Research classified by Journal of Economic Literature (JEL) codes

---

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

---

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

• 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.
• H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A.M. Robert Taylor, 2013, "Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions," Discussion Papers, University of Copenhagen. Department of Economics, number 13-13, Nov.
• Katarina Juselius, 2013, "Testing for Near I (2) Trends When the Signal to Noise Ratio is Small," Discussion Papers, University of Copenhagen. Department of Economics, number 14-01, Dec.
• Manabu Asai & Michael McAleer, 2013, "Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing," KIER Working Papers, Kyoto University, Institute of Economic Research, number 840, Jan.
• Manabu Asai & Michael McAleer, 2013, "A Fractionally Integrated Wishart Stochastic Volatility Model," KIER Working Papers, Kyoto University, Institute of Economic Research, number 848, Feb.
• Massimiliano Caporin & Michael McAleer, 2013, "Ten Things You Should Know About DCC," KIER Working Papers, Kyoto University, Institute of Economic Research, number 854, Mar.
• Massimiliano Caporin & Michael McAleer, 2013, "Ten Things You Should Know About the Dynamic Conditional Correlation Representation," KIER Working Papers, Kyoto University, Institute of Economic Research, number 870, Jun.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modelling and Management: An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 872, Jul.
• Stephen Hall & George Hondroyiannis & Amangeldi Kenjegaliev & P.A.V.B. Swamy & George S. Tavlas, 2013, "Is the Relationship Between Prices and Exchange Rates Homogeneous?," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 13/13, Jul.
• Benjamin HAMIDI & Bertrand MAILLET & Jean-Luc PRIGENT, 2013, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 164.
• Andreas Brunhart, 2013, "Der Klein(st)staat Liechtenstein und seine grossen Nachbarländer: Eine wachstums- und konjunkturanalytische Gegenüberstellung," Arbeitspapiere, Liechtenstein-Institut, number 44.
• Khaled Guesmi & Duc Khuong Nguyen & Frédéric Teulon, 2013, "Further evidence on the determinants of regional stock market integration in Latin America," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 10, issue 3, pages 397-413, December.
• Lehmann, Robert & Wohlrabe, Klaus, 2013, "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics, University of Munich, Department of Economics, number 17104, Sep.
• Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2013, "Real exchange rates, commodity prices and structural factors in developing countries," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-09.
• Marco Cacciotti & Cecilia Frale & Serena Teobaldo, 2013, "A new methodology for a quarterly measure of the Output Gap," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 13103.
• Guglielmo Maria Caporale & Alessandro Girardi, 2013, "Fiscal Spillovers in the Euro Area," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 13109.
• Wesselhöft Jan-Erik, 2013, "The Effect of Public Capital on Aggregate Output: – Empirical Evidence for 22 OECD Countries –," Review of Economics, De Gruyter, volume 64, issue 1, pages 51-72, April, DOI: 10.1515/roe-2013-0104.
• Georges Dionne & Olfa Maalaoui Chun, 2013, "Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period," Cahiers de recherche, CIRPEE, number 1322.
• Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2013, "Dynamic Effects of Credit Shocks in a Data-Rich Environment," Cahiers de recherche, CIRPEE, number 1324.
• Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013, "Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201325.
• Karami, Hooman & Bayat, Saeed, 2013, "Evaluating and Comparing the Methods of Measuring Core Inflation in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 17, pages 83-103, December.
• John W. Keating, 2013, "Interpreting Permanent Shocks to Output When Aggregate Demand May Not Be Neutral in the Long Run," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 4, pages 747-756, June.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013, "How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 7, pages 1375-1414, October.
• Chetan Dave & Scott J. Dressler & Lei Zhang, 2013, "The Bank Lending Channel: A FAVAR Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 8, pages 1705-1720, December.
• Maria Christisou & Theodore Panagiotidis & Abhijit Sharma, 2013, "On the stationarity of per capita carbon dioxide emissions over a century," Discussion Paper Series, Department of Economics, University of Macedonia, number 2013_02, Dec, revised Dec 2013.
• Elias Soukiazis & Pedro Cerqueira & Micaela Antunes, 2013, "Growth rates constrained by internal and external imbalances and the role of relative prices: empirical evidence from Portugal," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 36, issue 2, pages 275-298, DOI: 10.2753/PKE0160-3477360205.
• M.Fatih Oztek & Nadir Ocal, 2013, "Financial Crises, Financialization of Commodity Markets and Correlation of Agricultural Commodity Index with Precious Metal Index and S&P500," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1302, Feb, revised Feb 2013.
• Afsin Sahin & Aysit Tansel & M.Hakan Berument, 2013, "Output-Employment Relationship across Sectors:A Long- versus Short-Run Perspective," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1305, May, revised May 2013.
• Dimitris Kenourgios & Dimitrios Dimitriou & Apostolos Christopoulos, 2013, "Asset Markets Contagion During the Global Financial Crisis," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 1-2, pages 49-76, March - J.
• Piotr Gurgul & Robert Syrek, 2013, "Testing of Dependencies between Stock Returns and Trading Volume by High Frequency Data," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 11, issue 4 (Winter, pages 353-373.
• Stelios Bekiros & Alessia Paccagnini, 2013, "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers, University of Milano-Bicocca, Department of Economics, number 236, Feb, revised Feb 2013.
• Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2013, "Futures price volatility in commodities markets: The role of short term vs long term speculation," Working Papers, University of Milano-Bicocca, Department of Economics, number 243, May, revised May 2013.
• Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013, "DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers, University of Milano-Bicocca, Department of Economics, number 259, Nov, revised Nov 2013.
• Balázs Varga, 2013, "Time Varying NAIRU Estimates in Central Europe," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 1306, Jun.
• Shuyun May Li & Roshan Perera & Kalvinder Shields, 2013, "Misspecification, Identification or Measurement? Another Look at the Price Puzzle," Department of Economics - Working Papers Series, The University of Melbourne, number 1169.
• Cavaliere, Giuseppe & Taylor, A. M. Robert & Trenkler, Carsten, 2013, "Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates," Working Papers, University of Mannheim, Department of Economics, number 32993.
• John T. Cuddington & Arturo L. Va'squez Cordano, 2013, "Linkages between spot and futures prices: Tests of the Fama-French-Samuelson hypotheses," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2013-09, Aug.
• Antonella Cavallo & Antonio Ribba, 2013, "Euro area Inflation as a Predictor of National Inflation Rates," Department of Economics (DEMB), University of Modena and Reggio Emilia, Department of Economics "Marco Biagi", number 0022, Oct.
• Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli, 2013, "Volatility co-movements: a time scale decomposition analysis," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0044, Nov.
• Peter C. B. Phillips & Degui Li & Jiti Gao, 2013, "Estimating Smooth Structural Change in Cointegration Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/13.
• Degui Li & Peter C. B. Phillips & Jiti Gao, 2013, "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 27/13.
• Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2013, "Canadian Monetary Policy Analysis using a Structural VARMA Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/13.
• Smile Dube & Yan Zhou, 2013, "South Africa¡¯s Short and Long Term Interest Rates: A Threshold Cointegration Analysis," Business and Economic Research, Macrothink Institute, volume 3, issue 1, pages 187-211, June.
• Francisco Giron¨¦s & Fernando Guerra & Jorge Hern¨¢ndez & Javier Poblaci¨®n, 2013, "Structural Change in the Crude Oil Price Dynamic: Theoretical Study and Practical Implications," Business and Economic Research, Macrothink Institute, volume 3, issue 1, pages 38-55, June.
• Michał Adam, 2013, "Spillovers and contagion in the sovereign CDS market," Bank i Kredyt, Narodowy Bank Polski, volume 44, issue 6, pages 571-604.
• Mateusz Pipień, 2013, "Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns," NBP Working Papers, Narodowy Bank Polski, number 151.
• Joshua D. Angrist & Òscar Jordà & Guido Kuersteiner, 2013, "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 19355, Aug.
• Serena Ng & Jonathan H. Wright, 2013, "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers, National Bureau of Economic Research, Inc, number 19469, Sep.
• Efstathios Avdis & Jessica A. Wachter, 2013, "Maximum likelihood estimation of the equity premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 19684, Nov.
• S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013, "Assessing DSGE Model Nonlinearities," NBER Working Papers, National Bureau of Economic Research, Inc, number 19693, Dec.
• Frank Schorfheide & Dongho Song, 2013, "Real-Time Forecasting with a Mixed-Frequency VAR," NBER Working Papers, National Bureau of Economic Research, Inc, number 19712, Dec.
• Simeon Coleman Author name: Vitor Leone, 2013, "Is it good to share? Debating patterns in availability and use of job share," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2013/01, Jan.
• Chunping Liu Author name: Patrick Minford, 2013, "Comparing Behavioural and Rational Expectations for the US Post-War Economy," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2013/02, Feb.
• Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013, "Housing and the Great Depression," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1301, Apr.
• Rubén Hernández-Murillo & Michael T Owyang & Margarita Rubio, 2013, "Clustered Housing Cycles," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2013/02, Feb.
• Igor Alexandre Clemente de Morais, 2013, "Ciclo e indicadores antecedentes na indústria do Rio Grande do Sul [Cycles and background indicators in industry in the state of Rio Grande do Sul]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 23, issue 1, pages 133-154, January-A.
• T.P.Koirala, Ph.D., 2013, "Time-Varying Parameters of Inflation Model in Nepal: State Space Modeling," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 25, issue 2, pages 66-77, October.
• T. Deroyon & A. Montaut & P.-A. Pionnier, 2013, "A monthly estimation method of ILO unemployment: a state-space framework," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2013-01.
• Bjørnar Karlsen Kivedal, 2013, "A New Keynesian Framework and Wage and Price Dynamics in the US," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 15113, Jul.
• Juan C. Cuestas & Carlyn Dobson, 2013, "Convergence of inflationary shocks: evidence from the Caribbean," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 02/2013, Feb.
• Guglielmo Maria Caporale & Alessandro Girardi, 2013, "Business Cycles, International Trade and Capital Flows: Evidence from Latin America," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2013, Oct.
• Özer Karagedikli & Ryan, Michael & Daan Steenkamp & Tugrul Vehbi, 2013, "What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2013/05, Jan.
• Oscar Parkyn & Tugrul Vehbi, 2013, "The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints," Treasury Working Paper Series, New Zealand Treasury, number 13/02, Jan.
• Denise R Osborn & Tugrul Vehbi, 2013, "Empirical Evidence on Growth Spillovers from China to New Zealand," Treasury Working Paper Series, New Zealand Treasury, number 13/17, Jul.
• Kam Leong Szeto, 2013, "Estimating New Zealand’s Output Gap Using a Small Macro Model," Treasury Working Paper Series, New Zealand Treasury, number 13/18, Jul.
• Sadullah Çelik & Hüseyin Kaya, 2013, "Day-of-the-week effect in Consumer Confidence Index: The case of Turkey," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2012, issue 2, pages 33-42, DOI: 10.1787/jbcma-2012-5k49j33nqdg5.
• Ozgur (Ozzy) Akay & Zeynep Senyuz & Emre Yoldas, 2013, "Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach," Working Papers, Office of Financial Research, US Department of the Treasury, number 13-03, Mar.
• Paul Glasserman & H. Peyton Young, 2013, "How Likely is Contagion in Financial Networks?," Working Papers, Office of Financial Research, US Department of the Treasury, number 13-06, Jun, revised 12 Apr 2017.
• Marina Tkalec, 2013, "The Dynamics of Deposit Euroization in European Post-Transition Countries: Evidence from Threshold VAR," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 66-83.
• Peter Backé & Martin Feldkircher & Tomáš Slacík, 2013, "Economic Spillovers from the Euro Area to the CESEE Region via the Financial Channel: A GVAR Approach," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 50-64.
• Jouko Rautava, 2013, "Oil Prices, Excess Uncertainty and Trend Growth," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 77-87.
• Martin Feldkircher, 2013, "A Global Macro Model for Emerging Europe," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 185, Sep.