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

2011

• Marcus Ruge, 2011, "Stimmungen und Erwartungen im System der Märkte : eine Analyse mit DPLS-Modellen = Sentiments and expectations in the system of markets : an analysis with DPLS models," Potsdamer Schriften zu Statistik und Wirtschaft, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 01, Nov.
• Andreas Nastansky, 2011, "Orthogonale und verallgemeinerte Impuls-Antwort-Funktionen in Vektor-Fehlerkorrekturmodellen," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 45, Mar.
• Jonas Teitge & Andreas Nastansky, 2011, "Interdependenzen in den Renditen DAX-notierter Unternehmen nach Branchen," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 47, Apr.
• Andreas Nastansky & Hans Gerhard Strohe, 2011, "Konsumausgaben und Aktienmarktentwicklung in Deutschland: Ein kointegriertes vektorautoregressives Modell," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 50, Aug.
• Christian Calmès & Raymond Théoret, 2011, "The rise of shadow banking and the hidden benefits of diversification," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp042011, Apr.
• Christian Calmès & Raymond Théoret, 2011, "Bank systemic risk and the business cycle: An empirical investigation using Canadian data," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp322011, Dec.
• Dagher, Leila & yacoubian, talar, 2011, "The causal relationship between energy consumption and economic growth in Lebanon," MPRA Paper, University Library of Munich, Germany, number 116124.
• D'Adamo, Gaetano, 2011, "Wage spillovers across sectors in Eastern Europe," MPRA Paper, University Library of Munich, Germany, number 27841, Jan.
• Paradiso, Antonio & Rao, B. Bhaskara, 2011, "What Caused the Decline in the US Saving Ratio?," MPRA Paper, University Library of Munich, Germany, number 28023, Jan.
• Tang, Chor Foon & Shahbaz, Muhammad, 2011, "Revisiting the Electricity Consumption-Growth Nexus for Portugal: Evidence from a Multivariate Framework Analysis," MPRA Paper, University Library of Munich, Germany, number 28393, Jan.
• Paradiso, Antonio & Rao, B. Bhaskara & Margani, Patrizia, 2011, "Time Series Estimates of the Italian Consumer Confidence Indicator," MPRA Paper, University Library of Munich, Germany, number 28395, Jan.
• Islam, Faridul & Shahbaz, Muhammad & Alam, Mahmudul, 2011, "Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis," MPRA Paper, University Library of Munich, Germany, number 28403, Jan.
• Magazzino, Cosimo, 2011, "The nexus between public expenditure and inflation in the Mediterranean countries," MPRA Paper, University Library of Munich, Germany, number 28493.
• Ogundari, Kolawole, 2011, "Estimating Demand for Nutrients in Nigeria: A Vector Error Correction Model," MPRA Paper, University Library of Munich, Germany, number 28930, Feb.
• Basher, Syed Abul & Fachin, Stefano, 2011, "The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States," MPRA Paper, University Library of Munich, Germany, number 29077, Feb.
• Tiwari, Aviral & Shahbaz, Muhammad & Shabbir, Muhammad, 2011, "Is per capita GDP non-linear stationary in SAARC countries?," MPRA Paper, University Library of Munich, Germany, number 29109, Feb.
• Tang, Chor Foon, 2011, "Tourism, real output and real effective exchange rate in Malaysia: a view from rolling sub-samples," MPRA Paper, University Library of Munich, Germany, number 29379, Feb.
• Iqbal, Javed, 2011, "Forecasting Performance of Alternative Error Correction Models," MPRA Paper, University Library of Munich, Germany, number 29826, Mar, revised 19 Mar 2011.
• Gonzalez-Astudillo, Manuel, 2011, "Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy," MPRA Paper, University Library of Munich, Germany, number 29976, Mar.
• Chassem, Nacisse Palissy, 2011, "Hypothèse de Thirlwall: cas des pays de la zone Franc
  [Thirlwall’s hypothesis : the case of countries of the Franc Zone]," MPRA Paper, University Library of Munich, Germany, number 29990, Mar.
• Islas-Camargo, Alejandro & Cortez, Willy W., 2011, "Revisiting Okun's law for Mexico: an analysis of the permanent and transitory components of unemployment and output," MPRA Paper, University Library of Munich, Germany, number 30026, Mar.
• Islas-Camargo, Alejandro & Cortez, Willy W., 2011, "How relevant is monetary policy to explain Mexican unemployment fluctuations?," MPRA Paper, University Library of Munich, Germany, number 30027, Jan.
• Chassem, Nacisse Palissy, 2011, "Effets de long terme du taux de change réel sur la balance commerciale nominale et réelle en zone Franc africaine
  [Long-run effects of real exchange rate on the nominal and real trade balance in African Franc zone]," MPRA Paper, University Library of Munich, Germany, number 30252, Apr.
• Peeters, Marga, 2011, "Demographic pressure, excess labour supply and public-private sector employment in Egypt - Modelling labour supply to analyse the response of unemployment, public finances and welfare," MPRA Paper, University Library of Munich, Germany, number 31101, May.
• Akpan, Usenobong F. & Chuku, Agbai, 2011, "Economic Growth and Environmental Degradation in Nigeria: Beyond the Environmental Kuznets Curve," MPRA Paper, University Library of Munich, Germany, number 31241, Apr.
• Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2011, "Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data," MPRA Paper, University Library of Munich, Germany, number 31354, May.
• Hatemi-J, Abdulnasser, 2011, "Asymmetric generalized impulse responses and variance decompositions with an application," MPRA Paper, University Library of Munich, Germany, number 31700.
• Wintenberger, Olivier & Cai, Sixiang, 2011, "Parametric inference and forecasting in continuously invertible volatility models," MPRA Paper, University Library of Munich, Germany, number 31767, Jun.
• Dinda, Soumyananda, 2011, "Carbon emission and production technology: evidence from the US," MPRA Paper, University Library of Munich, Germany, number 31935, Feb, revised 30 Jun 2011.
• Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2011, "Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data," MPRA Paper, University Library of Munich, Germany, number 32043, Jul.
• Muhammad, Shahbaz & Mihai, Mutascu & Parvez, Azim, 2011, "Environmental Kuznets Curve in Romania and the Role of Energy Consumption," MPRA Paper, University Library of Munich, Germany, number 32254, Jul, revised 15 Jul 2011.
• Szarowska, Irena, 2011, "Development and the cyclicality of government spending in the Czech Republic," MPRA Paper, University Library of Munich, Germany, number 32353, May.
• Korap, Levent, 2011, "An empirical model for the Turkish trade balance: new evidence from ARDL bounds testing analyses," MPRA Paper, University Library of Munich, Germany, number 32550.
• Kim, Hyeongwoo, 2011, "VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored," MPRA Paper, University Library of Munich, Germany, number 33005, Aug.
• Le, Thai-Ha & Chang, Youngho, 2011, "Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach," MPRA Paper, University Library of Munich, Germany, number 33030, Aug.
• Bai, Jushan & Wang, Peng, 2011, "Conditional Markov chain and its application in economic time series analysis," MPRA Paper, University Library of Munich, Germany, number 33369, Aug.
• Muhammad, Anees & Ishfaq, Ahmed, 2011, "Industrial development, agricultural growth, urbanization and environmental Kuznets curve in Pakistan," MPRA Paper, University Library of Munich, Germany, number 33469, Sep.
• Prono, Todd, 2011, "When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models," MPRA Paper, University Library of Munich, Germany, number 33593, Sep.
• Chilarescu, Constantin & Viasu, Iana Luciana, 2011, "Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres," MPRA Paper, University Library of Munich, Germany, number 33909, Oct.
• Mukherjee, Soumyatanu, 2011, "Roaring Food Prices in India," MPRA Paper, University Library of Munich, Germany, number 34009, Oct.
• Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011, "The instability of the correlation structure of the S&P 500," MPRA Paper, University Library of Munich, Germany, number 34160, Oct.
• Dominique, C-René & Rivera-Solis, Luis Eduardo, 2011, "Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index," MPRA Paper, University Library of Munich, Germany, number 34860, Oct.
• Azuara, Oliver & Marinescu, Ioana, 2011, "Informality and the expansion of social protection programs," MPRA Paper, University Library of Munich, Germany, number 35073, Oct.
• Polemis, Michail & Fotis, Panagiotis, 2011, "The gasoline Industry in European Union and the USA," MPRA Paper, University Library of Munich, Germany, number 35097, Nov.
• Almeida, Pedro Cameira de & Fuinhas, José Alberto & Marques, António Cardoso, 2011, "A assimetria dos ciclos económicos: Evidência internacional usando o teste triples
  [The asymmetry of business cycles: International evidence using triples test]," MPRA Paper, University Library of Munich, Germany, number 35208, Oct.
• Jingwa A, Brian, 2011, "Improving biodiversity monitoring by modeling relative abundance from "presence only" data," MPRA Paper, University Library of Munich, Germany, number 35232, Sep.
• Li, Kui-Wai, 2011, "Identifying the Signs of Currency Speculation in Hong Kong's Linked exchange Rate," MPRA Paper, University Library of Munich, Germany, number 35279, Sep.
• Horvath, Roman & Poldauf, Petr, 2011, "International stock market comovements: what happened during the financial crisis?," MPRA Paper, University Library of Munich, Germany, number 35317, Dec.
• Gbaguidi, David Sedo, 2011, "Regime Switching in a New Keynesian Phillips Curve with Non-zero Steady-state Inflation Rate," MPRA Paper, University Library of Munich, Germany, number 35481, Oct.
• Gbaguidi, David Sedo, 2011, "Expectations Impact on the Effectiveness of the Inflation-Real Activity Trade-Off," MPRA Paper, University Library of Munich, Germany, number 35482, Nov.
• Lof, Matthijs, 2011, "GMM estimation with noncausal instruments under rational expectations," MPRA Paper, University Library of Munich, Germany, number 35536, Dec.
• Aruga, Kentaka & Managi, Shunsuke, 2011, "Linkage among the U.S. Energy Futures Markets," MPRA Paper, University Library of Munich, Germany, number 36086, Oct.
• Aruga, Kentaka & Managi, Shunsuke, 2011, "Price Linkages in the Copper Futures, Primary, and Scrap Markets," MPRA Paper, University Library of Munich, Germany, number 36089, Aug.
• Guzman, Giselle C., 2011, "The case for higher frequency inflation expectations," MPRA Paper, University Library of Munich, Germany, number 36656, Jun.
• Wasim, Ahmad & Bandi, Kamaiah, 2011, "Identifying regime shifts in Indian stock market: A Markov switching approach," MPRA Paper, University Library of Munich, Germany, number 37174, Jan, revised 08 Mar 2012.
• Gurgul, Henryk & Łukasz, Lach, 2011, "Financial development and economic growth in Poland in transition: causality analysis," MPRA Paper, University Library of Munich, Germany, number 38034, Sep.
• Benamar, Abdelhak & CHERIF, Nasreddine & Benbouziane, Mohamed, 2011, "Money and prices in the Maghreb countries: cointegration and causality analyses," MPRA Paper, University Library of Munich, Germany, number 38604, Dec.
• Abdul Karim, Zulkefly & Zaidi, Mohd Azlan Shah & W.N.W, Azman-Saini, 2011, "Relative price effects of monetary policy shock in Malaysia: a svar study," MPRA Paper, University Library of Munich, Germany, number 38768, Jun.
• Francisco, Ramirez, 2011, "Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana
  [Models for Estimating the Output Gap: Application to the GDP of Dominican Republic]," MPRA Paper, University Library of Munich, Germany, number 38886.
• Jean Louis, Rosmy & Brown, Ryan & Balli, Faruk, 2011, "On the Feasibility of Monetary Union: Does It Make Sense to Look for Shocks Symmetry across Countries When None of the Countries Constitutes an Optimum Currency Area?," MPRA Paper, University Library of Munich, Germany, number 39942, Aug.
• Jangili, Ramesh, 2011, "Causal relationship between saving, investment and economic growth for India – what does the relation imply?," MPRA Paper, University Library of Munich, Germany, number 40002.
• dogru, bulent & marabaoglu, akif, 2011, "Impact of inflatıon gap to nomınal interest rates: case of Turkey," MPRA Paper, University Library of Munich, Germany, number 40472, Mar.
• Korap, Levent, 2011, "A closer look at the money multipliers for the Turkish economy: Is there a stable relationship?," MPRA Paper, University Library of Munich, Germany, number 40778.
• Stepanenko, Bohdana, 2011, "Оцінка Впливу Елементів Фінансового Механізму На Становлення Та Розвитку Зеленого Бізнесу В Європі
  [Model Evaluation Of Impact Of Financial Mechanism Elements On Green Business Development In Europe]," MPRA Paper, University Library of Munich, Germany, number 41129.
• Khemraj, Tarron, 2011, "The Non-Zero Lower Bound Lending Rate and the Liquidity Trap," MPRA Paper, University Library of Munich, Germany, number 42030, Sep, revised 01 May 2012.
• Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela, 2011, "The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies," MPRA Paper, University Library of Munich, Germany, number 42102, Dec.
• Dağdeviren, Sengül & Ogus Binatli, Ayla & Sohrabji, Niloufer, 2011, "Misalignment under different exchange rate regimes: the case of Turkey," MPRA Paper, University Library of Munich, Germany, number 46774, Jul.
• Sahin, Afsin & Tansel, Aysit & Berument, Hakan, 2011, "Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective," MPRA Paper, University Library of Munich, Germany, number 46875, Nov, revised 07 Jun 2012.
• Fantazzini, Dean & Geraskin, Petr, 2011, "Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask," MPRA Paper, University Library of Munich, Germany, number 47869, Feb.
• Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R., 2011, "A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model," MPRA Paper, University Library of Munich, Germany, number 49768, Apr.
• Gurgul, Henryk & Lach, Łukasz, 2011, "The role of coal consumption in the economic growth of the Polish economy in transition," MPRA Paper, University Library of Munich, Germany, number 52235, revised 2011.
• Gurgul, Henryk & Lach, Łukasz, 2011, "The impact of regional disparities on economic growth," MPRA Paper, University Library of Munich, Germany, number 52258.
• Gurgul, Henryk & Lach, Łukasz, 2011, "Causality analysis between public expenditure and economic growth of Polish economy in last decade," MPRA Paper, University Library of Munich, Germany, number 52281.
• Lach, Łukasz, 2011, "Impact of hard coal usage for metal production on economic growth of Poland," MPRA Paper, University Library of Munich, Germany, number 52282.
• Gurgul, Henryk & Lach, Łukasz, 2011, "The interdependence between energy consumption and economic growth in the Polish economy in the last decade," MPRA Paper, University Library of Munich, Germany, number 52283.
• Hatemi-J, Abdulnasser, 2011, "Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia," MPRA Paper, University Library of Munich, Germany, number 55527, Nov.
• Szarowska, Irena, 2011, "Development and the cyclicality of government spending in the Czech Republic," MPRA Paper, University Library of Munich, Germany, number 58715, May, revised Sep 0211.
• Filis, George & Degiannakis, Stavros & Floros, Christos, 2011, "Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries," MPRA Paper, University Library of Munich, Germany, number 96299.
• Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working Papers, University of Pretoria, Department of Economics, number 201101, Jan.
• Rangan Gupta & Faaiqa Hartley, 2011, "The Role of Asset Prices in Forecasting Inflation and Output in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201115, Jul.
• Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2011, "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Working Papers, University of Pretoria, Department of Economics, number 201118, Sep.
• Roula Inglesi-Lotz & Rangan Gupta, 2011, "Relationship between House Prices and Inflation in South Africa: An ARDL Approach," Working Papers, University of Pretoria, Department of Economics, number 201130, Nov.
• Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011, "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 201132, Dec.
• Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden, 2011, "Intertemporal portfolio allocation and hedging demand: An application to South Africa," Working Papers, University of Pretoria, Department of Economics, number 201133, Dec.
• Riane de Bruyn & Rangan Gupta & Lardo stander, 2011, "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201134, Dec.
• Roman Hušek & Tomáš Formánek, 2011, "Srovnání konvergence ekonomik ČR a vybraných zemí eurozóny na základě analýzy funkcí odezvy a nabídkových či poptávkových šoků
  [Comparing the Convergence of Czech Economy with Selected Euro Zone Members Using Impulse-Response Functions and Supply ," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 3, pages 291-309, DOI: 10.18267/j.polek.792.
• Tomáš Munzi & Petr Hlaváč, 2011, "Vliv cílování inflace na povahu peněžní nabídky a finanční nerovnováhy
  [Inflation Targeting and Its Impact on the Nature of the Money Supply and the Financial Imbalances]," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 4, pages 435-453, DOI: 10.18267/j.polek.798.
• Ulrich K. Müller & James H. Stock, 2011, "Forecasts in a Slightly Misspecified Finite Order VAR Model," Working Papers, Princeton University. Economics Department., number 2011-4, Jul.
• Anna Pajor, 2011, "A Bayesian Analysis of Exogeneity in Models with Latent Variables," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 3, issue 2, pages 49-73, June.
• Justyna Wróblewska, 2011, "Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 3, issue 3, pages 169-186, September.
• Gheorghe-Stelian BALAN & Mariana BALAN, 2011, "Optimization models of rail transportation under the financial crisis," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 10, issue 1, pages 72-80.
• João Valle e Azevedo, 2011, "Rational vs. professional forecasts," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
• Rita Soares, 2011, "Assessing monetary policy in the euro area: a factor-augmented VAR approach," Working Papers, Banco de Portugal, Economics and Research Department, number w201111.
• João Valle e Azevedo & João Tovar Jalles, 2011, "Rational vs. Professional Forecasts," Working Papers, Banco de Portugal, Economics and Research Department, number w201114.
• Paulo Esteves, 2011, "Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice," Working Papers, Banco de Portugal, Economics and Research Department, number w201129.
• Morten Ø. Nielsen, 2011, "Asymptotics For The Conditional-sum-of-squares Estimator In Multivariate Fractional Time Series Models," Working Paper, Economics Department, Queen's University, number 1259, Jan.
• Alexey Balaev, 2011, "Modeling multivariate parametric densities of financial returns (in Russian)," Quantile, Quantile, issue 9, pages 39-60, July.
• Alexei Kolokolov, 2011, "Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)," Quantile, Quantile, issue 9, pages 61-75, July.
• Adam E Clements & Christopher A Coleman-Fenn & Daniel R Smith, 2011, "Forecasting Equicorrelation," NCER Working Paper Series, National Centre for Econometric Research, number 72, Apr, revised 29 Aug 2011.
• Morales Vásquez, Daniel, 2011, "Presiones cambiarias en el Perú: Un enfoque no lineal," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 20, pages 57-71.
• Winkelried, Diego, 2011, "Exchange rate pass-through and inflation targeting in Peru," Working Papers, Banco Central de Reserva del Perú, number 2011-012, Jul.
• Lahura, Erick, 2011, "An Empirical Analysis of the Credit-Output Relationship: Evidence from Peru," Working Papers, Banco Central de Reserva del Perú, number 2011-018, Dec.
• Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2011, "A Pitfall with DSGE–Based, Estimated, Government Spending Multipliers," 2011 Meeting Papers, Society for Economic Dynamics, number 136.
• Roland Straub & Gert Peersman & Boris Hofmann, 2011, "Time Variation in U.S. Wage Dynamics," 2011 Meeting Papers, Society for Economic Dynamics, number 331.
• Gert Peersman, 2011, "Macroeconomic consequences of different types of credit market disturbances and non-conventional monetary policy in the euro area," 2011 Meeting Papers, Society for Economic Dynamics, number 333.
• Jean-Paul L'Huillier & Guido Lorenzoni & Olivier Blanchard, 2011, "News, Noise, and Fluctuations: An Empirical Exploration," 2011 Meeting Papers, Society for Economic Dynamics, number 969.
• Faiz Bilquees & Tahir Mukhtar, 2011, "Export Instability, Income Terms of Trade Instability and Growth: The Case of India," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 39, pages 25-44, March.
• Xin Jin & John M. Maheu, 2011, "Modelling Realized Covariances and Returns," Working Paper series, Rimini Centre for Economic Analysis, number 08_11, Jan.
• Thanasis Stengos & M. Ege Yazgan, 2011, "Persistence in Convergence," Working Paper series, Rimini Centre for Economic Analysis, number 34_11, Jul.
• Markus Jochmann & Gary Koop, 2011, "Regime-Switching Cointegration," Working Paper series, Rimini Centre for Economic Analysis, number 40_11, Sep.
• Sebastian Fossati, 2011, "Covariate Unit Root Tests with Good Size and Power," Working Papers, University of Alberta, Department of Economics, number 2011-04, May.
• Sebastian Fossati, 2011, "Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function," Working Papers, University of Alberta, Department of Economics, number 2011-10, May.
• Alexey Balaev, 2011, "Multivariate skewed t-distribution with degrees of freedom vector and its application to financial modeling," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 23, issue 3, pages 79-97.
• Alexandr Shcherba, 2011, "Comparison of VaR estimation methods for different forecasting samples for Russian stocks," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 24, issue 4, pages 58-70.
• K. Batu Tunay, 2011, "Forecasting Recessions in Turkey with Qual-VAR Models," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 2, issue 4, pages 1-51.
• Sarat Dhal & Purnendu Kumar & Jugnu Ansari, 2011, "Financial Stability, Economic Growth, Inflation and Monetary Policy Linkages in India: An Empirical Reflection," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022336, Oct.
• Jungho Baek & Hyun Seok Kim, 2011, "Trade Liberalization, Economic Growth, Energy Consumption and the Environment: Time Series Evidence from G-20 Economies," East Asian Economic Review, Korea Institute for International Economic Policy, volume 15, issue 1, pages 3-32, DOI: 10.11644/KIEP.JEAI.2011.15.1.224.
• Marco Tronzano, 2011, "“Finance and Growth: A Reassessment of the Empirical Evidence for the Indian Economy” - Finanza e crescita: un riesame dell’evidenza empirica nel caso dell’India," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 64, issue 3, pages 329-364.
• Oliver Grothe & Julius Schnieders, 2011, "Spatial Dependence in Wind and Optimal Wind Power Allocation: A Copula Based Analysis," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2011-5, May.
• Miguel A. Márquez & Julián Ramajo & Geoffrey J. D. Hewings, 2011, "Public Capital and Regional Economic Growth: a SVAR Approach for the Spanish Regions," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 199-223.
• Nobel Prize Committee, 2011, "Thomas J. Sargent and Christopher A Sims: The art of distinguishing between cause and effect in the macroeconomy," Nobel Prize in Economics documents, Nobel Prize Committee, number 2011-1, Oct.
• Nobel Prize Committee, 2011, "Thomas J. Sargent and Christopher A. Sims: Empirical Macroeconomics," Nobel Prize in Economics documents, Nobel Prize Committee, number 2011-2, Oct.
• Thomas J. Sargent & Christopher A. Sims, 2011, "Interview with the 2011 Laureates in Economic Sciences Thomas J. Sargent and Christopher A. Sims," Nobel Prize in Economics documents, Nobel Prize Committee, number 2011-3, Dec.
• Christopher A. Sims, 2011, "Autobiography," Nobel Prize in Economics documents, Nobel Prize Committee, number 2011-4.
• Christopher A. Sims, 2011, "Statistical Modeling of Monetary Policy and its Effects," Nobel Prize in Economics documents, Nobel Prize Committee, number 2011-5, Dec.
• Thomas J. Sargent, 2011, "United States Then, Europe Now," Nobel Prize in Economics documents, Nobel Prize Committee, number 2011-6, Dec.
• Shirinbakhsh, Shamsollah & Moghaddas Bayat, Maryam, 2011, "An Evaluation of Asymmetric and Symmetric Effects of Oil Exports Shocks on Non-Tradable Sector of Iranian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 106-124, March.
• Matei, Marius, 2011, "Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 116-141, June.
• Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2011, "Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 566, Sep.
• Khalid ZAMAN & Muhammad Mushtaq KHAN & Mehboob AHMAD, 2011, "Measuring the Impact of Industrialization and Financial Development on Water Resources: A Case Study of Pakistan," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 14, issue 1, pages 222-235, June.
• Maddalena Cavicchioli, 2011, "Structural Macroeconomic Analysis for Dynamic Factor Models," Rivista di Politica Economica, SIPI Spa, issue 4, pages 39-69, October-D.
• Gianluca Cubadda & Umberto Triacca, 2011, "An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis," CEIS Research Paper, Tor Vergata University, CEIS, number 184, Jan, revised 24 Jan 2011.
• T. Berger & L. Pozzi, 2011, "A new model-based approach to measuring time-varying financial market integration," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/714, Apr.
• G. Peersman, 2011, "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/734, Jul.
• M. J. Lombardi & I. Van Robays, 2011, "Do Financial Investors Destabilize the Oil Price?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/760, Nov.
• L. Gambacorta & B. Hofmann & G. Peersman, 2011, "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/765, Dec.
• G. Peersman, 2011, "Bank Lending Shocks and the Euro Area Business Cycle," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/766, Dec.
• Norman R. Swanson & Oleg Korenok & Stanislav Radchenko, 2011, "International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence," Departmental Working Papers, Rutgers University, Department of Economics, number 201104, May.
• Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011, "Information in the Revision Process of Real-Time Datasets," Departmental Working Papers, Rutgers University, Department of Economics, number 201107, May.
• Norman R. Swanson & Andres Fernandez, 2011, "Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting," Departmental Working Papers, Rutgers University, Department of Economics, number 201113, May.
• Oleg Korenok & Bruce Mizrach & Stanislav Radchenko, 2011, "A Structural Approach To Information Shares," Departmental Working Papers, Rutgers University, Department of Economics, number 201130, Oct.
• Nishi, Hiroshi, 2011, "A VAR Analysis for the Growth Regime and Demand Formation Patterns of the Japanese Economy," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 10.
• Ruchi Gupta, 2011, "What Causes Trade-led Growth in India?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 5, issue 3, pages 293-310, August, DOI: 10.1177/097380101100500301.
• Biswajit Maitra, 2011, "Tax-and-Spend Principle in Budget Management in Sri Lanka in the Post-reform Period," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 5, issue 3, pages 343-359, August, DOI: 10.1177/097380101100500303.
• Aruna Kumar Dash & V. Narasimhan, 2011, "Exchange Rate Pass-through," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 12, issue 1, pages 1-23, March, DOI: 10.1177/139156141001200101.
• Chia-Lin Chang & Thanchanok Khamkaew & Roengchai Tansuchat & Michael McAleer, 2011, "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," Tourism Economics, , volume 17, issue 3, pages 481-507, June, DOI: 10.5367/te.2011.0046.
• Søren Johansen, 2011, "The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2011/4, Nov.
• Nasir Hamid Rao & Syed Kalim Hyder Bukhari, 2011, "Asymmetric Shocks and Co-movement of Price Indices," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 38, Feb.
• Carlo Altavilla & Matteo Ciccarelli, 2011, "Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 274, Feb.
• Juan Carlos Cuestas & Luis A. Gil-Alana, 2011, "Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies," Working Papers, The University of Sheffield, Department of Economics, number 2011005, Feb, revised Feb 2011.
• Juan Carlos Cuestas & Mercedes Monfort & Javier Ordóñez, 2011, "How big is the 'German locomotive'? A perpective from Central and Eastern Europen countries' unemployment rates," Working Papers, The University of Sheffield, Department of Economics, number 2011008, Apr, revised Apr 2011.
• Juan Carlos Cuestas & Karsten Steahr, 2011, "Fiscal shocks and budget balance persistence in the EU countries from Central and Eastern Europe," Working Papers, The University of Sheffield, Department of Economics, number 2011014, May, revised May 2011.
• Simeon Coleman & Juan Carlos Cuestas & Estefanía Mourelle, 2011, "Investigating the oil price-exchange rate nexus: Evidence from Africa," Working Papers, The University of Sheffield, Department of Economics, number 2011015, May, revised May 2011.
• Juan Carlos Cuestas & Carlyn Dobson, 2011, "Inflation persistence: Implication for a monetary union in the Caribbean," Working Papers, The University of Sheffield, Department of Economics, number 2011017, Aug.
• Andras Fulop & Junye Li & Jun Yu, 2011, "Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-10-2011, Dec.
• Ilyos Abdullaev, 2011, "Economic forecasting with the help of linear production function complex variable," European Journal of Business and Economics, Central Bohemia University, volume 3, issue 0, pages 1-31:3, September, DOI: 10.12955/ejbe.v3i0.106.
• Christian Bach & Bent Jesper Christensen, 2011, "Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-61, Feb.
• Roxana Halbleib & Valeri Voev, 2011, "Forecasting Covariance Matrices: A Mixed Frequency Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-03, Jan.
• Søren Johansen, 2011, "An extension of cointegration to fractional autoregressive processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-06, Jan.
• Matt P. Dziubinski, 2011, "Option valuation with the simplified component GARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-09, May.
• Søren Johansen & Theis Lange, 2011, "Some econometric results for the Blanchard-Watson bubble model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-17, May.
• Tom Engsted & Thomas Q. Pedersen, 2011, "Bias-correction in vector autoregressive models: A simulation study," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-18, May.
• Cristina Amado & Timo Teräsvirta, 2011, "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-24, May.
• Christian Bach, 2011, "Conservatism in Corporate Valuation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-32, Sep.
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011, "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-37, Nov.
• Torben Schmith & Søren Johansen & Peter Thejll, 2011, "Statistical analysis of global surface air temperature and sea level using cointegration methods," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-39, Oct.
• Søren Johansen & Bent Nielsen, 2011, "Asymptotic theory for iterated one-step Huber-skip estimators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-40, Nov.
• Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen, 2011, "Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-51, Dec.
• Hyeongwoo Kim & Masao Ogaki, 2011, "Purchasing Power Parity and the Taylor Rule," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2011-02, Feb.
• Bong-Han Kim & Hyeongwoo Kim, 2011, "Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2011-04, Apr.
• Bong-Han Kim & Hyeongwoo Kim & Hong-Ghi Min, 2011, "Reassessing the Link between the Japanese Yen and Emerging Asian Currencies," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2011-05, Apr.
• Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern, 2011, "On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2011-07, Jul.
• Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern, 2011, "Fear and Closed-End Fund Discounts: Investor Sentiment Revisited," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2011-11, Aug.
• Ka Ming Cheng & Hyeongwoo Kim & Henry Thompson, 2011, "The US Tourism Trade Balance and Exchange Rate Shock," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2011-12, Sep.
• Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez & Martin Uribe, 2011, "Risk Matters: The Real Effects of Volatility Shocks," American Economic Review, American Economic Association, volume 101, issue 6, pages 2530-2561, October.
• Renée Fry & Adrian Pagan, 2011, "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," Journal of Economic Literature, American Economic Association, volume 49, issue 4, pages 938-960, December.
• Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2011, "The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 11-01, Mar.
• Simón Sosvilla-Rivero & Amalia Morales-Zumaquero, 2011, "Volatility in EMU sovereign bond yields: Permanent and transitory components," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 11-03, Apr.
• Samin Much & Sopin Tongpan & Prapinwadee Sirisupluxana, 2011, "An Analysis of Supply Response for Natural Rubber in Cambodia," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 18, issue 1, pages 31-43, June.
• J. James Reade & Ulrich Volz, 2011, "From the General to the Specific—Modelling Inflation in China," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 57, issue 1, pages 27-44, DOI: 10.3790/aeq.57.1.27.
• Louise Holm, 2011, "A Non-Stationary Perspective on the Euro Area Business Cycle," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 57, issue 3, pages 177-200, DOI: 10.3790/aeq.57.3.177.
• Giacomo Sbrana & Andrea Silvestrini, 2011, "Measuring core inflation in Italy comparing aggregate vs. disaggregate price data," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 5, issue 3, pages 239-258, October, DOI: 10.1007/s11698-010-0059-7.
• Motlatjo Moholwa & Guangling (Dave) Liu, 2011, "The Impact of Rand/US Dollar Exchange Rate Volatility on the Performance of Futures Markets for Agricultural Commodities," The African Finance Journal, Africagrowth Institute, volume 13, issue 1, pages 28-46.
• Kagiso Mangadi & Francis Okurut & Dauda Yinusa, 2011, "Are World Commodity Prices Relevant in Predicting Inflation in Botswana?," The African Finance Journal, Africagrowth Institute, volume 13, issue Conferenc, pages 53-70.
• Lukasz Lach, 2011, "Impact of hard coal usage for metal production on economic growth of Poland," Managerial Economics, AGH University of Science and Technology, Faculty of Management, volume 9, pages 103-120.
• Henryk Gurgul & Lukasz Lach, 2011, "The interdependence between energy consumption and economic growth in the Polish economy in the last decade," Managerial Economics, AGH University of Science and Technology, Faculty of Management, volume 9, pages 25-48.
• Rajcaniova, Miroslava & Drabik, Dusan & Ciaian, Pavel, 2011, "International Interlinkages of Biofuel Prices: The Role of Biofuel Policies," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103222, DOI: 10.22004/ag.econ.103222.
• Du, Xiaodong & McPhail, Lihong Lu, 2011, "Inside the Black Box: Price Linkage and Transmission Between Energy and Agricultural Markets," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103268, DOI: 10.22004/ag.econ.103268.
• Ubilava, David & Helmers, Claes Gustav, 2011, "The ENSO Impact on Predicting World Cocoa Prices," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103528, DOI: 10.22004/ag.econ.103528.
• Singh, Aaron & Karali, Berna & Ramirez, Octavio A., 2011, "High Price Volatility And Spillover Effects In Energy Markets," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103593, DOI: 10.22004/ag.econ.103593.
• Hernandez-Villafuerte, Karla Vanessa, 2011, "Relationship between Spatial Price Transmission and Geographical Distance in Brazil," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103677, DOI: 10.22004/ag.econ.103677.
• Qiu, Cheng & Colson, Gregory & Wetzstein, Michael E., 2011, "Considering Macroeconomic Indicators in the Food versus Fuel Issues," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103689, DOI: 10.22004/ag.econ.103689.
• Lee, Jun & Gomez, Miguel I., 2011, "Price Transmission Asymmetries and Nonlinearities in the International Coffee Supply Chain," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 104024, DOI: 10.22004/ag.econ.104024.