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

• Goodness C. Aye & Rangan Gupta & Stephen M. Miller & Mehmet Balcilar, 2014, "Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors," Working papers, University of Connecticut, Department of Economics, number 2014-10, May.
• Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014, "A Time-Varying Approach of the US Welfare Cost of Inflation," Working papers, University of Connecticut, Department of Economics, number 2014-11, May.
• Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working papers, University of Connecticut, Department of Economics, number 2014-26, Sep.
• Magali Jaoul-Grammare, 2014, "Prestige social des professions et substituabilité des filières universitaires," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2014-01.
• Gabriela Mordecki, 2014, "Determinants of Argentinean tourism demand in Uruguay," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 14-17, Nov.
• Eric Ghysels & J. Isaac Miller, 2014, "On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests," Working Papers, Department of Economics, University of Missouri, number 1403, Jan.
• Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014, "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/14, Jan.
• Smeekes, S. & Urbain, J.R.Y.J., 2014, "A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 008, Jan, DOI: 10.26481/umagsb.2014008.
• Duplinskiy, A., 2014, "Is regularization necessary? A Wald-type test under non-regular conditions," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 025, Jan, DOI: 10.26481/umagsb.2014025.
• Götz, T.B. & Hecq, A.W., 2014, "Testing for Granger causality in large mixed-frequency VARs," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 028, Jan, DOI: 10.26481/umagsb.2014028.
• Javier Gómez Biscarri & Javier Hualde, 2014, "A residual-based ADF test for stationary cointegration in I (2) settings," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1439, Sep.
• Fengler, Matthias R. & Gisler, Katja I. M., 2014, "A variance spillover analysis without covariances: what do we miss?," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1409, Apr.
• Trojan, Sebastian, 2014, "Multivariate Stochastic Volatility with Dynamic Cross Leverage," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1424, Aug.
• Trojan, Sebastian, 2014, "Modeling Intraday Stochastic Volatility and Conditional Duration Contemporaneously with Regime Shifts," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1425, Aug.
• Marc K Chan & Simon Kwok, 2014, "Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 24, Aug.
• Dirk G Baur & Isaac Miyakawa, 2014, "The Stock Market, the Real Economy and Contagion," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 179, Jan.
• Changyou Sun & Zhuo Ning, 2014, "Timber Restrictions, Financial Crisis, and Price Transmission in North American Softwood Lumber Markets," Land Economics, University of Wisconsin Press, volume 90, issue 2, pages 306-323.
• Yamin Ahmad & Ivan Paya, 2014, "Temporal Aggregation of Random Walk Processes and Implications for Asset Prices," Working Papers, UW-Whitewater, Department of Economics, number 14-01, Jan.
• Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014, "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:07.
• Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin, 2014, "Growth-cycle phases in China�s provinces: A panel Markov-switching approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:19.
• Lorenza Alexandra Lorenzetti, 2014, "Unravelling the magnitude of Sub-Saharan Africa cotton quality in sector reform outcomes," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 122, issue 4, pages 401-430.
• Stefano Scalone, 2014, "Embedding Liquidity Information in Estimating Potential Output," Working Papers, University of Verona, Department of Economics, number 20/2014, Dec.
• Rizwan Mushtaq & Syed Zulfiqar Ali Shah, 2014, "International Portfolio Diversification: United States and South Asian Equity Markets," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 2, pages 241-252.
• Taner Turan & Mesut Karakas & Halit Yanikkaya, 2014, "Tax Smoothing Hypothesis: A Turkish Case," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 4, pages 487-501.
• Samir Abdelhafidh, 2014, "External Debt and Economic Growth in Tunisia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 6, pages 669-689.
• Prashant Joshi, 2014, "Analyzing Performance Of Garch Models In Nse," Working papers, Voice of Research, number 2014-09-16, Sep.
• Janiga-Ćmiel Anna, 2014, "Detecting Shocks in The Economic Development Dynamics of Selected Countries," Folia Oeconomica Stetinensia, Sciendo, volume 13, issue 2, pages 120-133, July, DOI: 10.2478/foli-2013-0018.
• Moral-Benito, Enrique & Serven, Luis, 2014, "Testing weak exogeneity in cointegrated panels," Policy Research Working Paper Series, The World Bank, number 7045, Sep.
• Rajmund Mirdala, 2014, "Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1070, Jan.
• Eduard Baum??hl & ??tefan Ly??csa, 2014, "How smooth is the stock market integration of CEE-3?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1079, Jun.
• Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher, 2014, "Forecasting with Bayesian Global Vector Autoregressions," ERSA conference papers, European Regional Science Association, number ersa14p25, Nov.
• Marc Francke & Alex van de Minne & Johan Verbruggen, 2014, "The effect of Credit Conditions on the Dutch Housing Market," ERSA conference papers, European Regional Science Association, number ersa14p506, Nov.
• Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2014, "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp166, Feb.
• Florian Huber, 2014, "Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp179, Jul.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014, "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 166, Feb.
• Huber, Florian, 2014, "Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 179, Jul.
• Maggie E. C. Jones & Morten Ørregaard Nielsen & Michał Ksawery Popiel, 2014, "A fractionally cointegrated VAR analysis of economic voting and political support," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 47, issue 4, pages 1078-1130, November, DOI: 10.1111/caje.12115.
• Mario Forni & Luca Gambetti & Luca Sala, 2014, "No News in Business Cycles," Economic Journal, Royal Economic Society, volume 124, issue 581, pages 1168-1191, December.
• Rasmus S. Pedersen & Anders Rahbek, 2014, "Multivariate variance targeting in the BEKK–GARCH model," Econometrics Journal, Royal Economic Society, volume 17, issue 1, pages 24-55, February.
• Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2014, "An Empirical Growth Model For Major Oil Exporters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 1, pages 1-21, January, DOI: 10.1002/jae.2294.
• James G. MacKinnon & Morten Ørregaard Nielsen, 2014, "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 1, pages 161-171, January, DOI: 10.1002/jae.2295.
• Borus Jungbacker & Siem Jan Koopman & Michel Wel, 2014, "Smooth Dynamic Factor Analysis With Application To The Us Term Structure Of Interest Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 1, pages 65-90, January, DOI: 10.1002/jae.2319.
• Helmut Lütkepohl & Aleksei NetŠunajev, 2014, "Disentangling Demand And Supply Shocks In The Crude Oil Market: How To Check Sign Restrictions In Structural Vars," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 3, pages 479-496, April.
• Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright, 2014, "Forecasting interest rates with shifting endpoints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 693-712, August.
• Nikolay Gospodinov & Damba Lkhagvasuren, 2014, "A Moment‐Matching Method For Approximating Vector Autoregressive Processes By Finite‐State Markov Chains," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 843-859, August.
• Vasco Cúrdia & Marco Del Negro & Daniel L. Greenwald, 2014, "Rare Shocks, Great Recessions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 7, pages 1031-1052, November, DOI: 10.1002/jae.2395.
• Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014, "Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 7, pages 1164-1182, November, DOI: 10.1002/jae.2411.
• Klaus Wohlrabe & Teresa Buchen, 2014, "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 4, pages 231-242, July.
• Chang‐Jin Kim & Pym Manopimoke & Charles R. Nelson, 2014, "Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue 2-3, pages 253-266, March, DOI: 10.1111/jmcb.12105.
• Leonardo Gambacorta & Boris Hofmann & Gert Peersman, 2014, "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue 4, pages 615-642, June, DOI: 10.1111/jmcb.12119.
• Christiane Nickel & Andreas Tudyka, 2014, "Fiscal Stimulus in Times of High Debt: Reconsidering Multipliers and Twin Deficits," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue 7, pages 1313-1344, October, DOI: 10.1111/jmcb.12148.
• Sofiane Aboura & Julien Chevallier, 2014, "Cross‐market spillovers with ‘volatility surprise’," Review of Financial Economics, John Wiley & Sons, volume 23, issue 4, pages 194-207, November, DOI: 10.1016/j.rfe.2014.08.002.
• WenShwo Fang & Stephen M. Miller, 2014, "Output Growth and its Volatility: The Gold Standard through the Great Moderation," Southern Economic Journal, John Wiley & Sons, volume 80, issue 3, pages 728-751, January, DOI: 10.4284/0038-4038-2012.161.
• Chia-Lin Chang & Yu-Pei Ke, 2014, "Testing Price Pressure, Information, Feedback Trading, And Smoothing Effects For Energy Exchange Traded Funds," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-26, DOI: 10.1142/S2010495214400065.
• A. Saichev & D. Sornette, 2014, "A simple microstructure return model explaining microstructure noise and Epps effects," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 06, pages 1-36, DOI: 10.1142/S0129183114500120.
• Hwee Kwan Chow, 2014, "International Transmission Of Interest Rates And The Open Economy Trilemma In Asia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 03, pages 1-18, DOI: 10.1142/S0217590814500209.
• G. K. Randolph Tan, 2014, "The Relationship Between Employment And Earnings In Singapore: 1991–2012," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 03, pages 1-22, DOI: 10.1142/S0217590814500222.
• Nidhaleddine Ben Cheikh & Waël Louhichi, 2014, "Measuring the Impact of Exchange Rate Movements on Domestic Prices: A Cointegrated VAR Analysis," FIW Working Paper series, FIW, number 131, Mar.
• Katarzyna Maciejowska, 2014, "Fundamental and speculative shocks, what drives electricity prices?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/05, Apr.
• Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014, "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/09, Jun.
• Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014, "Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/10, Jul.
• Blagov, Boris & Funke, Michael, 2014, "The credibility of Hong Kong's currency board system: Looking through the prism of MS-VAR models with time-varying transition probabilities," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 15/2014.
• Molyneux, Philip & Liu, Hong & Jiang, Chunxia, 2014, "Bank capital, adjustment and ownership: Evidence from China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 16/2014.
• Melolinna, Marko, 2014, "What is the role of Emerging Asia in global oil prices?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 18/2014.
• Deryugina, Elena & Ponomarenko, Alexey, 2014, "A large Bayesian vector autoregression model for Russia," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 22/2014.
• Matros, Philipp & Vilsmeier, Johannes, 2014, "The multivariate option iPoD framework: assessing systemic financial risk," Discussion Papers, Deutsche Bundesbank, number 20/2014.
• Hossfeld, Oliver & MacDonald, Ronald, 2014, "Carry funding and safe haven currencies: A threshold regression approach," Discussion Papers, Deutsche Bundesbank, number 34/2014.
• Knüppel, Malte, 2014, "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," Discussion Papers, Deutsche Bundesbank, number 40/2014.
• Sacht, Stephen, 2014, "Identification of prior information via moment-matching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-04.
• Prettner, Catherine & Prettner, Klaus, 2014, "How interdependent are Eastern European economies and the Euro area?," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 187.
• Herwartz, Helmut, 2014, "Structural analysis with independent innovations," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 208.
• Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2014, "Efficient iterative maximum likelihood estimation of high-parameterized time series models," CFS Working Paper Series, Center for Financial Studies (CFS), number 450.
• Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus, 2014, "Estimating the spot covariation of asset prices: Statistical theory and empirical evidence," CFS Working Paper Series, Center for Financial Studies (CFS), number 477.
• Warne, Anders & Coenen, Günter & Christoffel, Kai, 2014, "Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models," CFS Working Paper Series, Center for Financial Studies (CFS), number 478.
• Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2014, "Impulse response matching estimators for DSGE models," CFS Working Paper Series, Center for Financial Studies (CFS), number 498.
• Ayaydin, Hasan & Karaaslan, İbrahim, 2014, "Stock Market Development, Bank Concentration, Ownership Structure, and Bank Performance: Evidence from Turkey," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 1, issue 1, pages 49-67.
• KARGI, Bilal, 2014, "The Effects of Oil Prices On Inflation and Growth: Time Series Analysis In Turkish Economy For 1988:01-2013:04 Period," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 5, issue 2, pages 29-36.
• Ponomarev, Yuri & Trunin, Pavel V. & Uljukaev, Aleksej V., 2014, "Exchange Rate Pass-through in Russia," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 121960, Mar.
• Barja, Gover, 2014, "Time Series Analysis of Macroeconomic Conditions in Open Economies," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 333582, DOI: 10.26076/5079-5880.
• Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014, "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 208.
• Golosnoy, Vasyl & Rossen, Anja, 2014, "Modeling dynamics of metal price series via state space approach with two common factors," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 156.
• Lindner, Fabian, 2014, "The housing wealth effect on consumption reconsidered," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-15.
• Juselius, Katarina, 2014, "Testing for near I(2) trends when the signal to noise ratio is small," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-8.
• Juselius, Katarina, 2014, "Testing for near I(2) trends when the signal-to-noise ratio is small," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-30, DOI: 10.5018/economics-ejournal.ja.2014-.
• Reicher, Claire, 2014, "The aggregate effects of long run sectoral reallocation," Kiel Working Papers, Kiel Institute for the World Economy, number 1928.
• Gehrke, Britta & Yao, Fang, 2014, "Phillips curve shocks and real exchange rate fluctuations: SVAR evidence," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 11/2014.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2014, "Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 506, DOI: 10.4419/86788581.
• Born, Benjamin & Müller, Gernot J. & Pfeifer, Johannes, 2015, "Does austerity pay off?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 77, revised 2015.
• Lütkepohl, Helmut, 2014, "Structural vector autoregressive analysis in a data rich environment: A survey," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-004.
• Altmeyer, Randolf & Bibinger, Markus, 2014, "Functional stable limit theorems for efficient spectral covolatility estimators," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-005.
• Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2014, "Confidence bands for impulse responses: Bonferroni versus Wald," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-007.
• Lütkepohl, Helmut & Velinov, Anton, 2014, "Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticity," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-009.
• Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2014, "Efficient iterative maximum likelihood estimation of high-parameterized time series models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-010.
• Reiß, Markus & Todorov, Viktor & Tauchen, George, 2014, "Nonparametric test for a constant beta over a fixed time interval," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-022.
• Lütkepohl, Helmut & Netésunajev, Aleksei, 2014, "Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock market," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-031.
• Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus, 2014, "Estimating the spot covariation of asset prices: Statistical theory and empirical evidence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-055.
• Born, Benjamin & Breuer, Sebastian & Elstner, Steffen, 2014, "Uncertainty and the Great Recession," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 04/2014.
• Herwartz, Helmut & Plödt, Martin, 2014, "Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100326.
• Wagner, Martin & Wied, Dominik, 2014, "Monitoring Stationarity and Cointegration," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100386.
• Buchen, Teresa, 2014, "News Media, Common Information, and Sectoral Comovement," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100391.
• Manner, Hans & Blatt, Dominik & Candelon, Bertrand, 2014, "Detecting financial contagion in a multivariate system," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100411.
• Glogowsky, Ulrich & Cagala, Tobias & Rincke, Johannes & Grimm, Veronika, 2014, "Cooperation and Trustworthiness in Repeated Interaction," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100437.
• Klinger, Sabine & Weber, Enzo, 2014, "Decomposing Beveridge curve dynamics by correlated unobserved components: The impact of labour market reforms in Germany," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100499.
• Schreiber, Sven, 2014, "The estimation uncertainty of permanent-transitory decompositions in co-integrated systems," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100582.
• Winker, Peter & Helmut, Lütkepohl & Staszewska-Bystrova, Anna, 2014, "Confidence Bands for Impulse Responses: Bonferroni versus Wald," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100597.
• Dechert, Andreas, 2014, "Fraktionale Kointegrationsbeziehungen zwischen Euribor-Zinssätzen," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 93.
• Eisenhauer, Philipp & Heckman, James J. & Vytlacil, Edward, 2014, "The generalized Roy model and the cost-benefit analysis of social programs," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-082.
• Stefan Bruder, 2014, "Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions," ECON - Working Papers, Department of Economics - University of Zurich, number 181, Nov, revised Dec 2015.
• James J. Heckman & John Eric Humphries & Greg Veramendi & Sergio S. Urzua, 2014, "Education, Health and Wages," NBER Working Papers, National Bureau of Economic Research, Inc, number 19971, Mar.
• Frank Schorfheide & Dongho Song & Amir Yaron, 2014, "Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 20303, Jul.
• Michael Bordo & Pierre Siklos, 2014, "Central Bank Credibility, Reputation and Inflation Targeting in Historical Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 20693, Nov.
• Don H. Kim & Jonathan H. Wright, 2014, "Jumps in Bond Yields at Known Times," NBER Working Papers, National Bureau of Economic Research, Inc, number 20711, Nov.
• Christiane Baumeister & James D. Hamilton, 2014, "Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 20741, Dec.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2014, "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1404, Dec.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2014, "Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1405, Dec.
• Neelam Timsina, 2014, "Bank Credit and Economic Growth in Nepal: An Empirical Analysis," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 26, issue 2, pages 1-24, October.
• M. Lequien & A. Montaut, 2014, "Potential growth in France and the euro area: an overview of the estimation methods," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2014-09.
• OECD & Elena Rusticelli, 2014, "Rescuing the Phillips curve: Making use of long-term unemployment in the measurement of the NAIRU," OECD Journal: Economic Studies, OECD Publishing, volume 2014, issue 1, pages 109-127, DOI: 10.1787/eco_studies-2014-5jxrcm2cdf.
• Ginters Buss, 2015, "Tracking economic activity in the euro area: Multivariate direct filter approach," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2014, issue 2, pages 5-25, DOI: 10.1787/jbcma-2014-5js0bcts1433.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2014, "Dynamic factor models: A review of the literature," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2013, issue 2, pages 73-107, DOI: 10.1787/jbcma-2013-5jz417f7b7nv.
• Fudulache Adina Elena, 2014, "Modelling the Dynamics of Sovereign Risk Premium [Modelarea dinamicii primei de risc suveran]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Marius Paschen, 2014, "Dynamic Analysis of the German Day-Ahead Electricity Spot Market," Working Papers, University of Oldenburg, Department of Economics, number V-368-14, Jul, revised Jul 2014.
• Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2014, "Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 189, Mar.
• Pece Andreea Maria & Mihut Ioana Sorina & Oros Olivera Ecaterina, 2014, "The Impact Of The Financial Crisis On Long Memory: Evidence From European Banking Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 781-788, July.
• Meltem Ucal & Mehmet Hüseyin Bilgin & Alfred Haug, 2014, ": Income Inequality and FDI: Evidence with Turkish Data," Working Papers, University of Otago, Department of Economics, number 1407, Jun, revised Jun 2014.
• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2014, "Systemic risk, sovereign yields and bank exposures in the euro crisis
  [Real effects of the sovereign debt crises in Europe: evidence from syndicated loans]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 29, issue 78, pages 203-251.
• Manuel A. Hernandez & Raul Ibarra & Danilo R. Trupkin, 2014, "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 41, issue 2, pages 301-325.
• Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn & Zhipeng Liao, 2014, "Asymptotic Efficiency of Semiparametric Two-step GMM," The Review of Economic Studies, Review of Economic Studies Ltd, volume 81, issue 3, pages 919-943.
• Francesco Zanetti & Konstantinos Theodoridis, 2014, "News and Labor Market Dynamics in the Data and in Matching Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 699, Feb.
• Kevin Sheppard & Wen Xu, 2014, "Factor High-Frequency Based Volatility (HEAVY) Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 710, May.
• Francesco Zanetti & Haroon Mumtaz, 2014, "Labor Market Dynamics: a Time-varying Analysis," Economics Series Working Papers, University of Oxford, Department of Economics, number 728, Oct.
• Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2014, "Estimating fiscal multipliers: evidence from a nonlinear world," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0179, Apr.
• Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli, 2014, "Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0181, Jul.
• Massimiliano Caporin & Aleksey Kolokolov & Roberto RenoÕ, 2014, "Multi-jumps," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0185, Sep.
• Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2014, "Uncertainty and Monetary Policy in Good and Bad Times," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0188, Sep.
• Guglielmo Maria Caporale & Luis Gil-alana, 2014, "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 56, issue 4, pages 581-591, December.
• Walter Bazan-Palomino & Gabriel Rodriguez, 2014, "The New Keynesian Framework for a Small Open Economy with Structural Breaks: Empirical Evidence from Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-384.
• Gabriel Rodriguez & Pierina Villanueva, 2014, "Driving Economic Fluctuations in Peru: The Role of the Terms of Trade," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-389.
• Michal Bernard Pietrzak & Justyna Wilk, 2014, "Economic distance in modeling spatial phenomena with the application of gravity model," Working Papers, Institute of Economic Research, number 4/2014, Mar, revised May 2014.
• Kiss, Gábor Dávid & Schuszter, Tamás, 2014, "What are the Differences Between the Currencies of Foreign Exchange Loans?," Public Finance Quarterly, Corvinus University of Budapest, volume 59, issue 2, pages 187-206.
• Abdul Qayyum & Muhammad Arshad Khan, 2014, "Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2014:103.
• Andreas Nastansky & Alexander Mehnert & Hans Gerhard Strohe, 2014, "A Vector Error Correction Model for the Relationship between Public Debt and Inflation in Germany," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 51, Jan.
• Lach, Łukasz, 2014, "Oil usage, gas consumption and economic growth: Evidence from Poland," MPRA Paper, University Library of Munich, Germany, number 52253.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities," MPRA Paper, University Library of Munich, Germany, number 52697, Jan.
• Hamrita, Mohamed Essaied, 2014, "Export-Led Growth in Tunisia: A wavelet filtering based analysis," MPRA Paper, University Library of Munich, Germany, number 52722, Jan.
• Phiri, Andrew, 2014, "Asymmetric co-integration and causality effects between financial development and economic growth in South Africa," MPRA Paper, University Library of Munich, Germany, number 53055, Jan.
• Bell, Peter N, 2014, "A Method for Experimental Events that Break Cointegration: Counterfactual Simulation," MPRA Paper, University Library of Munich, Germany, number 53523, Feb.
• Mosconi, Rocco & Paruolo, Paolo, 2014, "Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two," MPRA Paper, University Library of Munich, Germany, number 53589, Jan.
• D'Agostino, Antonello & Mendicino, Caterina, 2014, "Expectation-Driven Cycles: Time-varying Effects," MPRA Paper, University Library of Munich, Germany, number 53607, Feb.
• Phiri, Andrew, 2014, "Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis," MPRA Paper, University Library of Munich, Germany, number 53659, Feb.
• Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo, 2014, "Real-Time Nowcasting Nominal GDP Under Structural Break," MPRA Paper, University Library of Munich, Germany, number 53699, Feb.
• Korobilis, Dimitris, 2014, "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper, University Library of Munich, Germany, number 53772, Jan.
• Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos, 2014, "Dynamic Spillover Effects in Futures Markets," MPRA Paper, University Library of Munich, Germany, number 53876, Feb.
• Arora, Vipin, 2014, "Estimates of the Price Elasticities of Natural Gas Supply and Demand in the United States," MPRA Paper, University Library of Munich, Germany, number 54232, Mar.
• Francq, Christian & Zakoian, Jean-Michel, 2014, "Estimating multivariate GARCH and stochastic correlation models equation by equation," MPRA Paper, University Library of Munich, Germany, number 54250.
• Gouriéroux, Christian & Zakoian, Jean-Michel, 2014, "On uniqueness of moving average representations of heavy-tailed stationary processes," MPRA Paper, University Library of Munich, Germany, number 54907, Mar.
• El Montasser, Ghassen, 2014, "The seasonal KPSS Test: some extensions and further results," MPRA Paper, University Library of Munich, Germany, number 54920, Mar.
• Jin, Xin & Maheu, John M, 2014, "Modeling Covariance Breakdowns in Multivariate GARCH," MPRA Paper, University Library of Munich, Germany, number 55243, Apr.
• Fantazzini, Dean, 2014, "Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'," MPRA Paper, University Library of Munich, Germany, number 55430.
• Khayyat, Nabaz T. & Lee, Jongsu & Lee, Jeong-Dong, 2014, "How ICT Investment Influences Energy Demand in South Korea and Japan?," MPRA Paper, University Library of Munich, Germany, number 55454, Apr.
• Wakamatsu, Hiroki & Miyata, Tsutomu, 2014, "Do Radioactive Spills from the Fukushima Disaster Have any Influence on Seafood Market in Japan?," MPRA Paper, University Library of Munich, Germany, number 55667, Jun, revised 18 Jun 2014.
• KARGI, Bilal, 2014, "The Effects of Oil Prices On Inflation and Growth: Time Series Analysis In Turkish Economy For 1988:01-2013:04 Period," MPRA Paper, University Library of Munich, Germany, number 55704, Mar.
• Deluna, Roperto Jr & Pedida, Sunshine, 2014, "Overseas Filipino Workers Remittances, Inequality and Quality of Life in the Philippines," MPRA Paper, University Library of Munich, Germany, number 56070, Apr.
• Garz, Marcel, 2014, "Consumption, labor income uncertainty, and economic news coverage," MPRA Paper, University Library of Munich, Germany, number 56076.
• Phiri, Andrew & Nyoni, Botha, 2014, "The electricity-growth nexus in South Africa: Evidence from asymmetric co-integration and co-feature analysis," MPRA Paper, University Library of Munich, Germany, number 56145, May.
• Papież, Monika, 2014, "A dynamic analysis of causality between prices of corn, crude oil and ethanol," MPRA Paper, University Library of Munich, Germany, number 56540, Jun.
• Karapanagiotidis, Paul, 2014, "Dynamic State-Space Models," MPRA Paper, University Library of Munich, Germany, number 56807, Jun.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 57084, Jul.
• Chang, Chia-Lin & Ke, Yu-Pei, 2014, "Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds," MPRA Paper, University Library of Munich, Germany, number 57625, Jul.
• Olmos, Lorena & Sanso Frago, Marcos, 2014, "Non-linear effects of the U.S. Monetary Policy in the Long Run," MPRA Paper, University Library of Munich, Germany, number 57770.
• Njindan Iyke, Bernard, 2014, "Electricity Consumption, Inflation, and Economic Growth in Nigeria: A Dynamic Causality Test," MPRA Paper, University Library of Munich, Germany, number 57818, Jul.
• Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto, 2014, "Multi-jumps," MPRA Paper, University Library of Munich, Germany, number 58175, Aug.
• Ruja, Catalin, 2014, "Macro Stress-Testing Credit Risk in Romanian Banking System," MPRA Paper, University Library of Munich, Germany, number 58244, Jul.
• Sinha, Pankaj & Agnihotri, Shalini, 2014, "Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH," MPRA Paper, University Library of Munich, Germany, number 58303, Jul.
• Preinerstorfer, David, 2014, "Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators," MPRA Paper, University Library of Munich, Germany, number 58333, Aug.
• Ardakani, Omid & Kishor, N. Kundan, 2014, "Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics," MPRA Paper, University Library of Munich, Germany, number 58402, Sep.
• Mat Rahim, Siti Rohaya, 2014, "Asymmetric Cointegration: Barley and Crude Oil Price in United States," MPRA Paper, University Library of Munich, Germany, number 58447, Sep.
• Golinski, Adam & Madeira, Joao & Rambaccussing, Dooruj, 2014, "Fractional Integration of the Price-Dividend Ratio in a Present-Value Model," MPRA Paper, University Library of Munich, Germany, number 58554, Sep.
• Takumah, Wisdom, 2014, "The Dynamic Causal Relationship between Government Revenue and Government Expenditure Nexus in Ghana," MPRA Paper, University Library of Munich, Germany, number 58579, Sep.
• Wesselbaum, Dennis, 2014, "Fiscal and Monetary Policy Interactions in New Zealand," MPRA Paper, University Library of Munich, Germany, number 58763, Sep.
• Karkowska, Renata, 2014, "Is the Central and Eastern European banking systems stable? Evidence from the recent financial crisis," MPRA Paper, University Library of Munich, Germany, number 58803, Jan.
• Shahateet, Mohammed Issa & Al-Majali, Khalid Ali & Al-Hahabashneh, Fedel, 2014, "Causality and Cointegration between Economic Growth and Energy Consumption: Econometric Evidence from Jordan," MPRA Paper, University Library of Munich, Germany, number 59067, Oct, revised Oct 2014.
• Cerdeira Bento, João Paulo, 2014, "The determinants of CO2 emissions: empirical evidence from Italy," MPRA Paper, University Library of Munich, Germany, number 59166, Oct.
• Kuikeu, Oscar, 2014, "L’impact de la politique monétaire unique sur l’économie de la zone CEMAC: une approche par la modélisation VAR structurelle et bayésienne
  [Monetary policy effects in cemac: an assessme,t with the structural and bayesian VAR methodology]," MPRA Paper, University Library of Munich, Germany, number 59246, Oct.