," Discussion Papers, University of Copenhagen. Department of Economics, number 14-03, Feb.
• Rasmus Søndergaard Pedersen, 2014, "Targeting estimation of CCC-Garch models with infinite fourth moments," Discussion Papers, University of Copenhagen. Department of Economics, number 14-04, Feb.
• Søren Johansen, 2014, "Times Series: Cointegration," Discussion Papers, University of Copenhagen. Department of Economics, number 14-24, Oct.
• Katarina Juselius & Katrin Assenmacher, 2014, "Real exchange rate persistence: the case of the Swiss franc-US dollar rate," Discussion Papers, University of Copenhagen. Department of Economics, number 14-26, Nov.
• Deborah Gefang & Geraint Johnes, 2014, "Asymmetric volatility spillovers between UK regional worker flows and vacancies," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/08, May.
• Mohammed Isa Shuaibu & Basiru Oyeniran Fatai, 2014, "On the Stability of Nigeria’s Import Demand: Do Endogenous Structural Breaks Matter?," Journal of Reviews on Global Economics, Lifescience Global, volume 3, pages 228-240.
• Wadjamsse B. Djezou, 2014, "The Democracy and Economic Growth Nexus: Empirical Evidence from Côte d’Ivoire," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 11, issue 2, pages 251-266, December.
• Javed Iqbal & Sara Azher, 2014, "Value-at-Risk and Expected Stock Returns: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 19, issue 2, pages 71-100, July-Dec.
• Ugur Ergun & Zehra Mahmutović, 2014, "Financial crises and volatility spillovers among emerging European equity markets," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 4, pages 63-68, August.
• Aleksejs Melihovs, 2014, "Forecasting Natural Population Change: the Case of Latvia," Discussion Papers, Latvijas Banka, number 2014/03, Oct.
• Ludmila Fadejeva & Martin Feldkircher & Thomas Reininger, 2014, "International Transmission of Credit Shocks: Evidence from Global Vector Autoregression Model," Working Papers, Latvijas Banka, number 2014/05, Sep.
• Sartaj Rasool Rather & S. Raja Sethu Durai & M. Ramachandran, 2014, "Asymmetric Price Adjustment - Evidence For India," Working Papers, Madras School of Economics,Chennai,India, number 2014-094, Nov.
• B. Anand & Sunil Paul & M. Ramachandran, 2014, "Volatility Spillover between Oil and Stock Market Returns," Working Papers, Madras School of Economics,Chennai,India, number 2014-095, Nov.
• Thomas J. Flavin & Ciara E. Morley & Ekaterini Panopoulou, 2014, "Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n249-14.pdf.
• Hasanzadeh, Ali & Ghorbani, Amirhossein, 2014, "Assessing Operational Risks in Credit Institutions Using COBIT Method," 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 19, pages 143-160, May.
• Mojab, Ramin & Barakchian, Seyed Mehdi, 2014, "A Sensitivity Analysis of the Identification of Business Cycles to the Choice of the Statistical Method," 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 21, pages 381-405, October.
• Costas Karfakis & Theodore Panagiotidis, 2014, "The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets," Discussion Paper Series, Department of Economics, University of Macedonia, number 2014_01, Sep, revised Sep 2014.
• Bernard N. Iyke & Nicholas M. Odhiambo, 2014, "The Dynamic Causal Relationship between Electricity Consumption and Economic Growth in Ghana: A Trivariate Causality Model," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 12, issue 2 (Summer, pages 141-160.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014, "Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?," Working Papers, University of Milano-Bicocca, Department of Economics, number 269, Mar, revised Mar 2014.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2014, "Estimating a DSGE model with Limited Asset Market Participation for the Euro Area," Working Papers, University of Milano-Bicocca, Department of Economics, number 286, Nov, revised Nov 2014.
• Zsolt Darvas, 2014, "Does money matter in the euro area? Evidence from a new Divisia index," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 1401, Nov.
• Jentsch, Carsten & Paparoditis, Efstathios & Politis, Dimitris N., 2014, "Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes," Working Papers, University of Mannheim, Department of Economics, number 14-18.
• Petrella, Ivan & Juvenal, Luciana, 2014, "Speculation in the Oil Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 9808, Feb.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2014, "No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 9848, Mar.
• Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2014, "Structural FECM: Cointegration in large-scale structural FAVAR models," CEPR Discussion Papers, Centre for Economic Policy Research, number 9858, Mar.
• Kilian, Lutz & Inoue, Atsushi, 2014, "Joint Confidence Sets for Structural Impulse Responses," CEPR Discussion Papers, Centre for Economic Policy Research, number 9892, Mar.
• Tino Berger & Bernd Kempa, 2014, "Time-varying equilibrium rates in small open economies: Evidence for Canada," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3414, Oct.
• Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2014, "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3514, Oct.
• Tatsuyoshi Okimoto, 2014, "Asymmetric Increasing Trends in Dependence in International Equity Markets," AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 1405.
• Russel Davidson & Andrea Monticini, 2014, "Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def012, Mar.
• Blazsek, Szabolcs & Escribano, Álvaro, 2014, "Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1412, Jun.
• Yu, Jun, 2014, "Econometric Analysis Of Continuous Time Models: A Survey Of Peter Phillips’S Work And Some New Results," Econometric Theory, Cambridge University Press, volume 30, issue 4, pages 737-774, August.
• Debortoli, Davide & Maih, Junior & Nunes, Ricardo, 2014, "Loose Commitment In Medium-Scale Macroeconomic Models: Theory And Applications," Macroeconomic Dynamics, Cambridge University Press, volume 18, issue 1, pages 175-198, January.
• Stengos, Thanasis & Yazgan, M. Ege, 2014, "Persistence In Convergence," Macroeconomic Dynamics, Cambridge University Press, volume 18, issue 4, pages 753-782, June.
• Güntner, Jochen H. F., 2014, "How Do International Stock Markets Respond To Oil Demand And Supply Shocks?," Macroeconomic Dynamics, Cambridge University Press, volume 18, issue 8, pages 1657-1682, December.
• Hasan AYAYDIN & brahim KARAASLAN, 2014, "Stock Market Development, Bank Concentration, Ownership Structure, and Bank Performance: Evidence from Turkey," Journal of Economics and Political Economy, EconSciences Journals, volume 1, issue 1, pages 49-67, September.
• Xiaohong Chen & Timothy M. Christensen, 2014, "Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1976, Dec.
• Alfredo Marvão Pereira & Jorge M. Andraz, 2014, "On The Long-Term Macroeconomic Effects Of Social Security Spending:Evidence For 12 Eu Countries," Working Papers, Economics Department, William & Mary, number 150, Apr.
• Alfredo Marvão Pereira & Jorge M. Andraz, 2014, "On The Long-Term Macroeconomic Effects Of Social Spending In The United States," Working Papers, Economics Department, William & Mary, number 151, Apr.
• Avouyi-Dovi, Sanvi (ed.), 2014, "Stress testing and financial risks," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/15231.
• 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.