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

• McAdam, Peter & Lombardo, Giovanni, 2012, "Financial market frictions in a model of the euro area," Working Paper Series, European Central Bank, number 1423, Feb.
• Melolinna, Marko, 2012, "Macroeconomic shocks in an oil market var," Working Paper Series, European Central Bank, number 1432, May.
• Cassola, Nuno & Morana, Claudio, 2012, "Euro money market spreads during the 2007-? financial crisis," Working Paper Series, European Central Bank, number 1437, May.
• Abildgren, Kim, 2012, "Business cycles, monetary transmission and shocks to financial stability: empirical evidence from a new set of Danish quarterly national accounts 1948-2010," Working Paper Series, European Central Bank, number 1458, Aug.
• Abildgren, Kim, 2012, "Financial structures and the real effects of credit-supply shocks in Denmark 1922-2011," Working Paper Series, European Central Bank, number 1460, Aug.
• Gattini, Luca & Pill, Huw & Schuknecht, Ludger, 2012, "A global perspective on inflation and propagation channels," Working Paper Series, European Central Bank, number 1462, Aug.
• Afonso, António & Jalles, João Tovar, 2012, "Revisiting fiscal sustainability: panel cointegration and structural breaks in OECD countries," Working Paper Series, European Central Bank, number 1465, Aug.
• Musso, Alberto & Gambetti, Luca, 2012, "Loan supply shocks and the business cycle," Working Paper Series, European Central Bank, number 1469, Sep.
• Kociecki, Andrzej & Rubaszek, Michał & Ca' Zorzi, Michele, 2012, "Bayesian analysis of recursive SVAR models with overidentifying restrictions," Working Paper Series, European Central Bank, number 1492, Nov.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012, "Prior selection for vector autoregressions," Working Paper Series, European Central Bank, number 1494, Nov.
• Brousseau, Vincent & Durré, Alain, 2013, "Interest rate volatility: a consol rate-based measure," Working Paper Series, European Central Bank, number 1505, Jan.
• Nickel, Christiane & Tudyka, Andreas, 2013, "Fiscal stimulus in times of high debt: reconsidering multipliers and twin deficits," Working Paper Series, European Central Bank, number 1513, Feb.
• Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013, "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series, European Central Bank, number 1536, Apr.
• Canova, Fabio & Dallari, Pietro, 2013, "How important is tourism for the international transmission of cyclical fluctuations? Evidence from the Mediterranean," Working Paper Series, European Central Bank, number 1553, Jun.
• Gross, Marco & Binder, Michael, 2013, "Regime-switching global vector autoregressive models," Working Paper Series, European Central Bank, number 1569, Aug.
• Ca' Zorzi, Michele & Rubaszek, Michał & Muck, Jakub, 2013, "Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk," Working Paper Series, European Central Bank, number 1576, Aug.
• Schwaab, Bernd & Eser, Fabian, 2013, "Assessing asset purchases within the ECB’s securities markets programme," Working Paper Series, European Central Bank, number 1587, Sep.
• Jarociński, Marek & Maćkowiak, Bartosz, 2013, "Granger-causal-priority and choice of variables in vector autoregressions," Working Paper Series, European Central Bank, number 1600, Oct.
• Schwaab, Bernd & Lucas, André & Zhang, Xin, 2013, "Conditional and joint credit risk," Working Paper Series, European Central Bank, number 1621, Dec.
• Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Creal, Drew, 2013, "Observation driven mixed-measurement dynamic factor models with an application to credit risk," Working Paper Series, European Central Bank, number 1626, Dec.
• Lucas Lucio Godeiro, 2013, "Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 2, pages 253-275.
• Janesh Sami, 2013, "Remittances, Banking Sector Development and Economic Growth in Fiji," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 2, pages 503-511.
• Faruk G rsoy & Ahmet Sekreter & H seyin Kalyoncu, 2013, "FDI and Economic Growth Relationship Based on Cross-Country Comparison," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 2, pages 519-524.
• Chang-Yi Hsu & Jean Yu & Shiow-Ying Wen, 2013, "The Analysts' Forecast of IPO Firms during the Global Financial Crisis," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 3, pages 673-682.
• Imen Mahmoud & Kamel Naoui & Hatem Jemmali, 2013, "Study of Speculative Bubbles: The Contribution of Approximate Entropy," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 3, pages 683-693.
• Suppanunta Romprasert, 2013, "Asian Economic Community with Selected Macroeconomic Variables for Exports Sustainability," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 3, pages 602-605.
• Taha Bahadir Sarac & OkYAY Ucan, 2013, "The Interest Rate Channel in Turkey: An Investigation with Kalman Filter Approach," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 4, pages 874-884.
• Akbar Komijani & Nadiya Gandali Alikhani & Esmaeil Naderi, 2013, "The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 3, issue 1, pages 43-50.
• Andre Assis de Salles, 2013, "An Investigation of Some Hedging Strategies for Crude Oil Market," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 3, issue 1, pages 51-59.
• Chibueze, E. Nnaji & Jude, O. Chukwu & Nnaji Moses, 2013, "Does Domestic Energy Consumption Contribute to Exports? Empirical Evidence from Nigeria," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 3, issue 3, pages 297-306.
• Aynur Pala, 2013, "Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 3, issue 3, pages 238-246.
• Saleh Mothana Obadi & Sona Othmanov & Mariam Abdov, 2013, "What are the Causes of High Crude Oil Price? Causality Investigation," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 3, issue Special, pages 80-92.
• Yi Zhang, 2013, "The Links between the Price of Oil and the Value of US Dollar," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 3, issue 4, pages 341-351.
• Rohin Anhal, 2013, "Causality between GDP, Energy and Coal Consumption in India, 1970-2011: A Non-parametric Bootstrap Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 3, issue 4, pages 434-446.
• Cortez, Willy Walter & Islas C., Alejandro, 2013, "Relaciones dinámicas del producto y el empleo en México: una evaluación de sus componentes permanentes y transitorios," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Cortez, Willy Walter & Islas C., Alejandro, 2013, "An assessment of the dynamics between the permanent and transitory components of Mexico's output and unemployment," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Gary, Koop & Dimitris, Korobilis, 2013, "A New Index of Financial Conditions," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-48.
• Aleksei Netsunajev, 2013, "Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity," Bank of Estonia Working Papers, Bank of Estonia, number wp2012-6, Jan, revised 03 Jan 2013.
• Gertrud Errit & Lenno Uuskula, 2013, "Euro Area monetary policy transmission in Estonia," Bank of Estonia Working Papers, Bank of Estonia, number wp2013-7, Dec, revised 09 Dec 2013.
• Dmitry Kulikov & Aleksei Netsunajev, 2013, "Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach," Bank of Estonia Working Papers, Bank of Estonia, number wp2013-9, Dec, revised 09 Dec 2013.
• Gaetano D’Adamo & Mariam Camarero & Cecilio Tamarit, 2013, "Wage leadership models: a country-by-country analysis of the EMU," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1317, Jul.
• Emilio Congregado & Vicente Esteve & Antonio A. Golpe, 2013, "From complements to substitutes: Structural breaks in the elasticity of substitution between paid-employment and self-employment in the US," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1319, Sep.
• Schiemann, Frank & Guenther, Thomas, 2013, "Earnings Predictability, Value Relevance, and Employee Expenses," The International Journal of Accounting, Elsevier, volume 48, issue 2, pages 149-172, DOI: 10.1016/j.intacc.2013.04.001.
• Osorio, Carolina & Unsal, D. Filiz, 2013, "Inflation dynamics in Asia: Causes, changes, and spillovers from China," Journal of Asian Economics, Elsevier, volume 24, issue C, pages 26-40, DOI: 10.1016/j.asieco.2012.10.007.
• Meng, Xianming & Hoang, Nam T. & Siriwardana, Mahinda, 2013, "The determinants of Australian household debt: A macro level study," Journal of Asian Economics, Elsevier, volume 29, issue C, pages 80-90, DOI: 10.1016/j.asieco.2013.08.008.
• Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013, "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2195-2216, DOI: 10.1016/j.jedc.2013.06.004.
• Daniel, Betty C. & Shiamptanis, Christos, 2013, "Pushing the limit? Fiscal policy in the European Monetary Union," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2307-2321, DOI: 10.1016/j.jedc.2013.06.003.
• Planas, C. & Roeger, W. & Rossi, A., 2013, "The information content of capacity utilization for detrending total factor productivity," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 3, pages 577-590, DOI: 10.1016/j.jedc.2012.09.005.
• Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan-Miguel, 2013, "On the informational role of term structure in the US monetary policy rule," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1852-1871, DOI: 10.1016/j.jedc.2013.04.002.
• Sayyed Mahdi Ziaei, 2013, "Evaluating the Effects of Monetary Policy Shocks on GCC Countries," Economic Analysis and Policy, Elsevier, volume 43, issue 2, pages 195-215, September.
• Sharif Hossain & Rajarshi Mitra, 2013, "The Determinants of Economic Growth in Africa: A Dynamic Causality and Panel Cointegration Analysis," Economic Analysis and Policy, Elsevier, volume 43, issue 2, pages 217-226, September.
• Zhou, Jian, 2013, "Conditional market beta for REITs: A comparison of modeling techniques," Economic Modelling, Elsevier, volume 30, issue C, pages 196-204, DOI: 10.1016/j.econmod.2012.09.030.
• Islam, Faridul & Shahbaz, Muhammad & Ahmed, Ashraf U. & Alam, Md. Mahmudul, 2013, "Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis," Economic Modelling, Elsevier, volume 30, issue C, pages 435-441, DOI: 10.1016/j.econmod.2012.09.033.
• Paleologou, Suzanna-Maria, 2013, "Asymmetries in the revenue–expenditure nexus: A tale of three countries," Economic Modelling, Elsevier, volume 30, issue C, pages 52-60, DOI: 10.1016/j.econmod.2012.09.022.
• Jean Louis, Rosmy & Balli, Faruk, 2013, "Low-inflation-targeting monetary policy and differential unemployment rate: Is monetary policy to be blamed for the financial crisis? — Evidence from major OECD countries," Economic Modelling, Elsevier, volume 30, issue C, pages 546-564, DOI: 10.1016/j.econmod.2012.09.042.
• Serranito, Francisco, 2013, "Heterogeneous technology and the technological catching-up hypothesis: Theory and assessment in the case of MENA countries," Economic Modelling, Elsevier, volume 30, issue C, pages 685-697, DOI: 10.1016/j.econmod.2012.09.037.
• Ghosh, Madhusudan & Ghoshray, Atanu & Malki, Issam, 2013, "Regional divergence and club convergence in India," Economic Modelling, Elsevier, volume 30, issue C, pages 733-742, DOI: 10.1016/j.econmod.2012.10.008.
• Chatziantoniou, Ioannis & Duffy, David & Filis, George, 2013, "Stock market response to monetary and fiscal policy shocks: Multi-country evidence," Economic Modelling, Elsevier, volume 30, issue C, pages 754-769, DOI: 10.1016/j.econmod.2012.10.005.
• Gatfaoui, Hayette, 2013, "Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock markets," Economic Modelling, Elsevier, volume 30, issue C, pages 776-791, DOI: 10.1016/j.econmod.2012.09.043.
• Wang, Yu Shan & Chueh, Yen Ling, 2013, "Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices," Economic Modelling, Elsevier, volume 30, issue C, pages 792-798, DOI: 10.1016/j.econmod.2012.09.052.
• Çiçek, Serkan & Akar, Cüneyt, 2013, "The asymmetry of inflation adjustment in Turkey," Economic Modelling, Elsevier, volume 31, issue C, pages 104-118, DOI: 10.1016/j.econmod.2012.11.026.
• Candelon, Bertrand & Joëts, Marc & Tokpavi, Sessi, 2013, "Testing for Granger causality in distribution tails: An application to oil markets integration," Economic Modelling, Elsevier, volume 31, issue C, pages 276-285, DOI: 10.1016/j.econmod.2012.11.049.
• Kaabia, Olfa & Abid, Ilyes & Guesmi, Khaled, 2013, "Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?," Economic Modelling, Elsevier, volume 31, issue C, pages 423-432, DOI: 10.1016/j.econmod.2012.12.008.
• Ahamada, Ibrahim & Jolivaldt, Philippe, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Economic Modelling, Elsevier, volume 31, issue C, pages 460-466, DOI: 10.1016/j.econmod.2012.12.007.
• El Hedi Arouri, Mohamed & Rault, Christophe & Sova, Anamaria & Sova, Robert & Teulon, Frédéric, 2013, "Market structure and the cost of capital," Economic Modelling, Elsevier, volume 31, issue C, pages 664-671, DOI: 10.1016/j.econmod.2013.01.004.
• Lim, Shiok Ye & Ho, Chong Mun, 2013, "Nonlinearity in ASEAN-5 export-led growth model: Empirical evidence from nonparametric approach," Economic Modelling, Elsevier, volume 32, issue C, pages 136-145, DOI: 10.1016/j.econmod.2013.01.044.
• Simo-Kengne, Beatrice D. & Balcilar, Mehmet & Gupta, Rangan & Reid, Monique & Aye, Goodness C., 2013, "Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model," Economic Modelling, Elsevier, volume 32, issue C, pages 161-171, DOI: 10.1016/j.econmod.2013.02.006.
• Çakır, Mustafa Yavuz & Kabundi, Alain, 2013, "Trade shocks from BRIC to South Africa: A global VAR analysis," Economic Modelling, Elsevier, volume 32, issue C, pages 190-202, DOI: 10.1016/j.econmod.2013.02.010.
• Huh, Hyeon-seung & Kim, David, 2013, "An empirical test of exogenous versus endogenous growth models for the G-7 countries," Economic Modelling, Elsevier, volume 32, issue C, pages 262-272, DOI: 10.1016/j.econmod.2013.02.012.
• Cuestas, Juan Carlos & Regis, Paulo José, 2013, "Purchasing power parity in OECD countries: Nonlinear unit root tests revisited," Economic Modelling, Elsevier, volume 32, issue C, pages 343-346, DOI: 10.1016/j.econmod.2013.01.035.
• Zeng, Jhih-Hong & Peng, Chi-Lu & Chen, Ming-Chi & Lee, Chien-Chiang, 2013, "Wealth effects on the housing markets: Do market liquidity and market states matter?," Economic Modelling, Elsevier, volume 32, issue C, pages 488-495, DOI: 10.1016/j.econmod.2013.02.021.
• Tsong, Ching-Chuan & Wu, Chien-Wei & Chiu, Hsien-Hung & Lee, Cheng-Feng, 2013, "Covariate unit root tests under structural change and asymmetric STAR dynamics," Economic Modelling, Elsevier, volume 33, issue C, pages 101-112, DOI: 10.1016/j.econmod.2013.03.016.
• Sun, Qi & Xu, Weijun & Xiao, Weilin, 2013, "An empirical estimation for mean-reverting coal prices with long memory," Economic Modelling, Elsevier, volume 33, issue C, pages 174-181, DOI: 10.1016/j.econmod.2013.04.015.
• Herrera, Santiago & Hurlin, Christophe & Zaki, Chahir, 2013, "Why don't banks lend to Egypt's private sector?," Economic Modelling, Elsevier, volume 33, issue C, pages 347-356, DOI: 10.1016/j.econmod.2013.04.003.
• Cubadda, Gianluca & Guardabascio, Barbara & Hecq, Alain, 2013, "A general to specific approach for constructing composite business cycle indicators," Economic Modelling, Elsevier, volume 33, issue C, pages 367-374, DOI: 10.1016/j.econmod.2013.04.007.
• Esteves, Paulo Soares, 2013, "Direct vs bottom–up approach when forecasting GDP: Reconciling literature results with institutional practice," Economic Modelling, Elsevier, volume 33, issue C, pages 416-420, DOI: 10.1016/j.econmod.2013.04.020.
• Meniago, Christelle & Mukuddem-Petersen, Janine & Petersen, Mark A. & Mongale, Itumeleng P., 2013, "What causes household debt to increase in South Africa?," Economic Modelling, Elsevier, volume 33, issue C, pages 482-492, DOI: 10.1016/j.econmod.2013.04.028.
• Raza, Syed Ali & Jawaid, Syed Tehseen, 2013, "Terrorism and tourism: A conjunction and ramification in Pakistan," Economic Modelling, Elsevier, volume 33, issue C, pages 65-70, DOI: 10.1016/j.econmod.2013.03.008.
• Monfort, Mercedes & Cuestas, Juan Carlos & Ordóñez, Javier, 2013, "Real convergence in Europe: A cluster analysis," Economic Modelling, Elsevier, volume 33, issue C, pages 689-694, DOI: 10.1016/j.econmod.2013.05.015.
• Çatik, A. Nazif & Önder, Özlem, 2013, "An asymmetric analysis of the relationship between oil prices and output: The case of Turkey," Economic Modelling, Elsevier, volume 33, issue C, pages 884-892, DOI: 10.1016/j.econmod.2013.06.004.
• Jiang, Jiadan & Kim, David, 2013, "Exchange rate pass-through to inflation in China," Economic Modelling, Elsevier, volume 33, issue C, pages 900-912, DOI: 10.1016/j.econmod.2013.05.021.
• Christidou, Maria & Panagiotidis, Theodore & Sharma, Abhijit, 2013, "On the stationarity of per capita carbon dioxide emissions over a century," Economic Modelling, Elsevier, volume 33, issue C, pages 918-925, DOI: 10.1016/j.econmod.2013.05.024.
• de Truchis, Gilles, 2013, "Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue," Economic Modelling, Elsevier, volume 34, issue C, pages 98-105, DOI: 10.1016/j.econmod.2012.12.011.
• Gökçe, Atilla & Çankal, Erhan, 2013, "Balance-of-payments constrained growth model for the Turkish economy," Economic Modelling, Elsevier, volume 35, issue C, pages 140-144, DOI: 10.1016/j.econmod.2013.06.019.
• Jalil, Abdul & Mahmood, Tahir & Idrees, Muhammad, 2013, "Tourism–growth nexus in Pakistan: Evidence from ARDL bounds tests," Economic Modelling, Elsevier, volume 35, issue C, pages 185-191, DOI: 10.1016/j.econmod.2013.06.034.
• Bashar, Omar H.M.N. & Wadud, I.K.M. Mokhtarul & Ali Ahmed, Huson Joher, 2013, "Oil price uncertainty, monetary policy and the macroeconomy: The Canadian perspective," Economic Modelling, Elsevier, volume 35, issue C, pages 249-259, DOI: 10.1016/j.econmod.2013.07.007.
• Yang, Linghubo & Zhang, Dongxiang, 2013, "Can futures price be a powerful predictor? Frequency domain analysis on Chinese commodity market," Economic Modelling, Elsevier, volume 35, issue C, pages 264-271, DOI: 10.1016/j.econmod.2013.07.011.
• Shi, Jing & Xu, Tracy, 2013, "Price and volatility dynamics between securitized real estate spot and futures markets," Economic Modelling, Elsevier, volume 35, issue C, pages 582-592, DOI: 10.1016/j.econmod.2013.08.003.
• Aouadi, Amal & Arouri, Mohamed & Teulon, Frédéric, 2013, "Investor attention and stock market activity: Evidence from France," Economic Modelling, Elsevier, volume 35, issue C, pages 674-681, DOI: 10.1016/j.econmod.2013.08.034.
• Akanbi, Olusegun Ayodele, 2013, "Macroeconomic effects of fiscal policy changes: A case of South Africa," Economic Modelling, Elsevier, volume 35, issue C, pages 771-785, DOI: 10.1016/j.econmod.2013.08.039.
• Mofya-Mukuka, Rhoda & Abdulai, Awudu, 2013, "Policy reforms and asymmetric price transmission in the Zambian and Tanzanian coffee markets," Economic Modelling, Elsevier, volume 35, issue C, pages 786-795, DOI: 10.1016/j.econmod.2013.08.040.
• Karlsson, Sune, 2013, "Forecasting with Bayesian Vector Autoregression," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-62731-5.00015-4.
• Henzel, Steffen R. & Mayr, Johannes, 2013, "The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 1-24, DOI: 10.1016/j.najef.2012.03.009.
• Vasishtha, Garima & Maier, Philipp, 2013, "The impact of the global business cycle on small open economies: A FAVAR approach for Canada," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 191-207, DOI: 10.1016/j.najef.2012.10.005.
• Beckmann, Joscha & Czudaj, Robert, 2013, "Gold as an inflation hedge in a time-varying coefficient framework," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 208-222, DOI: 10.1016/j.najef.2012.10.007.
• Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2013, "Conditional correlations and volatility spillovers between crude oil and stock index returns," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 116-138, DOI: 10.1016/j.najef.2012.06.002.
• Gonzalez-Perez, Maria T. & Guerrero, David E., 2013, "Day-of-the-week effect on the VIX. A parsimonious representation," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 243-260, DOI: 10.1016/j.najef.2012.06.003.
• Caporin, Massimiliano, 2013, "Equity and CDS sector indices: Dynamic models and risk hedging," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 261-275, DOI: 10.1016/j.najef.2012.06.004.
• Weber, Enzo, 2013, "Decomposing U.S. Stock Market Comovement into spillovers and common factors," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 106-118, DOI: 10.1016/j.najef.2013.08.001.
• Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2013, "Dynamic relationships between industry returns and stock market returns," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 119-144, DOI: 10.1016/j.najef.2013.08.002.
• Lee, Chien-Chiang & Huang, Wei-Ling & Yin, Chun-Hao, 2013, "The dynamic interactions among the stock, bond and insurance markets," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 28-52, DOI: 10.1016/j.najef.2013.04.003.
• Zheng, Tingguo & Zuo, Haomiao, 2013, "Reexamining the time-varying volatility spillover effects: A Markov switching causality approach," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 643-662, DOI: 10.1016/j.najef.2013.05.001.
• Guo, Feng & Huang, Ying Sophie, 2013, "Identifying permanent and transitory risks in the Chinese property insurance market," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 689-704, DOI: 10.1016/j.najef.2012.09.001.
• Berardi, Michele & Galimberti, Jaqueson K., 2013, "A note on exact correspondences between adaptive learning algorithms and the Kalman filter," Economics Letters, Elsevier, volume 118, issue 1, pages 139-142, DOI: 10.1016/j.econlet.2012.10.002.
• Korobilis, Dimitris, 2013, "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, volume 118, issue 1, pages 148-150, DOI: 10.1016/j.econlet.2012.10.003.
• Zhang, Lingxiang, 2013, "Partial unit root and linear spurious regression: A Monte Carlo simulation study," Economics Letters, Elsevier, volume 118, issue 1, pages 189-191, DOI: 10.1016/j.econlet.2012.10.018.
• Trezzi, Riccardo, 2013, "A wavelet analysis of international risk-sharing," Economics Letters, Elsevier, volume 118, issue 2, pages 330-333, DOI: 10.1016/j.econlet.2012.11.025.
• Do, Hung Xuan & Brooks, Robert Darren & Treepongkaruna, Sirimon, 2013, "Generalized impulse response analysis in a fractionally integrated vector autoregressive model," Economics Letters, Elsevier, volume 118, issue 3, pages 462-465, DOI: 10.1016/j.econlet.2012.12.023.
• Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena, 2013, "Volatility and persistence of simulated DSGE real exchange rates," Economics Letters, Elsevier, volume 119, issue 1, pages 38-41, DOI: 10.1016/j.econlet.2012.12.032.
• Hualde, Javier, 2013, "A simple test for the equality of integration orders," Economics Letters, Elsevier, volume 119, issue 3, pages 233-237, DOI: 10.1016/j.econlet.2013.03.003.
• Franchi, Massimo & Vidotto, Anna, 2013, "A check for finite order VAR representations of DSGE models," Economics Letters, Elsevier, volume 120, issue 1, pages 100-103, DOI: 10.1016/j.econlet.2013.04.013.
• Allen, David & Ng, K.H. & Peiris, Shelton, 2013, "The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics," Economics Letters, Elsevier, volume 120, issue 1, pages 117-122, DOI: 10.1016/j.econlet.2013.03.049.
• Kollmann, Robert, 2013, "Estimating the state vector of linearized DSGE models without the Kalman filter," Economics Letters, Elsevier, volume 120, issue 1, pages 65-66, DOI: 10.1016/j.econlet.2013.03.041.
• Bachmeier, Lance, 2013, "Identification in models of gasoline pricing," Economics Letters, Elsevier, volume 120, issue 1, pages 71-73, DOI: 10.1016/j.econlet.2013.03.029.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2013, "Dynamic co-movements of stock market returns, implied volatility and policy uncertainty," Economics Letters, Elsevier, volume 120, issue 1, pages 87-92, DOI: 10.1016/j.econlet.2013.04.004.
• Atak, Alev & Kapetanios, George, 2013, "A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors," Economics Letters, Elsevier, volume 120, issue 2, pages 224-228, DOI: 10.1016/j.econlet.2013.03.051.
• Seong, Byeongchan, 2013, "Semiparametric selection of seasonal cointegrating ranks using information criteria," Economics Letters, Elsevier, volume 120, issue 3, pages 592-595, DOI: 10.1016/j.econlet.2013.06.031.
• Cavicchioli, Maddalena, 2013, "Spectral density of Markov-switching VARMA models," Economics Letters, Elsevier, volume 121, issue 2, pages 218-220, DOI: 10.1016/j.econlet.2013.07.022.
• Messow, Philip & Krämer, Walter, 2013, "Spurious persistence in stochastic volatility," Economics Letters, Elsevier, volume 121, issue 2, pages 221-223, DOI: 10.1016/j.econlet.2013.08.008.
• Blomquist, Johan & Westerlund, Joakim, 2013, "Testing slope homogeneity in large panels with serial correlation," Economics Letters, Elsevier, volume 121, issue 3, pages 374-378, DOI: 10.1016/j.econlet.2013.09.012.
• Guharay, Samar K. & Thakur, Gaurav S. & Goodman, Fred J. & Rosen, Scott L. & Houser, Daniel, 2013, "Analysis of non-stationary dynamics in the financial system," Economics Letters, Elsevier, volume 121, issue 3, pages 454-457, DOI: 10.1016/j.econlet.2013.09.026.
• Dominicy, Yves & Veredas, David, 2013, "The method of simulated quantiles," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 235-247, DOI: 10.1016/j.jeconom.2012.08.010.
• Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013, "Stable mixture GARCH models," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 292-306, DOI: 10.1016/j.jeconom.2012.08.012.
• Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013, "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 1-10, DOI: 10.1016/j.jeconom.2012.08.004.
• Müller, Ulrich K. & Watson, Mark W., 2013, "Low-frequency robust cointegration testing," Journal of Econometrics, Elsevier, volume 174, issue 2, pages 66-81, DOI: 10.1016/j.jeconom.2012.09.006.
• Fuentes-Albero, Cristina & Melosi, Leonardo, 2013, "Methods for computing marginal data densities from the Gibbs output," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 132-141, DOI: 10.1016/j.jeconom.2013.03.002.
• Arbués, Ignacio, 2013, "Determining the MSE-optimal cross section to forecast," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 61-70, DOI: 10.1016/j.jeconom.2012.02.009.
• Hidalgo, Javier & Seo, Myung Hwan, 2013, "Testing for structural stability in the whole sample," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 84-93, DOI: 10.1016/j.jeconom.2013.02.008.
• Jensen, Mark J. & Maheu, John M., 2013, "Bayesian semiparametric multivariate GARCH modeling," Journal of Econometrics, Elsevier, volume 176, issue 1, pages 3-17, DOI: 10.1016/j.jeconom.2013.03.009.
• Filipović, Damir & Mayerhofer, Eberhard & Schneider, Paul, 2013, "Density approximations for multivariate affine jump-diffusion processes," Journal of Econometrics, Elsevier, volume 176, issue 2, pages 93-111, DOI: 10.1016/j.jeconom.2012.12.003.
• Inoue, Atsushi & Kilian, Lutz, 2013, "Inference on impulse response functions in structural VAR models," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 1-13, DOI: 10.1016/j.jeconom.2013.02.009.
• Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2013, "Sequential estimation of shape parameters in multivariate dynamic models," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 233-249, DOI: 10.1016/j.jeconom.2013.04.010.
• Johansen, Søren & Lange, Theis, 2013, "Least squares estimation in a simple random coefficient autoregressive model," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 285-288, DOI: 10.1016/j.jeconom.2013.04.013.
• Horvath, Roman & Petrovski, Dragan, 2013, "International stock market integration: Central and South Eastern Europe compared," Economic Systems, Elsevier, volume 37, issue 1, pages 81-91, DOI: 10.1016/j.ecosys.2012.07.004.
• Willems, Tim, 2013, "Analyzing the effects of US monetary policy shocks in dollarized countries," European Economic Review, Elsevier, volume 61, issue C, pages 101-115, DOI: 10.1016/j.euroecorev.2013.03.005.
• Sottile, Pedro, 2013, "On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina," Emerging Markets Review, Elsevier, volume 15, issue C, pages 160-185, DOI: 10.1016/j.ememar.2013.02.005.
• Bowe, Michael & Hyde, Stuart & McFarlane, Lavern, 2013, "Duration, trading volume and the price impact of trades in an emerging futures market," Emerging Markets Review, Elsevier, volume 17, issue C, pages 89-105, DOI: 10.1016/j.ememar.2013.08.002.
• Varneskov, Rasmus & Voev, Valeri, 2013, "The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 83-95, DOI: 10.1016/j.jempfin.2012.11.002.
• Becker, Christoph & Schmidt, Wolfgang M., 2013, "Stressing correlations and volatilities — A consistent modeling approach," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 174-194, DOI: 10.1016/j.jempfin.2012.12.009.
• Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013, "What do the Fama–French factors add to C-CAPM?," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 113-127, DOI: 10.1016/j.jempfin.2013.04.002.
• Akay, Ozgur (Ozzy) & Senyuz, Zeynep & Yoldas, Emre, 2013, "Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 16-29, DOI: 10.1016/j.jempfin.2013.02.005.
• Kim, Hwagyun & Park, Hail, 2013, "Term structure dynamics with macro-factors using high frequency data," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 78-93, DOI: 10.1016/j.jempfin.2013.03.003.
• Rossi, Eduardo & Santucci de Magistris, Paolo, 2013, "Long memory and tail dependence in trading volume and volatility," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 94-112, DOI: 10.1016/j.jempfin.2013.03.004.
• Post, Thierry & Kopa, Miloš, 2013, "Aggregate investor preferences and beliefs: A comment," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 187-190, DOI: 10.1016/j.jempfin.2013.06.003.
• Koop, Gary & Tole, Lise, 2013, "Modeling the relationship between European carbon permits and certified emission reductions," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 166-181, DOI: 10.1016/j.jempfin.2013.10.005.
• 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 González-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.
• Moisés de Andrade Resende Filho & Karina Junqueira de Souza & Luís Cristóvão Ferreira Lima, 2013, "Crises de segurança do alimento e a demanda por carnes no Brasil," Economics and Politics Working Paper Series, Economics and Politics Research Group (EPRG), University of Brasília, number 31/2013, Oct, DOI: 10.5281/zenodo.23602888.
• 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.