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

• Holt, Matthew T. & Goodwin, Barry K., 2009, "The Almost Ideal and Translog Demand Systems," MPRA Paper, University Library of Munich, Germany, number 15092, Mar.
• Boubacar Mainassara, Yacouba & Francq, Christian, 2009, "Estimating structural VARMA models with uncorrelated but non-independent error terms," MPRA Paper, University Library of Munich, Germany, number 15141.
• Luati, Alessandra & Proietti, Tommaso, 2009, "Hyper-spherical and Elliptical Stochastic Cycles," MPRA Paper, University Library of Munich, Germany, number 15169, May.
• Caiado, Jorge & Crato, Nuno, 2009, "Identifying common dynamic features in stock returns," MPRA Paper, University Library of Munich, Germany, number 15241, Apr.
• Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2009, "Comparison of time series with unequal length in the frequency domain," MPRA Paper, University Library of Munich, Germany, number 15310, Apr.
• Holt, Matthew T. & Balagtas, Joseph V., 2009, "Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand," MPRA Paper, University Library of Munich, Germany, number 15331, May.
• Liew, Venus Khim-Sen, 2009, "Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen," MPRA Paper, University Library of Munich, Germany, number 15550, revised 05 Jun 2009.
• Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar, 2009, "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change," MPRA Paper, University Library of Munich, Germany, number 15624, Jan.
• Vazquez, Miguel & Barquín, Julián, 2009, "A fundamental power price model with oligopolistic competition representation," MPRA Paper, University Library of Munich, Germany, number 15629, Jun.
• Stavarek, Daniel & Dohnal, Marek, 2009, "Exchange Market Pressure in Central Europe: An Application of the Girton-Roper Model," MPRA Paper, University Library of Munich, Germany, number 15744, Jun.
• Demary, Markus, 2009, "The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics," MPRA Paper, University Library of Munich, Germany, number 15978, May.
• Guidi, Francesco, 2009, "The economic effects of oil prices shocks on the UK manufacturing and services sector," MPRA Paper, University Library of Munich, Germany, number 16171.
• Hussain, Karrar, 2009, "Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan," MPRA Paper, University Library of Munich, Germany, number 16486, Aug.
• Hyeongwoo, Kim, 2009, "Generalized Impulse Response Analysis: General or Extreme?," MPRA Paper, University Library of Munich, Germany, number 17014, Apr.
• Mirdala, Rajmund, 2009, "Shocking aspects of monetary integration (SVAR approach)," MPRA Paper, University Library of Munich, Germany, number 17057, Jun.
• Mirdala, Rajmund, 2009, "Vplyv inflačných očakávaní na vývoj úrokových sadzieb v krajinách Višegrádskej štvorky
  [Inflation expectations and interest rates development in the Visegrad countries]," MPRA Paper, University Library of Munich, Germany, number 17059, Mar.
• Bušs, Ginters, 2009, "Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn," MPRA Paper, University Library of Munich, Germany, number 17273, Sep.
• Abdul Karim, Bakri & Abdul Majid, M. Shabri & Abdul Karim, Samsul Ariffin, 2009, "Financial Integration between Indonesia and Its Major Trading Partners," MPRA Paper, University Library of Munich, Germany, number 17277, Sep.
• Hernandez Martinez, Fernando, 2009, "Efectos del incremento del precio del petróleo en la economía española: Análisis de cointegración y de la política monetaria mediante reglas de Taylor
  [Oil price shocks and the spanish economy: Cointegration analysis and monetary policy under Tayl," MPRA Paper, University Library of Munich, Germany, number 18056, Feb.
• Aguilar, Juan Francisco, 2009, "Modelo Para El Mejoramiento De La Gestión De Inventarios Del Banco Central Del Ecuador
  [Model for the currency management´s improvement of the Central Bank of Ecuador]," MPRA Paper, University Library of Munich, Germany, number 18065, Oct.
• Chatterjee, Sidharta, 2009, "Market Wide Liquidity Instability in Business Cycles," MPRA Paper, University Library of Munich, Germany, number 18117, Oct.
• Cheng, Ka Ming & Kim, Hyeongwoo & Thompson, Henry, 2009, "The Exchange Rate and US Tourism Balance of Trade," MPRA Paper, University Library of Munich, Germany, number 18318, Oct.
• Cellini, Roberto & Cuccia, Tiziana, 2009, "Museum and monument attendance and tourism flow: A time series analysis approach," MPRA Paper, University Library of Munich, Germany, number 18908, Nov.
• Saidón, Mariana, 2009, "Evidence of the role of the real exchange rate in the growth of the GDP in Argentina (1989-2007)," MPRA Paper, University Library of Munich, Germany, number 18917, Mar.
• Boubacar Mainassara, Yacouba, 2009, "Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms," MPRA Paper, University Library of Munich, Germany, number 18990, Dec.
• Korap, Levent, 2009, "On the links between inflation, output growth and uncertainty: system-GARCH evidence from the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 19054, Dec.
• Gonzalez-Astudillo, Manuel, 2009, "An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play," MPRA Paper, University Library of Munich, Germany, number 19153, Dec.
• Korap, Levent & Saatçioğlu, Cem, 2009, "New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 19246, Jul.
• Mirdala, Rajmund, 2009, "Exchange rate pass-through to domestic prices in the Central European countries," MPRA Paper, University Library of Munich, Germany, number 19282, Jul.
• Levent, Korap, 2009, "Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme
  [An investigation for the inflation and inflation uncertainty relationship upon the G7 economies]," MPRA Paper, University Library of Munich, Germany, number 19478.
• Mirdala, Rajmund, 2009, "Effects of Fiscal Policy Shocks in the European Transition Economies," MPRA Paper, University Library of Munich, Germany, number 19481, Oct.
• Levent, Korap, 2009, "Parasal büyüme ve tüketici enflasyonu değişim oranı arasındaki nedensellik ilişkisi üzerine bir deneme: Türkiye örneği
  [An essay upon the causality relationship between the monetary growth and the change in inflation: the case of Turkey]," MPRA Paper, University Library of Munich, Germany, number 19537.
• Levent, Korap, 2009, "The search for co-integration between money, prices and income: low frequency evidence from the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 19557.
• Bashar, Omar H M N, 2009, "The Nature of Aggregate Demand and Supply Shocks in ASEAN Countries," MPRA Paper, University Library of Munich, Germany, number 19881, Dec.
• Omay, Tolga & Aluftekin, Nilay & Karadagli, Ece C., 2009, "The relationship between output growth and inflation: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 19953, Sep.
• Todd, Prono, 2009, "Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique," MPRA Paper, University Library of Munich, Germany, number 20031, Sep.
• Todd, Prono, 2009, "GARCH-Based Identification and Estimation of Triangular Systems," MPRA Paper, University Library of Munich, Germany, number 20032, Sep.
• Pirtea, Marilen & Dima, Bogdan & Milos, Laura Raisa, 2009, "The companies financial architecture and the market values: is there an interlinkage ? The case of Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 20084, Sep.
• Alinsato, Alastaire Sèna, 2009, "Electricity consumption and GDP in an electricity community: Evidence from bound testing cointegration and Granger-causality tests," MPRA Paper, University Library of Munich, Germany, number 20816, Jul.
• Korobilis, Dimitris, 2009, "VAR forecasting using Bayesian variable selection," MPRA Paper, University Library of Munich, Germany, number 21124, Dec.
• Rashid, Abdul & Ling, Jeffrey, 2009, "Fundamentals and Exchange Rates: Evidence from ASEAN-5," MPRA Paper, University Library of Munich, Germany, number 22451, Nov.
• Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009, "Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features," MPRA Paper, University Library of Munich, Germany, number 22550, Jan.
• Cioffi, Antonio & Santeramo, Fabio Gaetano & Vitale, Cosimo, 2009, "The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes," MPRA Paper, University Library of Munich, Germany, number 25718.
• Bandyopadhyay, Kaushik Ranjan, 2009, "Does OPEC act as a Residual Producer?," MPRA Paper, University Library of Munich, Germany, number 25841, revised 2010.
• Di Giulio, Daniele, 2009, "Bank lending to the production sector: credit crunch or extra-credit?," MPRA Paper, University Library of Munich, Germany, number 26824, Nov.
• Senyuz, Zeynep, 2009, "Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market," MPRA Paper, University Library of Munich, Germany, number 26855, Mar, revised Mar 2010.
• Pomenkova, Jitka & Kapounek, Svatopluk, 2009, "Interest rates and prices causality in the Czech Republic - Granger approach," MPRA Paper, University Library of Munich, Germany, number 27390, Jul.
• Korobilis, Dimitris, 2009, "Assessing the transmission of monetary policy using dynamic factor models," MPRA Paper, University Library of Munich, Germany, number 27593, May, revised Nov 2010.
• Boschi, Melisso & Girardi, Alessandro, 2009, "The contribution of domestic, regional and international factors to Latin America's business cycle," MPRA Paper, University Library of Munich, Germany, number 28147, Jul.
• Karahasan, Burhan Can, 2009, "Causal Links Between Trade And Economic Growth Evidence From Turkey And European Union Countries," MPRA Paper, University Library of Munich, Germany, number 29809, revised 2011.
• Craigwell, Roland & Greenidge, Kevin & Maynard, Tracy, 2009, "Exchange rate regimes and monetary autonomy: Empirical evidence from selected Caribbean countries," MPRA Paper, University Library of Munich, Germany, number 33437.
• Jean Louis, Rosmy & Balli, Faruk & Osman, Mohammad, 2009, "Is the US dollar a suitable anchor for the newly proposed GCC currency?," MPRA Paper, University Library of Munich, Germany, number 34003, revised 2010.
• Ramon Antonio, Rosales Alvarez & Jorge Andres, Perdomo Calvo & Carlos Andres, Morales Torrado & Jaime Alejandro, Urrego Mondragon, 2009, "Fundamentos de econometría intermedia: Teoría y aplicaciones
  [Intermediate economics: Theory and applications]," MPRA Paper, University Library of Munich, Germany, number 37183, Jan.
• Kueh, Jerome Swee-Hui & Puah, Chin-Hong & Abu Mansor, Shazali, 2009, "Empirical analysis on emerging issues of Malaysia outward FDI from macroeconomic perspective," MPRA Paper, University Library of Munich, Germany, number 37680.
• Dinda, Soumyananda, 2009, "Factors determining FDI in Nigeria: an empirical investigation," MPRA Paper, University Library of Munich, Germany, number 40172, revised 16 Jul 2012.
• Foueka, Romuald, 2009, "Essai de justification de la croissance des dépenses publiques au Cameroun
  [Attempt to justify the growth of public expenditure in Cameroon]," MPRA Paper, University Library of Munich, Germany, number 40822, Sep, revised 10 Dec 2011.
• Bandi, Federico & Corradi, Valentina & Moloche, Guillermo, 2009, "Bandwidth selection for continuous-time Markov processes," MPRA Paper, University Library of Munich, Germany, number 43682, Oct.
• niaz ahmad mohd, Naseem & yusop, Zulkornain & masron, Tajul ariffin, 2009, "How did the Malaysian real exchange rate misalign during the 1997 Asian crisis?," MPRA Paper, University Library of Munich, Germany, number 44922.
• Jiranyakul, Komain, 2009, "Relationship among Money, Prices and Aggregate Output in Thailand," MPRA Paper, University Library of Munich, Germany, number 46963.
• Ucal, Meltem & Bilgin, Mehmet Huseyin, 2009, "Income Inequality and FDI in Turkey: FM-OLS (Phillips-Hansen) Estimation and ARDL Approach to Cointegration," MPRA Paper, University Library of Munich, Germany, number 48765, Jan.
• Gautam, Bishnu Prasad, 2009, "Financing Practices Of Banks And Financial Institutions In Nepal," MPRA Paper, University Library of Munich, Germany, number 58354, May, revised 05 Jul 2011.
• Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," MPRA Paper, University Library of Munich, Germany, number 66065, revised 2009.
• Barışık, Salih & Cevik, Emrah Ismail, 2009, "Hysteresis in unemployment: evidence from sector-specific unemployment in Turkey," MPRA Paper, University Library of Munich, Germany, number 71483, revised 2009.
• Coenen, Gunter, 2009, "Extending the NAWM with a partial indexation mechanism linking wages and trend productivitiy," MPRA Paper, University Library of Munich, Germany, number 86153, Oct.
• Ketenci, Natalya, 2009, "The ARDL Approach to Cointegration Analysis of Tourism Demand in Turkey: with Greece as the substitution destination," MPRA Paper, University Library of Munich, Germany, number 86602.
• Rangan Gupta & Stephen M. Miller, 2009, "“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix," Working Papers, University of Pretoria, Department of Economics, number 200901, Jan.
• Rangan Gupta & Alain Kabundi, 2009, "The Effect Of Monetary Policy On House Price Inflation: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers, University of Pretoria, Department of Economics, number 200903, Jan.
• Rangan Gupta & Marius Jurgilas & Alain Kabundi, 2009, "The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers, University of Pretoria, Department of Economics, number 200905, Jan.
• Rangan Gupta & Stephen M. Miller, 2009, "The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market," Working Papers, University of Pretoria, Department of Economics, number 200908, Feb.
• Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2009, "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers, University of Pretoria, Department of Economics, number 200911, Mar.
• Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009, "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers, University of Pretoria, Department of Economics, number 200912, May.
• Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2009, "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 200913, Jun.
• Rangan Gupta & Alain Kabundi & Mampho P. Modise, 2009, "Has the SARB Become More Effective Post Inflation Targeting?," Working Papers, University of Pretoria, Department of Economics, number 200925, Nov.
• Rangan Gupta & Christian K. Tipoy & Sonali Das, 2009, "Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?," Working Papers, University of Pretoria, Department of Economics, number 200926, Dec.
• Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009, "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers, University of Pretoria, Department of Economics, number 200927, Dec.
• Jiří Škop & Jan Vejmělek, 2009, "Od parity kupní síly k natrexu - případ české koruny
  [From PPP to Natrex - the Case of Czech Crown]," Politická ekonomie, Prague University of Economics and Business, volume 2009, issue 3, pages 323-343, DOI: 10.18267/j.polek.687.
• Markéta Arltová & Jitka Langhamrová, 2009, "Analýza vztahů časových řad porodnosti a sňatečnosti v české republice v letech 1960-2007
  [Analysis of the relations of time series of the birth rate and marriage rate in the czech republic in the years 1960-2007]," Politická ekonomie, Prague University of Economics and Business, volume 2009, issue 4, pages 495-508, DOI: 10.18267/j.polek.695.
• Joanna Bęza-Bojanowska, 2009, "Behavioral and Permanent Zloty/Euro Equilibrium," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 1, pages 35-55, March.
• Justyna Wróblewska, 2009, "Bayesian Model Selection in the Analysis of Cointegration," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 1, pages 57-69, March.
• Jacek Osiewalski & Anna Pajor, 2009, "Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 2, pages 179-202, November.
• Andrzej Torój, 2009, "Solving Forward-Looking Models of Cross-Country Adjustment within the Euro Area," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 3, pages 211-241, November.
• Radosław Cholewiński, 2009, "Real-Time Market Abuse Detection with a Stochastic Parameter Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 3, pages 261-284, November.
• Nikolay Iskrev, 2009, "Local Identification in DSGE Models," Working Papers, Banco de Portugal, Economics and Research Department, number w200907.
• António Rua & Maximiano Pinheiro, 2009, "Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components," Working Papers, Banco de Portugal, Economics and Research Department, number w200913.
• Rita Duarte, 2009, "The dynamic effects of shocks to wages and prices in the United States and the Euro Area," Working Papers, Banco de Portugal, Economics and Research Department, number w200915.
• Frank S. Nielsen & Morten Ø. Nielsen & Niels Haldrup, 2009, "A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching," Working Paper, Economics Department, Queen's University, number 1211, Aug.
• Rokon Bhuiyan, 2009, "Identifying a Forward-Looking Monetary Policy in an Open Economy," Working Paper, Economics Department, Queen's University, number 1214, Sep.
• Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009, "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 637, Feb.
• Alain Guay & Emmanuel Guerre & Štěpána Lazarová, 2009, "Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients," Working Papers, Queen Mary University of London, School of Economics and Finance, number 645, Jun.
• Maria de Lourdes Rodriguez Espinosa & Ramon A. Castillo Ponce, 2009, "Empleo, productividad y salarios en Mexico: Un analisis de corto y de largo plazo para el sector manufacturero," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 5, issue 2, pages 7-21, Enero-Jun.
• Ruijun Bu & Ludovic Giet & Kaddour Hadri & Michel Lubrano, 2009, "Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 09-02.
• Salas, Jorge, 2009, "¿Qué explica las fluctuaciones de la inflación en el Perú en el periodo 2002-2008? Evidencia de un análisis VAR estructural," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 16, pages 9-36.
• Humala, Alberto & Rodríguez, Gabriel, 2009, "Foreign Exchange Intervention and Exchange Rate Volatility in Peru," Working Papers, Banco Central de Reserva del Perú, number 2009-008, Mar.
• Humala, Alberto & Rodríguez, Gabriel, 2009, "Estimation of a Time Varying Natural Interest Rate for Peru," Working Papers, Banco Central de Reserva del Perú, number 2009-009, Mar.
• Rodríguez, Gabriel, 2009, "Estimating Output Gap, Core Inflation, and the NAIRU for Peru," Working Papers, Banco Central de Reserva del Perú, number 2009-011, Apr.
• Martial Dupaigne & Patrick Feve, 2009, "Technology shocks around the world," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 12, issue 4, pages 592-607, October, DOI: 10.1016/j.red.2008.12.002.
• Leonardo Melosi, 2009, "A Likelihood Analysis of Models with Information Frictions," 2009 Meeting Papers, Society for Economic Dynamics, number 1034.
• Pablo A. Guerron-Quintana & Martin Uribe & Juan Rubio-Ramirez & Jesús Fernández-Villaverde, 2009, "Risk Matters: The Real E¤ects of Volatility Shocks," 2009 Meeting Papers, Society for Economic Dynamics, number 237.
• Lutz Kilian, 2009, "Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks," 2009 Meeting Papers, Society for Economic Dynamics, number 473.
• Jean-Paul L'Huillier & Guido Lorenzoni & Olivier J. Blanchard, 2009, "News, Noise and Fluctuations: An Empirical Exploration," 2009 Meeting Papers, Society for Economic Dynamics, number 99.
• Cristiana Tudor, 2009, "Understanding the Roots of the US Subprime Crisis and its Subsequent Effects," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 12, issue 31, pages 115-143, (1).
• Tomislav Gelo, 2009, "Causality between economic growth and energy consumption in Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 27, issue 2, pages 327-348.
• Dimitris Korobilis, 2009, "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Paper series, Rimini Centre for Economic Analysis, number 35_09, Jan.
• Massimiliano Castellani & Maurizio Mussoni & Pierpaolo Pattitoni, 2009, "Air Passengers and Tourism Flows: Evidence from Sicily and Sardinia," Working Paper series, Rimini Centre for Economic Analysis, number 37_09, Jan, revised Feb 2010.
• Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2009, "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Paper series, Rimini Centre for Economic Analysis, number 44_09, Jan.
• Wing Hong Chan & Denise Young, 2009, "A New Look at Copper Markets: A Regime-Switching Jump Model," Working Papers, University of Alberta, Department of Economics, number 2009-13, Mar.
• Dean Fantazzini, 2009, "Credit Risk Management (Cont.)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 13, issue 1, pages 105-138.
• Dean Fantazzini, 2009, "Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 14, issue 2, pages 100-127.
• Taiki Lee & Byoung Hark Yoo, 2009, "Decomposition of Domestic and International Linkages of the Korean Financial Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 13, issue 2, pages 145-172, DOI: 10.11644/KIEP.JEAI.2009.13.2.204.
• Mansur Masih & Lurion De Mello, 2009, "Do Stock Prices Play a Significant Role in Formulating Monetary Policy? A Case Study," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 62, issue 2, pages 203-232.
• Baidyanath N. Ghosh & Eric A.L. Li, 2009, "Macroeconomic Vulnerability and Investment Risks in the Middle East and North Africa Region," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 62, issue 1, pages 1-39.
• Panos Fousekis, 2009, "Are Food Prices in the EU Converging? Empirical Evidence from the Log t Test," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 62, issue 4, pages 407-423.
• T.K. Jayaraman & Chee-Keong Choong, 2009, "A Single Currency for Pacific Island Countries: a Revisit," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 321-342.
• Amalia Di Iorio, 2009, "Testing the Integration of the US and Chinese Stock Markets in a Fama-French Framework," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 435-454.
• Guglielmo Maria Caporale & Alaa M. Soliman, 2009, "The Asymmetric Effects of a Common Monetary Policy in Europe," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 455-475.
• Sarat Dhal, 2009, "Global Crisis and the Integration of India’s Stock Market," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 778-805.
• Claudio Morana, 2009, "Medium-term macroeconomic determinants of exchange rate volatility," Journal of Financial Transformation, Capco Institute, volume 25, pages 55-64.
• Dean Fantazzini & Maria Elena DeGiuli & Silvia Figini & Paolo Giudici, 2009, "Enhanced credit default models for heterogeneous SME segments," Journal of Financial Transformation, Capco Institute, volume 25, pages 31-39.
• Andrzej Torój, 2009, "Solving forward-looking models of cross-country adjustment within the euro area," MF Working Papers, Ministry of Finance in Poland, number 2, Sep.
• Alexandrina Ioana Scorbureanu, 2009, "Least Deviance Estimation Bootstrap Techniques Applied To Aggregated Production Elasticity Coefficients. Empirical Evidence From The Palestinian Industry," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 1, pages 31-46.
• Pop Silaghi, Monica Ioana, 2009, "Exports-Economic Growth Causality: Evidence from CEE Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 105-117, June.
• Upender, M. & Sujan, M., 2009, "Differential Elasticity of Substitution in the Indian Industries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 3, pages 47-55, September.
• Dobrescu, Emilian, 2009, "Measuring the Interaction of Structural Changes with Inflation," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 5, pages 5-99.
• Wei,Xiaoqiao, 2009, "Regression-based Forecast Combination Methods," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-18, December.
• Cozmanca,Bogdan-Octavian & Manea, Florentina, 2009, "Exchange rate pass-through into Romanian price indices. A VAR approach," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 092102, Nov.
• Cozmanca,Bogdan-Octavian & Manea, Florentina, 2009, "Asymmetries in the exchange rate pass-through into Romanian price indices," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 092201, Nov.
• Matteo Falagiarda, 2009, "Are East African Countries Ready for a Common Currency? A Structural Vector Autoregression Analysis," Rivista di Politica Economica, SIPI Spa, volume 99, issue 4, pages 153-204, OCTOBER-D.
• Paolo Bonomolo, 2009, "Traditional and New Keynesian Dynamic Models for Potential Output and Inflation Rate," Rivista di Politica Economica, SIPI Spa, volume 99, issue 4, pages 65-88, OCTOBER-D.
• Ferdinando Ofria, 2009, "L'approccio Kaldor-Verdoorn: una verifica empirica per il Centro-Nord e il Mezzogiorno d'Italia (anni 1951-2006)," Rivista di Politica Economica, SIPI Spa, issue 1, pages 179-207, January-M.
• Emanuele Bacchiocchi, 2009, "Modelling Italian Inflation, 1970-2006," Rivista di Politica Economica, SIPI Spa, issue 1, pages 65-110, January-M.
• Igor Masten & Massimiliano Marcellino & Anindya Banerjeey, 2009, "Forecasting with Factor-augmented Error Correction Models," RSCAS Working Papers, European University Institute, number 2009/32, Jun.
• Valeria Costantini & Chiara Martini, 2009, "The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0102.
• Gianluca Cubadda & Alain Hecq, 2009, "Testing for Common Autocorrelation in Data Rich Environments," CEIS Research Paper, Tor Vergata University, CEIS, number 153, Dec, revised 04 Dec 2009.
• G. Everaert, 2009, "Using Backward Means to Eliminate Individual Effects from Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 09/553, Jan.
• Dirk Hanekom & John M. Luiz, 2018, "The Impact of Multinational Enterprises on Public Governance Institutions in Areas of Limited Statehood," ERSA Working Paper Series, Economic Research Southern Africa, number 146, Jun.
• George Filis, 2009, "An Analysis between Implied and Realised Volatility in the Greek Derivative Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 3, pages 251-263, September, DOI: 10.1177/097265270900800301.
• Young Hoon Lee, 2009, "The Impact of Postseason Restructuring on the Competitive Balance and Fan Demand in Major League Baseball," Journal of Sports Economics, , volume 10, issue 3, pages 219-235, June, DOI: 10.1177/1527002508325785.
• S.P. Jayasooriya, 2009, "A Dynamic Equilibrium between Inflation and Minimum Wages in Sri Lanka," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 3, issue 2, pages 113-132, April, DOI: 10.1177/097380100900300202.
• Sushil Kumar Haldar, 2009, "Economic Growth in India Revisited," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 10, issue 1, pages 105-126, January, DOI: 10.1177/139156140901000105.
• Ramesh Chandra Paudel & Kankesu Jayanthakumaran, 2009, "Financial Liberalization and Performance in Sri Lanka," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 10, issue 1, pages 127-156, January, DOI: 10.1177/139156140901000106.
• Vo Phuong Mai Le & Patrick Minford & Michael Wickens, 2009, "The ‘Puzzles’ Methodology: En Route to Indirect Inference?," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0903, Sep.
• Gutierrez, Carlos Enrique Carrasco & Gomes, Fábio Augusto Reis, 2009, "Evidence on Common Features and Business Cycle Synchronization in Mercosur," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 29, issue 1, May.
• Gutierrez, Carlos Enrique Carrasco & Souza, Reinaldo Castro & Guillén, Osmani Teixeira de Carvalho, 2009, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 29, issue 1, May.
• Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009, "Nuisance parameters, composite likelihoods and a panel of GARCH models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2009fe03.
• Christian Müller-Kademann, 2009, "Biased Estimation in a Simple Extension of a Standard Error Correction Model," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 145, issue I, pages 37-60, March.
• Young Hoon Lee, 2009, "The Impact of Postseason Restructuring on the Competitive Balance and Fan Demand in Major League Baseball," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 0901, revised 2009.
• Hwee Kwan Chow & Keen Meng Choy, 2009, "Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore," Working Papers, Singapore Management University, School of Economics, number 05-2009, Feb.
• Jun Yu, 2009, "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Working Papers, Singapore Management University, School of Economics, number 16-2009, Nov.
• Jun YU, 2009, "Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results," Working Papers, Singapore Management University, School of Economics, number 21-2009, Nov.
• Peter C.B.Phillips & Ioannis Kasparis, 2009, "Dynamic Misspecification in Nonparametric Cointegrating Regression," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-01-2009, Jan.
• Jun Yu, 2009, "Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-04-2009, Apr.
• Peter C.B.Phillips & Tassos Magdalinos, 2009, "Econometric Inference in the Vicinity of Unity," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-06-2009, Apr.
• Katrin Assenmacher & M. Hashem Pesaran, 2009, "A VECX* model of the Swiss economy," Economic Studies, Swiss National Bank, number 2009-06.
• Carlos Lenz & Marcel R. Savioz, 2009, "Monetary determinants of the Swiss franc," Working Papers, Swiss National Bank, number 2009-16.
• Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2009, "Dynamic semiparametric factor models in risk neutral density estimation," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 93, issue 4, pages 387-402, December, DOI: 10.1007/s10182-009-0115-4.
• Ertugrul Deliktas & A. Önder & Metin Karadag, 2009, "The spillover effects of public capital on the Turkish private manufacturing industries in the geographical regions," The Annals of Regional Science, Springer;Western Regional Science Association, volume 43, issue 2, pages 365-378, June, DOI: 10.1007/s00168-008-0220-4.
• Miguel Jerez & José Casals & Sonia Sotoca, 2009, "Likelihood stabilization for ill-conditioned vector GARCH models," Computational Statistics, Springer, volume 24, issue 1, pages 15-35, February, DOI: 10.1007/s00180-007-0104-6.
• Claudio Morana, 2009, "An omnibus noise filter," Computational Statistics, Springer, volume 24, issue 3, pages 459-479, August, DOI: 10.1007/s00180-008-0139-3.
• Jesús Vázquez, 2009, "Does the term spread play a role in the fed funds rate reaction function? An empirical investigation," Empirical Economics, Springer, volume 36, issue 1, pages 175-199, February, DOI: 10.1007/s00181-008-0191-4.
• László Kónya, 2009, "The sustainability of the current account in the Czech Republic, Hungary and Slovenia," Empirical Economics, Springer, volume 36, issue 2, pages 367-384, May, DOI: 10.1007/s00181-008-0199-9.
• Pierpaolo Pierani & Silvia Tiezzi, 2009, "Addiction and interaction between alcohol and tobacco consumption," Empirical Economics, Springer, volume 37, issue 1, pages 1-23, September, DOI: 10.1007/s00181-008-0220-3.
• Hong Li & Vince Daly, 2009, "Testing the balanced growth hypothesis: evidence from China," Empirical Economics, Springer, volume 37, issue 1, pages 185-200, September, DOI: 10.1007/s00181-008-0229-7.
• Tatsuyoshi Miyakoshi & Masakatsu Okubo & Junji Shimada, 2009, "Dynamic welfare costs of the 1997 Asian crisis," Empirical Economics, Springer, volume 37, issue 1, pages 73-92, September, DOI: 10.1007/s00181-008-0223-0.
• Josep Carrion-i-Silvestre & Vicente German-Soto, 2009, "Panel data stochastic convergence analysis of the Mexican regions," Empirical Economics, Springer, volume 37, issue 2, pages 303-327, October, DOI: 10.1007/s00181-008-0234-x.
• Christian Aßmann & Jens Hogrefe & Roman Liesenfeld, 2009, "The decline in German output volatility: a Bayesian analysis," Empirical Economics, Springer, volume 37, issue 3, pages 653-679, December, DOI: 10.1007/s00181-008-0251-9.
• Neil Shephard & Torben G. Andersen, 2009, "Stochastic Volatility: Origins and Overview," Springer Books, Springer, chapter 10, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_10.
• Peter C. B. Phillips & Jun Yu, 2009, "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Springer Books, Springer, chapter 22, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_22.
• Luc Bauwens & Nikolaus Hautsch, 2009, "Modelling Financial High Frequency Data Using Point Processes," Springer Books, Springer, chapter 41, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_41.
• Annastiina Silvennoinen & Timo Teräsvirta, 2009, "Multivariate GARCH Models," Springer Books, Springer, chapter 9, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_9.
• António Duarte, 2009, "The Portuguese Disinflation Process: Analysis of Some Costs and Benefits," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 16, issue 1, pages 157-173, May, DOI: 10.1007/s11300-009-0054-5.
• Dimitris Korompilis, 2009, "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 0914, May.
• Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2009, "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Papers, University of Strathclyde Business School, Department of Economics, number 0919, Oct.
• Judita Jurasekova Kucserova, 2009, "Effects of Monetary Policy Shocks in Slovakia," Working and Discussion Papers, Research Department, National Bank of Slovakia, number DP 1/2009, Jul.
• Morley, James & Singh, Aarti, 2009, "Inventory Mistakes and the Great Moderation," Working Papers, University of Sydney, School of Economics, number 2009-04, Nov, revised Feb 2015.
• Leon du Toit, 2009, "Economic Crises, Stabilisation Policy and Output in Emerging Market Economies," Working Papers, Stellenbosch University, Department of Economics, number 20/2009.
• Juan Carlos Cuestas, 2009, "Purchasing power parity in Central and Eastern European countries: an analysis of unit roots and nonlinearities," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 1, pages 87-94, DOI: 10.1080/13504850802112252.
• Gang Liu & Terje Skjerpen & Kjetil Telle, 2009, "Unit roots, polynomial transformations and the environmental Kuznets curve," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 3, pages 285-288, DOI: 10.1080/13504850601018478.
• Ekaterini Panopoulou & Theologos Pantelidis, 2009, "Integration at a cost: evidence from volatility impulse response functions," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 11, pages 917-933, DOI: 10.1080/09603100802112300.
• Harm Bandholz & Jorg Clostermann & Franz Seitz, 2009, "Explaining the US bond yield conundrum," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 7, pages 539-550, DOI: 10.1080/09603100801964370.
• Victor Pontines & Reza Siregar, 2009, "Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 9, pages 745-752, DOI: 10.1080/09603100802167239.
• J. M. Gil & M. BenKaabia & H. E. Chebbi, 2009, "Macroeconomics and agriculture in Tunisia," Applied Economics, Taylor & Francis Journals, volume 41, issue 1, pages 105-124, DOI: 10.1080/00036840701604420.
• David Matesanz & Guadalupe Fugarolas, 2009, "Exchange rate policy and trade balance: a cointegration analysis of the Argentine experience since 1962," Applied Economics, Taylor & Francis Journals, volume 41, issue 20, pages 2571-2582, DOI: 10.1080/00036840701222660.
• O. de Bandt & C. Bruneau & W. El Amri, 2009, "Convergence in household credit demand across euro area countries: evidence from panel data," Applied Economics, Taylor & Francis Journals, volume 41, issue 27, pages 3447-3462, DOI: 10.1080/00036840701493774.
• Koi Nyen Wong & Tuck Cheong Tang, 2009, "Exchange rate variability and the export demand for Malaysia's semiconductors: an empirical study," Applied Economics, Taylor & Francis Journals, volume 43, issue 6, pages 695-706, DOI: 10.1080/00036840802599917.
• Changli He & Timo Terasvirta & Andres Gonzalez, 2009, "Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 1-3, pages 225-245, DOI: 10.1080/07474930802388041.
• Kenneth West & Ka-fu Wong & Stanislav Anatolyev, 2009, "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 5, pages 441-467, DOI: 10.1080/07474930802467241.
• Gonzalo Camba-Mendez & George Kapetanios, 2009, "Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 6, pages 581-611, DOI: 10.1080/07474930802473785.
• Youngki Shin, 2009, "Length-bias Correction in Transformation Models with Supplementary Data," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 6, pages 658-681, DOI: 10.1080/07474930903039246.
• Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009, "A State Space Approach to Extracting the Signal From Uncertain Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 2, pages 173-180, March, DOI: 10.1198/jbes.2009.08171.