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

• Song Song & Peter J. Bickel, 2011, "Large Vector Auto Regressions," Papers, arXiv.org, number 1106.3915, Jun.
• Martin Hoesli & Kustrim Reka, 2011, "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," ERES, European Real Estate Society (ERES), number eres2011_63, Jan.
• Mario Forni & Luca Gambetti & Luca Sala, 2011, "No News in Business Cycles," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 862.11, Feb.
• Mario Forni & Luca Gambetti, 2011, "Testing for Sufficient Information in Structural VARs," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 863.11, Feb.
• Bencivenga, Cristina & Sargenti, Giulia & D'Ecclesia, Rita, 2011, "Integration of energy commodity markets in Europe and the USA," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 4, issue 3, pages 301-313, June.
• Christian Dreger & J¨¹rgen Wolters, 2011, "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 43-52, February.
• Bahram Adrangi & Mary E. Allender & Kambiz Raffiee, 2011, "Exchange Rates and Inflation Rates: Exploring Nonlinear Relationships," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 1-16, April.
• Grigori Fainstein & Igor Novikov, 2011, "The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 20-45, June.
• Vladimir Tsenkov, 2011, "Efficient-Market Hypothesis and the Global Financial Crises – on the Example of SOFIX, DJIA and DAX Indexes," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 53-88.
• Ülkü, Numan & Weber, Enzo, 2011, "Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 451, Jan.
• Garima Vasishtha & Philipp Maier, 2011, "The Impact of the Global Business Cycle on Small Open Economies: A FAVAR Approach for Canada," Staff Working Papers, Bank of Canada, number 11-2, DOI: 10.34989/swp-2011-2.
• Thorsten Beck & Martin Brown, 2011, "Which Households Use Banks? Evidence from the Transition Economies," BCL working papers, Central Bank of Luxembourg, number 50, Feb.
• Tamara Burdisso & Eduardo Ariel Corso, 2011, "Uncertainty and Portfolio Dollarization. The Argentine Case in the Last Half Century," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 63, pages 41-95, July - Se.
• Ahmet Murat ALPER, 2011, "The Effects of Real and Nominal Shocks on Real and Nominal Exchange Rates: The Case of Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 5, issue 1, pages 35-72.
• Emanuela Ciapanna & Marco Taboga, 2011, "Bayesian analysis of coefficient instability in dynamic regressions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 836, Nov.
• Hernández Manuel A. & Ibarra-Ramírez Raúl & Trupkin Danilo R., 2011, "How Far Do Shocks Move Across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets," Working Papers, Banco de México, number 2011-15, Dec.
• Javier Gómez Restrepo & Juan Manuel Hérnandez Herrera, 2011, "Composición cambiaria y poder adquisitivo de las reservas internacionales," Borradores de Economia, Banco de la Republica de Colombia, number 654, May, DOI: 10.32468/be.654.
• Juan José Echavarría & Enrique López & Sergio Ocampo & Norberto Rodríguez, 2011, "Choques, instituciones laborales y desempleo en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 682, Nov, DOI: 10.32468/be.682.
• Sergio Ocampo & Norberto Rodríguez, 2011, "An Introductory Review of a Structural VAR-X Estimation and Applications," Borradores de Economia, Banco de la Republica de Colombia, number 686, Dec, DOI: 10.32468/be.686.
• Luis Fernando Melo & Joan Camilo Granados, 2011, "Regulación y valor en riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 64, pages 110-177, July, DOI: 10.32468/Espe.6404.
• Juan José Echavarría & Enrique López & Sergio Ocampo, 2011, "Choques, instituciones laborales y desempleo en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 66, pages 128-173, December, DOI: 10.32468/Espe.6604.
• Nataša Teodorović, 2011, "Liquidity, Price Impact And Trade Informativeness – Evidence From The London Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 56, issue 188, pages 91-124, January –.
• Loddo, Antonello & Ni, Shawn & Sun, Dongchu, 2011, "Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 3, pages 342-355.
• Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2011, "Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 4, pages 455-467.
• Creal, Drew & Koopman, Siem Jan & Lucas, André, 2011, "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 4, pages 552-563.
• Sheheryar Malik & Pitt, M. K., 2011, "Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering," Working papers, Banque de France, number 318.
• Sanvi Avouyi-Dovi & JEan-Guillaume Sahuc, 2011, "On the Welfare Costs of Misspecified Monetary Policy Objectives," Working papers, Banque de France, number 320.
• Claude Lopez & Papell, David H., 2011, "Convergence of Euro Area Inflation Rates," Working papers, Banque de France, number 326.
• Jean François Hoarau & Claude Lopez & Michel Paul, 2011, "Short Note on the Unemployment Rate of the French Overseas Regions," Working papers, Banque de France, number 337.
• Marie-Elisabeth de la Serve & Matthieu Lemoine, 2011, "Measuring the NAIRU: a complementary approach," Working papers, Banque de France, number 342.
• Vladimir Borgy & Thomas Laubach & Jean-Stéphane Mésonnier & Jean-Paul Renne, 2011, "Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets," Working papers, Banque de France, number 350.
• Mario Forni & Luca Sala & Luca Gambetti, 2015, "No News in Business Cycles," Working Papers, Barcelona School of Economics, number 535, Sep.
• Mario Forni & Luca Gambetti, 2015, "Testing for Sufficient Information in Structural VARs," Working Papers, Barcelona School of Economics, number 536, Sep.
• J. James Reade & Ulrich Volz, 2011, "From the General to the Specific," Discussion Papers, Department of Economics, University of Birmingham, number 11-18, Sep.
• María Rodríguez-Moreno & Juan Ignacio Peña, 2011, "Systemic risk measures: the simpler the better?," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Macroprudential regulation and policy".
• Diego Gianelli, 2011, "El Traspaso de Tipo de Cambio a Precios en Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2011008, Nov.
• Waleerat Suphannachart & Peter Warr, 2011, "Research and productivity in Thai agriculture," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 55, issue 1, pages 35-52, January.
• Silvestro Di Sanzo, 2011, "Output Fluctuations Persistence: Do Cyclical Shocks Matter?," Bulletin of Economic Research, Wiley Blackwell, volume 63, issue 1, pages 28-52, January.
• Yoichi Matsubayashi, 2011, "Exchange Rate, Expected Profit And Capital Stock Adjustment: Japanese Experience," The Japanese Economic Review, Japanese Economic Association, volume 62, issue 2, pages 215-247, June, DOI: j.1468-5876.2010.00516.x.
• Markus Eberhardt & Francis Teal, 2011, "Econometrics For Grumblers: A New Look At The Literature On Cross‐Country Growth Empirics," Journal of Economic Surveys, Wiley Blackwell, volume 25, issue 1, pages 109-155, February.
• Michael McAleer & Les Oxley, 2011, "Ten Things We Should Know About Time Series," Journal of Economic Surveys, Wiley Blackwell, volume 25, issue 1, pages 185-188, February.
• Helmut Herwartz & Helmut Lütkepohl, 2011, "Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, volume 32, issue 3, pages 281-291, May.
• Michael Artis & George Chouliarakis & P. K. G. Harischandra, 2011, "Business Cycle Synchronization Since 1880," Manchester School, University of Manchester, volume 79, issue 2, pages 173-207, March, DOI: j.1467-9957.2010.02239.x.
• Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2011, "Are The Baltic Countries Ready To Adopt The Euro? A Generalized Purchasing Power Parity Approach," Manchester School, University of Manchester, volume 79, issue 3, pages 429-454, June, DOI: j.1467-9957.2009.02158.x.
• Gert Peersman, 2011, "The Relative Importance of Symmetric and Asymmetric Shocks: The Case of United Kingdom and Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 1, pages 104-118, February.
• Guglielmo Maria Caporale & Nicola Spagnolo, 2011, "Stock Market Integration between Three CEECs, Russia, and the UK," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 158-169, February.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2011, "Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 65-76, February.
• Estefania Mourelle & Juan Carlos Cuestas & Luis Alberiko Gil‐alana, 2011, "Is There An Asymmetric Behaviour In African Inflation? A Non‐Linear Approach," South African Journal of Economics, Economic Society of South Africa, volume 79, issue 1, pages 68-90, March.
• Massimiliano Caporin & Michael McAleer, 2011, "Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 65, issue 2, pages 125-163, May, DOI: j.1467-9574.2010.00479.x.
• Boris A. Luna Acevedo, 2011, "La apreciación del tipo de cambio y su efecto en la balanza comercial. Caso boliviano (2006 - 2008)," Revista de Análisis del BCB, Banco Central de Bolivia, volume 15, issue 2, pages 45-96, December.
• Rolando Manuel Gonzáles Martínez, 2011, "Riesgo macroeconómico y bolivianización: Un análisis de cointegración con un portafolio dinámico no estacionario de mínima varianza," Revista de Análisis del BCB, Banco Central de Bolivia, volume 15, issue 2, pages 9-44, December.
• Dag Henning Jacobsen & Bjørn Helge Vatne, 2011, "The impact of house prices on household debt when controlling for home ownership," Working Paper, Norges Bank, number 2011/08, Jul.
• Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011, "Nowcasting GDP in real-time: A density combination approach," Working Paper, Norges Bank, number 2011/11, Sep.
• Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2011, "The world is not enough! Small open economies and regional dependence," Working Paper, Norges Bank, number 2011/16, Dec.
• Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011, "Nowcasting GDP in Real-Time: A Density Combination Approach," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 1/2011, Sep.
• Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2011, "The world is not enough! Small open economies and regional dependence," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 3/2011, Nov.
• Do-wan Kim, 2011, "Analysis on the Effect of Foreign Factors on the Korean Bond market and Prediction using Two-country Nelson-Siegel Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 17, issue 3, pages 89-130, September.
• Hyun Jeong Kim & Jong Chil Son & Myung-Soo Yie, 2011, "The Effect of Housing Price Changes on Household Debt: An Overlapping Generations Model Approach (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 17, issue 4, pages 1-29, December.
• F. Pancotto & F. Pericoli, 2011, "Till labor cost do us part. On the long run convergence of EMU countries," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp759, Jun.
• Pierre Perron & Tatsushi Oka, 2011, "Testing for Common Breaks in a Multiple Equations System," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-057, Jan.
• Christopoulos Dimitris K & Leon-Ledesma Miguel A., 2011, "International Output Convergence, Breaks, and Asymmetric Adjustment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 3, pages 1-33, May, DOI: 10.2202/1558-3708.1823.
• Thiago Bergmann de Queiroz & Otávio Ribeiro de Medeiros & José Carneiro da Cunha Oliveira Neto, 2011, "Evidence of speculative bubbles on the BOVESPA: an application of the Kalman filter," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 2, pages 257-275.
• Cristiane Soares & Anderson Mutter & José Luis Oreiro, 2011, "Uma análise empírica dos determinantes da desindustrialização no caso brasileiro (1996-2008)," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia, Departamento de Economia da Universidade de Brasilia, number 361, May.
• Gubler, Matthias & Hertweck, Matthias Sebastian, 2011, "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working papers, Faculty of Business and Economics - University of Basel, number 2011/05.
• Mabrouk Chetouane & Matthieu Lemoine & Marie-Elisabeth de la Serve, 2011, "Impact de la crise sur la croissance potentielle. Une approche par les modèles à composantes inobservables," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 89-112.
• Cesa-Bianchi, A. & Pesaran, M. H. & Rebucci, A. & Xu, T., 2011, "China’s Emergence in the World Economy and Business Cycles in Latin America," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1150, Jul.
• Mohaddes, K. & Raissi, M., 2011, "Oil Prices, External Income, and Growth: Lessons from Jordan," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1164, Dec.
• Massimiliano Caporin & Michael McAleer, 2011, "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/23, May.
• Pami Dua & Rajiv Ranjan, 2011, "Modelling and Forecasting the Indian Re/US Dollar Exchange Rate," Working papers, Centre for Development Economics, Delhi School of Economics, number 197, Feb.
• Polito, Vito & Spencer, Peter, 2011, "UK Macroeconomic Volatility and the Welfare Costs of Inflation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/23, Sep.
• Félix BADOLO, 2011, "Transmission des chocs de prix internationaux : le cas du riz au Burkina Faso," Working Papers, CERDI, number 201129.
• Juncal Cunado, 2011, "Structural breaks and real convergence in OPEC countries," Journal of Applied Economics, Universidad del CEMA, volume 14, pages 101-117, May.
• Carlo Altavilla & Concetto Paolo Vinci, 2011, "Non-linear dynamics of real wages over the business cycle," Journal of Applied Economics, Universidad del CEMA, volume 14, pages 81-99, May.
• Marek Jarocinski & Albert Marcet, 2011, "Autoregressions in Small Samples, Priors about Observables and Initial Conditions," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1061, Jul.
• Javier Hidalgo & Myunghwan Seo, 2011, "Testing For Structural Stability In The Whole Sample," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 558, Oct.
• Carlo Altavilla & Matteo Ciccarelli, 2011, "Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset," CESifo Working Paper Series, CESifo, number 3372.
• Rico Ihle & Stephan von Cramon-Taubadel & Sergiy Zorya, 2011, "Measuring the Integration of Staple Food Markets in Sub-Saharan Africa: Heterogeneous Infrastructure and Cross Border Trade in the East African Community," CESifo Working Paper Series, CESifo, number 3413.
• Raffaella Basile & Bruno Chiarini & Elisabetta Marzano, 2011, "Can we Rely upon Fiscal Policy Estimates in Countries with Unreported Production of 15 Per Cent (or more) of GDP?," CESifo Working Paper Series, CESifo, number 3521.
• Guglielmo Maria Caporale & Alessandro Girardi, 2011, "Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System," CESifo Working Paper Series, CESifo, number 3525.
• Giovanni Calice & Christos Ioannidis & Julian Williams, 2011, "Credit Derivatives and the Default Risk of Large Complex Financial Institutions," CESifo Working Paper Series, CESifo, number 3583.
• Gert Peersman, 2011, "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," CESifo Working Paper Series, CESifo, number 3589.
• Guglielmo Maria Caporale & Alessandro Girardi, 2011, "Fiscal Spillovers in the Euro Area," CESifo Working Paper Series, CESifo, number 3693.
• Carlos J. García & Andrés Sagner, 2011, "Crédito, Exceso de toma de Riesgo, Costo de Crédito y ciclo Económico en Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 645, Sep.
• Gunther Capelle-Blancard & Stéphanie Monjon, 2011, "The Performance of Socially Responsible Funds: Does the Screening Process Matter?," Working Papers, CEPII research center, number 2011-12, May.
• Valérie Mignon, 2011, "Recent developments on commodity, energy and carbon markets: an introduction," International Economics, CEPII research center, issue 126-127, pages 5-12.
• Yannick Le Pen & Benoît Sévi, 2011, "Macro factors in oil futures returns," International Economics, CEPII research center, issue 126-127, pages 13-38.
• Anna Creti & Maria-Eugenia Sanin, 2011, "Price versus quantities in the coordination of international environmental policy," International Economics, CEPII research center, issue 126-127, pages 109-130.
• Julien Chevallier, 2011, "The impact of nonlinearities for carbon markets analyses," International Economics, CEPII research center, issue 126-127, pages 131-150.
• Hyungsik Roger Moon & Benoit Perron, 2011, "Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel," CIRANO Working Papers, CIRANO, number 2011s-17, Feb.
• Jean-Marie Dufour & Tarek Jouini, 2011, "Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models," CIRANO Working Papers, CIRANO, number 2011s-25, Feb.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2011, "Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility," CIRANO Working Papers, CIRANO, number 2011s-27, Feb.
• Ning Huang & Erwin Diewert, 2011, "Estimation of R&D depreciation rates: a suggested methodology and preliminary application," Canadian Journal of Economics, Canadian Economics Association, volume 44, issue 2, pages 387-412, May, DOI: 10.1111/j.1540-5982.2011.01638.x.
• Rosetta Lombardo & Marianna Falcone, 2011, "Crime And Economic Performance. A Cluster Analysis Of Panel Data On Italy'S Nuts 3 Regions," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201112, Oct.
• Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2011, "Estimations of the Natural Rate of Interest in Colombia," Money Affairs, CEMLA, volume 0, issue 1, pages 33-75, January-J.
• Borek Vasicek, 2011, "Is Monetary Policy in the New EU Member States Asymmetric?," Working Papers, Czech National Bank, Research and Statistics Department, number 2011/05, Jul.
• Munir Jalil & Esteban Tamayo, 2011, "Pass-through of International Food Prices to Domestic Inflation During and After the Great Recession: Evidence from a Set of Latin American Economies," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Fredy Alejandro Gamboa Estrada, 2011, "Determinants of the Exchange Rate in Colombia under Inflation Targeting," Borradores de Economia, Banco de la Republica, number 7870, Jan.
• Javier G�mez Restrepo & Juan Manuel Hern�ndez Herrera, 2011, "Composici�n cambiaria y poder adquisitivo de las reservas internacionales," Borradores de Economia, Banco de la Republica, number 8578, May.
• Juan Jos� Echavarr�a & Enrique L�pez & Sergio Ocampo & Norberto Rodr�guez, 2011, "Choques, instituciones laborales y desempleo en Colombia," Borradores de Economia, Banco de la Republica, number 9154, Nov.
• Sergio Ocampo & Norberto Rodr�guez, 2011, "An Introductory Review of a Structural VAR-X Estimation and Applications," Borradores de Economia, Banco de la Republica, number 9200, Dec.
• Luis Fernando Melo & Joan Camilo Granados, 2011, "Regulación y valor en riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 64, pages 110-177, DOI: 10.32468/Espe.6404.
• Bernardo León & Andr�s Mora, 2011, "CDS: relación con índices accionarios y medida de riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 64, pages 178-211, DOI: 10.32468/Espe.6405.
• Martha López & Fernando Tenjo & H�ctor Z�rate, 2011, "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 64, pages 211-234, DOI: 10.32468/Espe.6406.
• Juan José Echavarría & Enrique L�pez & Sergio Ocampo & Norberto Rodr�guez, 2011, "Choques, instituciones laborales y desempleo en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 66, pages 128-173, DOI: 10.32468/Espe.6604.
• Andrés Ramirez Hassan & Daniel Londono Cano & Edwar Londono Zapata, 2011, "Un sistema casi ideal de demanda para el gasto en Colombia: una estimación utilizando el método generalizado de los momentos en el periodo 1968-2007," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10607, May.
• Heivar Yesid Rodríguez Pinzón, 2011, "Estudio del fenómeno de inflación importada vía precios del petróleo y su aplicación al caso colombiano mediante el uso de modelos VAR para el periodo 2000-2009," Estudios Gerenciales, Universidad Icesi.
• Jorge Mario Uribe Gil, 2011, "Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Charle Augusto Londono Henao & Yaneth María Cuan Jaramillo, 2011, "Modelos de precios de los activos: un ejercicio comparativo basado en redes neuronales aplicado al mercado de valores colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Francisco José Pérez, 2011, "Impacto de la crisis del sector rural en el mercado laboral urbano y nacional: un análisis de vectores auto-regresivos," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 023001.
• Julio César Alonso & Ana Isabel Gallego, 2010, "Integración espacial del mercado de la carne en las tres principales ciudades de Colombia: Evidencia de las series de precios," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 4, issue 2, pages 5-28.
• Daniel Londono Cano & Edwar Londono Zapata & Andrés Ramirez Hassan, 2011, "Un sistema casi ideal de demanda para el gasto en Colombia: Una estimación utilizando el método generalizado de los momentos en el período 1968-2007," Revista Ecos de Economía, Universidad EAFIT.
• Jacobo Campo R. & Viviana Sarmiento, 2011, "Un modelo de corrección de errores para la relación entre el consumo de energía y el PIB en Colombia (1970-2009)," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 3, issue 1, pages 59-70.
• Ivan Savin & Peter Winker, 2011, "Heuristic model selection for leading indicators in Russia and Germany," Working Papers, COMISEF, number 046, Jan.
• BODART, Vincent & CANDELON, Bertrand & CARPANTIER, Jean - François, 2011, "Real exchanges rates in commodity producing countries : A reappraisal," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011006, Feb.
• BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011, "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011011, Feb.
• KOROBILIS, Dimitris, 2011, "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011022, May.
• BAUWENS, Luc & HAFNER, Christian & LAURENT, Sébastien, 2011, "Volatility models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011058, Dec.
• Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2011, "Do individual index futures investors destabilize the underlying spot market?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 1, pages 81-101, January.
• Piotr Keblowski & Aleksander Welfe, 2011, "A Risk-Driven Approach to Exchange-Rate Modelling," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 57, Sep.
• Henryk Gurgul & Łukasz Lach, 2011, "The impact of regional disparities on economic growth," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 21, issue 2, pages 17-43.
• He, Dong & Wang, Honglin, 2011, "Dual-track interest rates and the conduct of monetary policy in China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 21/2011.
• Chen, Qianying, 2011, "Exchange rate dynamics, expectations, and monetary policy," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,18.
• Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2011, "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-06.
• Grammig, Joachim G. & Theissen, Erik & Wünsche, Oliver, 2011, "Time and the price impact of a trade: A structural approach," CFS Working Paper Series, Center for Financial Studies (CFS), number 2011/08.
• Dreger, Christian & Wolters, Jürgen, 2011, "Liquidity and Asset Prices: How Strong Are the Linkages?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 1, pages 43-52.
• Amikuzuno, Joseph, 2011, "Border effects on spatial price transmission between fresh tomato markets in Ghana and Burkina-Faso: Any case for promoting trans-border trade in West Africa?," IAMO Forum 2011: Will the "BRICs Decade" Continue? – Prospects for Trade and Growth, Leibniz Institute of Agricultural Development in Central and Eastern Europe (IAMO), number 9.
• Toke, Ioane Muni & Pomponio, Fabrizio, 2011, "Modelling trades-through in a limited order book using Hawkes processes," Economics Discussion Papers, Kiel Institute for the World Economy, number 2011-32.
• Falch, Nina Skrove & Nymoen, Ragnar, 2011, "The accuracy of a forecast targeting central bank," Economics Discussion Papers, Kiel Institute for the World Economy, number 2011-6.
• Skrove Falch, Nina & Nymoen, Ragnar, 2011, "The accuracy of a forecast targeting central bank," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 5, pages 1-36, DOI: 10.5018/economics-ejournal.ja.2011-.
• Reicher, Christopher Phillip, 2011, "A simple decomposition of the variance of output growth across countries," Kiel Working Papers, Kiel Institute for the World Economy, number 1703.
• Jannsen, Nils & Klein, Melanie, 2011, "The international transmission of euro area monetary policy shocks," Kiel Working Papers, Kiel Institute for the World Economy, number 1718.
• el-Shagi, Makram & Giesen, Sebastian & Kelly, Logan J., 2011, "The Quantity Theory Revisited: A New Structural Approach," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 7/2011.
• Brunhart, Andreas, 2011, "Evaluating the effect of "Zumwinkel-Affair" and financial crisis on stock prices in Liechtenstein: An unconventional augmented GARCH-approach," KOFL Working Papers, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz, number 9.
• Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke, 2011, "Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 252.
• Kitlinski, Tobias & Schmidt, Torsten, 2011, "The Forecasting Performance of an Estimated Medium Run Model," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 301.
• Strohsal, Till & Weber, Enzo, 2011, "Mean-variance cointegration and the expectations hypothesis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-007.
• Bibinger, Markus, 2011, "Asymptotics of asynchronicity," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-033.
• Bibinger, Markus, 2011, "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-034.
• Groß-Klußmann, Axel & Hautsch, Nikolaus, 2011, "Predicting bid-ask spreads using long memory autoregressive conditional poisson models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-044.
• Song, Song & Bickel, Peter J., 2011, "Large vector auto regressions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-048.
• Hautsch, Nikolaus & Huang, Ruihong, 2011, "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-056.
• Bauwens, Luc & Hafner, Christian M. & Pierret, Diane, 2011, "Multivariate volatility modeling of electricity futures," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-063.
• Bibinger, Markus & Reiß, Markus, 2011, "Spectral estimation of covolatility from noisy observations using local weights," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-086.
• Volz, Ulrich & Reade, J. James, 2011, "Chinese Monetary Policy and the Dollar Peg," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis, Verein für Socialpolitik / German Economic Association, number 48740.
• Liow, Kim Hiang & Schindler, Felix, 2011, "An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-056.
• Barry Ness, 2011, "An Intergrated Sustainability Assessment of the Swedish Sugar Production System from a Life-Cycle Perspective: 2003-2015," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 9, issue 1, pages 23-38.
• Christian Kascha & Carsten Trenkler, 2011, "Cointegrated VARMA models and forecasting US interest rates," ECON - Working Papers, Department of Economics - University of Zurich, number 033, Oct.
• Niko Dotz & Christoph Fischer, 2011, "What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 69.
• Celso Brunetti & David Reiffen, 2011, "Commodity index trading and hedging costs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-57.
• Davide Debortoli & Junior Maih & Ricardo Nunes, 2011, "Loose commitment in medium-scale macroeconomic models: theory and applications," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1034.
• Luciana Juvenal & Ivan Petrella, 2011, "Speculation in the oil market," Working Papers, Federal Reserve Bank of St. Louis, number 2011-027, DOI: 10.20955/wp.2011.027.
• Eleonara Granziera & Mihye Lee & Hyungsik Roger Moon & Frank Schorfheide, 2011, "Inference for VARs identified with sign restrictions," Working Papers, Federal Reserve Bank of Philadelphia, number 11-20.
• Edward P. Herbst & Frank Schorfheide, 2011, "Evaluating DSGE model forecasts of comovements," Working Papers, Federal Reserve Bank of Philadelphia, number 11-5.
• Frank Schorfheide, 2011, "Estimation and evaluation of DSGE models: progress and challenges," Working Papers, Federal Reserve Bank of Philadelphia, number 11-7.
• Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., 2011, "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1109.
• Céline Gimet & Thomas Lagoarde-Segot, 2011, "Global crisis and Financial destabilization in ASEAN countries. A microstructural perspective," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1103.
• Andrea Gabriela Bonilla Bolaños, 2011, "Symmetry of External Shock responses within the Andean Community of Nations: A SVAR Approach," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1140.
• Xiaoshan Chen & Ronald MacDonald, 2011, "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Working Papers, Business School - Economics, University of Glasgow, number 2011_04, Jan.
• Elias Soukiazis & Pedro Cerqueira & Micaela Antunes, 2011, "Growth rates constrained by internal and external imbalances: a demand orientated approach," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2011-12, Jun.
• Rico Ihle & Linde Götz & Ofir D. Rubin, 2011, "State-Space Cointegration Modeling for the Analysis of Exogenous Shocks to Prices in Israeli-Palestinian Food Trade," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 100, Nov.
• Gupta, Rakesh & Guidi, Francesco, 2011, "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 7277, Sep.
• Thanasis Stengos & M. Ege Yazgan, 2011, "Persistence in Convergence," Working Papers, University of Guelph, Department of Economics and Finance, number 1105.
• Ross McKitrick & Timothy Vogelsang, 2011, "Multivariate trend comparisons between autocorrelated climate series with general trend regressors," Working Papers, University of Guelph, Department of Economics and Finance, number 1109.
• Peter Fuleky & Carl S. Bonham, 2011, "Forecasting Based on Common Trends in Mixed Frequency Samples," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201110, Jun.
• Alassane Drabo, 2011, "Interrelationships between Health, Environment Quality and Economic Activity: What Consequences for Economic Convergence," CERDI Working papers, HAL, number halshs-00552995, Jan.
• Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011, "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00638009, Sep.
• Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011, "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print, HAL, number hal-00638009, Sep.
• António Portugal Duarte & João Sousa Andrade, 2011, "How the Gold Standard Functioned in Portugal: An Analysis of Some Macroeconomic Aspects," Post-Print, HAL, number hal-00665454, Feb, DOI: 10.1080/00036846.2010.513675.
• Enzo Weber, 2011, "Regional and Outward Economic Integration in South-East Asia," Post-Print, HAL, number hal-00670761, Feb, DOI: 10.1080/00036846.2010.539543.
• Pedro Mendi & Nadia Ayari & Szabolcs Blazsek, 2011, "Renewable energy innovations in Europe: A dynamic panel data approach," Post-Print, HAL, number hal-00711448, Jun, DOI: 10.1080/00036846.2011.570720.
• Luis Alberiko Gil-Alana & Antonio Moreno & Seonghoon Cho, 2011, "The Deaton paradox in a long memory context with structural breaks," Post-Print, HAL, number hal-00711450, Jun, DOI: 10.1080/00036846.2011.572857.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011, "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print, HAL, number hal-00815564, Apr, DOI: 10.1016/j.jeconom.2010.07.009.
• Catherine Doz & Lucrezia Reichlin, 2011, "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print, HAL, number hal-00844811, Jul, DOI: 10.1016/j.jeconom.2011.02.012.
• Sanvi Avouyi-Dovi & Jean-Guillaume Sahuc, 2011, "On the Welfare Costs of Misspecified Monetary Policy Objectives," Post-Print, HAL, number hal-01612707, DOI: 10.1016/j.jmacro.2011.01.004.
• Y. Boubacar Mainassara & Christian Francq, 2011, "Estimating structural VARMA models with uncorrelated but non-independent error terms," Post-Print, HAL, number hal-05417844, Mar, DOI: 10.1016/j.jmva.2010.10.009.
• Céline Gimet & Thomas Lagoarde-Ségot, 2011, "Global crisis and Financial destabilization in ASEAN countries. A microstructural perspective," Post-Print, HAL, number halshs-00560218.
• Salem Boubakri & Cyriac Guillaumin, 2011, "Financial integration and currency risk premium in CEECs : evidence from the ICAPM," Post-Print, HAL, number halshs-00639224.
• Céline Gimet, 2011, "Global crisis and financial destabilization in the Asean countries. A microstructural perspective," Post-Print, HAL, number halshs-00666066.
• 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.