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

2009

• Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009, "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 42, issue 3, pages 1132-1149, August, DOI: 10.1111/j.1540-5982.2009.01541.x.
• Patrick Fève & Alain Guay, 2009, "The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 5, pages 987-1013, August, DOI: 10.1111/j.1538-4616.2009.00241.x.
• Emmanuel De Veirman, 2009, "What Makes the Output–Inflation Trade‐Off Change? The Absence of Accelerating Deflation in Japan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 6, pages 1117-1140, September, DOI: 10.1111/j.1538-4616.2009.00249.x.
• Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009, "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 7, pages 1481-1502, October, DOI: 10.1111/j.1538-4616.2009.00264.x.
• Marco Taboga, 2009, "Macro‐finance VARs and bond risk premia: A caveat," Review of Financial Economics, John Wiley & Sons, volume 18, issue 4, pages 163-171, October, DOI: 10.1016/j.rfe.2009.06.002.
• Joanna Beza-Bojanowska, 2009, "Behavioral and Permanent Zloty/Euro Equilibrium," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 31, Feb.
• Justyna Wróblewska, 2009, "Bayesian Model Selection in the Analysis of Cointegration," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 32, Mar.
• Piotr Orlowski, 2009, "Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 38, Jun.
• Mohd Tahir Ismail & Zaidi Bin Isa, 2009, "Modeling The Interactions Of Stock Price And Exchange Rate In Malaysia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 04, pages 605-619, DOI: 10.1142/S0217590809003471.
• Atilim Seymen, 2009, "Business Cycle Dynamics in the Euro Area: A Factor-SVAR Approach," FIW Working Paper series, FIW, number 038, Dec.
• K. Batu Tunay, 2009, "Uzay-Zaman Ardışık Bağlanım Hareketli Ortalama (UZABHO) Modelleri ve Tahmin Süreci: Türkiye’de Bölgesel Banka Mevduatları Üzerine Bir Uygulama," Working Papers, Yildiz Technical University, Department of Economics, number 0027, Dec, revised Dec 2009.
• K. Batu Tunay, 2009, "Türkiye’de Enflasyon ve Nispi Fiyat Değişkenliği İlişkisi: VABHO Modelleriyle Bir Uzun Dönem Analizi," Working Papers, Yildiz Technical University, Department of Economics, number 0028, Dec, revised Dec 2009.
• Juselius, Mikael & Kim, Moshe & Ringbom, Staffan, 2009, "Do markup dynamics reflect fundamentals or changes in conduct?," Bank of Finland Research Discussion Papers, Bank of Finland, number 12/2009.
• Lanne, Markku & Saikkonen, Pentti, 2009, "Noncausal vector autoregression," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/2009.
• Blaes, Barno, 2009, "Money and monetary policy transmission in the euro area: evidence from FAVAR- and VAR approaches," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,18.
• Knüppel, Malte, 2009, "Efficient estimation of forecast uncertainty based on recent forecast errors," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,28.
• Blank, Sven & Dovern, Jonas, 2009, "What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,15.
• Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G., 2009, "Commonalities in the order book," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-05.
• Trapp, Monika, 2009, "Trading the bond-CDS basis: The role of credit risk and liquidity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-16.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009, "Modelling and forecasting liquidity supply using semiparametric factor dynamics," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/18.
• Hautsch, Nikolaus & Huang, Ruihong, 2009, "The market impact of a limit order," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/23.
• Wieland, Volker, 2009, "Fiscal stimulus and the promise of future spending cuts: A comment," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/26.
• Groß-Klußmann, Axel & Hautsch, Nikolaus, 2009, "Quantifying high-frequency market reactions to real-time news sentiment announcements," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/31.
• Eschenhof, Sabine, 2009, "Standard Taylor rules revisited: A cross country study for European countries," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 196.
• Challet, Damien & Solomon, Sorin & Yaari, Gur, 2009, "The Universal Shape of Economic Recession and Recovery after a Shock," Economics Discussion Papers, Kiel Institute for the World Economy, number 2009-6.
• Challet, Damien & Solomon, Sorin & Yaari, Gur, 2009, "The universal shape of economic recession and recovery after a shock," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-24, DOI: 10.5018/economics-ejournal.ja.2009-.
• Ordóñez, Javier & Jusélius, Katarina, 2009, "Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-30, DOI: 10.5018/economics-ejournal.ja.2009-.
• Tamborini, Roberto, 2009, "The "Credit-Cost Channel" of Monetary Policy. A Theoretical Assessment," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-23, DOI: 10.5018/economics-ejournal.ja.2009-.
• Schreiber, Sven, 2009, "Explaining shifts in the unemployment rate with productivity slowdowns and accelerations: a co-breaking approach," Kiel Working Papers, Kiel Institute for the World Economy, number 1505.
• Aßmann, Christian & Boysen-Hogrefe, Jens, 2009, "Determinants of government bond spreads in the Euro Area: in good times as in bad," Kiel Working Papers, Kiel Institute for the World Economy, number 1548.
• Aumann, Bernd & Scheufele, Rolf, 2009, "Is East Germany Catching Up? A Time Series Perspective," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 14/2009.
• Schlüter, Stephan, 2009, "A two-factor model for electricity prices with dynamic volatility," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 04/2009.
• Belke, Ansgar & Bordon, Ingo G. & Hendricks, Torben W., 2009, "Global Liquidity and Commodity Prices – A Cointegrated VAR Approach for OECD Countries," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 102.
• Amendola, Alessandra & Storti, Giuseppe, 2009, "Combination of multivariate volatility forecasts," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-007.
• Hanewald, Katja, 2009, "Lee-Carter and the macroeconomy," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-008.
• Örsal, Deniz Dilan Karaman & Droge, Bernd, 2009, "On the existence of the moments of the asymptotic trace statistic," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-012.
• Grith, Maria & Härdle, Wolfgang Karl & Park, Juhyun, 2009, "Shape invariant modelling pricing kernels and risk aversion," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-041.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009, "Modelling and forecasting liquidity supply using semiparametric factor dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-044.
• Hautsch, Nikolaus & Huang, Ruihong, 2009, "The market impact of a limit order," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-051.
• Groß-Klußmann, Axel & Hautsch, Nikolaus, 2009, "Quantifying high-frequency market reactions to real-time news sentiment announcements," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-063.
• Mell, Thomas & Wartenburger, Isabell & Marschner, Alexander & Villringer, Arno & Reischies, Friedel M. & Heekeren, Hauke R., 2009, "Altered Function of Ventral Striatum during Reward-Based Decision Making in Old Age," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-064.
• Schmitz, Jochen & von Ledebur, Ernst-Oliver, 2009, "Maispreisverhalten - Maispreistransmission während des Preisbooms an den Terminmärkten," Arbeitsberichte aus der vTI-Agrarökonomie, Johann Heinrich von Thünen Institute, Federal Research Institute for Rural Areas, Forestry and Fisheries, number 02/2009.
• Seymen, Atilim & Kappler, Marcus, 2009, "The role of structural common and country-specific shocks in the business cycle dynamics of the G7 countries," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-015.
• Julia Casutt & Ulrich Woitek, 2009, "Grain prices and mortality in Vienna, 1648-1754," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 461, Dec.
• Céline Gimet, 2009, "The spread of international financial shocks to Asean countries," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0928.
• Cinzia Alcidi, 2009, "The Effect of Equity Market Integration on the Transmission Monetary Policy. Evidence from Australia," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 03-2009, Mar.
• Xiaoshan Chen & Terence C. Mills, 2009, "Measuring the Euro area output gap using multivariate unobserved components models containing phase shifts," Working Papers, Business School - Economics, University of Glasgow, number 2009_35, Nov, revised Jul 2010.
• João Sousa Andrade, 2009, "The PIGS, does the Group Exist? An empirical macroeconomic analysis based on the Okun Law," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2009-11, Sep.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2009, "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2009-15, Nov.
• Helen Higgs, 2009, "Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:200904, Apr.
• Tara M. Sinclair & Dennis W. Jensen & Michael D. Bradley, 2009, "How Well Does "Core" CPI Capture Permanent Price Changes?," Working Papers, The George Washington University, Institute for International Economic Policy, number 2009-13, Oct.
• Tara Sinclair & Dennis W. Jansen & Michael D. Bradley, 2009, "How Well Does "Core" CPI Capture Permanent Price Changes?," Working Papers, The George Washington University, Institute for International Economic Policy, number 2010-09, Oct.
• Djamel Kirat & Ibrahim Ahamada, 2009, "The impact of the European Union Emission Trading Scheme on electricity generation sectors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00378317, Apr.
• François Gardes & Christophe Starzec, 2009, "Polish Households' behavior in the Regular and Informal Economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00375543, Mar.
• Cyril Caillault & Dominique Guegan, 2009, "Forecasting VaR and Expected Shortfall using Dynamical Systems: A Risk Management Strategy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00375765, Apr.
• Lanouar Charfeddine & Dominique Guegan, 2009, "Breaks or Long Memory Behaviour: An empirical Investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00377485, Apr.
• Djamel Kirat & Ibrahim Ahamada, 2009, "The impact of the European Union Emission Trading Scheme on electricity generation sectors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00384496, Apr.
• Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009, "D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00389773, May.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00389789, May.
• François Gardes & Christophe Starzec, 2009, "Polish Households' Behavior in the Regular and Informal Economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00449447, Sep, DOI: 10.3917/reco.605.1181.
• R. Beaupain & A. Durre, 2009, "The interday and intraday patterns of the overnight market: evidence from an electronic platform," Post-Print, HAL, number hal-00393027, Jun.
• Steve Lawford & Michalis P. Stamatogiannis, 2009, "The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators," Post-Print, HAL, number hal-00563603, Feb, DOI: 10.1016/j.jeconom.2008.10.004.
• Cornel Oros & Camélia Turcu, 2009, "The Monetary Transmission Mechanisms in the CEECs : A Structural VAR Approach," Post-Print, HAL, number hal-00954297.
• Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2009, "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," Post-Print, HAL, number hal-01612710.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2009, "Does a Monetary Union protect against foreign shocks? An assessment of Latin American integration using a Bayesian VAR," Post-Print, HAL, number hal-01791864, DOI: 10.1016/j.jpolmod.2008.09.002.
• Jinzhao Chen, 2009, "Beyond Cheap Talks: Assessing the Undervaluation of the Chinese Currency between 1994 and 2007," Post-Print, HAL, number hal-03722246, DOI: 10.3917/ecoi.119.0047.
• Lanouar Charfeddine & Dominique Guegan, 2009, "Breaks or Long Memory Behaviour: An empirical Investigation," Post-Print, HAL, number halshs-00377485, Apr.
• Djamel Kirat & Ibrahim Ahamada, 2009, "The impact of the European Union Emission Trading Scheme on electricity generation sectors," Post-Print, HAL, number halshs-00384496, Apr.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Post-Print, HAL, number halshs-00389789, May.
• Céline Gimet, 2009, "The spread of international financial shocks to Asean countries," Post-Print, HAL, number halshs-00464216.
• Djamel Kirat & Ibrahim Ahamada, 2009, "The impact of the European Union Emission Trading Scheme on electricity generation sectors," Working Papers, HAL, number hal-00378317, Apr.
• Nicolas Gérard Vaillant & François-Charles Wolff, 2009, "Does punishment of minor sexual offences deter rapes? Longitudinal evidence from France," Working Papers, HAL, number hal-00424479.
• Zsolt Darvas, 2009, "Monetary Transmission in Three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0913, Jul.
• Zsolt Darvas, 2009, "The Impact of the Crisis on Budget Policy in Central and Eastern Europe," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0924, Nov.
• Sebastian Dullien & Ulrich Fritsche & Ingrid Groessl & Michael Paetz, 2009, "Adjustment in EMU: Is Convergence Assured?," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200907, Sep.
• Ahlgren, Niklas & Juselius, Mikael, 2009, "Tests for Cointegration Rank and the Initial Condition," Working Papers, Hanken School of Economics, number 539, May.
• Li, Yushu & Shukur, Ghazi, 2009, "Testing for Unit Root against LSTAR model – wavelet improvements under GARCH distortion," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 184, Aug.
• Westerlund, Joakim & Blomquist, Johan, 2009, "Are Crime Rates Really Stationary?," Working Papers in Economics, University of Gothenburg, Department of Economics, number 381, Sep.
• Johansson, Anders C., 2009, "An Analysis Of Dynamic Risk In The Greater China Equity Markets," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-5, Mar.
• Johansson, Anders C., 2009, "Is U.S. Money Causing China'S Output?," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-6, Mar, revised 15 May 2009.
• Johansson, Anders C., 2009, "Asian Sovereign Debt and Country Risk," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-11, Dec.
• Roine, Jesper & Waldenström, Daniel, 2009, "Common Trends and Shocks to Top Incomes – A Structural Breaks Approach," Working Paper Series, Research Institute of Industrial Economics, number 801, Jun.
• Joakim, Westerlund & Johan, Blomquist, 2009, "Are Crime Rates Really Stationary?," Working Papers, Lund University, Department of Economics, number 2009:20, Dec.
• Biørn, Erik, 2009, "Modelling Addiction in Life-Cycle Models: Revisiting the Treatment of Latent Stocks and Other Unobservables," Memorandum, Oslo University, Department of Economics, number 26/2009, Dec.
• Lönnbark, Carl, 2009, "On risk prediction," Umeå Economic Studies, Umeå University, Department of Economics, number 770, May.
• Salman, A. Khalik & Arnesson, Leif & Sörensson, Anna & Shukur, Ghazi, 2009, "Estimating the Swedish and Norwegian international tourism demand using (ISUR) technique," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:12, May.
• Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009, "A High-Low Model of Daily Stock Price Ranges," Working Papers, Hong Kong Institute for Monetary Research, number 032009, Jan.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009, "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-037, Mar.
• Drew Creal & Siem Jan Koopman & Andre Lucas, 2009, "A General Framework for Observation Driven Time-Varying Parameter Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-038, Mar.
• Gaffari Ramadhan, 2009, "Analisis Keterkaitan Harga Antar Kelompok Komoditas Pembentuk Inflasi Di Sumatera Barat," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 11, issue 3, pages 233-274, January, DOI: https://doi.org/10.21098/bemp.v11i3.
• Aam Slamet Rusydiana, 2009, "Mekanisme Transmisi Syariah Pada Sistem Moneter Ganda Di Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 11, issue 4, pages 345-367, April, DOI: https://doi.org/10.21098/bemp.v11i4.
• Mohamed A. Osman & Rosmy Jean Louis & Faruk Balli, 2009, "Output gap and inflation nexus: the case of United Arab Emirates," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, volume 1, issue 1, pages 118-135.
• Juan Angel Lafuente & Javier Ordonez, 2009, "The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 1, issue 1, pages 75-95.
• Vincent Brousseau & Alexandre Chailloux & Alain Durré, 2009, "Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing," Working Papers, IESEG School of Management, number 2009-ECO-10, Dec.
• Mutl, Jan, 2009, "Consistent Estimation of Global VAR Models," Economics Series, Institute for Advanced Studies, number 234, Feb.
• Costantini, Mauro & Pappalardo, Carmine, 2009, "A Hierarchical Procedure for the Combination of Forecasts ; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not," Economics Series, Institute for Advanced Studies, number 240, Jul.
• Costantini, Mauro & Kunst, Robert M., 2009, "Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System," Economics Series, Institute for Advanced Studies, number 243, Sep.
• Kıvılcım METİN-ÖZCAN & Koray KALAFATCILAR, 2009, "Factors influencing relative price of goods and services sectors in Turkey: An econometric analysis," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 285, pages 48-72.
• Levent KORAP, 2009, "On the links between inflation, output growth and uncertainty: System-GARCH evidence from the Turkish economy," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 285, pages 89-110.
• Khurshid M. Kiani, 2009, "Asymmetries in Macroeconomic Time Series in Eleven Asian Economies," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 8, issue 1, pages 37-54, April.
• Per Asberg Sommar & Hovick Shahnazarian, 2009, "Interdependencies between Expected Default Frequency and the Macro Economy," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 3, pages 83-110, September.
• Hyun Shin & Reint Gropp, 2009, "Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 1, March.
• Patricio Jaramillo, 2009, "Estimación de VAR Bayesianos para la Economía Chilena," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 24, issue 1, pages 101-126, Junio.
• Carlos Garcia & Wildo Gonzalez, 2009, "Rationale behind the responses of monetary policy to the real exchange rate in small open economies," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv228, Dec.
• Kozo Ueda, 2009, "Determinants of Households' Inflation Expectations," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-08, Mar.
• Nathaniel Frank & Mr. Heiko Hesse, 2009, "Financial Spillovers to Emerging Markets During the Global Financial Crisis," IMF Working Papers, International Monetary Fund, number 2009/104, May.
• Sebastian Dullien & Ulrich Fritsche & Ingrid Groessl & Michael Paetz, 2009, "Adjustment in EMU: Is Convergence Assured?," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 07-2009.
• Óscar Reinaldo Becerra & Luis Fernando Melo Velandia., 2009, "Transmisión de Tasas de Interés bajo el Esquema de Metas de Inflación: Evidencia para Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 46, issue 133, pages 107-134.
• Tatiana Cesaroni & Louis Maccini & Marco Malgarini, 2009, "Business cycle volatility and inventories behavior:new evidence for the Euro Area," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 108, Jan.
• Necmettin Alpay KOCAK, 2009, "Sanayi Uretiminde Tatil Etkileri," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 10, issue 1, pages 20-28, November.
• Congregado, Emilio & Golpe, Antonio A. & Parker, Simon C., 2009, "The Dynamics of Entrepreneurship: Hysteresis, Business Cycles and Government Policy," IZA Discussion Papers, IZA Network @ LISER, number 4093, Mar.
• Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2009, "Oil Exports and the Iranian Economy," IZA Discussion Papers, IZA Network @ LISER, number 4537, Oct.
• Paul Turner, 2009, "Testing for cointegration using the Johansen approach: are we using the correct critical values?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 5, pages 825-831, DOI: 10.1002/jae.1073.
• Andrew Mountford & Harald Uhlig, 2009, "What are the effects of fiscal policy shocks?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 6, pages 960-992, DOI: 10.1002/jae.1079.
• Jamal Husein, 2009, "Export-led growth hypothesis: a multivariate cointegration and causality evidence for Jordan," Journal of Developing Areas, Tennessee State University, College of Business, volume 42, issue 2, pages 253-266, January-M.
• Cem Payaslioglu, 2009, "Common features and stylized facts in Turkish macroeconomy," Journal of Developing Areas, Tennessee State University, College of Business, volume 43, issue 1, pages 155-176, September.
• Hrushikesh Mallick, 2009, "Examining the linkage between energy consumption and economic growth in India," Journal of Developing Areas, Tennessee State University, College of Business, volume 43, issue 1, pages 249-280, September.
• Shyh-Wei Chen & Wen-Lin Hsu, 2009, "Testing the Long-Run Neutrality of Money:The Case of Japan, South Korea and Taiwan," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 5, issue 1, pages 1-27, January.
• Warapong Wongwachara & Anusorn Minphimai, 2009, "Unobserved Component Models of the Phillips Relation in the ASEAN Economy," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 5, issue 2, pages 241-256, July.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2009, "Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2009-13, Oct.
• Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009, "A high-low model of daily stock price ranges," Journal of Forecasting, John Wiley & Sons, Ltd., volume 28, issue 2, pages 103-119, DOI: 10.1002/for.1087.
• Oliver Blaskowitz & Helmut Herwartz, 2009, "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., volume 28, issue 7, pages 575-594, DOI: 10.1002/for.1121.
• Hiroaki Chigira & Taku Yamamoto, 2009, "Forecasting in large cointegrated processes," Journal of Forecasting, John Wiley & Sons, Ltd., volume 28, issue 7, pages 631-650, DOI: 10.1002/for.1076.
• Chew Lian Chua & Sarantis Tsiaplias, 2009, "Can consumer sentiment and its components forecast Australian GDP and consumption?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 28, issue 8, pages 698-711, DOI: 10.1002/for.1120.
• William Barnett & W. Erwin Diewert & Arnold Zellner, 2009, "Introduction to Measurement with Theory," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200906, Apr, revised Apr 2009.
• Massimo Guidolin & Giovanna Nicodano, 2009, "Small caps in international equity portfolios: the effects of variance risk," Annals of Finance, Springer, volume 5, issue 1, pages 15-48, January, DOI: 10.1007/s10436-007-0090-2.
• Massimiliano Kaucic, 2009, "Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 34, issue 2, pages 173-193, September, DOI: 10.1007/s10614-009-9176-4.
• Paul Gaggl & Serguei Kaniovski & Klaus Prettner & Thomas Url, 2009, "The short and long-run interdependencies between the Eurozone and the USA," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 36, issue 2, pages 209-227, May, DOI: 10.1007/s10663-008-9081-4.
• Myriam Nourry, 2009, "Re-Examining the Empirical Evidence for Stochastic Convergence of Two Air Pollutants with a Pair-Wise Approach," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 44, issue 4, pages 555-570, December, DOI: 10.1007/s10640-009-9301-9.
• Ernst Konrad, 2009, "The impact of monetary policy surprises on asset return volatility: the case of Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 2, pages 111-135, June, DOI: 10.1007/s11408-009-0102-5.
• Héléna Beltran-Lopez & Pierre Giot & Joachim Grammig, 2009, "Commonalities in the order book," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 3, pages 209-242, September, DOI: 10.1007/s11408-009-0109-y.
• M. Deetz & T. Poddig & I. Sidorovitch & A. Varmaz, 2009, "An evaluation of conditional multi-factor models in active asset allocation strategies: an empirical study for the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 3, pages 285-313, September, DOI: 10.1007/s11408-009-0106-1.
• Luiz Cerqueira & Adrian Pizzinga & Cristiano Fernandes, 2009, "Methodological Procedure for Estimating Brazilian Quarterly GDP Series," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 1, pages 102-114, February, DOI: 10.1007/s11294-008-9187-2.
• Luis Gil-Alana, 2009, "Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 2, pages 143-155, May, DOI: 10.1007/s11294-008-9198-z.
• Estefanía Mourelle & José Cancelo, 2009, "Nonlinearities and the Business Cycle in Spanish Imports: A Smooth Transition Regression Approach," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 2, pages 245-259, May, DOI: 10.1007/s11294-008-9193-4.
• Attiat Ott, 2009, "Introduction to the Special Issue," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 3, pages 267-271, August, DOI: 10.1007/s11294-009-9213-z.
• Sung No & Michael Salassi, 2009, "A Sequential Rationality Test of USDA Preliminary Price Estimates for Selected Program Crops: Rice, Soybeans, and Wheat," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 4, pages 470-482, November, DOI: 10.1007/s11294-009-9228-5.
• Feng Guo & Hung-Gay Fung & Ying Huang, 2009, "The Dynamic Impact of Macro Shocks on Insurance Premiums," Journal of Financial Services Research, Springer;Western Finance Association, volume 35, issue 3, pages 225-244, June, DOI: 10.1007/s10693-009-0052-0.
• Benjamas Jirasakuldech & Robert Campbell & Riza Emekter, 2009, "Conditional Volatility of Equity Real Estate Investment Trust Returns: A Pre- and Post-1993 Comparison," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 2, pages 137-154, February, DOI: 10.1007/s11146-007-9079-x.
• Sei-Wan Kim & Radha Bhattacharya, 2009, "Regional Housing Prices in the USA: An Empirical Investigation of Nonlinearity," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 4, pages 443-460, May, DOI: 10.1007/s11146-007-9094-y.
• Sophocles Brissimis & Thomas Vlassopoulos, 2009, "The Interaction between Mortgage Financing and Housing Prices in Greece," The Journal of Real Estate Finance and Economics, Springer, volume 39, issue 2, pages 146-164, August, DOI: 10.1007/s11146-008-9109-3.
• Steven Clark & T. Coggin, 2009, "Trends, Cycles and Convergence in U.S. Regional House Prices," The Journal of Real Estate Finance and Economics, Springer, volume 39, issue 3, pages 264-283, October, DOI: 10.1007/s11146-009-9183-1.
• Patrick Minford & Konstantinos Theodoridis & David Meenagh, 2009, "Testing a Model of the UK by the Method of Indirect Inference," Open Economies Review, Springer, volume 20, issue 2, pages 265-291, April, DOI: 10.1007/s11079-008-9085-5.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2009, "Modeling the Impact of Real and Financial Shocks on Mercosur: The Role of the Exchange Rate Regime," Open Economies Review, Springer, volume 20, issue 3, pages 359-384, July, DOI: 10.1007/s11079-007-9069-x.
• Matthias Burgert & Stephane Dees, 2009, "Forecasting World Trade: Direct Versus “Bottom-Up” Approaches," Open Economies Review, Springer, volume 20, issue 3, pages 385-402, July, DOI: 10.1007/s11079-007-9068-y.
• David Meenagh & Patrick Minford & Michael Wickens, 2009, "Testing a DSGE Model of the EU Using Indirect Inference," Open Economies Review, Springer, volume 20, issue 4, pages 435-471, September, DOI: 10.1007/s11079-009-9107-y.
• Mikael Bask & Jarko Fidrmuc, 2009, "Fundamentals and Technical Trading: Behavior of Exchange Rates in the CEECs," Open Economies Review, Springer, volume 20, issue 5, pages 589-605, November, DOI: 10.1007/s11079-008-9095-3.
• Apostolos Serletis & Sajjadur Rahman, 2009, "The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR," Open Economies Review, Springer, volume 20, issue 5, pages 607-630, November, DOI: 10.1007/s11079-008-9101-9.
• J. Cuñado & L. Gil-Alana & F. Gracia, 2009, "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 3, pages 233-252, October, DOI: 10.1007/s11156-009-0111-5.
• Sang Hoon Kang & Seong-Min Yoon, 2009, "Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation," Korean Economic Review, Korean Economic Association, volume 25, pages 387-411.
• Kamil Yilmaz, 2009, "International Business Cycle Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 0903, Mar, revised Nov 2009.
• Yoichi Matsubayashi, 2009, "Exchange Rate, Expected Profit, and Capital Stock Adjustment: Japanese Experience," Discussion Papers, Graduate School of Economics, Kobe University, number 0828, Mar.
• Sule Akkoyunlu & Frank R. Lichtenberg & Boriss Silverstovs & Peter Zweifel, 2009, "Spurious correlation in estimation of the health production function," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 09-227, May, DOI: 10.3929/ethz-a-005799493.
• Søren Johansen & Anders Rygh Swensen, 2009, "On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations," Discussion Papers, University of Copenhagen. Department of Economics, number 09-10, May.
• Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2009, "An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application," Discussion Papers, University of Copenhagen. Department of Economics, number 09-13, Jul.
• Stephen Hall & P.A.V.B. Swamy & George S. Tavlas, 2009, "The Nonexistence of Instrumental Variables," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 09/16, Sep.
• Kevin Lee & Anthony Garratt & Kalvinder Shields, 2009, "Measuring the Natural Output Gap using Actual and Expected Output Data," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 09/21, Oct.
• Günter Coenen & Frank Smets & Igor Vetlov, 2009, "Estimation of the Euro Area Output Gap Using the NAWM," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 5, Jun.
• Adem Y. Elveren & James K. Galbraith, 2009, "Pay Inequality in Turkey in the Neo-Liberal Era, 1980-2001," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 6, issue 2, pages 177-206, December.
• Lestano, 2009, "Monetary Policy and Trade Balance in Indonesia: Evidence from a Structural VAR Analysis," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 57, pages 181-202, August.
• Rodica CALOTA, 2009, "Conversii perceptive in romanul Ion (de Liviu Rebreanu)," Revista romaneasca pentru educatie multidimensionala - Journal for Multidimensional Education, Editura Lumen, Department of Economics, volume 1, issue , pages 59-81, August.
• Olfa Maalaoui & Georges Dionne & Pascal François, 2009, "Credit Spread Changes within Switching Regimes," Cahiers de recherche, CIRPEE, number 0905.
• Alain Guay & Emmanuel Guerre & Stepana Lazarova, 2009, "Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients," Cahiers de recherche, CIRPEE, number 0925.
• Georges Dionne & Pascal François & Olfa Maalaoui Chun, 2009, "Detecting Regime Shifts in Corporate Credit Spreads," Cahiers de recherche, CIRPEE, number 0929.
• Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche, CIRPEE, number 0948.
• Saroja Selvanathan & Selvanathan & Brinda Viswanathan, 2009, "Causality between Foreign Direct Investment and Tourism: Empirical Evidence from India," Working Papers, Madras School of Economics,Chennai,India, number 2009-046, Apr.
• Mardi Dungey & Denise R Osborn, 2009, "Modelling International Linkages for Large Open Economies: US and Euro Area," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 121.
• Otilia Boldea & Alastair R. Hall, 2009, "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 126.
• Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009, "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 127.
• Martin Mandler, 2009, "The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200945.
• Martin Mandler, 2009, "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200947.
• Patrick Fève & Alain Guay, 2009, "The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 5, pages 987-1013, August.
• Emmanuel De Veirman, 2009, "What Makes the Output-Inflation Trade-Off Change? The Absence of Accelerating Deflation in Japan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 6, pages 1117-1140, September.