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

• Degiannakis, Stavros & Floros, Christos, 2013, "Modeling CAC40 volatility using ultra-high frequency data," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 68-81, DOI: 10.1016/j.ribaf.2012.09.001.
• Hammami, Yacine & Jilani, Faouzi & Oueslati, Abdelmonem, 2013, "Mutual fund performance in Tunisia: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, volume 29, issue C, pages 35-51, DOI: 10.1016/j.ribaf.2013.02.001.
• Chatziantoniou, Ioannis & Filis, George & Eeckels, Bruno & Apostolakis, Alexandros, 2013, "Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries," Tourism Management, Elsevier, volume 36, issue C, pages 331-341, DOI: 10.1016/j.tourman.2012.10.012.
• Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich, 2013, "Effects of Global Liquidity on Commodity and Food Prices," World Development, Elsevier, volume 44, issue C, pages 31-43, DOI: 10.1016/j.worlddev.2012.12.009.
• Ghassen El Montasser & Talel Boufateh & Fakhri Issaoui, 2013, "The Seasonal KPSS Test When Neglecting Seasonal Dummies: A Monte Carlo analysis," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2013/07, Apr.
• David I. Stern & Kerstin Enflo, 2013, "Causality Between Energy and Output in the Long-Run," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-01, Jan.
• Oscar Parkyn & Tugrul Vehbi, 2013, "The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-04, Feb.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok, 2013, "Regionalization vs. Globalization," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-09, Feb.
• Aaron Walker & Rod Tyers, 2013, "Quantifying Australia's "Three Speed" Boom," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-10, Feb.
• Knut Are Aastveit & Hilde C. Bjornland & Leif Anders Thorsrud, 2013, "What Drives Oil Prices? Emerging Versus Developed Economies," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-11, Feb.
• Alfonso Mendoza Velazquez & Peter N. Smith, 2013, "Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-22, May.
• Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair, 2013, "How Well Does "Core" Inflation Capture Permanent Price Changes?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-26, May.
• Melisso Boschi & Massimiliano Marzo & Simone Salotti, 2013, "Domestic Versus International Determinants of European Business Cycles: A GVAR Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-28, May.
• Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2013, "Purchasing Power Parity and the Taylor Rule," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-41, Jun.
• Benjamin Wong, 2013, "Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-59, Aug.
• Yasuo Hirose & Atsushi Inoue, 2013, "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-60, Sep.
• Benjamin Wong, 2013, "The Evolution of the U.S. Output-Inflation Tradeoff," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-70, Oct.
• Ozer Karagedikli & Michael Ryan & Daan Steenkamp & Tugrul Vehbi, 2013, "What Happens When the Kiwi Flies? The Sectoral Effects of the Exchange Rate Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-73, Nov.
• Hilde C. Bjornland & Leif Anders Thorsrud, 2013, "Boom or Gloom? Examining the Dutch Disease in a Two-Speed Economy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-76, Dec.
• Stephan B. Bruns & Christian Gross & David I. Stern, 2013, "Is There Really Granger Causality Between Energy Use and Output?," Crawford School Research Papers, Crawford School of Public Policy, The Australian National University, number 1307, Mar.
• Kruk Dzmitry & Haiduk Kiryl, 2013, "The Outcome of Directed Lending in Belarus: Mitigating Recession or Dampening Long-Run Growth?," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 13/05e, Feb.
• Nikolaychuk Sergiy & Shapovalenko Nadiia, 2013, "The identification of the sources of current account fluctuations in Ukraine," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 13/12e, Oct.
• Wulfrano Gómez & Leovardo Mata & Montserrat Reyna, 2013, "Hodrick-Prescott Filter: An Extreme-Sport Testing," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 7, issue 1, pages 1-13.
• Lutfu OZTURK, 2013, "Turkiye Avrupa Birligi’ne Yakinsiyor Mu? Bir Zaman Serisi Analizi, 1950-2008," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 4, pages 527-538.
• Gerba, Eddie & Hauzenberger, Klemens, 2013, "Estimating US fiscal and monetary interactions in a time varying VAR," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 56393, Mar.
• Annari De Waal & Prof Reneé van Eyden, 2013, "The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR model," EcoMod2013, EcoMod, number 5403, Jun.
• Laia Maynou & Marc Saez & Jordi Bacaria, 2013, "Análisis de convergencia de las regiones de la zona euro (1990-2010)," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 82, issue 01, pages 199-216.
• Pablo A. Guerrón-Quintana & James M. Nason, 2013, "Bayesian estimation of DSGE models," Chapters, Edward Elgar Publishing, chapter 21, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
• Lutz Kilian, 2013, "Structural vector autoregressions," Chapters, Edward Elgar Publishing, chapter 22, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
• Helmut Lütkepohl, 2013, "Vector autoregressive models," Chapters, Edward Elgar Publishing, chapter 6, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
• Bárcenas, Luis Arturo. & Chirinos, Ana María. & Pagliacci, Carolina., 2013, "Trasmisión de choques macroeconómicos en Venezuela. Un enfoque estructural del modelo factorial," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 320, pages 903-942, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado, 2013, "Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 177-205., January-J.
• Rodolfo Cermeño & Mario Negrete García, 2013, "Política Monetaria Estadounidense y Tipo De Cambio Real en México, 1996-2012," Working Papers, CIDE, División de Economía, number DTE 566, Nov.
• Nikolay Gospodinov & Ana María Herrera & Elena Pesavento, 2013, "Unit Roots, Cointegration, and Pretesting in Var Models☆The views expressed here are the authors and not necessarily those of the Federal Reserve Bank of Atlanta or the Federal Reserve System," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031003.
• Todd E. Clark & Michael W. McCracken, 2013, "Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis, Federal ," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031004.
• Helmut Lütkepohl, 2013, "Identifying Structural Vector Autoregressions Via Changes in Volatility☆This article was written while the author was a Bundesbank Professor at the Freie Universität Berlin. An earlier version of the paper was published as DIW Discussion Paper 1259 –," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031005.
• Kirstin Hubrich & Timo Teräsvirta, 2013, "Thresholds and Smooth Transitions in Vector Autoregressive Models☆The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Central Bank," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031008.
• Ivan Jeliazkov, 2013, "Nonparametric Vector Autoregressions: Specification, Estimation, and Inference," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031009.
• Thomas B. Götz & Alain Hecq & Jean-Pierre Urbain, 2013, "Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031010.
• Rangan Gupta & Monique Reid, 2013, "Macroeconomic surprises and stock returns in South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 30, issue 3, pages 266-282, July, DOI: 10.1108/SEF-Apr-2012-0049.
• Caporin, M. & McAleer, M.J., 2013, "Ten Things You Should Know About DCC," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-13, Mar.
• Caporin, M. & McAleer, M.J., 2013, "Ten Things You Should Know About the Dynamic Conditional Correlation Representation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-21, Jun.
• Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013, "Risk Modelling and Management: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-22, Jun.
• Ruperto MAJUCA, 2013, "Managing Economic Shocks and Macroeconomic Coordination in an Integrated Region: ASEAN Beyond 2015," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2013-18, Sep.
• Morten Balling & Patricia Jackson & Ernest Gnan (ed.), 2013, "States, Banks and the Financing of the Economy: Monetary Policy and Regulatory Perspectives," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/3, ISBN: ARRAY(0x824b7c88), May.
• Paul Cashin & Kamiar Mohaddes & Maziar Raissi & Mehdi Raissi, 2013, "The Global Impact of the Systemic Economies and MENA Business Cycles," Working Papers, Economic Research Forum, number 750, May, revised May 2013.
• Paul Cashin & Kamiar Mohaddes & Maziar Raissi & Mehdi Raissi, 2013, "The Differential Effects of Oil Demand and Supply Shocks on the Global Economy," Working Papers, Economic Research Forum, number 757, Jun, revised Jun 2013.
• Afsin Sahin & Aysit Tansel & M. Hakan Berument, 2013, "Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective," Working Papers, Economic Research Forum, number 792, Nov, revised Nov 2013.
• Kazuhiko OHASHI & Tatsuyoshi OKIMOTO, 2013, "Increasing Trends in the Excess Comovement of Commodity Prices," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 13048, May.
• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2013, "Systemic Risk and Home Bias in the Euro Area," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 494, Apr.
• Daniel Monteiro, 2013, "The flow of credit in the UK economy and the availability of financing to the corporate sector," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 509, Dec.
• Sergey Ivashchenko, 2013, "Estimating Nonlinear DSGE Models with Moments Based Methods," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2013/03, Jun.
• Hossein Mirshojaeian Hosseini & Shinji Kaneko, 2013, "Fuel Conservation Effect of Energy Subsidy Reform in Iran," Working Papers, Faculty of Economics,University of Tehran.Tehran,Iran, number 3-1, Jan.
• Mohamed Amine Boutabba, 2013, "The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 13-05.
• Gönül AKINCI & Merter AKINCI & Ömer YILMAZ, 2013, "Stock – Watson Eşbütünleşme Analizi Yardımıyla Altın Fiyatları Mekanizması Üzerine," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 24, issue 86, pages 55-81, DOI: 10.5455/ey.35107.
• Roberto Furesi & Fabio A. Madau & Pietro Pulina, 2013, "Potere della distribuzione moderna nelle filiere agroalimentari: il caso dell?olio d?oliva in Italia," Economia agro-alimentare, FrancoAngeli Editore, volume 15, issue 1, pages 123-143.
• Vladimír Hajko & Jaroslav Bil, 2013, "The Relevant Markets for Meat Production and Processing in the Czech Republic: Analysis of the Price Movements," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 7, issue 3, pages 178-197, November.
• Krenar AVDULAJ & Jozef BARUNIK, 2013, "Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 5, pages 425-442, November.
• Michael Princ, 2013, "Multi-Level Analysis of Dynamic Portfolio Formations: Central European Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2013/12, Aug, revised Aug 2013.
• Jonas E. Arias & Juan Rubio-Ramirez & Daniel F. Waggoner, 2013, "Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications," Working Papers, FEDEA, number 2013-24, Dec.
• Leo H. Chan, 2013, "Which Chinese Markets to Diversify into?," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 8, issue 2, pages 220-232, June.
• Matteo Manera & Marcella Nicolini, 2013, "Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation," Working Papers, Fondazione Eni Enrico Mattei, number 2013.45, May.
• Julien Chevallier & Benoît Sévi, 2013, "A Fear Index to Predict Oil Futures Returns," Working Papers, Fondazione Eni Enrico Mattei, number 2013.62, Jun.
• Christophe Blot & Jerome Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno, 2013, "Assessing the Link between Price and Financial Stability," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper33, Feb.
• Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2013, "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 748, Nov.
• Nikolay Gospodinov & Damba Lkhagvasuren, 2013, "A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-05, Sep.
• Vasco Curdia & Marco Del Negro & Daniel L. Greenwald, 2013, "Rare Shocks, Great Recessions," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-01, Jun, DOI: 10.24148/wp2013-01.
• Joshua D. Angrist & Òscar Jordà & Guido M. Kuersteiner, 2013, "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-24, Aug, DOI: 10.24148/wp2013-24.
• Manuel Gonzalez-Astudillo, 2013, "Monetary-fiscal policy interactions: interdependent policy rule coefficients," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-58.
• Marcelle Chauvet & Zeynep Senyuz & Emre Yoldas, 2013, "What does financial volatility tell us about macroeconomic fluctuations?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-61.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok, 2013, "Regionalization vs. globalization," Working Papers, Federal Reserve Bank of St. Louis, number 2013-002, Jan, DOI: 10.20955/wp.2013.002.
• Ruben Hernandez-Murillo & Michael T. Owyang & Margarita Rubio, 2013, "Clustered housing cycles," Working Papers, Federal Reserve Bank of St. Louis, number 2013-021, DOI: 10.20955/wp.2013.021.
• Kenneth Beauchemin, 2013, "A 14-Variable Mixed-Frequency VAR Model," Staff Report, Federal Reserve Bank of Minneapolis, number 493, Dec.
• Jean Boivin & Marc Giannoni & Dalibor Stevanovic, 2013, "Dynamic effects of credit shocks in a data-rich environment," Staff Reports, Federal Reserve Bank of New York, number 615.
• Bianca De Paoli & Matthias Paustian, 2013, "Coordinating monetary and macroprudential policies," Staff Reports, Federal Reserve Bank of New York, number 653, Nov.
• Frank Schorfheide & Dongho Song & Amir Yaron, 2013, "Identifying long-run risks: a bayesian mixed-frequency approach," Working Papers, Federal Reserve Bank of Philadelphia, number 13-39.
• S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013, "Assessing DSGE model nonlinearities," Working Papers, Federal Reserve Bank of Philadelphia, number 13-47.
• Massimiliano Caporin & Michael McAleer, 2013, "Ten Things You Should Know about the Dynamic Conditional Correlation Representation," Econometrics, MDPI, volume 1, issue 1, pages 1-12, June.
• Elias Soukiazis & Pedre André Cerqueira & Micaela Antunes, 2013, "The Effects of Internal and External Imbalances on Italy´s Economic Growth. A Balance of Payments Approach with Relative Prices No Neutral," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2013-14, Apr.
• Edward N. Gamber & Jeffrey P. Liebner & Julie K. Smith, 2013, "Inflation Persistence: Revisited," Working Papers, The George Washington University, The Center for Economic Research, number 2013-002, Apr.
• Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair, 2013, "How Well Does "Core" Inflation Capture Permanent Price Changes?," Working Papers, The George Washington University, Institute for International Economic Policy, number 2013-4, Apr.
• Tara Sinclair & Julia Bersch, 2013, "Statistical Versus Economic Output Gap Measures: Evidence from Mongolia," Working Papers, The George Washington University, Institute for International Economic Policy, number 2013-7, Aug.
• Peter Fuleky & Carl, 2013, "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2013-5, Apr.
• Peter Fuleky & Carl S. Bonham, 2013, "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201305, Apr.
• Inna Cintina, 2013, "Behind-the-counter, but Over-the-border? The Assessment of the Spillover Effect of Increased Availability of Emergency Contraception in Washington on Neighboring States," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201308, May.
• Peter Fuleky & Carl S. Bonham, 2013, "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201316, Aug.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Ibrahim Ahamada & Sanchez José Luis Diaz, 2013, "A retrospective analysis of the house prices macro-relationship in the United States," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00816717, Dec.
• Mathieu Gatumel & Florian Ielpo, 2013, "Understanding momentum in commodity markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00947001.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Post-Print, HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Ibrahim Ahamada & Sanchez José Luis Diaz, 2013, "A retrospective analysis of the house prices macro-relationship in the United States," Post-Print, HAL, number hal-00816717, Dec.
• Francisco Serranito, 2013, "Heterogeneous technology and the technological catching-up hypothesis: Theory and assessment in the case of MENA countries," Post-Print, HAL, number hal-01384675, DOI: 10.1016/j.econmod.2012.09.037.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013, "Dynamic factor models: A review of the literature," Post-Print, HAL, number hal-01385974, DOI: 10.1787/jbcma-2013-5jz417f7b7nv.
• Ilyes Abid & Khaled Guesmi & Olfa Kaabia, 2013, "Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?," Post-Print, HAL, number hal-01410575.
• Gilles De Truchis, 2013, "Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue," Post-Print, HAL, number hal-01498262, DOI: 10.1016/j.econmod.2012.12.011.
• Yannick Le Pen & Benoît Sévi, 2013, "Futures trading and the excess comovement of commodity prices," Post-Print, HAL, number hal-01613916, May.
• Jean-François Carpantier & Besik Samkharadze, 2013, "The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio," Post-Print, HAL, number hal-01821139, Sep.
• Claudio Detotto & Manuela Pulina, 2013, "Does more crime mean fewer jobs and less economic growth?," Post-Print, HAL, number hal-01972853, Aug.
• Claudio Detotto & Manuela Pulina, 2013, "Assessing Substitution and Complementary Effects Amongst Crime Typologies," Post-Print, HAL, number hal-01972854, Dec.
• Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwaric, 2013, "Revisiting The Financial Volatility – Derivative Products Relationship On Euronext. Liffe Using A Frequency Domain Analysis," Post-Print, HAL, number halshs-01368488.
• Helmi Hamdi & Rashid Sbia, 2013, "Dynamic relationships between oil revenues, government spending and economic growth in an oil-dependent economy," Post-Print, HAL, number halshs-01902776, Sep, DOI: 10.1016/j.econmod.2013.06.043.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Mohamed El Hedi Arouri & Christophe Rault & Ana Maria Sova & Robert Sova & Frédéric Teulon, 2013, "Market Structure and the Cost of Capital," Working Papers, HAL, number hal-00798048, Mar.
• Mohamed El Hedi Arouri & Christophe Rault & Frédéric Teulon, 2013, "Equity Risk Premium and Regional Integration," Working Papers, HAL, number hal-00798052, Mar.
• Guillaume Chevillon, 2013, "Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming," Working Papers, HAL, number hal-00914830, Nov.
• Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2013, "Real exchange rates, commodity prices and structural factors in developing countries," Working Papers, HAL, number hal-01821142.
• Yannick Le Pen & Benoît Sévi, 2013, "Futures Trading and the Excess Comovement of Commodity Prices," Working Papers, HAL, number halshs-00793724, Jan.
• Gilles Dufrénot & Benjamin Keddad, 2013, "Business Cycles Synchronization in East Asia: A Markov-Switching Approach," Working Papers, HAL, number halshs-00861901, Sep.
• Nidhaleddine Ben Cheikh & Waël Louhichi, 2014, "Measuring the Impact of Exchange Rate Movements on Domestic Prices: A Cointegrated VAR Analysis," Working Papers, HAL, number halshs-00879270, Mar.
• Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad, 2013, "Shift-Volatility Transmission in East Asian Equity Markets," Working Papers, HAL, number halshs-00935364, Oct.
• Grote, Claudia & Sibbertsen, Philipp, 2013, "Testing for Cointegration in a Double-LSTR Framework," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-514, Jul.
• Christian Leschinski, Christian & Bertram, Philip, 2013, "Contagion Dynamics in EMU Government Bond Spreads," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-515, Aug.
• Matthew Greenwood-Nimmo & Artur Tarassow, 2013, "A Macroeconometric Assessment of Minsky’s Financial Instability Hypothesis," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201306, Sep.
• Holgersson, Thomas & Månsson, Kristofer & Shukur, Ghazi, 2013, "Testing for Panel Unit Roots under General Cross-Sectional Dependence," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 327, Oct.
• Maican, Florin G. & Sweeney, Richard J., 2013, "Rejection Probabilities for a Battery of Unit-Root Tests," Working Papers in Economics, University of Gothenburg, Department of Economics, number 568, Jun.
• Stern, David & Enflo, Kerstin, 2013, "Causality Between Energy and Output in the Long-Run," Lund Papers in Economic History, Lund University, Department of Economic History, number 126, Jan.
• Andersson, Fredrik N.G. & Li, Yushu, 2013, "How Flexible are the Inflation Targets? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model," Working Papers, Lund University, Department of Economics, number 2013:38, Nov.
• Anundsen, André Kallåk, 2013, "Economic Regime Shifts and the US Subprime Bubble," Memorandum, Oslo University, Department of Economics, number 05/2013, Jan.
• Lucas, André & Schwaab, Bernd & Zhang, Xin, 2013, "Conditional euro area sovereign default risk," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 269, May.
• Laséen, Stefan & Strid, Ingvar, 2013, "Debt Dynamics and Monetary Policy: A Note," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 283, Dec.
• Erixon, Lennart, 2013, "Can fiscal austerity be expansionary in present Europe? The lessons from Sweden," Research Papers in Economics, Stockholm University, Department of Economics, number 2013:11, Sep.
• Hossein Mirshojaeian Hosseini & Shinji Kaneko, 2013, "Fuel Conservation Effect of Energy Subsidy Reform in Iran," IDEC DP2 Series, Hiroshima University, Graduate School for International Development and Cooperation (IDEC), number 3-1, Jan.
• Stefan Behrendt, 2013, "Monetary Transmission via the Central Bank Balance Sheet," Global Financial Markets Working Paper Series, Friedrich-Schiller-University Jena, number 49-2013, Nov.
• Jun-Hyung Ko & Hiroshi Morita, 2013, "Regime Switches in Japanese Fiscal Policy: Markov-Switching VAR Approach," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-270, Jan.
• Dukpa Kim & Yohei Yamamoto, 2013, "Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-279, Feb.
• Boulis Ibrahim & Janusz Brzeszczynski, 2013, "Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007," CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University, number 1305.
• Fuchs, Johann & Weber, Enzo, 2013, "A new look at the discouragement and the added worker hypotheses : applying a trend-cycle decomposition to unemployment," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201301.
• Hisham Handal Abdelbaki, 2013, "Causality Relationship between Macroeconomic Variables and Stock Market Development: Evidence from Bahrain," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 1, pages 69-84.
• Helmi Hamdi & Rashid Sbia, 2013, "Are Investment and Savings Cointegrated? Evidence from Middle East and North African Countries," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 4, pages 103-113.
• Canavire-Bacarreza, Gustavo & Martínez-Vázquez, Jorge & Vulovic, Violeta, 2013, "Taxation and Economic Growth in Latin America," IDB Publications (Working Papers), Inter-American Development Bank, number 4583, Aug.
• Fève, Patrick & Sahuc, Jean-Guillaume, 2013, "On the Size of the Government Spending Multiplier in the Euro Area," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 776, Apr, revised Nov 2013.
• Yessy Andriani & Prasanna Gai, 2013, "The Effect Of Central Bank Independence On Price Stability: The Case Of Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 15, issue 4, pages 367-390, April, DOI: https://doi.org/10.21098/bemp.v15i4.
• Yessy Andriani & Prof. Prasanna Gai, 2013, "The Effect of Central Bank Independence on Price Stability: The Case of Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 15, issue 4, pages 353-376, April, DOI: https://doi.org/10.21098/bemp.v15i4.
• IGP Wira Kusuma, 2013, "The Dynamics Of Indonesia Inflation: What Can We Learn From Inflation Disaggregation?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 16, issue 1, pages 43-79, July, DOI: https://doi.org/10.21098/bemp.v16i1.
• IGP Wira Kusuma, 2013, "The Dynamics of Indonesian Inflation: What can We Learn from Inflation Disaggregation?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 16, issue 1, pages 39-72, July, DOI: https://doi.org/10.21098/bemp.v16i1.
• Kentaka Aruga & Shunsuke Managi, 2013, "Linkages among the US energy futures markets," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, volume 36, issue 1, pages 13-26.
• Chang-Jin Kim & Pym Manopimoke & Charles R. Nelson, 2013, "Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve," Discussion Paper Series, Institute of Economic Research, Korea University, number 1305.
• Ron Gallant & Raffaella Giacomini & Giuseppe Ragusa, 2013, "Generalized method of moments with latent variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP50/13, Oct.
• Xiaohong Chen & Timothy M. Christensen, 2013, "Optimal uniform convergence rates for sieve nonparametric instrumental variables regression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP56/13, Nov.
• Mario Forni & Luca Gambetti & Luca Sala, 2013, "No News in Business Cycles," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 491.
• Luca Sala, 2013, "DSGE models in the frequency domain," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 504.
• Mutl, Jan & Sögner, Leopold, 2013, "Parameter Estimation and Inference with Spatial Lags and Cointegration," Economics Series, Institute for Advanced Studies, number 296, May.
• Gokhan DEMİRTAŞ & Banu DEMİRHAN, 2013, "Gelişmekte olan ülkelerde döviz kuru politikaları ihracat ve ithalat üzerinde bir etkiye sahip midir?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 326, pages 93-116.
• Işıl EROL & Adem İLERİ, 2013, "What Determines REIT Returns in Turkey? An Application of Time-Varying Arbitrage Pricing Model in an Emerging REIT Market," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 331, pages 09-32.
• Serkan ÇİÇEK & Çiğdem BOZ, 2013, "A New Test of Exchange Rate Pass-through in a Small Open Economy: Evidence from Asymmetric ARDL Bounds Approach," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 333, pages 43-64.
• Christiane Baumeister & Luca Benati, 2013, "Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 2, pages 165-212, June.
• A. Anzuini & M. J. Lombardi & P. Pagano, 2013, "The Impact of Monetary Policy Shocks on Commodity Prices," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 3, pages 125-150, September.
• Ibrahim Ahamada & Jose Luis Diaz Sanchez, 2013, "A Retrospective Analysis of the House Prices Macro-Relationship in the United States," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 4, pages 153-174, December.
• Syh Han Ang & Nanthakumar Loganathan, 2013, "Interactions between Economic Growth and Unemployment Condition in Asian Region," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 1, issue 12, pages 135-146, December.
• Nanthakumar Loganathan & Ang Shy Han & Mori Kogid, 2013, "Demand for Indonesia, Singapore and Thailand Tourist to Malaysia:Seasonal Unit Root and Multivariate Analysis," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 1, issue 2, pages 15-23, Februray.
• Muhammad Shahbaz & Talat Afza & Muhammad Shahbaz Shabbir, 2013, "Financial Development, Domestic Savings and Poverty Reduction in Pakistan: Using Cointegration and Granger Causality Analysis," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 1, issue 5, pages 59-73, May.
• Mr. Hideaki Hirata & Mr. Ayhan Kose & Mr. Christopher Otrok, 2013, "Regionalization vs. Globalization," IMF Working Papers, International Monetary Fund, number 2013/019, Jan.
• Mirko Abbritti & Mr. Salvatore Dell'Erba & Mr. Antonio Moreno & Mr. Sergio Sola, 2013, "Global Factors in the Term Structure of Interest Rates," IMF Working Papers, International Monetary Fund, number 2013/223, Nov.
• Fabian Lindner, 2013, "The Housing Wealth Effect on Consumption Reconsidered," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 115-2013.
• Francisco Javier Reyes Zárate & Edgar Ortiz, 2013, "Modelos VaR-GARCH y Portafolios de Inversión Trinacionales en los Mercados Accionarios del TLCAN," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 8, issue 2, pages 129-155, Julio-Dic.
• Jacobo Campo & Viviana Sarmiento, 2013, "The Relationship between Energy Consumption and GDP: Evidence from a Panel of 10 Latin American Countries," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 50, issue 2, pages 233-255, November.
• Marc Joëts, 2013, "Energy price transmissions during extreme movements," Working Papers, Department of Research, Ipag Business School, number 2013-28, Jan.
• Martínez-García, Miguel Ángel. & Venegas-Martínez, Francisco. & Trejo-García, José Carlos., 2013, "Un análisis de la política monetaria en México y sus efectos en variables reales, 1995-2011: un modelo VAR en un ambiente browniano," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 16, pages 77-103, primer se.
• María Lorena Marí del Cristo & Marta Gómez-Puig, 2013, "“Fiscal sustainability and fiscal shocks in a dollarized and oil-exporting country: Ecuador”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201306, Apr, revised Apr 2013.
• Stefano Puddu, 2013, "Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach," IRENE Working Papers, IRENE Institute of Economic Research, number 13-01, Jan.