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

2013

• Matteo Barigozzi & Christian Brownlees, 2015, "Nets: Network Estimation for Time Series," Working Papers, Barcelona School of Economics, number 723, Sep.
• Anamaria Illes & Marco Jacopo Lombardi, 2013, "Interest rate pass-through since the financial crisis," BIS Quarterly Review, Bank for International Settlements, September.
• Roberto Esposti & Giulia Listorti, 2013, "Agricultural price transmission across space and commodities during price bubbles," Agricultural Economics, International Association of Agricultural Economists, volume 44, issue 1, pages 125-139, January, DOI: j.1574-0862.2012.00636.x.
• G. C. Lim & Sarantis Tsiaplias & Chew Lian Chua, 2013, "Bank and Official Interest Rates: How Do They Interact over Time?," The Economic Record, The Economic Society of Australia, volume 89, issue 285, pages 160-174, June.
• Georges Dionne & Pierre-Carl Michaud & Maki Dahchour, 2013, "Separating Moral Hazard From Adverse Selection And Learning In Automobile Insurance: Longitudinal Evidence From France," Journal of the European Economic Association, European Economic Association, volume 11, issue 4, pages 897-917, August.
• Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2013, "Labor-Market Heterogeneity, Aggregation, And Policy (In)Variance Of Dsge Model Parameters," Journal of the European Economic Association, European Economic Association, volume 11, issue , pages 193-220, January, DOI: j.1542-4774.2012.01098.x.
• Sebastian Fossati, 2013, "Unit root testing with stationary covariates and a structural break in the trend function," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 3, pages 368-384, May, DOI: 10.1111/(ISSN)1467-9892.
• John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo, 2013, "Liquidity Risk, Credit Risk And The Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach," Manchester School, University of Manchester, volume 81, issue 6, pages 925-940, December.
• Alfonso Mendoza Velázquez & Peter N. Smith, 2013, "Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks," Manchester School, University of Manchester, volume 81, issue , pages 100-124, September.
• Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2013, "Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis Using Model Averaging Methods," Manchester School, University of Manchester, volume 81, issue , pages 28-53, October.
• Maximiano Pinheiro & António Rua & Francisco Dias, 2013, "Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 1, pages 80-102, February, DOI: obes.12006.
• Dimitris Korobilis, 2013, "Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super-," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 2, pages 157-179, April, DOI: 10.1111/obes.2013.75.issue-2.
• Iryna Kaminska, 2013, "A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 5, pages 680-704, October.
• Efrem Castelnuovo, 2013, "What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 5, pages 759-784, October.
• Syed Abul Basher & Stefano Fachin, 2013, "The long-run relationship between savings and investment in oil-exporting developing countries: a case study of the Gulf Arab states," OPEC Energy Review, Organization of the Petroleum Exporting Countries, volume 37, issue 4, pages 429-446, December.
• Joaquin L. Vespignani, 2013, "The Industrial Impact of Monetary Shocks During the Inflation‐Targeting Era in Australia," Australian Economic History Review, Economic History Society of Australia and New Zealand, volume 53, issue 1, pages 47-71, March, DOI: 10.1111/aehr.2013.53.issue-1.
• Hilde C. Bjørnland & Dag Henning Jacobsen, 2013, "House Prices and Stock Prices: Different Roles in the US Monetary Transmission Mechanism," Scandinavian Journal of Economics, Wiley Blackwell, volume 115, issue 4, pages 1084-1106, October.
• Enzo Weber & Jürgen Wolters, 2013, "Risk and Policy Shocks on the US Term Structure," Scottish Journal of Political Economy, Scottish Economic Society, volume 60, issue 1, pages 101-119, February, DOI: sjpe.12004.
• Juan Carlos Cuestas & Carlyn Ramlogan-Dobson, 2013, "Convergence of Inflationary Shocks: Evidence from the Caribbean," The World Economy, Wiley Blackwell, volume 36, issue 9, pages 1229-1243, September.
• Claudia Foroni & Massimiliano Marcellino, 2013, "Mixed frequency structural models: estimation, and policy analysis," Working Paper, Norges Bank, number 2013/15, Jun.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper, Norges Bank, number 2013/20, Aug.
• Hilde C. Bjørnland & Leif Anders Thorsrud, 2013, "Boom or gloom? Examining the Dutch disease in a two-speed economy," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 6/2013, Aug.
• Alina Barnett & Ryland Thomas, 2013, "Has weak lending and activity in the United Kingdom been driven by credit supply shocks?," Bank of England working papers, Bank of England, number 482, Dec.
• Gabor Pinter & Konstantinos Theodoridis & Tony Yates, 2013, "Risk news shocks and the business cycle," Bank of England working papers, Bank of England, number 483, Dec.
• Evangelia Papapetrou & Dimitrios Bakas, 2013, "The Greek labour market during the crisis: unemployment, employment and labour force participation," Economic Bulletin, Bank of Greece, issue 38, pages 65-83, November.
• Ioanna C. Bardakas, 2013, "The asymmetric effect of income on import demand in Greece," Working Papers, Bank of Greece, number 159, May.
• Stavros Degiannakis & George Filis & Renatas Kizys, 2013, "Oil price shocks and stock market volatility: evidence from European data," Working Papers, Bank of Greece, number 161, Sep.
• Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros, 2013, "Return dispersion, stock market liquidity and aggregate economic activity," Working Papers, Bank of Greece, number 166, Nov.
• Stavros Degiannakis & Timotheos Angelidis & George Filis, 2013, "Oil price shocks and volatility do predict stock market regimes," Working Papers, Bank of Greece, number 170, Dec.
• Yusuke Kumano & Ichiro Muto & Akihiro Nakano, 2013, "What explains the recent fluctuations in Japan's output? A structural factor analysis of Japan's industrial production," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-10, Jul.
• Takeshi Kimura & Jouchi Nakajima, 2013, "Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-7, May.
• Minsu Kim & Yang Su Park, 2013, "Estimating the Neutral Real Interest Rate (NRIR) and Analyzing Factors of its Fluctuation in Korea (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 19, issue 4, pages 47-86, December.
• Hyun Hak Kim, 2013, "Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2013-26, Dec.
• Basher Syed Abul & Carrion-i-Silvestre Josep Lluís, 2013, "Deconstructing shocks and persistence in OECD real exchange rates1)," The B.E. Journal of Macroeconomics, De Gruyter, volume 13, issue 1, pages 187-212, DOI: 10.1515/bejm-2012-0060.
• Balke Nathan S. & Zeng Zheng, 2013, "Credit demand, credit supply, and economic activity," The B.E. Journal of Macroeconomics, De Gruyter, volume 13, issue 1, pages 643-680, October, DOI: 10.1515/bejm-2012-0116.
• Bassil Charbel, 2013, "Macroeconomic Consequences of War and Terrorism in Lebanon," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 19, issue 3, pages 415-429, December, DOI: 10.1515/peps-2013-0042.
• Mohaddes Kamiar & Raissi Mehdi, 2013, "Oil Prices, External Income, and Growth: Lessons from Jordan," Review of Middle East Economics and Finance, De Gruyter, volume 9, issue 2, pages 99-131, August, DOI: 10.1515/rmeef-2012-0011.
• Burda Martin & Maheu John M., 2013, "Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 4, pages 345-372, September, DOI: 10.1515/snde-2013-0020.
• Dias Francisco & Pinheiro Maximiano & Rua António, 2013, "Determining the number of global and country-specific factors in the euro area," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 5, pages 573-617, December, DOI: 10.1515/snde-2012-0031.
• Octavio Portolano Machado & Adriana Bruscato Bortoluzzo & Sérgio Ricardo Martins & Antonio Zoratto Sanvicente, 2013, "Inter-temporal CAPM: an empirical test with Brazilian market data," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 2, pages 149-180.
• Marc Patrick Brag Klemp & Niels Framroze M¯ller, 2013, "Post-Malthusian Dynamics in Pre-Industrial Scandinavia," Working Papers, Brown University, Department of Economics, number 2013-14.
• CLAUDIU TIBERIU ALBULESCU & Daniel Goyeau & AVIRAL KUMAR TIWARI, 2013, "Revisiting The Financial Volatility–Derivative Products Relationship On Euronext.Liffe Using A Frequency Domain Analysis," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 56, issue 3-4, pages 349-364.
• Massimiliano Caporin & Michael McAleer, 2013, "Ten Things You Should Know About DCC," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/16, Mar.
• Massimiliano Caporin & Michael McAleer, 2013, "Ten Things You Should Know About the Dynamic Conditional Correlation Representation," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/21, Jun.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modeling and Management: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/22, Jun.
• Pami Dua & Divya Tuteja, 2013, "Interdependence Of International Financial Market-- The Case Of India And U.S," Working papers, Centre for Development Economics, Delhi School of Economics, number 223, Jan.
• Luintel, Kul B & Xu, Yongdeng, 2013, "Testing weak exogeneity in multiplicative error models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/6, Apr.
• Taylor, Nick & Xu, Yongdeng, 2013, "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/7, Apr.
• Sun, Yixiao, 2013, "Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt8x8307rz, May.
• Jin Zhang & David A. Bessler & David J. Leatham, 2013, "Aggregate business failures and macroeconomic conditions: A VAR look at the U.S. between 1980 and 2004," Journal of Applied Economics, Universidad del CEMA, volume 16, pages 179-202, May.
• Carlos Eduardo Castillo-Maldonado & Fidel Pérez-Macal, 2013, "Assessment of models to forecast exchange rates: The quetzal–U.S. dollar exchange rate," Journal of Applied Economics, Universidad del CEMA, volume 16, pages 71-99, May.
• Mohamed El Hedi Arouri & Christophe Rault & Robert Sova & Anamaria Sova, 2013, "Market Structure and the Cost of Capital," CESifo Working Paper Series, CESifo, number 4097.
• Teresa Buchen & Klaus Wohlrabe, 2013, "Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany," CESifo Working Paper Series, CESifo, number 4148.
• Mohamed El Hedi Arouri & Frédéric Teulon & Christophe Rault, 2013, "Equity Risk Premium and Regional Integration," CESifo Working Paper Series, CESifo, number 4158.
• Guglielmo Maria Caporale & John Hunter & Faek Menla Ali, 2013, "On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010," CESifo Working Paper Series, CESifo, number 4189.
• Steffen Henzel & Malte Rengel, 2013, "Dimensions of macroeconomic uncertainty: A common factor analysis," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 167.
• Robert Lehmann & Klaus Wohlrabe, 2013, "Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 171.
• Martin Hoesli & Elias Oikarinen, 2013, "Are Public and Private Asset Returns and Risks the Same? Evidence from Real Estate Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-56, Nov, revised Jan 2015.
• Arshia Amiri & Asim Afridi, 2013, "Is the role of international health aid on adult mortality efficient? Evidence from developing countries using DEA approach," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 1, pages 43-50, March.
• Virgine Coudert & Karine Hervé & Pierre Mabille, 2013, "Internationalization versus Regionalisation in the Emerging Stock Markets," Working Papers, CEPII research center, number 2013-08, Feb.
• Stephane Dees & Pedro Soares Brinca, 2013, "Consumer confidence as a predictor of consumption spending: Evidence for the United States and the Euro area," International Economics, CEPII research center, issue 134, pages 1-14.
• Miguel Ángel Saldarriaga & Diego Winkelried, 2013, "Trade linkages and growth in Latin America: An SVAR analysis," International Economics, CEPII research center, issue 135-136, pages 13-28.
• Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2013, "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers, CIRANO, number 2013s-11, May.
• Georges Dionne & Olfa Maalaoui Chun, 2013, "Default and liquidity regimes in the bond market during the 2002-2012 period," Canadian Journal of Economics, Canadian Economics Association, volume 46, issue 4, pages 1160-1195, November, DOI: 10.1111/caje.12057.
• Gabriele Fiorentini & Enrique Sentana, 2013, "Dynamic Specification Tests for Dynamic Factor Models," Working Papers, CEMFI, number wp2013_1306, Jun.
• Ciprian ALEXANDRU & Nicoleta CARAGEA & Ana Maria DOBRE, 2013, "Vector Autoregressive Models Using “R”," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 1, pages 59-67, June.
• Rodolfo Cermeño & María José Roa, 2013, "Desarrollo financiero, crecimiento y volatidad: Revisión de la literatura reciente," Documentos de Investigación - Research Papers, CEMLA, number 9, Jun.
• Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), 2013, "Dinámica inflacionaria, persistencia y formación de precios y salarios," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 2, edition 1, ISBN: ARRAY(0x73be5648), December.
• Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), 2013, "Inflationary Dynamics, Persistence, and Prices and Wages Formation," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 2en, edition 1, ISBN: ARRAY(0x739d9698), December.
• Oxana Babecka Kucharcukova & Michal Franta & Dana Hajkova & Petr Kral & Ivana Kubicova & Anca Podpiera & Branislav Saxa, 2013, "What We Know About Monetary Policy Transmission in the Czech Republic: Collection of Empirical Results," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2013/01, Oct.
• Michal Franta, 2013, "The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/09, Sep.
• Tomas Konecny & Oxana Babecka Kucharcukova, 2013, "Evaluating the Links Between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/10, Dec.
• L. Bauwens & E. Otranto, 2013, "Modeling the Dependence of Conditional Correlations on Volatility," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201304.
• R. Gargano & E. Otranto, 2013, "Financial Clustering in Presence of Dominant Markets," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201318.
• Mateo Clavijo, 2013, "Desaceleración económica e inflación de activos financieros en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Daniel Vela, 2013, "Forecasting Latin-American yield curves: An artificial neural network approach," Borradores de Economia, Banco de la Republica, number 10502, Feb.
• Franz Alonso Hamann Salcedo & Rafael Hern�ndez & Luisa Fernanda Silva Escobar & Fernando Tenjo Galarza, 2013, "Credit Pro-cyclicality and Bank Balance Sheet in Colombia," Borradores de Economia, Banco de la Republica, number 10695, Apr.
• Juan Sebasti�n Amador Torres & Jos� Eduardo G�mez G. & Andr�s Murcia Pab�n, 2013, "Loans Growth and Banks� Risk: New Evidence," Borradores de Economia, Banco de la Republica, number 10710, Apr.
• Carlos Eduardo L�on Rinc�n & Karen Juliet Leiton & Jhonatan P�rez Villalobos, 2013, "Extracting the sovereigns� CDS market hierarchy: a correlation-filtering approach," Borradores de Economia, Banco de la Republica, number 10749, May.
• Jos� Eduardo G�mez & Jair Ojeda Joya & Fernando Tenjo Galarza & H�ctor Manuel Z�rate Solano, 2013, "The Interdependence between Credit and Real Business Cycles in Latin American Economies," Borradores de Economia, Banco de la Republica, number 10833, Jun.
• Wilmer Mart�nez, 2013, "Metodolog�a de perfiles coincidentes para determinar indicadores l�deres y contempor�neos, estudio de caso," Borradores de Economia, Banco de la Republica, number 10859, Jun.
• Paulo Mauricio S�nchez Beltr�n & Luis Fernando Melo Velandia, 2013, "Combinaci�n de brechas del producto colombiano," Borradores de Economia, Banco de la Republica, number 10973, Jul.
• Jair Ojeda Joya & Joan Granados & Carolina Arteaga, 2013, "El comportamiento del tipo de cambio real en Colombia: ¿explicado por sus fundamentales?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 31, issue 72, pages 1-17, DOI: 10.32468/Espe.7201||10.1016/S0120-4.
• Paulo M. Sánchez & Luis Fernando Melo, 2013, "Combinación de brechas del producto colombiano," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 31, issue 72, pages 74-82, DOI: 10.1016/S0120-4483(13)70006-X.
• Jairo Andrés Correa & John J. García, 2013, "Interconexión eléctrica Colombia-Panamá: impacto sobre el precio spot en Panamá," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10670, Feb.
• Héctor Zárate & Norberto Rodr�guez & Margarita Mar�n, 2013, "El tamano de las empresas y la transmisión de la política monetaria en Colombia: una aplicación con la encuesta mensual de expectativas económicas," Revista de Economía del Rosario, Universidad del Rosario.
• Jorge Hurtado & Luis Melo, 2013, "Desagregación temporal: una metodología multivariada alternativa," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 82, pages 11-55.
• Oscar Andrés Espinosa Acuna & Paola Andrea Vaca Gonz�lez, 2013, "¿Existe relación alguna entre déficit fiscal e inflación? Antes y después de la independencia del Banco de la República en Colombia," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 12805, Jul.
• José U. Mora Mora Armando Rodríguez Zerpa, 2013, "La demanda de dinero y las innovaciones financieras en Venezuela: equilibrio de largo plazo," Revista CIFE, Universidad Santo Tomás.
• BAUWENS, Luc & otranto, EDOARDO, 2013, "Modeling the dependence of conditional correlations on volatility," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013014, May.
• PIERRET, Diane, 2013, "The systemic risk of energy markets," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013018, May.
• BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013, "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2526, Jan.
• CARPANTIER, Jean-François & SAMKHARADZE, Besik, 2013, "The asymmetric commodity inventory effect on the optimal hedge ratio," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2527, Jan.
• Bartlomiej Marona & Agnieszka Bieniek, 2013, "The Analysis of the Influence of Foreign Direct Investment on Polish Economy in 1996-2010 using VECM Methodology," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 44, issue 2, pages 333-350.
• Andrzej Geise & Mariola Pilatowska, 2013, "Synchronization of Crude Oil Prices Cycle and Business Cycle for the Central Eastern European Economies," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 175-194.
• Joanna Olbrys, 2013, "Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 33-50.
• Malgorzata Doman & Ryszard Doman, 2013, "The Dynamics and Strength of Linkages between the Stock Markets in the Czech Republic, Hungary and Poland after their EU Accession," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 5-32.
• Canova, Fabio & Altug, Sumru, 2013, "Do Institutions and Culture Matter for Business Cycles?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9382, Mar.
• Marcellino, Massimiliano & Eickmeier, Sandra & Prieto, Esteban, 2013, "Time Variation in Macro-Financial Linkages," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9436, Apr.
• Giannoni, Marc & Boivin, Jean & Stevanovic, Dalibor, 2013, "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9470, May.
• Lippi, Marco & Forni, Mario & Sala, Luca & Gambetti, Luca, 2013, "Noise Bubbles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9532, Jun.
• Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013, "Nonparametric Predictive Regression," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9570, Jul.
• Werker, Bas J M & Andreou, Elena, 2013, "Residual-based Rank Specification Tests for AR-GARCH type models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9583, Aug.
• Lippi, Marco & Forni, Mario & Sala, Luca & Gambetti, Luca, 2013, "Noisy News in Business cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9601, Aug.
• Ghysels, Eric & Miller, J. Isaac, 2013, "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9654, Sep.
• Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji, 2013, "Testing for Granger Causality with Mixed Frequency Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9655, Sep.
• Mackowiak, Bartosz & Jarocinski, Marek, 2013, "Granger-Causal-Priority and Choice of Variables in Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9686, Oct.
• Giacomini, Raffaella & Ragusa, Giuseppe & Gallant, A. Ronald, 2013, "Generalized Method of Moments with Latent Variables," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9692, Oct.
• Bianchi, Francesco, 2013, "Methods for Measuring Expectations and Uncertainty in Markov-Switching Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9705, Oct.
• Van den Berg, Gerard & van der Klaauw, Bas, 2013, "Structural Empirical Evaluation of Job Search Monitoring," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9751, Nov.
• Dikaios Tserkezos, 2013, "Temporal Aggregation and the Ramsey's Test for Functional Form: Results from Empirical and Monte Carlo experiment," Working Papers, University of Crete, Department of Economics, number 1309, Dec.
• Dikaios Tserkezos, 2013, "Temporal Aggregation and Systematic Sampling Effects on Non Linear Granger Causality Tests between Trade Volume and Returns. Some Monte Carlo and Empirical Results from the Athens Stocks Exchange," Working Papers, University of Crete, Department of Economics, number 1310, Dec.
• Masao Ogaki & Bruce E. Hansen & Ippei Fujiwara & Hyeongwoo Kim, 2013, "Purchasing power parity and the Taylor rule," AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 1305.
• Dagher, Leila & El Hariri, Sadika, 2013, "The impact of global oil price shocks on the Lebanese stock market," Energy, Elsevier, volume 63, issue C, pages 366-374, DOI: 10.1016/j.energy.2013.10.012.
• Fleissig, Adrian R. & Whitney, Gerald, 2013, "Virtual prices and the impact of house rationing in Belgium on consumer choices," Explorations in Economic History, Elsevier, volume 50, issue 2, pages 308-315, DOI: 10.1016/j.eeh.2012.11.001.
• Ho, Tai-kuang & Lai, Cheng-chung, 2013, "Silver fetters? The rise and fall of the Chinese price level 1928–34," Explorations in Economic History, Elsevier, volume 50, issue 3, pages 446-462, DOI: 10.1016/j.eeh.2013.03.001.
• Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013, "Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence," International Review of Financial Analysis, Elsevier, volume 27, issue C, pages 21-33, DOI: 10.1016/j.irfa.2012.06.001.
• Floros, Christos & Kizys, Renatas & Pierdzioch, Christian, 2013, "Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 166-173, DOI: 10.1016/j.irfa.2013.02.005.
• Kaeck, Andreas & Alexander, Carol, 2013, "Continuous-time VIX dynamics: On the role of stochastic volatility of volatility," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 46-56, DOI: 10.1016/j.irfa.2013.01.008.
• Arouri, Mohamed & Teulon, Frédéric & Rault, Christophe, 2013, "Equity risk premium and regional integration," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 79-85, DOI: 10.1016/j.irfa.2013.02.009.
• Kopchak, Seth J., 2013, "The realized forward term premium in the repo market," Journal of Financial Markets, Elsevier, volume 16, issue 2, pages 253-278, DOI: 10.1016/j.finmar.2012.08.001.
• Balke, Nathan S. & Ma, Jun & Wohar, Mark E., 2013, "The contribution of economic fundamentals to movements in exchange rates," Journal of International Economics, Elsevier, volume 90, issue 1, pages 1-16, DOI: 10.1016/j.jinteco.2012.10.003.
• Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena, 2013, "Causes of nonlinearities in low-order models of the real exchange rate," Journal of International Economics, Elsevier, volume 91, issue 1, pages 128-141, DOI: 10.1016/j.jinteco.2013.04.008.
• Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2013, "Investor herds and regime-switching: Evidence from Gulf Arab stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 295-321, DOI: 10.1016/j.intfin.2012.09.007.
• Kishor, N. Kundan & Marfatia, Hardik A., 2013, "The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 1-24, DOI: 10.1016/j.intfin.2012.11.004.
• Kagraoka, Yusho & Moussa, Zakaria, 2013, "Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 181-201, DOI: 10.1016/j.intfin.2013.03.002.
• Degiannakis, Stavros & Filis, George & Floros, Christos, 2013, "Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 175-191, DOI: 10.1016/j.intfin.2013.05.007.
• Caporale, Guglielmo Maria & Costantini, Mauro & Paradiso, Antonio, 2013, "Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 215-225, DOI: 10.1016/j.intfin.2013.06.001.
• Antonakakis, Nikolaos & Vergos, Konstantinos, 2013, "Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 258-272, DOI: 10.1016/j.intfin.2013.06.004.
• Philippas, Dionisis & Siriopoulos, Costas, 2013, "Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 161-176, DOI: 10.1016/j.intfin.2013.09.008.
• Baltagi, Badi H. & Liu, Long, 2013, "Estimation and prediction in the random effects model with AR(p) remainder disturbances," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 100-107, DOI: 10.1016/j.ijforecast.2012.07.001.
• Brüggemann, Ralf & Lütkepohl, Helmut, 2013, "Forecasting contemporaneous aggregates with stochastic aggregation weights," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 60-68, DOI: 10.1016/j.ijforecast.2012.05.007.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013, "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 456-468, DOI: 10.1016/j.ijforecast.2012.12.002.
• Valle e Azevedo, João & Pereira, Ana, 2013, "Approximating and forecasting macroeconomic signals in real-time," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 479-492, DOI: 10.1016/j.ijforecast.2012.12.005.
• Koopman, Siem Jan & van der Wel, Michel, 2013, "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 676-694, DOI: 10.1016/j.ijforecast.2012.12.004.
• Lee, Jiho, 2013, "Consumption, financial wealth and labor income in Korea," Japan and the World Economy, Elsevier, volume 25, issue , pages 59-67, DOI: 10.1016/j.japwor.2013.01.005.
• Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2013, "Stock market reaction to fed funds rate surprises: State dependence and the financial crisis," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4025-4037, DOI: 10.1016/j.jbankfin.2013.06.010.
• Grydaki, Maria & Bezemer, Dirk, 2013, "The role of credit in the Great Moderation: A multivariate GARCH approach," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4615-4626, DOI: 10.1016/j.jbankfin.2013.01.039.
• Dunis, Christian & Kellard, Neil M. & Snaith, Stuart, 2013, "Forecasting EUR–USD implied volatility: The case of intraday data," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4943-4957, DOI: 10.1016/j.jbankfin.2013.08.028.
• Caporale, Guglielmo Maria & Girardi, Alessandro, 2013, "Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 227-240, DOI: 10.1016/j.jbankfin.2012.07.027.
• Boubaker, Heni & Sghaier, Nadia, 2013, "Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 361-377, DOI: 10.1016/j.jbankfin.2012.09.006.
• Berger, Tino & Pozzi, Lorenzo, 2013, "Measuring time-varying financial market integration: An unobserved components approach," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 463-473, DOI: 10.1016/j.jbankfin.2012.09.015.
• Maican, Florin G. & Sweeney, Richard J., 2013, "Real exchange rate adjustment in European transition countries," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 907-926, DOI: 10.1016/j.jbankfin.2012.10.007.
• Sbrana, Giacomo & Silvestrini, Andrea, 2013, "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1437-1450, DOI: 10.1016/j.jbankfin.2012.06.015.
• Kehrle, Kerstin & Peter, Franziska J., 2013, "Who moves first? An intensity-based measure for information flows across stock exchanges," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1629-1642, DOI: 10.1016/j.jbankfin.2012.12.011.
• Wang, Yi-Chiuan & Wu, Jyh-Lin & Lai, Yi-Hao, 2013, "A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1706-1719, DOI: 10.1016/j.jbankfin.2013.01.001.
• Rodríguez-Moreno, María & Peña, Juan Ignacio, 2013, "Systemic risk measures: The simpler the better?," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1817-1831, DOI: 10.1016/j.jbankfin.2012.07.010.
• Chevapatrakul, Thanaset, 2013, "Return sign forecasts based on conditional risk: Evidence from the UK stock market index," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2342-2353, DOI: 10.1016/j.jbankfin.2013.01.033.
• Ülkü, Numan & Weber, Enzo, 2013, "Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2733-2749, DOI: 10.1016/j.jbankfin.2013.03.021.
• Casalin, Fabrizio, 2013, "Testing the expectations hypothesis of the term structure with permanent-transitory component models," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3192-3203, DOI: 10.1016/j.jbankfin.2013.02.025.
• Gębka, Bartosz & Karoglou, Michail, 2013, "Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3639-3653, DOI: 10.1016/j.jbankfin.2013.04.035.
• Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George, 2013, "Risk and return: Long-run relations, fractional cointegration, and return predictability," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 409-424, DOI: 10.1016/j.jfineco.2013.01.002.
• Levintal, Oren, 2013, "The real effects of banking shocks: Evidence from OECD countries," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 556-578, DOI: 10.1016/j.jimonfin.2012.05.028.
• Chen, Haiqiang & Choi, Paul Moon Sub & Hong, Yongmiao, 2013, "How smooth is price discovery? Evidence from cross-listed stock trading," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 668-699, DOI: 10.1016/j.jimonfin.2012.06.005.
• Badarudin, Z.E. & Ariff, M. & Khalid, A.M., 2013, "Post-Keynesian money endogeneity evidence in G-7 economies," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 146-162, DOI: 10.1016/j.jimonfin.2012.11.014.
• Acker, Daniella & Duck, Nigel W., 2013, "Inflation illusion and the US dividend yield: Some further evidence," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 235-254, DOI: 10.1016/j.jimonfin.2012.11.018.
• Bekiros, Stelios & Marcellino, Massimiliano, 2013, "The multiscale causal dynamics of foreign exchange markets," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 282-305, DOI: 10.1016/j.jimonfin.2012.11.016.
• Kim, Bong-Han & Kim, Hyeongwoo & Min, Hong-Ghi, 2013, "Reassessing the link between the Japanese yen and emerging Asian currencies," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 306-326, DOI: 10.1016/j.jimonfin.2012.11.021.
• Cesa-Bianchi, Ambrogio, 2013, "Housing cycles and macroeconomic fluctuations: A global perspective," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 215-238, DOI: 10.1016/j.jimonfin.2013.06.004.
• Grier, Kevin B. & Smallwood, Aaron D., 2013, "Exchange rate shocks and trade: A multivariate GARCH-M approach," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 282-305, DOI: 10.1016/j.jimonfin.2013.05.010.
• Gubler, Matthias & Hertweck, Matthias S., 2013, "Commodity price shocks and the business cycle: Structural evidence for the U.S," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 324-352, DOI: 10.1016/j.jimonfin.2013.06.012.
• Hall, Stephen G. & Hondroyiannis, George & Kenjegaliev, Amangeldi & Swamy, P.A.V.B. & Tavlas, George S., 2013, "Is the relationship between prices and exchange rates homogeneous?," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 411-438, DOI: 10.1016/j.jimonfin.2013.06.014.
• Hartmann, Matthias & Roestel, Jan, 2013, "Inflation, output and uncertainty in the era of inflation targeting – A multi-economy view on causal linkages," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 98-112, DOI: 10.1016/j.jimonfin.2013.05.011.
• Caporale, Guglielmo Maria & Girardi, Alessandro, 2013, "Fiscal spillovers in the Euro area," Journal of International Money and Finance, Elsevier, volume 38, issue C, pages 84.1-84.16, DOI: 10.1016/j.jimonfin.2013.05.002.
• Henzel, Steffen R., 2013, "Fitting survey expectations and uncertainty about trend inflation," Journal of Macroeconomics, Elsevier, volume 35, issue C, pages 172-185, DOI: 10.1016/j.jmacro.2012.10.007.
• Tsong, Ching-Chuan & Lee, Cheng-Feng, 2013, "Quantile cointegration analysis of the Fisher hypothesis," Journal of Macroeconomics, Elsevier, volume 35, issue C, pages 186-198, DOI: 10.1016/j.jmacro.2012.11.001.
• Neanidis, Kyriakos C. & Savva, Christos S., 2013, "Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7," Journal of Macroeconomics, Elsevier, volume 35, issue C, pages 81-92, DOI: 10.1016/j.jmacro.2012.10.005.
• Croux, Christophe & Reusens, Peter, 2013, "Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain," Journal of Macroeconomics, Elsevier, volume 35, issue C, pages 93-103, DOI: 10.1016/j.jmacro.2012.10.001.
• Bouakez, Hafedh & Essid, Badye & Normandin, Michel, 2013, "Stock returns and monetary policy: Are there any ties?," Journal of Macroeconomics, Elsevier, volume 36, issue C, pages 33-50, DOI: 10.1016/j.jmacro.2013.01.002.
• Netsunajev, Aleksei, 2013, "Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity," Journal of Macroeconomics, Elsevier, volume 36, issue C, pages 51-62, DOI: 10.1016/j.jmacro.2012.12.005.
• Milcheva, Stanimira, 2013, "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 314-332, DOI: 10.1016/j.jmacro.2013.03.004.
• Keating, John W., 2013, "What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 203-217, DOI: 10.1016/j.jmacro.2013.07.007.
• Kivedal, Bjørnar Karlsen, 2013, "Testing for rational bubbles in the US housing market," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 369-381, DOI: 10.1016/j.jmacro.2013.08.021.
• Abdelhafidh, Samir, 2013, "Potential financing sources of investment and economic growth in North African countries: A causality analysis," Journal of Policy Modeling, Elsevier, volume 35, issue 1, pages 150-169, DOI: 10.1016/j.jpolmod.2012.01.001.
• El-Shagi, Makram & Giesen, Sebastian, 2013, "Money and inflation: Consequences of the recent monetary policy," Journal of Policy Modeling, Elsevier, volume 35, issue 4, pages 520-537, DOI: 10.1016/j.jpolmod.2013.03.014.
• Lamo, Ana & Pérez, Javier J. & Schuknecht, Ludger, 2013, "Are government wages interlinked with private sector wages?," Journal of Policy Modeling, Elsevier, volume 35, issue 5, pages 697-712, DOI: 10.1016/j.jpolmod.2012.12.003.
• Aielli, Gian Piero & Caporin, Massimiliano, 2013, "Fast clustering of GARCH processes via Gaussian mixture models," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 205-222, DOI: 10.1016/j.matcom.2012.09.015.
• Liao, Yin, 2013, "The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks," Pacific-Basin Finance Journal, Elsevier, volume 23, issue C, pages 25-48, DOI: 10.1016/j.pacfin.2013.01.002.
• Sbrana, Giacomo & Silvestrini, Andrea, 2013, "Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework," International Journal of Production Economics, Elsevier, volume 146, issue 1, pages 185-198, DOI: 10.1016/j.ijpe.2013.06.022.
• Weber, Enzo, 2013, "Simultaneous stochastic volatility transmission across American equity markets," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 1, pages 53-60, DOI: 10.1016/j.qref.2012.11.001.
• Zeng, Zheng, 2013, "New tips from TIPS: Identifying inflation expectations and the risk premia of break-even inflation," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 2, pages 125-139, DOI: 10.1016/j.qref.2013.02.005.
• Lee, King Fuei, 2013, "Demographics and the long-horizon returns of dividend-yield strategies," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 2, pages 202-218, DOI: 10.1016/j.qref.2013.02.001.
• Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2013, "Oil exports and the Iranian economy," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 3, pages 221-237, DOI: 10.1016/j.qref.2012.07.001.
• Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2013, "Risk and return in the Tehran stock exchange," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 3, pages 238-256, DOI: 10.1016/j.qref.2013.05.005.
• Owyang, Michael T. & Zubairy, Sarah, 2013, "Who benefits from increased government spending? A state-level analysis," Regional Science and Urban Economics, Elsevier, volume 43, issue 3, pages 445-464, DOI: 10.1016/j.regsciurbeco.2013.02.005.
• Shahbaz, Muhammad & Mutascu, Mihai & Azim, Parvez, 2013, "Environmental Kuznets curve in Romania and the role of energy consumption," Renewable and Sustainable Energy Reviews, Elsevier, volume 18, issue C, pages 165-173, DOI: 10.1016/j.rser.2012.10.012.
• Shahbaz, Muhammad & Ozturk, Ilhan & Afza, Talat & Ali, Amjad, 2013, "Revisiting the environmental Kuznets curve in a global economy," Renewable and Sustainable Energy Reviews, Elsevier, volume 25, issue C, pages 494-502, DOI: 10.1016/j.rser.2013.05.021.
• Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A., 2013, "The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 24-34, DOI: 10.1016/j.iref.2012.04.007.
• Erdogan, Oral & Tata, Kenan & Karahasan, B. Can & Sengoz, M. Hakan, 2013, "Dynamics of the co-movement between stock and maritime markets," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 282-290, DOI: 10.1016/j.iref.2012.07.007.
• Gebka, Bartosz & Wohar, Mark E., 2013, "Causality between trading volume and returns: Evidence from quantile regressions," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 144-159, DOI: 10.1016/j.iref.2012.09.009.
• Baur, Dirk G., 2013, "The autumn effect of gold," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 1-11, DOI: 10.1016/j.ribaf.2012.05.001.