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

• 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(0x89df7828), October.
• 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, DOI: http://dx.doi.org/10.18235/0011481.
• 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.
• Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & D, 2013, "Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 15, issue 1, pages 17-45.
• Sahin, Afsin & Tansel, Aysit & Berument, Hakan, 2013, "Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective," IZA Discussion Papers, IZA Network @ LISER, number 7599, Aug.
• van den Berg, Gerard J. & van der Klaauw, Bas, 2013, "Structural Empirical Evaluation of Job Search Monitoring," IZA Discussion Papers, IZA Network @ LISER, number 7740, Nov.
• Tani, Massimiliano & Joyeux, Roselyne, 2013, "Do Business Visits Cause Productivity Growth?," IZA Discussion Papers, IZA Network @ LISER, number 7827, Dec.
• Dilara Kýlýnç & Esra Onater & Ý. Hakan Yetkiner, 2013, "The ARDL Test of Gender Kuznets Curve for G7 Countries," Working Papers, Izmir University of Economics, number 1305, Sep.
• Hon-Chung Hui, 2013, "Housing price cycles and aggregate business cycles: stylised facts in the case of Malaysia," Journal of Developing Areas, Tennessee State University, College of Business, volume 47, issue 1, pages 149-169, January-J.
• Akhand Akhtar Hossain, 2013, "Trade liberalization and import-demand behavior in Bangladesh, 1974–2008," Journal of Developing Areas, Tennessee State University, College of Business, volume 47, issue 2, pages 387-416, July-Dece.
• Huiran Pan & Chun Wang, 2013, "Financial Development And Economic Growth: A New Investigation," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 38, issue 1, pages 27-46, March.
• Oluwole Owoye & Olugbenga A. Onafowora, 2013, "Carbon Emissions and Income Trajectory in Eight Heterogeneous Countries: The Role of Trade Openness, Energy Consumption and Population Dynamics," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 9, issue 2, pages 87-125, June.
• Rahman Olanrewaju Raji, 2013, "Exchange Rate Pass Through in a Small Open Economy: A case study of West African Monetary Zone," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 9, issue 4, pages 275-290, December.
• Jochen Güntner, 2013, "How do oil producers respond to oil demand shocks?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2013-11, Jul.
• Baragona Roberto & Cucina Domenico, 2013, "Multivariate Self-Exciting Threshold Autoregressive Modeling by Genetic Algorithms," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 233, issue 1, pages 3-21, February, DOI: 10.1515/jbnst-2013-0103.
• Staszewska-Bystrova Anna, 2013, "Modified Scheffé’s Prediction Bands," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 233, issue 5-6, pages 680-690, October, DOI: 10.1515/jbnst-2013-5-608.
• John W. Keating, 2013, "What Do We Learn from Blanchard and Quah Decompositions If Aggregate Demand May Not be Long-Run Neutral?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201302, Jan.
• Leonard MacLean & Yonggan Zhao & William Ziemba, 2013, "Currency returns, market regimes and behavioral biases," Annals of Finance, Springer, volume 9, issue 2, pages 249-269, May, DOI: 10.1007/s10436-012-0220-3.
• Azamat Abdymomunov, 2013, "Regime-switching measure of systemic financial stress," Annals of Finance, Springer, volume 9, issue 3, pages 455-470, August, DOI: 10.1007/s10436-012-0194-1.
• Bruno Chiarini & Elisabetta Marzano & Friedrich Schneider, 2013, "Tax rates and tax evasion: an empirical analysis of the long-run aspects in Italy," European Journal of Law and Economics, Springer, volume 35, issue 2, pages 273-293, April, DOI: 10.1007/s10657-011-9247-6.
• Claudio Detotto & Manuela Pulina, 2013, "Does more crime mean fewer jobs and less economic growth?," European Journal of Law and Economics, Springer, volume 36, issue 1, pages 183-207, August, DOI: 10.1007/s10657-012-9334-3.
• Oliver Holtemöller & Götz Zeddies, 2013, "Has the Euro increased international price elasticities?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 40, issue 1, pages 197-214, February, DOI: 10.1007/s10663-011-9182-3.
• Zsolt Darvas, 2013, "Monetary transmission in three central European economies: evidence from time-varying coefficient vector autoregressions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 40, issue 2, pages 363-390, May, DOI: 10.1007/s10663-012-9197-4.
• Sybille Lehwald, 2013, "Has the Euro changed business cycle synchronization? Evidence from the core and the periphery," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 40, issue 4, pages 655-684, November, DOI: 10.1007/s10663-012-9205-8.
• C. Wernerheim & M. Waples, 2013, "Demand patterns and Canada’s trade in services," International Economics and Economic Policy, Springer, volume 10, issue 2, pages 159-181, June, DOI: 10.1007/s10368-011-0199-7.
• Enzo Weber, 2013, "Economic integration and the foreign exchange," International Economics and Economic Policy, Springer, volume 10, issue 2, pages 201-215, June, DOI: 10.1007/s10368-011-0202-3.
• Mouyad Al Samara & Cindy Moons & Jan Hove, 2013, "Exchange rate pass-through: evidence from the Syrian economy," International Economics and Economic Policy, Springer, volume 10, issue 3, pages 405-425, September, DOI: 10.1007/s10368-013-0235-x.
• Wen-Yi Chen, 2013, "Does healthcare financing converge? Evidence from eight OECD countries," International Journal of Health Economics and Management, Springer, volume 13, issue 3, pages 279-300, December, DOI: 10.1007/s10754-013-9132-7.
• Martin Hoesli & Kustrim Reka, 2013, "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 1, pages 1-35, July, DOI: 10.1007/s11146-011-9346-8.
• Gwangheon Hong & Bong Lee, 2013, "Does Inflation Illusion Explain the Relation between REITs and Inflation?," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 1, pages 123-151, July, DOI: 10.1007/s11146-011-9353-9.
• Mardi Dungey & Gerald Dwyer & Thomas Flavin, 2013, "Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities," Open Economies Review, Springer, volume 24, issue 1, pages 5-32, February, DOI: 10.1007/s11079-012-9254-4.
• Vo Le & David Meenagh & Patrick Minford & Zhirong Ou, 2013, "What Causes Banking Crises? An Empirical Investigation for the World Economy," Open Economies Review, Springer, volume 24, issue 4, pages 581-611, September, DOI: 10.1007/s11079-013-9274-8.
• Luís Aguiar-Conraria & Pedro Magalhães & Maria Soares, 2013, "The nationalization of electoral cycles in the United States: a wavelet analysis," Public Choice, Springer, volume 156, issue 3, pages 387-408, September, DOI: 10.1007/s11127-012-0052-8.
• Sunil Mohanty & Aigbe Akhigbe & Tawfeek Al-Khyal & Turki Bugshan, 2013, "Oil and stock market activity when prices go up and down: the case of the oil and gas industry," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 2, pages 253-272, August, DOI: 10.1007/s11156-012-0309-9.
• Rahul Ranjan & Abhishek K. Chintu, 2013, "An Application of Wagner’s Law in the Indian Economy: 1970-71 to 2010-11," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 4, pages 138-144, December.
• Fady Barsoum, 2013, "The Effects of Monetary Policy Shocks on a Panel of Stock Market Volatilities: A Factor-Augmented Bayesian VAR Approach," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2013-15, Feb.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok, 2013, "Regionalization vs. Globalization," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1302, Feb.
• Afsin Sahin & Aysit Tansel & M. Hakan Berument, 2013, "Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1311, May.
• Maria Christidou & Theodore Panagiotidis & Abhijit Sharma, 2013, "On the stationarity of per capita carbon dioxide emissions over a century," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1317, Aug.
• Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013, "Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1321, Nov.
• Krzysztof Beck & Jakub Janus, 2013, "Aggregate Demand Disturbances in the Visegrad Group and the Eurozone," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 1, issue 3, pages 7-19.
• Niels Framroze Møller, 2013, "Understanding Unemployment Hysteresis: A system-based econometric approach to changing equilibria and slow adjustment," Discussion Papers, University of Copenhagen. Department of Economics, number 13-06, Aug.