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

• Milan Deskar-Škrbić & Hrvoje Šimović & Tomislav Ćorić, 2013, "Effects of Fiscal Policy in a Small Open Economy: Evidence of Croatia," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1302, Oct.
• Ana Grdović Gnip, 2013, "Empirical assessment of stabilization effects of fiscal policy in Croatia," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1306, Nov.
• Crowley, Patrick M. & Habibdoust, Amir, 2013, "Assessing the exchange rate exposure of US multinationals," Bank of Finland Research Discussion Papers, Bank of Finland, number 34/2013.
• Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013, "Time variation in macro-financial linkages," Discussion Papers, Deutsche Bundesbank, number 13/2013.
• Bodnar, Taras & Hautsch, Nikolaus, 2013, "Copula-based dynamic conditional correlation multiplicative error processes," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/19.
• Vyrost, Tomas & Baumöhl, Eduard & Lyocsa, Stefan, 2013, "What Drives the Stock Market Integration in the CEE-3?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 61, issue 1, pages 67-81.
• Marczak, Martyna & Gómez, Victor, 2013, "Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 64-2013.
• Reicher, Christopher Phillip, 2013, "A note on the identification of dynamic economic models with generalized shock processes," Kiel Working Papers, Kiel Institute for the World Economy, number 1821.
• Beckmann, Joscha & Czudaj, Robert, 2013, "Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 431, DOI: 10.4419/86788487.
• Bibinger, Markus & Mykland, Per A., 2013, "Inference for multi-dimensional high-frequency data: Equivalence of methods, central limit theorems, and an application to conditional independence testing," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-006.
• Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus, 2013, "Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-017.
• Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2013, "Comparison of methods for constructing joint confidence bands for impulse response functions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-031.
• Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2013, "Goodness-of-fit test for specification of semiparametric copula dependence models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-041.
• Ludwig, Alexander, 2013, "Sovereign risk contagion in the Eurozone: A time-varying coefficient approach," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 02/13.
• Lemke, Wolfgang & Strohsal, Till, 2013, "What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79794.
• Krätschell, Karoline & Schmidt, Torsten, 2013, "Long-run trends or short-run fluctuations What establishes the correlation between oil and food prices?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79798.
• Gehrke, Britta & Yao, Fang, 2013, "Sources of Real Exchange Rate Fluctuations: The Role of Supply Shocks Revisited," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79821.
• Gribisch, Bastian, 2013, "A latent dynamic factor approach to forecasting multivariate stock market volatility," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79823.
• Conrad, Christian & Weber, Enzo, 2013, "Measuring Persistence in Volatility Spillovers," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79850.
• Kaufmann, Daniel & Bäurle, Gregor, 2013, "Exchange Rate and Price Dynamics at the Zero Lower Bound," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79872.
• Strohsal, Till & Weber, Enzo, 2013, "Identifying Volatility Signals from Time-Varying Simultaneous Stock Market Interaction," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79903.
• Riedel, Jana, 2013, "Real interest rate convergence among G7 countries," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79928.
• Hartmann, Philipp & Hubrich, Kirstin & Kremer, Manfred & Tetlow, Robert J., 2013, "Melting down: Systemic financial instability and the macroeconomy," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80487.
• Schleer, Frauke, 2013, "Finding starting-values for maximum likelihood estimation of vector STAR models," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-076.
• Beaudry, Paul & Portier, Franck & Seymen, Atılım, 2013, "Comparing two methods for the identification of news shocks," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-110.
• Seymen, Atılım, 2013, "Sequential identification of technological news shocks," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-111.
• Wang, Yu Shan, 2013, "Oil price effects on personal consumption expenditures," Energy Economics, Elsevier, volume 36, issue C, pages 198-204, DOI: 10.1016/j.eneco.2012.08.007.
• Ozturk, Ilhan & Acaravci, Ali, 2013, "The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey," Energy Economics, Elsevier, volume 36, issue C, pages 262-267, DOI: 10.1016/j.eneco.2012.08.025.
• Kang, Sang Hoon & Yoon, Seong-Min, 2013, "Modeling and forecasting the volatility of petroleum futures prices," Energy Economics, Elsevier, volume 36, issue C, pages 354-362, DOI: 10.1016/j.eneco.2012.09.010.
• Nazlioglu, Saban & Erdem, Cumhur & Soytas, Ugur, 2013, "Volatility spillover between oil and agricultural commodity markets," Energy Economics, Elsevier, volume 36, issue C, pages 658-665, DOI: 10.1016/j.eneco.2012.11.009.
• Salamaliki, Paraskevi K. & Venetis, Ioannis A., 2013, "Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock," Energy Economics, Elsevier, volume 39, issue C, pages 108-121, DOI: 10.1016/j.eneco.2013.04.010.
• Stern, David I. & Enflo, Kerstin, 2013, "Causality between energy and output in the long-run," Energy Economics, Elsevier, volume 39, issue C, pages 135-146, DOI: 10.1016/j.eneco.2013.05.007.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2013, "The causal nexus between oil prices and equity market in the U.S.: A regime switching model," Energy Economics, Elsevier, volume 39, issue C, pages 271-282, DOI: 10.1016/j.eneco.2013.04.014.
• Gardebroek, Cornelis & Hernandez, Manuel A., 2013, "Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets," Energy Economics, Elsevier, volume 40, issue C, pages 119-129, DOI: 10.1016/j.eneco.2013.06.013.
• Mirantes, Andrés García & Población, Javier & Serna, Gregorio, 2013, "The stochastic seasonal behavior of energy commodity convenience yields," Energy Economics, Elsevier, volume 40, issue C, pages 155-166, DOI: 10.1016/j.eneco.2013.06.011.
• Beckmann, Joscha & Czudaj, Robert, 2013, "Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?," Energy Economics, Elsevier, volume 40, issue C, pages 665-678, DOI: 10.1016/j.eneco.2013.08.007.
• Bruns, Stephan B. & Gross, Christian, 2013, "What if energy time series are not independent? Implications for energy-GDP causality analysis," Energy Economics, Elsevier, volume 40, issue C, pages 753-759, DOI: 10.1016/j.eneco.2013.08.020.
• Gupta, Rangan & Modise, Mampho P., 2013, "Does the source of oil price shocks matter for South African stock returns? A structural VAR approach," Energy Economics, Elsevier, volume 40, issue C, pages 825-831, DOI: 10.1016/j.eneco.2013.10.005.
• Dagher, Leila & El Hariri, Sadika, 2013, "The impact of global oil price shocks on the Lebanese stock market," Energy, Elsevier, volume 63, issue C, pages 366-374, DOI: 10.1016/j.energy.2013.10.012.
• Fleissig, Adrian R. & Whitney, Gerald, 2013, "Virtual prices and the impact of house rationing in Belgium on consumer choices," Explorations in Economic History, Elsevier, volume 50, issue 2, pages 308-315, DOI: 10.1016/j.eeh.2012.11.001.
• Ho, Tai-kuang & Lai, Cheng-chung, 2013, "Silver fetters? The rise and fall of the Chinese price level 1928–34," Explorations in Economic History, Elsevier, volume 50, issue 3, pages 446-462, DOI: 10.1016/j.eeh.2013.03.001.
• Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013, "Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence," International Review of Financial Analysis, Elsevier, volume 27, issue C, pages 21-33, DOI: 10.1016/j.irfa.2012.06.001.
• Floros, Christos & Kizys, Renatas & Pierdzioch, Christian, 2013, "Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 166-173, DOI: 10.1016/j.irfa.2013.02.005.
• Kaeck, Andreas & Alexander, Carol, 2013, "Continuous-time VIX dynamics: On the role of stochastic volatility of volatility," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 46-56, DOI: 10.1016/j.irfa.2013.01.008.
• Arouri, Mohamed & Teulon, Frédéric & Rault, Christophe, 2013, "Equity risk premium and regional integration," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 79-85, DOI: 10.1016/j.irfa.2013.02.009.
• Kopchak, Seth J., 2013, "The realized forward term premium in the repo market," Journal of Financial Markets, Elsevier, volume 16, issue 2, pages 253-278, DOI: 10.1016/j.finmar.2012.08.001.
• Balke, Nathan S. & Ma, Jun & Wohar, Mark E., 2013, "The contribution of economic fundamentals to movements in exchange rates," Journal of International Economics, Elsevier, volume 90, issue 1, pages 1-16, DOI: 10.1016/j.jinteco.2012.10.003.
• Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena, 2013, "Causes of nonlinearities in low-order models of the real exchange rate," Journal of International Economics, Elsevier, volume 91, issue 1, pages 128-141, DOI: 10.1016/j.jinteco.2013.04.008.
• Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2013, "Investor herds and regime-switching: Evidence from Gulf Arab stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 295-321, DOI: 10.1016/j.intfin.2012.09.007.
• Kishor, N. Kundan & Marfatia, Hardik A., 2013, "The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 1-24, DOI: 10.1016/j.intfin.2012.11.004.
• Kagraoka, Yusho & Moussa, Zakaria, 2013, "Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 181-201, DOI: 10.1016/j.intfin.2013.03.002.
• Degiannakis, Stavros & Filis, George & Floros, Christos, 2013, "Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 175-191, DOI: 10.1016/j.intfin.2013.05.007.
• Caporale, Guglielmo Maria & Costantini, Mauro & Paradiso, Antonio, 2013, "Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 215-225, DOI: 10.1016/j.intfin.2013.06.001.
• Antonakakis, Nikolaos & Vergos, Konstantinos, 2013, "Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 258-272, DOI: 10.1016/j.intfin.2013.06.004.
• Philippas, Dionisis & Siriopoulos, Costas, 2013, "Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 161-176, DOI: 10.1016/j.intfin.2013.09.008.
• Baltagi, Badi H. & Liu, Long, 2013, "Estimation and prediction in the random effects model with AR(p) remainder disturbances," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 100-107, DOI: 10.1016/j.ijforecast.2012.07.001.
• Brüggemann, Ralf & Lütkepohl, Helmut, 2013, "Forecasting contemporaneous aggregates with stochastic aggregation weights," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 60-68, DOI: 10.1016/j.ijforecast.2012.05.007.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013, "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 456-468, DOI: 10.1016/j.ijforecast.2012.12.002.
• Valle e Azevedo, João & Pereira, Ana, 2013, "Approximating and forecasting macroeconomic signals in real-time," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 479-492, DOI: 10.1016/j.ijforecast.2012.12.005.
• Koopman, Siem Jan & van der Wel, Michel, 2013, "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 676-694, DOI: 10.1016/j.ijforecast.2012.12.004.
• Lee, Jiho, 2013, "Consumption, financial wealth and labor income in Korea," Japan and the World Economy, Elsevier, volume 25, issue , pages 59-67, DOI: 10.1016/j.japwor.2013.01.005.
• Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2013, "Stock market reaction to fed funds rate surprises: State dependence and the financial crisis," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4025-4037, DOI: 10.1016/j.jbankfin.2013.06.010.
• Grydaki, Maria & Bezemer, Dirk, 2013, "The role of credit in the Great Moderation: A multivariate GARCH approach," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4615-4626, DOI: 10.1016/j.jbankfin.2013.01.039.
• Dunis, Christian & Kellard, Neil M. & Snaith, Stuart, 2013, "Forecasting EUR–USD implied volatility: The case of intraday data," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4943-4957, DOI: 10.1016/j.jbankfin.2013.08.028.
• Caporale, Guglielmo Maria & Girardi, Alessandro, 2013, "Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 227-240, DOI: 10.1016/j.jbankfin.2012.07.027.
• Boubaker, Heni & Sghaier, Nadia, 2013, "Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 361-377, DOI: 10.1016/j.jbankfin.2012.09.006.
• Berger, Tino & Pozzi, Lorenzo, 2013, "Measuring time-varying financial market integration: An unobserved components approach," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 463-473, DOI: 10.1016/j.jbankfin.2012.09.015.
• Maican, Florin G. & Sweeney, Richard J., 2013, "Real exchange rate adjustment in European transition countries," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 907-926, DOI: 10.1016/j.jbankfin.2012.10.007.
• Sbrana, Giacomo & Silvestrini, Andrea, 2013, "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1437-1450, DOI: 10.1016/j.jbankfin.2012.06.015.
• Kehrle, Kerstin & Peter, Franziska J., 2013, "Who moves first? An intensity-based measure for information flows across stock exchanges," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1629-1642, DOI: 10.1016/j.jbankfin.2012.12.011.
• Wang, Yi-Chiuan & Wu, Jyh-Lin & Lai, Yi-Hao, 2013, "A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1706-1719, DOI: 10.1016/j.jbankfin.2013.01.001.
• Rodríguez-Moreno, María & Peña, Juan Ignacio, 2013, "Systemic risk measures: The simpler the better?," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1817-1831, DOI: 10.1016/j.jbankfin.2012.07.010.
• Chevapatrakul, Thanaset, 2013, "Return sign forecasts based on conditional risk: Evidence from the UK stock market index," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2342-2353, DOI: 10.1016/j.jbankfin.2013.01.033.
• Ülkü, Numan & Weber, Enzo, 2013, "Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2733-2749, DOI: 10.1016/j.jbankfin.2013.03.021.
• Casalin, Fabrizio, 2013, "Testing the expectations hypothesis of the term structure with permanent-transitory component models," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3192-3203, DOI: 10.1016/j.jbankfin.2013.02.025.
• Gębka, Bartosz & Karoglou, Michail, 2013, "Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3639-3653, DOI: 10.1016/j.jbankfin.2013.04.035.
• Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George, 2013, "Risk and return: Long-run relations, fractional cointegration, and return predictability," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 409-424, DOI: 10.1016/j.jfineco.2013.01.002.
• Levintal, Oren, 2013, "The real effects of banking shocks: Evidence from OECD countries," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 556-578, DOI: 10.1016/j.jimonfin.2012.05.028.
• Chen, Haiqiang & Choi, Paul Moon Sub & Hong, Yongmiao, 2013, "How smooth is price discovery? Evidence from cross-listed stock trading," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 668-699, DOI: 10.1016/j.jimonfin.2012.06.005.
• Badarudin, Z.E. & Ariff, M. & Khalid, A.M., 2013, "Post-Keynesian money endogeneity evidence in G-7 economies," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 146-162, DOI: 10.1016/j.jimonfin.2012.11.014.
• Acker, Daniella & Duck, Nigel W., 2013, "Inflation illusion and the US dividend yield: Some further evidence," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 235-254, DOI: 10.1016/j.jimonfin.2012.11.018.
• Bekiros, Stelios & Marcellino, Massimiliano, 2013, "The multiscale causal dynamics of foreign exchange markets," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 282-305, DOI: 10.1016/j.jimonfin.2012.11.016.
• Kim, Bong-Han & Kim, Hyeongwoo & Min, Hong-Ghi, 2013, "Reassessing the link between the Japanese yen and emerging Asian currencies," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 306-326, DOI: 10.1016/j.jimonfin.2012.11.021.
• Cesa-Bianchi, Ambrogio, 2013, "Housing cycles and macroeconomic fluctuations: A global perspective," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 215-238, DOI: 10.1016/j.jimonfin.2013.06.004.
• Grier, Kevin B. & Smallwood, Aaron D., 2013, "Exchange rate shocks and trade: A multivariate GARCH-M approach," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 282-305, DOI: 10.1016/j.jimonfin.2013.05.010.
• Gubler, Matthias & Hertweck, Matthias S., 2013, "Commodity price shocks and the business cycle: Structural evidence for the U.S," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 324-352, DOI: 10.1016/j.jimonfin.2013.06.012.
• Hall, Stephen G. & Hondroyiannis, George & Kenjegaliev, Amangeldi & Swamy, P.A.V.B. & Tavlas, George S., 2013, "Is the relationship between prices and exchange rates homogeneous?," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 411-438, DOI: 10.1016/j.jimonfin.2013.06.014.
• Hartmann, Matthias & Roestel, Jan, 2013, "Inflation, output and uncertainty in the era of inflation targeting – A multi-economy view on causal linkages," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 98-112, DOI: 10.1016/j.jimonfin.2013.05.011.
• Caporale, Guglielmo Maria & Girardi, Alessandro, 2013, "Fiscal spillovers in the Euro area," Journal of International Money and Finance, Elsevier, volume 38, issue C, pages 84.1-84.16, DOI: 10.1016/j.jimonfin.2013.05.002.
• Henzel, Steffen R., 2013, "Fitting survey expectations and uncertainty about trend inflation," Journal of Macroeconomics, Elsevier, volume 35, issue C, pages 172-185, DOI: 10.1016/j.jmacro.2012.10.007.
• Tsong, Ching-Chuan & Lee, Cheng-Feng, 2013, "Quantile cointegration analysis of the Fisher hypothesis," Journal of Macroeconomics, Elsevier, volume 35, issue C, pages 186-198, DOI: 10.1016/j.jmacro.2012.11.001.
• Neanidis, Kyriakos C. & Savva, Christos S., 2013, "Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7," Journal of Macroeconomics, Elsevier, volume 35, issue C, pages 81-92, DOI: 10.1016/j.jmacro.2012.10.005.
• Croux, Christophe & Reusens, Peter, 2013, "Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain," Journal of Macroeconomics, Elsevier, volume 35, issue C, pages 93-103, DOI: 10.1016/j.jmacro.2012.10.001.
• Bouakez, Hafedh & Essid, Badye & Normandin, Michel, 2013, "Stock returns and monetary policy: Are there any ties?," Journal of Macroeconomics, Elsevier, volume 36, issue C, pages 33-50, DOI: 10.1016/j.jmacro.2013.01.002.
• Netsunajev, Aleksei, 2013, "Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity," Journal of Macroeconomics, Elsevier, volume 36, issue C, pages 51-62, DOI: 10.1016/j.jmacro.2012.12.005.
• Milcheva, Stanimira, 2013, "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 314-332, DOI: 10.1016/j.jmacro.2013.03.004.
• Keating, John W., 2013, "What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 203-217, DOI: 10.1016/j.jmacro.2013.07.007.
• Kivedal, Bjørnar Karlsen, 2013, "Testing for rational bubbles in the US housing market," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 369-381, DOI: 10.1016/j.jmacro.2013.08.021.
• Abdelhafidh, Samir, 2013, "Potential financing sources of investment and economic growth in North African countries: A causality analysis," Journal of Policy Modeling, Elsevier, volume 35, issue 1, pages 150-169, DOI: 10.1016/j.jpolmod.2012.01.001.
• El-Shagi, Makram & Giesen, Sebastian, 2013, "Money and inflation: Consequences of the recent monetary policy," Journal of Policy Modeling, Elsevier, volume 35, issue 4, pages 520-537, DOI: 10.1016/j.jpolmod.2013.03.014.
• Lamo, Ana & Pérez, Javier J. & Schuknecht, Ludger, 2013, "Are government wages interlinked with private sector wages?," Journal of Policy Modeling, Elsevier, volume 35, issue 5, pages 697-712, DOI: 10.1016/j.jpolmod.2012.12.003.
• Aielli, Gian Piero & Caporin, Massimiliano, 2013, "Fast clustering of GARCH processes via Gaussian mixture models," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 205-222, DOI: 10.1016/j.matcom.2012.09.015.
• Liao, Yin, 2013, "The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks," Pacific-Basin Finance Journal, Elsevier, volume 23, issue C, pages 25-48, DOI: 10.1016/j.pacfin.2013.01.002.
• Sbrana, Giacomo & Silvestrini, Andrea, 2013, "Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework," International Journal of Production Economics, Elsevier, volume 146, issue 1, pages 185-198, DOI: 10.1016/j.ijpe.2013.06.022.
• Weber, Enzo, 2013, "Simultaneous stochastic volatility transmission across American equity markets," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 1, pages 53-60, DOI: 10.1016/j.qref.2012.11.001.
• Zeng, Zheng, 2013, "New tips from TIPS: Identifying inflation expectations and the risk premia of break-even inflation," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 2, pages 125-139, DOI: 10.1016/j.qref.2013.02.005.
• Lee, King Fuei, 2013, "Demographics and the long-horizon returns of dividend-yield strategies," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 2, pages 202-218, DOI: 10.1016/j.qref.2013.02.001.
• Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2013, "Oil exports and the Iranian economy," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 3, pages 221-237, DOI: 10.1016/j.qref.2012.07.001.
• Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2013, "Risk and return in the Tehran stock exchange," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 3, pages 238-256, DOI: 10.1016/j.qref.2013.05.005.
• Owyang, Michael T. & Zubairy, Sarah, 2013, "Who benefits from increased government spending? A state-level analysis," Regional Science and Urban Economics, Elsevier, volume 43, issue 3, pages 445-464, DOI: 10.1016/j.regsciurbeco.2013.02.005.
• Shahbaz, Muhammad & Mutascu, Mihai & Azim, Parvez, 2013, "Environmental Kuznets curve in Romania and the role of energy consumption," Renewable and Sustainable Energy Reviews, Elsevier, volume 18, issue C, pages 165-173, DOI: 10.1016/j.rser.2012.10.012.
• Shahbaz, Muhammad & Ozturk, Ilhan & Afza, Talat & Ali, Amjad, 2013, "Revisiting the environmental Kuznets curve in a global economy," Renewable and Sustainable Energy Reviews, Elsevier, volume 25, issue C, pages 494-502, DOI: 10.1016/j.rser.2013.05.021.
• Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A., 2013, "The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 24-34, DOI: 10.1016/j.iref.2012.04.007.
• Erdogan, Oral & Tata, Kenan & Karahasan, B. Can & Sengoz, M. Hakan, 2013, "Dynamics of the co-movement between stock and maritime markets," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 282-290, DOI: 10.1016/j.iref.2012.07.007.
• Gebka, Bartosz & Wohar, Mark E., 2013, "Causality between trading volume and returns: Evidence from quantile regressions," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 144-159, DOI: 10.1016/j.iref.2012.09.009.
• Baur, Dirk G., 2013, "The autumn effect of gold," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 1-11, DOI: 10.1016/j.ribaf.2012.05.001.
• Degiannakis, Stavros & Floros, Christos, 2013, "Modeling CAC40 volatility using ultra-high frequency data," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 68-81, DOI: 10.1016/j.ribaf.2012.09.001.
• Hammami, Yacine & Jilani, Faouzi & Oueslati, Abdelmonem, 2013, "Mutual fund performance in Tunisia: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, volume 29, issue C, pages 35-51, DOI: 10.1016/j.ribaf.2013.02.001.
• Chatziantoniou, Ioannis & Filis, George & Eeckels, Bruno & Apostolakis, Alexandros, 2013, "Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries," Tourism Management, Elsevier, volume 36, issue C, pages 331-341, DOI: 10.1016/j.tourman.2012.10.012.
• Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich, 2013, "Effects of Global Liquidity on Commodity and Food Prices," World Development, Elsevier, volume 44, issue C, pages 31-43, DOI: 10.1016/j.worlddev.2012.12.009.
• Ghassen El Montasser & Talel Boufateh & Fakhri Issaoui, 2013, "The Seasonal KPSS Test When Neglecting Seasonal Dummies: A Monte Carlo analysis," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2013/07, Apr.
• David I. Stern & Kerstin Enflo, 2013, "Causality Between Energy and Output in the Long-Run," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-01, Jan.
• Oscar Parkyn & Tugrul Vehbi, 2013, "The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-04, Feb.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok, 2013, "Regionalization vs. Globalization," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-09, Feb.
• Aaron Walker & Rod Tyers, 2013, "Quantifying Australia's "Three Speed" Boom," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-10, Feb.
• Knut Are Aastveit & Hilde C. Bjornland & Leif Anders Thorsrud, 2013, "What Drives Oil Prices? Emerging Versus Developed Economies," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-11, Feb.
• Alfonso Mendoza Velazquez & Peter N. Smith, 2013, "Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-22, May.
• Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair, 2013, "How Well Does "Core" Inflation Capture Permanent Price Changes?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-26, May.
• Melisso Boschi & Massimiliano Marzo & Simone Salotti, 2013, "Domestic Versus International Determinants of European Business Cycles: A GVAR Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-28, May.
• Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2013, "Purchasing Power Parity and the Taylor Rule," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-41, Jun.
• Benjamin Wong, 2013, "Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-59, Aug.
• Yasuo Hirose & Atsushi Inoue, 2013, "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-60, Sep.
• Benjamin Wong, 2013, "The Evolution of the U.S. Output-Inflation Tradeoff," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-70, Oct.
• Ozer Karagedikli & Michael Ryan & Daan Steenkamp & Tugrul Vehbi, 2013, "What Happens When the Kiwi Flies? The Sectoral Effects of the Exchange Rate Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-73, Nov.
• Hilde C. Bjornland & Leif Anders Thorsrud, 2013, "Boom or Gloom? Examining the Dutch Disease in a Two-Speed Economy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-76, Dec.
• Stephan B. Bruns & Christian Gross & David I. Stern, 2013, "Is There Really Granger Causality Between Energy Use and Output?," Crawford School Research Papers, Crawford School of Public Policy, The Australian National University, number 1307, Mar.
• Kruk Dzmitry & Haiduk Kiryl, 2013, "The Outcome of Directed Lending in Belarus: Mitigating Recession or Dampening Long-Run Growth?," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 13/05e, Feb.
• Nikolaychuk Sergiy & Shapovalenko Nadiia, 2013, "The identification of the sources of current account fluctuations in Ukraine," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 13/12e, Oct.
• Wulfrano Gómez & Leovardo Mata & Montserrat Reyna, 2013, "Hodrick-Prescott Filter: An Extreme-Sport Testing," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 7, issue 1, pages 1-13.
• Lutfu OZTURK, 2013, "Turkiye Avrupa Birligi’ne Yakinsiyor Mu? Bir Zaman Serisi Analizi, 1950-2008," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 4, pages 527-538.
• Gerba, Eddie & Hauzenberger, Klemens, 2013, "Estimating US fiscal and monetary interactions in a time varying VAR," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 56393, Mar.
• Annari De Waal & Prof Reneé van Eyden, 2013, "The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR model," EcoMod2013, EcoMod, number 5403, Jun.
• Laia Maynou & Marc Saez & Jordi Bacaria, 2013, "Análisis de convergencia de las regiones de la zona euro (1990-2010)," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 82, issue 01, pages 199-216.
• Pablo A. Guerrón-Quintana & James M. Nason, 2013, "Bayesian estimation of DSGE models," Chapters, Edward Elgar Publishing, chapter 21, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
• Lutz Kilian, 2013, "Structural vector autoregressions," Chapters, Edward Elgar Publishing, chapter 22, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
• Helmut Lütkepohl, 2013, "Vector autoregressive models," Chapters, Edward Elgar Publishing, chapter 6, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
• Bárcenas, Luis Arturo. & Chirinos, Ana María. & Pagliacci, Carolina., 2013, "Trasmisión de choques macroeconómicos en Venezuela. Un enfoque estructural del modelo factorial," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 320, pages 903-942, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado, 2013, "Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 177-205., January-J.
• Rodolfo Cermeño & Mario Negrete García, 2013, "Política Monetaria Estadounidense y Tipo De Cambio Real en México, 1996-2012," Working Papers, CIDE, División de Economía, number DTE 566, Nov.
• Nikolay Gospodinov & Ana María Herrera & Elena Pesavento, 2013, "Unit Roots, Cointegration, and Pretesting in Var Models☆The views expressed here are the authors and not necessarily those of the Federal Reserve Bank of Atlanta or the Federal Reserve System," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031003.
• Todd E. Clark & Michael W. McCracken, 2013, "Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis, Federal ," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031004.
• Helmut Lütkepohl, 2013, "Identifying Structural Vector Autoregressions Via Changes in Volatility☆This article was written while the author was a Bundesbank Professor at the Freie Universität Berlin. An earlier version of the paper was published as DIW Discussion Paper 1259 –," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031005.
• Kirstin Hubrich & Timo Teräsvirta, 2013, "Thresholds and Smooth Transitions in Vector Autoregressive Models☆The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Central Bank," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031008.
• Ivan Jeliazkov, 2013, "Nonparametric Vector Autoregressions: Specification, Estimation, and Inference," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031009.
• Thomas B. Götz & Alain Hecq & Jean-Pierre Urbain, 2013, "Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031010.
• Rangan Gupta & Monique Reid, 2013, "Macroeconomic surprises and stock returns in South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 30, issue 3, pages 266-282, July, DOI: 10.1108/SEF-Apr-2012-0049.
• Caporin, M. & McAleer, M.J., 2013, "Ten Things You Should Know About DCC," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-13, Mar.
• Caporin, M. & McAleer, M.J., 2013, "Ten Things You Should Know About the Dynamic Conditional Correlation Representation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-21, Jun.
• Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013, "Risk Modelling and Management: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-22, Jun.
• Ruperto MAJUCA, 2013, "Managing Economic Shocks and Macroeconomic Coordination in an Integrated Region: ASEAN Beyond 2015," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2013-18, Sep.
• Morten Balling & Patricia Jackson & Ernest Gnan (ed.), 2013, "States, Banks and the Financing of the Economy: Monetary Policy and Regulatory Perspectives," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/3, ISBN: ARRAY(0x926a3998), January-J.
• Paul Cashin & Kamiar Mohaddes & Maziar Raissi & Mehdi Raissi, 2013, "The Global Impact of the Systemic Economies and MENA Business Cycles," Working Papers, Economic Research Forum, number 750, May, revised May 2013.
• Paul Cashin & Kamiar Mohaddes & Maziar Raissi & Mehdi Raissi, 2013, "The Differential Effects of Oil Demand and Supply Shocks on the Global Economy," Working Papers, Economic Research Forum, number 757, Jun, revised Jun 2013.
• Afsin Sahin & Aysit Tansel & M. Hakan Berument, 2013, "Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective," Working Papers, Economic Research Forum, number 792, Nov, revised Nov 2013.
• Kazuhiko OHASHI & Tatsuyoshi OKIMOTO, 2013, "Increasing Trends in the Excess Comovement of Commodity Prices," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 13048, May.
• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2013, "Systemic Risk and Home Bias in the Euro Area," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 494, Apr.
• Daniel Monteiro, 2013, "The flow of credit in the UK economy and the availability of financing to the corporate sector," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 509, Dec.
• Sergey Ivashchenko, 2013, "Estimating Nonlinear DSGE Models with Moments Based Methods," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2013/03, Jun.
• Hossein Mirshojaeian Hosseini & Shinji Kaneko, 2013, "Fuel Conservation Effect of Energy Subsidy Reform in Iran," Working Papers, Faculty of Economics,University of Tehran.Tehran,Iran, number 3-1, Jan.
• Mohamed Amine Boutabba, 2013, "The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 13-05.
• Gönül AKINCI & Merter AKINCI & Ömer YILMAZ, 2013, "Stock – Watson Eşbütünleşme Analizi Yardımıyla Altın Fiyatları Mekanizması Üzerine," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 24, issue 86, pages 55-81, DOI: 10.5455/ey.35107.
• Roberto Furesi & Fabio A. Madau & Pietro Pulina, 2013, "Potere della distribuzione moderna nelle filiere agroalimentari: il caso dell?olio d?oliva in Italia," Economia agro-alimentare, FrancoAngeli Editore, volume 15, issue 1, pages 123-143.
• Vladimír Hajko & Jaroslav Bil, 2013, "The Relevant Markets for Meat Production and Processing in the Czech Republic: Analysis of the Price Movements," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 7, issue 3, pages 178-197, November.
• Sharafat Ali, 2013, "The Small and Medium Enterprises and Poverty in Pakistan: An Empirical Analysis," European Journal of Business and Economics, Central Bohemia University, volume 8, issue 2, pages 25-301:8, July, DOI: 10.12955/ejbe.v8i2.376.
• Tom Engsted & Thomas Q. Pedersen, 2013, "Housing market volatility in the OECD area: Evidence from VAR based return decompositions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-04, 02.
• Katarzyna Lasak & Carlos Velasco, 2013, "Fractional cointegration rank estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-08, 03.
• Daniela Osterrieder, 2013, "Interest Rates with Long Memory: A Generalized Affine Term-Structure Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-17, 05.
• Kirstin Hubrich & Timo Teräsvirta, 2013, "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-18, Jun.
• Niels S. Hansen & Asger Lunde, 2013, "Analyzing Oil Futures with a Dynamic Nelson-Siegel Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-36, 10.
• Federico Carlini & Paolo Santucci de Magistris, 2013, "On the identification of fractionally cointegrated VAR models with the F(d) condition," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-44, Nov.
• Joshua C.C. Chan & Gary Koop, 2013, "Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2013-603, Feb.
• Joshua C.C. Chan & Eric Eisenstat, 2013, "Gibbs Samplers for VARMA and Its Extensions," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2013-604, Feb.
• María Lorena Marí Del Cristo & Marta Gómez-Puig, 2013, "Fiscal dynamics in a dollarized, oil-exporting country: Ecuador," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 13-06, Sep.
• Timo Teuber, 2013, "Interpreting Business Cycles as Generalized Two-Dimensional Loops Using Penalized Splines Regression Techniques," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 59, issue 1, pages 1-26, DOI: 10.3790/aeq.59.1.1.
• Ion PARTACHI & Olga PANIS, 2013, "Interaction Between Real And Monetary Sectors Of The Economy In Terms Of Economic Instability," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 2, issue 2, pages 7-19, DECEMBER.
• Tai-kuang Ho & Cheng-chung Lai & Joshua Jr-shiang Gau, 2013, "Equilibrium and adjustment of exchange rates in the Chinese silver standard economy, 1928-1935," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 7, issue 1, pages 87-98, January, DOI: 10.1007/s11698-012-0079-6.
• Jonathan Chipili, 2013, "Monetary Policy, Foreign Exchange Intervention and Exchange Rate Volatility in Zambia," The African Finance Journal, Africagrowth Institute, volume 15, issue 1, pages 36-55.
• Siti Nur Zahara HAMZAH & Evan LAU, 2013, "The role of social factors in explaining crime," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, volume 0, issue 6(583), pages 99-118, June.
• Hahn, William F. & Taha, Fawzi A. & Davis, Christopher G., undated, "Estimating PIGLOG Demands Using Representative versus Average Expenditure," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 149351, DOI: 10.22004/ag.econ.149351.