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

• Massimiliano Castellani & Luca Fanelli & Marco Savioli, 2013, "Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango," Working Paper series, Rimini Centre for Economic Analysis, number 33_13, Jun, revised Jan 2014.
• Maria Christidou & Theodore Panagiotidis & Abhijit Sharma, 2013, "On the Stationarity of per Capita Carbon Dioxide Emissions over a Century," Working Paper series, Rimini Centre for Economic Analysis, number 48_13, Aug.
• Dimitrios D. Thomakos & Fotis Papailias, 2013, "Covariance Averaging for Improved Estimation and Portfolio Allocation," Working Paper series, Rimini Centre for Economic Analysis, number 66_13, Dec.
• Hyeon-seung Huh & Cyn-Young Park, 2013, "Examining the Determinants of Food Prices in Developing Asia," ADB Economics Working Paper Series, Asian Development Bank, number 370, Sep.
• Sergei Sidorov & Paresh Date & Vladimir Balash, 2013, "Using news analytics data in GARCH models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 29, issue 1, pages 82-96.
• Sergey Aivazian & Boris Brodsky & Edward Sandoyan & Mariam Voskanyan & David Manukyan, 2013, "Macroeconometric modeling of the Russian and Armenian economy. I. Peculiarities of macroeconomic situation and theoretical description of dynamic models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 30, issue 2, pages 3-25.
• Sergey Aivazian & Boris Brodsky & Edward Sandoyan & Mariam Voskanyan & David Manukyan, 2013, "Macroeconometric modeling of Russian and Armenian economies. II. Aggregated macroeconometric models of the national economies of Russia and Armenia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 31, issue 3, pages 7-31.
• Alexandr Travkin, 2013, "Pair copula constructions in portfolio optimization ploblem," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 32, issue 4, pages 110-133.
• Sirajul Islam, 2013, "Testing the Existence of Purchasing Power Parity in Bilateral Trade between Bangladesh and India," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 36, issue 1, pages 121-132.
• Bilkis Raihana, 2013, "Change in Input Relations in Bangladesh Agriculture, 1973-1995," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 36, issue 3, pages 43-67.
• Fawad Ahmad, 2013, "The Effect of Oil Prices on Unemployment: Evidence from Pakistan," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 4, issue 1, pages 1-43.
• Tayfur Bayat & Selim Kayhan & Ali Kocyigit, 2013, "Asymmetric Behavior of Unemployment Analysis with Regime Switching Models in Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 4, issue 2, pages 1-79.
• Georges Dionne & Olfa Maalaoui Chun, 2013, "Default and liquidity regimes in the bond market during the 2002-2012 period," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 13-4, Sep.
• Yuming Cui, 2013, "How Is the RMB Exchange Rate Misaligned? A Recent Application of Behavioral Equilibrium Exchange Rate (BEER) to China," East Asian Economic Review, Korea Institute for International Economic Policy, volume 17, issue 3, pages 281-310, DOI: 10.11644/KIEP.JEAI.2013.17.3.267.
• Abdulrahman Al Shayeb & Abdulnasser Hatemi-J, 2013, "An Empirical Investigation of the Potential Asymmetric Relationship between the Stock Market and the Exchange Rates in the UAE - Un esame empirico della potenziale relazione asimmetrica tra mercato az," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 66, issue 4, pages 425-438.
• Brian M. Francis, 2013, "Causal Relationship between Financial Development and Economic Growth:A Case Study - Relazione causale tra sviluppo finanziario e crescita economica: studio di un caso," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 66, issue 4, pages 439-453.
• M. Asim Afridi & Arshia Amiri, 2013, "Granger causality between international forign aid, adult mortality and GDP: evidance from panel analysis for 96 countries," European Economic Letters, European Economics Letters Group, volume 2, issue 1, pages 32-37.
• Stephan B. Bruns & Christian Gross, 2013, "What if Energy Time Series are not Independent? Implications for Energy-GDP Causality Analysis," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 10/2013, Sep.
• Stephan B. Bruns & Christian Gross & David I. Stern, 2013, "Is There Really Granger Causality Between Energy Use and Output?," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 11/2013, Aug.
• Javier Aliaga Lordemann & Ignacio Garrón Vedia, 2013, "Sensibilidad del Sector Fiscal a los Ciclos Económicos en Bolivia 1990-2012," Documentos de trabajo, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, number 7/2013, Jul.
• Khaled Guesmi & Zied Ftiti & Ilyes Abid, 2013, "Greece’s Stock Market Integration with Southeast Europe," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 28, pages 668-682.
• César R Sobrino, 2013, "The twin deficits hypothesis and reverse causality: A short-run analysis of Peru," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 18, issue 34, pages 9-15.
• Felix Schlumpf & Genene Tessera & Catalina Martínez, 2013, "Market risk of real estate: Using indirect data to understand direct risks," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 3, pages 111-120.
• José D. Liquitaya Briceño, 2013, "La dinámica de los precios en México: 1993 - 2012," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 1-27.
• Javier Galán Figueroa & Francisco Venegas-Martínez, 2013, "Evolución de la política monetaria en México: un análisis VAR estructural, 2000-2011," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 59-74.
• Julia Freese, 2013, "The regional pattern of the U.S. house price bubble - An application of SPC to city level data," Working Paper, Helmut Schmidt University, Hamburg, number 131/2012, Jan.
• Jan-Erik Wesselhöft, 2013, "The Effect of Public Capital on Aggregate Output – Empirical Evidence for 22 OECD Countries –," Working Paper, Helmut Schmidt University, Hamburg, number 135/2013, Apr.
• Mateescu, George Daniel, 2013, "Multiple Points Regression," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 141-144, June.
• Dobrescu, Emilian, 2013, "Modelling the Sectoral Structure of the Final Output," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 59-89, October.
• Wen-Yi Chen, 2013, "Does Housing Cost Affect Birth Rates in Taiwan? The ADL Test for Threshold Co-integration," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 90-103, October.
• Jian Zhang & Dongxiang Zhang & Juan Wang & Yue Zhang, 2013, "Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 205-217, December.
• Emilian Dobrescu, 2013, "Updating the Romanian Economic Macromodel," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-31, December.
• Shu-Ching Cheng & Tsung-Pao Wu, 2013, "Nonlinear Behavior of the US Stock Price-Dividend: Evidence from Threshold Unit Root Tests," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 82-93, December.
• Dobrescu, Emilian, 2013, "Restatement of the I-O Coefficient Stability Problem," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 132601, Jun.
• Hsiu-Hsin Ko & Masao Ogaki, 2013, "Granger Causality from Exchange Rates to Fundamentals: What Does the Bootstrap Test Show Us?," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 577, Feb.
• Giuseppe Bianchi & Tatiana Cesaroni & Ottavio Ricchi, 2013, "Previsioni delle spese del bilancio dello Stato attraverso i flussi di contabilità finanziaria," Rivista di Politica Economica, SIPI Spa, issue 1, pages 271-326, January-M.
• Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2013, "Is Volatility Good for Growth? Evidence from the G7," CEIS Research Paper, Tor Vergata University, CEIS, number 258, Jan, revised 08 Jan 2013.
• Emmanuela Bernardini & Gianluca Cubadda, 2013, "Macroeconomic forecasting and structural analysis through regularized reduced-rank regression," CEIS Research Paper, Tor Vergata University, CEIS, number 289, Oct, revised 03 Oct 2013.
• Hyun Hak Kim & Norman Swanson, 2013, "Mining Big Data Using Parsimonious Factor and Shrinkage Methods," Departmental Working Papers, Rutgers University, Department of Economics, number 201316, Jul.
• Ebru ÇaÄŸlayan, 2011, "The Impact of Stock Index Futures on the Turkish Spot Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 1, pages 73-91, April, DOI: 10.1177/097265271101000103.
• Brenda González-Hermosillo & Heiko Hesse, 2011, "Global Market Conditions and Systemic Risk," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 2, pages 227-252, August, DOI: 10.1177/097265271101000204.
• Rangan Gupta & Faaiqa Hartley, 2013, "The Role of Asset Prices in Forecasting Inflation and Output in South Africa," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 3, pages 239-291, December, DOI: 10.1177/0972652713512913.
• Aviral Kumar Tiwari & Muhammad Shahbaz, 2013, "Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India," Global Business Review, International Management Institute, volume 14, issue 3, pages 397-411, September, DOI: 10.1177/0972150913496784.
• Cheam Chai Li & Rosli Mahmood & Hussin Abdullah & Ong Soon Chuan, 2013, "Economic Growth, Tourism and Selected Macroeconomic Variables: A Triangular Causal Relationship in Malaysia," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 2, pages 185-206, May, DOI: 10.1177/0973801013483503.
• Christian Glocker, 2013, "Government Expenditures and Business Cycles—Policy Reaction and Surprise Shocks," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 3, pages 215-254, August, DOI: 10.1177/0973801013491533.
• Christian Dreger & Yanqun Zhang, 2013, "Inflation in China Increasingly Driven by Domestic Factors," National Institute Economic Review, National Institute of Economic and Social Research, volume 223, issue 1, pages 35-38, February.
• Biru Paksha Paul, 2013, "Output Relationships in South Asia: Are Bangladesh and India Different from Neighbours?," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 14, issue 1, pages 35-57, March, DOI: 10.1177/1391561413477939.
• Gazi Salah Uddin & Bo Sjö, 2013, "Remittances, Financial Development and Economic Growth in Bangladesh," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 14, issue 2, pages 261-273, September, DOI: 10.1177/1391561413500174.
• Ugur Adiguzel & Tayfur Bayat & Selim Kayhan & Saban Nazlioglu, 2013, "Oil Prices and Exchange Rates in Brazil, India and Turkey: Time and Frequency Domain Causality Analysis," Research Journal of Politics, Economics and Management, Sakarya University, Faculty of Economics and Administrative Sciences, volume 1, issue 1, pages 49-73, January.
• Ismet Gocer, 2013, "Determinants of Economic Growth: Bounds Testing Approach," Research Journal of Politics, Economics and Management, Sakarya University, Faculty of Economics and Administrative Sciences, volume 1, issue 1, pages 75-91, January.
• Muhammad Ali Choudhary & Muhammad Nadim Hanif & Javed Iqbal, 2013, "On Smoothing Macroeconomic Time Series using HP and Modified HP Filter," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 60, May.
• Szarowska Irena, 2013, "Relationship between government expenditure and output in the problematic regions in the European Union," Экономика региона, CyberLeninka;Федеральное государственное бюджетное учреждение науки «Институт экономики Уральского отделения Российской академии наук», issue 4 (36), pages 190-199.
• Ichoku Hyacinth Eme & Nteegah Alwell & Ikpe Marius, 2013, "Determinants of Nigeria's Non-Oil Import Demand," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 11, issue 1, pages 79-100.
• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2013, "Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 345, Oct.
• Vincenzo Candila, 2013, "A Comparison of the Forecasting Performances of Multivariate Volatility Models," Working Papers, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno, number 3_228, Nov.
• Frank Schmid, 2013, "Wealth Effects on Consumption in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 149, issue I, pages 87-110, March.
• M. Zakir Saadullah Khan, 2013, "Causality Between Economic Growth, Energy Consumption And Green House Gas Emissions In Bangladesh: A Toda-Yamamoto Approach," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 2 (Septem, pages 245-257.
• Philip Arestis & Michail Karoglou & Kostas Mouratidis, 2013, "The Price Puzzle: Fact or Artefact?," Working Papers, The University of Sheffield, Department of Economics, number 2013008.
• Yasuo Hirose & Atsushi Inoue, 2013, "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1306, Sep.
• Matthias Gubler & Matthias S. Hertweck, 2013, "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working Papers, Swiss National Bank, number 2013-05.
• André Luis Squarize Chagas, 2013, "The Impact of Tax Substitution on the price of pharmaceutical products in the state of São Paulo," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2013_19, Nov.
• Carsten Trenkler & Enzo Weber, 2013, "Codependent VAR models and the pseudo-structural form," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 97, issue 3, pages 287-295, July, DOI: 10.1007/s10182-012-0204-7.
• Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2013, "Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes," Empirical Economics, Springer, volume 44, issue 2, pages 387-417, April, DOI: 10.1007/s00181-011-0536-2.
• Martyna Marczak & Thomas Beissinger, 2013, "Real wages and the business cycle in Germany," Empirical Economics, Springer, volume 44, issue 2, pages 469-490, April, DOI: 10.1007/s00181-011-0542-4.
• Rita Duarte & Carlos Marques, 2013, "The dynamic effects of shocks to wages and prices in the United States and the Euro Area," Empirical Economics, Springer, volume 44, issue 2, pages 613-638, April, DOI: 10.1007/s00181-012-0561-9.
• Mehmet Balcilar & Zeynel Ozdemir, 2013, "The export-output growth nexus in Japan: a bootstrap rolling window approach," Empirical Economics, Springer, volume 44, issue 2, pages 639-660, April, DOI: 10.1007/s00181-012-0562-8.
• Rokon Bhuiyan, 2013, "Inflationary expectations and monetary policy: evidence from Bangladesh," Empirical Economics, Springer, volume 44, issue 3, pages 1155-1169, June, DOI: 10.1007/s00181-012-0595-z.
• Dimitrios Malliaropulos & Ekaterini Panopoulou & Theologos Pantelidis & Nikitas Pittis, 2013, "Decomposing the persistence of real exchange rates," Empirical Economics, Springer, volume 44, issue 3, pages 1217-1242, June, DOI: 10.1007/s00181-012-0565-5.
• Wilson Corrêa & Sidney Caetano, 2013, "Monetary policy and transmission mechanism in Brazil: an empirical model," Empirical Economics, Springer, volume 45, issue 1, pages 115-135, August, DOI: 10.1007/s00181-012-0610-4.
• Stelios Bekiros & Alessia Paccagnini, 2013, "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, volume 45, issue 1, pages 635-664, August, DOI: 10.1007/s00181-012-0623-z.
• Andreas Benedictow & Pål Boug, 2013, "Trade liberalisation and exchange rate pass-through: the case of textiles and wearing apparels," Empirical Economics, Springer, volume 45, issue 2, pages 757-788, October, DOI: 10.1007/s00181-012-0629-6.
• Marcel Gorenflo, 2013, "Futures price dynamics of CO 2 emission allowances," Empirical Economics, Springer, volume 45, issue 3, pages 1025-1047, December, DOI: 10.1007/s00181-012-0645-6.
• Julien Chevallier, 2013, "Price relationships in crude oil futures: new evidence from CFTC disaggregated data," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 15, issue 2, pages 133-170, April, DOI: 10.1007/s10018-012-0045-3.
• Nilgun Yavuz & Veli Yilanci & Zehra Ozturk, 2013, "Is health care a luxury or a necessity or both? Evidence from Turkey," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 14, issue 1, pages 5-10, February, DOI: 10.1007/s10198-011-0339-6.
• A. Nurul Hossain & Syed Hasanuzzaman, 2013, "Remittances and investment nexus in Bangladesh: an ARDL bounds testing approach," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 60, issue 4, pages 387-407, December, DOI: 10.1007/s12232-012-0170-0.
• Paraskevi Salamaliki & Ioannis Venetis & Nicholas Giannakopoulos, 2013, "The causal relationship between female labor supply and fertility in the USA: updated evidence via a time series multi-horizon approach," Journal of Population Economics, Springer;European Society for Population Economics, volume 26, issue 1, pages 109-145, January, DOI: 10.1007/s00148-012-0418-8.
• Małgorzata Doman & Ryszard Doman, 2013, "Dynamic linkages between stock markets: the effects of crises and globalization," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 12, issue 2, pages 87-112, August, DOI: 10.1007/s10258-013-0091-1.
• Helmut Lütkepohl, 2013, "Reducing confidence bands for simulated impulse responses," Statistical Papers, Springer, volume 54, issue 4, pages 1131-1145, November, DOI: 10.1007/s00362-013-0510-5.
• Lucas Lúcio Godeiro & César Roberto Leite da Silva & Fábio Lúcio Rodrigues, 2013, "Testing the CAPM for the Brazilian Stock Market using Multivariate GARCH between 1995 and 2012," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 2, issue 2, pages 1-2.
• Matteo Barigozzi & Antonio Conti, 2013, "On the Stability of Euro Area Money Demand and its Implications for Monetary Policy," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2013/11, Apr.
• André K. Anundsen & Eilev S. Jansen, 2013, "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers, Statistics Norway, Research Department, number 756, Oct.
• Antonello D’Agostino & Jacopo Cimadomo, 2015, "Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy," Working Papers, European Stability Mechanism, number 7, Dec.
• Gary Koop & Dimitris Korobilis, 2013, "A new index of financial conditions," Working Papers, University of Strathclyde Business School, Department of Economics, number 1307, Jun.
• Olutomi I Adeyemi & Lester C Hunt, 2013, "Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 142, Sep.
• Marian Vavra, 2013, "Testing for non-linearity in multivariate stochastic processes," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 2/2013, Sep.
• Marian Vavra, 2013, "Testing for linear and Markov switching DSGE models," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2013, Dec.
• Steven Fazzari & James Morley & Irina Panovska, 2013, "State-Dependent Effects of Fiscal Policy," Discussion Papers, School of Economics, The University of New South Wales, number 2012-27A, Apr.
• Steven Fazzari & James Morley & Irina Panovska, 2013, "State-Dependent Effects of Fiscal Policy," Discussion Papers, School of Economics, The University of New South Wales, number 2012-27B, Dec.
• Yunjong Eo & James Morley, 2013, "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," Discussion Papers, School of Economics, The University of New South Wales, number 2013-12, May.
• Silvester Van Koten & Andreas Ortmann, 2013, "Self-regulating organizations under the shadow of governmental oversight: An experimental investigation," Discussion Papers, School of Economics, The University of New South Wales, number 2013-13, May.
• Nico Katzke, 2013, "South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics," Working Papers, Stellenbosch University, Department of Economics, number 17/2013.
• Julien Chevallier & Florian Ielpo, 2013, "Cross-market linkages between commodities, stocks and bonds," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 10, pages 1008-1018, July, DOI: 10.1080/13504851.2013.772286.
• S. Anderson & T. R. Beard & H. Kim & L. V. Stern, 2013, "Fear and Closed-End Fund discounts," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 10, pages 956-959, July, DOI: 10.1080/13504851.2013.767969.
• Julien Chevallier & Florian Ielpo, 2013, "Volatility spillovers in commodity markets," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 13, pages 1211-1227, September, DOI: 10.1080/13504851.2013.799748.
• Johann Fuchs & Enzo Weber, 2013, "A new look at the discouragement and the added worker hypotheses: applying a trend--cycle decomposition to unemployment," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 15, pages 1374-1378, October, DOI: 10.1080/13504851.2013.812777.
• Julien Chevallier & Mathieu Gatumel & Florian Ielpo, 2013, "Understanding momentum in commodity markets," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 15, pages 1383-1402, October, DOI: 10.1080/13504851.2013.815300.
• Sofiane Aboura & Julien Chevallier, 2013, "An equicorrelation measure for equity, bond, foreign exchange and commodity returns," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 18, pages 1618-1624, December, DOI: 10.1080/13504851.2013.829192.
• N. Antonakakis & J. Darby, 2013, "Forecasting volatility in developing countries' nominal exchange returns," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 21, pages 1675-1691, November, DOI: 10.1080/09603107.2013.844323.
• Martin Bryan Schmidt, 2013, "Voting with the crowd: do single issues drive partisanship?," Applied Economics, Taylor & Francis Journals, volume 45, issue 13, pages 1691-1700, May, DOI: 10.1080/00036846.2011.636022.
• Juan Carlos Cuestas & Karsten Staehr, 2013, "Fiscal shocks and budget balance persistence in the EU countries from Central and Eastern Europe," Applied Economics, Taylor & Francis Journals, volume 45, issue 22, pages 3211-3219, August, DOI: 10.1080/00036846.2012.703316.
• Kui-Wai Li, 2013, "The US monetary performance prior to the 2008 crisis," Applied Economics, Taylor & Francis Journals, volume 45, issue 24, pages 3450-3461, August, DOI: 10.1080/00036846.2012.714071.
• Roberto Cellini & Tiziana Cuccia, 2013, "Museum and monument attendance and tourism flow: a time series analysis approach," Applied Economics, Taylor & Francis Journals, volume 45, issue 24, pages 3473-3482, August, DOI: 10.1080/00036846.2012.716150.
• Giuliana Passamani & Roberto Tamborini, 2013, "Monetary policy through the ‘credit-cost channel’: Italy and Germany pre- and post-EMU," Applied Economics, Taylor & Francis Journals, volume 45, issue 29, pages 4095-4113, October, DOI: 10.1080/00036846.2012.748176.
• Petr Geraskin & Dean Fantazzini, 2013, "Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 5, pages 366-391, May, DOI: 10.1080/1351847X.2011.601657.
• Lutz Kilian & Robert J. Vigfusson, 2013, "Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 78-93, January, DOI: 10.1080/07350015.2012.740436.
• Rolf Tschernig & Enzo Weber & Roland Weigand, 2013, "Long-Run Identification in a Fractionally Integrated System," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 4, pages 438-450, October, DOI: 10.1080/07350015.2013.812517.
• Jin Zhang & David A. Bessler & David J. Leatham, 2013, "Aggregate Business Failures and Macroeconomic Conditions: A Var Look at the U.S. Between 1980 and 2004," Journal of Applied Economics, Taylor & Francis Journals, volume 16, issue 1, pages 179-202, May, DOI: 10.1016/S1514-0326(13)60008-2.
• Carlos Eduardo Castillo-Maldonado & Fidel Pérez-Macal, 2013, "Assessment of Models to Forecast Exchange Rates: The Quetzal-U.S. Dollar Exchange Rate," Journal of Applied Economics, Taylor & Francis Journals, volume 16, issue 1, pages 71-99, May, DOI: 10.1016/S1514-0326(13)60004-5.
• Vespignani, Joaquin L., 2013, "The industrial impact of monetary shocks during the inflation targeting era in Australia," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2012-12, Jan, revised 17 Jan 2013.
• Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla, 2013, "The impact of jumps and thin trading on realized hedge ratios," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2013-02, Mar, revised 28 Mar 2013.
• Dungey, Mardi & Osborne, Denise, 2013, "International Transmissions to Australia: The Roles of the US and Euro Area," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17208, Oct, revised 16 Oct 2013.
• Dungey, Mardi & Gajurel, Dinesh, 2013, "Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17213, Oct, revised 16 Oct 2013.
• Ata Ozkaya, 2013, "Public Debt Stock Sustainability in Selected OECD Countries," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 13, issue 1, pages 31-49.
• Evren Erdogan Cosar & Sevim Kosem & Cagri Sarikaya, 2013, "Do We Really Need Filters In Estimating Output Gap? : Evidence From Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1333.
• H. Burcu Gurcihan & Gonul Sengul & Arzu Yavuz, 2013, "A Quest for Leading Indicators of the Turkish Unemployment Rate," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1341.
• Kurmas Akdogan, 2013, "Asymmetric Behaviour of Inflation around the Target in Inflation-Targeting Emerging Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1342.
• Birgül Cambazoğlu & Hacer Simay Karaalp, 2013, "The External Finance Premium and the Financial Accelerator: The Case of Turkey," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 6, issue 1, pages 103-121, April.
• Manabu Asai & Michael McAleer, 2013, "Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-003/III, Jan.
• David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh, 2013, "Volatility Spillovers from the US to Australia and China across the GFC," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-009/III, Jan, revised 01 Feb 2013.
• Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013, "Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-011/III, Jan.
• Manabu Asai & Michael McAleer, 2013, "A Fractionally Integrated Wishart Stochastic Volatility Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-025/III, Jan.
• Massimiliano Caporin & Michael McAleer, 2013, "Ten Things you should know about DCC," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-048/III, Mar.
• Francisco Blasques, 2013, "On the Phase Dependence in Time-Varying Correlations Between Time-Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-054/III, Apr.
• Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk, 2013, "Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-061/III, Apr.
• Andre Lucas & Bernd Schwaab & Xin Zhang, 2013, "Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-063/IV/DSF56, May, revised 13 Oct 2014.
• Eran Raviv & Kees E. Bouwman & Dick van Dijk, 2013, "Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-068/III, May.
• Manabu Asai & Massimiliano Caporin & Michael McAleer, 2013, "Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-073/III, May.
• Massimiliano Caporin & Michael McAleer, 2013, "Ten Things you should know about the Dynamic Conditional Correlation Representation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-078/III, Jun.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modelling and Management: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-085/III, Jun, revised 08 Jul 2013.
• Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013, "Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-090/III, Jul.
• Francisco Blasques & Andre Lucas & Erkki Silde, 2013, "Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-097/IV/DSF59, Jul.
• Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer, 2013, "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-128/III, Sep.
• H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2013, "Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-187/III, Nov.
• Atsushi Inoue & Lutz Kilian, 2013, "Inference on Impulse Response Functions in Structural VAR Models," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 11, Jul.
• Yasuo Hirose & Atsushi Inoue, 2013, "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 14, Sep.
• Atsushi Inoue & Lutz Kilian, 2013, "Inference on Impulse Response Functions in Structural VAR Models," TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 307, Jul.
• Yasuo Hirose & Atsushi Inoue, 2013, "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 308, Sep.
• Kamel GARFA, 2013, "Couplage Ou Découplage Des Cycles Économiques Des Mena : Une Approche En Termes De Modèle A Facteurs Dynamiques," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 38, pages 225-247.
• Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2013, "Structural Breaks in the International Dynamics of Inflation," The Review of Economics and Statistics, MIT Press, volume 95, issue 2, pages 646-659, May.
• Fève, Patrick & Sahuc, Jean-Guillaume, 2013, "On the Size of the Government Spending Multiplier in the Euro Area," TSE Working Papers, Toulouse School of Economics (TSE), number 13-396, Apr, revised Nov 2013.
• Gaëtan Stephan, 2013, "La nature des fluctuations du PIB réel et du chômage dans quatre grands pays européens: Une approche par composantes inobservées," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 201325, Jul.
• Emilio Congregado & Vicente Esteve & Antonio A. Golpe, 2013, "From complements to substitutes: Structural breaks in the elasticity of substitution between paidemployment and self-employment in the US," Working Papers, Instituto Universitario de Análisis Económico y Social, number 09/13, Sep.
• Manabu Asai & Michael McAleer, 2013, "Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-02.
• Manabu Asai & Michael McAleer, 2013, "A Fractionally Integrated Wishart Stochastic Volatility Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-07.
• Massimiliano Caporin & Michael McAleer, 2013, "Ten Things You Should Know About DCC," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-12, Mar.
• Massimiliano Caporin & Michael McAleer, 2013, "Ten Things You Should Know About the Dynamic Conditional Correlation Representation," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-21, Jun.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral, 2013, "Risk Modelling and Management: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-22.
• Alfredo García Hiernaux & Guerrero David E. & Michael McAleer, 2013, "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-28, revised Aug 2013.
• Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano, 2013, "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-36, Jun.
• Stelios D. Bekiros & Alessia Paccagnini, 2013, "On the predictability of time-varying VAR and DSGE models," Open Access publications, School of Economics, University College Dublin, number 10197/7326, Aug.
• Stelios D. Bekiros & Alessia Paccagnini, 2013, "On the predictability of time-varying VAR and DSGE models," Open Access publications, School of Economics, University College Dublin, number 10197/7329, Aug.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013, "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working papers, University of Connecticut, Department of Economics, number 2013-13, Jun.
• Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013, "Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach," Working papers, University of Connecticut, Department of Economics, number 2013-14, Jun.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013, "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working papers, University of Connecticut, Department of Economics, number 2013-20, Aug, revised Dec 2013.
• Eddie Gerba & Klemens Hauzenberger, 2013, "Estimating US Fiscal and Monetary Interactions in a Time Varying VAR," Studies in Economics, School of Economics, University of Kent, number 1303, Mar.
• Reinhold Heinlein & Hans-Martin Krolzig, 2013, "Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach," Studies in Economics, School of Economics, University of Kent, number 1321, Dec.
• Reinhold Heinlein & Hans-Martin Krolzig, 2013, "Global stochastic trends in growth, interest and inflation. Is the post-Bretton-Woods era driven by the Volcker disinflation?," Studies in Economics, School of Economics, University of Kent, number 1322, Dec.
• Hans-Martin Krolzig & Reinhold Heinlein, 2013, "Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing," Studies in Economics, School of Economics, University of Kent, number 1323, Dec.
• Matteo Luciani, 2013, "Monetary Policy, and the Housing Market: A Structural Factor Analysis," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/153324, Apr.
• Matteo Luciani & Antoniomaria Conti & Matteo Barigozzi, 2013, "Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/153330, Jun.
• Helmi Hamdi & Rashid Sbia, 2013, "Are Investment and Saving Cointegrated? Evidence from Middle East and North African Countries," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/206836.
• Eliana Melognio & Sylvina Porras, 2013, "Elasticidad de la demanda de trabajo en Uruguay : 1986-2005," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 13-08, Aug.
• Eric Ghysels & J. Isaac Miller, 2013, "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," Working Papers, Department of Economics, University of Missouri, number 1307, Jun, revised 07 May 2014.
• Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J., 2013, "Testing for common cycles in non-stationary VARs with varied frecquency data," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 002, Jan, DOI: 10.26481/umagsb.2013002.
• Götz, T.B. & Hecq, A.W., 2013, "Nowcasting causality in mixed frequency vector autoregressive models," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 050, Jan, DOI: 10.26481/umagsb.2013050.
• Majid M. Al-Sadoon, 2013, "Geometric and long run aspects of Granger causality," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1356, Jan.
• Matteo Barigozzi & Christian T. Brownlees, 2013, "Nets: Network estimation for time series," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1391, Oct.
• Marta Lachowska, 2013, "Expenditure, Confidence, and Uncertainty: Identifying Shocks to Consumer Confidence Using Daily Data," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 13-197, Jun.
• Irena Szarowska, 2013, "Relationship between government expenditure and output in the problematic regions in the European Union," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, volume 1, issue 4, pages 190-199.
• Lovcha, Yuliya & Pérez Laborda, Àlex, 2013, "A fractionally integrated approach to monetary policy and inflation dynamics," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/211795.
• Lechner, Michael, 2013, "Treatment effects and panel data," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1314, Jun.
• Trojan, Sebastian, 2013, "Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage using Returns and Realized Volatility Contemporaneously," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1341, Dec, revised Aug 2014.
• Aaron Walker & Rod Tyers, 2013, "Quantifying Australia's "Three Speed" Boom," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 13-06.
• Maddalena Cavicchioli, 2013, "�Determining the Number of Regimes in Markov-Switching VAR and VMA Models�," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:03.
• Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013, "Bayesian Markov Switching Stochastic Correlation Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:11.
• Federico Bassetti & Roberto Casarin & Fabrizio Leisen, 2013, "Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:13.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:17, revised 2014.
• David E. Giles & Yanan Li, 2013, "Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets," Econometrics Working Papers, Department of Economics, University of Victoria, number 1301, Oct.
• Marina Tkalec, 2013, "Monetary Determinants of Deposit Euroization in European Post-Transition Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 1, pages 89-101.
• Lyubomir Lyubenov, 2013, "Assessment Of The Elasticity Of Republic Of Bulgaria’s Foreign Trade In Energy Resources By Means Of The Almon Model," Business & Management Compass, University of Economics Varna, issue 1, pages 53-61.
• Łukasz Goczek & Dagmara Mycielska, 2013, "Ready for euro? Empirical study of the actual monetary policy independence in Poland," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-13.
• Łukasz Goczek & Dagmara Mycielska, 2013, "Long-run interest rate convergence in Poland and the EMU," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-21.