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

• Lyhagen, Johan & Rickne, Johanna, 2011, "Income Inequality between Chinese Regions: Newfound Harmony or Continued Discord?," Working Paper Series, Research Institute of Industrial Economics, number 872, May.
• Andersson, Fredrik N. G., 2011, "Band Spectrum Regressions using Wavelet Analysis," Working Papers, Lund University, Department of Economics, number 2011:22, Jun.
• K. Anundsen, André & S. Jansen, Eilev, 2011, "Self-reinforcing effects between housing prices and credit: Evidence from Norway," Memorandum, Oslo University, Department of Economics, number 13/2011, Apr.
• Dong He & Honglin Wang, 2011, "Dual-Track Interest Rates and the Conduct of Monetary Policy in China," Working Papers, Hong Kong Institute for Monetary Research, number 212011, Jul.
• Eiji Kurozumi & Khashbaatar Dashtseren, 2011, "Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-187, Apr.
• Dun Jia, 2011, "Time-Series Analysis Of Swedish Central Bank’S Interest Rate Operation Rule," Global Journal of Business Research, The Institute for Business and Finance Research, volume 5, issue 2, pages 13-25.
• Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro & Xu, TengTeng, 2011, "China's Emergence in the World Economy and Business Cycles in Latin America," IDB Publications (Working Papers), Inter-American Development Bank, number 3739, Sep, DOI: http://dx.doi.org/10.18235/0011334.
• Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu, 2011, "China’s Emergence in the World Economy and Business Cycles in Latin America," Research Department Publications, Inter-American Development Bank, Research Department, number 4732, Sep.
• Arintoko, 2011, "Pengujian Netralitas Uang dan Inflasi Jangka Panjang di Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 14, issue 1, pages 79-118, July, DOI: https://doi.org/10.21098/bemp.v14i1.
• Arintoko, 2011, "Long-Run Money and Inflation Neutrality Test in Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 14, issue 1, pages 75-99, July, DOI: https://doi.org/10.21098/bemp.v14i1.
• Jinho Bae & Chang-Jin Kim & Dong Heon Kim, 2011, "The Evolution of the Monetary Policy Regimes in the U.S," Discussion Paper Series, Institute of Economic Research, Korea University, number 1102.
• Marina Tkalec, 2011, "The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR," Working Papers, The Institute of Economics, Zagreb, number 1102, Nov.
• Mario Forni & Luca Gambetti & Luca Sala, 2011, "No News in Business Cycles," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 383.
• Vogelsang, Timothy J. & Wagner, Martin, 2011, "Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions," Economics Series, Institute for Advanced Studies, number 263, Jan.
• Hong, Seung Hyun & Wagner, Martin, 2011, "Cointegrating Polynomial Regressions," Economics Series, Institute for Advanced Studies, number 264, Mar.
• Vogelsang, Timothy J. & Wagner, Martin, 2011, "A Fixed-b Perspective on the Phillips-Perron Unit Root Tests," Economics Series, Institute for Advanced Studies, number 272, Jul.
• Erhan YILDIRIM & Kenan LOPCU & Selim ÇAKMAKLI, 2011, "An open economy new Keynesian macroeconomic model: The case of Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 305, pages 37-56.
• Tarkan ÇAVUŞOĞLU & Soner GÖKTEN, 2011, "Efficiency and hedging effectiveness in the NYMEX crude oil futures market," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 308, pages 29-51.
• Gülcay TUNA & Cem PAYASLIOĞLU, 2011, "Inflation Uncertainty at Short and Long Horizons: Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 309, pages 83-104.
• Fathali Firoozi & Donald Lien, 2011, "A Procedure for Testing Granger Causality of Infinite Order," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 10, issue 2, pages 165-170, August.
• Chih-Kai Chang, 2011, "Empirical Evidence on the Convergence of Interest Rates for IFRS 4: SPSM Using the Panel KSS Test," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 10, issue 2, pages 171-176, August.
• Carlos Garcia & Andrés Sagner, 2011, "Crédito, Exceso de Toma de Riesgo, Costo del Crédito y Ciclo Económico en Chile," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv271, Sep.
• Alvaro Escribano & Genaro Sucarrat, 2011, "Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2011-09, Jun.
• Mario J. Crucini & Mototsugu Shintani, 2011, "Measuring International Business Cycles by Saving for a Rainy Day," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-14, Jun.
• Ms. Carolina Osorio-Buitron & Ms. Filiz D Unsal, 2011, "Inflation Dynamics in Asia: Causes, Changes, and Spillovers From China," IMF Working Papers, International Monetary Fund, number 2011/257, Nov.
• Mr. Mehdi Raissi & Mr. Kamiar Mohaddes, 2011, "Oil Prices, External Income, and Growth: Lessons From Jordan," IMF Working Papers, International Monetary Fund, number 2011/291, Dec.
• Henner Will, 2011, "Germany's Short Time Compensation Program: macroeconom(etr)ic insight," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 1-2011.
• Sven Schreiber, 2011, "The estimation uncertainty of permanent-transitory decompositions in cointegrated systems," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 3-2011.
• Manuel J. Rocha Armada & Joao Leitao & Júlio Lobao, 2011, "The Contagion Effects of Financial Crisis on Stock Markets: What Can We Learn From a Cointegrated Vector Autoregressive Approach for Developed Countries?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 6, issue 1, pages 29-53, Julio-Dic.
• Shruti Tripathi & Ashima Goyal, 2011, "Relative prices, the price level and inflation: Effects of asymmetric and sticky adjustment," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2011-026, Oct.
• Luis-de-la-Cruz, José & Núñez, José Antonio, 2011, "Causalidad entre la Bolsa Mexicana de Valores y la actividad económica del sector real," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 30, pages 21-42, segundo t.
• Ochoa-Jiménez, Diego & Ordóñez-Ordóñez, Jenny M. & Loaiza-Peña, Andrea, 2011, "Crecimiento económico y restricción externa del Ecuador 1970-2008," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 31, pages 3-30, tercer tr.
• Guerrero-de Lizardi, Carlos., 2011, "Determinantes económicos de las remuneraciones en las manufacturas mexicanas," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 12, pages 41-56, primer se.
• de la Cruz-Gallegos, José Luis. & Veintimilla-Brando, Derna Vanessa., 2011, "El mercado laboral de Estados Unidos: efectos sobre las remesas y el consumo en México," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 13, pages 75-106, segundo s.
• Marianna Ascione & Giancarlo Lutero, 2011, "Il principio di conservazione della dinamica e le tecniche di riconciliazione di serie storiche nella stima dell’occupazione trimestrale per settore istituzionale," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 13, issue 2-3, pages 75-104.
• H. Bayram Irhan & Nur Dilbaz Alacahan & Levent Korap, 2011, "An Empirical Model for the Turkish Trade Balance: New Evidence from ARDL Bounds Testing Analyses," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 14, issue 1, pages 38-61, May.
• Sevda YAPRAKLI, 2011, "Acýk Enflasyon Hedeflemesi Doneminde Parasal Aktarim Mekanizmasinin Doviz Kuru Kanali: Turkiye Uzerine Ekonometrik Bir Analiz," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 15, issue 1, pages 15-37, November.
• Agnese, Pablo, 2011, "The Japanese Lost Decade and Beyond: A Chain Reaction Theory Approach," IZA Discussion Papers, IZA Network @ LISER, number 5463, Jan.
• Heshmati, Almas & Haouas, Ilham, 2011, "Economies of Scale in the Tunisian Industries," IZA Discussion Papers, IZA Network @ LISER, number 5737, May.
• Agnese, Pablo & Salvador, Pablo F., 2011, "More Alike than Different: The Spanish and Irish Labour Markets Before and After the Crisis," IZA Discussion Papers, IZA Network @ LISER, number 5742, May.
• Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro & Xu, TengTeng, 2011, "China's Emergence in the World Economy and Business Cycles in Latin America," IZA Discussion Papers, IZA Network @ LISER, number 5889, Jul.
• Jaeger, David A. & Siddique, Zahra, 2011, "Are Drone Strikes Effective in Afghanistan and Pakistan? On the Dynamics of Violence between the United States and the Taliban," IZA Discussion Papers, IZA Network @ LISER, number 6262, Dec.
• M. J. Herrerias & Javier Ordoñez, 2011, "If the Unites States sneezes, does the world need paracetamol?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2011/03.
• Omar H.M.N. Bashar0, 2011, "The role of aggregate demand and supply shocks in a low-income country:evidence from Bangladesh," Journal of Developing Areas, Tennessee State University, College of Business, volume 44, issue 2, pages 243-264, January-M.
• Neveen M. Torayeh (bio), 2011, "The effects of reducing European and American subsidies on agricultural exports of developing countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 44, issue 2, pages 349-366, January-M.
• Mohammad R. Jahan-Parvar (bio) & Hassan Mohammadi (bio), 2011, "Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 45, issue 1, pages 313-322, July-Dece.
• Shyh-Wei Chen & Tzu-Chun Chen, 2011, "The Causal Relationship between Stock Prices and Exchange Rates: Evidence from the G-7," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 1, pages 101-133, January.
• Shu-Ching Huang, 2011, "Hysteresis in Unemployment: Evidence from OECD Countries," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 1, pages 135-158, January.
• WenShow Fang & Jen-Ching Tseng & Shu-Ching Cheng, 2011, "The Great Moderation: Evidence from Five Asian Emerging Countries," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 2, pages 227-256, July.
• Alfredo Marvao Pereira & Maria de Fatima Pinho, 2011, "Public Investment, Economic Performance And Budgetary Consolidation: Var Evidence For The First 12 Euro Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 36, issue 1, pages 1-20, March.
• Madhusudan Ghosh, 2011, "Agricultural Policy Reforms And Spatial Integration Of Food Grain Markets In India," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 36, issue 2, pages 15-37, June.
• Nicolae Ghiba, 2011, "Purchasing Power Parity Influence On Real Exchange Rate Behavior In Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 3, issue 4, pages 524-536, December.
• Lütkepohl Helmut, 2011, "Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 107-133, February, DOI: 10.1515/jbnst-2011-0108.
• Halbleib Roxana & Voev Valeri, 2011, "Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 134-152, February, DOI: 10.1515/jbnst-2011-0109.
• Carstensen Kai & Wohlrabe Klaus & Ziegler Christina, 2011, "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 82-106, February, DOI: 10.1515/jbnst-2011-0107.
• Kappler Marcus, 2011, "Business Cycle Co-movement and Trade Intensity in the Euro Area: is there a Dynamic Link?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 2, pages 247-265, April, DOI: 10.1515/jbnst-2011-0204.
• Gianluca Cubadda & Alain Hecq, 2011, "Testing for common autocorrelation in data‐rich environments," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 3, pages 325-335, April.
• Mauro Costantini & Robert M. Kunst, 2011, "Combining forecasts based on multiple encompassing tests in a macroeconomic core system," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 6, pages 579-596, September.
• Nicholas Apergis & Christina Christou & James Payne, 2011, "Political and Institutional Factors in the Convergence of International Equity Markets: Evidence from the Club Convergence and Clustering Procedure," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 1, pages 7-18, March, DOI: 10.1007/s11293-010-9255-x.
• Sourav Batabyal, 2011, "Temporal Causality and the Dynamics of Crime and Delinquency," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 4, pages 421-441, December, DOI: 10.1007/s11293-011-9289-8.
• Makram El-Shagi, 2011, "An evolutionary algorithm for the estimation of threshold vector error correction models," International Economics and Economic Policy, Springer, volume 8, issue 4, pages 341-362, December, DOI: 10.1007/s10368-011-0180-5.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2011, "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Open Economies Review, Springer, volume 22, issue 2, pages 317-337, April, DOI: 10.1007/s11079-009-9125-9.
• Wolfgang Briglauer & Anton Schwarz & Christine Zulehner, 2011, "Is fixed-mobile substitution strong enough to de-regulate fixed voice telephony? Evidence from the Austrian markets," Journal of Regulatory Economics, Springer, volume 39, issue 1, pages 50-67, February, DOI: 10.1007/s11149-010-9132-1.
• Matthias Gubler & Matthias S. Hertweck, 2011, "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-03, Mar.
• Ralf Brüggemann & Helmut Lütkepohl, 2011, "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-23, Apr.
• Keiichi Kubota & Hitoshi Takehara, 2011, "Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, volume 1, pages 17-37, December.
• Sumru Altug & Mustafa Emin & Bilin Neyapti, 2011, "Institutions and Business Cycles," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1109, Apr.
• Lena Draeger, 2011, "Inflation perceptions and expectations in Sweden - are media reports the 'missing link'?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 11-273, Feb, DOI: 10.3929/ethz-a-006341668.
• Rolf Schenker & Martin Straub, 2011, "Spatio-temporal dynamics in Swiss regional unemployment," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 11-274, Feb, DOI: 10.3929/ethz-a-006353323.
• Ábel, István & Kóbor, Ádám, 2011, "Növekedés, deficit és adósság - fenntartható keretben
  [Growth, deficit and debt - in a sustainable framework]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 511-528.
• Tarján, Tamás, 2011, "Egyenes vagy S alakú a Jánossy-féle trendvonal?. Hosszú távú egyensúlyi állapot Maddison adatai és az új növekedéselmélet tükrében
  [A simple or an S-shaped Jánossy trend?. A long-term state of equilibrium in the light of Maddisons data and the new," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 552-564.
• Søren Johansen & Theis Lange, 2011, "Some Econometric Results for the Blanchard-Watson Bubble Model," Discussion Papers, University of Copenhagen. Department of Economics, number 11-15, May.
• Marc P. B. Klemp, 2011, "Prices, Wages and Fertility in Pre-Industrial England," Discussion Papers, University of Copenhagen. Department of Economics, number 11-20, Aug.
• Christian Heebøll-Christensen, 2011, "Financial Instability - a Result of Excess Liquidity or Credit Cycles?," Discussion Papers, University of Copenhagen. Department of Economics, number 11-21, Aug.
• Torben Schmith & Søren Johansen & Peter Thejll, 2011, "Statistical analysis of global surface air temperature and sea level using cointegration methods," Discussion Papers, University of Copenhagen. Department of Economics, number 11-26, Oct.
• Søren Johansen & Bent Nielsen, 2011, "Asymptotic theory for iterated one-step Huber-skip estimators," Discussion Papers, University of Copenhagen. Department of Economics, number 11-29, Nov.
• Michael McAleer & Massimiliano Caporin, 2011, "Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation," KIER Working Papers, Kyoto University, Institute of Economic Research, number 778, Jun.
• Giuseppe Migali & Ian Walker, 2011, "Estimates of the causal effects of education on earnings over the lifecycle with cohort effects and endogenous education," Working Papers, Lancaster University Management School, Economics Department, number 2248796.
• Meilin Yan & Maximilian J. B. Hall & Paul Turner, 2011, "A Cost-Benefit Analysis of Basel III: Some Evidence from the UK," Discussion Paper Series, Department of Economics, Loughborough University, number 2011_05, Nov, revised Nov 2011.
• Jorge Uribe, 2011, "Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 75, pages 29-57, DOI: 10.17533/udea.le.n75a11475.
• Stephen Hall & George S. Tavlas & P. A. V. B. Swamy, 2011, "The Nonexistence of Instrumental Variables," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 11/24, Mar.
• Greg Hannsgen, 2011, "Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version," Economics Working Paper Archive, Levy Economics Institute, number wp_682, Aug.
• Laurent Maurin & Moreno Roma & Igor Vetlov, 2011, "Profit Dynamics across the Largest Euro Area countries and Sectors," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 12, Dec.
• Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2011, "Predictive ability of business cycle indicators under test: A case study for the Euro area industrial production," Munich Reprints in Economics, University of Munich, Department of Economics, number 19953.
• Jauhary Arifin & Normansyah Syahruddin, 2011, "Causality relationship between renewable and non-renewable energy consumption and GDP in Indonesia," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 59, pages 1-18, April.
• Eskandar Elmarzougui & Bruno Larue, 2011, "On the Evolving Relationship between Corn and Oil Prices," Cahiers de recherche CREATE, CREATE, number 2011-3.
• Hafedh Bouakez & Foued Chihi & Michel Normandin, 2011, "Fiscal Policy and External Adjustment: New Evidence," Cahiers de recherche, CIRPEE, number 1123.
• Danica Unevska Andonova & Marija Petkovska, 2011, "The transmission of external shocks to the Macedonian economic activity," Working Papers, National Bank of the Republic of North Macedonia, number 2011-03.
• Jochen H. F. Güntner, 2011, "How do international stock markets respond to oil demand and supply shocks?," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 110028, Dec.
• Michael Artis & George Chouliarakis & Pkg Harischandra, 2011, "Business Cycle Synchronization Since 1880," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 153.
• Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2011, "Crude oil hedging strategies using dynamic multivariate GARCH," Energy Economics, Elsevier, volume 33, issue 5, pages 912-923, September.
• Kirat, Djamel & Ahamada, Ibrahim, 2011, "The impact of the European Union emission trading scheme on the electricity-generation sector," Energy Economics, Elsevier, volume 33, issue 5, pages 995-1003, September.
• Gómez-Loscos, Ana & Montañés, Antonio & Gadea, M. Dolores, 2011, "The impact of oil shocks on the Spanish economy," Energy Economics, Elsevier, volume 33, issue 6, pages 1070-1081, DOI: 10.1016/j.eneco.2011.05.016.
• Serinaldi, Francesco, 2011, "Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape," Energy Economics, Elsevier, volume 33, issue 6, pages 1216-1226, DOI: 10.1016/j.eneco.2011.05.001.
• Kim, Jae Ho & Powell, Warren B., 2011, "An hour-ahead prediction model for heavy-tailed spot prices," Energy Economics, Elsevier, volume 33, issue 6, pages 1252-1266, DOI: 10.1016/j.eneco.2011.06.007.
• Chevallier, Julien, 2011, "Nonparametric modeling of carbon prices," Energy Economics, Elsevier, volume 33, issue 6, pages 1267-1282, DOI: 10.1016/j.eneco.2011.03.003.
• Chevallier, Julien, 2011, "A model of carbon price interactions with macroeconomic and energy dynamics," Energy Economics, Elsevier, volume 33, issue 6, pages 1295-1312, DOI: 10.1016/j.eneco.2011.07.012.
• Gurgul, Henryk & Lach, lukasz, 2011, "The role of coal consumption in the economic growth of the Polish economy in transition," Energy Policy, Elsevier, volume 39, issue 4, pages 2088-2099, April.
• Fan, Shu & Hyndman, Rob J., 2011, "The price elasticity of electricity demand in South Australia," Energy Policy, Elsevier, volume 39, issue 6, pages 3709-3719, June.
• Filis, George & Degiannakis, Stavros & Floros, Christos, 2011, "Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries," International Review of Financial Analysis, Elsevier, volume 20, issue 3, pages 152-164, June.
• Bårdsen, Gunnar & Lütkepohl, Helmut, 2011, "Forecasting levels of log variables in vector autoregressions," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1108-1115, October.
• Hong, Gwangheon & Lee, Bong Soo, 2011, "The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market," Japan and the World Economy, Elsevier, volume 23, issue 4, pages 273-287, DOI: 10.1016/j.japwor.2011.10.002.
• Hautsch, Nikolaus & Hess, Dieter & Veredas, David, 2011, "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," Journal of Banking & Finance, Elsevier, volume 35, issue 10, pages 2733-2746, October.
• Bach, Christian & Møller, Stig V., 2011, "Habit-based asset pricing with limited participation consumption," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2891-2901, November.
• Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan, 2011, "Conditional beta pricing models: A nonparametric approach," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3362-3382, DOI: 10.1016/j.jbankfin.2011.05.016.
• Garcia, René & Tsafack, Georges, 2011, "Dependence structure and extreme comovements in international equity and bond markets," Journal of Banking & Finance, Elsevier, volume 35, issue 8, pages 1954-1970, August.
• Cuestas, Juan C. & Gil-Alana, Luis A. & Staehr, Karsten, 2011, "A further investigation of unemployment persistence in European transition economies," Journal of Comparative Economics, Elsevier, volume 39, issue 4, pages 514-532, DOI: 10.1016/j.jce.2011.09.002.
• Kurita, Takamitsu, 2011, "An empirical model for Japan’s business fixed investment," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 107-120, DOI: 10.1016/j.jeconbus.2010.11.004.
• Vansteenkiste, Isabel & Hiebert, Paul, 2011, "Do house price developments spillover across euro area countries? Evidence from a global VAR," Journal of Housing Economics, Elsevier, volume 20, issue 4, pages 299-314, DOI: 10.1016/j.jhe.2011.08.003.
• Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2011, "What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries," Journal of International Money and Finance, Elsevier, volume 30, issue 1, pages 39-61, February.
• Amira, Khaled & Taamouti, Abderrahim & Tsafack, Georges, 2011, "What drives international equity correlations? Volatility or market direction?," Journal of International Money and Finance, Elsevier, volume 30, issue 6, pages 1234-1263, October.
• Jääskelä, Jarkko P. & Jennings, David, 2011, "Monetary policy and the exchange rate: Evaluation of VAR models," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1358-1374, DOI: 10.1016/j.jimonfin.2011.06.014.
• Neely, Christopher J. & Rapach, David E., 2011, "International comovements in inflation rates and country characteristics," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1471-1490, DOI: 10.1016/j.jimonfin.2011.07.009.
• Avouyi-Dovi, Sanvi & Sahuc, Jean-Guillaume, 2011, "On the welfare costs of misspecified monetary policy objectives," Journal of Macroeconomics, Elsevier, volume 33, issue 2, pages 151-161, June.
• Phillips, Kerk L. & Spencer, David E., 2011, "Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions," Journal of Macroeconomics, Elsevier, volume 33, issue 4, pages 582-594, DOI: 10.1016/j.jmacro.2011.02.007.
• Tsong, Ching-Chuan & Lee, Cheng-Feng, 2011, "Asymmetric inflation dynamics: Evidence from quantile regression analysis," Journal of Macroeconomics, Elsevier, volume 33, issue 4, pages 668-680, DOI: 10.1016/j.jmacro.2011.08.003.
• Boubacar Mainassara, Y. & Francq, C., 2011, "Estimating structural VARMA models with uncorrelated but non-independent error terms," Journal of Multivariate Analysis, Elsevier, volume 102, issue 3, pages 496-505, March.
• Aruga, Kentaka & Managi, Shunsuke, 2011, "Testing the international linkage in the platinum-group metal futures markets," Resources Policy, Elsevier, volume 36, issue 4, pages 339-345, DOI: 10.1016/j.resourpol.2011.09.003.
• Chang, Chia-Lin & Khamkaew, Thanchanok & McAleer, Michael & Tansuchat, Roengchai, 2011, "Modelling conditional correlations in the volatility of Asian rubber spot and futures returns," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 7, pages 1482-1490, DOI: 10.1016/j.matcom.2010.07.004.
• Kurita, Takamitsu, 2011, "Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 9, pages 1733-1740, DOI: 10.1016/j.matcom.2011.01.007.
• Canova, Fabio & Paustian, Matthias, 2011, "Business cycle measurement with some theory," Journal of Monetary Economics, Elsevier, volume 58, issue 4, pages 345-361, DOI: 10.1016/j.jmoneco.2011.07.005.
• Cesaroni, Tatiana & Maccini, Louis & Malgarini, Marco, 2011, "Business cycle stylized facts and inventory behaviour: New evidence for the Euro area," International Journal of Production Economics, Elsevier, volume 133, issue 1, pages 12-24, September.
• Khan, Salman & Batteau, Pierre, 2011, "Should the government directly intervene in stock market during a crisis?," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 350-359, DOI: 10.1016/j.qref.2011.07.003.
• Lee, King Fuei, 2011, "Demographics, dividend clienteles and the dividend premium," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 368-375, DOI: 10.1016/j.qref.2011.08.004.
• Aruga, Kentaka & Managi, Shunsuke, 2011, "Price linkages in the copper futures, primary, and scrap markets," Resources, Conservation & Recycling, Elsevier, volume 56, issue 1, pages 43-47, DOI: 10.1016/j.resconrec.2011.08.010.
• Gluschenko, Konstantin, 2011, "Price convergence and market integration in Russia," Regional Science and Urban Economics, Elsevier, volume 41, issue 2, pages 160-172, March.
• Yuan, Chunming, 2011, "Forecasting exchange rates: The multi-state Markov-switching model with smoothing," International Review of Economics & Finance, Elsevier, volume 20, issue 2, pages 342-362, April.
• Marga Peeters, 2011, "Modelling unemployment in the presence of excess labour supply," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 54, issue 2, pages 58-92.
• Emmanuel De Veirman & Ashley Dunstan, 2011, "Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-14, Jun.
• Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer, 2011, "Information, Data Dimension and Factor Structure," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-15, Jun.
• Anthony Garratt & James Mitchell & Shaun P. Vahey, 2011, "Measuring Output Gap Nowcast Uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-16, Jun.
• Mardi Dungey & M.Tugrul Vehbi, 2011, "A SVECM Model of the UK Economy and The Term Premium," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-26, Aug.
• Mardi Dungey & Gerald P. Dwyer & Thomas Flavin, 2011, "Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-30, Sep.
• David I. Stern, 2011, "From Correlation to Granger Causality," Crawford School Research Papers, Crawford School of Public Policy, The Australian National University, number 1113, Sep.
• Miksjuk Alexei, 2011, "Study the relation between monetary and exchange rate policy: The case of Belarus," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 11/16e, Nov.
• Marinko Škare & Saša Stjepanovi?, 2011, "Makroekonomski model Republike Hrvatske ( SSEM1) i mogu?i pravci izlaska iz krize," Ekonomija Economics, Rifin d.o.o., volume 18, issue 2, pages 343-364.
• M. Beatriz Mota Aragón & Faviola Hernández Jiménez, 2011, "Un modelo para evaluar el VPN mediante modelos autoregresivos," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 6, issue 2, pages 66-87.
• Jarocinski, Marek & Marcet, Albert, 2011, "Autoregressions in small samples, priors about observables and initial conditions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121711, Jul.
• Gil Montant, 2011, "Market power inside the Belgian coal industry, 1901-45: a new empirical industrial organisation approach," Working Papers, Economic History Society, number 11030, Apr.
• Juan Carlos Cuestas & Javier Ordonez, 2011, "Unemployment and common smooth transition trends in Central and Eastern European Countries," Economic Issues Journal Articles, Economic Issues, volume 16, issue 2, pages 39-52, September.
• Boriss Siliverstovs & Sule Akkoyunlu, 2011, "Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey," EcoMod2011, EcoMod, number 3139, Jul.
• Sergio Ricardo de Brito Gadelha, 2011, "Política fiscal anticíclica, crise financeira internacional e crescimento econômico no Brasil," Brazilian Journal of Political Economy, FGV EAESP, volume 31, issue 5, pages 794-812, December.
• Noriega, Antonio E. & Ramos-Francia, Manuel & Rodríguez-Pérez, Cid Alonso, 2011, "Demanda por dinero en México (1986-2010)," El Trimestre Económico, Fondo de Cultura Económica, volume 78, issue 312, pages 699-749, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v78i.
• Luis N. Lanteri, 2011, "External Shocks and Sources of Macroeconomic Fluctuation: A SVEC Model based proposal for Argentina’s Economy," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 113-144, January-J.
• Jorge Eduardo Mendoza Cota, 2011, "The Impact of the US Automobile Crisis on Mexico’s Car and Truck Subsector," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 2, pages 281-309, July-Dece.
• Yu‐Shan Wang & Chung‐Gee Lin & Shih‐Chieh Shih, 2011, "The dynamic relationship between agricultural futures and agriculture index in China," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 3, issue 3, pages 369-382, September, DOI: 10.1108/17561371111165798.
• Ignacio Lozano & Karen Rodríguez, 2011, "Assessing the macroeconomic effects of fiscal policy in Colombia," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 3, issue 3, pages 206-228, August, DOI: 10.1108/17576381111152209.
• Caporin, M. & McAleer, M.J., 2011, "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-18, May.
• Emmanouil Mavrakis, 2011, "Abnormal Returns on CEFs and in Pre-and-Post-Credit-Crunch Periods," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 55-70.
• Nasir Hamid Rao & Syed Kalim Hyder Bukhari, 2011, "Asymmetric Shocks and Co-movement of Price Indices," Working Papers, eSocialSciences, number id:3569, Feb.
• Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2011, "Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 441, Mar.
• Helmut Herwartz & Helmut Luetkepohl, 2011, "Structural Vector Autoregressions with Markov Switching: Combining Conventional with Statistical Identification of Shocks," Economics Working Papers, European University Institute, number ECO2011/11.
• Ralf Brueggemann & Helmut Luetkepohl, 2011, "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Economics Working Papers, European University Institute, number ECO2011/17.
• Stelios Bekiros & Massimiliano Marcellino, 2011, "The Multiscale Causal Dynamics of Foreign Exchange Markets," Economics Working Papers, European University Institute, number ECO2011/23.
• Helmut Luetkepohl, 2011, "Vector Autoregressive Models," Economics Working Papers, European University Institute, number ECO2011/30.
• Yuri Balagula & Yulia Abakumova, 2011, "Long Memory in the Oil Market: A Spectral Approach," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2011/01, Jan, revised 13 Jan 2011.
• Sergey Ivashchenko, 2011, "DSGE Model Estimation on Base of Second Order Approximation," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2011/07, Sep.
• Luciana Crosilla & Marco Malgarini, 2011, "Behavioural models for manufacturing firms: analysing survey data," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, volume 2011, issue 4, pages 139-163.
• Katarína Danišková & Jarko Fidrmuc, 2011, "Inflation Convergence and the New Keynesian Phillips Curve in the Czech Republic," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 5, issue 2, pages 099-115, August.

2010

• Marvão Pereira, Alfredo & Marvão Pereira, Rui Manuel, 2010, "Is fuel-switching a no-regrets environmental policy? VAR evidence on carbon dioxide emissions, energy consumption and economic performance in Portugal," Energy Economics, Elsevier, volume 32, issue 1, pages 227-242, January.
• Costantini, Valeria & Martini, Chiara, 2010, "The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data," Energy Economics, Elsevier, volume 32, issue 3, pages 591-603, May.
• Korhonen, Iikka & Ledyaeva, Svetlana, 2010, "Trade linkages and macroeconomic effects of the price of oil," Energy Economics, Elsevier, volume 32, issue 4, pages 848-856, July.
• Haldrup, Niels & Nielsen, Frank S. & Nielsen, Morten Ørregaard, 2010, "A vector autoregressive model for electricity prices subject to long memory and regime switching," Energy Economics, Elsevier, volume 32, issue 5, pages 1044-1058, September.
• Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2010, "Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets," Energy Economics, Elsevier, volume 32, issue 6, pages 1445-1455, November.
• Bjørnland, Hilde C. & Jacobsen, Dag Henning, 2010, "The role of house prices in the monetary policy transmission mechanism in small open economies," Journal of Financial Stability, Elsevier, volume 6, issue 4, pages 218-229, December.