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

2012

• Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2012, "An Empirical Growth Model for Major Oil Exporters," IZA Discussion Papers, IZA Network @ LISER, number 6468, Apr.
• Jahn, Elke J. & Weber, Enzo, 2012, "Identifying the Substitution Effect of Temporary Agency Employment," IZA Discussion Papers, IZA Network @ LISER, number 6471, Apr.
• Juessen, Falko & Linnemann, Ludger, 2012, "Identifying Regional Labor Demand Shocks Using Sign Restrictions," IZA Discussion Papers, IZA Network @ LISER, number 6767, Jul.
• Nurul Bariyah & Evan Lau & Shazali Abu Mansor, 2012, "Long Run Sustainability of Sarawak - West Kalimantan Cross-Border Trade Flows," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 1, pages 165-181, January-J.
• Susan M. Onuonga, 2012, "The Relationship Between Commercial Energy Consumption and Gross Domestic Income in Kenya," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 1, pages 305-314, January-J.
• Shaista Alam, 2012, "A Reassessment of Pakistan's Aggregate Import Demand Function: An Application of Ardl Approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 1, pages 371-388, January-J.
• Kuan-Min Wang & Yuan-Ming Lee & Chien-Chiang Lee, 2012, "Do Asymmetric Causal Relationships Exist between Macroeconomic Variables and Housing Returns in Taiwan?," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 8, issue 1, pages 25-57, January.
• Shyh-Wei Chen & Cheng-Hong Chang, 2012, "Fiscal Sustainability in European Countries: A Preliminary Analysis," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 8, issue 2, pages 191-220, July.
• Alfredo M. Pereira & Jorge M. Andraz, 2012, "On The Economic Effects Of Investment In Railroad Infrastructures In Portugal," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 37, issue 2, pages 79-107, June.
• Oana Ancuta Stangaciu, 2012, "The Mobility Of The Processes Of Regional Intra-Industry Specialization In Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 4, issue 2, pages 241-255, June.
• Iulian Popescu, 2012, "Effects Of Monetary Policy In Romania - A Var Approach," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 4, issue 3a, pages 605-624, September.
• Vujić Sunčica & Koopman Siem Jan & Commandeur J.F., 2012, "Economic Trends and Cycles in Crime: A Study for England and Wales," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 232, issue 6, pages 652-677, December, DOI: 10.1515/jbnst-2012-0607.
• John W. Keating, 2012, "Interpreting Permanent Shocks to Output When Aggregate Demand May Not be Neutral in the Long Run," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201205, Feb.
• William Barnett & Yijun He, 2012, "Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201227, Sep, revised Sep 2012.
• William Barnett & Yijun He, 2012, "Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really Were Keynesian?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201228, Sep, revised Sep 2012.
• Yue Peng & Wing Ng, 2012, "Analysing financial contagion and asymmetric market dependence with volatility indices via copulas," Annals of Finance, Springer, volume 8, issue 1, pages 49-74, February, DOI: 10.1007/s10436-011-0181-y.
• José Figueroa-López, 2012, "Statistical estimation of Lévy-type stochastic volatility models," Annals of Finance, Springer, volume 8, issue 2, pages 309-335, May, DOI: 10.1007/s10436-010-0150-x.
• Göran Kauermann & Timo Teuber & Peter Flaschel, 2012, "Exploring US Business Cycles with Bivariate Loops Using Penalized Spline Regression," Computational Economics, Springer;Society for Computational Economics, volume 39, issue 4, pages 409-427, April, DOI: 10.1007/s10614-011-9262-2.
• Michał Majsterek & Aleksander Welfe, 2012, "Price-wage nexus and the role of a tax system," Economic Change and Restructuring, Springer, volume 45, issue 1, pages 121-133, February, DOI: 10.1007/s10644-011-9112-1.
• Loesse Esso, 2012, "Re-examining the saving-investment nexus: threshold cointegration and causality evidence from the ECOWAS," Economic Change and Restructuring, Springer, volume 45, issue 3, pages 193-220, August, DOI: 10.1007/s10644-011-9115-y.
• Christian Aßmann & Jens Boysen-Hogrefe, 2012, "Determinants of government bond spreads in the euro area: in good times as in bad," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 39, issue 3, pages 341-356, August, DOI: 10.1007/s10663-011-9171-6.
• Neil Ericsson & Erica Reisman, 2012, "Evaluating a Global Vector Autoregression for Forecasting," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 18, issue 3, pages 247-258, August, DOI: 10.1007/s11294-012-9357-0.
• José Kimou, 2012, "Economic conditions, enforcement, and criminal activities in the district of Abidjan," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 19, issue 6, pages 913-941, December, DOI: 10.1007/s10797-010-9145-9.
• Rangan Gupta & Stephen Miller, 2012, "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 3, pages 339-361, April, DOI: 10.1007/s11146-010-9234-7.
• Jian Yang & Yinggang Zhou & Wai Leung, 2012, "Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 2, pages 491-521, August, DOI: 10.1007/s11146-010-9265-0.
• Gonzalo Fernández-de-Córdoba & Javier Pérez & José Torres, 2012, "Public and private sector wages interactions in a general equilibrium model," Public Choice, Springer, volume 150, issue 1, pages 309-326, January, DOI: 10.1007/s11127-010-9705-7.
• Roland Füss & Denis Schweizer, 2012, "Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 3, pages 391-410, April, DOI: 10.1007/s11156-011-0233-4.
• Zlatina Balabanova & Ralf Brüggemann, 2012, "External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2012-05, Mar.
• Roxana Halbleib & Valeri Voev, 2012, "Forecasting Covariance Matrices: A Mixed Frequency Approach," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2012-30, Oct.
• Cem Cakmakli & Richard Paap & Dick van Dijk, 2012, "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1206, Feb.
• Sumru Altug & Fabio Canova, 2012, "Do Institutions and Culture Matter for Business Cycles?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1217, Jun.
• Pellényi, Gábor, 2012, "A monetáris politika hatása a magyar gazdaságra. Elemzés strukturális, dinamikus faktormodellel
  [The sectoral effects of monetary policy in Hungary: a structural factor]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 263-284.
• Katarina Juselius, 2012, "Haavelmo's Probability Approach and the Cointegrated VAR," Discussion Papers, University of Copenhagen. Department of Economics, number 12-01, Mar.
• Anders Rahbek & Heino Bohn Nielsen, 2012, "Unit root vector autoregression with volatility induced stationarity," Discussion Papers, University of Copenhagen. Department of Economics, number 12-02, Jun.
• Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2012, "Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models," Discussion Papers, University of Copenhagen. Department of Economics, number 12-11, Aug.
• Rasmus Søndergaard Pedersen & Anders Rahbek, 2012, "Multivariate Variance Targeting in the BEKK-GARCH Model," Discussion Papers, University of Copenhagen. Department of Economics, number 12-23, Nov.
• Michael McAleer & Manabu Asai & Massimiliano Caporin, 2012, "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 812, Apr.
• Michael McAleer & Massimiliano Caporin, 2012, "Robust Ranking of Multivariate GARCH Models by Problem Dimension," KIER Working Papers, Kyoto University, Institute of Economic Research, number 815, Apr.
• David E Allen & Michael McAleer & Robert J Powell & Abhay Kumar Singh, 2012, "Volatility spillovers from the US to Australia and China across the GFC," KIER Working Papers, Kyoto University, Institute of Economic Research, number 838, Dec.
• Ricardo Bebczuk & Maria Lorena Garegnani, 2012, "Real State as Housing and as Financial Investment: A First Assessment for Argentina," Department of Economics, Working Papers, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, number 095, Nov.
• Werner Kristjanpoller & Víctor Caballero, 2012, "Volume and Skewness Analysis in the Major Latin American Stock Markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 76, pages 119-141.
• Nicholas Apergis & Emmanuel Mamatzakis, 2012, "What Are the Driving Factors behind the Rise of Spreads and CDSs of Euro-area Sovereign Bonds? A FAVAR Model for Greece and Ireland," Economics Working Paper Archive, Levy Economics Institute, number wp_720, May.
• Lekha S. Chakraborty, 2012, "Interest Rate Determination in India: Empirical Evidence on Fiscal Deficit--Interest Rate Linkages and Financial Crowding Out," Economics Working Paper Archive, Levy Economics Institute, number wp_744, Dec.
• Jian Wu & Zhengjun Zhang & Yong Zhao, 2012, "Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory," Journal of Reviews on Global Economics, Lifescience Global, volume 1, pages 62-81.
• Ginters Buss, 2012, "A New Real-Time Indicator for the Euro Area GDP," Working Papers, Latvijas Banka, number 2012/02, Jul.
• Ginters Buss, 2012, "Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach," Working Papers, Latvijas Banka, number 2012/06, Dec.
• Michele Berardi & Jaqueson K. Galimberti, 2012, "A note on exact correspondences between adaptive learning algorithms and the Kalman filter," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 170.
• Otilia Boldea & Alastair R. Hall, 2012, "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 174.
• Peter Tillmann & Maik H. Wolters, 2012, "The changing dynamics of US inflation persistence: a quantile regression approach," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201206.
• Matthias Neuenkirch & Peter Tillmann, 2012, "Inflation Targeting, Credibility, and Non-Linear Taylor Rules," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201235.
• Badi H. Baltagi & Long Liu, 2012, "The Hausman-Taylor Panel Data Model with Serial Correlation," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 136, Mar.
• Badi H. Baltagi & Long Liu, 2012, "Estimation and Prediction in the Random Effects Model with AR(p) Remainder Disturbances," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 138, Jul.
• Gregory E. Givens, 2012, "Estimating Central Bank Preferences under Commitment and Discretion," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 6, pages 1033-1061, September, DOI: j.1538-4616.2012.00522.x.
• Xiaoshan Chen & Ronald Macdonald, 2012, "Realized and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 6, pages 1091-1116, September, DOI: j.1538-4616.2012.00524.x.
• Marcin Kolasa & Micha≈Å Rubaszek & Pawe≈Å Skrzypczy≈Éski, 2012, "Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 7, pages 1301-1324, October, DOI: j.1538-4616.2012.00533.x.
• Paul Alagidede & Theodore Panagiotidis, 2012, "Stock returns and Inflation:Evidence from Quantile Regressions," Discussion Paper Series, Department of Economics, University of Macedonia, number 2012_04, Apr, revised Apr 2012.
• Nektarios Aslanidis & Stilianos Fountas, 2012, "Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data," Discussion Paper Series, Department of Economics, University of Macedonia, number 2012_09, Oct, revised Oct 2012.
• M. Fatih Oztek & Nadir Ocal, 2012, "Integration of China Stock Markets with International Stock Markets: An application of Smooth Transition Conditional Correlation with Double Transition Functions," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1209, Dec, revised Dec 2012.
• Alessia Paccagnini, 2012, "Comparing Hybrid DSGE Models," Working Papers, University of Milano-Bicocca, Department of Economics, number 228, Dec, revised Dec 2012.
• Massimo PERI & Daniela VANDONE & Lucia BALDI, 2012, "Internet, noise trading and commodity prices," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2012-007, Jun.
• Emanuele BACCHIOCCHI & Luca FANELLI, 2012, "Identification in structural vector autoregressive models with structural changes," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2012-016, Jul.
• Massimo PERI & Daniela VANDONE & Lucia BALDI, 2012, "Internet, noise trading and commodity prices," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2012-07, Jun.
• Emanuele BACCHIOCCHI & Luca FANELLI, 2012, "Identification in structural vector autoregressive models with structural changes," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2012-16, Jul.
• Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2012, "Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis using Model Averaging Methods," Department of Economics - Working Papers Series, The University of Melbourne, number 1138.
• Tomasz Wozniak, 2012, "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series, The University of Melbourne, number 1139.
• Gábor Pellényi, 2012, "The Sectoral Effects of Monetary Policy in Hungary: A Structural Factor Analysis," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2012/1.
• Trenkler, Carsten & Weber, Enzo, 2012, "Codependent VAR Models and the Pseudo-Structural Form," Working Papers, University of Mannheim, Department of Economics, number 12-10.
• Trenkler, Carsten & Weber, Enzo, 2012, "Identifying the Shocks behind Business Cycle Asynchrony in Euroland," Working Papers, University of Mannheim, Department of Economics, number 12-11.
• Antonella Cavallo & Antonio Ribba, 2012, "Euro area inflation as a predictor of national inflation rates," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 082, May.
• Antonio Ribba, 2012, "The federal funds rate and the conduction of the international orchestra," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 086, Oct.
• Ibrahim Ahamada & Djamel Kirat, 2012, "The impact of phase II of the EU ETS on the electricity-generation sector," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12007, Jan.
• Ibrahim Ahamada & Djamel Kirat, 2012, "Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12047, May.
• Gaël Giraud & Florent Mc Isaac & Rossi Abi Rafeh, 2012, "La dette publique française justifie-t-elle l'austérité budgétaire ?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12093, Dec.
• D.S. Poskitt & Wenying Yao, 2012, "VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/12, Apr.
• Mikel Berdud & Juan M. Cabasés Hita, 2012, "Incentives Beyond the Money and Motivational Capital in Health Care Organizations," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 1201.
• Javier Hualde, 2012, "Estimation of the cointegrating rank in fractional cointegration," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 1205.
• Javier Hualde, 2012, "A simple test for the equality of integration orders," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 1206.
• Michał Brzoza-Brzezina & Jacek Kotłowski, 2012, "Measuring the natural yield curve," NBP Working Papers, Narodowy Bank Polski, number 108.
• Piotr Krupa & Paweł Skrzypczyński, 2012, "Are business cycles in the US and emerging economies synchronized?," NBP Working Papers, Narodowy Bank Polski, number 111.
• Bartosz Gębka & Dobromił Serwa, 2012, "Liquidity needs, private information, feedback trading: verifying motives to trade," NBP Working Papers, Narodowy Bank Polski, number 119.
• Michele Ca’ Zorzi & Michal Rubaszek, 2012, "Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk," NBP Working Papers, Narodowy Bank Polski, number 123.
• André K. Anundsen, 2012, "Econometric regime shifts and the US subprime bubble," NBP Working Papers, Narodowy Bank Polski, number 126.
• Jakub Muck & Pawel Skrzypczynski, 2012, "Can we beat the random walk in forecasting CEE exchange rates?," NBP Working Papers, Narodowy Bank Polski, number 127.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012, "Prior Selection for Vector Autoregressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 18467, Oct.
• Karen K. Lewis & Sandy Lai, 2012, "Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 18627, Dec.
• Otavio Ribeiro de Medeiros and Vitor Leone, 2012, "Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2012/02, Apr.
• Simeon Coleman Author name: Vitor Leone, 2012, "Time-series characteristics of UK commercial property returns: Testing for multiple changes in persistence," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2012/03, Jun.
• Matt P. Dziubinski, 2012, "Conditionally-uniform Feasible Grid Search Algorithm," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-03, Jan.
• Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-04, Jan.
• Annastiina Silvennoinen & Timo Teräsvirta, 2012, "Modelling conditional correlations of asset returns: A smooth transition approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-09, 02.
• Anders Bredahl Kock & Laurent A.F. Callot, 2012, "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-16, 04.
• Anders Rahbek & Heino Bohn Nielsen, 2012, "Unit Root Vector Autoregression with volatility Induced Stationarity," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-29, Jun.
• Daniela Osterrieder & Peter C. Schotman, 2012, "The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-35, Aug.
• Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2012, "Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-36, Aug.
• Anders Bredahl Kock & Laurent A.F. Callot, 2012, "Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-38, Jan.
• H. Peter Boswijk & Michael Jansson & Morten Ørregaard Nielsen, 2012, "Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-39, 09.
• Rasmus Søndergaard Pedersen & Anders Rahbek, 2012, "Multivariate Variance Targeting in the BEKK-GARCH Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-53, Nov.
• Matthew T. Holt & Timo Teräsvirta, 2012, "Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-54, Nov.
• Tom Engsted & Thomas Q. Pedersen, 2012, "Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-58, Dec.
• Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern, 2012, "The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2012-03, May.
• Hyeongwoo Kim, 2012, "Generalized Impulse Response Analysis: General or Extreme?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2012-04, Jul.
• Bong-Han Kim & Hyeongwoo Kim & Bong-Soo Lee, 2012, "Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2012-06, Oct.
• Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern, 2012, "Fear and Closed-End Fund Discounts," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2012-07, Oct.
• Olivier J. Blanchard & Jean-Paul L’Huillier & Guido Lorenzoni, 2012, "News, Noise, and Fluctuations: An Empirical Exploration," Development Research Working Paper Series, Institute for Advanced Development Studies, number 09/2012, Sep.
• Giancarlo Corsetti & Panagiotis T. Konstantinou, 2012, "What Drives US Foreign Borrowing? Evidence on the External Adjustment to Transitory and Permanent Shocks," American Economic Review, American Economic Association, volume 102, issue 2, pages 1062-1092, April.
• Christopher A. Sims, 2012, "Statistical Modeling of Monetary Policy and Its Effects," American Economic Review, American Economic Association, volume 102, issue 4, pages 1187-1205, June.
• Alan J. Auerbach & Yuriy Gorodnichenko, 2012, "Measuring the Output Responses to Fiscal Policy," American Economic Journal: Economic Policy, American Economic Association, volume 4, issue 2, pages 1-27, May.
• Carlo Favero & Francesco Giavazzi, 2012, "Measuring Tax Multipliers: The Narrative Method in Fiscal VARs," American Economic Journal: Economic Policy, American Economic Association, volume 4, issue 2, pages 69-94, May.
• Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2012, "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 58, issue 1, pages 19-70, DOI: 10.3790/aeq.58.1.19.
• Ali Acaravci & Ilhan Ozturk, 2012, "Electricity Consumption and Economic Growth Nexus: A Multivariate Analysis for Turkey," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 14, issue 31, pages 246-257, February.
• Marc P. B. Klemp, 2012, "Prices, wages and fertility in pre-industrial England," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 6, issue 1, pages 63-77, January, DOI: 10.1007/s11698-011-0072-5.
• Marc P. B. Klemp, 2012, "Erratum to: Prices, wages and fertility in pre-industrial England," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 6, issue 2, pages 221-221, May, DOI: 10.1007/s11698-012-0080-0.
• Yaya Keho, 2012, "Does FDI Contribute to the Integration into the Global Economy? Time-Series Evidence for Ten African Countries," The African Finance Journal, Africagrowth Institute, volume 14, issue 1, pages 67-86.
• Henryk Gurgul & Lukasz Lach, 2012, "Two deficits and economic growth: case of CEE countries in transition," Managerial Economics, AGH University of Science and Technology, Faculty of Management, volume 12, pages 79-108.
• Loy, Jens-Peter & Holm, Thore & Steinhagen, Carsten, 2012, "Vertical Price Transmission In Differentiated Product Markets: A Disaggregated Study For Milk And Butter," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 123284, DOI: 10.22004/ag.econ.123284.
• Hernandez, Manuel A. & Gardebroek, Cornelis, , "Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124583, DOI: 10.22004/ag.econ.124583.
• Richards, Timothy J. & Gomez, Miguel I. & Lee, Jun, 2012, "Promotion Pass-Through and Consumer Search: An Empirical Analysis," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124586, DOI: 10.22004/ag.econ.124586.
• Sanders, Daniel J. & Baker, Timothy G., 2012, "Hedgers’ Participation in Futures Markets Under Varying Price Regimes," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124872, DOI: 10.22004/ag.econ.124872.
• Listorti, Giulia & Esposti, Roberto, None, "Horizontal Price Transmission in Agricultural Markets: Fundamental Concepts and Open Empirical Issues," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), volume 1, issue 01, pages 1-28, DOI: 10.22004/ag.econ.125721.
• Gardebroek, Cornelis & Hernandez, Manuel A., , "Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122476, DOI: 10.22004/ag.econ.122476.
• Ott, Herve, , "Which factors drive which volatility in the grain sector?," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122486, DOI: 10.22004/ag.econ.122486.
• Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., , "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122511, DOI: 10.22004/ag.econ.122511.
• Ruiz, Jorge & Bardaji, Isabel & Garrido, Alberto & Iglesias, Eva, 2012, "Reforma de la PAC de 2003. Evaluación del impacto sobre la superficie, los rendimientos de secano y la diversidad de cultivos en España," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 12, issue 02, DOI: 10.22004/ag.econ.139691.
• Manera, Matteo & Nicolini, Marcella & Vignati, Ilaria, 2012, "Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 122868, Apr, DOI: 10.22004/ag.econ.122868.
• Millemaci, Emanuele & Ofria, Ferdinando, 2012, "Kaldor-Verdoorn's Law and Increasing Returns to Scale: A Comparison Across Developed Countries," Economy and Society, Fondazione Eni Enrico Mattei (FEEM), number 143122, Dec, DOI: 10.22004/ag.econ.143122.
• Greb, Friederike & Jamora, Nelissa & Mengel, Carolin & von Cramon-Taubadel, Stephan & Wurriehausen, Nadine, 2012, "Price transmission from international to domestic markets," GlobalFood Discussion Papers, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development, number 137101, Sep, DOI: 10.22004/ag.econ.137101.
• Jamora, Nelissa & Cramon-Taubadel, Stephan von, 2012, "What world price?," GlobalFood Discussion Papers, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development, number 142241, Dec, DOI: 10.22004/ag.econ.142241.
• Ihle, Rico & Rubin, Ofir D., 2012, "Price Transmission Subject to Security‐based Trade Barriers in the Context of the Israeli‐Palestinian Conflict," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 125392, Aug, DOI: 10.22004/ag.econ.125392.
• Amikuzuno, Joseph & Donkor, Samuel, , "Border Effects on Spatial Price Transmission between Fresh Tomato Markets in Ghana and Burkina-Faso: Any Case for Promoting Trans-border Trade in West Africa?," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126173, DOI: 10.22004/ag.econ.126173.
• Peri, Massimo & Vandone, Daniela & Baldi, Lucia, 2012, "Information Demand and Agriculture Commodity Prices," 2012 International European Forum, February 13-17, 2012, Innsbruck-Igls, Austria, International European Forum on System Dynamics and Innovation in Food Networks, number 144973, Sep, DOI: 10.22004/ag.econ.144973.
• Pulina, Pietro & Madau, Fabio A. & Furesi, Roberto, 2012, "Distribuzione alimentare moderna e potere: una valutazione economico-politica," 2012 XX Convegno Annuale SIEA, Siracusa, Italy, Italian Society of Agri-food Economics/Società Italiana di Economia Agro-Alimentare (SIEA), number 132021, DOI: 10.22004/ag.econ.132021.
• McPhail, Lihong Lu & Du, Xiaodong & Muhammad, Andrew, None, "Disentangling Corn Price Volatility: The Role of Global Demand, Speculation, and Energy," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 44, issue 3, pages 1-10, DOI: 10.22004/ag.econ.130287.
• Boswijk, H. Peter & Jansson, Michael & ßrregaard Nielsen, Morten, 2012, "Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274617, Aug, DOI: 10.22004/ag.econ.274617.
• Alam, Shaista & Ahmed, Qazi Masood, 2012, "Exchange Rate Volatility and Aggregate Exports Demand through ARDL Framework: An Experience from Pakistan Economy," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 8, issue 01, pages 1-16, February, DOI: 10.22004/ag.econ.143465.
• Cosmin ENACHE, 2012, "Unemployment Benefit, Minimum Wage And Average Salary Earnings In Romania," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 10, pages 85-96, December.
• Bogdan-Gabriel MOINESCU, 2012, "Determinants Of Nonperforming Loans In Central And Eastern European Countries: Macroeconomic Indicators And Credit Discipline," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 10, pages 47-58, December.
• Constantin BELU, 2012, "Pricing Patterns And Implications For Competition Policy," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 10, pages 97-103, December.
• Marcel Aloy & Gilles de Truchis, 2012, "Estimation and Testing for Fractional Cointegration," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1215, Jun.
• Gilles de Truchis, 2012, "Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1220, Jul.
• Lambert, Philippe & Laurent, Sebastien & Veredas, David, 2012, "Testing conditional asymmetry: A residual-based approach," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2012006, Jan.
• Bauwens, L. & Hafner, C. & Laurent, S., 2012, "Volatility Models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2012028, Jan.
• Ricardo Bebczuk & Maria Lorena Garegnani, 2012, "Real State as Housing and as Financial Investment: A First Assessment for Argentina," IIE, Working Papers, IIE, Universidad Nacional de La Plata, number 095, Nov.
• Mehmet Cural & Recep Emre Ericok & Veli Yilanci, 2012, "The Effect Of Public Investments On Private Sector Investments In Turkey:1970-2009," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 1, pages 73-88, March.
• Elcyon Caiado Rocha Lima & Alexis Maka & Amadeu Pumar, 2012, "The Effects of Fiscal Policy and its Interactions with Monetary Policy in Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 13, issue 1, pages 149-180.
• Igor Ézio Maciel Silva & Ricardo Chaves Lima & Jocildo Fernandes Bezerra, 2012, "As Exportações Promovem a Produtividade? Evidência Empírica para Indústria de Transformação do Brasil Utilizando Vetores Autoregressivos com Correção de Erro (VEC)," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 13, issue 1, pages .67-91.
• Akihiko Noda, 2012, "A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan," Papers, arXiv.org, number 1207.1842, Jul, revised Jan 2016.
• Luca Gambetti, 2012, "Shocking Policy Coefficients," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 906.12, Jun.
• Luca Gambetti, 2012, "Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 907.12, Jun.
• Christopher Heiberger & Torben Klarl & Alfred Maussner, 2012, "System Reduction and the Accuracy of Solutions of DSGE Models: A Note," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 320, Dec.
• Conrad, Christian & Loch, Karin & Rittler, Daniel, 2012, "On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation," Working Papers, University of Heidelberg, Department of Economics, number 0525, Mar.
• Xiaohong Chen & Jinyong Hahn, 2012, "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers, Institute for Fiscal Studies, number 31/12, Oct, DOI: 10.1920/wp.cem.2012.3112.
• Philipp Matros & Johannes Vilsmeier, 2012, "Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 123, Aug.
• Jahn, Elke & Weber, Enzo, 2012, "Identifying the Substitution Effect of Temporary Agency Employment," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 463, Mar.
• Trenkler, Carsten & Weber, Enzo, 2012, "Identifying the Shocks behind Business Cycle Asynchrony in Euroland," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 466, Jun.
• Trenkler, Carsten & Weber, Enzo, 2012, "Codependent VAR Models and the Pseudo-Structural Form," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 465, Jun.
• Soloschenko, Max & Weber, Enzo, 2012, "Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 470, Dec.
• Marian Vavra, 2012, "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1204, Mar.
• Christiane Baumeister & Luca Benati, 2012, "Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound," Staff Working Papers, Bank of Canada, number 12-21, DOI: 10.34989/swp-2012-21.
• Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu, 2012, "China’s Emergence in the World Economy and Business Cycles in Latin America," Staff Working Papers, Bank of Canada, number 12-32, DOI: 10.34989/swp-2012-32.
• TengTeng Xu, 2012, "The Role of Credit in International Business Cycles," Staff Working Papers, Bank of Canada, number 12-36, DOI: 10.34989/swp-2012-36.
• Soojin Jo, 2012, "The Effects of Oil Price Uncertainty on the Macroeconomy," Staff Working Papers, Bank of Canada, number 12-40, DOI: 10.34989/swp-2012-40.
• Paolo Guarda & Philippe Jeanfils, 2012, "Macro-financial linkages: Evidence from country-specific VARs," BCL working papers, Central Bank of Luxembourg, number 71, Mar.
• Ebru SONBUL ISKENDER, 2012, "Credit Risk Macro Stress Test Model for Turkish Banking Industry," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 6, issue 1, pages 9-44.
• Lorenzo Ricci & David Veredas, 2012, "TailCoR," Working Papers, Banco de España, number 1227, Jul.
• Matteo Luciani & David Veredas, 2012, "A model for vast panels of volatilities," Working Papers, Banco de España, number 1230, Sep.
• Alessio Anzuini & Marco J. Lombardi & Patrizio Pagano, 2012, "The impact of monetary policy shocks on commodity prices," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 851, Feb.
• Christoffer Kok S�rensen & David Marqu�s Ib��ez & Carlotta Rossi, 2012, "Modelling loans to non-financial corporations in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 857, Feb.
• Mario Porqueddu & Fabrizio Venditti, 2012, "Do food commodity prices have asymmetric effects on Euro-Area inflation?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 878, Sep.
• Jorge Andrés Tamayo Castaño, 2012, "Asimetrías en la demanda por trabajo en Colombia: el papel del ciclo económico," Borradores de Economia, Banco de la Republica de Colombia, number 689, Jan, DOI: 10.32468/be.689.
• Martha López & Fernando Tenjo & Héctor Zárate, 2012, "The Risk-Taking Channel in Colombia Revisited," Borradores de Economia, Banco de la Republica de Colombia, number 690, Feb, DOI: 10.32468/be.690.
• Hernando Vargas & Andrés González & Ignacio Lozano, 2012, "Macroeconomic Effects of Structural Fiscal Policy Changes in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 691, Feb, DOI: 10.32468/be.691.
• Enrique López & Enrique Montes & Aarón Garavito & María Mercedes Collazos, 2012, "La economía petrolera en Colombia Marco legal - contractual y sus principales efectos sobre la actividad económica del país (parte I)," Borradores de Economia, Banco de la Republica de Colombia, number 692, Feb, DOI: 10.32468/be.692.
• Carlos Gustavo Cano Sanz & César Vallejo Mejía & Edgar Caicedo García & Juan Sebastian Amador Torres & Evelyn Yohana Tique Calderón, 2012, "El mercado mundial del café y su impacto en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 710, May, DOI: 10.32468/be.710.
• Héctor M. Zárate Solano & Norberto Rodríguez Niño & Margarita Marín Jaramillo, 2012, "El tamaño de las empresas y la transmisión de la política monetaria en Colombia: una aplicación con la encuesta mensual de expectativas económicas," Borradores de Economia, Banco de la Republica de Colombia, number 721, Jul, DOI: 10.32468/be.721.
• Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia, 2012, "Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach," Borradores de Economia, Banco de la Republica de Colombia, number 729, Aug, DOI: 10.32468/be.729.
• Carolina Arteaga & Joan Camilo Granados & Jair Ojeda Joya, 2012, "El comportamiento del tipo de cambio real en Colombia: ¿Explicado por sus fundamentales?," Borradores de Economia, Banco de la Republica de Colombia, number 742, Oct, DOI: 10.32468/be.742.
• Edgberto Alexander Riveros, 2012, "¿Responde el Banco de la República a los movimientos en la tasa de cambio real?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 30, issue 69, pages 150-194, December, DOI: 10.32468/Espe.6904.
• Banerjee, A. & Bystrov, V. & Mizen, P., 2012, "How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies," Working papers, Banque de France, number 361.
• Anindya Banerjee & Sheheryar Malik, 2012, "The changing role of expectations in US monetary policy: A new look using the Livingston Survey," Working papers, Banque de France, number 376.
• Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2012, "A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers," Working papers, Banque de France, number 379.
• Alain Schlaepfer & Fabio Canova, 2015, "Has the Euro-Mediterranean Partnership Affected Mediterranean Business Cycles?," Working Papers, Barcelona School of Economics, number 548, Sep.
• Sumru Altug & Fabio Canova, 2015, "Do Institutions and Culture Matter for Business Cycles?," Working Papers, Barcelona School of Economics, number 627, Sep.
• Luca Gambetti, 2015, "Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy," Working Papers, Barcelona School of Economics, number 644, Sep.
• Luca Gambetti & Giacomo De Giorgi, 2015, "The Effects of Government Spending on the Distribution of Consumption," Working Papers, Barcelona School of Economics, number 645, Sep.
• Luca Gambetti, 2015, "Shocking Policy Coefficients," Working Papers, Barcelona School of Economics, number 647, Sep.
• Kemal Bagzibagli, 2012, "Monetary Transmission Mechanism and Time Variation in the Euro Area," Discussion Papers, Department of Economics, University of Birmingham, number 12-12, Nov.
• Rokon Bhuiyan, 2012, "Identifying a Forward-looking Monetary Policy in an Open Economy," Economica, London School of Economics and Political Science, volume 79, issue 315, pages 576-599, July.
• Emmanuel De Veirman & Ashley Dunstan, 2012, "Debt Dynamics and the Relationship Between Consumption and Cyclical Wealth Changes," The Economic Record, The Economic Society of Australia, volume 88, issue 282, pages 330-340, September, DOI: j.1475-4932.2012.00812.x.
• Kevin Lee & Nilss Olekalns & Kalvinder Shields & Zheng Wang, 2012, "Australian Real-Time Database: An Overview and an Illustration of its Use in Business Cycle Analysis," The Economic Record, The Economic Society of Australia, volume 88, issue 283, pages 495-516, December, DOI: 10.1111/ecor.2012.88.issue-283.
• Sumru Altug & Bilin Neyapti & Mustafa Emin, 2012, "Institutions and Business Cycles," International Finance, Wiley Blackwell, volume 15, issue 3, pages 347-366, December, DOI: 10.1111/j.1468-2362.2013.12000.x.
• Massimiliano Caporin & Michael McAleer, 2012, "Do We Really Need Both Bekk And Dcc? A Tale Of Two Multivariate Garch Models," Journal of Economic Surveys, Wiley Blackwell, volume 26, issue 4, pages 736-751, September, DOI: j.1467-6419.2011.00683.x.
• Francesco Lippi & Andrea Nobili, 2012, "Oil And The Macroeconomy: A Quantitative Structural Analysis," Journal of the European Economic Association, European Economic Association, volume 10, issue 5, pages 1059-1083, October, DOI: j.1542-4774.2012.01079.x.