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

• Julien Idier, 2011, "Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 1, pages 27-48, DOI: 10.1080/13518470903448440.
• Sergio Mayordomo & Juan Ignacio Peña & Juan Romo, 2011, "The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 9-10, pages 851-881, November, DOI: 10.1080/1351847X.2010.538529.
• Riona Arjoon & Mariëtte Botes & Laban K. Chesang & Rangan Gupta, 2011, "The long-run relationship between inflation and real stock prices: empirical evidence from South Africa," Journal of Business Economics and Management, Taylor & Francis Journals, volume 13, issue 4, pages 600-613, July, DOI: 10.3846/16111699.2011.620162.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011, "Causal relationship between stock prices and exchange rates," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 20, issue 1, pages 67-86, DOI: 10.1080/09638199.2011.538186.
• Antonello Loddo & Shawn Ni & Dongchu Sun, 2011, "Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 3, pages 342-355, July, DOI: 10.1198/jbes.2010.08197.
• Nikolay Gospodinov & Alex Maynard & Elena Pesavento, 2011, "Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 4, pages 455-467, October, DOI: 10.1198/jbes.2011.10042.
• Drew Creal & Siem Jan Koopman & André Lucas, 2011, "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 4, pages 552-563, October, DOI: 10.1198/jbes.2011.10070.
• José Gonzalo Rangel & Robert F. Engle, 2011, "The Factor--Spline--GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 109-124, May, DOI: 10.1080/07350015.2012.643132.
• Ingmar Nolte & Valeri Voev, 2011, "Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 94-108, April, DOI: 10.1080/10473289.2011.637876.
• Carlo Altavilla & Concetto Paolo Vinci, 2011, "Non-Linear Dynamics of Real Wages Over the Business Cycle," Journal of Applied Economics, Taylor & Francis Journals, volume 14, issue 1, pages 81-99, May, DOI: 10.1016/S1514-0326(11)60006-8.
• Céline Gimet & Thomas Lagoarde-Segot, 2011, "Global crisis and financial destabilization in ASEAN countries: a microstructural perspective," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 16, issue 3, pages 294-312, DOI: 10.1080/13547860.2011.589622.
• David Pitfield, 2011, "The Impact of the EU–US Open Skies Agreement and the Resulting British Airway's Open Skies Initiative: Passenger Numbers in London, Amsterdam and Paris," Spatial Economic Analysis, Taylor & Francis Journals, volume 6, issue 2, pages 185-197, DOI: 10.1080/17421772.2011.557776.
• Dungey, Mardi & Tugrul Vehbi, M, 2011, "A SVECM Model of the UK Economy and The Term Premium," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 11610, May.
• Dungey, Mardi & Dwyer, Gerald P. & Flavin, Thomas, 2011, "Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 11817, Aug.
• Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli, 2011, "Gelismekte Olan Ulkelerin Kurlarindaki Ortak Hareketin Analizi," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1106.
• Kurmas Akdogan & Meltem Gulenay Chadwick, 2011, "Nonlinearities in CDS-Bond Basis (CDS-Bono Farkinin Dogrusal Olmayan Duzeltme Hareketi)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1113.
• Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011, "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-002/4, Jan.
• Rodney W. Strachan & Herman K. van Dijk, 2011, "Divergent Priors and well Behaved Bayes Factors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-006/4, Jan.
• Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andre Lucas, 2011, "Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-042/2/DSF16, Feb.
• Siem Jan Koopman & Michel van der Wel, 2011, "Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-063/4, Apr.
• Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas, 2011, "Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-078/2/DSF22, May.
• Masagus M. Ridhwan & Henri L.F. de Groot & Piet Rietveld & Peter Nijkamp, 2011, "The Regional Impact of Monetary Policy in Indonesia," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-081/3, May.
• Alessandro Gobbi & Tim Willems, 2011, "Identifying US Monetary Policy Shocks through Sign Restrictions in Dollarized Countries," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-145/2, Oct.
• Cem Cakmakli & Richard Paap & Dick van Dijk, 2011, "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-154/4, Nov, revised 15 Nov 2011.
• Pawel Janus & Siem Jan Koopman & André Lucas, 2011, "Long Memory Dynamics for Multivariate Dependence under Heavy Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-175/2/DSF28, Dec.
• Xin Zhang & Bernd Schwaab & Andre Lucas, 2011, "Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-176/2/DSF29, Dec, revised 28 Jun 2012.
• Martin Burda & John Maheu, 2011, "Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Papers, University of Toronto, Department of Economics, number tecipa-438, Jun.
• Lutz Kilian & Clara Vega, 2011, "Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices," The Review of Economics and Statistics, MIT Press, volume 93, issue 2, pages 660-671, May.
• Jesper Roine & Daniel Waldenström, 2011, "Common Trends and Shocks to Top Incomes: A Structural Breaks Approach," The Review of Economics and Statistics, MIT Press, volume 93, issue 3, pages 832-846, August.
• Yun Kim, 2011, "The Macroeconomic Implications of Household Debt: An Empirical Analysis," Working Papers, Trinity College, Department of Economics, number 1103, May.
• Lambrias, Kyriacos, 2011, "World Technology Shocks and the Real Euro-Dollar Exchange Rate," TSE Working Papers, Toulouse School of Economics (TSE), number 11-261, Dec.
• Jean-Sébastien Pentecôte, 2011, "Long-run identifying restrictions on VARs within the AS-AD framework," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 201125, Nov.
• John Cotter & Don Bredin, 2011, "Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing," Working Papers, Geary Institute, University College Dublin, number 200619, 07.
• Don Bredin & John Elder, 2011, "US Oil Price Exposure: The Industry Effects," Working Papers, Geary Institute, University College Dublin, number 201107, Mar.
• Massimiliano Caporin & Michael McAleer, 2011, "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-20.
• Alfredo García-Hiernaux & David E. Guerrero, 2011, "Convergence and Cointegration," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-22.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2011, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-34.
• Simón Sosvilla-Rivero & Amalia Morales-Zumaquero, 2011, "Volatility in EMU sovereign bond yields: Permanent and transitory components," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1106.
• 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 del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1107.
• Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2011, "Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production," Journal of Political Economy, University of Chicago Press, volume 119, issue 1, pages 1-38, DOI: 10.1086/659311.
• Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working papers, University of Connecticut, Department of Economics, number 2011-02, Jan, revised Aug 2012.
• Diego Gianelli, 2011, "El traspaso de tipo de cambio a precios en Uruguay," Documentos de Trabajo (working papers), Department of Economics - dECON, number 2711, Nov.
• Aloysius Deno Hervino, 2011, "Avoiding Risk In Working Capital Credit Distribution In Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, volume 3, issue 2, pages 199-210.
• Reinhold Heinlein & Hans-Martin Krolzig, 2011, "Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?," Studies in Economics, School of Economics, University of Kent, number 1124, Dec.
• Nikolaus Hautsch & Dieter Hess & David Veredas, 2011, "The impact of macroeconomic news on quote adjustments, noise and informational volatility," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136190.
• Roxana Halbleib & Valeri Voev, 2011, "Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/195065, Feb.
• Fabio Canova & Alain Schlaepfer, 2011, "Has the Euro-Mediterranean partnership affected Mediterranean business cycles?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1267, Feb, revised May 2012.
• Fabio Canova & Evi Pappa, 2011, "Fiscal policy, pricing frictions and monetary accommodation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1268, Mar.
• Audrino, Francesco, 2011, "Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1112, Apr.
• Evan LAU & Nelson FU, 2011, "Financial And Current Account Interrelationship: An Empirical Test," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 1(15)/ Sp, pages 34-42.
• Giulio Tarditi, 2011, "Affine Term Structure Constraints on Euribor data," Department of Economics University of Siena, Department of Economics, University of Siena, number 613, Jun.
• Ryan R. Brady & Derek Stimel, 2011, "How the Housing and Financial Wealth Effects have changed over Time," Departmental Working Papers, United States Naval Academy Department of Economics, number 31, Feb.
• Mary Riddel, 2011, "Are Housing Bubbles Contagious? A Case Study of Las Vegas and Los Angeles Home Prices," Land Economics, University of Wisconsin Press, volume 87, issue 1, pages 126-144.
• Claudio Pizzi & Francesca Parpinel, 2011, "Evolutionary computational approach in TAR model estimation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_26.
• David E. Giles & Ryan T. Godwin, 2011, "Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values," Econometrics Working Papers, Department of Economics, University of Victoria, number 1110, Jul.
• Adnen Chockri & Ibticem Frihka, 2011, "La portée de la politique de ciblage d’inflation: Approche analytique et empirique pour le cas Tunisien," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 58, issue 1, pages 91-111.
• Nicholas Apergis & Effrosyni Alevizopoulou, 2011, "Bank Efficiency: Evidence from a Panel of European Banks," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 58, issue 3, pages 329-341.
• Timur Han Gur & Lutfi Erden & Ibrahim Ozkan, 2011, "Empirical Investigation on the Determinants of the Saving- Investment Interaction," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 58, issue 3, pages 343-353.
• Cristiana Tudor, 2011, "Changes in Stock Markets Interdependencies as a Result of the Global Financial Crisis: Empirical Investigation on the CEE Region," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 58, issue 4, pages 525-543.
• Hall, Viv B. & McDermott, C. John, 2011, "An unobserved components common cycle for Australasia? Implications for a common currency," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 18555.
• Rafał Woźniak, 2011, "The coincident and the leading business cycle indicators for Poland," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2011-01.
• Tasew Tadesse, 2011, "Foreign Aid and Economic Growth in Ethiopia: A Cointegration Analysis," Economic Research Guardian, Mutascu Publishing, volume 1, issue 2, pages 88-108, December.
• Maria Dolores Gadea & Ana Gomez Loscos & Antonio Montañes, 2011, "Cycles Inside Cycles. Spanish Regional Aggregation," WIFO Working Papers, WIFO, number 390, Feb.
• Ana Gómez-Loscos & Antonio Montañes & Maria Dolores Gadea, 2011, "The impact of oil shocks on the Spanish economy," ERSA conference papers, European Regional Science Association, number ersa10p835, Sep.
• Ana Gomez Loscos & M. Dolores Gadea & Antonio Montañes, 2011, "Cycles inside cycles: Spanish regional aggregation," ERSA conference papers, European Regional Science Association, number ersa11p99, Sep.
• Ning Huang & Erwin Diewert, 2011, "Estimation of R&D depreciation rates: a suggested methodology and preliminary application," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 44, issue 2, pages 387-412, May, DOI: 10.1111/j.1540-5982.2011.01638.x.
• Jushan Bai & Peng Wang, 2011, "Conditional Markov chain and its application in economic time series analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 5, pages 715-734, August.
• Luca Fanelli & Giulio Palomba, 2011, "Simulation‐based tests of forward‐looking models under VAR learning dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 5, pages 762-782, August.
• Roxana Chiriac & Valeri Voev, 2011, "Modelling and forecasting multivariate realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 6, pages 922-947, September.
• Zeynep Senyuz, 2011, "Factor analysis of permanent and transitory dynamics of the US economy and the stock market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 6, pages 975-998, September.
• 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.

2010

• Josep Carrion-i-Silvestre & Vicente German-Soto, 2010, "Stochastic convergence in the industrial sector of the Mexican states," The Annals of Regional Science, Springer;Western Regional Science Association, volume 45, issue 3, pages 547-570, December, DOI: 10.1007/s00168-009-0317-4.
• Andrea Silvestrini, 2010, "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," Empirical Economics, Springer, volume 39, issue 1, pages 241-274, August, DOI: 10.1007/s00181-009-0303-9.
• Erik Hjalmarsson & Pär Österholm, 2010, "Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies," Empirical Economics, Springer, volume 39, issue 1, pages 51-76, August, DOI: 10.1007/s00181-009-0294-6.
• Christos Savva & Nektarios Aslanidis, 2010, "Stock market integration between new EU member states and the Euro-zone," Empirical Economics, Springer, volume 39, issue 2, pages 337-351, October, DOI: 10.1007/s00181-009-0306-6.
• Min Gong & Wenpu Li, 2010, "Assessing the role of aggregate demand and supply shocks in China’s macroeconomic fluctuation," Frontiers of Economics in China, Springer;Higher Education Press, volume 5, issue 3, pages 464-488, September, DOI: 10.1007/s11459-010-0108-y.
• Miguel Márquez & Julián Ramajo & Geoffrey Hewings, 2010, "Measuring the spillover effects of public capital: a bi-regional structural vector autoregressive analysis," Letters in Spatial and Resource Sciences, Springer, volume 3, issue 3, pages 111-125, October, DOI: 10.1007/s12076-010-0042-8.
• Alfredo Pereira & Rui Pereira, 2010, "On the potential economic costs of cutting carbon dioxide emissions in Portugal," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 9, issue 3, pages 211-222, December, DOI: 10.1007/s10258-010-0061-9.
• Robert Brown, 2010, "Measuring Delegation," The Review of International Organizations, Springer, volume 5, issue 2, pages 141-175, June, DOI: 10.1007/s11558-009-9076-3.
• Lieven Baele & Pilar Soriano, 2010, "The determinants of increasing equity market comovement: economic or financial integration?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 146, issue 3, pages 573-589, September, DOI: 10.1007/s10290-010-0060-z.
• Swee Ling OH & Evan LAU & Chin Hong PUAH & Shazali ABU MANSOR, 2010, "Volatility Co Movement Of Asean 5 Equity Markets," Journal of Advanced Studies in Finance, ASERS Publishing, volume 1, issue 1, pages 23-30.
• Rajmund MIRDALA, 2010, "Sources Of Exchange Rate Dynamics In The European Transition Economies," Journal of Advanced Studies in Finance, ASERS Publishing, volume 1, issue 1, pages 60-71.
• Andreas Benedictow & Pål Boug, 2010, "Trade liberalisation and import price behaviour: the case of textiles and wearing apparels," Discussion Papers, Statistics Norway, Research Department, number 605, Jan.
• Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010, "Causal Relationship between Stock Prices and Exchange Rates," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-05, Feb.
• Alagidede, Paul & Panagiotidis, Theodore, 2010, "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-07, Apr.
• Nikolaos Antonakakis, 2010, "Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables," Working Papers, University of Strathclyde Business School, Department of Economics, number 1002, Feb.
• Vasco Gabriel & Luis Martins, 2010, "Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0910, Sep.
• Vasco Gabriel & Pataaree Sangduan, 2010, "An Efficient test of Fiscal Sustainability," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1110, Sep.
• Pedro M. G. Martins, 2010, "Fiscal Dynamics in Ethiopia: The Cointegrated VAR Model with Quarterly Data," Working Paper Series, Department of Economics, University of Sussex Business School, number 0910, Oct.
• Alberto Humala & Gabriel Rodriguez, 2010, "Foreign exchange intervention and exchange rate volatility in Peru," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 15, pages 1485-1491, DOI: 10.1080/13504850903049643.
• Vasco Gabriel & Pataaree Sangduan, 2010, "An efficient test of fiscal sustainability," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 18, pages 1819-1822, DOI: 10.1080/13504850903299610.
• Leonardo Gambacorta & Carlotta Rossi, 2010, "Modelling bank lending in the euro area: a nonlinear approach," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 14, pages 1099-1112, DOI: 10.1080/09603101003781430.
• Enzo Weber, 2010, "Volatility and causality in Asia Pacific financial markets," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 16, pages 1269-1292, DOI: 10.1080/09603107.2010.485926.
• Ansgar Belke & Ingo Bordon & Torben Hendricks, 2010, "Global liquidity and commodity prices-a cointegrated VAR approach for OECD countries," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 3, pages 227-242, DOI: 10.1080/09603100903282713.
• Vincent Bouvatier, 2010, "Hot money inflows and monetary stability in China: how the People's Bank of China took up the challenge," Applied Economics, Taylor & Francis Journals, volume 42, issue 12, pages 1533-1548, DOI: 10.1080/00036840701721513.
• Fabio Bagliano & Claudio Morana, 2010, "Business cycle comovement in the G-7: common shocks or common transmission mechanisms?," Applied Economics, Taylor & Francis Journals, volume 42, issue 18, pages 2327-2345, DOI: 10.1080/00036840701858067.
• Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2010, "A copula-VAR-X approach for industrial production modelling and forecasting," Applied Economics, Taylor & Francis Journals, volume 42, issue 25, pages 3267-3277, DOI: 10.1080/00036840802112349.
• H. Levent Korap & Ozgur Aslan, 2010, "Re-examination of the long-run purchasing power parity: further evidence from Turkey," Applied Economics, Taylor & Francis Journals, volume 42, issue 27, pages 3559-3564, DOI: 10.1080/00036840802129798.
• Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2010, "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Defence and Peace Economics, Taylor & Francis Journals, volume 21, issue 2, pages 135-147, DOI: 10.1080/10242690903569056.
• Denis Larocque & Genevieve Lincourt & Michel Normandin, 2010, "Macroeconomic Effects Of Terrorist Shocks In Israel," Defence and Peace Economics, Taylor & Francis Journals, volume 21, issue 4, pages 317-336, DOI: 10.1080/10242694.2010.491705.
• Alfredo M. Pereira & Jorge M. Andraz, 2010, "On the Economic and Fiscal Effects of Investments in Road Infrastructures in Portugal," International Economic Journal, Taylor & Francis Journals, volume 25, issue 3, pages 465-492, September, DOI: 10.1080/10168737.2011.607256.
• Delfin Go & Marna Kearney & Vijdan Korman & Sherman Robinson & Karen Thierfelder, 2010, "Wage Subsidy and Labour Market Flexibility in South Africa," Journal of Development Studies, Taylor & Francis Journals, volume 46, issue 9, pages 1481-1502, DOI: 10.1080/00220380903428456.
• Bernd Aumann & Rolf Scheufele, 2010, "Is East Germany catching up? A time series perspective," Post-Communist Economies, Taylor & Francis Journals, volume 22, issue 2, pages 177-192, DOI: 10.1080/14631371003740662.
• Jorge Caiado & Nuno Crato, 2010, "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 7, pages 797-807, DOI: 10.1080/14697680903567152.
• Turhan Korkmaz & Emrah I. Çevik & Elif Birkan & Nesrin ÖzataÇ, 2010, "Testing Capm using Markov Switching Model: The Case of Coal Firms," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 23, issue 2, pages 44-59, January, DOI: 10.1080/1331677X.2010.11517411.
• Rangan Gupta & Christian Tipoy & Sonali Das, 2010, "Could We Have Predicted the Recent Downturn in Home Sales in the Four U.S. Census Regions?," Journal of Housing Research, Taylor & Francis Journals, volume 19, issue 2, pages 111-128, January, DOI: 10.1080/10835547.2010.12092026.
• Dungey, Mardi & Hvozdyk, Lyudmyla, 2010, "Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06)," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10450, Jul, revised 14 Jul 2010.
• K. Azim Ozdemir & Mesut Saygili, 2010, "Economic Uncertanity and Money Demand Stability in Turkey (Turkiye'de Ekonomik Belirsizlik ve Para Talebinin Istikrari)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1015.
• Necati Tekatli, 2010, "A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1018.
• M. Abimbola Oyinlola & Oluwatosin Adeniyi & Olusegun Omisakin, 2010, "Responsiveness of Trade Flows to Changes in Exchange rate and Relative prices: Evidence from Nigeria," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 2, pages 123-141, December.
• Hakan Yilmazkuday, 2010, "Monetary Policy and Credit Cards: Evidence from a Small-Open Economy," DETU Working Papers, Department of Economics, Temple University, number 1010, Sep.
• Bisio Laura & Faccini Andrea, 2010, "Does cointegration matter? An analysis in a RBC perspective," wp.comunite, Department of Communication, University of Teramo, number 0066, May.
• Markus Kirchner & Jacopo Cimadomo & Sebastian Hauptmeier, 2010, "Transmission of Government Spending Shocks in the Euro Area: Time Variation and Driving Forces," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-021/2, Feb.
• Drew Creal & Siem Jan Koopman & André Lucas, 2010, "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-032/2, Mar.
• Rodney W. Strachan & Herman K. van Dijk, 2010, "Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-050/4, May.
• Tim Willems, 2010, "What are the Effects of Monetary Policy Shocks? Evidence from Dollarized Countries," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-099/2, Oct, revised 25 Mar 2013.
• Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2010, "Response speeds of direct and securitized real estate to shocks in the fundamentals," Discussion Papers, Aboa Centre for Economics, number 60, Oct.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-704, Jan.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-706, Jan.
• Massimiliano Caporin & Michael McAleer, 2010, "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-713, Feb.
• Chialin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-718, Feb.
• Massimiliano Caporin & Michael McAleer, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-740, May.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-742, May.
• Xin Jin & John M Maheu, 2010, "Modelling Realized Covariances and Returns," Working Papers, University of Toronto, Department of Economics, number tecipa-408, Jul.
• Giuliana Passamani & Roberto Tamborini, 2010, "Monetary policy through the �credit-cost channel�. Italy and Germany pre and post-EMU," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1001.
• Florens, Jean-Pierre & Simon, Guillaume, 2010, "Endogeneity and Instrumental Variables in Dynamic Models," TSE Working Papers, Toulouse School of Economics (TSE), number 10-178, Apr.
• Matías Piaggio & Emilio Padilla, 2010, "CO2 Emissions and Economic Activity: heterogeneity across countries and non stationary series," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea1009, Dec.
• Borek Vasícek, 2010, "Is Monetary Policy in New Members States Asymmetric?," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea1010, Dec.
• Peter Cripwell & David Edelman, 2010, "The Non-Linear Evolution of High Frequency Short Term Interest Rates," Working Papers, Geary Institute, University College Dublin, number 200835, Apr.
• Don Bredin & John Elder & Stilianos Fountas, 2010, "The Effects of Uncertainty about Oil Prices in G-7," Working Papers, Geary Institute, University College Dublin, number 200840, Apr.
• Juncal Cuñado & Isabel Rodríguez-Tejedo, 2010, "Convergencia real en Europa Central y del Este: un análisis del período 1950-2008
  [Real convergence in Central and Eastern Europe: an analysis for the period 1950-2008]," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), volume 20, pages 4-19.
• Rangan Gupta & Stephen M. Miller & Dylan van Wyk, 2010, "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working papers, University of Connecticut, Department of Economics, number 2010-06, Mar.
• Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2010, "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working papers, University of Connecticut, Department of Economics, number 2010-21, Jul.
• Nicholas Apergis & Christina Christou & Stephen M. Miller, 2010, "Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering," Working papers, University of Connecticut, Department of Economics, number 2010-33, Dec, revised Jul 2012.
• Elena Andreou & Bas J.M. Werker, 2010, "An Alternative Asymptotic Analysis of Residual-Based Statistics," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 08-2010, Nov.
• Magali Jaoul-Grammare & Isabelle Terraz, 2010, "Syndicalisation et croissance économique : y a-t-il une exception française ?," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2010-25.
• J. Isaac Miller, 2010, "A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels," Working Papers, Department of Economics, University of Missouri, number 1001, Jan.
• Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010, "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/10, Sep.
• Giuseppe Travaglini, 2010, "The dynamic effects of technological and non technological shocks in the energy sector: a case study for Italy," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1001, revised 2010.
• Matthias Fengler & Helmut Herwartz & Christian Werner, 2010, "A dynamic copula approach to recovering the index implied volatility skew," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 1132, Dec, revised Nov 2011.
• Ginters BUSS, 2010, "Forecasts With Single - Equation Markov - Switching Model: An Application To The Gross Domestic Product Of Latvia," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 2(12)/Sum, pages 48-58.
• Rajmund MIRDALA, 2010, "Monetary Aspects Of Short-Term Capital Inflows In The Central European Countries," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 4(14)/ Wi, pages 342-358.
• Andrea Vaona, 2010, "Granger non-causality tests between (non)renewable energy consumption and output in Italy since 1861: the (ir)relevance of structural breaks," Working Papers, University of Verona, Department of Economics, number 19/2010, Dec.
• Fatma Zeren & Levent Korap, 2010, "Cost-based Empirical Model of the Aggregate Price Determination for the Turkish Economy: A Multivariate Cointegration Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 2, pages 173-188.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2010, "Exchange Rate and Interest Rate Distribution and Volatility under the Portuguese Target Zone," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 3, pages 261-282.
• Nikolaos Giannellis & Angelos Kanas & Athanasios P. Papadopoulos, 2010, "Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 4, pages 429-445.
• Cerdeiro, Diego A., 2010, "Measuring monetary policy in open economies," Policy Research Working Paper Series, The World Bank, number 5252, Mar.
• Borek Vasicek, 2010, "Is Monetary Policy in New Members States Asymmetric?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1005, Dec.
• Konstantin Gluschenko, 2010, "Price convergence and market integration in Russia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp999, Sep.
• Klemens Hauzenberger & Robert Stehrer, 2010, "An Empirical Characterization of Redistribution Shocks and Output Dynamics," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 68, Aug.
• Shanaka Herath, 2010, "The Size of the Government and Economic Growth: An Empirical Study of Sri Lanka," SRE-Disc, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business, number sre-disc-2010_05.
• Herath, Shanaka, 2010, "The Size of the Government and Economic Growth: An Empirical Study of Sri Lanka," SRE-Discussion Papers, WU Vienna University of Economics and Business, number 2010/05, Apr.
• Leo Michelis & Cathy Ning, 2010, "The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 43, issue 3, pages 1016-1039, August, DOI: 10.1111/j.1540-5982.2010.01604.x.
• Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2010, "International evidence on the efficacy of new‐Keynesian models of inflation persistence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 1, pages 31-54, January, DOI: 10.1002/jae.1128.
• Paul Alagidede & Theodore Panagiotidis, 2010, "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, volume 19, issue 3, pages 91-100, August, DOI: 10.1016/j.rfe.2010.04.002.
• Siew-Choo Soo & Chee-Keong Choong, 2010, "An Emergence Of A Common Currency Area In The Selected East Asian Economies: A Revisit," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 55, issue 02, pages 353-376, DOI: 10.1142/S0217590810003778.
• Gabriele Tondl & Jorge A. Fornero, 2010, "Sectoral productivity and spillover effects of FDI in Latin America," FIW Working Paper series, FIW, number 053, Aug.
• Christian Dreger, 2010, "Does the nominal exchange rate regime affect the real interest parity condition?," FIW Working Paper series, FIW, number 064, Dec.
• Henryk Gurgul & Łukasz Lach, 2010, "International trade and economic growth in the Polish economy," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 20, issue 3-4, pages 5-29.
• Sumru Altuğ & Melike Bildirici, 2010, "Business Cycles around the Globe: A Regime Switching Approach," Working Papers, Yildiz Technical University, Department of Economics, number 0031, Mar, revised Mar 2010.
• Sumru Altuğ & Melike Bildirici, 2010, "Business Cycles around the Globe: A Regime Switching Approach," Working Papers, Yildiz Technical University, Department of Economics, number 0032, Mar, revised Mar 2010.
• Tenhofen, Jörn & Wolff, Guntram B., 2010, "Does anticipation of government spending matter? The role of (non-)defense spending," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 12/2010.
• Busch, Ulrike & Scharnagl, Michael & Scheithauer, Jan, 2010, "Loan supply in Germany during the financial crisis," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,05.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010, "Empirical simultaneous confidence regions for path-forecasts," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,06.
• Knetsch, Thomas A., 2010, "Trend and cycle features in German residential investment before and after reunification," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,10.
• Dötz, Niko & Fischer, Christoph, 2010, "What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,11.
• Dümmler, Tobias & Kienle, Stephan, 2010, "User costs of housing when households face a credit constraint: evidence for Germany," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,12.
• Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2010, "The conditional autoregressive wishart model for multivariate stock market volatility," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2010-07.