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

• Bouakez, Hafedh & Normandin, Michel, 2010, "Fluctuations in the foreign exchange market: How important are monetary policy shocks?," Journal of International Economics, Elsevier, volume 81, issue 1, pages 139-153, May.
• Schorfheide, Frank & Sill, Keith & Kryshko, Maxym, 2010, "DSGE model-based forecasting of non-modelled variables," International Journal of Forecasting, Elsevier, volume 26, issue 2, pages 348-373, April.
• Dovern, Jonas & Meier, Carsten-Patrick & Vilsmeier, Johannes, 2010, "How resilient is the German banking system to macroeconomic shocks?," Journal of Banking & Finance, Elsevier, volume 34, issue 8, pages 1839-1848, August.
• Cassola, Nuno & Morana, Claudio, 2010, "Comovements in volatility in the euro money market," Journal of International Money and Finance, Elsevier, volume 29, issue 3, pages 525-539, April.
• Bredin, Don & Hyde, Stuart & Reilly, Gerard O., 2010, "Monetary policy surprises and international bond markets," Journal of International Money and Finance, Elsevier, volume 29, issue 6, pages 988-1002, October.
• Serwa, Dobromil, 2010, "Larger crises cost more: Impact of banking sector instability on output growth," Journal of International Money and Finance, Elsevier, volume 29, issue 8, pages 1463-1481, December.
• Boileau, Martin & Normandin, Michel & Powo Fosso, Bruno, 2010, "Global versus country-specific shocks and international business cycles," Journal of Macroeconomics, Elsevier, volume 32, issue 1, pages 1-16, March.
• Kurita, Takamitsu, 2010, "Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 80, issue 10, pages 2033-2039, DOI: 10.1016/j.matcom.2010.03.008.
• Iskrev, Nikolay, 2010, "Local identification in DSGE models," Journal of Monetary Economics, Elsevier, volume 57, issue 2, pages 189-202, March.
• Forni, Mario & Gambetti, Luca, 2010, "The dynamic effects of monetary policy: A structural factor model approach," Journal of Monetary Economics, Elsevier, volume 57, issue 2, pages 203-216, March.
• Johansson, Anders C., 2010, "Asian sovereign debt and country risk," Pacific-Basin Finance Journal, Elsevier, volume 18, issue 4, pages 335-350, September.
• Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A., 2010, "Precious metals-exchange rate volatility transmissions and hedging strategies," International Review of Economics & Finance, Elsevier, volume 19, issue 4, pages 633-647, October.
• Alagidede, Paul & Panagiotidis, Theodore, 2010, "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, volume 19, issue 3, pages 91-100, August.
• Boppana Nagarjuna & Varadi Vijay Kumar, 2010, "Heat waves or Meteor showers: Empirical evidence from the stock markets," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 53, issue 2, pages 57-74.
• Francesco Ravazzolo & Shaun P. Vahey, 2010, "Forecast Densities for Economic Aggregates from Disaggregate Ensembles," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-10, Apr.
• Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2010, "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-34, Dec.
• Tsyplakov Alexander, 2010, "The links between inflation and inflation uncertainty at the longer horizon," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 10/09e, Nov.
• Elisa Yamazaki Tanabe & José Carlos Ramírez Sánchez, 2010, "Evaluación del impacto del mercado de derivados en los canales de transmisión de la política monetaria en México: Metodologías VAR y M-GARCH," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 4, issue 2, pages 47-78.
• Francesco Lippi & Andrea Nobili, 2010, "Oil and the Macroeconomy: A Quantitative Structural Analysis," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1009, revised Apr 2010.
• Fabrício de Assis C. Vieira & Márcio Holland, 2010, "Crescimento econômico e liquidez externa no Brasil após 1970," Brazilian Journal of Political Economy, FGV EAESP, volume 30, issue 2, pages 233-253, April.
• Nilanjan Banik & John Gilbert, 2010, "Regional Integration and Trade Costs in South Asia," Chapters, Edward Elgar Publishing, chapter 4, in: Douglas H. Brooks & Susan F. Stone, "Trade Facilitation and Regional Cooperation in Asia".
• Bentancor, Andrea & Pincheira, Pablo, 2010, "Predicción de errores de proyección de inflación en Chile," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 305, pages 129-154, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Rangan Gupta & Alain Kabundi, 2010, "The effect of monetary policy on house price inflation," Journal of Economic Studies, Emerald Group Publishing Limited, volume 37, issue 6, pages 616-626, November, DOI: 10.1108/01443581011086657.
• Abu N.M. Wahid & Mohammad Salahuddin & Abdullah M. Noman, 2010, "Savings and investment in South Asia," Journal of Economic Studies, Emerald Group Publishing Limited, volume 37, issue 6, pages 658-666, November, DOI: 10.1108/01443581011086684.
• Sven Blank & Jonas Dovern, 2010, "What macroeconomic shocks affect the German banking system?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 2, issue 2, pages 126-148, June, DOI: 10.1108/17576381011070193.
• Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-10, Feb.
• Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-12, Feb.
• Caporin, M. & McAleer, M.J., 2010, "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-13, Feb.
• Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2010, "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-14, Mar.
• Caporin, M. & McAleer, M.J., 2010, "Ranking multivariate GARCH models by problem dimension," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-34, May.
• Caporin, M. & McAleer, M.J., 2010, "Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-36, May.
• McAleer, M.J. & Oxley, L., 2010, "Ten Things We Should Know About Time Series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-49, Jul.
• Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2010, "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-01.
• Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2010, "Oil Exports and the Iranian Economy," Working Papers, Economic Research Forum, number 534, Jan, revised 07 Jan 2010.
• Adamopoulos Antonios, 2010, "Credit Market Development and Economic Growth: An Empirical Analysis for Ireland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 3-18.
• Sudipto Mundle & N.R. Bhanumurthy & Surajit Das, 2010, "Fiscal Consolidation with High Growth A Policy Simulation Model for India," Working Papers, eSocialSciences, number id:2825, Sep.
• Orlando Reyes. & Roberto Escalante. & Anna Matas., 2010, "La demanda de gasolinas en México: Efectos y alternativas ante el cambio climático," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 32, issue 1, pages 83-111, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/322010/Reyes.
• Rossella Calvi, 2010, "Assessing financial integration: a comparison between Europe and East Asia," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 423, Sep.
• Katarzyna Maciejowska, 2010, "Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis," Economics Working Papers, European University Institute, number ECO2010/27.
• Alexander Alexeev, 2010, "Investigation of Cointegration of Oil Prices and Russian Market Indices," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2010/03, Sep, revised 04 Oct 2010.
• Olga Podkorytova & Tatyana Chigvintseva, 2010, "Oil Price Influence on Russian Macroeconomic Indicators," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2010/04, Oct, revised 26 Oct 2010.
• Frédéric Karamé, 2010, "Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 10-03.
• Frédéric Karamé & Alexandra Olmedo, 2010, "Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 10-04.
• Francesca Finotto & Roberto Monaco & Giorgia Servente, 2010, "Un modello per la valutazione di energia biologica in un sistema ambientale," SCIENZE REGIONALI, FrancoAngeli Editore, volume 2010, issue 3, pages 61-84.
• Carlo Migliardo, 2010, "Monetary Policy Transmission in Italy: A BVAR Analysis with Sign Restriction," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 2, pages 139-167, June.
• Vít Bubák, 2010, "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 3, pages 295-314, November.
• Guiseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2010, "Bootstrap Sequential Determination of the Co-integration Rank in VAR Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-07, Feb.
• Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard, 2010, "Pitfalls in VAR based return decompositions: A clarification," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-09, Feb.
• Søren Johansen & Morten Ørregaard Nielsen, 2010, "Likelihood inference for a fractionally cointegrated vector autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-24, May.
• Tom Engsted & Bent Nielsen, 2010, "Testing for rational bubbles in a co-explosive vector autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-25, Jun.
• Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard, 2010, "The log-linear return approximation, bubbles, and predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-37, Jul.
• Rasmus Tangsgaard Varneskov, 2010, "The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-39, Aug.
• Rasmus Tangsgaard Varneskov & Valeri Voev, 2010, "The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-45, Aug.
• Christian Bach & Stig Vinther Møller, 2010, "Habit-based Asset Pricing with Limited Participation Consumption," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-46, Jun.
• James G. MacKinnon & Morten Ørregaard Nielsen, 2010, "Numerical distribution functions of fractional unit root and cointegration tests," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-59, Aug.
• Bent Jesper Christensen & Paolo Santucci de Magistris, 2010, "Level Shifts in Volatility and the Implied-Realized Volatility Relation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-60, Sep.
• Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard, 2010, "Integer-valued Lévy processes and low latency financial econometrics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-66, Sep.
• Shin Kanaya & Dennis Kristensen, 2010, "Estimation of Stochastic Volatility Models by Nonparametric Filtering," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-67, Jan.
• Dennis Kristensen & Anders Rahbek, 2010, "Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-68, Jan.
• Søren Johansen, 2010, "The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-69, Oct.
• Søren Johansen & Katarina Juselius, 2010, "An invariance property of the common trends under linear transformations of the data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-72, Oct.
• Laurent A.F. Callot, 2010, "A Bootstrap Cointegration Rank Test for Panels of VAR Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-75, Dec.
• Hyeongwoo Kim, 2010, "VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2010-03, May.
• Yin Liao & Heather Anderson & Farshid Vahid, 2010, "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-520, May.
• 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," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-522, May.
• Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan, 2010, "Time Varying Dimension Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-523, May.
• Patrick Feve & Julien Matheron & Guillaume Sahuc, 2010, "Désinflation et chômage dans la zone euro : une analyse à l'aide d'un modèle var structurel," Annals of Economics and Statistics, GENES, issue 99-100, pages 365-394.
• Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2010, "The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 10-08, Nov.
• Olga Susana M. Monteiro & Artur C. B. da Silva Lopes, 2010, "Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 56, issue 3, pages 257-280.
• Ansgar Belke & Robert Czudaj, 2010, "Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 56, issue 4, pages 285-315, DOI: 10.3790/aeq.56.4.285.
• Tapas Mishra & Claude Diebolt & Mamata Parhi & Asit Ranjan Mohanty, 2010, "A Bayesian Analysis of Total Factor Productivity Persistence," Historical Social Research (Section 'Cliometrics'), Association Française de Cliométrie (AFC), volume 35, issue 1, pages 363-372.
• Umar Bida Ndako, 2010, "Stock Markets, Banks and Economic Growth: Time Series Evidence from South Africa," The African Finance Journal, Africagrowth Institute, volume 12, issue 2, pages 72-92.
• John Ernest Odada & Joel Hinaunye Eita, 2010, "Causes of Inflation in Namibia: An Empirical Exploration," The African Finance Journal, Africagrowth Institute, volume 12, issue Conferenc, pages 44-57.
• Ihle, Rico & von Cramon-Taubadel, Stephan & Zorya, Sergiy, 2010, "Country and border effects in the transmission of maize prices in Eastern Africa: evidence from a semi-parametric regression model," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa, African Association of Agricultural Economists (AAAE), number 96184, Sep, DOI: 10.22004/ag.econ.96184.
• Amikuzuno, Joseph & Ihle, Rico, 2010, "Seasonal Asymmetric Price Transmission in Ghanaian Tomato Markets: Adapting Johansen’s Estimation Method," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa, African Association of Agricultural Economists (AAAE), number 96814, Sep, DOI: 10.22004/ag.econ.96814.
• Ihle, Rico & von Cramon-Taubadel, Stephan, 2010, "Semiparametric Evidence on the Nature of Price Transmission in Tanzanian Maize Markets," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61606, DOI: 10.22004/ag.econ.61606.
• Mallory, Mindy L. & Lence, Sergio H., 2010, "Cointegration Analysis of Commodity Prices: Much Ado about the Wrong Thing?," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61721, DOI: 10.22004/ag.econ.61721.
• Katrakilidis, Konstantinos & Mardas, Dimitri, 2010, "Intra-industry Trade in Agricultural Products on intra-EC level: The Impact of the Common Agricultural Policy (CAP) Funds," Agricultural Economics Review, Greek Association of Agricultural Economists, volume 11, issue 2, pages 1-13, August, DOI: 10.22004/ag.econ.118670.
• Katrakilidis, Konstantinos & Mardas, Dimitri, 2010, "Intra-industry Trade in Agricultural Products on intra-EC level: The Impact of the Common Agricultural Policy (CAP) Funds," Agricultural Economics Review, Greek Association of Agricultural Economists, volume 11, issue 2, pages 1-13, DOI: 10.22004/ag.econ.163325.
• Santeramo, Fabio G. & Cioffi, Antonio, undated, "Spatial price dynamics in the EU F&V sector: the cases of tomato and cauliflower," 116th Seminar, October 27-30, 2010, Parma, Italy, European Association of Agricultural Economists, number 95228, DOI: 10.22004/ag.econ.95228.
• Busse, Stefan & Brümmer, Bernhard & Ihle, Rico, 2010, "Investigating Rapeseed Price Volatilities In The Course Of The Food Crisis," 50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010, German Association of Agricultural Economists (GEWISOLA), number 93957, Sep, DOI: 10.22004/ag.econ.93957.
• Baldi, Lucia & Vandone, Daniela & Peri, Massimo, 2010, "Is Wine a Financial Parachute?," 2010 International European Forum, February 8-12, 2010, Innsbruck-Igls, Austria, International European Forum on System Dynamics and Innovation in Food Networks, number 100506, Oct, DOI: 10.22004/ag.econ.100506.
• Muhammad, Andrew & Zheng, Hualu, 2010, "Dynamic Effects of Grain and Energy Prices on the Catfish Feed and Farm Sectors," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 42, issue 4, pages 1-12, November, DOI: 10.22004/ag.econ.100520.
• Wan, Yang & Sun, Changyou & Grebner, Donald L., 2010, "Analysis of Import Demand for Wooden Beds in the U.S," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 42, issue 4, pages 1-16, November, DOI: 10.22004/ag.econ.100522.
• Li, Yarui & Wailes, Eric J. & McKenzie, Andrew M. & Thomsen, Michael R., 2010, "LL601 Contamination and Its Impact on U.S. Rice Prices," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 42, issue 01, pages 1-8, February, DOI: 10.22004/ag.econ.57154.
• MacKinnon, James G., 2010, "Critical Values for Cointegration Tests," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273723, Jan, DOI: 10.22004/ag.econ.273723.
• Johansen, SÃÿren & ßrregaard Nielsen, Morten, 2010, "Likelihood inference for a fractionally cointegrated vector autoregressive model," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273737, May, DOI: 10.22004/ag.econ.273737.
• MacKinnon, James G. & Orregaard Nielsen, Morten, 2010, "Numerical Distribution Functions of Fractional Unit Root and Cointegration Tests," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273739, Jul, DOI: 10.22004/ag.econ.273739.
• Mattos, Leonardo Bornacki de & Lima, Joao Eustaquio de & Lirio, Viviani Silva & Campos, Antonio Carvalho, 2010, "Modelos de Cointegração com um ou dois Limiares: uma Aplicação para o Preço do Frango Inteiro Resfriado em Mercados Atacadistas no Brasil," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 48, issue 4, pages 1-21, DOI: 10.22004/ag.econ.151963.
• Nguyen, Giap V. & Jolly, Curtis M., 2010, "Seafood Import Demand in the Caribbean Region," 2010 Annual Meeting, February 6-9, 2010, Orlando, Florida, Southern Agricultural Economics Association, number 56479, Jan, DOI: 10.22004/ag.econ.56479.
• Coronel, Daniel Arruda & Amorim, Airton Lopes & Sousa, Eliane Pinheiro de & Lima, Joao Eustaquio de, 2010, "Integração e transmissão de preços entre os mercados de trigo argentino e internacional," Working Papers in Applied Economics, Universidade Federal de Vicosa, Departamento de Economia Rural, number 114463, DOI: 10.22004/ag.econ.114463.
• Assist. Prof. Dragan Tevdovski Ph.D. & Prof. Slave Risteski Ph.D., 2010, "Integration Of The Selected See Equity Markets: Cointegration Approach," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 15S, pages 137-146, November.
• Bruno Ferreira Frascaroli & Nelson Leitão Paes & Francisco de Sousa Ramos, 2010, "Indústria Brasileira e o Racionamento de Crédito: Uma Análise do Comportamento dos Bancos sob Informações Assimétricas," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 11, issue 2, pages 403-433.
• Leonardo Bornacki de Mattos & Viviani Silva Lirio & João Eustáquio de Lima & Antônio Carvalho Campos, 2010, "Uma Aplicação de Modelos TAR para o Mercado de Carne de Frango no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 11, issue 3, pages 537-557.
• Márcio Holland & Rogério Mori, 2010, "Dinâmica da Inflação no Brasil e os Efeitos Globais," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 11, issue 3, pages 649-670.
• Peijie Wang & Trefor Jones, 2010, "A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output," Papers, arXiv.org, number 1001.4762, Jan.
• Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2010, "Multivariate Contemporaneous-Threshold Autoregressive Models," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 817.10, Apr.
• Mario Forni & Luca Gambetti, 2010, "Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 850.10, Mar.
• Mario Forni & Luca Gambetti, 2010, "Fiscal Foresight and the Effects of Government Spending," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 851.10, May.
• Luca Gambetti, 2010, "Fiscal Policy, Foresight and the Trade Balance in the U.S," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 852.10, Sep.
• Carlos Pinho & Mara Madaleno, 2010, "CO2 spot and futures price analysis for EEX and ECX," Working Papers de Economia (Economics Working Papers), Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro, number 54, Dec.
• Carlos Pinho & Mara Madaleno, 2010, "Hedging with CO2 allowances: the ECX market," Working Papers de Economia (Economics Working Papers), Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro, number 55, Dec.
• Conrad, Christian & Karanasos, Menelaos, 2010, "Modeling the link between US inflation and output: the importance of the uncertainty channel," Working Papers, University of Heidelberg, Department of Economics, number 0507, Nov.
• Weber, Enzo & Wolters, Jürgen, 2010, "Risk and Policy Shocks on the US Term Structure," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 438, Mar.
• Strohsal, Till & Weber, Enzo, 2010, "Mean-Variance Cointegration and the Expectations Hypothesis," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 442, May.
• Weber, Enzo, 2010, "Foreign and Domestic Growth Drivers in Eastern Europe," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 444, Jul.
• Trenkler, Carsten & Weber, Enzo, 2010, "On the Identification of Codependent VAR and VEC Models," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 445, Sep.
• Trenkler, Carsten & Weber, Enzo, 2010, "Testing for Codependence of Non-Stationary Variables," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 446, Sep.
• Tschernig, Rolf & Weber, Enzo & Weigand, Roland, 2010, "Long-run Identification in a Fractionally Integrated System," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 447, Sep.
• Matros, Philipp & Weber, Enzo, 2010, "Non-Stationary Interest Rate Differentials and the Role of Monetary Policy," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 450, Dec.
• Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009, "Measuring Output Gap Uncertainty," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0909, Oct.
• Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2009, "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0910, Oct.
• Anthony Garratt & Kevin Lee & Kalvinder Shields, 2009, "Measuring the Natural Output Gap using Actual and Expected Output Data," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0911, Oct.
• George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010, "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series, Central Bank of Brazil, Research Department, number 205, Apr.
• Romuald Morhs, 2010, "Monetary Policy Transmission and Macroeconomic Dynamics in Luxembourg: Results from a VAR Analysis," BCL working papers, Central Bank of Luxembourg, number 49, Dec.
• Guillermo Escudé, 2010, "Dynamic Stochastic General Equilibrium Models (DSGE): An Introduction," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 59, pages 25-79, July - Se.
• Jorge Carrera (ed.), 2010, "Commodity Prices: Structural Factors, Financial Markets and Non-Linear Dynamics," BCRA Paper Series, Central Bank of Argentina, Economic Research Department, number 06, ISBN: ARRAY(0xa87a9e28).
• Guillermo Escudé, 2010, "Dynamic and Stochastic General Equilibrium (DSGE) Models: An Introduction," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201047, Jul.
• Diego Bastourre & Jorge Carrera & Javier Ibarlucia, 2010, "Commodity Prices: Structural Factors, Financial Markets and Non-Linear Dynamics," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201050.
• Javier Mencía, 2010, "Testing non-linear dependence in the hedge fund industry," Working Papers, Banco de España, number 1007, Mar.
• Carmen Martínez-Carrascal & Julian von Landesberger, 2010, "Explaining the demand for money by non-financial corporations in the euro area: A macro and a micro view," Working Papers, Banco de España, number 1033, Nov.
• David de Antonio Liedo & Elena Fernández Muñoz, 2010, "Nowcasting Spanish GDP growth in real time: "One and a half months earlier"," Working Papers, Banco de España, number 1037, Dec.
• Valter Di Giacinto, 2010, "On vector autoregressive modeling in space and time," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 746, Feb.
• Roberta Fiori & Simonetta Iannotti, 2010, "On the interaction between market and credit risk: a factor-augmented vector autoregressive (FAVAR) approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 779, Oct.
• Marcelo Sánchez, 2010, "What Drives Business Cycles and International Trade in Emerging Market Economies?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 28, issue 61, pages 198-271, August, DOI: 10.32468/Espe.6106.
• La Vecchia, Davide & Trojani, Fabio, 2010, "Infinitesimal Robustness for Diffusions," Journal of the American Statistical Association, American Statistical Association, volume 105, issue 490, pages 703-712.
• Lanne, Markku & Lütkepohl, Helmut, 2010, "Structural Vector Autoregressions With Nonnormal Residuals," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 159-168.
• Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2010, "Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 3, pages 370-379.
• Laurent Ferrara & Koopman, S J., 2010, "Common business and housing market cycles in the Euro area from a multivariate decomposition," Working papers, Banque de France, number 275.
• Olivier de Bandt & Sheheryar Malik, 2010, "Is there Evidence of Shift-Contagion in International Housing Markets?," Working papers, Banque de France, number 295.
• Gilles Dufrénot & Sheheryar Malik, 2010, "The changing role of house price dynamics over the business cycle," Working papers, Banque de France, number 309.
• Mario Forni & Luca Gambetti, 2015, "Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model," Working Papers, Barcelona School of Economics, number 440, Sep.
• Mario Forni & Luca Gambetti, 2015, "Fiscal Foresight and the Effects of Government Spending," Working Papers, Barcelona School of Economics, number 460, Sep.
• Fabio Canova & Filippo Ferroni, 2015, "Multiple Filtering Devices for the Estimation of Cyclical DSGE Models," Working Papers, Barcelona School of Economics, number 498, Sep.
• Luca Gambetti, 2015, "Fiscal Policy, Foresight and the Trade Balance in the U.S," Working Papers, Barcelona School of Economics, number 505, Sep.
• Fabio Canova & Matthias Paustian, 2015, "Measurement with Some Theory: a New Approach to Evaluate Business Cycle Models (with appendices)," Working Papers, Barcelona School of Economics, number 511, Sep.
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009, "Forecasting with Factor-Augmented Error Correction Models," Discussion Papers, Department of Economics, University of Birmingham, number 09-06r, Jun.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010, "Interest rate pass-through in the major European economies - the role of expectations," Discussion Papers, Department of Economics, University of Birmingham, number 10-07, Feb.
• J James Reade & Ulrich Volz, 2010, "Too Much to Lose, or More to Gain? Should Sweden Join the Euro?," Discussion Papers, Department of Economics, University of Birmingham, number 10-13, Apr.
• Anindya Banerjee & Sushil Mohan & Bill Russell, 2010, "Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price," Discussion Papers, Department of Economics, University of Birmingham, number 10-22, Jul.
• Conrado Brum & Patricia Carballo & Verónica España, 2010, "Aproximaciones empíricas a la Tasa Natural de Interés para la Economía Uruguaya," Documentos de trabajo, Banco Central del Uruguay, number 2010010, Sep.
• Islam Hassouneh & Teresa Serra & José M. Gil, 2010, "Price transmission in the Spanish bovine sector: the BSE effect," Agricultural Economics, International Association of Agricultural Economists, volume 41, issue 1, pages 33-42, January, DOI: 10.1111/j.1574-0862.2009.00423.x.
• Junjian Yi & Junsen Zhang, 2010, "The Effect Of House Price On Fertility: Evidence From Hong Kong," Economic Inquiry, Western Economic Association International, volume 48, issue 3, pages 635-650, July, DOI: 10.1111/j.1465-7295.2009.00213.x.
• Renée A. Fry & Vance L. Martin & Nicholas Voukelatos, 2010, "Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy?," The Economic Record, The Economic Society of Australia, volume 86, issue 275, pages 465-485, December.
• Raj Aggarwal & Brian Lucey & Cal Muckley, 2010, "Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events," Journal of Common Market Studies, Wiley Blackwell, volume 48, issue 3, pages 641-660, June, DOI: 10.1111/j.1468-5965.2010.02067.x.
• David Greasley & Les Oxley, 2010, "Cliometrics And Time Series Econometrics: Some Theory And Applications," Journal of Economic Surveys, Wiley Blackwell, volume 24, issue 5, pages 970-1042, December, DOI: 10.1111/j.1467-6419.2010.00650.x.
• Torben G. Andersen & Luca Benzoni, 2010, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," Journal of Finance, American Finance Association, volume 65, issue 2, pages 603-653, April, DOI: 10.1111/j.1540-6261.2009.01546.x.
• Alessandra Luati & Tommaso Proietti, 2010, "Hyper‐spherical and elliptical stochastic cycles," Journal of Time Series Analysis, Wiley Blackwell, volume 31, issue 3, pages 169-181, May, DOI: 10.1111/j.1467-9892.2010.00655.x.
• Jing Li & Junsoo Lee, 2010, "ADL tests for threshold cointegration," Journal of Time Series Analysis, Wiley Blackwell, volume 31, issue 4, pages 241-254, July, DOI: 10.1111/j.1467-9892.2010.00659.x.
• Marc K. Francke & Siem Jan Koopman & Aart F. De Vos, 2010, "Likelihood functions for state space models with diffuse initial conditions," Journal of Time Series Analysis, Wiley Blackwell, volume 31, issue 6, pages 407-414, November, DOI: 10.1111/j.1467-9892.2010.00673.x.
• Sylvia Kaufmann & Maria Teresa Valderrama, 2010, "The Role Of Credit Aggregates And Asset Prices In The Transmission Mechanism: A Comparison Between The Euro Area And The Usa," Manchester School, University of Manchester, volume 78, issue 4, pages 345-377, July, DOI: 10.1111/j.1467-9957.2009.02139.x.
• Pierre L. Siklos & Yang Zhang, 2010, "Identifying The Shocks Driving Inflation In China," Pacific Economic Review, Wiley Blackwell, volume 15, issue 2, pages 204-223, May, DOI: 10.1111/j.1468-0106.2010.00498.x.
• Thomas J. Flavin & Ekaterini Panopoulou, 2010, "Detecting Shift And Pure Contagion In East Asian Equity Markets: A Unified Approach," Pacific Economic Review, Wiley Blackwell, volume 15, issue 3, pages 401-421, August, DOI: 10.1111/j.1468-0106.2010.00510.x.
• Rosmy Jean Louis & Mohamed Osman & Faruk Balli, 2010, "Is the US Dollar a Suitable Anchor for the Newly Proposed GCC Currency?," The World Economy, Wiley Blackwell, volume 33, issue 12, pages 1898-1922, December.
• Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk, 2010, "Term structure forecasting using macro factors and forecast combination," Working Paper, Norges Bank, number 2010/01, Mar.
• Francesco Ravazzolo & Shaun P. Vahey, 2010, "Forecast densities for economic aggregates from disaggregate ensembles," Working Paper, Norges Bank, number 2010/02, Mar.
• Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud, 2010, "Weights and pools for a Norwegian density combination," Working Paper, Norges Bank, number 2010/06, May.
• Geir E. Alstad, 2010, "The long-run exchange rate for NOK: a BEER approach," Working Paper, Norges Bank, number 2010/19, 19.
• Davide Debortoli & Junior Maih & Ricardo Nunes, 2010, "Loose commitment in medium-scale macroeconomic models: Theory and an application," Working Paper, Norges Bank, number 2010/25, Dec.
• Hilde C. Bjørnland & J rn I. Halvorsen, 2010, "How does monetary policy respond to exchange rate movements? New international evidence," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 1/2010, Nov.
• Halbert White & Karim Chalak & Xun Lu, 2010, "Linking Granger Causality and the Pearl Causal Model with Settable Systems," Boston College Working Papers in Economics, Boston College Department of Economics, number 744, Aug.
• Haroon Mumtaz & Laura Sunder-Plassmann, 2010, "Time-varying dynamics of the real exchange rate. A structural VAR analysis," Bank of England Staff Working Paper series, Bank of England, number 382, Mar.
• Zacharias Bragoudakis & Stelios Panagiotou, 2010, "Determinants of the receipts from shipping services: the case of Greece," Economic Bulletin, Bank of Greece, issue 34, pages 41-55, September.
• Luca Fanelli, 2010, "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 4.
• Miller J. Isaac, 2010, "A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels," Journal of Time Series Econometrics, De Gruyter, volume 2, issue 1, pages 1-38, September, DOI: 10.2202/1941-1928.1057.
• João Frois Caldeira & Marcelo Savino Portugal, 2010, "Long-Short Market Neutral and Index Tracking Strategies Based on Cointegrated Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 4, pages 469-504.
• Alain Guay & Jean-Francois Lamarche, 2010, "Structural change tests for GEL criteria," Working Papers, Brock University, Department of Economics, number 1002, Feb.
• Dominique Guégan, 2010, "Effect of Noise Filtering on Predictions :on the Routes of Chaos," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 2, pages 255-272.
• Yannick Le Pen & Benoît Sévi, 2010, "Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers," Revue économique, Presses de Sciences-Po, volume 61, issue 3, pages 407-419.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/03, Jan.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/04, Jan.
• Massimiliano Caporin & Michael McAleer, 2010, "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/06, Jan.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/19, Apr.
• Manabu Asai & Massimiliano Caporin & Michael McAleer, 2010, "Block Structure Multivariate Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/24, May.
• Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010, "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/27, May.
• Michael McAleer & Massimiliano Caporin, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/32, Apr.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/34, May.
• Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010, "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/38, Jan.
• Michael McAleer & Les Oxley, 2010, "Ten Things We Should Know About Time Series," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/42, Jun.
• David Grreasley, 2010, "Cliometrics and Time Series Econometrics: Some Theory and Applications," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/56, Sep.
• Massimiliano Caporin & Michael McAleer, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/73, Nov.
• Alassane DRABO, 2010, "Interrelationships between Health, Environment Quality and Economic Activity: What Consequences for Economic Convergence," Working Papers, CERDI, number 201005, Jan.
• Bonsoo Koo & Oliver Linton, 2010, "Semiparametric Estimation of Locally Stationary Diffusion Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 551, Aug.
• Gabriella Deborah Legrenzi & Costas Milas, 2010, "Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint," CESifo Working Paper Series, CESifo, number 2926.
• Guglielmo Maria Caporale & Alessandro Girardi, 2010, "Price Formation on the EuroMTS Platform," CESifo Working Paper Series, CESifo, number 2938.