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

• 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.
• 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.
• Giancarlo Corsetti & Panagiotis Th. Konstantinou, 2009, "What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks," Discussion Paper Series, Department of Economics, University of Macedonia, number 2009_03, Jan, revised Jan 2009.
• Kyriacos Aristotelous & Stilianos Fountas, 2009, "What is the Impact of Currency Unions on FDI flows? Evidence from Eurozone Countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2009_10, May, revised May 2009.
• Peter Spencer, 2009, "An Admissible Macro-Finance Model of the US Treasury Market," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 1-2, pages 1-38, March-Jun.
• Zsolt Darvas, 2009, "Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0903, Jul, revised 30 Apr 2012.
• Zsolt Darvas, 2009, "The Impact of the Crisis on Budget Policy in Central and Eastern Europe," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0904, Aug.
• Zoltán Reppa, 2009, "A joint macroeconomic-yield curve model for Hungary," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/1.
• Antonio Ribba, 2009, "On Some Neglected Implications of the Fisher Effect," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 033, May.
• François Gardes & Christophe Starzec, 2009, "Polish households' behavior in the regular and informal economies," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09017, Mar, DOI: 10.3917/reco.605.1181.
• Lanouar Charfeddine & Dominique Guegan, 2009, "Breaks or long memory behaviour: An empirical investigation," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09022, Apr, DOI: 10.1016/j.physa.2012.06.036.
• Djamel Kirat & Ibrahim Ahamada, 2009, "The impact of the European Union emission trading scheme on electricity generation sectors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09025, Apr, DOI: 10.1016/j.eneco.2011.01.012.
• Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009, "D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires ?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09033, May.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09034, May.
• D.S. Poskitt, 2009, "Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/09, Nov.
• George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009, "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/09, Feb.
• Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2009, "VARMA models for Malaysian Monetary Policy Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/09, Aug.
• GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena, 2009, "Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 03-2009.
• Gregory Erin Givens, 2009, "Estimating Central Bank Preferences under Commitment and Discretion," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 200905, Jun.
• Joshua J. Lewer, 2009, "Oil Exports and Economic Growth: A Comparative Study," Journal of Economic Insight, Missouri Valley Economic Association, volume 35, issue 2, pages 41-59.
• Wensheng Kang, 2009, "Trends and Cycles of Tech-Pole Housing Prices," Journal of Economic Insight, Missouri Valley Economic Association, volume 35, issue 2, pages 61-79.
• Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009, "Wage Stickiness and Unemployment Fluctuations: An Alternative Approach," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 0902.
• Michal Rubaszek, 2009, "Economic convergence and the fundamental equilibrium exchange rate in Poland," Bank i Kredyt, Narodowy Bank Polski, volume 40, issue 1, pages 7-22.
• Andrzej Toroj, 2009, "Macroeconomic adjustment and heterogeneity in the euro area," NBP Working Papers, Narodowy Bank Polski, number 54, Jan.
• Morten Ørregaard Nielsen, 2009, "Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-02, Jan.
• Theis Lange, 2009, "First and second order non-linear cointegration models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-04, Feb.
• Dennis Kristensen & Andrew Ang, 2009, "Testing Conditional Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-09, Mar.
• Ingmar Nolte & Valeri Voev, 2009, "Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-16, Apr.
• Søren Johansen & Anders Rygh Swensen, 2009, "On a numerical and graphical technique for evaluating some models involving rational expectations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-19, May.
• Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2009, "Co-integration Rank Testing under Conditional Heteroskedasticity," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-22, May.
• Dominique Guégan, 2009, "A Meta-Distribution for Non-Stationary Samples," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-24, Jun.
• Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2009, "An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-28, Jul.
• Eduardo Rossi & Paolo Santucci de Magistris, 2009, "Long Memory and Tail dependence in Trading Volume and Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-30, Jul.
• Eduardo Rossi & Paolo Santucci de Magistris, 2009, "A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-31, Jul.
• Frank S. Nielsen, 2009, "Local Whittle estimation of multivariate fractionally integrated processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-38, Sep.
• Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009, "Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-39, Sep.
• Valeri Voev, 2009, "On the Economic Evaluation of Volatility Forecasts," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-56, Nov.
• Luca Benati & Paolo Surico, 2009, "VAR Analysis and the Great Moderation," American Economic Review, American Economic Association, volume 99, issue 4, pages 1636-1652, September, DOI: 10.1257/aer.99.4.1636.
• Tapas Mishra & Claude Diebolt & Mamata Parhi & Asit Ranjan Mohanty, 2009, "A Bayesian Analysis of Total Factor Productivity Persistence," Working Papers, Association Française de Cliométrie (AFC), number 09-10.
• Serra, Teresa & Zilberman, David, 2009, "Price volatility in ethanol markets," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49188, DOI: 10.22004/ag.econ.49188.
• Bastianin, Andrea, 2009, "Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 50452, DOI: 10.22004/ag.econ.50452.
• Serra, Teresa & Zilberman, David, 2009, "Price volatility in ethanol markets," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 49940, DOI: 10.22004/ag.econ.49940.
• Hassouneh, Islam & Serra, Teresa & Gil, Jose Maria, 2009, "Price transmission in the Spanish bovine sector: the BSE effect," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 50121, DOI: 10.22004/ag.econ.50121.
• Asad Falsafi Zadeh, Neda & Sabouhi Sabouni, Mahmood, 2009, "Determination of Optimal Environmental Flow Acquisition in Kor Basin, Doroudzan Dam," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 50258, DOI: 10.22004/ag.econ.50258.
• Jaleta, Moti & Gebremedhin, Berhanu, 2009, "Price Cointegration Analyses of Food Crop Markets: The case of Wheat and Teff Commodities in Northern Ethiopia," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51049, DOI: 10.22004/ag.econ.51049.
• Araujo-Enciso, Sergio Rene, 2009, "Evidence of non-linear price transmission between maize markets in Mexico and the US," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51366, DOI: 10.22004/ag.econ.51366.
• Vermeulen, Hester & Ndibongo Traub, Lulama & Meyer, Ferdinand H., 2009, "Impact Analysis Of Food Policy Response On Household Food Security: The Case Of South Africa’S Maize Subsector," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51396, DOI: 10.22004/ag.econ.51396.
• Ihle, Rico & Amikuzuno, Joseph, 2009, "The Integration of Tomato Markets in Ghana with and without Direct Trade Flows," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51402, DOI: 10.22004/ag.econ.51402.
• Radwan, Amr & Gil, Jose Maria & Ben Kaabia, Monia & Serra, Teresa, 2009, "Food Safety Information And Meat Demand In Spain," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51540, DOI: 10.22004/ag.econ.51540.
• Subramaniam, Vijay & Reed, Michael R., 2009, "Agricultural Inter-Sectoral Linkages and Its Contribution to Economic Growth in the Transition Countries," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51586, DOI: 10.22004/ag.econ.51586.
• Harri, Ardian & Nalley, Lawton Lanier & Hudson, Darren, None, "The Relationship between Oil, Exchange Rates, and Commodity Prices," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 41, issue 2, DOI: 10.22004/ag.econ.53095.
• Haldrup, Niels & Nielsen, Frank S. & Orregaard Nielsen, Morten, 2009, "A vector autoregressive model for electricity prices subject to long memory and regime switching," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273697, Aug, DOI: 10.22004/ag.econ.273697.
• Mattos, Leonardo Bornacki de & Lima, Joao Eustaquio de & Lirio, Viviani Silva, None, "Integração espacial de mercados na presença de custos de transação: um estudo para o mercado de boi gordo em Minas Gerais e São Paulo," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 47, issue 01, pages 1-26, DOI: 10.22004/ag.econ.60821.
• Ioan TRENCA & Annamaria BENYOVSZKI, 2009, "Using credit scoring method for probability of non-financial companies default estimation at industry level," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 45-58, May.
• Assist. Ph.D Kulcsár Erika & Economist Süto Gábor, 2009, "Unemployment Issues In Baraolt Region," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 13, pages 130-135, NOVEMBER.
• Bogdan Dima & Oana LobonÅ£ & Cristina Nicolescu, 2009, "The Fiscal Revenues And Public Expenditures: Is Their Evolution Sustenable? The Romanian Case," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 11, pages 1-42.
• Wilson Luiz Rotatori Correa, 2009, "Dynamic Structural Models and the High Ination Period in Brazil: Modelling the Monetary System," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 10, issue 1, pages 69-100.
• Emerson Fernandes Marçal & Marislei Nishijima & Wagner Oliveira Monteiro, 2009, "Saldos Comerciais e Taxa de Câmbio Real: Uma Nova Análise do Caso Brasileiro," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 10, issue 2, pages 333-356.
• Soraia Santos da Silva & Divanildo Triches & Ronald Otto Hillbrecht, 2009, "Investigação da Mobilidade de Capitais da Paridade Coberta de Juros com Modelos de Parâmetros Fixos e Variáveis," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 10, issue 3, pages 501-531.
• Stathis Klonaris & Garyfallos Arabatzis, 2009, "Empirical Demand Analysis For Long - Length Roundwood (Sawlogs) In Greece," Working Papers, Agricultural University of Athens, Department Of Agricultural Economics, number 2009-03.
• Stathis Klonaris, 2009, "An Error Correction Inverse Almost Ideal Demand System: Wholesale Demand for Fish Grades in Greece," Working Papers, Agricultural University of Athens, Department Of Agricultural Economics, number 2009-07.
• Conrad, Christian & Weber, Enzo, 2013, "Measuring Persistence in Volatility Spillovers," Working Papers, University of Heidelberg, Department of Economics, number 0543, Apr.
• Plamen Petkov, 2009, "Cointegration Analysis of the Aggregate Production Function through Autoregressive Distributive Lags Models (ARDL)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 3-35.
• Vladimir Tsenkov, 2009, "Financial Markets Modelling," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 87-96.
• Weber, Enzo, 2009, "Financial Contagion, Vulnerability and Information Flow: Empirical Identification," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 431, Jul.
• Weber, Enzo, 2009, "A Simultaneous Unobserved Components Analysis of US Output and the Great Moderation," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 432, Jul.
• Weber, Enzo, 2009, "Structural Conditional Correlation," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 434, Jan.
• Trenkler, Carsten & Weber, Enzo, 2009, "Codependence and Cointegration," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 437, Oct.
• Carlos Enrique Carrasco Gutierrez & Fábio Augusto Reis Gomes, 2009, "Evidence on Common Features and Business Cycle Synchronization in Mercosur," Fucape Working Papers, Fucape Business School, number 15, May.
• Carlos Enrique Carrasco Gutierrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2009, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Fucape Working Papers, Fucape Business School, number 16, Aug.
• Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009, "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers, Bank of Canada, number 09-35, DOI: 10.34989/swp-2009-35.
• Guillermo Escudé, 2009, "ARGEMmy: An Intermediate DSGE Model Calibrated/Estimated for Argentina: Two Policy Rules are Often Better than One," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200942, May.
• Javier Mencía & Enrique Sentana, 2009, "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Working Papers, Banco de España, number 0909, Jun.
• Javier Mencía, 2009, "Assessing the risk-return trade-off in loans portfolios," Working Papers, Banco de España, number 0911, Jun.
• Jesús Vázquez & Ramón María-Dolores & Juan-Miguel Londoño, 2009, "On the informational role of term structure in the U.S. monetary policy rule," Working Papers, Banco de España, number 0919, Sep.
• Gonzalo Fernández-de-Córdoba & Javier J. Pérez & José L. Torres, 2009, "Public and private sector wages interactions in a general equilibrium model," Working Papers, Banco de España, number 0924, Oct.
• Javier Mencía & Enrique Sentana, 2009, "Distributional tests in multivariate dynamic models with Normal and Student t innovations," Working Papers, Banco de España, number 0929, Dec.
• Javier J. Pérez & A. Jesús Sánchez, 2009, "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Working Papers, Banco de España, number 0934, Dec.
• Francesco Lippi & Andrea Nobili, 2009, "Oil and the macroeconomy: a quantitative structural analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 704, Mar.
• Valter Di Giacinto & Giacinto Micucci & Pasqualino Montanaro, 2009, "Dynamic macroeconomic effects of public capital: evidence from regional Italian data," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 733, Nov.
• Rangel José Gonzalo & Engle Robert F., 2009, "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers, Banco de México, number 2009-03, Feb.
• Sidaoui José Julián & Capistrán Carlos & Chiquiar Daniel & Ramos Francia Manuel, 2009, "A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico," Working Papers, Banco de México, number 2009-14, Nov.
• Engle Robert F. & Rangel José Gonzalo, 2009, "High and Low Frequency Correlations in Global Equity Markets," Working Papers, Banco de México, number 2009-17, Dec.
• Irena Janković, 2009, "Pricing Of Foreign Currency Options In The Serbian Market," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 54, issue 180, pages 91-115, January –.
• Park, Byeong U. & Mammen, Enno & Härdle, Wolfgang & Borak, Szymon, 2009, "Time Series Modelling With Semiparametric Factor Dynamics," Journal of the American Statistical Association, American Statistical Association, volume 104, issue 485, pages 284-298.
• Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009, "Information in the Revision Process of Real-Time Datasets," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 455-467.
• Faust, Jon & Wright, Jonathan H., 2009, "Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 468-479.
• Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009, "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 480-491.
• Paap, Richard & Segers, Rene & van Dijk, Dick, 2009, "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 528-543.
• Caroline Jardet & Alain Monfort & Fulvio Pegoraro, 2009, "New Information Response Functions," Working papers, Banque de France, number 235.
• Patrick F ve & Julien Matheron & Jean-Guillaume Sahuc, 2009, "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," Working papers, Banque de France, number 245.
• Patrick F ve & Julien Matheron & Jean-Guillaume Sahuc, 2009, "D sinflation et ch mage dans la zone euro : une analyse l'aide d'un mod le VAR structurel," Working papers, Banque de France, number 247.
• Pamfili Antipa & Rémy Lecat, 2009, "The housing bubble and financial factors: Insights from a structural model of the French and Spanish residential markets," Working papers, Banque de France, number 267.
• LACROIX, R. & Jérémy Montornès, 2009, "Analyse de la portée des résultats du Bank Lending Survey au regard des données de crédit," Bulletin de la Banque de France, Banque de France, issue 178, pages 21-33.
• Lacroix, R. & Montornès, J., 2009, "Analysis of the scope of the results of the bank lending survey in relation to credit data," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 16, pages 33-51, Winter.
• Kivilcim Metin-Ozcan & Koray Kalafatcilar, 2009, "Factors Influencing Relative Price of Goods and Services Sectors in Turkey : An Econometric Analysis," Working Papers, Department of Economics, Bilkent University, number 0901.
• Andrea Cipollini & Bassam Fattouh & Kostas Mouratidis, 2009, "Fiscal Readjustments In The United States: A Nonlinear Time‐Series Analysis," Economic Inquiry, Western Economic Association International, volume 47, issue 1, pages 34-54, January, DOI: 10.1111/j.1465-7295.2008.00139.x.
• George Kapetanios & Massimiliano Marcellino, 2009, "A parametric estimation method for dynamic factor models of large dimensions," Journal of Time Series Analysis, Wiley Blackwell, volume 30, issue 2, pages 208-238, March, DOI: 10.1111/j.1467-9892.2009.00607.x.
• António Afonso & Miguel St. Aubyn, 2009, "Macroeconomic Rates Of Return Of Public And Private Investment: Crowding‐In And Crowding‐Out Effects," Manchester School, University of Manchester, volume 77, issue s1, pages 21-39, September, DOI: 10.1111/j.1467-9957.2009.02117.x.
• Patrick Fève & Julien Matheron & Jean‐Guillaume Sahuc, 2009, "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 6, pages 883-894, December, DOI: 10.1111/j.1468-0084.2009.00562.x.
• Tapiwa D. Karoro & Meshach J. Aziakpono & Nicolette Cattaneo, 2009, "Exchange Rate Pass‐Through To Import Prices In South Africa: Is There Asymmetry?1," South African Journal of Economics, Economic Society of South Africa, volume 77, issue 3, pages 380-398, September, DOI: 10.1111/j.1813-6982.2009.01216.x.
• Hilde C. Bjørnland, 2009, "Oil Price Shocks And Stock Market Booms In An Oil Exporting Country," Scottish Journal of Political Economy, Scottish Economic Society, volume 56, issue 2, pages 232-254, May, DOI: 10.1111/j.1467-9485.2009.00482.x.
• Marco Antonio Laguna Vargas, 2009, "Características de la inflación importada en Bolivia: ¿Puede contenerse con política cambiaria?," Revista de Análisis del BCB, Banco Central de Bolivia, volume 11, issue 1, pages 77-109, December.
• Hilde C. Bjørnland & Dag Henning Jacobsen, 2009, "The role of house prices in the monetary policy transmission mechanism in small open economies," Working Paper, Norges Bank, number 2009/06, Apr.
• Christian Kascha & Carsten Trenkler, 2009, "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Working Paper, Norges Bank, number 2009/12, Aug.
• Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009, "Macro modelling with many models," Working Paper, Norges Bank, number 2009/15, Aug.
• Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2009, "Combining VAR and DSGE forecast densities," Working Paper, Norges Bank, number 2009/23, Nov.
• Guillermo Felices & Christian Grisse & Jing Yang, 2009, "International financial transmission: emerging and mature markets," Bank of England working papers, Bank of England, number 373, Aug.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2009, "An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets: application to the london stock exchange," Working Papers, Bank of Greece, number 107, Dec.
• Dimitrios Sideris, 2009, "Optimum Currency Areas Structural Changes and the Endogeneity of the OCA Criteria: Evidence from Six New EU Member States," Working Papers, Bank of Greece, number 99, Jul.
• Zsolt Darvas, 2009, "The impact of the crisis on budget policy in Central and Eastern Europe," Bruegel Working Papers, Bruegel, number 318, Jul.
• Eduardo F. L. de Melo & Beatriz Vaz de Melo Mendes, 2009, "Local Estimation of Copula Based Value-at-Risk," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 1, pages 29-50.
• Alain Guay & Jean-Francois Lamarche, 2009, "Structural change tests based on implied probabilities for GEL criteria," Working Papers, Brock University, Department of Economics, number 0904, May, revised May 2011.
• Deniz Erdem & Kirsten Meyer, 2009, "Natural Gas Import Dynamics and Russia's Role in the Security of Germany's Supply Strategy," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei172, Dec.
• J. Poměnková & S. Kapounek, 2009, "Interest rates and prices causality in the Czech Republic - Granger approach," Agricultural Economics, Czech Academy of Agricultural Sciences, volume 55, issue 7, pages 347-356, DOI: 10.17221/2/2009-AGRICECON.
• Moisa Altar & Ciprian Necula & Gabriel Bobeica, 2009, "A Robust Assessment of the Romanian Business Cycle," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 28, Sep.
• Bogdan Cozmanca & Florentina Manea, 2009, "Exchange Rate Pass-Through into Romanian Price Indices: A VAR Approach," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 34, Nov.
• François Gardes & Christophe Starzec, 2009, "Polish Households' Behavior in the Regular and Informal Economies," Revue économique, Presses de Sciences-Po, volume 60, issue 5, pages 1181-1210.
• Al-Sadoon, M.M., 2009, "Causality Along Subspaces: Theory," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0919, Apr.