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

• Wadjamsse B. Djezou, 2014, "The Democracy and Economic Growth Nexus: Empirical Evidence from Côte d’Ivoire," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 11, issue 2, pages 251-266, December.
• Javed Iqbal & Sara Azher, 2014, "Value-at-Risk and Expected Stock Returns: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 19, issue 2, pages 71-100, July-Dec.
• Ugur Ergun & Zehra Mahmutović, 2014, "Financial crises and volatility spillovers among emerging European equity markets," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 4, pages 63-68, August.
• Aleksejs Melihovs, 2014, "Forecasting Natural Population Change: the Case of Latvia," Discussion Papers, Latvijas Banka, number 2014/03, Oct.
• Ludmila Fadejeva & Martin Feldkircher & Thomas Reininger, 2014, "International Transmission of Credit Shocks: Evidence from Global Vector Autoregression Model," Working Papers, Latvijas Banka, number 2014/05, Sep.
• Sartaj Rasool Rather & S. Raja Sethu Durai & M. Ramachandran, 2014, "Asymmetric Price Adjustment - Evidence For India," Working Papers, Madras School of Economics,Chennai,India, number 2014-094, Nov.
• B. Anand & Sunil Paul & M. Ramachandran, 2014, "Volatility Spillover between Oil and Stock Market Returns," Working Papers, Madras School of Economics,Chennai,India, number 2014-095, Nov.
• Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid, 2014, "Oil price risk exposure: The case of the U.S. Travel and Leisure Industry," Energy Economics, Elsevier, volume 41, issue C, pages 117-124, DOI: 10.1016/j.eneco.2013.09.028.
• Wen, Xiaoqian & Guo, Yanfeng & Wei, Yu & Huang, Dengshi, 2014, "How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China," Energy Economics, Elsevier, volume 41, issue C, pages 63-75, DOI: 10.1016/j.eneco.2013.10.018.
• da Silva, André Suriane & Vasconcelos, Cláudio Roberto Fóffano & Vasconcelos, Silvinha Pinto & de Mattos, Rogério Silva, 2014, "Symmetric transmission of prices in the retail gasoline market in Brazil," Energy Economics, Elsevier, volume 43, issue C, pages 11-21, DOI: 10.1016/j.eneco.2014.02.002.
• Efimova, Olga & Serletis, Apostolos, 2014, "Energy markets volatility modelling using GARCH," Energy Economics, Elsevier, volume 43, issue C, pages 264-273, DOI: 10.1016/j.eneco.2014.02.018.
• Olson, Eric & J. Vivian, Andrew & Wohar, Mark E., 2014, "The relationship between energy and equity markets: Evidence from volatility impulse response functions," Energy Economics, Elsevier, volume 43, issue C, pages 297-305, DOI: 10.1016/j.eneco.2014.01.009.
• Aye, Goodness C. & Dadam, Vincent & Gupta, Rangan & Mamba, Bonginkosi, 2014, "Oil price uncertainty and manufacturing production," Energy Economics, Elsevier, volume 43, issue C, pages 41-47, DOI: 10.1016/j.eneco.2014.02.004.
• Brigida, Matthew, 2014, "The switching relationship between natural gas and crude oil prices," Energy Economics, Elsevier, volume 43, issue C, pages 48-55, DOI: 10.1016/j.eneco.2014.01.014.
• Güntner, Jochen H.F., 2014, "How do oil producers respond to oil demand shocks?," Energy Economics, Elsevier, volume 44, issue C, pages 1-13, DOI: 10.1016/j.eneco.2014.03.012.
• Cashin, Paul & Mohaddes, Kamiar & Raissi, Maziar & Raissi, Mehdi, 2014, "The differential effects of oil demand and supply shocks on the global economy," Energy Economics, Elsevier, volume 44, issue C, pages 113-134, DOI: 10.1016/j.eneco.2014.03.014.
• Yıldırım, Ertugrul & Sukruoglu, Deniz & Aslan, Alper, 2014, "Energy consumption and economic growth in the next 11 countries: The bootstrapped autoregressive metric causality approach," Energy Economics, Elsevier, volume 44, issue C, pages 14-21, DOI: 10.1016/j.eneco.2014.03.010.
• Araç, Ayşen & Hasanov, Mübariz, 2014, "Asymmetries in the dynamic interrelationship between energy consumption and economic growth: Evidence from Turkey," Energy Economics, Elsevier, volume 44, issue C, pages 259-269, DOI: 10.1016/j.eneco.2014.04.013.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014, "Dynamic spillovers of oil price shocks and economic policy uncertainty," Energy Economics, Elsevier, volume 44, issue C, pages 433-447, DOI: 10.1016/j.eneco.2014.05.007.
• Charlot, Philippe & Marimoutou, Vêlayoudom, 2014, "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Energy Economics, Elsevier, volume 44, issue C, pages 456-467, DOI: 10.1016/j.eneco.2014.04.021.
• Onafowora, Olugbenga A. & Owoye, Oluwole, 2014, "Bounds testing approach to analysis of the environment Kuznets curve hypothesis," Energy Economics, Elsevier, volume 44, issue C, pages 47-62, DOI: 10.1016/j.eneco.2014.03.025.
• An, Lian & Jin, Xiaoze & Ren, Xiaomei, 2014, "Are the macroeconomic effects of oil price shock symmetric?: A Factor-Augmented Vector Autoregressive approach," Energy Economics, Elsevier, volume 45, issue C, pages 217-228, DOI: 10.1016/j.eneco.2014.06.003.
• Adeyemi, Olutomi I. & Hunt, Lester C., 2014, "Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand," Energy Economics, Elsevier, volume 45, issue C, pages 435-444, DOI: 10.1016/j.eneco.2014.07.012.
• Karali, Berna & Ramirez, Octavio A., 2014, "Macro determinants of volatility and volatility spillover in energy markets," Energy Economics, Elsevier, volume 46, issue C, pages 413-421, DOI: 10.1016/j.eneco.2014.06.004.
• Pan, Zhiyuan & Wang, Yudong & Yang, Li, 2014, "Hedging crude oil using refined product: A regime switching asymmetric DCC approach," Energy Economics, Elsevier, volume 46, issue C, pages 472-484, DOI: 10.1016/j.eneco.2014.05.014.
• D'Ecclesia, Rita L. & Magrini, Emiliano & Montalbano, Pierluigi & Triulzi, Umberto, 2014, "Understanding recent oil price dynamics: A novel empirical approach," Energy Economics, Elsevier, volume 46, issue S1, pages 11-17, DOI: 10.1016/j.eneco.2014.10.005.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014, "Forecasting the oil–gasoline price relationship: Do asymmetries help?," Energy Economics, Elsevier, volume 46, issue S1, pages 44-56, DOI: 10.1016/j.eneco.2014.08.006.
• Dimpfl, Thomas, 2014, "A note on cointegration of international stock market indices," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 10-16, DOI: 10.1016/j.irfa.2013.07.005.
• Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek, 2014, "On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 87-103, DOI: 10.1016/j.irfa.2013.12.005.
• Kumar, Dilip & Maheswaran, S., 2014, "Modeling and forecasting the additive bias corrected extreme value volatility estimator," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 166-176, DOI: 10.1016/j.irfa.2014.06.002.
• Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2014, "The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 5-20, DOI: 10.1016/j.irfa.2014.05.002.
• Guesmi, Khaled & Teulon, Frederic & Muzaffar, Ahmed Taneem, 2014, "The evolution of risk premium as a measure for intra-regional equity market integration," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 13-19, DOI: 10.1016/j.irfa.2014.07.003.
• Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2014, "Unconventional monetary policies and the corporate bond market," Finance Research Letters, Elsevier, volume 11, issue 3, pages 203-212, DOI: 10.1016/j.frl.2014.04.003.
• Jiang, Xiaoquan & Lee, Bong-Soo, 2014, "The intertemporal risk-return relation: A bivariate model approach," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 158-181, DOI: 10.1016/j.finmar.2013.02.002.
• Brunetti, Celso & Reiffen, David, 2014, "Commodity index trading and hedging costs," Journal of Financial Markets, Elsevier, volume 21, issue C, pages 153-180, DOI: 10.1016/j.finmar.2014.08.001.
• Meulemann, Max & Uebele, Martin & Wilfling, Bernd, 2014, "The restoration of the gold standard after the US Civil War: A volatility analysis," Journal of Financial Stability, Elsevier, volume 12, issue C, pages 37-46, DOI: 10.1016/j.jfs.2013.05.001.
• Ning, Zhuo & Sun, Changyou, 2014, "Vertical price transmission in timber and lumber markets," Journal of Forest Economics, Elsevier, volume 20, issue 1, pages 17-32, DOI: 10.1016/j.jfe.2013.07.002.
• Pešta, Michal & Okhrin, Ostap, 2014, "Conditional least squares and copulae in claims reserving for a single line of business," Insurance: Mathematics and Economics, Elsevier, volume 56, issue C, pages 28-37, DOI: 10.1016/j.insmatheco.2014.02.007.
• Guesmi, Khaled & Moisseron, Jean-Yves & Teulon, Frédéric, 2014, "Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 204-212, DOI: 10.1016/j.intfin.2013.10.005.
• Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh, 2014, "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 213-227, DOI: 10.1016/j.intfin.2013.11.004.
• Chang, Ming-Jen & Su, Che-Yi, 2014, "The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 220-246, DOI: 10.1016/j.intfin.2014.03.002.
• Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2014, "Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 159-177, DOI: 10.1016/j.intfin.2014.03.015.
• Apostolakis, George & Papadopoulos, Athanasios P., 2014, "Financial stress spillovers in advanced economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 128-149, DOI: 10.1016/j.intfin.2014.06.001.
• Flavin, Thomas J. & Morley, Ciara E. & Panopoulou, Ekaterini, 2014, "Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 137-154, DOI: 10.1016/j.intfin.2014.08.001.
• Ben Sita, Bernard & Abdallah, Wissam, 2014, "Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 183-199, DOI: 10.1016/j.intfin.2014.08.005.
• Broadstock, David C. & Filis, George, 2014, "Oil price shocks and stock market returns: New evidence from the United States and China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 417-433, DOI: 10.1016/j.intfin.2014.09.007.
• Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos, 2014, "Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 129-143, DOI: 10.1016/j.ijforecast.2013.06.002.
• Luciani, Matteo, 2014, "Forecasting with approximate dynamic factor models: The role of non-pervasive shocks," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 20-29, DOI: 10.1016/j.ijforecast.2013.05.001.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014, "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 78-98, DOI: 10.1016/j.ijforecast.2013.07.006.
• Knüppel, Malte, 2014, "Efficient estimation of forecast uncertainty based on recent forecast errors," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 257-267, DOI: 10.1016/j.ijforecast.2013.08.004.
• Garratt, Anthony & Mitchell, James & Vahey, Shaun P., 2014, "Measuring output gap nowcast uncertainty," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 268-279, DOI: 10.1016/j.ijforecast.2013.07.012.
• Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2014, "Forecasting with factor-augmented error correction models," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 589-612, DOI: 10.1016/j.ijforecast.2013.01.009.
• Zhou, Yinggang, 2014, "Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 216-228, DOI: 10.1016/j.jbankfin.2013.10.010.
• Taylor, Nick, 2014, "The rise and fall of technical trading rule success," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 286-302, DOI: 10.1016/j.jbankfin.2013.12.004.
• Calmès, Christian & Théoret, Raymond, 2014, "Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 388-402, DOI: 10.1016/j.jbankfin.2013.11.039.
• Koch, Cathérine Tahmee, 2014, "Risky adjustments or adjustments to risks: Decomposing bank leverage," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 242-254, DOI: 10.1016/j.jbankfin.2014.03.017.
• Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio, 2014, "Derivatives holdings and systemic risk in the U.S. banking sector," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 84-104, DOI: 10.1016/j.jbankfin.2014.03.037.
• Okimoto, Tatsuyoshi, 2014, "Asymmetric increasing trends in dependence in international equity markets," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 219-232, DOI: 10.1016/j.jbankfin.2014.05.025.
• Jung, R.C. & Maderitsch, R., 2014, "Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 331-342, DOI: 10.1016/j.jbankfin.2013.12.023.
• Kalotychou, Elena & Staikouras, Sotiris K. & Zhao, Gang, 2014, "The role of correlation dynamics in sector allocation," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 1-12, DOI: 10.1016/j.jbankfin.2014.06.025.
• Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014, "Does global liquidity drive commodity prices?," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 224-234, DOI: 10.1016/j.jbankfin.2014.04.007.
• Bezemer, Dirk & Grydaki, Maria, 2014, "Financial fragility in the Great Moderation," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 169-177, DOI: 10.1016/j.jbankfin.2014.09.005.
• Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal, 2014, "Credit spread changes within switching regimes," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 41-55, DOI: 10.1016/j.jbankfin.2014.08.009.
• Saridakis, George & Marlow, Susan & Storey, David J., 2014, "Do different factors explain male and female self-employment rates?," Journal of Business Venturing, Elsevier, volume 29, issue 3, pages 345-362, DOI: 10.1016/j.jbusvent.2013.04.004.
• Filipova, Kameliya & Audrino, Francesco & De Giorgi, Enrico, 2014, "Monetary policy regimes: Implications for the yield curve and bond pricing," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 427-454, DOI: 10.1016/j.jfineco.2014.05.006.
• Bouakez, Hafedh & Chihi, Foued & Normandin, Michel, 2014, "Fiscal policy and external adjustment: New evidence," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 1-20, DOI: 10.1016/j.jimonfin.2013.08.019.
• Neuenkirch, Matthias & Tillmann, Peter, 2014, "Inflation targeting, credibility, and non-linear Taylor rules," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 30-45, DOI: 10.1016/j.jimonfin.2013.10.006.
• Yin, Weiwei & Li, Junye, 2014, "Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 46-64, DOI: 10.1016/j.jimonfin.2013.10.004.
• Florackis, Chris & Giorgioni, Gianluigi & Kostakis, Alexandros & Milas, Costas, 2014, "On stock market illiquidity and real-time GDP growth," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 210-229, DOI: 10.1016/j.jimonfin.2014.02.006.
• Kohonen, Anssi, 2014, "Transmission of government default risk in the eurozone," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 71-85, DOI: 10.1016/j.jimonfin.2014.04.006.
• Ludwig, Alexander, 2014, "A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 125-146, DOI: 10.1016/j.jimonfin.2014.07.008.
• Gnabo, Jean-Yves & Hvozdyk, Lyudmyla & Lahaye, Jérôme, 2014, "System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 147-174, DOI: 10.1016/j.jimonfin.2014.07.002.
• Stângă, Irina M., 2014, "Bank bailouts and bank-sovereign risk contagion channels," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 17-40, DOI: 10.1016/j.jimonfin.2014.07.005.
• Kumano, Yusuke & Muto, Ichiro & Nakano, Akihiro, 2014, "What explains the recent fluctuations in Japan’s output? A structural factor analysis of Japan’s industrial production," Journal of the Japanese and International Economies, Elsevier, volume 34, issue C, pages 135-153, DOI: 10.1016/j.jjie.2014.05.004.
• Berger, Tino & Kempa, Bernd, 2014, "Time-varying equilibrium rates in small open economies: Evidence for Canada," Journal of Macroeconomics, Elsevier, volume 39, issue PA, pages 203-214, DOI: 10.1016/j.jmacro.2013.12.002.
• Casares, Miguel & Moreno, Antonio & Vázquez, Jesús, 2014, "An estimated New-Keynesian model with unemployment as excess supply of labor," Journal of Macroeconomics, Elsevier, volume 40, issue C, pages 338-359, DOI: 10.1016/j.jmacro.2014.01.010.
• Woo, Kai-Yin & Lee, Shu-Kam & Chan, Alan, 2014, "Non-linear adjustments to intranational PPP," Journal of Macroeconomics, Elsevier, volume 40, issue C, pages 360-371, DOI: 10.1016/j.jmacro.2014.01.013.
• Tielens, J. & van Aarle, B. & Van Hove, J., 2014, "Effects of Eurobonds: A stochastic sovereign debt sustainability analysis for Portugal, Ireland and Greece," Journal of Macroeconomics, Elsevier, volume 42, issue C, pages 156-173, DOI: 10.1016/j.jmacro.2014.06.004.
• Engsted, Tom & Pedersen, Thomas Q., 2014, "Housing market volatility in the OECD area: Evidence from VAR based return decompositions," Journal of Macroeconomics, Elsevier, volume 42, issue C, pages 91-103, DOI: 10.1016/j.jmacro.2014.07.005.
• Paradiso, Antonio & Kumar, Saten & Margani, Patrizia, 2014, "Are Italian consumer confidence adjustments asymmetric? A macroeconomic and psychological motives approach," Journal of Economic Psychology, Elsevier, volume 43, issue C, pages 48-63, DOI: 10.1016/j.joep.2014.04.006.
• Aristei, David & Gallo, Manuela, 2014, "Interest rate pass-through in the Euro area during the financial crisis: A multivariate regime-switching approach," Journal of Policy Modeling, Elsevier, volume 36, issue 2, pages 273-295, DOI: 10.1016/j.jpolmod.2013.12.002.
• Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan, 2014, "Housing and the business cycle in South Africa," Journal of Policy Modeling, Elsevier, volume 36, issue 3, pages 471-491, DOI: 10.1016/j.jpolmod.2014.03.001.
• Cavallo, Antonella & Ribba, Antonio, 2014, "Euro area inflation as a predictor of national inflation rates," Journal of Policy Modeling, Elsevier, volume 36, issue 6, pages 1048-1065, DOI: 10.1016/j.jpolmod.2014.09.004.
• Najarzadeh, Reza & Rahimzadeh, Farzad & Reed, Michael, 2014, "Does the Internet increase labor productivity? Evidence from a cross-country dynamic panel," Journal of Policy Modeling, Elsevier, volume 36, issue 6, pages 986-993, DOI: 10.1016/j.jpolmod.2014.10.003.
• Forni, Mario & Gambetti, Luca, 2014, "Sufficient information in structural VARs," Journal of Monetary Economics, Elsevier, volume 66, issue C, pages 124-136, DOI: 10.1016/j.jmoneco.2014.04.005.
• Caggiano, Giovanni & Castelnuovo, Efrem & Groshenny, Nicolas, 2014, "Uncertainty shocks and unemployment dynamics in U.S. recessions," Journal of Monetary Economics, Elsevier, volume 67, issue C, pages 78-92, DOI: 10.1016/j.jmoneco.2014.07.006.
• Liu, Qingfu & Wong, Ieokhou & An, Yunbi & Zhang, Jinqing, 2014, "Asymmetric Information and Volatility Forecasting in Commodity Futures Markets," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 79-97, DOI: 10.1016/j.pacfin.2013.10.007.
• Wang, Kai-Li & Fawson, Christopher & Chen, Mei-Ling & Wu, An-Chi, 2014, "Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 115-137, DOI: 10.1016/j.pacfin.2014.01.002.
• Judge, Amrit & Reancharoen, Tipprapa, 2014, "An empirical examination of the lead–lag relationship between spot and futures markets: Evidence from Thailand," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 335-358, DOI: 10.1016/j.pacfin.2014.05.003.
• Liu, Qingfu & An, Yunbi, 2014, "Risk contributions of trading and non-trading hours: Evidence from Chinese commodity futures markets," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 17-29, DOI: 10.1016/j.pacfin.2014.07.005.
• Hammoudeh, Shawkat & Mensi, Walid & Reboredo, Juan Carlos & Nguyen, Duc Khuong, 2014, "Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 189-206, DOI: 10.1016/j.pacfin.2014.10.001.
• León, Carlos & Leiton, Karen & Pérez, Jhonatan, 2014, "Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 415, issue C, pages 407-420, DOI: 10.1016/j.physa.2014.08.020.
• Marfatia, Hardik A., 2014, "Impact of uncertainty on high frequency response of the U.S. stock markets to the Fed's policy surprises," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 3, pages 382-392, DOI: 10.1016/j.qref.2013.12.003.
• Bakas, Dimitrios & Papapetrou, Evangelia, 2014, "Unemployment in Greece: Evidence from Greek regions using panel unit root tests," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 4, pages 551-562, DOI: 10.1016/j.qref.2014.03.002.
• Sebri, Maamar & Ben-Salha, Ousama, 2014, "On the causal dynamics between economic growth, renewable energy consumption, CO2 emissions and trade openness: Fresh evidence from BRICS countries," Renewable and Sustainable Energy Reviews, Elsevier, volume 39, issue C, pages 14-23, DOI: 10.1016/j.rser.2014.07.033.
• Hacker, R. Scott & Karlsson, Hyunjoo Kim & Månsson, Kristofer, 2014, "An investigation of the causal relations between exchange rates and interest rate differentials using wavelets," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 321-329, DOI: 10.1016/j.iref.2013.06.004.
• Fang, Chung-Rou & You, Shih-Yi, 2014, "The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 330-338, DOI: 10.1016/j.iref.2013.06.005.
• Tsai, Hsiu-Jung & Chen, Ming-Chi & Yang, Chih-Yuan, 2014, "A time-varying perspective on the CAPM and downside betas," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 440-454, DOI: 10.1016/j.iref.2013.07.006.
• Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo, 2014, "Patterns of volatility transmissions within regime switching across GCC and global markets," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 512-524, DOI: 10.1016/j.iref.2013.08.002.
• Herrerias, M.J. & Ordóñez, J., 2014, "If the United States sneezes, does the world need “pain-killers”?," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 159-170, DOI: 10.1016/j.iref.2014.01.015.
• Xie, Zixiong & Chen, Shyh-Wei, 2014, "Untangling the causal relationship between government budget and current account deficits in OECD countries: Evidence from bootstrap panel Granger causality," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 95-104, DOI: 10.1016/j.iref.2014.01.014.
• Ma, Jun & Wohar, Mark E., 2014, "Determining what drives stock returns: Proper inference is crucial: Evidence from the UK," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 371-390, DOI: 10.1016/j.iref.2014.02.006.
• Peri, Massimo & Vandone, Daniela & Baldi, Lucia, 2014, "Internet, noise trading and commodity futures prices," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 82-89, DOI: 10.1016/j.iref.2014.03.006.
• Chan, Kenneth S. & Zhou, Xianbo & Pan, Zhewen, 2014, "The growth and inequality nexus: The case of China," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 230-236, DOI: 10.1016/j.iref.2014.08.004.
• Aboura, Sofiane & Chevallier, Julien, 2014, "Cross-market spillovers with ‘volatility surprise’," Review of Financial Economics, Elsevier, volume 23, issue 4, pages 194-207, DOI: 10.1016/j.rfe.2014.08.002.
• Oueslati, Abdelmonem & Hammami, Yacine & Jilani, Faouzi, 2014, "The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 57-73, DOI: 10.1016/j.ribaf.2013.11.003.
• Albaladejo, Isabel P. & González-Martínez, María Isabel & Martínez-García, María Pilar, 2014, "Quality and endogenous tourism: An empirical approach," Tourism Management, Elsevier, volume 41, issue C, pages 141-147, DOI: 10.1016/j.tourman.2013.09.006.
• Wang, Yu Shan, 2014, "Effects of budgetary constraints on international tourism expenditures," Tourism Management, Elsevier, volume 41, issue C, pages 9-18, DOI: 10.1016/j.tourman.2013.08.006.
• Joshua C.C. Chan & Angelia L. Grant, 2014, "Fast Computation of the Deviance Information Criterion for Latent Variable Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-09, Jan.
• Mariano Kulish & Adrian Pagan, 2014, "Estimation and Solution of Models with Expectations and Structural Changes," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-15, Feb.
• Thomas A. Lubik & Christian Matthes, 2014, "Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-16, Feb.
• Eric Eisenstat & Rodney W. Strachan, 2014, "Modelling Inflation Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-21, Feb.
• Tatsuyoshi Okimoto, 2014, "Asymmetric Increasing Trends in Dependence in International Equity Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-44, May.
• Varang Wiriyawit & Benjamin Wong, 2014, "Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-46, Jun.
• Lamazoshvili Beka, 2014, "Effects of Oil Shocks on Oil-Importing Developing Economies: The Case of Georgia and Armenia," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 14/06e, Nov.
• Senay ACIKGOZ & Anil AKCAGLAYAN, 2014, "Turkiye’de Cari Islemler Aciginin Surdurulebilirligi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 1, pages 83-97.
• Mehmet BALCILAR & Harun BAL & Nese ALGAN & Mehmet DEMIRAL, 2014, "Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012)," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 3, pages 451-462.
• Burcu BERKE & Burcu OZCAN & Hatice Isin DIZDARLAR, 2014, "Doviz Piyasasinin Etkinligi: Turkiye icin Bir Analiz," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 4, pages 621-636.
• Haberis, Alex & Sokol, Andrej, 2014, "A procedure for combining zero and sign restrictions in aVAR-identification scheme," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 58077, Jun.
• Antonio Ribba & Antonella Cavallo, 2014, "Common Macroeconomic Shocks and Business Cycle Fluctuations in Euro Area Countries," EcoMod2014, EcoMod, number 6739, Jul.
• Salman Huseynov & Vugar Ahmadov, 2014, "Business Cycles in Oil Exporting Countries: A Declining Role for Oil?," 2nd International Conference on Energy, Regional Integration and Socio-Economic Development, EcoMod, number 7369, Oct.
• Yixiao Sun, 2014, "Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033002.
• Eric Ghysels & J. Isaac Miller, 2014, "On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033004.
• Liang Hu & Yongcheol Shin, 2014, "Testing for Cointegration in Markov Switching Error Correction Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033005.
• Martin Burda, 2014, "Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034008.
• Guillaume Weisang, 2014, "Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034009.
• Panayiotis F. Diamandis & Anastassios A. Drakos & Georgios P. Kouretas, 2014, "Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Analysis and International Finance", DOI: 10.1108/S1571-038620140000023004.
• Emanuele Millemaci & Ferdinando Ofria, 2014, "Kaldor-Verdoorn's law and increasing returns to scale," Journal of Economic Studies, Emerald Group Publishing Limited, volume 41, issue 1, pages 140-162, January, DOI: 10.1108/JES-02-2012-0026.
• Rangan Gupta & Charl Jooste & Kanyane Matlou, 2014, "A time-varying approach to analysing fiscal policy and asset prices in South Africa," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 6, issue 1, pages 46-63, April, DOI: 10.1108/JFEP-01-2013-0003.
• Debasish Maitra, 2014, "Do volume and open interest explain volatility?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 6, issue 3, pages 226-243, July, DOI: 10.1108/JFEP-04-2013-0012.
• McAleer, M.J., 2014, "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-06, Feb.
• Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-10.
• Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014, "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-11.
• Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014, "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-13.
• Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas, 2014, "Revisiting Herding Behavior in REITs: A RegimeSwitching Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-15.
• Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014, "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-18.
• Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. kanda, 2014, "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-19.
• Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar, 2014, "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-21.
• Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014, "Housing and the Business Cycle in South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-22.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2014, "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-24.
• Marco Antonio del Río Rivera & Casto Martín Montero Kuscevic, 2014, "Desdolarización financiera en Bolivia," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 29, issue 1, pages 3-25.
• Rodolfo Cermeño & María José Roa, 2014, "Desarrollo financiero, crecimiento y volatilidad: una breve revisión de la literatura reciente," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 29, issue 1, pages 85-105.
• Abderrahim Chibi & Mohamed Benbouziane & Sidi Mohamed Chekouri, 2014, "The Impact of Fiscal Policy on Economic Activity Over the Bsiness Cycle: An Emirical Investigation in the Case of Algeria," Working Papers, Economic Research Forum, number 845, Oct, revised Oct 2014.
• IIBOSHI Hirokuni & MATSUMAE Tatsuyoshi & NISHIYAMA Shin-Ichi, 2014, "Sources of the Great Recession：A Bayesian Approach of a Data-Rich DSGE model with Time-Varying Volatility Shocks," ESRI Discussion paper series, Economic and Social Research Institute (ESRI), number 313, Dec.
• Joris TIELENS & Bas VAN AARLE & Jan VAN HOVE, 2014, "Effects of Eurobonds: a stochastic sovereign debt sustainability analysis for Portugal, Ireland and Greece," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces14.10, May.
• Mei-Yu LEE, 2014, "The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models," Expert Journal of Economics, Sprint Investify, volume 2, issue 3, pages 85-99.
• Antonio Baselice & Antonio Stasi & Francesco Diotallevi & Andrea Marchini & Gianluca Nardone, 2014, "Crescita nei consumi di IV gamma. Un?applicazione del modello AIDS alla domanda italiana di ortofrutta," Economia agro-alimentare, FrancoAngeli Editore, volume 16, issue 2, pages 11-30.
• Manuel Lukas & Eric Hillebrand, 2014, "Bagging Weak Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-01, Jan.
• Paul Catani & Timo Teräsvirta & Meiqun Yin, 2014, "A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-03, Jan.
• Timo Teräsvirta & Yukai Yang, 2014, "Linearity and Misspecification Tests for Vector Smooth Transition Regression Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-04, Feb.
• Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2014, "Are University Admissions Academically Fair?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-06, Feb.
• Markku Lanne & Jani Luoto, 2014, "Noncausal Bayesian Vector Autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-07, Mar.
• Timo Teräsvirta & Yukai Yang, 2014, "Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-08, Mar.
• Yukai Yang, 2014, "Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-11, Apr.
• Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2014, "Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-13, Apr.
• Federico Carlini & Katarzyna Lasak, 2014, "On an Estimation Method for an Alternative Fractionally Cointegrated Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-15, Apr.
• Markku Lanne & Henri Nyberg, 2014, "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-17, May.
• Maggie E. C. Jones & Morten Ørregaard Nielsen & Michael Ksawery Popiel, 2014, "A fractionally cointegrated VAR analysis of economic voting and political support," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-23, Aug.
• Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu, 2014, "A fractionally cointegrated VAR analysis of price discovery in commodity futures markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-24, Jul.
• Morten Ørregaard Nielsen, 2014, "Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-34, Oct.
• Gustavo Fruet Dias & George Kapetanios, 2014, "Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-37, Oct.
• Søren Johansen, 2014, "Times Series: Cointegration," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-38, Oct.
• Laurent Callot & Johannes Tang Kristensen, 2014, "Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-41, Nov.
• Paolo Santucci de Magistris & Federico Carlini, 2014, "On the identification of fractionally cointegrated VAR models with the F(d) condition," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-43, Nov.
• Cristina M. Scherrer, 2014, "Cross listing: price discovery dynamics and exchange rate effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-53, Dec.
• Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern, 2014, "The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2014-14, Nov.
• Patrick Feve & Ahmat Jidoud, 2014, "News Shocks, Information Flows and SVARs," Annals of Economics and Statistics, GENES, issue 113-114, pages 293-307, DOI: 10.15609/annaeconstat2009.113-114.2.
• Isaiah Andrews & Anna Mikusheva, 2014, "Weak Identification in Maximum Likelihood: A Question of Information," American Economic Review, American Economic Association, volume 104, issue 5, pages 195-199, May.
• María Lorena Mari del Cristo & Marta Gómez-Puig, 2014, "Dollarization and the relationship between EMBI and fundamentals Latin American countries," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 14-05, Feb.
• Channarong Chaiphat, 2014, "Cointegration of Capital Markets in ASEAN-5 Countries," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 21, issue 1, pages 42-58, June.
• Woradee Jongadsayakul, 2014, "Determinants of the Gold Futures Price Volatility: The Case of Thailand Futures Exchange," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 21, issue 1, pages 59-78, June.
• Delia Popescu & Andreea Saseanu & Daniel Bulin & Grazia Calabro, 2014, "Econometric Models in Romanian Tourism under the Impact of Sustainable Development," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 16, issue Special 8, pages 1063-1063, August.
• Vasile Alecsandru STRAT, 2014, "The Relationship Between Foreign Direct Investment And The Higher Education System In Romania," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 3, issue 1, pages 10-24, JULY.
• Zivanemoyo Chinzara & Tinashe Harry Dumile Kambadza, 2014, "Evidence Of Segmentation Among African Equity Markets," The African Finance Journal, Africagrowth Institute, volume 16, issue 1, pages 19-38.
• Kim, Man-Keun & Tejeda, Hernan A., 2014, "Post Livestock Mandatory Price Reporting: An Assessment of Effects on Cattle Cash Prices," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 169692, Jul, DOI: 10.22004/ag.econ.169692.
• Dharmasena, Senarath & Bessler, David A. & Todd, Jessica & Capps, Oral, Jr., 2014, "Dynamics of the Food Environment in the United States," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 169797, May, DOI: 10.22004/ag.econ.169797.
• Li, Xin, 2014, "Hedging Crude Oil and Corn Futures: An Application in International Trade," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170174, Jul, DOI: 10.22004/ag.econ.170174.
• Li, Xi-Le & Saghaian, Sayed, 2014, "The Presence Of Market Power In The Coffee Market: The Case Of Colombian Milds," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170348, DOI: 10.22004/ag.econ.170348.
• Koirala, Krishna H. & Mishra, Ashok K. & Mehlhorn, Joey, undated, "Using Copula to Test Dependency between Energy and Agricultural Commodities," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170364, DOI: 10.22004/ag.econ.170364.
• Diermeier, Matthias & Schmidt, Torsten, 2014, "Oil price effects on land use competition: an empirical analysis," Agricultural Economics Review, Greek Association of Agricultural Economists, volume 15, issue 01, pages 1-17, DOI: 10.22004/ag.econ.253679.
• Loy, Jens-Peter & Holm, Thore & Steinhagen, Carsten & Glauben, Thomas, 2014, "Cost Pass-Through In Differentiated Product Markets: A Disaggregated Study For Milk And Butter," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France, Agricultural Economics Society, number 169762, Apr, DOI: 10.22004/ag.econ.169762.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014, "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 165791, Mar, DOI: 10.22004/ag.econ.165791.
• Mengel, Carolin & von Cramon-Taubadel, Stephan, 2014, "Distance and border effects on price transmission - a meta-analysis," GlobalFood Discussion Papers, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development, number 170988, May, DOI: 10.22004/ag.econ.170988.
• Mengel, Carolin & von Cramon-Taubadel, Stephan, 2014, "Proximity and price co-movement in West African rice markets," GlobalFood Discussion Papers, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development, number 170989, May, DOI: 10.22004/ag.econ.170989.