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

• Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011, "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00638009, Sep.
• Jean-François Hoarau & Claude Lopez & Michel Paul, 2011, "Short Note on the Unemployment Rate of the French Overseas Regions," Working Papers, HAL, number hal-01243453.
• Vincent Bodart & Bertrand Candelon & Jean - François Carpantier, 2011, "Real exchanges rates in commodity producing countries : A reappraisal," Working Papers, HAL, number hal-01821152, Feb.
• Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2011, "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," Working Papers, HAL, number hal-01821154, Dec.
• Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2011, "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," Working Papers, HAL, number hal-01821156, Feb.
• Alassane Drabo, 2011, "Interrelationships between Health, Environment Quality and Economic Activity: What Consequences for Economic Convergence," Working Papers, HAL, number halshs-00552995, Jan.
• Serge Rey, 2011, "L’impact du taux de change sur les exportations de l’Allemagne et de la France hors zone euro," Working papers of CATT, HAL, number hal-01880350, Jan.
• Bank, Alexander, 2011, "Effects of discretionary fiscal policy: new empirical evidence for Germany," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-470, Mar.
• Lena Dräger, 2011, "Inflation Perceptions and Expectations in Sweden - Are Media Reports the `Missing Link'?," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201101, Feb.
• Marcel Garz & Artur Tarassow, 2011, "Does an expanding low-pay sector decrease structural unemployment? Evidence from Germany," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201104, Sep.
• Lyhagen, Johan & Rickne, Johanna, 2011, "Income Inequality between Chinese Regions: Newfound Harmony or Continued Discord?," Working Paper Series, Research Institute of Industrial Economics, number 872, May.
• Andersson, Fredrik N. G., 2011, "Band Spectrum Regressions using Wavelet Analysis," Working Papers, Lund University, Department of Economics, number 2011:22, Jun.
• K. Anundsen, André & S. Jansen, Eilev, 2011, "Self-reinforcing effects between housing prices and credit: Evidence from Norway," Memorandum, Oslo University, Department of Economics, number 13/2011, Apr.
• Dong He & Honglin Wang, 2011, "Dual-Track Interest Rates and the Conduct of Monetary Policy in China," Working Papers, Hong Kong Institute for Monetary Research, number 212011, Jul.
• Eiji Kurozumi & Khashbaatar Dashtseren, 2011, "Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-187, Apr.
• Dun Jia, 2011, "Time-Series Analysis Of Swedish Central Bank’S Interest Rate Operation Rule," Global Journal of Business Research, The Institute for Business and Finance Research, volume 5, issue 2, pages 13-25.
• Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro & Xu, TengTeng, 2011, "China's Emergence in the World Economy and Business Cycles in Latin America," IDB Publications (Working Papers), Inter-American Development Bank, number 3739, Sep.
• Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu, 2011, "China’s Emergence in the World Economy and Business Cycles in Latin America," Research Department Publications, Inter-American Development Bank, Research Department, number 4732, Sep.
• Arintoko, 2011, "Pengujian Netralitas Uang dan Inflasi Jangka Panjang di Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 14, issue 1, pages 79-118, July, DOI: https://doi.org/10.21098/bemp.v14i1.
• Arintoko, 2011, "Long-Run Money and Inflation Neutrality Test in Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 14, issue 1, pages 75-99, July, DOI: https://doi.org/10.21098/bemp.v14i1.
• Jinho Bae & Chang-Jin Kim & Dong Heon Kim, 2011, "The Evolution of the Monetary Policy Regimes in the U.S," Discussion Paper Series, Institute of Economic Research, Korea University, number 1102.
• Marina Tkalec, 2011, "The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR," Working Papers, The Institute of Economics, Zagreb, number 1102, Nov.
• Mario Forni & Luca Gambetti & Luca Sala, 2011, "No News in Business Cycles," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 383.
• Vogelsang, Timothy J. & Wagner, Martin, 2011, "Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions," Economics Series, Institute for Advanced Studies, number 263, Jan.
• Hong, Seung Hyun & Wagner, Martin, 2011, "Cointegrating Polynomial Regressions," Economics Series, Institute for Advanced Studies, number 264, Mar.
• Vogelsang, Timothy J. & Wagner, Martin, 2011, "A Fixed-b Perspective on the Phillips-Perron Unit Root Tests," Economics Series, Institute for Advanced Studies, number 272, Jul.
• Erhan YILDIRIM & Kenan LOPCU & Selim ÇAKMAKLI, 2011, "An open economy new Keynesian macroeconomic model: The case of Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 305, pages 37-56.
• Tarkan ÇAVUŞOĞLU & Soner GÖKTEN, 2011, "Efficiency and hedging effectiveness in the NYMEX crude oil futures market," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 308, pages 29-51.
• Gülcay TUNA & Cem PAYASLIOĞLU, 2011, "Inflation Uncertainty at Short and Long Horizons: Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 309, pages 83-104.
• Fathali Firoozi & Donald Lien, 2011, "A Procedure for Testing Granger Causality of Infinite Order," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 10, issue 2, pages 165-170, August.
• Chih-Kai Chang, 2011, "Empirical Evidence on the Convergence of Interest Rates for IFRS 4: SPSM Using the Panel KSS Test," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 10, issue 2, pages 171-176, August.
• Carlos Garcia & Andrés Sagner, 2011, "Crédito, Exceso de Toma de Riesgo, Costo del Crédito y Ciclo Económico en Chile," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv271, Sep.
• Alvaro Escribano & Genaro Sucarrat, 2011, "Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2011-09, Jun.
• Mario J. Crucini & Mototsugu Shintani, 2011, "Measuring International Business Cycles by Saving for a Rainy Day," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-14, Jun.
• Ms. Carolina Osorio-Buitron & Ms. Filiz D Unsal, 2011, "Inflation Dynamics in Asia: Causes, Changes, and Spillovers From China," IMF Working Papers, International Monetary Fund, number 2011/257, Nov.
• Mr. Mehdi Raissi & Mr. Kamiar Mohaddes, 2011, "Oil Prices, External Income, and Growth: Lessons From Jordan," IMF Working Papers, International Monetary Fund, number 2011/291, Dec.
• Henner Will, 2011, "Germany's Short Time Compensation Program: macroeconom(etr)ic insight," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 1-2011.
• Sven Schreiber, 2011, "The estimation uncertainty of permanent-transitory decompositions in cointegrated systems," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 3-2011.
• Manuel J. Rocha Armada & Joao Leitao & Júlio Lobao, 2011, "The Contagion Effects of Financial Crisis on Stock Markets: What Can We Learn From a Cointegrated Vector Autoregressive Approach for Developed Countries?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 6, issue 1, pages 29-53, Julio-Dic.
• Shruti Tripathi & Ashima Goyal, 2011, "Relative prices, the price level and inflation: Effects of asymmetric and sticky adjustment," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2011-026, Oct.
• Luis-de-la-Cruz, José & Núñez, José Antonio, 2011, "Causalidad entre la Bolsa Mexicana de Valores y la actividad económica del sector real," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 30, pages 21-42, segundo t.
• Ochoa-Jiménez, Diego & Ordóñez-Ordóñez, Jenny M. & Loaiza-Peña, Andrea, 2011, "Crecimiento económico y restricción externa del Ecuador 1970-2008," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 31, pages 3-30, tercer tr.
• Guerrero-de Lizardi, Carlos., 2011, "Determinantes económicos de las remuneraciones en las manufacturas mexicanas," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 12, pages 41-56, primer se.
• de la Cruz-Gallegos, José Luis. & Veintimilla-Brando, Derna Vanessa., 2011, "El mercado laboral de Estados Unidos: efectos sobre las remesas y el consumo en México," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 13, pages 75-106, segundo s.
• Marianna Ascione & Giancarlo Lutero, 2011, "Il principio di conservazione della dinamica e le tecniche di riconciliazione di serie storiche nella stima dell’occupazione trimestrale per settore istituzionale," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 13, issue 2-3, pages 75-104.
• H. Bayram Irhan & Nur Dilbaz Alacahan & Levent Korap, 2011, "An Empirical Model for the Turkish Trade Balance: New Evidence from ARDL Bounds Testing Analyses," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 14, issue 1, pages 38-61, May.
• Sevda YAPRAKLI, 2011, "Acýk Enflasyon Hedeflemesi Doneminde Parasal Aktarim Mekanizmasinin Doviz Kuru Kanali: Turkiye Uzerine Ekonometrik Bir Analiz," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 15, issue 1, pages 15-37, November.
• Agnese, Pablo, 2011, "The Japanese Lost Decade and Beyond: A Chain Reaction Theory Approach," IZA Discussion Papers, IZA Network @ LISER, number 5463, Jan.
• Heshmati, Almas & Haouas, Ilham, 2011, "Economies of Scale in the Tunisian Industries," IZA Discussion Papers, IZA Network @ LISER, number 5737, May.
• Agnese, Pablo & Salvador, Pablo F., 2011, "More Alike than Different: The Spanish and Irish Labour Markets Before and After the Crisis," IZA Discussion Papers, IZA Network @ LISER, number 5742, May.
• Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro & Xu, TengTeng, 2011, "China's Emergence in the World Economy and Business Cycles in Latin America," IZA Discussion Papers, IZA Network @ LISER, number 5889, Jul.
• Jaeger, David A. & Siddique, Zahra, 2011, "Are Drone Strikes Effective in Afghanistan and Pakistan? On the Dynamics of Violence between the United States and the Taliban," IZA Discussion Papers, IZA Network @ LISER, number 6262, Dec.
• M. J. Herrerias & Javier Ordoñez, 2011, "If the Unites States sneezes, does the world need paracetamol?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2011/03.
• Omar H.M.N. Bashar0, 2011, "The role of aggregate demand and supply shocks in a low-income country:evidence from Bangladesh," Journal of Developing Areas, Tennessee State University, College of Business, volume 44, issue 2, pages 243-264, January-M.
• Neveen M. Torayeh (bio), 2011, "The effects of reducing European and American subsidies on agricultural exports of developing countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 44, issue 2, pages 349-366, January-M.
• Mohammad R. Jahan-Parvar (bio) & Hassan Mohammadi (bio), 2011, "Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 45, issue 1, pages 313-322, July-Dece.
• Shyh-Wei Chen & Tzu-Chun Chen, 2011, "The Causal Relationship between Stock Prices and Exchange Rates: Evidence from the G-7," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 1, pages 101-133, January.
• Shu-Ching Huang, 2011, "Hysteresis in Unemployment: Evidence from OECD Countries," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 1, pages 135-158, January.
• WenShow Fang & Jen-Ching Tseng & Shu-Ching Cheng, 2011, "The Great Moderation: Evidence from Five Asian Emerging Countries," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 2, pages 227-256, July.
• Alfredo Marvao Pereira & Maria de Fatima Pinho, 2011, "Public Investment, Economic Performance And Budgetary Consolidation: Var Evidence For The First 12 Euro Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 36, issue 1, pages 1-20, March.
• Madhusudan Ghosh, 2011, "Agricultural Policy Reforms And Spatial Integration Of Food Grain Markets In India," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 36, issue 2, pages 15-37, June.
• Nicolae Ghiba, 2011, "Purchasing Power Parity Influence On Real Exchange Rate Behavior In Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 3, issue 4, pages 524-536, December.
• Lütkepohl Helmut, 2011, "Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 107-133, February, DOI: 10.1515/jbnst-2011-0108.
• Halbleib Roxana & Voev Valeri, 2011, "Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 134-152, February, DOI: 10.1515/jbnst-2011-0109.
• Carstensen Kai & Wohlrabe Klaus & Ziegler Christina, 2011, "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 82-106, February, DOI: 10.1515/jbnst-2011-0107.
• Kappler Marcus, 2011, "Business Cycle Co-movement and Trade Intensity in the Euro Area: is there a Dynamic Link?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 2, pages 247-265, April, DOI: 10.1515/jbnst-2011-0204.
• Gianluca Cubadda & Alain Hecq, 2011, "Testing for common autocorrelation in data‐rich environments," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 3, pages 325-335, April.
• Mauro Costantini & Robert M. Kunst, 2011, "Combining forecasts based on multiple encompassing tests in a macroeconomic core system," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 6, pages 579-596, September.
• Nicholas Apergis & Christina Christou & James Payne, 2011, "Political and Institutional Factors in the Convergence of International Equity Markets: Evidence from the Club Convergence and Clustering Procedure," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 1, pages 7-18, March, DOI: 10.1007/s11293-010-9255-x.
• Sourav Batabyal, 2011, "Temporal Causality and the Dynamics of Crime and Delinquency," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 4, pages 421-441, December, DOI: 10.1007/s11293-011-9289-8.
• Makram El-Shagi, 2011, "An evolutionary algorithm for the estimation of threshold vector error correction models," International Economics and Economic Policy, Springer, volume 8, issue 4, pages 341-362, December, DOI: 10.1007/s10368-011-0180-5.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2011, "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Open Economies Review, Springer, volume 22, issue 2, pages 317-337, April, DOI: 10.1007/s11079-009-9125-9.
• Wolfgang Briglauer & Anton Schwarz & Christine Zulehner, 2011, "Is fixed-mobile substitution strong enough to de-regulate fixed voice telephony? Evidence from the Austrian markets," Journal of Regulatory Economics, Springer, volume 39, issue 1, pages 50-67, February, DOI: 10.1007/s11149-010-9132-1.
• Matthias Gubler & Matthias S. Hertweck, 2011, "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-03, Mar.
• Ralf Brüggemann & Helmut Lütkepohl, 2011, "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-23, Apr.
• Keiichi Kubota & Hitoshi Takehara, 2011, "Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, volume 1, pages 17-37, December.
• Sumru Altug & Mustafa Emin & Bilin Neyapti, 2011, "Institutions and Business Cycles," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1109, Apr.
• Lena Draeger, 2011, "Inflation perceptions and expectations in Sweden - are media reports the 'missing link'?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 11-273, Feb, DOI: 10.3929/ethz-a-006341668.
• Rolf Schenker & Martin Straub, 2011, "Spatio-temporal dynamics in Swiss regional unemployment," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 11-274, Feb, DOI: 10.3929/ethz-a-006353323.
• Ábel, István & Kóbor, Ádám, 2011, "Növekedés, deficit és adósság - fenntartható keretben
  [Growth, deficit and debt - in a sustainable framework]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 511-528.
• Tarján, Tamás, 2011, "Egyenes vagy S alakú a Jánossy-féle trendvonal?. Hosszú távú egyensúlyi állapot Maddison adatai és az új növekedéselmélet tükrében
  [A simple or an S-shaped Jánossy trend?. A long-term state of equilibrium in the light of Maddisons data and the new," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 552-564.
• Søren Johansen & Theis Lange, 2011, "Some Econometric Results for the Blanchard-Watson Bubble Model," Discussion Papers, University of Copenhagen. Department of Economics, number 11-15, May.
• Marc P. B. Klemp, 2011, "Prices, Wages and Fertility in Pre-Industrial England," Discussion Papers, University of Copenhagen. Department of Economics, number 11-20, Aug.
• Christian Heebøll-Christensen, 2011, "Financial Instability - a Result of Excess Liquidity or Credit Cycles?," Discussion Papers, University of Copenhagen. Department of Economics, number 11-21, Aug.
• Torben Schmith & Søren Johansen & Peter Thejll, 2011, "Statistical analysis of global surface air temperature and sea level using cointegration methods," Discussion Papers, University of Copenhagen. Department of Economics, number 11-26, Oct.
• Søren Johansen & Bent Nielsen, 2011, "Asymptotic theory for iterated one-step Huber-skip estimators," Discussion Papers, University of Copenhagen. Department of Economics, number 11-29, Nov.
• Michael McAleer & Massimiliano Caporin, 2011, "Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation," KIER Working Papers, Kyoto University, Institute of Economic Research, number 778, Jun.
• Giuseppe Migali & Ian Walker, 2011, "Estimates of the causal effects of education on earnings over the lifecycle with cohort effects and endogenous education," Working Papers, Lancaster University Management School, Economics Department, number 2248796.
• Meilin Yan & Maximilian J. B. Hall & Paul Turner, 2011, "A Cost-Benefit Analysis of Basel III: Some Evidence from the UK," Discussion Paper Series, Department of Economics, Loughborough University, number 2011_05, Nov, revised Nov 2011.
• Jorge Uribe, 2011, "Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 75, pages 29-57.
• Stephen Hall & George S. Tavlas & P. A. V. B. Swamy, 2011, "The Nonexistence of Instrumental Variables," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 11/24, Mar.
• Greg Hannsgen, 2011, "Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version," Economics Working Paper Archive, Levy Economics Institute, number wp_682, Aug.
• Laurent Maurin & Moreno Roma & Igor Vetlov, 2011, "Profit Dynamics across the Largest Euro Area countries and Sectors," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 12, Dec.
• Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2011, "Predictive ability of business cycle indicators under test: A case study for the Euro area industrial production," Munich Reprints in Economics, University of Munich, Department of Economics, number 19953.
• Jauhary Arifin & Normansyah Syahruddin, 2011, "Causality relationship between renewable and non-renewable energy consumption and GDP in Indonesia," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 59, pages 1-18, April.
• Eskandar Elmarzougui & Bruno Larue, 2011, "On the Evolving Relationship between Corn and Oil Prices," Cahiers de recherche CREATE, CREATE, number 2011-3.
• Hafedh Bouakez & Foued Chihi & Michel Normandin, 2011, "Fiscal Policy and External Adjustment: New Evidence," Cahiers de recherche, CIRPEE, number 1123.
• Danica Unevska Andonova & Marija Petkovska, 2011, "The transmission of external shocks to the Macedonian economic activity," Working Papers, National Bank of the Republic of North Macedonia, number 2011-03.
• Jochen H. F. Güntner, 2011, "How do international stock markets respond to oil demand and supply shocks?," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 110028, Dec.
• Michael Artis & George Chouliarakis & Pkg Harischandra, 2011, "Business Cycle Synchronization Since 1880," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 153.
• Ivan Savin & Peter Winker, 2011, "Heuristic model selection for leading indicators in Russia and Germany," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201101.
• Thomas Flavin & Gerald P. Dwyer & Mardi Dungey, 2011, "Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n219-11.
• Mojab, Ramin & Barackchian, Seyed Mahdi, 2011, "The Effects of Oil Revenues Shocks on Real Non-oil Output," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 4, issue 9, pages 45-90, December.
• Zamanzadeh, Hamid, 2011, "Modelling Oil and Monetary Shocks in the Iranian Economy: The VECMX Approach," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 4, issue 9, pages 91-116, December.
• Maria Christidou & Panagiotis Konstantinou, 2011, "Housing Market and the Transmission of Monetary Policy: Evidence from U.S. States," Discussion Paper Series, Department of Economics, University of Macedonia, number 2011_14, Sep, revised Sep 2011.
• Mübariz Hasanov & Tolga Omay, 2011, "The Relationship Between Inflation, Output Growth, and Their Uncertainties: Evidence from Selected CEE Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 0, pages 5-20, July.
• Borek Vašícek, 2011, "Inflation Dynamics and the New Keynesian Phillips Curve in Four Central European Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 5, pages 71-100, September.
• Lucia BALDI & Massimo PERI & Daniela VANDONE, 2011, "Spot and future prices of agricultural commodities: fundamentals and speculation," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-003, Jan.
• Lucia BALDI & Massimo PERI & Daniela VANDONE, 2011, "Spot and future prices of agricultural commodities: fundamentals and speculation," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-03, Jan.
• Kevin Lee, James Morley and Kalvinder Sheields, 2011, "The Meta Taylor Rule," Department of Economics - Working Papers Series, The University of Melbourne, number 1131.
• Kevin Lee, Nilss Olekalns, Kalvinder Shields and Zheng Wang, 2011, "The Australian Real?Time Datbase: An Overview and an Illustration of its Use in Business Cycle Analysis," Department of Economics - Working Papers Series, The University of Melbourne, number 1132.
• Marianna Endrész, 2011, "Business fixed investment and credit market frictions. A VECM approach for Hungary," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2011/1.
• Bálint Tamási & Balázs Világi, 2011, "Identification of credit supply shocks in a Bayesian SVAR model of the Hungarian economy," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2011/7.
• Manuel Hernandez & Raul Ibarra & Danilo Trupkin, 2011, "How far do shocks move across borders?Examining volatility transmission in major agricultural futures markets," Documentos de Trabajo/Working Papers, Facultad de Ciencias Empresariales y Economia. Universidad de Montevideo., number 1109.
• Mario Forni & Luca Gambetti, 2011, "Sufficient information in structural VARs," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 062, Jun.
• Mario Forni & Luca Gambetti & Luca Sala, 2011, "No news in business cycles," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 063, Jun.
• Chaohua Dong & Jiti Gao, 2011, "Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/11, Sep.
• Yin Liao & Heather M. Anderson, 2011, "Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/11, Aug.
• Thai-Ha LE & Youngho CHANG, 2011, "Dynamics Between Strategic Commodities and Financial Variables," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1104, Apr.
• Miguel Casares & Jesús Vázquez, 2011, "Data Revisions in the Estimation of DSGE models," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 1104.
• Piotr Białowolski, 2011, "Forecasting inflation with consumer survey data – application of multi-group confirmatory factor analysis to elimination of the general sentiment factor," NBP Working Papers, Narodowy Bank Polski, number 100.
• Andrzej Toroj, 2011, "Competitiveness channel in Poland and Slovakia: a pre-EMU DSGE analysis," NBP Working Papers, Narodowy Bank Polski, number 86.
• Ulrich K. Müller & James H. Stock, 2011, "Forecasts in a Slightly Misspecified Finite Order VAR," NBER Working Papers, National Bureau of Economic Research, Inc, number 16714, Jan.
• Frank Schorfheide, 2011, "Estimation and Evaluation of DSGE Models: Progress and Challenges," NBER Working Papers, National Bureau of Economic Research, Inc, number 16781, Feb.
• Hyungsik Roger Moon & Frank Schorfheide & Eleonora Granziera & Mihye Lee, 2011, "Inference for VARs Identified with Sign Restrictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 17140, Jun.
• Yuriy Gorodnichenko & Anna Mikusheva & Serena Ng, 2011, "Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties," NBER Working Papers, National Bureau of Economic Research, Inc, number 17424, Sep.
• Andrew Ang & Dennis Kristensen, 2011, "Testing Conditional Factor Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17561, Nov.
• Anabela Botelho & Aida Sá & José Fraga & Márcia Quaresma & Margarida Costa, 2011, "The temporal pattern and the overall effect of ozone exposure on pediatric respiratory morbidity," NIMA Working Papers, Núcleo de Investigação em Microeconomia Aplicada (NIMA), Universidade do Minho, number 41, Sep.
• Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011, "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2011007, Feb.
• Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011, "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2011045, Dec.
• Hwan Seo, Myung, 2011, "Estimation Of Nonlinear Error Correction Models," Econometric Theory, Cambridge University Press, volume 27, issue 2, pages 201-234, April.
• Hall, Alastair R. & Pelletier, Denis, 2011, "Nonnested Testing In Models Estimated Via Generalized Method Of Moments," Econometric Theory, Cambridge University Press, volume 27, issue 2, pages 443-456, April.
• Flury, Thomas & Shephard, Neil, 2011, "Bayesian Inference Based Only On Simulated Likelihood: Particle Filter Analysis Of Dynamic Economic Models," Econometric Theory, Cambridge University Press, volume 27, issue 5, pages 933-956, October.
• Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu, 2011, "A Simple Test for Identification in GMM under Conditional Moment Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1789, Mar.
• Alfredo Marvão Pereira & Jorge M. Andraz, 2011, "On the effects of highway investment on the regional concentration of economic activity in the USA," Working Papers, Economics Department, William & Mary, number 107, Jan.
• Avouyi-Dovi, Sanvi (ed.), 2011, "Risque de crédit et volatilité des spreads sur le marché de la dette privée en euro," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/6316.
• Kamel Laaradh & Nesrine Samet, 2011, "Existe-t-il un univers de benchmarks pour les Hedge Funds?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1110701, Jul.
• Joscha Beckmann & Ansgar Belke & Frauke Dobnik, 2011, "Cross-Section Dependence and the Monetary Exchange Rate Model: A Panel Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1119.
• Guglielmo Maria Caporale & Alessandro Girardi, 2011, "Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1139.
• Guglielmo Maria Caporale & Alessandro Girardi, 2011, "Fiscal Spillovers in the Euro Area," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1164.
• Paul Viefers, 2011, "Bayesian Inference for the Mixed-Frequency VAR Model," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1172.
• Siyan Wang & Burton A. Abrams, 2011, "Government Outlays, Economic Growth and Unemployment: A VAR Model," Working Papers, University of Delaware, Department of Economics, number 11-13.
• Julien Chevallier & Benoît Sévi, 2011, "On the volatility-volume relationship in energy futures markets using intraday data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2011-16.
• Francesca Pancotto & Filippo Pericoli, 2011, "Till Labor Cost Do Us Part A Vecm Model of Unit Labor Cost Convergence in the Euro Area," Working Papers, Doctoral School of Economics, Sapienza University of Rome, number 14, revised 2011.
• Omar H.M.N. Bashar, 2011, "Measuring Core Inflation in Bangladesh: An Unobserved Components Approach," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 46, issue 1, pages 109-129.
• C.S.C. Sekhar, 2011, "World Foodgrain Prices – The Effect of Exporting Countries’ Policies," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 46, issue 2, pages 217-242.
• Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2011, "Identification of Panel Data Models with Endogenous Censoring," Working Papers, Duke University, Department of Economics, number 11-07.
• Neveen M. TORAYEH, 2011, "Manufactured Exports And Economic Growth In Egypt: Cointegration And Causality Analysis," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 11, issue 1.