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

• Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno, 2014, "Assessing the link between price and financial stability," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2014-02, Feb.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014, "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Working Papers, Fondazione Eni Enrico Mattei, number 2014.21, Mar.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014, "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-1, Feb.
• Mark J. Jensen & John M. Maheu, 2014, "Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-6, Jun.
• Nikolay Gospodinov & Ibrahim Jamali, 2014, "The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-14, Aug.
• Daniel F. Waggoner & Hongwei Wu & Tao Zha, 2014, "The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-21, Nov.
• Todd E. Clark & Michael W. McCracken, 2014, "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1413, Oct, DOI: 10.26509/frbc-wp-201413.
• Mark Bognanni & Edward P. Herbst, 2014, "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1427, Nov, DOI: 10.26509/frbc-wp-201427.
• Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2014, "Frequency Dependence in a Real-Time Monetary Policy Rule," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1430, Nov, DOI: 10.26509/frbc-wp-201430.
• Alexander Chudik & M. Hashem Pesaran, 2014, "Theory and practice of GVAR modeling," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 180, May, DOI: 10.24149/gwp180.
• Don H. Kim & Jonathan H. Wright, 2014, "Jumps in Bond Yields at Known Times," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-100, Nov.
• Taisuke Nakata & Christopher Tonetti, 2014, "Small Sample Properties of Bayesian Estimators of Labor Income Processes," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-25, Mar.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014, "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1100, Apr.
• Sean P. Grover & Michael W. McCracken, 2014, "Factor-based prediction of industry-wide bank stress," Review, Federal Reserve Bank of St. Louis, volume 96, issue 2, pages 173-194, DOI: 10.20955/r.96.173-194.
• Neville Francis & Laura E. Jackson & Michael T. Owyang, 2014, "How Has Empirical Monetary Policy Analysis Changed After the Financial Crisis?," Working Papers, Federal Reserve Bank of St. Louis, number 2014-19, Aug, DOI: 10.20955/wp.2014.019.
• Ana B. Galvão & Michael T. Owyang, 2014, "Financial stress regimes and the macroeconomy," Working Papers, Federal Reserve Bank of St. Louis, number 2014-20, Jul, DOI: 10.20955/wp.2014.020.
• Todd E. Clark & Michael W. McCracken, 2014, "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers, Federal Reserve Bank of St. Louis, number 2014-25, Sep, DOI: 10.20955/wp.2014.025.
• Jerome Lahaye & Christopher J. Neely, 2014, "The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited," Working Papers, Federal Reserve Bank of St. Louis, number 2014-034, Oct, DOI: 10.20955/wp.2014.034.
• Dean Croushore & Keith Sill, 2014, "Analyzing data revisions with a dynamic stochastic general equilibrium model," Working Papers, Federal Reserve Bank of Philadelphia, number 14-29, Sep.
• Thomas A. Lubik & Christian Matthes, 2014, "Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation," Working Paper, Federal Reserve Bank of Richmond, number 14-2, Jan.
• Régis Barnichon & Christian Matthes, 2014, "Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks," Working Paper, Federal Reserve Bank of Richmond, number 16-8, Mar.
• Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas, 2014, "Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_02, Feb, revised Feb 2014.
• Gardebroek, Cornelis & Hernandez, Manuel A. & Robles, Miguel, 2014, "Market interdependence and volatility transmission among major crops," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1344.
• Erick W. Rengifo & Debra Emanuela Trifan & Debra Rossen Trendafilov, 2014, "The Individually Accepted Loss," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2014-04.
• Giulio Cifarelli & Giovanna Paladino, 2014, "One size does not fit all. A non-linear analysis of European monetary transmission," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2014_22.rdf.
• Yuri Ponomarev & Pavel Trunin & Alexei Uluykaev, 2014, "Exchange Rate Pass-through in Russia," Working Papers, Gaidar Institute for Economic Policy, number 0099, revised 2014.
• Tom Engsted & Thomas Q. Pedersen, 2014, "Bias-Correction in Vector Autoregressive Models: A Simulation Study," Econometrics, MDPI, volume 2, issue 1, pages 1-27, March.
• Andrea Bonilla Bolanos, 2014, "An Examination of the Convergence in the Output of South American Countries: The Influence of the Region’s Integration Projects," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1424.
• Salman Huseynov & Vugar Ahmadov, 2014, "Business Cycles in Oil Exporting Countries: A Declining Role for Oil?," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 03-2014, Feb.
• Dimitris Korobilis, 2014, "Data-based priors for vector autoregressions with drifting coefficients," Working Papers, Business School - Economics, University of Glasgow, number 2014_04, Jan.
• Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2014, "The role of education in equity portfolios during the recent financial crisis," Working Papers, Business School - Economics, University of Glasgow, number 2014_17, Oct.
• Elias Soukiazis & Eva Muchova & Pedro A. Cerqueira, 2014, "Is the Slovak Economy Doing Well? A Twin Deficit Growth Approach," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-08, Mar.
• João Sousa Andrade & António Portugal Duarte, 2014, "Crowding-in and Crowding-out Effects of Public Investments in the Portuguese Economy," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-24, Dec.
• Abdulnasser Hatemi-J & Eduardo Roca, 2014, "BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests," Discussion Papers in Accounting, Griffith University, Department of Accounting, Finance and Economics, number finance:201401, Jan.
• Fabrizio Carmignani, 2014, "Does Government Expenditure Multiply Output and Employment in Australia?," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201408, Aug.
• Paulo Augusto Pettenuzzo de Britto & Tatiana Alessio de Britto, 2014, "The Effects of Wage and Unemployment on Crime Incentives – An Empirical Analysis of Total, Property and Violent Crimes," Economics and Politics Working Paper Series, Economics and Politics Research Group (EPRG), University of Brasília, number 46/2014, Dec, DOI: 10.5281/zenodo.23601935.
• Gunther Capelle-Blancard & Stephanie Monjon, 2014, "The Performance of Socially Responsible Funds: Does the Screening Process Matter?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00802363, Jun, DOI: 10.1111/j.1468-036X.2012.00643.x.
• Peter Martey Addo & Philippe de Peretti & Hayette Gatfaoui & Jakob Runge, 2014, "The kiss of information theory that captures systemic risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01110712, Oct.
• Ileana Miranda Mendoza & François Gardes & Xavier Greffe & Pierre-Charles Pradier, 2014, "Are autographs integrating the global art market? The case of hedonic prices for French autographs (1960-2005)," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01025095, Feb.
• Rémy Charleroy & Michael A. Stemmer, 2014, "An Emerging Market Financial Conditions Index: A VAR Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01110688, Oct.
• Gunther Capelle-Blancard & Stephanie Monjon, 2014, "The Performance of Socially Responsible Funds: Does the Screening Process Matter?," Post-Print, HAL, number hal-00802363, Jun, DOI: 10.1111/j.1468-036X.2012.00643.x.
• Alexis Guyot & Thomas Lagoarde-Ségot & Simon Neaime, 2014, "Foreign shocks and international cost of equity destabilization. Evidence from the MENA region," Post-Print, HAL, number hal-00841198, DOI: 10.1016/j.ememar.2014.01.003.
• Peter Martey Addo & Philippe de Peretti & Hayette Gatfaoui & Jakob Runge, 2014, "The kiss of information theory that captures systemic risk," Post-Print, HAL, number hal-01110712, Oct.
• Jean-Pierre Allegret & Valérie Mignon & Audrey Allegret-Sallenave, 2014, "Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies," Post-Print, HAL, number hal-01386098.
• Ilyes Abid & Khaled Guesmi & Olfa Kaabia, 2014, "Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia," Post-Print, HAL, number hal-01410604.
• Gilles Dufrénot & Benjamin Keddad, 2014, "Business cycles synchronization in East Asia: A Markov-switching approach," Post-Print, HAL, number hal-01463108, DOI: 10.1016/j.econmod.2014.07.001.
• Julien Chevallier & Benoît Sévi, 2014, "A fear index to predict oil futures returns," Post-Print, HAL, number hal-01463111, DOI: 10.15173/esr.v20i3.552.
• Julien Chevallier & Benoît Sévi, 2014, "On the Stochastic Properties of Carbon Futures Prices," Post-Print, HAL, number hal-01474249, DOI: 10.1007/s10640-013-9695-2.
• Sofiane Aboura & Julien Chevallier, 2014, "Cross-Market Spillovers with 'Volatility Surprise'," Post-Print, HAL, number hal-01529770, DOI: 10.1016/j.rfe.2014.08.002.
• Julien Chevallier & Sofiane Aboura, 2014, "Cross-market index with Factor-DCC," Post-Print, HAL, number hal-01531234, DOI: 10.1016/j.econmod.2014.04.001.
• Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny, 2014, "Uncertainty shocks and unemployment dynamics in U.S. recessions," Post-Print, HAL, number hal-04204716, Oct, DOI: 10.1016/j.jmoneco.2014.07.006.
• Ileana Miranda Mendoza & François Gardes & Xavier Greffe & Pierre-Charles Pradier, 2014, "Are autographs integrating the global art market? The case of hedonic prices for French autographs (1960-2005)," Post-Print, HAL, number halshs-01025095, Feb.
• Rémy Charleroy & Michael A. Stemmer, 2014, "An Emerging Market Financial Conditions Index: A VAR Approach," Post-Print, HAL, number halshs-01110688, Oct.
• Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno, 2014, "Assessing the link between Price and Financial Stability," Sciences Po Economics Publications (main), HAL, number hal-01070529, Feb.
• Philippe Charlot & Vêlayoudom Marimoutou, 2014, "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Working Papers, HAL, number hal-00980125, Apr.
• Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno, 2014, "Assessing the link between Price and Financial Stability," Working Papers, HAL, number hal-01070529, Feb.
• Salem Boubakri & Cécile Couharde & Hélène Raymond, 2014, "Financial integration, financial turmoil and risk premia in emerging markets," Working Papers, HAL, number hal-04141291.
• Jean-Pierre Allegret & Valérie Mignon & Audrey Allegret, 2014, "Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies," Working Papers, HAL, number hal-04141352.
• Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014, "Looking at the other side of carry trades: Are there any safe haven currencies?," Working Papers, HAL, number hal-04141355.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers, HAL, number halshs-01015390, Jun.
• Sofiane Aboura & Julien Chevallier, 2014, "Cross-Market Spillovers with 'Volatility Surprise'," Working Papers, HAL, number halshs-01052488, Jul.
• Catherine Araujo Bonjean & Jean-François Brun, 2014, "Chocolate price fluctuations may cause depression: an analysis of price pass-through in the cocoa chain," Working Papers, HAL, number halshs-01074157, Oct.
• Zsolt Darvas, 2014, "Does money matter in the euro area? Evidence from a new Divisia index," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1433, Nov.
• Khayyat, Nabaz T. & Lee, Jongsu & Heshmati, Almas, 2014, "How ICT Investment and Energy Use Influence the Productivity of Korean Industries?," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 358, Apr.
• Lohse, Tim & Thomann, Christian, 2014, "Are Bad Times Good News for the Securities and Exchange Commission?," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 371, Jul.
• Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2014, "Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification," Working Papers, Lund University, Department of Economics, number 2014:37, Nov.
• Österholm, Pär & Stockhammar, Pär, 2014, "The Euro Crisis and Swedish GDP Growth — A Study of Spillovers," Working Papers, National Institute of Economic Research, number 134, Mar.
• Stockhammar, Pär & Österholm, Pär, 2014, "Effects of US Policy Uncertainty on Swedish GDP Growth," Working Papers, National Institute of Economic Research, number 135, Oct.
• Biørn, Erik, 2014, "Serially Correlated Measurement Errors in Time Series Regression: The Potential of Instrumental Variable Estimators," Memorandum, Oslo University, Department of Economics, number 28/2014, Dec.
• Brännäs, Kurt, 2014, "Adaptations of Conventional Spatial Econometric Models to Count Data," Umeå Economic Studies, Umeå University, Department of Economics, number 883, May.
• James Heckman & John Eric Humphries & Gregory Veramendi & Sergio Urzua, 2014, "Education, Health and Wages," Working Papers, Human Capital and Economic Opportunity Working Group, number 2014-007, Mar.
• Rafael Ravnik, 2014, "Short-Term Forecasting of GDP under Structural Changes," Working Papers, The Croatian National Bank, Croatia, number 40, Jun.
• Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin, 2014, "Multivariate rotated ARCH models," Scholarly Articles, Harvard University Department of Economics, number 34650305.
• Mohammad Mirbagherijam, 2014, "Survey the Dynamic of Inflation in Iran Since 1990," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 6, pages 210-224, June.
• Klinger, Sabine & Weber, Enzo, 2014, "On GDP-employment decoupling in Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201421.
• Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny, 2014, "Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2014n12, May.
• Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2014, "Quantifying Informational Linkages in a Global Model of Currency Spot Markets," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2014n17, Jul.
• Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2014, "Estimating Fiscal Multipliers: News from a Nonlinear World," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2014n26, Dec.
• Chew Lian Chua & Sarantis Tsiaplias, 2014, "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2014n27, Dec.
• Jorge A. Restrepo & Jairo Angel Díaz & Juan Esteban Ocampo, 2014, "Operational Risk Analysis Of Industrial Small And Medium Enterprises," Global Journal of Business Research, The Institute for Business and Finance Research, volume 8, issue 2, pages 65-80.
• Ai-Chi Hsu & Show-Yen Lai & Lien-Hui Chao, 2014, "Information Transmission Effects between A and H Dual Listing Shares," Global Journal of Business Research, The Institute for Business and Finance Research, volume 8, issue 5, pages 27-40.
• Erginbay UGURLU, 2014, "Forecasting Volatility: Evidence from the Bucharest Stock Exchange," International Conference on Economic Sciences and Business Administration, Spiru Haret University, volume 1, issue 1, pages 302-310, December.
• Suleyman ACIKALIN & Erginbay UGURLU, 2014, "Oil Price Fluctuations and Trade Balance of Turkey," International Conference on Economic Sciences and Business Administration, Spiru Haret University, volume 1, issue 1, pages 6-13, December.
• Rodrigo Mariscal & Andrew Powell, 2014, "Commodity Price Booms and Breaks: Detection, Magnitude and Implications for Developing Countries," Research Department Publications, Inter-American Development Bank, Research Department, number IDB-WP-444, Jan.
• Fève, Patrick & Sahuc, Jean-Guillaume, 2014, "In search of the transmission mechanism of fiscal policy in the Euro area," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 840, Nov.
• Nicholas Apergis & Emmanuel Mamatzakis, 2014, "What are the driving factors behind the rise of spreads and CDS of euro-area sovereign bonds? A FAVAR model for Greece and Ireland," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, volume 7, issue 1, pages 104-120.
• Eric J. Pentecost & Fernando Zarzosa Valdivia, 2014, "Structural Real Exchange Rate and Unemployment Interdependencies in Argentina," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 52, issue 1, pages 57-86, Diciembre, DOI: 10.55444/2451.7321.2014.v52.n1.1493.
• Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2014, "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP28/14, Jun.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014, "Multivariate variance ratio statistics," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/14, Jun.
• Xiaohong Chen & Timothy M. Christensen, 2014, "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP46/14, Dec.
• Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014, "Noisy News in Business Cycles," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 531.
• Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014, "Noise Bubbles," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 532.
• Özge KANDEMİR KOCAASLAN, 2014, "On the causal link between money and output growth: Evidence from Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 339, pages 09-26.
• Matteo Luciani & Lorenzo Ricci, 2014, "Nowcasting Norway," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 4, pages 215-248, December.
• Pablo M. Pincheira, 2014, "Convergence and Long-Run Uncertainty," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 29, issue 1, pages 17-52, April.
• Ana Maria A. Chirinos L. & Carolina Pagliacci, 2014, "The Venezuelan Financial System. What Compromises its Performance?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 29, issue 2, pages 47-74, October.
• Yasuo Hirose & Atsushi Inoue, 2014, "The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 14-E-09, Oct.
• Nikolaos Antonakakis & Max Breitenlechner & Johann Scharler, 2014, "How Strongly are Business Cycles and Financial Cycles Linked in the G7 Countries?," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2014-07, Mar.
• Ana Grdovic Gnip, 2014, "The power of fiscal multipliers in Croatia," Financial Theory and Practice, Institute of Public Finance, volume 38, issue 2, pages 173-219.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers, Department of Research, Ipag Business School, number 2014-131, Jan.
• Stelios Bekiros & Alessia Paccagnini, 2014, "Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model," Working Papers, Department of Research, Ipag Business School, number 2014-183, Jan.
• Khaled Guesmi & Frédéric Teulon, 2014, "The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach," Working Papers, Department of Research, Ipag Business School, number 2014-214, Jan.
• Khaled Guesmi & Duc Khuong Nguyen, 2014, "L’intégration intra-régionale des marchés boursiers de l’Europe du sudest : une analyse multivariée," Working Papers, Department of Research, Ipag Business School, number 2014-219, Jan.
• Amine Lahiani & Duc Khuong Nguyen & Thierry Vo, 2014, "Understanding return and volatility spillovers among major agricultural commodities," Working Papers, Department of Research, Ipag Business School, number 2014-243, Jan.
• Khaled Guesmi & Jean-Yves Moisseron & Frédéric Teulon, 2014, "Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk," Working Papers, Department of Research, Ipag Business School, number 2014-293, Jan.
• Omar Masood & Mondher Bellalah & Sahil Chaudhary & Walid Mansour & Frederic Teulon, 2014, "Cointegration of Baltic Stock Markets in the Financial Tsunami: Empirical Evidence," Working Papers, Department of Research, Ipag Business School, number 2014-320, Jan.
• Julien Chevallier & Benoit Sevi, 2014, "A fear index to predict oil futures returns," Working Papers, Department of Research, Ipag Business School, number 2014-333, Jan.
• Khaled Guesmi & Frederic Teulon & Ahmed Taneem Muzaffar, 2014, "The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration," Working Papers, Department of Research, Ipag Business School, number 2014-365, Jan.
• Mohamed Arouri & Frédéric Teulon & Christophe Rault, 2014, "Equity Risk Premium and Regional Integration," Working Papers, Department of Research, Ipag Business School, number 2014-371, Jan.
• Stelios D. Bekiros & Alessia Paccagnini, 2014, "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers, Department of Research, Ipag Business School, number 2014-426, Jan.
• Bertrand Candelon, 2014, "Real Exchange rates, commodity prices and structural factors in developing countries," Working Papers, Department of Research, Ipag Business School, number 2014-46, Jan.
• 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.