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

2010

• Grammig, Joachim G. & Peter, Franziska J., 2010, "Tell-tale tails: A data driven approach to estimate unique market information shares," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-06.
• Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2010, "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/01.
• Dreger, Christian, 2010, "Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 21, issue 3, pages 274-285.
• Atif, Syed Muhammad & Siddiqi, Muhammad Wasif, 2010, "The Electricity Consumption and Economic Growth Nexus in Pakistan: A New Evidence," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 65688, Feb.
• Reade, J. James & Volz, Ulrich, 2010, "Chinese monetary policy and the dollar peg," Discussion Papers, Free University Berlin, School of Business & Economics, number 2010/35.
• Marczak, Martyna & Beissinger, Thomas, 2010, "Real wages and the business cycle in Germany," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 20-2010.
• El-Shagi, Makram, 2010, "An Evolutionary Algorithm for the Estimation of Threshold Vector Error Correction Models," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 1/2010.
• Holtemöller, Oliver & Zeddies, Götz, 2010, "Has the Euro Increased International Price Elasticities?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 18/2010.
• El-Shagi, Makram & Giesen, Sebastian, 2010, "Money and Inflation: The Role of Persistent Velocity Movements," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 2/2010.
• Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2010, "A First Look on the New Halle Economic Projection Model," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 6/2010.
• Belke, Ansgar & Bordon, Ingo G. & Hendricks, Torben W., 2010, "Monetary Policy, Global Liquidity and Commodity Price Dynamics," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 167.
• Belke, Ansgar & Czudaj, Robert, 2010, "Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 171.
• Hautsch, Nikolaus & Yang, Fuyu, 2010, "Bayesian inference in a stochastic volatility Nelson-Siegel Model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-004.
• Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2010, "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-005.
• Yang, Fuyu & Leon-Gonzalez, Roberto, 2010, "Bayesian estimation and model selection in the generalised stochastic unit root model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-006.
• Song, Song & Härdle, Wolfgang Karl & Ritov, Ya'acov, 2010, "High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-039.
• Härdle, Wolfgang Karl & Schulz, Rainer & Wang, Weining, 2010, "Prognose mit nichtparametrischen Verfahren," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-041.
• Alexander Rathke & Samad Sarferaz, 2010, "Malthus was right: new evidence from a time-varying VAR," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 477, Feb.
• Luís Francisco Aguiar & Manuel M. F. Martins & Maria Joana Soares, 2010, "The yield curve and the macro-economy across time and frequencies," NIPE Working Papers, NIPE - Universidade do Minho, number 21/2010.
• Vasco J. Gabriel & Luis F. Martins, 2010, "Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship," NIPE Working Papers, NIPE - Universidade do Minho, number 28/2010.
• Vasco J. Gabriel & Pataaree Sangduan, 2010, "An Efficient Test of Fiscal Sustainability," NIPE Working Papers, NIPE - Universidade do Minho, number 32/2010.
• Thaís Machado de M. Vilela & Helder Queiroz Pinto Junior, 2010, "Análise de sensibilidade do consumo de gasolina C entre julho de 2001 e dezembro de 2008: política tributária estadual como instrumento de políticas energéticas e ambientais [Sensitive Analysis of Gas," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 20, issue 3, pages 403-426, September.
• Mundle, Sudipto & Bhanumurthy, N.R. & Das, Surajit, 2010, "Fiscal consolidation with high growth: A policy simulation model for India," Working Papers, National Institute of Public Finance and Policy, number 10/73, Aug.
• Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard, 2010, "Discrete-valued Levy processes and low latency financial econometrics," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2010-W04, Jun.
• Tom Engsted & Bent Nielsen, 2010, "Testing for rational bubbles in a co-explosive vector autoregression," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2010-W06, Jun.
• Emmanuel De Veirman & Ashley Dunstan, 2010, "Debt dynamics and excess sensitivity of consumption to transitory wealth changes," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2010/09, Oct.
• Luiz de Mello & Pier Carlo Padoan & Linda Rousová, 2010, "Are Global Imbalances Sustainable?: Shedding Further Light on the Causes of Current Account Reversals," OECD Economics Department Working Papers, OECD Publishing, number 813, Nov, DOI: 10.1787/5km4m2x07xhb-en.
• Łukasz Rawdanowicz, 2010, "The 2008-09 Crisis in Turkey: Performance, Policy Responses and Challenges for Sustaining the Recovery," OECD Economics Department Working Papers, OECD Publishing, number 819, Dec, DOI: 10.1787/5km36j7d320s-en.
• Helmut Lütkepohl, 2010, "Forecasting Aggregated Time Series Variables: A Survey," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2010, issue 2, pages 1-26, DOI: 10.1787/jbcma-2010-5km399r2jz9n.
• Dobra Iulian, 2010, "Impact of the Economic Crisis on the Countries in Eastern Europe (I - Literature Review, Theory and Empirical Evidence)," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Dobra Iulian, 2010, "Impact of the Economic Crisis on the Countries in Eastern Europe (II)," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Dobra Iulian, 2010, "Impact of the Economic Crisis on the Countries in Eastern Europe (III) Literature Review, Theory and Empirical Evidence," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 04, December.
• Jesús Crespo Cuaresma & Tomáš Slacík, 2010, "Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 32-48.
• Mester Ioana Teodora & Simut Ramona, 2010, "Granger Causality And Cointegration In Romania’S Inflationary Dynamics €“ An Empirical Study," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 272-278, July.
• Enzo Weber, 2010, "Foreign and Domestic Growth Drivers in Eastern Europe," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 286, Jul.
• Frank De Jong & Peter C. Schotman, 2010, "Price Discovery in Fragmented Markets," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 1, pages 1-28, Winter.
• Enzo Weber, 2010, "Structural Conditional Correlation," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 3, pages 392-407, Summer.
• Vasilescu Ramona & Saierli Olivia, 2010, "The Statistical Analysis of the Consumer Attitudes toward the Hospitality Services from Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 848-851, May.
• Neil Shephard & David G. Pollard & Ole E. Barndorff-Nielsen, 2010, "Discrete-valued Levy processes and low latency financial econometrics," Economics Series Working Papers, University of Oxford, Department of Economics, number 490, Jun.
• Massimiliano Caporin & Juliusz Pres' & Hipolit Torro, 2010, "Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0123, Dec.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0124, Dec.
• Guido Ascari & Efrem Castelnuovo & Lorenza Rossi, 2010, "Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 108, Jan.
• Donatella Baiardi & Carluccio Bianchi, 2010, "Un Indicatore di Attività Economica per la Lombardia e per le Province di Milano e Pavia," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 130, Nov.
• Guillermo Lavanda & Gabriel Rodriguez, 2010, "Descomposición Histórica de la Inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2010-302.
• Guglielmo Caporale & Davide Ciferri & Alessandro Girardi, 2010, "Time-varying spot and futures oil price dynamics," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 75/2010, Jul.
• Muhammad Javid & Kashif Munir, 2010, "The Price Puzzle and Monetary Policy Transmission Mechanism in Pakistan: Structural Vector Autoregressive Approach," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 49, issue 4, pages 449-460.
• Shahid Ali & Naved Ahmad, 2010, "The Effects of Fiscal Policy on Economic Growth: Empirical Evidences Based on Time Series Data from Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 49, issue 4, pages 497-512.
• Abdul Rashid & Fazal Husain, 2010, "Capital Inflows, Inflation and Exchange Rate Volatility: An Investigation for Linear and Nonlinear Causal Linkages," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2010:63.
• Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2010, "The yield curve and the macro-economy across time and frequencies," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1004, Jul.
• Andreas Nastansky & Hans Gerhard Strohe, 2010, "The impact of changes in asset prices on real economic activity : a cointegration analysis for Germany," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 38, Jun.
• Aktas, Erkan & Tuncer, İsmail & Aydın, Murat, 2010, "1980 Sonrasi ekonomik krizlerin Turkie tarim sektoru uzerindeki etkileri
  [The impact of economic crisis on agricultural macroeconmic variables in turkey for the period of 1980-2008]," MPRA Paper, University Library of Munich, Germany, number 14588, Mar, revised 15 Jun 2010.
• Guidi, Francesco, 2010, "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," MPRA Paper, University Library of Munich, Germany, number 19853, Jan.
• Detotto, Claudio & Pulina, Manuela, 2010, "Assessing substitution and complementary effects amongst crime typologies," MPRA Paper, University Library of Munich, Germany, number 20046, Jan.
• Balli, Faruk & Elsamadisy, Elsayed, 2010, "Modelling the Currency in Circulation for the State of Qatar," MPRA Paper, University Library of Munich, Germany, number 20159, Jan.
• Ahamad, Mazbahul Golam & Tanin, Fahian, 2010, "Determinants of, and the Relationship between FDI and Economic Growth in Bangladesh," MPRA Paper, University Library of Munich, Germany, number 20236, Jan.
• Lopez, Claude & Papell, David, 2010, "Testing for Group-Wise Convergence with an Application to Euro Area Inflation," MPRA Paper, University Library of Munich, Germany, number 20585.
• Fragetta, Matteo, 2010, "Monetary Policy and Identification in SVAR Models: A Data Oriented Perspective," MPRA Paper, University Library of Munich, Germany, number 20616, Jan.
• Bušs, Ginters, 2010, "Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia," MPRA Paper, University Library of Munich, Germany, number 20688, Feb.
• Francq, Christian & Zakoian, Jean-Michel, 2010, "QML estimation of a class of multivariate GARCH models without moment conditions on the observed process," MPRA Paper, University Library of Munich, Germany, number 20779, Feb.
• Diego, Cerdeiro, 2010, "Measuring Monetary Policy in Open Economies," MPRA Paper, University Library of Munich, Germany, number 21071.
• Mandler, Martin, 2010, "Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions," MPRA Paper, University Library of Munich, Germany, number 21215, Mar.
• Mandler, Martin, 2010, "Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions," MPRA Paper, University Library of Munich, Germany, number 21887, Mar.
• Buss, Ginters, 2010, "A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle," MPRA Paper, University Library of Munich, Germany, number 22147, Apr.
• Jee, Hui-Siang Brenda & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali, 2010, "Domestic fuel price and economic sectors in Malaysia: a future of renewable energy?," MPRA Paper, University Library of Munich, Germany, number 22242, Jan.
• Oh, Swee-Ling & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali, 2010, "Volatility Co-movement of ASEAN-5 Equity Markets," MPRA Paper, University Library of Munich, Germany, number 22244, Apr.
• Bokusheva, Raushan, 2010, "Measuring the dependence structure between yield and weather variables," MPRA Paper, University Library of Munich, Germany, number 22786, Apr.
• N'Guessan Bi Zambe, Serge Constant, 2010, "Export-Led growth hypothesis: Evidence from Cote d’Ivoire," MPRA Paper, University Library of Munich, Germany, number 22970, May.
• Boldea, Otilia & Hall, Alastair R., 2010, "Estimation and inference in unstable nonlinear least squares models," MPRA Paper, University Library of Munich, Germany, number 23150, May.
• Chapda Nana, Guy & Gervais, Jean-Philippe & Larue, Bruno, 2010, "Regional Integration and Dynamic Adjustments: Evidence from a Gross National Product Function for Canada and the United States," MPRA Paper, University Library of Munich, Germany, number 23389, Jun.
• Baafi Antwi, Joseph, 2010, "Ghana's Economic Growth in perspective: A time series approach to Convergence and Growth Determinants," MPRA Paper, University Library of Munich, Germany, number 23455, May, revised 12 Jun 2010.
• Phillips, Kerk L. & Spencer, David E., 2010, "Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions," MPRA Paper, University Library of Munich, Germany, number 23503, Feb.
• Zeren, Fatma & Korap, Levent, 2010, "A cost-based empirical model of the aggregate price determination for the Turkish economy: a multivariate cointegration approach," MPRA Paper, University Library of Munich, Germany, number 23655.
• Lanne, Markku & Saikkonen, Pentti, 2010, "Noncausal Vector Autoregression," MPRA Paper, University Library of Munich, Germany, number 23717, Apr.
• Nyberg, Henri, 2010, "QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles," MPRA Paper, University Library of Munich, Germany, number 23724, Apr.
• Hasanov, Mübariz & Omay, Tolga, 2010, "The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries," MPRA Paper, University Library of Munich, Germany, number 23764, Jul.
• Ludlow, Jorge, 2010, "Backward and forward closed solutions of multivariate models," MPRA Paper, University Library of Munich, Germany, number 24139, Jul.
• Cavalcante, Mileno, 2010, "An Analysis of the relationship between WTI term structure and oil market fundamentals in 2002-2009," MPRA Paper, University Library of Munich, Germany, number 24263, Aug.
• Korap, Levent, 2010, "Identification of ‘pull’ & ‘push’ factors for the portfolio flows: SVAR evidence from the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 24275.
• Paccagnini, Alessia, 2010, "DSGE Model Validation in a Bayesian Framework: an Assessment," MPRA Paper, University Library of Munich, Germany, number 24509, May.
• Santeramo, Fabio Gaetano & Cioffi, Antonio, 2010, "Spatial price dynamics in the EU F&V sector: the cases of tomato and cauliflower," MPRA Paper, University Library of Munich, Germany, number 24930, Sep.
• Maryatmo, Rogatianus, 2010, "Pengaruh Jangka Pendek dan Jangka Panjang Perubahan Suku Bunga dan Kurs Rupiah Terhadap Harga Saham : Studi Empiris di Indonesia (2000:1 – 2010:4)," MPRA Paper, University Library of Munich, Germany, number 25532, Aug.
• Morone, Marco & Cornaglia, Anna, 2010, "An econometric model to quantify benchmark downturn LGD on residential mortgages," MPRA Paper, University Library of Munich, Germany, number 25588, May.
• Mirdala, Rajmund, 2010, "Sources of exchange rate dynamics in the European transition economies," MPRA Paper, University Library of Munich, Germany, number 25771, May.
• Rashid, Abdul, 2010, "Testing for nonlinear causation between capital inflows and domestic prices," MPRA Paper, University Library of Munich, Germany, number 26082, Jun.
• Ochoa, Diego & Alvarado, Rafael, 2010, "Determinantes del crecimiento económico del Ecuador bajo la Ley de Thirlwall
  [Determinants of economic growth in Ecuador under Thirlwall's Law]," MPRA Paper, University Library of Munich, Germany, number 26136, Jul.
• Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2010, "Stochastic optimal hedge ratio: Theory and evidence," MPRA Paper, University Library of Munich, Germany, number 26153.
• Korap, Levent & Aslan, Özgür, 2010, "Re-examination of the long-run purchasing power parity: further evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 26273.
• D'Adamo, Gaetano, 2010, "Estimating Central Bank preferences in a small open economy: Sweden 1995-2009," MPRA Paper, University Library of Munich, Germany, number 26575, Nov.
• Magazzino, Cosimo, 2010, "Wagner's law and Italian disaggregated public spending: some empirical evidences," MPRA Paper, University Library of Munich, Germany, number 26662, Nov.
• Magazzino, Cosimo, 2010, "Wagner's law and augmented Wagner's law in EU-27. A time-series analysis on stationarity, cointegration and causality," MPRA Paper, University Library of Munich, Germany, number 26668, Oct.
• Toledo, Wilfredo, 2010, "Algunos métodos para modelar tendencias y su aplicación a las series de empleo sectorial en Puerto Rico
  [Different Techniques of Modelling Trend and its applications to Puerto Rico Sectoral Employment Series]," MPRA Paper, University Library of Munich, Germany, number 26871, Nov.
• Vecchione, Gaetano, 2010, "Economic growth, electricity consumption and foreign dependence in Italy between 1963 and 2007," MPRA Paper, University Library of Munich, Germany, number 26907, Nov.
• Tsyplakov, Alexander, 2010, "The links between inflation and inflation uncertainty at the longer horizon," MPRA Paper, University Library of Munich, Germany, number 26908, Nov.
• Stavarek, Daniel, 2010, "Determinants of the exchange market pressure in the euro-candidate countries," MPRA Paper, University Library of Munich, Germany, number 26933, Nov.
• Zanetti Chini, Emilio, 2010, "Does the purchasing power parity hypothesis hold after 1998?," MPRA Paper, University Library of Munich, Germany, number 27225, Nov.
• Heryan, Tomas & Stavarek, Daniel, 2010, "How related are interbank and lending interest rates? Evidence on selected EU countries," MPRA Paper, University Library of Munich, Germany, number 27276, Nov.
• Yilmaz, Tolgahan, 2010, "Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 27314, Dec.
• Tiwari, Aviral & Shahbaz, Muhammad, 2010, "Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India," MPRA Paper, University Library of Munich, Germany, number 27333, Nov.
• Basher, Syed Abul & Elsamadisy, Elsayed Mousa, 2010, "Country Heterogeneity and Long-Run Determinants of Inflation in the Gulf Arab States," MPRA Paper, University Library of Munich, Germany, number 27348, Dec.
• de Silva, Ashton J, 2010, "Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches," MPRA Paper, University Library of Munich, Germany, number 27411, Dec.
• Bianchi, Giuseppe & Cesaroni, Tatiana & Ricchi, Ottavio, 2010, "Previsioni delle Spese del Bilancio dello Stato attraverso i flussi di contabilità finanziaria
  [Forecasting Budget Expenditures using budget entities]," MPRA Paper, University Library of Munich, Germany, number 27440, Oct.
• Korobilis, Dimitris & Gilmartin, Michelle, 2010, "The dynamic effects of U.S. monetary policy on state unemployment," MPRA Paper, University Library of Munich, Germany, number 27596, Dec.
• Shahbaz, Muhammad & Jalil, Abdul & Islam, Faridul, 2010, "Real Exchange Rate Changes and Trade Balance in Pakistan: A Revisit," MPRA Paper, University Library of Munich, Germany, number 27631, Dec.
• Mirdala, Rajmund, 2010, "Monetary aspects of short-term capital inflows in the Central European Countries," MPRA Paper, University Library of Munich, Germany, number 27649, Nov.
• Moauro, Filippo, 2010, "A monthly indicator of employment in the euro area: real time analysis of indirect estimates," MPRA Paper, University Library of Munich, Germany, number 27797, Dec, revised 30 Dec 2010.
• Reda, Cherif & Fuad, Hasanov, 2010, "Public Debt Dynamics and Debt Feedback," MPRA Paper, University Library of Munich, Germany, number 27918, Dec.
• Lopez, Claude & Papell, David, 2010, "Are euro area inflation rates misaligned?," MPRA Paper, University Library of Munich, Germany, number 27929.
• Casadio, Paolo & Paradiso, Antonio, 2010, "Private sector balance, financial markets, and U.S. cycle: A SVAR analysis," MPRA Paper, University Library of Munich, Germany, number 28105, Dec.
• Korap, Levent, 2010, "A small scaled business-cycle analysis of the Turkish economy: some counter-cyclical evidence using new income series," MPRA Paper, University Library of Munich, Germany, number 28647.
• Rao, Nasir Hamid & Bukhari, Syed Kalim Hyder, 2010, "Asymmetric Shocks and Co-movement of Price Indices," MPRA Paper, University Library of Munich, Germany, number 28723, Nov.
• Brissimis, Sophocles & Migiakis, Petros, 2010, "Inflation persistence and the rationality of inflation expectations," MPRA Paper, University Library of Munich, Germany, number 29052, Dec.
• Jackman, Mahalia, 2010, "Money demand and economic uncertainty in Barbados," MPRA Paper, University Library of Munich, Germany, number 29360, Dec.
• Moussa, Zakaria, 2010, "The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model," MPRA Paper, University Library of Munich, Germany, number 29429, Oct.
• Fakhri, Hasanov, 2010, "The Impact of Real Effective Exchange Rate on the Non-oil Export: The Case of Azerbaijan," MPRA Paper, University Library of Munich, Germany, number 29556.
• Korap, Levent, 2010, "Testing homogeneity for real income and prices in a money demand equation: the case of Turkey," MPRA Paper, University Library of Munich, Germany, number 30086.
• Bessonovs, Andrejs, 2010, "Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā
  [Measuring GDP forecasting accuracy using factor models: aggregated vs. disaggregated approach]," MPRA Paper, University Library of Munich, Germany, number 30386, Apr.
• Ofria, Ferdinando & Millemaci, Emanuele, 2010, "Kaldor-Verdoorn’s law and increasing returns to scale: a comparison across developed countries," MPRA Paper, University Library of Munich, Germany, number 30941, Oct.
• Idrovo Aguirre, Byron & Tejada, Mauricio, 2010, "Modelos de predicción para la inflación de Chile
  [Inflation forecast models for Chile]," MPRA Paper, University Library of Munich, Germany, number 31586, Feb, revised 26 Mar 2010.
• Chin-Hong, Puah & Lee-Chea, Hiew, 2010, "Financial Liberalization, Weighted Monetary Aggregates and Money Demand in Indonesia," MPRA Paper, University Library of Munich, Germany, number 31731, Dec.
• Korap, Levent, 2010, "Threshold GARCH modeling of the inflation & inflation uncertainty relationship: historical evidence from the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 31765.
• Karan Singh, B & Kanakaraj, A & Sridevi, T.O, 2010, "Revisiting the empirical existence of the Phillips Curve for India," MPRA Paper, University Library of Munich, Germany, number 31793, Feb.
• Carrillo, Paul A., 2010, "“Modelo Dinámico para Análisis y Pronóstico del Producto Interno Bruto”: Un Enfoque Fiscal Aplicando un Modelo SVAR
  [Dynamic Model for Analysis and Forecast of Gross Domestic Product': A Fiscal Approach Applying A Model SVAR]," MPRA Paper, University Library of Munich, Germany, number 32005, Apr.
• Ko, Byoung Wook, 2010, "An application of dynamic factor model to dry Bulk Market - focusing on the analysis of synchronicity and idiosyncrasy in the sub-markets with different ship - size," MPRA Paper, University Library of Munich, Germany, number 32572, Dec.
• Hasanov, Fakhri, 2010, "The impact of real oil price on real effective exchange rate: The case of Azerbaijan," MPRA Paper, University Library of Munich, Germany, number 33493, Jul.
• Khiabani, Nasser, 2010, "How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran," MPRA Paper, University Library of Munich, Germany, number 34041, Mar, revised 01 Mar 2011.
• Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre, 2010, "What does financial volatility tell us about macroeconomic fluctuations?," MPRA Paper, University Library of Munich, Germany, number 34104, Oct, revised Jun 2011.
• Carrillo, Paul A., 2010, "Efectos Macroeconómicos de la Política Fiscal en Ecuador 1993-2009
  [Macroeconomic Effects of Fiscal Policy in Ecuador 1993-2009]," MPRA Paper, University Library of Munich, Germany, number 34436, Apr, revised Oct 2011.
• Jackman, Mahalia, 2010, "Money demand and economic uncertainty in Barbados," MPRA Paper, University Library of Munich, Germany, number 34561, Dec.
• Pentecôte, J.-S., 2010, "Long-run identifying restrictions on VARs within the AS-AD framework," MPRA Paper, University Library of Munich, Germany, number 34660, Oct.
• Qian, Hang, 2010, "Vector autoregression with varied frequency data," MPRA Paper, University Library of Munich, Germany, number 34682, Oct.
• Chomteu Kouam, Sorel Francine & Abo Ekomie, Alain & Bahouayila, Chancel, 2010, "Effet du taux de change réel sur la balance commerciale: le cas du Gabon
  [The Impact of Real Exchange Rates on the Trade Balance: The Case of Gabon]," MPRA Paper, University Library of Munich, Germany, number 38606, Jan.
• Adam, Anokye M. & Siaw, Frimpong, 2010, "Does financial sector development cause investment and growth? empirical analysis of the case of Ghana," MPRA Paper, University Library of Munich, Germany, number 39634.
• Buono, Dario & Alpay, Kocak, 2010, "Backward recalculation of seasonal series affected by economic crisis: a Model-Based-Link method for the case of Turkish GDP," MPRA Paper, University Library of Munich, Germany, number 40092, Oct.
• Ochoa Jiménez, Diego, 2010, "Crecimiento Económico y Sector Externo en la Economía Ecuatoriana
  [Economic Growth and the External Sector in Ecuador’s Economy]," MPRA Paper, University Library of Munich, Germany, number 40422.
• Atif, Syed Muhammad & Siddiqi, Muhammad Wasif, 2010, "The Electricity Consumption and Economic Growth Nexus in Pakistan: A New Evidence," MPRA Paper, University Library of Munich, Germany, number 41377, Feb.
• Balcilar, Mehmet & Bagzibagli, Kemal, 2010, "Sources of Macroeconomic Fluctuations in MENA Countries," MPRA Paper, University Library of Munich, Germany, number 44351, Jan.
• Cerro, Ana María & Rodríguez Andrés, Antonio, 2010, "The Effect of Crime on the Job Market: An ARDL approach to Argentina," MPRA Paper, University Library of Munich, Germany, number 44457, Aug.
• Krishnankutty, Raveesh, 2010, "Testing the relationship between FDI inflow and out flow in India: a critical analysis," MPRA Paper, University Library of Munich, Germany, number 48609, Jan.
• Gurgul, Henryk & Lach, Łukasz, 2010, "The causal link between Polish stock market and key macroeconomic aggregates," MPRA Paper, University Library of Munich, Germany, number 52250.
• Lach, Łukasz, 2010, "Fixed capital and long run economic growth: evidence from Poland," MPRA Paper, University Library of Munich, Germany, number 52280.
• Lach, Łukasz, 2010, "Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems," MPRA Paper, University Library of Munich, Germany, number 52285.
• Gurgul, Henryk & Lach, Łukasz, 2010, "International trade and economic growth in the Polish economy," MPRA Paper, University Library of Munich, Germany, number 52286.
• Shahateet, Mohammed & Bdour, Jaber, 2010, "Consumption of Electricity and Oil in Jordan: A non-parametric analysis using B-splines," MPRA Paper, University Library of Munich, Germany, number 57352, revised 2010.
• Zipitria, Leandro, 2010, "New Directions in Price Test for Market Definition," MPRA Paper, University Library of Munich, Germany, number 58046.
• Esquivel Monge, Manfred & Gomez Rodriguez, Jose Fabio, 2010, "Asymmetries of the Exchange Rate Pass Through to Domestic Prices: The Case of Costa Rica," MPRA Paper, University Library of Munich, Germany, number 60251, Mar, revised Jul 2010.
• Korkmaz, Turhan & Cevik, Emrah Ismail & Birkan, Elif & Özataç, Nesrin, 2010, "Testing CAPM using Markov switching model: the case of coal firms," MPRA Paper, University Library of Munich, Germany, number 71479, revised 2010.
• Korkmaz, Turhan & Cevik, Emrah Ismail & Gurkan, Serhan, 2010, "Testing the international capital asset pricing model with Markov switching model in emerging markets," MPRA Paper, University Library of Munich, Germany, number 71481, revised 2010.
• Chadwick, Meltem, 2010, "Modelling Time-varying Bond Risk Premia for Utilities Industry," MPRA Paper, University Library of Munich, Germany, number 75840.
• Aktas, Erkan & Özenç, Çiğdem & Arıca, Feyza, 2010, "The Impact of Oil Prices in Turkey on Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 8658, Feb, revised 15 Jun 2010.
• Ketenci, Natalya & Uz, Idil, 2010, "Trade in services: The elasticity approach for the case of Turkey," MPRA Paper, University Library of Munich, Germany, number 86596.
• Degiannakis, Stavros & Floros, Christos, 2010, "Hedge Ratios in South African Stock Index Futures," MPRA Paper, University Library of Munich, Germany, number 96301.
• Degiannakis, Stavros & Floros, Christos, 2010, "VIX Index in Interday and Intraday Volatility Models," MPRA Paper, University Library of Munich, Germany, number 96304.
• Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk, 2010, "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201009, 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 Pretoria, Department of Economics, number 201018, Jul.
• Riona Arjoon & Mariette Botes & Laban K. Chesang & Rangan Gupta, 2010, "The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa," Working Papers, University of Pretoria, Department of Economics, number 201028, Dec.
• Tomáš Heryán & Daniel Stavárek, 2010, "How Related are Interbank and Lending Interest Rates? Evidence on Selected European Union Countries," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2010, issue 3, pages 42-55, DOI: 10.18267/j.efaj.54.
• Markéta Arltová & Jitka Langhamrová, 2010, "Migration and Ageing of the Population of the Czech Republic and the EU Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2010, issue 1, pages 54-73, DOI: 10.18267/j.pep.364.
• Matthew Kofi Ocran, 2010, "Exchange Rate Pass-Through To Domestic Prices: The Case of South Africa," Prague Economic Papers, Prague University of Economics and Business, volume 2010, issue 4, pages 291-306, DOI: 10.18267/j.pep.378.
• Eduard Baumöhl & Mária Farkašovská & Tomáš Výrost, 2010, "Integrácia akciových trhov: DCC MV-GARCH model
  [Stock Market Integration: DCC MV-GARCH Model]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 488-503, DOI: 10.18267/j.polek.743.
• Bruno Chiarini, 2010, "The economic consequences of population and urbanization growth in Italy: from the 13th century to 1900. A discussion on the Malthusian dynamics," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 2_2010, Jan.
• Magdalena Zachłód-Jelec, 2010, "Interrelations between Consumption and Wealth in Poland," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 1, pages 37-58, January.
• Jacek Osiewalski & Anna Pajor, 2010, "Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 4, pages 253-277, September.
• Katarzyna Maciejowska, 2010, "Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 4, pages 279-314, September.
• Robert Kelm, 2010, "The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 4, pages 315-349, September.
• Paulo Esteves & Paulo M.M. Rodrigues, 2010, "Calendar Effects in Daily ATM Withdrawals," Working Papers, Banco de Portugal, Economics and Research Department, number w201012.
• Nikolay Iskrev, 2010, "Evaluating the strength of identification in DSGE models. An a priori approach," Working Papers, Banco de Portugal, Economics and Research Department, number w201032.
• James G. MacKinnon, 2010, "Critical Values For Cointegration Tests," Working Paper, Economics Department, Queen's University, number 1227, Jan.
• Morten Ø. Nielsen & S Johansen, 2010, "Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model," Working Paper, Economics Department, Queen's University, number 1237, May.
• George Kapetanios & James Mitchell & Yongcheol Shin, 2010, "A Nonlinear Panel Model of Cross-sectional Dependence," Working Papers, Queen Mary University of London, School of Economics and Finance, number 673, Nov.
• Werner Kristjanpoller Rodriguez & Carolina Liberona Maturana, 2010, "Comparacion de modelos de prediccion de retornos accionarios en el Mercado Accionario Chileno: capm, fama y french y reward beta," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 7, issue 1, pages 119-138, Julio - D.
• Eddy Lizarazu Alanez & Jose A. Villasenor Alva, 2010, "Ajuste recursivo con transformaciones invariantes y bootstrapping: El caso de una caminata aleatoria con intercepto," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 7, issue 1, pages 95-117, Julio - D.
• Mardi Dungey & Lyudmyla Hvozdyk, 2010, "Cojumping: Evidence from the US Treasury Bond and Futures Markets," NCER Working Paper Series, National Centre for Econometric Research, number 56, Jul, revised 20 Jul 2010.
• Renee Fry & Adrian Pagan, 2010, "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," NCER Working Paper Series, National Centre for Econometric Research, number 57, Jul.
• Ralf Becker & Adam Clements & Robert O'Neill, 2010, "A Kernel Technique for Forecasting the Variance-Covariance Matrix," NCER Working Paper Series, National Centre for Econometric Research, number 66, Oct.
• Jarkko Jääskelä & David Jennings, 2010, "Monetary Policy and the Exchange Rate: Evaluation of VAR Models," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2010-07, Sep.
• Lahura, Erick, 2010, "The Effects Of Monetary Policy Shocks In Peru: Semi-Structural Identification Using A Factor-Augmented Vector Autoregressive Model," Working Papers, Banco Central de Reserva del Perú, number 2010-008, Jul.
• Lahura, Erick, 2010, "Monetary aggregates and monetary policy: an empirical assessment for Peru," Working Papers, Banco Central de Reserva del Perú, number 2010-019, Dec.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2010, "Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2010-04, May.
• Andreas Kaeck & Carol Alexander, 2010, "Stochastic Volatility Jump-Diffusions for Equity Index Dynamics," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-06, Aug.
• Andreas Kaeck & Carol Alexander, 2010, "VIX Dynamics with Stochastic Volatility of Volatility," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-11, Sep.
• Nikolay Iskrev, 2010, "Evaluating the strength of identification in DSGE models. An a priori approach," 2010 Meeting Papers, Society for Economic Dynamics, number 1117.
• Pablo Guerron & Martin Uribe & Juan Rubio-Ramirez & Jesus Fernandez-Villaverde, 2010, "Risk Matters: The Real Effects of Volatility Shocks," 2010 Meeting Papers, Society for Economic Dynamics, number 281.
• Matías Piaggio & Emilio Padilla, 2010, "CO2 emissions and economic activity: heterogeneity across countries and non stationary series," Documentos de Trabajo de la Asociación de Economía Ecológica en España, Asociación de Economía Ecológica en España, number 01_2010, Dec.
• Gabriele Fiorentini & Enrique Sentana, 2010, "Dynamic Specification Tests for Static Factor Models," Working Paper series, Rimini Centre for Economic Analysis, number 04_10, Jan.
• Paul Alagidede & Theodore Panagiotidis, 2010, "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series, Rimini Centre for Economic Analysis, number 06_10, Jan.
• Dimitris Korobilis, 2010, "VAR Forecasting Using Bayesian Variable Selection," Working Paper series, Rimini Centre for Economic Analysis, number 51_10, Jan, revised Apr 2011.
• Sergey Mitsek & Elena Mitsek, 2010, "Optimal problem and econometric estimates of investment from profit in Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 18, issue 2, pages 20-31.
• Yury Agranovich & Natalya Kontsevaya & Vladimir Khatskevich, 2010, "The smoothing of financial markets indices time series with polygonal numbers method," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 19, issue 3, pages 3-8.
• Ivan Lukashin, 2010, "Russian stock market in the period of world crisis 2008-2009," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 19, issue 3, pages 23-37.
• Ayhan Kapusuzoğlu & Mehmet Baha Karan, 2010, "An Analysis of the Co-integration and Causality Relationship between Electricity Consumption and Gross Domestic Product (GDP) in the Developing Countries: An Empirical Study of Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 1, issue 3, pages 1-57.
• Olfa Maalaoui Chun & Georges Dionne & Pascal François, 2010, "Credit spread changes within switching regimes," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 09-1, Oct.
• Georges Dionne & Pierre-Carl Michaud & Maki Dahchour, 2010, "Separating moral hazard from adverse selection and learning in automobile insurance: Longitudinal evidence from France," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 10-5, Aug.
• Marco Tronzano, 2010, "Reassessing the Dynamic Links between Trade and Growth: New Empirical Evidence from India - Un riesame delle relazioni tra commercio estero e crescita economica:nuova evidenza empirica per l’India," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 63, issue 2, pages 217-244.
• A. Mansur M. Masih & Vicky Ryan, 2010, "An Analysis of the Dynamic Linkages between the Cash Rate and the Government Yield Curve: A Case Study - Un’analisi della relazione dinamica tra cash rate e curva dei rendimenti dei titoli pubblici: s," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 63, issue 3, pages 329-359.
• Parvesh K. Chopra & Gopal K. Kanji, 2010, "On Measuring Country Risk: A new System Modelling Approach - La misura del rischio paese: un nuovo approccio system modelling," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 63, issue 4, pages 479-515.