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Research classified by Journal of Economic Literature (JEL) codes

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
This JEL code is mentioned in the follow RePEc Biblio entries:
  1. > Econometrics > Time Series Models > VAR Models > Sign Restrictions
  2. > Econometrics > Time Series Models > VAR Models > Bayesian Vector autoregressions (BVARs)
  3. > Econometrics > Forecasting > Nowcasting
  4. > Econometrics > Time Series Models > Dynamic Factor Models
This topic is covered by the following reading lists:
  1. SOEP based publications
Most recent items first, undated at the end.
  • 2015 Volatility returns with vengeance: Financial markets vs. commodities
    by Aboura, Sofiane & Chevallier, Julien

  • 2015 Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables
    by Jia Chen & Degui Li & Oliver Linton & Zudi Lu

  • 2015 Sister models for load forecast combination
    by Bidong Liu & Jiali Liu & Tao Hong

  • 2015 Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts
    by Bidong Liu & Jakub Nowotarski & Tao Hong & Rafal Weron

  • 2015 Switching to Exchange Rate Flexibility? The Case of Central and Eastern European Inflation Targeters
    by Andrej Drygalla

  • 2015 Bivariate GARCH models for single asset returns
    by Tomasz Skoczylas

  • 2015 The econometric estimation of the effect of ruble exchange rate dynamics on economic activity
    by Badasen Polina & Kartaev Philipp & Khazanov Alexey

  • 2015 Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models
    by Hallin, M. & Werker, B.J.M. & van den Akker, R.

  • 2015 Interest Rate Surprises and Transmission Mechanism in Turkey: Evidence from Impulse Response Analysis
    by K. Azim Ozdemir

  • 2015 The Changing Transmission Mechanism of U.S. Monetary Policy
    by Norhana Endut & James Morley & Pao-Lin Tien

  • 2015 Inventory Shocks and the Great Moderation
    by James Morley & Aarti Singh

  • 2015 Assessment of Monetary Union in SADC: Evidence from Cointegration and Panel Unit Root Tests
    by Mulatu F Zerihun, Marthinus C Breitenbach and Francis Kemegue

  • 2015 What do VARs Tell Us about the Impact of a Credit Supply Shock?
    by Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis

  • 2015 Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
    by Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu

  • 2015 Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns
    by Nikolaos Antonakakis & Rangan Gupta & Christophe Andre

  • 2015 On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects
    by Stelios Bekiros & Rangan Gupta & Clement Kyei

  • 2015 Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach
    by Stelios Bekiros & Rangan Gupta

  • 2015 Assessment of Monetary Union in SADC: Evidence from Cointegration and Panel Unit Root Tests
    by Mulatu F. Zehirun & Marthinus C. Breitenbach & Francis M. Kemegue

  • 2015 The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach
    by Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar

  • 2015 Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns
    by Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe

  • 2015 Modeling the Impact of Policy Environment on Inflows of Worker’s Remittances in Pakistan: A Multivariate Analysis
    by Jawad, Muhammad & Qayyum, Abdul

  • 2015 Exchange Rate Determination and Out of Sample Forecasting: Cointegration Analysis
    by Hina, Hafsa & Qayyum, Abdul

  • 2015 Rice Price, Job Misery, Hunger Incidence: Need to Track Few More Statistical Indicators for the Poor
    by Mapa, Dennis S. & Castillo, Kristelle & Francisco, Krizia

  • 2015 Sources of Exchange Rate Fluctuations in Kenya: The Relative Importance of Real and Nominal Shocks
    by Kiptui, Moses

  • 2015 A ranking of VAR and structural models in forecasting
    by Bentour, El Mostafa

  • 2015 Price Discovery in the Dual-Platform US Treasury Market
    by Sun, Zhuowei & Dunne, Peter G. & Li, Youwei

  • 2015 Semi-strong informational efficiency in the Polish foreign exchange market
    by Luksz Goczek

  • 2015 Systemic Risk and the Macroeconomy: An Empirical Evaluation
    by Stefano Giglio & Bryan T. Kelly & Seth Pruitt

  • 2015 Central Bank Credibility: An Historical and Quantitative Exploration
    by Michael D. Bordo & Pierre L. Siklos

  • 2015 Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach
    by Catherine Doz & Anna Petronevich

  • 2015 Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US
    by Roberta Cardani & Alessia Paccagnini & Stefania Villa

  • 2015 Post-Malthusian Dynamics in Pre-Industrial Scandinavia
    by Marc Klemp & Niels Framroze Møller

  • 2015 Estimation of NAIRU with Inflation Expectation Data
    by Wei Cui & Wolfgang K. Härdle & Weining Wang &

  • 2015 Stochastic Population Analysis: A Functional Data Approach
    by Lei Fang & Wolfgang K. Härdle & &

  • 2015 Discovering the signs of Dutch disease in Russia
    by Mironov, V.V. & Petronevich , A.V.

  • 2015 Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S
    by Pang, Ke & Siklos, Pierre L.

  • 2015 Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model
    by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte

  • 2015 Flexibility in the Market for International Carbon Credits and Price. Dynamics Difference with European Allowances
    by Claire Gavard & Djamel Kirat

  • 2015 How Does Stock Market Volatility React to Oil Shocks?
    by Andrea Bastianin & Matteo Manera

  • 2015 Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates
    by Helmut Lütkepohl & George Milunovich

  • 2015 Identifying Priorities in Infrastructure Investmentin Portugal
    by Alfredo Marvão Pereira & Rui M. Pereira

  • 2015 Is All Infrastructure Investment Created Equal? The Case of Portugal
    by Alfredo Marvão Pereira & Rui M. Pereira

  • 2015 Does austerity pay off?
    by Born, Benjamin & Müller, Gernot & Pfeifer, Johannes

  • 2015 Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey
    by Altug, Sumru G. & Cakmakli, Cem

  • 2015 A spectral EM algorithm for dynamic factor models
    by Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique

  • 2015 Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?
    by Debortoli, Davide & Kim, Jinill & Lindé, Jesper & Nunes, Ricardo

  • 2015 Small sample performance of indirect inference on DSGE models
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.

  • 2015 Can a data-rich environment help identify the sources of model misspecification?
    by Francesca Monti

  • 2015 Small sample performance of indirect inference on DSGE models
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2015 Global liquidity, house prices and the macroeconomy: evidence from advanced and emerging economies
    by Cesa-Bianchi, Ambrogio & Cespedes, Luis & Rebucci, Alessandro

  • 2015 An Overview of the Factor-augmented Error-Correction Model
    by Anindya Banerjee & Massimiliano Marcellino & Igor Masten

  • 2015 On the Size of the Government Spending Multiplier in the Euro Area
    by P. Fève & J-G. Sahuc

  • 2015 Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature
    by Andrea Silvestrini & Andrea Zaghini

  • 2015 Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries
    by Bong-Han Kim & Hyeongwoo Kim & Bong-Soo Lee

  • 2015 Understanding volatility dynamics in the EU-ETS market
    by Maria Eugenia Sanin & Maria Mansanet-Bataller & Francesco Violante

  • 2015 Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions
    by Tim Bollerslev & Andrew J. Patton & Wenjing Wang

  • 2015 Explosive bubbles in house prices? Evidence from the OECD countries
    by Tom Engsted & Simon J. Hviid & Thomas Q. Pedersen

  • 2015 Farklý Belirsizlik Düzeylerinde Faiz Oranýnýn Makroekonomik Deðiþkenlere Etkileri: Türkiye Üzerine Etkileþimli Vektör Otoregresif Modeli Uygulamasý
    by Afsin Sahin & Volkan Ulke

  • 2015 The Austrian Business Cycle Theory: VAR Analysis for USA between 1978-2013
    by Martin Komrska

  • 2015 Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests
    by Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta

  • 2015 apital flows and the openness-growth nexus: Toda-Yamamoto causality modeling
    by Mohammad I. Elian & Adil H. Suliman

  • 2015 Sustainability of the current account in Bangladesh: an Intertemporal and cointegration analysis
    by Md Abdul Wadud & S. M. Atiar Rahman & Mohd. Mozammel Hossain Chowdhury

  • 2015 The relationship between economic growth and remittances in the presence of cross-sectional dependence
    by Mohammad Salahuddin & Jeff Gow

  • 2015 Macroeconomic determinants of foreign direct investment: evidence from India
    by Pami Dua & Reetika Garg

  • 2015 Information Transmission Effects between A and H Dual Listing Shares
    by Ai-Chi Hsu & Show-Yen Lai & Lien-Hui Chao

  • 2015 Export-led growth vs growth-led exports: what matters for the Brazilian growth experience after trade liberalization?
    by Ricardo Azevedo Araujo & Joanílio Rodolpho Teixeira & Cristiane Soares

  • 2015 Unconventional Confidence Bands in the Literature on the Government Spending Multiplier
    by Ryan H. Murphy

  • 2015 Volatility returns with vengeance: Financial markets vs. commodities
    by Aboura, Sofiane & Chevallier, Julien

  • 2015 Granger causality between debt and growth: Evidence from OECD countries
    by Puente-Ajovín, Miguel & Sanso-Navarro, Marcos

  • 2015 How past market movements affect correlation and volatility
    by Becker, Christoph & Schmidt, Wolfgang M.

  • 2015 Assessing the anchoring of inflation expectations
    by Strohsal, Till & Winkelmann, Lars

  • 2015 A residual-based ADF test for stationary cointegration in I(2) settings
    by Gomez-Biscarri, Javier & Hualde, Javier

  • 2015 Improved likelihood ratio tests for cointegration rank in the VAR model
    by Boswijk, H. Peter & Jansson, Michael & Nielsen, Morten Ørregaard

  • 2015 The Impact of Economic and Financial Variables on Cash Conversion Cycle of Energy, Oil and Gas Sectors Listed in Muscat Security Market
    by Faris Nasif AL-Shubiri

  • 2015 Hedging Petroleum Futures with Multivariate GARCH Models
    by Tanattrin Bunnag

  • 2014 Causality between Oil and South Africa’s Food Price: Time Varying Approach
    by Goodness C. Aye

  • 2014 Oil Price Uncertainty and Savings in South Africa
    by Diksha Dave & Goodness C. Aye

  • 2014 Does Oil Price Uncertainty Matter for Stock Returns in South Africa?
    by Goodness C. Aye

  • 2014 The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain
    by Omid Ranjbar & Tsangyao Chang & Elmarie Nel & Rangan Gupta

  • 2014 The Nonparametric Relationship between Oil and South African Agricultural Prices
    by Ahdi N. Ajmi & Rangan Gupta & Monique Kruger & Nicola Schoeman & Leoné Walters

  • 2014 Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting
    by Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta

  • 2014 Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model
    by Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden

  • 2014 Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test
    by Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta

  • 2014 Dynamic Relationship between Oil Price and Inflation in South Africa
    by Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta

  • 2014 Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013
    by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller

  • 2014 Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test
    by Hossein Hassani & Rangan Gupta & Xu Huang & Mansi Ghodsi

  • 2014 Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach
    by Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta & Nangamso C. Manjezi

  • 2014 A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach
    by Ahdi N. Ajmi & Vassilios Babalos & Rangan Gupta & Roulof Hefer

  • 2014 Forecasting the U.S. Real House Price Index
    by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou

  • 2014 Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test
    by Furkan Emirmahmutoglu & Mehmet Balcilar & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta

  • 2014 Volatility Spillover between Energy and Financial Markets
    by Saban Nazlioglu & Ugur Soytas & Rangan Gupta

  • 2014 Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach
    by Patrick T. Kanda

  • 2014 Income Distribution in Urban China: An Overlooked Data Inconsistency Issue
    by Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E Kwan

  • 2014 Cross-Market Spillovers with 'Volatility Surprise'
    by Aboura, Sofiane & Chevallier, Julien

  • 2014 Cross-market volatility index with Factor-DCC
    by Aboura, Sofiane & Chevallier, Julien

  • 2014 Cross-market index with Factor-DCC
    by Chevallier, Julien & Aboura, Sofiane

  • 2014 The cross-market index for volatility surprise
    by Aboura, Sofiane & Chevallier, Julien

  • 2014 Volatility equicorrelation: A cross-market perspective
    by Chevallier, Julien & Aboura, Sofiane

  • 2014 The Performance of the Banking Sector in the UAE - La performance del settore bancario negli Emirati Arabi Uniti
    by Al-Shayeb, Abdulrahman & Hatemi-J, Abdulnasser

  • 2014 Modelling the Dynamics of Sovereign Risk Premium [Modelarea dinamicii primei de risc suveran]
    by Fudulache Adina Elena

  • 2014 Perspectives of the Macroeconomic Reproduction Theory
    by V. Mayevsky & S. Malkov.

  • 2014 Exchange Rate Pass-through in Russia
    by Y. Ponomarev & P. Trunin & A. Ulyukayev.

  • 2014 On the causal link between money and output growth: Evidence from Turkey
    by Özge KANDEMİR KOCAASLAN

  • 2014 Desarrollo financiero, crecimiento y volatilidad: una breve revisión de la literatura reciente
    by Rodolfo Cermeño & María José Roa

  • 2014 Desdolarización financiera en Bolivia
    by Marco Antonio del Río Rivera & Casto Martín Montero Kuscevic

  • 2014 Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions
    by Stefan Bruder

  • 2014 The generalized Roy model and the cost-benefit analysis of social programs
    by Eisenhauer, Philipp & Heckman, James J. & Vytlacil, Edward

  • 2014 Fraktionale Kointegrationsbeziehungen zwischen Euribor-Zinssätzen
    by Dechert, Andreas

  • 2014 Confidence Bands for Impulse Responses: Bonferroni versus Wald
    by Winker, Peter & Helmut, Lütkepohl & Staszewska-Bystrova, Anna

  • 2014 The estimation uncertainty of permanent-transitory decompositions in co-integrated systems
    by Schreiber, Sven

  • 2014 Decomposing Beveridge curve dynamics by correlated unobserved components: The impact of labour market reforms in Germany
    by Klinger, Sabine & Weber, Enzo

  • 2014 Detecting financial contagion in a multivariate system
    by Manner, Hans & Blatt, Dominik & Candelon, Bertrand

  • 2014 Information Complementarities and Sectoral Comovement
    by Buchen, Teresa

  • 2014 Monitoring Stationarity and Cointegration
    by Wagner, Martin & Wied, Dominik

  • 2014 Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis
    by Herwartz, Helmut & Plödt, Martin

  • 2014 Uncertainty and the Great Recession
    by Born, Benjamin & Breuer, Sebastian & Elstner, Steffen

  • 2014 Does austerity pay off?
    by Born, Benjamin & Müller, Gernot J. & Pfeifer, Johannes

  • 2014 Phillips curve shocks and real exchange rate fluctuations: SVAR evidence
    by Gehrke, Britta & Yao, Fang

  • 2014 Testing for near I(2) trends when the signal to noise ratio is small
    by Juselius, Katarina

  • 2014 The housing wealth effect on consumption reconsidered
    by Lindner, Fabian

  • 2014 Modeling dynamics of metal price series via state space approach with two common factors
    by Golosnoy, Vasyl & Rossen, Anja

  • 2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
    by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

  • 2014 Impulse response matching estimators for DSGE models
    by Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz

  • 2014 Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models
    by Warne, Anders & Coenen, Günter & Christoffel, Kai

  • 2014 Estimating the spot covariation of asset prices: Statistical theory and empirical evidence
    by Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus

  • 2014 Efficient iterative maximum likelihood estimation of high-parameterized time series models
    by Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander

  • 2014 Structural analysis with independent innovations
    by Herwartz, Helmut

  • 2014 How interdependent are Eastern European economies and the Euro area?
    by Prettner, Catherine & Prettner, Klaus

  • 2014 Identification of prior information via moment-matching
    by Sacht, Stephen

  • 2014 Forecast-error-based estimation of forecast uncertainty when the horizon is increased
    by Knüppel, Malte

  • 2014 Carry funding and safe haven currencies: A threshold regression approach
    by Hossfeld, Oliver & MacDonald, Ronald

  • 2014 The multivariate option iPoD framework: assessing systemic financial risk
    by Matros, Philipp & Vilsmeier, Johannes

  • 2014 Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts
    by Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron

  • 2014 Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
    by Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron

  • 2014 Fundamental and speculative shocks, what drives electricity prices?
    by Katarzyna Maciejowska

  • 2014 Measuring the Impact of Exchange Rate Movements on Domestic Prices: A Cointegrated VAR Analysis
    by Nidhaleddine Ben Cheikh & Waël Louhichi

  • 2014 Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility
    by Florian Huber

  • 2014 Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty
    by Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis

  • 2014 The effect of Credit Conditions on the Dutch Housing Market
    by Marc Francke & Alex van de Minne & Johan Verbruggen

  • 2014 Forecasting with Bayesian Global Vector Autoregressions
    by Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher

  • 2014 How smooth is the stock market integration of CEE-3?
    by Eduard Baumöhl & Štefan Lyócsa

  • 2014 Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes
    by Rajmund Mirdala

  • 2014 Embedding Liquidity Information in Estimating Potential Output
    by Stefano Scalone

  • 2014 Growth-cycle phases in China’s provinces: A panel Markov-switching approach
    by Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin

  • 2014 Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets
    by Roberto Casarin & Monica Billio & Anthony Osuntuyi

  • 2014 Temporal Aggregation of Random Walk Processes and Implications for Asset Prices
    by Yamin Ahmad & Ivan Paya

  • 2014 The Stock Market, the Real Economy and Contagion
    by Dirk G Baur & Isaac Miyakawa

  • 2014 Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks
    by Marc K Chan & Simon Kwok

  • 2014 Modeling Intraday Stochastic Volatility and Conditional Duration Contemporaneously with Regime Shifts
    by Trojan, Sebastian

  • 2014 Multivariate Stochastic Volatility with Dynamic Cross Leverage
    by Trojan, Sebastian

  • 2014 A variance spillover analysis without covariances: what do we miss?
    by Fengler, Matthias R. & Gisler, Katja I. M.

  • 2014 A residual-based ADF test for stationary cointegration in I (2) settings
    by Javier Gómez Biscarri & Javier Hualde

  • 2014 Testing for Granger causality in large mixed-frequency VARs
    by Götz T.B. & Hecq A.W.

  • 2014 Is regularization necessary? A Wald-type test under non-regular conditions
    by Duplinskiy A.

  • 2014 A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing
    by Smeekes S. & Urbain J.R.Y.J.

  • 2014 On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests
    by Eric Ghysels & J. Isaac Miller

  • 2014 Determinants of Argentinean tourism demand in Uruguay
    by Gabriela Mordecki

  • 2014 Prestige social des professions et substituabilité des filières universitaires
    by Magali Jaoul-Grammare

  • 2014 Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013
    by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller

  • 2014 A Time-Varying Approach of the US Welfare Cost of Inflation
    by Stephen M. Miller & Luis F. Martins & Rangan Gupta

  • 2014 Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors
    by Goodness C. Aye & Rangan Gupta & Stephen M. Miller & Mehmet Balcilar

  • 2014 Money-Income Granger-Causality in Quantiles
    by Tae-Hwy Lee & Weiping Yang

  • 2014 What Makes a Commodity Currency?
    by Dongwon Lee & Yu-chin Chen

  • 2014 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
    by Michael McAleer

  • 2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
    by Manabu Asai & Michael McAleer

  • 2014 In search of the transmission mechanism of fiscal policy in the Euro area
    by Fève, Patrick & Sahuc, Jean-Guillaume

  • 2014 Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations
    by Peersman, G. & Wagner, W.B.

  • 2014 The Responses of the Prime Rate to a Change in Policies of the Federal Reserve
    by Joseph Friedman & Yochanan Shachmurove

  • 2014 Estimating Nairu for the Turkish Economy Using Extended Kalman Filter Approach
    by Vuslat Us

  • 2014 Estimating the expected duration of the zero lower bound in DSGE models with forward guidance
    by Mariano Kulish & James Morley & Tim Robinson

  • 2014 The Risk Return Relationship: Evidence from Index Return and Realised Variance Series
    by Minxian Yang

  • 2014 State-Dependent Effects of Fiscal Policy
    by Steven Fazzari & James Morley & Irina Panovska

  • 2014 Finding Yeti: More robust estimates of output gap in Slovakia
    by Ludovit Odor & Judita Jurasekova Kucserova

  • 2014 Large Bayesian VARMAs
    by Joshua C C Chan & Eric Eisenstat & Gary Koop

  • 2014 Assessing the link between Price and Financial Stability
    by Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno

  • 2014 Personal Income Inequality and Aggregate Demand
    by Laura Carvalho & Armon Rezai

  • 2014 Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes
    by Gregor Bäurle & Daniel Kaufmann

  • 2014 Carry Trade Activities: A Multivariate Threshold Model Analysis
    by Matthias Gubler

  • 2014 Quasi-Bayesian Model Selection
    by Atsushi Inoue & Mototsugu Shintania

  • 2014 Bayesian Analysis of Bubbles in Asset Prices
    by Andras Fulop & Jun Yu

  • 2014 On the relevance of weaker instruments
    by Bertille Antoine & Eric Renault

  • 2014 Inverting a matrix function around a singularity via local rank factorization
    by Massimo Franchi & Paolo Paruolo

  • 2014 Credit Procyclicality and Financial Regulation in South Africa
    by James Bernstein, Leroi Raputsoane and Eric Schaling

  • 2014 Financial Stress Indicator Variables and Monetary Policy in South Africa
    by Leroi Raputsoane

  • 2014 Disaggregated Credit Extension and Financial Distress in South Africa
    by Leroi Raputsoane

  • 2014 The reliability of South African real-time output gap estimates
    by Jessica Kramer and Greg Farrell

  • 2014 Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union
    by Mulatu F. Zerihun, Marthinus C. Breitenbach and Francis Kemegue

  • 2014 Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?
    by Dirk G. Baur & Joscha Beckmann & Robert Czudaj

  • 2014 Effectiveness and Transmission of the ECB’s Balance Sheet Policies
    by JEF BOECKX & MAARTEN DOSSCHE & GERT PEERSMAN

  • 2014 The dynamics of European financial market integration
    by G. EVERAERT & L. POZZI

  • 2014 Shocks to Bank Lending, Risk-Taking, Securitization, and their Role for U.S. Business Cycle Fluctuations
    by G. PEERSMAN & W. WAGNER

  • 2014 The Gravitation of Market Prices as a Stochastic Process
    by Saverio M. Fratini & Alessia Naccarato

  • 2014 Extinderi ale regresiei cu puncte multiple
    by Mateescu, George Daniel

  • 2014 Forecasting the U.S. Real House Price Index
    by Plakandaras, Vasilios & Gupta, Rangan & Papadimitriou, Theophilos & Gogas, Periklis

  • 2014 Inferring inflation expectations from fixed-event forecasts
    by Winkelried, Diego

  • 2014 Exchange Rate Movements and the Australian Economy
    by Josef Manalo & Dilhan Perera & Daniel Rees

  • 2014 The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis
    by Haroon Mumtaz & Konstantinos Theodoridis

  • 2014 Financial Regimes and Uncertainty Shocks
    by Piergiorgio Alessandri & Haroon Mumtaz

  • 2014 What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis
    by Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis

  • 2014 Fat-tails in VAR Models
    by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

  • 2014 DSGE Priors for BVAR Models
    by Thomai Filippeli & Konstantinos Theodoridis

  • 2014 UQICD v2 User Guide
    by D.S. Prasada Rao & Alicia N. Rambaldi & K. Renuka Ganegodage & L. T. Huynh & Howard E. Doran

  • 2014 A Matlab program and user's guide for the fractionally cointegrated VAR model
    by Morten Ørregaard Nielsen & Michał Ksawery Popiel

  • 2014 A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
    by Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu

  • 2014 A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
    by Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu

  • 2014 A fractionally cointegrated VAR analysis of economic voting and political support
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  • 2014 The Effects of Oil Prices On Inflation and Growth: Time Series Analysis In Turkish Economy For 1988:01-2013:04 Period
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  • 2014 Do Radioactive Spills from the Fukushima Disaster Have any Influence on Seafood Market in Japan?
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  • 2014 How ICT Investment Influences Energy Demand in South Korea and Japan?
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  • 2014 Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'
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  • 2014 Modeling Covariance Breakdowns in Multivariate GARCH
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  • 2014 The seasonal KPSS Test: some extensions and further results
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  • 2014 Data-based priors for vector autoregressions with drifting coefficients
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  • 2014 A Method for Experimental Events that Break Cointegration: Counterfactual Simulation
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  • 2014 Oil usage, gas consumption and economic growth: Evidence from Poland
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  • 2014 Uncertainty And Monetary Policy In The US: A Journey Into Non-Linear Territory
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  • 2014 : Income Inequality and FDI: Evidence with Turkish Data
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  • 2014 Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors
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  • 2014 Dynamic Analysis of the German Day-Ahead Electricity Spot Market
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  • 2014 Impact of Bank Credit on Economic Growth in Nepal
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  • 2014 Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns
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  • 2014 Time-Varying Effects of Housing and Stock Prices on U.S. Consumption
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  • 2014 Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
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  • 2014 Central Bank Credibility, Reputation and Inflation Targeting in Historical Perspective
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  • 2014 Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
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  • 2014 Pricing sovereign credit risk of an emerging market
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  • 2014 Market perception of sovereign credit risk in the euro area during the financial crisis
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  • 2014 Effectiveness and transmission of the ECB’s balance sheet policies
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  • 2014 Nowcasting Belgium
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  • 2014 Money, Banking and Interest Rates: Monetary Policy Regimes with Markov-Switching VECM Evidence
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  • 2014 Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models
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  • 2014 High Dimensional Correlation Matrices: CLT and Its Applications
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  • 2014 Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
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  • 2014 Fast computation of reconciled forecasts for hierarchical and grouped time series
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  • 2014 Detection and quantification of causal dependencies in multivariate time series: a novel information theoretic approach to understanding systemic risk
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  • 2014 An Emerging Market Financial Conditions Index: A VAR Approach
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  • 2014 Are autographs integrating the global art market? The case of hedonic prices for French autographs (1960-2005)
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  • 2014 Government Spending Shocks in Open Economy VARs
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  • 2014 Common Macroeconomic Shocks and Business Cycle Fluctuations in Euro Area Countries
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  • 2014 Noise Bubbles
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  • 2014 Volatility risk premia and financial connectedness
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  • 2014 Inference in VARs with Conditional Heteroskedasticity of Unknown Form
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  • 2014 Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes
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  • 2014 Does money matter in the euro area? Evidence from a new Divisia index
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  • 2014 Estimating a DSGE model with Limited Asset Market Participation for the Euro Area
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  • 2014 Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera

  • 2014 The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets
    by Costas Karfakis & Theodore Panagiotidis

  • 2014 Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission
    by Thomas J. Flavin & Ciara E. Morley & Ekaterini Panopoulou

  • 2014 International Transmission of Credit Shocks: Evidence from Global Vector Autoregression Model
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  • 2014 Forecasting Natural Population Change: the Case of Latvia
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  • 2014 Asymmetric volatility spillovers between UK regional worker flows and vacancies
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  • 2014 Real exchange rate persistence: the case of the Swiss franc-US dollar rate
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  • 2014 Times Series: Cointegration
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  • 2014 Targeting estimation of CCC-Garch models with infinite fourth moments
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  • 2014 Identification of Financial Factors in Economic Fluctuations
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  • 2014 Service Expenditure and Intertemporal Elasticity of Substitution in Japan
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  • 2014 Marginal q and Firms' Capital Investments: Evidence from Time Series Data of Japanese Manufacturing Industries
    by Masafumi Kozuka

  • 2014 Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey
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  • 2014 The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses
    by Ralf Brüggemann & Markus Glaser & Stefan Schaarschmidt & Sandra Stankiewicz

  • 2014 Inference in VARs with Conditional Heteroskedasticity of Unknown Form
    by Ralf Brüggemann & Carsten Jentsch & Carsten Trenkler

  • 2014 Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach
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  • 2014 The aggregate effects of long run sectoral reallocation
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  • 2014 The International Dimension of Confidence Shocks
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  • 2014 Dealing with an error correction model when trade balances are trend-stationary
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  • 2014 Dependence Measures in Bivariate Gamma Frailty Models
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  • 2014 How ICT Investment and Energy Use Influence the Productivity of Korean Industries
    by Khayyat, Nabaz T. & Lee, Jongsu & Heshmati, Almas

  • 2014 Education, Health and Wages
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  • 2014 Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
    by Benoît Sévi

  • 2014 Forecasting the density of oil futures
    by Florian Ielpo & Benoît Sévi

  • 2014 Review of the Stochastic Properties of CO2 Futures Prices
    by Julien Chevallier

  • 2014 DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa
    by Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini

  • 2014 Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk
    by Mehmet Balcılar & Rıza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen

  • 2014 Revisiting the Environmental Kuznets Curve in a Global Economy
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  • 2014 Shift-volatility transmission in East Asian Equity Markets
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  • 2014 The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test
    by Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta

  • 2014 Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach
    by Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta

  • 2014 A Time-Varying Approach of the US Welfare Cost of Inflation
    by Stephen M. Miller & Luis Filipe Martins & Rangan Gupta

  • 2014 Forecasting the U.S. Real House Price Index
    by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou

  • 2014 Forecasting South African Ination Using Non-linear Models: A Weighted Loss-based Evaluation
    by Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. Kanda

  • 2014 Cross-Market Spillovers with Volatility Surprise
    by Sofiane Aboura & Julien Chevallier

  • 2014 Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach
    by Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden

  • 2014 Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test
    by Furkan Emirmahmutoglu & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta

  • 2014 Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors
    by Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar

  • 2014 Evolution of Monetary Policy in the US: The Role of Asset Prices
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta

  • 2014 Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia
    by Khaled GUESMI & Ilyes ABID & Olfa KAABIA

  • 2014 Greece’s Stock Market Integration with Southeast Europe
    by Khaled Guesmi & Zied Ftiti & Ilyes Abid

  • 2014 Regional Stock Market Integration in Singapore: A Multivariate Analysis
    by Frédéric TEULON & Khaled GUESMI & Selim MANKAI

  • 2014 Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
    by Stelios D. Bekiros & Alessia Paccagnini

  • 2014 Further evidence on the determinants of regional stock market integration in Latin America
    by Khaled Guesmi & Duc Khuong Nguyen & Frédéric Teulon

  • 2014 Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices
    by Derek Bunn & Julien Chevallier & Yannick Le Pen & Benoît Sévi

  • 2014 Equity Risk Premium and Regional Integration
    by Mohamed Arouri & Frédéric Teulon & Christophe Rault

  • 2014 The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration
    by Khaled Guesmi & Frederic Teulon & Ahmed Taneem Muzaffar

  • 2014 Market Structure and the Cost of
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  • 2014 A fear index to predict oil futures returns
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  • 2014 Cointegration of Baltic Stock Markets in the Financial Tsunami: Empirical Evidence
    by Omar Masood & Mondher Bellalah & Sahil Chaudhary & Walid Mansour & Frederic Teulon

  • 2014 Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk
    by Khaled Guesmi & Jean-Yves Moisseron & Frédéric Teulon

  • 2014 Understanding return and volatility spillovers among major agricultural commodities
    by Amine Lahiani & Duc Khuong Nguyen & Thierry Vo

  • 2014 L’intégration financière des marchés d’actions émergents : une analyse au niveau régional
    by Khaled Guesmi & Duc Khuong Nguyen

  • 2014 L’intégration intra-régionale des marchés boursiers de l’Europe du sudest : une analyse multivariée
    by Khaled Guesmi & Duc Khuong Nguyen

  • 2014 The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach
    by Khaled Guesmi & Frédéric Teulon

  • 2014 Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model
    by Stelios Bekiros & Alessia Paccagnini

  • 2014 A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies
    by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent

  • 2014 Equity Market Integration and Currency Risk: Empirical Evidence for Indonesia
    by Khaled Guesmi & Frédéric Teulon

  • 2014 Semiparametric Generalized Long Memory Modelling of GCC Stock Market Returns: A Wavelet Approach
    by Heni Boubaker & Nadia Sghaier

  • 2014 Are emerging markets exposed to contagion from U.S.: Evidence from stock and sovereign bond markets
    by Irfan Akbar Kazi & Hakimzadi Wagan

  • 2014 How Strongly are Business Cycles and Financial Cycles Linked in the G7 Countries?
    by Nikolaos Antonakakis & Max Breitenlechner & Johann Scharler

  • 2014 The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model
    by Yasuo Hirose & Atsushi Inoue

  • 2014 In search of the transmission mechanism of fiscal policy in the Euro area
    by Fève, Patrick & Sahuc, Jean-Guillaume

  • 2014 Commodity Price Booms and Breaks: Detection, Magnitude and Implications for Developing Countries
    by Rodrigo Mariscal & Andrew Powell

  • 2014 A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank
    by Chew Lian Chua & Sarantis Tsiaplias

  • 2014 Estimating Fiscal Multipliers: News from a Nonlinear World
    by Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari

  • 2014 Quantifying Informational Linkages in a Global Model of Currency Spot Markets
    by Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin

  • 2014 Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions
    by Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny

  • 2014 On GDP-employment decoupling in Germany
    by Klinger, Sabine & Weber, Enzo

  • 2014 Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence
    by Markus Bibinger & Markus Reiss & Nikolaus Hautsch & Peter Malec &

  • 2014 Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market
    by Helmut Lütkepohl & Aleksei Netsunajev & &

  • 2014 Nonparametric Test for a Constant Beta over a Fixed Time Interval
    by Markus Reiß & Viktor Todorov & George Tauchen &

  • 2014 Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models
    by Nikolaus Hautsch & Ostap Okhrin & Alexander Ristig &

  • 2014 Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity
    by Helmut Lütkepohl & Anton Velinov & &

  • 2014 Confidence Bands for Impulse Responses: Bonferroni versus Wald
    by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker &

  • 2014 Functional stable limit theorems for efficient spectral covolatility estimators
    by Randolf Altmeyer & Markus Bibinger & &

  • 2014 Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey
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  • 2014 Education, Health and Wages
    by James Heckman & John Eric Humphries & Gregory Veramendi & Sergio Urzua

  • 2014 Adaptations of Conventional Spatial Econometric Models to Count Data
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  • 2014 http://www.sv.uio.no/econ/english/research/unpublished-works/working-papers/pdf-files/2014/memo-27-2014.pdf
    by Biørn, Erik

  • 2014 Effects of US Policy Uncertainty on Swedish GDP Growth
    by Stockhammar, Pär & Österholm, Pär

  • 2014 The Euro Crisis and Swedish GDP Growth — A Study of Spillovers
    by Österholm, Pär & Stockhammar, Pär

  • 2014 Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
    by Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun

  • 2014 Are Bad Times Good News for the Securities and Exchange Commission?
    by Lohse, Tim & Thomann, Christian

  • 2014 How ICT Investment and Energy Use Influence the Productivity of Korean Industries?
    by Khayyat, Nabaz T. & Lee, Jongsu & Heshmati, Almas

  • 2014 A large Bayesian vector autoregression model for Russia
    by Deryugina , Elena & Ponomarenko , Alexey

  • 2014 What is the role of Emerging Asia in global oil prices?
    by Melolinna, Marko

  • 2014 Bank capital, adjustment and ownership: Evidence from China
    by Molyneux , Philip & Liu, Hong & Jiang , Chunxia

  • 2014 The credibility of Hong Kong’s currency board system: Looking through the prism of MS-VAR models with time-varying transition probabilities
    by Blagov, Boris & Funke , Michael

  • 2014 Does money matter in the euro area? Evidence from a new Divisia index
    by Zsolt Darvas

  • 2014 Does Government Expenditure Multiply Output and Employment in Australia?
    by Fabrizio Carmignani

  • 2014 BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests
    by Abdulnasser Hatemi-J & Eduardo Roca

  • 2014 Crowding-in and Crowding-out Effects of Public Investments in the Portuguese Economy
    by João Sousa Andrade & António Portugal Duarte

  • 2014 Is the Slovak Economy Doing Well? A Twin Deficit Growth Approach
    by Elias Soukiazis & Eva Muchova & Pedro A. Cerqueira

  • 2014 Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas
    by Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao

  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Dimitris Korobilis

  • 2014 Business Cycles in Oil Exporting Countries: A Declining Role for Oil?
    by Salman Huseynov & Vugar Ahmadov

  • 2014 An Examination of the Convergence in the Output of South American Countries: The Influence of the Region’s Integration Projects
    by Andrea Bonilla Bolanos

  • 2014 Exchange Rate Pass-through in Russia
    by Yuri Ponomarev & Pavel Trunin & Alexei Uluykaev

  • 2014 One size does not fit all. A non-linear analysis of European monetary transmission
    by Giulio Cifarelli & Giovanna Paladino

  • 2014 The Individually Accepted Loss
    by Erick W. Rengifo & Debra Emanuela Trifan & Debra Rossen Trendafilov

  • 2014 Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures
    by Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas

  • 2014 Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation
    by Lubik, Thomas A. & Matthes, Christian

  • 2014 Analyzing data revisions with a dynamic stochastic general equilibrium model
    by Croushore, Dean & Sill, Keith

  • 2014 The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited
    by Lahaye, Jerome & Neely, Christopher J.

  • 2014 Evaluating Conditional Forecasts from Vector Autoregressions
    by Clark, Todd E. & McCracken, Michael W.

  • 2014 Financial stress regimes and the macroeconomy
    by Galvão, Ana B. & Owyang, Michael T.

  • 2014 How has empirical monetary policy analysis changed after the financial crisis?
    by Francis, Neville & Jackson, Laura E. & Owyang, Michael T.

  • 2014 Jumps in Bond Yields at Known Times
    by Kim, Don H. & Wright, Jonathan H.

  • 2014 Theory and practice of GVAR modeling
    by Chudik, Alexander & Pesaran, M. Hashem

  • 2014 Frequency Dependence in a Real-Time Monetary Policy Rule
    by Ashley, Richard & Tsang, Kwok Ping & Verbrugge, Randal

  • 2014 Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach
    by Bognanni, Mark & Herbst, Edward

  • 2014 Evaluating Conditional Forecasts from Vector Autoregressions
    by Clark, Todd E. & McCracken, Michael W.

  • 2014 The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models
    by Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao

  • 2014 The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks
    by Gospodinov, Nikolay & Jamali, Ibrahim

  • 2014 Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis
    by Jensen, Mark J. & Maheu, John M.

  • 2014 Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
    by Arias, Jonas E. & Rubio-Ramirez, Juan F. & Waggoner, Daniel F.

  • 2014 Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera

  • 2014 Assessing the link between price and financial stability
    by Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno

  • 2014 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
    by McAleer, M.J.

  • 2014 An Alternative View of the US Price-Dividend Ratio Dynamics
    by Londoño Yarce, Juan Miguel & Regúlez Castillo, Marta & Vázquez Pérez, Jesús

  • 2014 A procedure for combining zero and sign restrictions in a VAR-identification scheme
    by Alex Haberis & Andrej Sokol

  • 2014 Estimating US fiscal and monetary interactions in a time varying VAR
    by Eddie Gerba & Klemens Hauzenberger

  • 2014 Effects of Oil Shocks on Oil-Importing Developing Economies: The Case of Georgia and Armenia
    by Lamazoshvili Beka

  • 2014 Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
    by Varang Wiriyawit & Benjamin Wong

  • 2014 Inflation Expectations and How it Explains the Inflationary Impact of Oil Price Shocks: Evidence from the Michigan Survey
    by Benjamin Wong

  • 2014 Asymmetric Increasing Trends in Dependence in International Equity Markets
    by Tatsuyoshi Okimoto

  • 2014 Modelling Inflation Volatility
    by Eric Eisenstat & Rodney W. Strachan

  • 2014 Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation
    by Thomas A. Lubik & Christian Matthes

  • 2014 Fast Computation of the Deviance Information Criterion for Latent Variable Models
    by Joshua C.C. Chan & Angelia L. Grant

  • 2014 Currency hedge – walking on the edge?
    by Fabio Filipozzi & Kersti Harkmann

  • 2014 The great (De)leveraging in the GIIPS countries. Domestic credit and net foreign liabilities 1998–2013
    by Juan Carlos Cuestas & Karsten Staehr

  • 2014 Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks
    by Matteo Luciani

  • 2014 Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks
    by Matteo Barigozzi & Marc Hallin

  • 2014 On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R²
    by Kratz, Marie & Nagel , Werner

  • 2014 Financial integration, financial turmoil and risk premia in emerging markets
    by Salem Boubakri & Cécile Couharde & Hélène Raymond

  • 2014 Cross-Market Spillovers with ‘Volatility Surprise’
    by Sofiane Aboura & Julien Chevallier

  • 2014 Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies
    by Jean-Pierre Allegret & Valérie Mignon & Audrey Sallenave

  • 2014 Looking at the other side of carry trades: Are there any safe haven currencies?
    by Virginie Coudert & Cyriac Guillaumin & Hélène Raymond

  • 2014 The effect of credit conditions on the Dutch housing market
    by Marc Francke & Alex van de Minne & Johan Verbruggen

  • 2014 Cyclical changes in firm volatility
    by Emmanuel De Veirman & Andrew Levin

  • 2014 Macro News and Bond Yield Spreads in the Euro Area
    by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

  • 2014 Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis
    by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

  • 2014 Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis
    by Guglielmo Maria Caporale & Marinko Skare

  • 2014 Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach
    by Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo

  • 2014 Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market
    by Helmut Lütkepohl & Aleksei Netsunajev

  • 2014 Are There Bubbles in Stock Prices? Testing for Fundamental Shocks
    by Anton Velinov & Wenjuan Chen

  • 2014 Elasticities of Supply for the US Natural Gas Market
    by Micaela Ponce & Anne Neumann

  • 2014 Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity
    by Helmut Lütkepohl & Anton Velinov

  • 2014 Confidence Bands for Impulse Responses: Bonferroni versus Wald
    by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker

  • 2014 Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey
    by Helmut Lütkepohl

  • 2014 The Performance of Socially Responsible Funds : Does the Screening Process Matter ?
    by Capelle-Blancard, Gunther & Monjon, Stéphanie

  • 2014 On the determinants of food price volatility
    by Koliai, Lyes & Avouyi-Dovi, Sanvi & Ano Sujithan, Kuhanathan

  • 2014 On The Long-Term Macroeconomic Effects Of Social Spending In The United States
    by Alfredo Marvão Pereira & Jorge M. Andraz

  • 2014 On The Long-Term Macroeconomic Effects Of Social Security Spending:Evidence For 12 Eu Countries
    by Alfredo Marvão Pereira & Jorge M. Andraz

  • 2014 Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions
    by Xiaohong Chen & Timothy M. Christensen

  • 2014 Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers
    by Szabolcs Blazsek & Álvaro Escribano

  • 2014 Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
    by Russel Davidson & Andrea Monticini

  • 2014 Asymmetric Increasing Trends in Dependence in International Equity Markets
    by Tatsuyoshi Okimoto

  • 2014 Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach
    by Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling

  • 2014 Time-varying equilibrium rates in small open economies: Evidence for Canada
    by Tino Berger & Bernd Kempa

  • 2014 Joint Confidence Sets for Structural Impulse Responses
    by Inoue, Atsushi & Kilian, Lutz

  • 2014 Structural FECM: Cointegration in large-scale structural FAVAR models
    by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor

  • 2014 No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
    by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

  • 2014 Speculation in the Oil Market
    by Juvenal, Luciana & Petrella, Ivan

  • 2014 Impulse Response Matching Estimators for DSGE Models
    by Guerron-Quintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz

  • 2014 Following the Trend: Tracking GDP when Long-Run Growth is Uncertain
    by Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan

  • 2014 A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics
    by Pettenuzzo, Davide & Timmermann, Allan G & Valkanov, Rossen

  • 2014 Identifying the Sources of Model Misspecification
    by Inoue, Atsushi & Kuo, Chun-Hung & Rossi, Barbara

  • 2014 Government Spending Shocks in Open Economy VARs
    by Forni, Mario & Gambetti, Luca

  • 2014 Has the Euro-Mediterranean partnership affected Mediterranean business cycles?
    by Canova, Fabio & Schlaepfer, Alan

  • 2014 Choosing the variables to estimate singular DSGE models: Comment
    by Nikolay, Iskrev

  • 2014 Estimating nonlinear DSGE models with moments based methods
    by Sergey, Ivashchenko

  • 2014 Follow the leader? Public and private wages in the Netherlands
    by Annette Zeilstra & Adam Elbourne

  • 2014 Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
    by YANG, Yukai

  • 2014 Estimation and empirical performance of non-scalar dynamic conditional correlation models
    by BAUWENS, Luc & GRIGORYEVA, Lyudmila & ORTEGA, Juan-Pablo

  • 2014 Exchange Rates Contagion in Latin America
    by Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia

  • 2014 La Estructura a Plazos del Riesgo Interbancario
    by Guillermo Andrés Cangrejo Jiménez

  • 2014 The Impact of Financial Variables on Czech Macroeconomic Developments: An Empirical Investigation
    by Tomas Adam & Miroslav Plasil

  • 2014 Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?
    by Virginie Coudert & Cyriac Guillaumin & Hélene Raymond

  • 2014 Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies
    by Jean-Pierre Allegret & Valérie Mignon & Audrey Sallenave

  • 2014 A procedure for combining zero and sign restrictions in a VAR-identification scheme
    by Alex Haberis & Andrej Sokol

  • 2014 On the Long-Term Macroeconomic Effects of Social Security Spending: Evidence for 12 EU Countries
    by Alfredo M. Pereira & Jorge M. Andraz

  • 2014 Carry Funding and Safe Haven Currencies: A Threshold Regression Approach
    by Oliver Hossfeld & Ronald MacDonald

  • 2014 Urbanization and Growth: Why Did the Splendor of the Italian Cities in the Sixteenth Century not Lead to Transition?
    by Bruno Chiarini & Elisabetta Marzano

  • 2014 Macro News and Bond Yield Spreads in the Euro Area
    by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

  • 2014 Dimensions of Macroeconomic Uncertainty: A Common Factor Analysis
    by Steffen Henzel & Malte Rengel

  • 2014 Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis
    by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

  • 2014 Effectiveness and Transmission of the ECB's Balance Sheet Policies
    by Jef Boeckx & Maarten Dossche & Gert Peersman

  • 2014 Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach
    by Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo

  • 2014 Theory and Practice of GVAR Modeling
    by Alexander Chudik & M. Hashem Pesaran

  • 2014 Shocks to Bank Lending, Risk-Taking, Securitization, and their Role for U.S. Business Cycle Fluctuations
    by Gert Peersman & Wolf Wagner

  • 2014 Youth Unemployment in Europe: Persistence and Macroeconomic Determinants
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2014 Malthus and the Industrial Revolution: Evidence from a Time-Varying VAR
    by Alexander Rathke & Samad Sarferaz

  • 2014 Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity
    by Helmut Luetkepohl & Anton Velinov

  • 2014 Confidence Bands for Impulse Responses: Bonferroni versus Wald
    by Helmut Luetkepohl & Anna Staszewska-Bystrova & Peter Winker

  • 2014 Testing Unemployment Theories: A Multivariate Long Memory Approach
    by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha

  • 2014 Chocolate price fluctuations may cause depression: an analysis of price pass-through in the cocoa chain
    by Jean-François BRUN & Catherine ARAUJO BONJEAN

  • 2014 Unit Root Tests, Size Distortions, and Cointegrated Data
    by W. Robert Reed

  • 2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
    by Manabu Asai & Michael McAleer

  • 2014 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
    by Michael McAleer

  • 2014 Finding Yeti: More robust estimates of output gap in Slovakia
    by Ludovit Odor & Judita Jurasekova Kucserova

  • 2014 Assessing Interbank Connectedness Using Transmission Decomposition Techniques: an Application to Eurozone SIFIs
    by Cherry Muijsson

  • 2014 Fair Weather or Foul? The Macroeconomic Effects of El Niño
    by Paul Cashin & Kamiar Mohaddes & Mehdi Raissi

  • 2014 Theory and Practice of GVAR Modeling
    by Alexander Chudik & Hashem Pesaran

  • 2014 Long Run Dynamics of World Food, Crude Oil Prices and Macroeconomic Variables: A Cointegration VAR Analysis
    by José M. Fernández

  • 2014 A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics
    by Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann

  • 2014 Inflation Dynamics and Business Cycles
    by Suleyman Hilmi Kal & Nuran Arslaner & Ferhat Arslaner

  • 2014 The determinants of vat revenue efficiency: recent evidence from Greece
    by Athanasios O. Tagkalakis

  • 2014 Financing exports of goods: a constraint on Greek economic growth
    by Ioanna C. Bardakas

  • 2014 Assessing the variability of indirect tax elasticity in Greece
    by Athanasios O. Tagkalakis

  • 2014 Optimal contracts, aggregate risk and the financial accelerator
    by Fuerst, Timothy & Carlstrom, Charles & Paustian, Matthias

  • 2014 News and labour market dynamics in the data and in matching models
    by Theodoridis, Konstantinos & Zanetti, Francesco

  • 2014 Boom or gloom? Examining the Dutch disease in two-speed economies
    by Hilde C. Bjørnland & Leif Anders Thorsrud

  • 2014 Regression-based analysis of cointegration systems
    by Javier Gomez-Biscarri & Javier Hualde

  • 2014 A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings
    by Javier Gomez-Biscarri & Javier Hualde

  • 2014 Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition
    by Marek Jarociński & Albert Marcet

  • 2014 A Quadratic Kalman Filter
    by Monfort, A. & Renne, J.-P. & Roussellet, G.

  • 2014 A stylized applied energy-economy model for France
    by Henriet, F. & Maggiar, N. & Schubert, K.

  • 2014 Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera

  • 2014 The Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies
    by Tatjana Dahlhaus & Garima Vasishtha

  • 2014 International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada
    by Tatjana Dahlhaus & Kristina Hess & Abeer Reza

  • 2014 Real-Time Nowcasting of Nominal GDP Under Structural Breaks
    by William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon

  • 2014 A New Approach to Infer Changes in the Synchronization of Business Cycle Phases
    by Danilo Leiva-Leon

  • 2014 Monetary Policy Transmission during Financial Crises: An Empirical Analysis
    by Tatjana Dahlhaus

  • 2014 Monetary policy in the North, effects in the South
    by Gonzalo De Cadenas Santiago & Alicia Garcia-Herrero & Alvaro Ortiz Vidal-Abarca

  • 2014 Technology, Employment, and the Oil-Countries Business Cycle
    by Rodolfo Mendez-Marcano

  • 2014 Financial regimes and uncertainty shocks
    by Piergiorgio Alessandri & Haroon Mumtaz

  • 2014 Decomposing Beveridge curve dynamics by correlated unobserved components
    by Klinger, Sabine & Weber, Enzo

  • 2014 Capturing the Interaction of Trend, Cycle, Expectations and Risk Premia in the US Term Structure
    by Soloschenko, Max & Weber, Enzo

  • 2014 Matrix Box-Cox Models for Multivariate Realized Volatility
    by Weigand, Roland

  • 2014 Long- versus medium-run identification in fractionally integrated VAR models
    by Tschernig, Rolf & Weber, Enzo & Weigand, Roland

  • 2014 Matrix Box-Cox Models for Multivariate Realized Volatility
    by Roland Weigand

  • 2014 Shift-Volatility Transmission in East Asian Equity Markets
    by Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad

  • 2014 Dollarization and the relationship between EMBI and fundamentals Latin American countries
    by María Lorena Mari del Cristo & Marta Gómez-Puig

  • 2014 The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds
    by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern

  • 2014 Cross listing: price discovery dynamics and exchange rate effects
    by Cristina M. Scherrer

  • 2014 On the identification of fractionally cointegrated VAR models with the F(d) condition
    by Paolo Santucci de Magistris & Federico Carlini

  • 2014 Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy
    by Laurent Callot & Johannes Tang Kristensen

  • 2014 Times Series: Cointegration
    by Søren Johansen

  • 2014 Forecasting Medium and Large Datasets with Vector Autoregressive Moving Average (VARMA) Models
    by Gustavo Fruet Dias & George Kapetanios

  • 2014 Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models
    by Morten Ørregaard Nielsen

  • 2014 A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
    by Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu

  • 2014 A fractionally cointegrated VAR analysis of economic voting and political support
    by Maggie E. C. Jones & Morten Ørregaard Nielsen & Michael Ksawery Popiel

  • 2014 Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models
    by Markku Lanne & Henri Nyberg

  • 2014 On an Estimation Method for an Alternative Fractionally Cointegrated Model
    by Federico Carlini & Katarzyna Lasak

  • 2014 Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
    by Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou

  • 2014 Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition
    by Yukai Yang

  • 2014 Noncausal Bayesian Vector Autoregression
    by Markku Lanne & Jani Luoto

  • 2014 Bagging Weak Predictors
    by Manuel Lukas & Eric Hillebrand

  • 2014 Testing for near I(2) trends when the signal-to-noise ratio is small
    by Juselius, Katarina

  • 2014 Stock Market Development, Bank Concentration, Ownership Structure, and Bank Performance: Evidence from Turkey
    by Ayaydin, Hasan & Karaaslan, İbrahim

  • 2014 External Debt and Economic Growth in Tunisia
    by Samir Abdelhafidh

  • 2014 Tax Smoothing Hypothesis: A Turkish Case
    by Taner Turan & Mesut Karakas & Halit Yanikkaya

  • 2014 International Portfolio Diversification: United States and South Asian Equity Markets
    by Rizwan Mushtaq & Syed Zulfiqar Ali Shah

  • 2014 Timber Restrictions, Financial Crisis, and Price Transmission in North American Softwood Lumber Markets
    by Changyou Sun & Zhuo Ning

  • 2014 Estimating NAIRU for Turkey Using Extended Kalman Filter Approach
    by Vuslat Us

  • 2014 A Quest for Leading Indicators of the Turkish Unemployment Rate
    by Burcu Gurcihan Yunculer & Gonul Sengul & Arzu Yavuz

  • 2014 Do Inflation Expectations Converge Toward Inflation Target or Actual Inflation? Evidence from Expectation Gap Persistence
    by Serkan Cicek & Cuneyt Akar

  • 2014 Ex-Post and Ex-Ante Forecasts of Spot Prices in Bulk Shipping in a Period of Economic Crisis using Simultaneous Equation Models
    by Nikolaos D. Geomelos & Evangelos Xideas

  • 2014 Household Money Holdings in the Euro Area: An Explorative Investigation
    by Franz Seitz & Julian von Landesberger

  • 2014 Volatility Transmission Between Stock and Foreign Exchange Markets: Evidence from Nigeria
    by Emenike Kalu O.

  • 2014 Output Growth and its Volatility: The Gold Standard through the Great Moderation
    by WenShwo Fang & Stephen M. Miller

  • 2014 Applicability of Openness-led Growth Hypothesis in Sri Lanka
    by Navaratnam Ravinthirakumaran

  • 2014 Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts
    by Emilian Dobrescu

  • 2014 Investigating the Impact of Unemployment Rate on the Romanian Shadow Economy. A Complex Approach Based on ARDL and SVAR Analysis
    by Adriana Anamaria Davidescu (Alexandru)

  • 2014 Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models
    by Melike Bildirici & Özgür Ömer Ersin

  • 2014 The Twin Deficits in Selected Central and Eastern European Economies: Bounds Testing Approach with Causality Analysis
    by Tosun, M. Umur & Iyidogan, Pelin Varol & Telatar, Erdinç

  • 2014 A Dynamic Weighted Distancedbased Fuzzy Time Series Neural Network with Bootstrap Model for Option Price Forecasting
    by Chih-Chung Yang & Yungho Leu & Chien-Pang Lee

  • 2014 Unemployment, Gender and Labor Force Participation in Spain: Future Trends in Labor Market
    by Congregado, Emilio & Carmona, Monica & Golpe, Antonio A. & Van Stel, André

  • 2014 International Equity Diversification Between the United States and Brics Countries
    by Zhong, Ming & Chang,Tsangyao & Tzeng, Han-Wen

  • 2014 Convergence in the Core Euro Zone under the Global Financial Crisis
    by Lee, Kang-Soek & Mercurelli, Franceline

  • 2014 Adequacy of Lagrange Multiplier Test
    by Lee , Mei-Yu

  • 2014 Alternative Methods Of Estimating Output Gap For Turkey
    by Saraçoğlu, Bedriye & Yiğit, Özlem & Koçak, Necmettin Alpay

  • 2014 An Empirical Analysis of the Relations among Consumer Expenditures, Consumption Credits and Consumer Confidence in Turkish Economy
    by Arısoy, İbrahim & Aytun, Cengiz

  • 2014 The copula based on multivariate t-distribution with vector of degrees of freedom
    by Balaev, Alexey

  • 2014 Real estate boom and export performance bust in Croatia
    by Marina Tkalec & Maruska Vizek

  • 2014 Islamic Banking and Economic Growth — A cointegration Approach
    by Mosab I. Tabash & Raj S. Dhankar

  • 2014 Cyclical Processes in the Polish Economy
    by Marta Skrzypczyńska

  • 2014 Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands
    by Anna Staszewska-Bystrova & Peter Winker

  • 2014 Comparison of the Monetary Transmission Mechanisms of Czech Republic and Poland Using Impulse Response Functions
    by Sára Bíza Bisová & Roman Hušek

  • 2014 Determinants of CEE-4 Stock Market Integration
    by Eduard Baumöhl

  • 2014 Sustainability of current account deficit with high oil prices: Evidence from Turkey
    by Erkan Özata

  • 2014 Inflation dynamics in the Czech Republic: Estimation of the New Keynesian Phillips curve
    by Daniela Milučká

  • 2014 Exchange Rate Exposure and its Determinants: Evidence on Hungarian Firms
    by Lucie TOMANOVÁ

  • 2014 Additive Decomposition and Boundary Conditions in Wavelet-Based Forecasting Approaches
    by Milan Bašta

  • 2014 Macroeconomic Modelling of a Firm´s Default
    by Michal Řičař

  • 2014 Simulating Bivariate Stationary Processes with Scale-Specific Characteristics
    by Milan Bašta

  • 2014 What are the difference among the currencies of foreign exchange loans?
    by Gábor Dávid Kiss, Tamás Schuszter

  • 2014 Bank Credit and Economic Growth in Nepal: An Empirical Analysis
    by Neelam Timsina

  • 2014 A factor-augmented model of markup on mortgage loans in Poland
    by Victor Bystrov

  • 2014 Relación de causalidad entre el índice de precios del productor y el índice de precios del consumidor incorporando cambios estructurales. El caso de México
    by Gómez Aguirre Mario & Lenin Navarro Chávez José César

  • 2014 Financial crises and volatility spillovers among emerging European equity markets
    by Ugur Ergun, Zehra Mahmutović.

  • 2014 The Dynamic Causal Relationship between Electricity Consumption and Economic Growth in Ghana: A Trivariate Causality Model
    by Bernard N. Iyke & Nicholas M. Odhiambo

  • 2014 Transmisión entre mercados bursátiles y crisis financiera: El caso de España/Transmission between Stock Markets and Financial Crisis: The Case of Spain
    by RICO BELDA, PAZ

  • 2014 On the Stability of Nigeria’s Import Demand: Do Endogenous Structural Breaks Matter?
    by Mohammed Isa Shuaibu & Basiru Oyeniran Fatai

  • 2014 Stock Market Development, Bank Concentration, Ownership Structure, and Bank Performance: Evidence from Turkey
    by Hasan AYAYDIN & Ýbrahim KARAASLAN

  • 2014 Pénzintézeti mérlegadatok monetáris politikai újraértelmezése. A brókerkereskedő szervezetek reálgazdasági és likviditási jelentősége
    by Ács, Attila

  • 2014 External Vulnerabilities And Economic Integration: Is The Union Of South American Nations A Promising Project?
    by ANDREA BONILLA BOLANOS

  • 2014 Electricity consumption, exports, and economic growth in the democratic republic of Congo: an Ardl-bounds testing approach
    by Nicholas M. Odhiambo

  • 2014 A study of the relation between inflation and exchange rates in the Fiji islands: a cointegration and vector error correction approach
    by Muthucattu Thomas Paul & Yih Pin Tang & Markand Bhatt

  • 2014 Do fdi and public investment crowd in or crowd out private domestic investment in India
    by Badri Narayan Rath & Debi Prasad Bal

  • 2014 Foreign direct investment, financial development, and economic growth: a cointegration model
    by Adil H. Suliman & Mohammad I. Elian

  • 2014 The power of fiscal multipliers in Croatia
    by Ana Grdovic Gnip

  • 2014 The Venezuelan Financial System. What Compromises its Performance?
    by Ana Maria A. Chirinos L. & Carolina Pagliacci

  • 2014 Convergence and Long-Run Uncertainty
    by Pablo M. Pincheira

  • 2014 Survey the Dynamic of Inflation in Iran Since 1990
    by Mohammad Mirbagherijam

  • 2014 Factor-based prediction of industry-wide bank stress
    by Grover, Sean P. & McCracken, Michael W.

  • 2014 Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility
    by Eduard Baumöhl & Štefan Lyócsa

  • 2014 The Dynamics of Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Selected Central European Economies
    by Agata Kliber

  • 2014 Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in the Emerging Eastern European and Russian Markets
    by Yen-Hsien Lee & Hao Fang & Wei-Fan SU

  • 2014 Crescita nei consumi di IV gamma. Un’applicazione del modello AIDS alla domanda italiana di ortofrutta
    by Antonio Baselice & Antonio Stasi & Francesco Diotallevi & Andrea Marchini & Gianluca Nardone

  • 2014 The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models
    by Mei-Yu LEE

  • 2014 Doviz Piyasasinin Etkinligi: Turkiye icin Bir Analiz
    by Burcu BERKE & Burcu OZCAN & Hatice Isin DIZDARLAR

  • 2014 Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012)
    by Mehmet BALCILAR & Harun BAL & Nese ALGAN & Mehmet DEMIRAL

  • 2014 Turkiye’de Cari Islemler Aciginin Surdurulebilirligi
    by Senay ACIKGOZ & Anil AKCAGLAYAN

  • 2014 The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach
    by Oueslati, Abdelmonem & Hammami, Yacine & Jilani, Faouzi

  • 2014 Cross-market spillovers with ‘volatility surprise’
    by Aboura, Sofiane & Chevallier, Julien

  • 2014 The growth and inequality nexus: The case of China
    by Chan, Kenneth S. & Zhou, Xianbo & Pan, Zhewen

  • 2014 Internet, noise trading and commodity futures prices
    by Peri, Massimo & Vandone, Daniela & Baldi, Lucia

  • 2014 Determining what drives stock returns: Proper inference is crucial: Evidence from the UK
    by Ma, Jun & Wohar, Mark E.

  • 2014 Untangling the causal relationship between government budget and current account deficits in OECD countries: Evidence from bootstrap panel Granger causality
    by Xie, Zixiong & Chen, Shyh-Wei

  • 2014 If the United States sneezes, does the world need “pain-killers”?
    by Herrerias, M.J. & Ordóñez, J.

  • 2014 Patterns of volatility transmissions within regime switching across GCC and global markets
    by Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo

  • 2014 A time-varying perspective on the CAPM and downside betas
    by Tsai, Hsiu-Jung & Chen, Ming-Chi & Yang, Chih-Yuan

  • 2014 The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia
    by Fang, Chung-Rou & You, Shih-Yi

  • 2014 An investigation of the causal relations between exchange rates and interest rate differentials using wavelets
    by Hacker, R. Scott & Karlsson, Hyunjoo Kim & Månsson, Kristofer

  • 2014 Unemployment in Greece: Evidence from Greek regions using panel unit root tests
    by Bakas, Dimitrios & Papapetrou, Evangelia

  • 2014 Impact of uncertainty on high frequency response of the U.S. stock markets to the Fed's policy surprises
    by Marfatia, Hardik A.

  • 2014 Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
    by Hammoudeh, Shawkat & Mensi, Walid & Reboredo, Juan Carlos & Nguyen, Duc Khuong

  • 2014 Risk contributions of trading and non-trading hours: Evidence from Chinese commodity futures markets
    by Liu, Qingfu & An, Yunbi

  • 2014 An empirical examination of the lead–lag relationship between spot and futures markets: Evidence from Thailand
    by Judge, Amrit & Reancharoen, Tipprapa

  • 2014 Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison
    by Wang, Kai-Li & Fawson, Christopher & Chen, Mei-Ling & Wu, An-Chi

  • 2014 Asymmetric Information and Volatility Forecasting in Commodity Futures Markets
    by Liu, Qingfu & Wong, Ieokhou & An, Yunbi & Zhang, Jinqing

  • 2014 Does the Internet increase labor productivity? Evidence from a cross-country dynamic panel
    by Najarzadeh, Reza & Rahimzadeh, Farzad & Reed, Michael

  • 2014 Euro area inflation as a predictor of national inflation rates
    by Cavallo, Antonella & Ribba, Antonio

  • 2014 Housing and the business cycle in South Africa
    by Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan

  • 2014 Interest rate pass-through in the Euro area during the financial crisis: A multivariate regime-switching approach
    by Aristei, David & Gallo, Manuela

  • 2014 Housing market volatility in the OECD area: Evidence from VAR based return decompositions
    by Engsted, Tom & Pedersen, Thomas Q.

  • 2014 Effects of Eurobonds: A stochastic sovereign debt sustainability analysis for Portugal, Ireland and Greece
    by Tielens, J. & van Aarle, B. & Van Hove, J.

  • 2014 Non-linear adjustments to intranational PPP
    by Woo, Kai-Yin & Lee, Shu-Kam & Chan, Alan

  • 2014 An estimated New-Keynesian model with unemployment as excess supply of labor
    by Casares, Miguel & Moreno, Antonio & Vázquez, Jesús

  • 2014 Time-varying equilibrium rates in small open economies: Evidence for Canada
    by Berger, Tino & Kempa, Bernd

  • 2014 What explains the recent fluctuations in Japan’s output? A structural factor analysis of Japan’s industrial production
    by Kumano, Yusuke & Muto, Ichiro & Nakano, Akihiro

  • 2014 Bank bailouts and bank-sovereign risk contagion channels
    by Stângă, Irina M.

  • 2014 System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies
    by Gnabo, Jean-Yves & Hvozdyk, Lyudmyla & Lahaye, Jérôme

  • 2014 A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis
    by Ludwig, Alexander

  • 2014 Transmission of government default risk in the eurozone
    by Kohonen, Anssi

  • 2014 Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach
    by Yin, Weiwei & Li, Junye

  • 2014 Inflation targeting, credibility, and non-linear Taylor rules
    by Neuenkirch, Matthias & Tillmann, Peter

  • 2014 Fiscal policy and external adjustment: New evidence
    by Bouakez, Hafedh & Chihi, Foued & Normandin, Michel

  • 2014 Monetary policy regimes: Implications for the yield curve and bond pricing
    by Filipova, Kameliya & Audrino, Francesco & De Giorgi, Enrico

  • 2014 Do different factors explain male and female self-employment rates?
    by Saridakis, George & Marlow, Susan & Storey, David J.

  • 2014 Credit spread changes within switching regimes
    by Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal

  • 2014 Financial fragility in the Great Moderation
    by Bezemer, Dirk & Grydaki, Maria

  • 2014 Does global liquidity drive commodity prices?
    by Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert

  • 2014 The role of correlation dynamics in sector allocation
    by Kalotychou, Elena & Staikouras, Sotiris K. & Zhao, Gang

  • 2014 Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?
    by Jung, R.C. & Maderitsch, R.

  • 2014 Asymmetric increasing trends in dependence in international equity markets
    by Okimoto, Tatsuyoshi

  • 2014 Derivatives holdings and systemic risk in the U.S. banking sector
    by Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio

  • 2014 Risky adjustments or adjustments to risks: Decomposing bank leverage
    by Koch, Cathérine Tahmee

  • 2014 Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence
    by Calmès, Christian & Théoret, Raymond

  • 2014 The rise and fall of technical trading rule success
    by Taylor, Nick

  • 2014 Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
    by Zhou, Yinggang

  • 2014 Financial stress spillovers in advanced economies
    by Apostolakis, George & Papadopoulos, Athanasios P.

  • 2014 Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
    by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia

  • 2014 The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries
    by Chang, Ming-Jen & Su, Che-Yi

  • 2014 How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
    by Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh

  • 2014 Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk
    by Guesmi, Khaled & Moisseron, Jean-Yves & Teulon, Frédéric

  • 2014 Conditional least squares and copulae in claims reserving for a single line of business
    by Pešta, Michal & Okhrin, Ostap

  • 2014 Vertical price transmission in timber and lumber markets
    by Ning, Zhuo & Sun, Changyou

  • 2014 Commodity index trading and hedging costs
    by Brunetti, Celso & Reiffen, David

  • 2014 The intertemporal risk-return relation: A bivariate model approach
    by Jiang, Xiaoquan & Lee, Bong-Soo

  • 2014 Unconventional monetary policies and the corporate bond market
    by Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela

  • 2014 The evolution of risk premium as a measure for intra-regional equity market integration
    by Guesmi, Khaled & Teulon, Frederic & Muzaffar, Ahmed Taneem

  • 2014 The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union
    by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza

  • 2014 Modeling and forecasting the additive bias corrected extreme value volatility estimator
    by Kumar, Dilip & Maheswaran, S.

  • 2014 On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010
    by Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek

  • 2014 A note on cointegration of international stock market indices
    by Dimpfl, Thomas

  • 2014 Forecasting the oil–gasoline price relationship: Do asymmetries help?
    by Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo

  • 2014 Understanding recent oil price dynamics: A novel empirical approach
    by D'Ecclesia, Rita L. & Magrini, Emiliano & Montalbano, Pierluigi & Triulzi, Umberto

  • 2014 Hedging crude oil using refined product: A regime switching asymmetric DCC approach
    by Pan, Zhiyuan & Wang, Yudong & Yang, Li

  • 2014 Macro determinants of volatility and volatility spillover in energy markets
    by Karali, Berna & Ramirez, Octavio A.

  • 2014 Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand
    by Adeyemi, Olutomi I. & Hunt, Lester C.

  • 2014 Are the macroeconomic effects of oil price shock symmetric?: A Factor-Augmented Vector Autoregressive approach
    by An, Lian & Jin, Xiaoze & Ren, Xiaomei

  • 2014 Bounds testing approach to analysis of the environment Kuznets curve hypothesis
    by Onafowora, Olugbenga A. & Owoye, Oluwole

  • 2014 On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree
    by Charlot, Philippe & Marimoutou, Vêlayoudom

  • 2014 Dynamic spillovers of oil price shocks and economic policy uncertainty
    by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George

  • 2014 Asymmetries in the dynamic interrelationship between energy consumption and economic growth: Evidence from Turkey
    by Araç, Ayşen & Hasanov, Mübariz

  • 2014 Energy consumption and economic growth in the next 11 countries: The bootstrapped autoregressive metric causality approach
    by Yıldırım, Ertugrul & Sukruoglu, Deniz & Aslan, Alper

  • 2014 The differential effects of oil demand and supply shocks on the global economy
    by Cashin, Paul & Mohaddes, Kamiar & Raissi, Maziar & Raissi, Mehdi

  • 2014 How do oil producers respond to oil demand shocks?
    by Güntner, Jochen H.F.

  • 2014 The switching relationship between natural gas and crude oil prices
    by Brigida, Matthew

  • 2014 Oil price uncertainty and manufacturing production
    by Aye, Goodness C. & Dadam, Vincent & Gupta, Rangan & Mamba, Bonginkosi

  • 2014 The relationship between energy and equity markets: Evidence from volatility impulse response functions
    by Olson, Eric & J. Vivian, Andrew & Wohar, Mark E.

  • 2014 Energy markets volatility modelling using GARCH
    by Efimova, Olga & Serletis, Apostolos

  • 2014 Symmetric transmission of prices in the retail gasoline market in Brazil
    by da Silva, André Suriane & Vasconcelos, Cláudio Roberto Fóffano & Vasconcelos, Silvinha Pinto & de Mattos, Rogério Silva

  • 2014 How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China
    by Wen, Xiaoqian & Guo, Yanfeng & Wei, Yu & Huang, Dengshi

  • 2014 Oil price risk exposure: The case of the U.S. Travel and Leisure Industry
    by Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid

  • 2014 On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets
    by Conrad, Christian & Loch, Karin & Rittler, Daniel

  • 2014 Long memory dynamics for multivariate dependence under heavy tails
    by Janus, Paweł & Koopman, Siem Jan & Lucas, André

  • 2014 Unit root vector autoregression with volatility induced stationarity
    by Nielsen, Heino Bohn & Rahbek, Anders

  • 2014 Foreign shocks and international cost of equity destabilization. Evidence from the MENA region
    by Guyot, Alexis & Lagoarde-Segot, Thomas & Neaime, Simon

  • 2014 A new index of financial conditions
    by Koop, Gary & Korobilis, Dimitris

  • 2014 Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks
    by Herwartz, Helmut & Lütkepohl, Helmut

  • 2014 Identification robust inference in cointegrating regressions
    by Khalaf, Lynda & Urga, Giovanni

  • 2014 Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
    by Barigozzi, Matteo & Brownlees, Christian & Gallo, Giampiero M. & Veredas, David

  • 2014 Modeling multivariate extreme events using self-exciting point processes
    by Grothe, Oliver & Korniichuk, Volodymyr & Manner, Hans

  • 2014 Pre and post break parameter inference
    by Elliott, Graham & Müller, Ulrich K.

  • 2014 Adaptive dynamic Nelson–Siegel term structure model with applications
    by Chen, Ying & Niu, Linlin

  • 2014 Beta-product dependent Pitman–Yor processes for Bayesian inference
    by Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio

  • 2014 Testing stationarity of functional time series
    by Horváth, Lajos & Kokoszka, Piotr & Rice, Gregory

  • 2014 Multivariate rotated ARCH models
    by Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin

  • 2014 Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference
    by Sun, Yixiao

  • 2014 Sieve inference on possibly misspecified semi-nonparametric time series models
    by Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao

  • 2014 Geometric and long run aspects of Granger causality
    by Al-Sadoon, Majid M.

  • 2014 An asymptotic invariance property of the common trends under linear transformations of the data
    by Johansen, Søren & Juselius, Katarina

  • 2014 Estimation of long-run parameters in unbalanced cointegration
    by Hualde, Javier

  • 2014 Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
    by Vogelsang, Timothy J. & Wagner, Martin

  • 2014 Forecasting with a parsimonious subset VAR model
    by Cheong, Chongcheul & Lee, Hyunchul

  • 2014 Measuring stress in money markets: A dynamic factor approach
    by Carpenter, Seth & Demiralp, Selva & Schlusche, Bernd & Senyuz, Zeynep

  • 2014 On testing for nonlinearity in multivariate time series
    by Psaradakis, Zacharias & Vávra, Marián

  • 2014 Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
    by Kim, Dukpa

  • 2014 Some exact and inexact linear rational expectation models in vector autoregressive models
    by Swensen, Anders Rygh

  • 2014 On the Fisher information matrix of a vector ARMA process
    by Bao, Yong & Hua, Ying

  • 2014 Long- versus medium-run identification in fractionally integrated VAR models
    by Tschernig, Rolf & Weber, Enzo & Weigand, Roland

  • 2014 Nowcasting causality in mixed frequency vector autoregressive models
    by Götz, Thomas B. & Hecq, Alain

  • 2014 Frontier stock market integration and the global financial crisis
    by Chen, Mei-Ping & Chen, Pei-Fen & Lee, Chien-Chiang

  • 2014 What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors
    by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

  • 2014 Country and industry convergence of equity markets: International evidence from club convergence and clustering
    by Apergis, Nicholas & Christou, Christina & Miller, Stephen M.

  • 2014 Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone
    by Belke, Ansgar & Rees, Andreas

  • 2014 How important can bank lending shocks be for economic fluctuations?
    by Halvorsen, Jørn I. & Jacobsen, Dag Henning

  • 2014 Monetary policy, global liquidity and commodity price dynamics
    by Belke, Ansgar H. & Bordon, Ingo G. & Hendricks, Torben W.

  • 2014 Wage leadership models: A country-by-country analysis of the EMU
    by Camarero, Mariam & D'Adamo, Gaetano & Tamarit, Cecilio

  • 2014 Energy price transmissions during extreme movements
    by Joëts, Marc

  • 2014 Explaining Italy's economic growth: A balance-of-payments approach with internal and external imbalances and non-neutral relative prices
    by Soukiazis, Elias & Cerqueira, Pedro André & Antunes, Micaela

  • 2014 The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy
    by Boutabba, Mohamed Amine

  • 2014 Cross-market index with Factor-DCC
    by Aboura, Sofiane & Chevallier, Julien

  • 2014 Euro introduction: Has there been a structural change? Study on 10 European Union countries
    by Legrand, Romain

  • 2014 Evidence of public capital spillovers and endogenous growth in Taiwan
    by Wang, Yi-Chia

  • 2014 Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries
    by Qiao, Zhuo & Chu, Patrick Kuok-Kun

  • 2014 Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area
    by Bekiros, Stelios

  • 2014 Persistence and cycles in US hours worked
    by Caporale, Guglielmo Maria & Gil-Alana, Luis A.

  • 2014 Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
    by Baumöhl, Eduard & Lyócsa, Štefan

  • 2014 Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia
    by Abid, Ilyes & Kaabia, Olfa & Guesmi, Khaled

  • 2014 Forecasting exchange rates using panel model and model averaging
    by Garratt, Anthony & Mise, Emi

  • 2014 Testing for fiscal sustainability: New evidence from the G-7 and some European countries
    by Chen, Shyh-Wei

  • 2014 Volatility transmission in agricultural futures markets
    by Beckmann, Joscha & Czudaj, Robert

  • 2014 Asymmetric generalized impulse responses with an application in finance
    by Hatemi-J, Abdulnasser

  • 2014 Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
    by Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick

  • 2014 R&D and aggregate fluctuations
    by Artuç, Erhan & Pourpourides, Panayiotis M.

  • 2014 Measuring the effects of fiscal policy
    by Bouakez, Hafedh & Chihi, Foued & Normandin, Michel

  • 2014 Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
    by Lee, Yongwoong & Poon, Ser-Huang

  • 2014 Understanding the effect of technology shocks in SVARs with long-run restrictions
    by Chaudourne, Jeremy & Fève, Patrick & Guay, Alain

  • 2014 On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond
    by Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello

  • 2014 Income distribution in urban China: An overlooked data inconsistency issue
    by Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E. Kwan

  • 2014 Economic consequences of war: Evidence from Sri Lanka
    by Ganegodage, K. Renuka & Rambaldi, Alicia N.

  • 2014 Low-income countries’ linkages to BRICS: Are there growth spillovers?
    by Samake, Issouf & Yang, Yongzheng

  • 2014 Stock Market Development, Bank Concentration, Ownership Structure, and Bank Performance: Evidence from Turkey
    by Hasan AYAYDIN & Ýbrahim KARAASLAN

  • 2014 Investigating the Causal Relationship between Fossil Fuels Consumption and Economic Growth at Aggregate and Disaggregate Levels in Saudi Arabia
    by Atef Saad Alshehry & Mounir Belloumi

  • 2014 Petroleum’s Price Transmission and Imported Demand for Crude Oil in Thailand
    by Papusson Chaiwat & Nantarat Tangvitoontham

  • 2014 Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies
    by Sercan Demiralay & Hatice Gaye Gencer

  • 2014 Modeling Petroleum Product Demand in Nigeria Using Structural Time Series Model (STSM) Approach
    by Aliyu Barde Abdullahi

  • 2014 Does WTI Oil Price Returns Volatility Spillover to the Exchange Rate and Stock Index in the US?
    by Ching-Chun Wei & Chung-Hsuan Chen

  • 2014 Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model
    by Nadhem Selmi & Nejib Hachicha

  • 2014 Empirical Research on the Relationship between China Export and New Energy Consumption
    by Lili Li

  • 2014 The Nexus between Energy Consumption and Financial Development with Asymmetric Causality Test: New Evidence from Newly Industrialized Countries
    by Feyyaz ZEREN & Mustafa KOC

  • 2014 Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns
    by Hatice Gaye GENCER & Erdem KILIC

  • 2014 Exchange Rate Policy in Morocco and Persistence of Real Exchange Rate Misalignments
    by Mohamed BOUZAHZAH & Radouane BACHAR

  • 2014 Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic
    by Josef Stráský & Jaromír Baxa

  • 2014 Kuznets versus kondratieff An essay in historical macroeconometrics
    by Claude Diebolt

  • 2014 Analyzing the Exchange Rate Pass-through in Mexico: Evidence Post Inflation Targeting Implementation
    by Sylvia Beatriz Guillermo Peón & Martín Alberto Rodríguez Brindis

  • 2014 Foreign Debt Flows and the Credit Market: A Principal Agent Approach
    by Esteban Gómez & Andrés Murcia & Nancy Zamudio

  • 2014 The determinants of regional stock market integration in middle east: A conditional ICAPM approach
    by Khaled Guesmi & Frédéric Teulon

  • 2014 On the structure of financial contagion: Econometric tests and Mercosur evidence
    by Ariel M. Viale & David A. Bessler & James W. Kolari

  • 2014 Stress Testing of the Montenegrin Banking System with Aggregated and Bank-Specific Data
    by Sanja Vuković

  • 2014 Inflation Dynamics and Business Cycles
    by Suleyman Hilmi Kal & Nuran Arslaner & Ferhat Arslaner

  • 2014 Paths Of Income Convergence Between Country Pairs Within Europe
    by Mirjana Gligoric

  • 2014 The Impact of Foreign Bank Entry on SME Loans: An Investigation for Turkey
    by Arzu SAHIN & Hatice DOGUKANLI

  • 2014 The Empirical Analysis of Budget Revenues and Expenditures in Turkey
    by Sevda AKAR

  • 2014 Stock Market Indicators and Economic Activity. Some Evidence for Argentina
    by Luis N. Lanteri

  • 2014 Synchronization Of Economic Shocks In The Visegrad Group: An Empirical Assessment
    by KRZYSZTOF BECK & JAKUB JANUS

  • 2014 Dependencies between Labour Productivity, Export and FDI in the New EU Member Countries (cointegration analysis at sector and macroeconomic level)
    by Grigor Stoevsky

  • 2014 The Rise of the Housing-Wealth Effect: Counterfactual Impulse Response Analysis
    by Ryan R. Brady & Derek Stimel & Steven Sumner

  • 2014 Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries
    by Kuo-Hao Lee & Ahmed Elkassabgi & Wei-Jen Hsieh

  • 2014 Relations between Volatility and Returns of Exchange Traded Funds of Emerging Markets and of USA
    by Prakash L. Dheeriya & Fahimeh Rezayat & Burhan F. Yavas

  • 2014 Copulas in Econometrics
    by Yanqin Fan & Andrew J. Patton

  • 2014 The effects of public debt management on macroeconomic equilibrium: An analysis of the Brazilian economy
    by Cleomar Gomes da Silva & Manoel Carlos de Castro Pires & Fábio Henrique Bittes Terra

  • 2014 The effects of fiscal policy in a small open transition economy: The case of Croatia
    by Milan Deskar-Škrbić & Hrvoje Šimović & Tomislav Ćorić

  • 2014 Evidence Of Segmentation Among African Equity Markets
    by Zivanemoyo Chinzara & Tinashe Harry Dumile Kambadza

  • 2014 Econometric Models in Romanian Tourism under the Impact of Sustainable Development
    by Delia Popescu & Andreea Saseanu & Daniel Bulin & Grazia Calabro

  • 2014 Determinants of the Gold Futures Price Volatility: The Case of Thailand Futures Exchange
    by Woradee Jongadsayakul

  • 2014 Cointegration of Capital Markets in ASEAN-5 Countries
    by Channarong Chaiphat

  • 2014 Weak Identification in Maximum Likelihood: A Question of Information
    by Isaiah Andrews & Anna Mikusheva

  • 2014-03 The Effects of Oil Prices On Inflation and Growth: Time Series Analysis In Turkish Economy For 1988:01-2013:04 Period
    by KARGI, Bilal

  • 2013 Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications
    by Ying Chen & Linlin Niu

  • 2013 中国主è¦å®è§‚å˜é‡çš„稳定性检验：基于éžå‚数估计与Bootstrapping的一个方法
    by 方颖 & 郭èŒèŒ

  • 2013 Sensibilidad del Sector Fiscal a los Ciclos Económicos en Bolivia 1990-2012
    by Aliaga Lordemann, Javier & Garrón Vedia, Ignacio

  • 2013 Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test
    by Rangan Gupta & Luis A. Gil-Alana & OlaOluwa S. Yaya

  • 2013 Cross-Country Evidence On The Causal Relationship Between Policy Uncertainty And House Prices
    by Ghassen El Montasser & Ahdi N. Ajmi & Tsangyao Chang & Beatrice D. Simo-Kengne & Christophe Andre & Rangan Gupta

  • 2013 DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
    by Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini

  • 2013 Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests
    by Tsangyao Chang & Fabrice Gatwabuyege & Rangan Gupta & Roula Inglesi-Lotz & Nangamso C. Manjezi & Beatrice D. Simo-Kengne

  • 2013 The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries
    by Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Beatrice D. Simo-Kengne & Devon Smithers & Amy B. Trembling

  • 2013 Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries
    by Tsangyao Chang & Olorato Gadinabokao & Rangan Gupta & Roula Inglesi-Lotz & Pervan Kanniah & Beatrice D. Simo-Kengne

  • 2013 The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries
    by Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Lilian S. Masabala & Beatrice D. Simo-Kengne & Jaco P. Weideman

  • 2013 The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests
    by Tsangyao Chang & Frederick W. Deale & Rangan Gupta & Roulof Hefer & Roula Inglesi-Lotz & Beatrice D. Simo-Kengne

  • 2013 Oil Price Uncertainty and Manufacturing Production in South Africa
    by Goodness C. Aye & Vincent Dadam & Rangan Gupta & Bonginkosi Mamba

  • 2013 Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa
    by Goodness C. Aye & Rangan Gupta & Prudence S. Moyo & Nehrunaman Pillay

  • 2013 Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa
    by Mehmet Balcilar & Renee van Eyden & Roula Inglesi-Lotz & Rangan Gupta

  • 2013 Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012
    by Goodness C. Aye & Rangan Gupta

  • 2013 Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests
    by Ahdi N. Ajmi & Rangan Gupta & Patrick T. Kanda

  • 2013 Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests
    by Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta

  • 2013 Time-Varying Causality between Research Output and Economic Growth in the US
    by Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta

  • 2013 Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors
    by Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar

  • 2013 The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach
    by Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang

  • 2013 Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa
    by Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Renee van Eyden

  • 2013 Evolution of Monetary Policy in the US: The Role of Asset Prices
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta

  • 2013 Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach
    by Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz

  • 2013 Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests
    by Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta

  • 2013 Identifying a financial conditions index for South Africa
    by Kirsten Thompson & Renee van Eyden & Rangan Gupta

  • 2013 Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach
    by Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz

  • 2013 Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach
    by Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta

  • 2013 Time-Varying Effects of Housing and Stock Prices on U.S. Consumption
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye

  • 2013 Housing and the Business Cycle in South Africa
    by Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta

  • 2013 Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach
    by Rangan Gupta & Mampho P. Modise

  • 2013 Forecasting Aggregate Retail Sales: The Case of South Africa
    by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar

  • 2013 House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach
    by Goodness C. Aye & Rangan Gupta & Alain Kaninda & Wendy Nyakabawo & Aarifah Razak

  • 2013 Housing and the Great Depression
    by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller

  • 2013 A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa
    by Rangan Gupta & Charl Jooste & Kanyane Matlou

  • 2013 Macro Shocks And House Prices In South Africa
    by Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye

  • 2013 Price relationships in crude oil futures: new evidence from CFTC disaggregated data
    by Chevallier, Julien

  • 2013 Understanding momentum in commodity markets
    by Ielpo, Florian & Gatumel, Mathieu & Chevallier, Julien

  • 2013 An equicorrelation measure for equity, bond, foreign exchange and commodity returns
    by Aboura, Sofiane & Chevallier, Julien

  • 2013 Cross-market linkages between commodities, stocks and bonds
    by Ielpo, Florian & Chevallier, Julien

  • 2013 Volatility spillovers in commodity markets
    by Ielpo, Florian & Chevallier, Julien

  • 2013 Previsioni delle spese del bilancio dello Stato attraverso i flussi di contabilità finanziaria
    by Giuseppe Bianchi & Tatiana Cesaroni & Ottavio Ricchi

  • 2013 Causal Relationship between Financial Development and Economic Growth:A Case Study - Relazione causale tra sviluppo finanziario e crescita economica: studio di un caso
    by Francis, Brian M.

  • 2013 An Empirical Investigation of the Potential Asymmetric Relationship between the Stock Market and the Exchange Rates in the UAE - Un esame empirico della potenziale relazione asimmetrica tra mercato azionario e tasso di cambio negli Emirati Arabi
    by Al Shayeb, Abdulrahman & Hatemi-J , Abdulnasser

  • 2013 A New Test of Exchange Rate Pass-through in a Small Open Economy: Evidence from Asymmetric ARDL Bounds Approach
    by Serkan ÇİÇEK & Çiğdem BOZ

  • 2013 What Determines REIT Returns in Turkey? An Application of Time-Varying Arbitrage Pricing Model in an Emerging REIT Market
    by Işıl EROL & Adem İLERİ

  • 2013 Gelişmekte olan ülkelerde döviz kuru politikaları ihracat ve ithalat üzerinde bir etkiye sahip midir?
    by Gokhan DEMİRTAŞ & Banu DEMİRHAN

  • 2013 Trasmisión de choques macroeconómicos en Venezuela. Un enfoque estructural del modelo factorial
    by Bárcenas, Luis Arturo. & Chirinos, Ana María. & Pagliacci, Carolina.

  • 2013 Macro Stress Testing for Indian Banking: VAR Approach
    by SINGH, SANJAY & MAJUMDAR, S.

  • 2013 Capital Flows and Exchange Rates: The Indian Experience
    by DUA, PAMI & SEN, PARTHA

  • 2013 Sequential identification of technological news shocks
    by Seymen, Atılım

  • 2013 Comparing two methods for the identification of news shocks
    by Beaudry, Paul & Portier, Franck & Seymen, Atılım

  • 2013 Finding starting-values for maximum likelihood estimation of vector STAR models
    by Schleer, Frauke

  • 2013 Melting down: Systemic financial instability and the macroeconomy
    by Hartmann, Philipp & Hubrich, Kirstin & Kremer, Manfred & Tetlow, Robert J.

  • 2013 Real interest rate convergence among G7 countries
    by Riedel, Jana

  • 2013 Identifying Volatility Signals from Time-Varying Simultaneous Stock Market Interaction
    by Strohsal, Till & Weber, Enzo

  • 2013 Exchange Rate and Price Dynamics at the Zero Lower Bound
    by Kaufmann, Daniel & Bäurle, Gregor

  • 2013 Measuring Persistence in Volatility Spillovers
    by Conrad, Christian & Weber, Enzo

  • 2013 A latent dynamic factor approach to forecasting multivariate stock market volatility
    by Gribisch, Bastian

  • 2013 Sources of Real Exchange Rate Fluctuations: The Role of Supply Shocks Revisited
    by Gehrke, Britta & Yao, Fang

  • 2013 Long-run trends or short-run fluctuations What establishes the correlation between oil and food prices?
    by Krätschell, Karoline & Schmidt, Torsten

  • 2013 What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area?
    by Lemke, Wolfgang & Strohsal, Till

  • 2013 Sovereign risk contagion in the Eurozone: A time-varying coefficient approach
    by Ludwig, Alexander

  • 2013 Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter
    by Marczak, Martyna & Gómez, Victor

  • 2013 Copula-based dynamic conditional correlation multiplicative error processes
    by Bodnar, Taras & Hautsch, Nikolaus

  • 2013 Time variation in macro-financial linkages
    by Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano

  • 2013 Empirical assessment of stabilization effects of fiscal policy in Croatia
    by Ana Grdović Gnip

  • 2013 Effects of Fiscal Policy in a Small Open Economy: Evidence of Croatia
    by Milan Deskar-Škrbić & Hrvoje Šimović & Tomislav Ćorić

  • 2013 Examining the determinants of food prices in developing Asia
    by Hyeon-seung Huh & Cyn-Young Park

  • 2013 Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables
    by Lance A. Fisher & Hyeon-seung Huh & Adrian R. Pagan

  • 2013 Do SVAR Models Justify Discarding the Technology Shock-Driven Real Business Cycle Hypothesis?
    by Hyeon-seung Huh & David Kim

  • 2013 Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships
    by Katarzyna Maciejowska & Rafal Weron

  • 2013 Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market
    by Katarzyna Maciejowska & Rafal Weron

  • 2013 Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries
    by Mina Dragouni & George Filis & Nikolaos Antonakakis

  • 2013 The Speed Limits Debate: Is Effective A Temporary Change? The Case Of Spain
    by Mercedes Castro-Nuno & José I. Castillo-Manzano & Diego J. Pedregal-Tercero

  • 2013 Forecasting GDP at the regional level with many predictors
    by Robert Lehmann & Klaus Wohlrabe

  • 2013 Fiscal Imbalances and Current Account Adjustments in the European Transition Economies
    by Rajmund Mirdala

  • 2013 Real Output and Prices Adjustments Under Different Exchange Rate Regimes
    by Rajmund Mirdala

  • 2013 Lessons Learned from Tax vs. Expenditure Based Fiscal Consolidation in the European Transition Economies
    by Rajmund Mirdala

  • 2013 Long-run interest rate convergence in Poland and the EMU
    by Łukasz Goczek & Dagmara Mycielska

  • 2013 Ready for euro? Empirical study of the actual monetary policy independence in Poland
    by Łukasz Goczek & Dagmara Mycielska

  • 2013 Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets
    by David E. Giles & Yanan Li

  • 2013 Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference
    by Federico Bassetti & Roberto Casarin & Fabrizio Leisen

  • 2013 Bayesian Markov Switching Stochastic Correlation Models
    by Roberto Casarin & Marco Tronzano & Domenico Sartore

  • 2013 “Determining the Number of Regimes in Markov-Switching VAR and VMA Models”
    by Maddalena Cavicchioli

  • 2013 Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage using Returns and Realized Volatility Contemporaneously
    by Trojan, Sebastian

  • 2013 Treatment effects and panel data
    by Lechner, Michael

  • 2013 Expenditure, Confidence, and Uncertainty: Identifying Shocks to Consumer Confidence Using Daily Data
    by Marta Lachowska

  • 2013 Nets: Network estimation for time series
    by Matteo Barigozzi & Christian T. Brownlees

  • 2013 Geometric and long run aspects of Granger causality
    by Majid M. Al-Sadoon

  • 2013 Nowcasting causality in mixed frequency vector autoregressive models
    by Götz T.B. & Hecq A.W.

  • 2013 Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series
    by Eric Ghysels & J. Isaac Miller

  • 2013 Elasticidad de la demanda de trabajo en Uruguay : 1986-2005
    by Eliana Melognio & Sylvina Porras

  • 2013 Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing
    by Hans-Martin Krolzig & Reinhold Heinlein

  • 2013 Global stochastic trends in growth, interest and inflation. Is the post-Bretton-Woods era driven by the Volcker disinflation?
    by Reinhold Heinlein & Hans-Martin Krolzig

  • 2013 Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach
    by Reinhold Heinlein & Hans-Martin Krolzig

  • 2013 Estimating US Fiscal and Monetary Interactions in a Time Varying VAR
    by Eddie Gerba & Klemens Hauzenberger

  • 2013 Evolution of Monetary Policy in the US: The Role of Asset Prices
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta

  • 2013 Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach
    by Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta

  • 2013 Time-Varying Effects of Housing and Stock Prices on U.S. Consumption
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye

  • 2013 Risk Modelling and Management: An Overview
    by Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral

  • 2013 Ten Things You Should Know About the Dynamic Conditional Correlation Representation
    by Massimiliano Caporin & Michael McAleer

  • 2013 Ten Things You Should Know About DCC
    by Massimiliano Caporin & Michael McAleer

  • 2013 A Fractionally Integrated Wishart Stochastic Volatility Model
    by Manabu Asai & Michael McAleer

  • 2013 Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing
    by Manabu Asai & Michael McAleer

  • 2013 La nature des fluctuations du PIB réel et du chômage dans quatre grands pays européens: Une approche par composantes inobservées
    by Gaëtan Stephan

  • 2013 On the Size of the Government Spending Multiplier in the Euro Area
    by Fève, Patrick & Sahuc, Jean-Guillaume

  • 2013 Asymmetric Behaviour of Inflation around the Target in Inflation-Targeting Emerging Markets
    by Kurmas Akdogan

  • 2013 A Quest for Leading Indicators of the Turkish Unemployment Rate
    by H. Burcu Gurcihan & Gonul Sengul & Arzu Yavuz

  • 2013 Do We Really Need Filters In Estimating Output Gap? : Evidence From Turkey
    by Evren Erdogan Cosar & Sevim Kosem & Cagri Sarikaya

  • 2013 Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies
    by Dungey, Mardi & Gajurel, Dinesh

  • 2013 International Transmissions to Australia: The Roles of the US and Euro Area
    by Dungey, Mardi & Osborne, Denise

  • 2013 The impact of jumps and thin trading on realized hedge ratios
    by Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla

  • 2013 The industrial impact of monetary shocks during the inflation targeting era in Australia
    by Vespignani, Joaquin L.

  • 2013 South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics
    by Nico Katzke

  • 2013 Likelihood-Based Confidence Sets for the Timing of Structural Breaks
    by Yunjong Eo & James Morley

  • 2013 State-Dependent Effects of Fiscal Policy
    by Steven Fazzari & James Morley & Irina Panovska

  • 2013 State-Dependent Effects of Fiscal Policy
    by Steven Fazzari & James Morley & Irina Panovska

  • 2013 Testing for linear and Markov switching DSGE models
    by Marian Vavra

  • 2013 Testing for non-linearity in multivariate stochastic processes
    by Marian Vavra

  • 2013 Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand
    by Olutomi I Adeyemi & Lester C Hunt

  • 2013 A new index of financial conditions
    by Gary Koop & Dimitris Korobilis

  • 2013 Self-reinforcing effects between housing prices and credit: an extended version
    by André K. Anundsen & Eilev S. Jansen

  • 2013 The Impact of Tax Substitution on the price of pharmaceutical products in the state of São Paulo
    by André Luis Squarize Chagas

  • 2013 Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S
    by Matthias Gubler & Matthias S. Hertweck

  • 2013 Zero Lower Bound and Parameter Bias in an Estimated DSGE Model
    by Yasuo Hirose & Atsushi Inoue

  • 2013 The Price Puzzle: Fact or Artefact?
    by Philip Arestis & Michail Karoglou & Kostas Mouratidis

  • 2013 A Comparison Of The Forecasting Performances Of Multivariate Volatility Models
    by Vincenzo Candila

  • 2013 Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis
    by Niccolò Battistini & Marco Pagano & Saverio Simonelli

  • 2013 Debt Relief under the HIPC Initiative: Why Some Countries Complete the Programme Faster Than Others
    by William Akoto

  • 2013 Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?
    by Joscha Beckmann & Robert Czudaj

  • 2013 Mining Big Data Using Parsimonious Factor and Shrinkage Methods
    by Hyun Hak Kim & Norman Swanson

  • 2013 Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
    by Emmanuela Bernardini & Gianluca Cubadda

  • 2013 Is Volatility Good for Growth? Evidence from the G7
    by Elena Andreou & Alessandra Pelloni & Marianne Sensier

  • 2013 Granger Causality from Exchange Rates to Fundamentals: What Does the Bootstrap Test Show Us?
    by Hsiu-Hsin Ko & Masao Ogaki

  • 2013 Restatement of the I-O Coefficient Stability Problem
    by Dobrescu, Emilian

  • 2013 The Effect of Public Capital on Aggregate Output – Empirical Evidence for 22 OECD Countries –
    by Wesselhöft, Jan-Erik

  • 2013 The regional pattern of the U.S. house price bubble - An application of SPC to city level data
    by Freese, Julia

  • 2013 Is There Really Granger Causality Between Energy Use and Output?
    by Bruns, Stephan B. & Gross, Christian & Stern, David I.

  • 2013 What if Energy Time Series are not Independent? Implications for Energy-GDP Causality Analysis
    by Bruns, Stephan B. & Gross, Christian

  • 2013 Examining the Determinants of Food Prices in Developing Asia
    by Huh , Hyeon-seung & Park, Cyn-Young

  • 2013 Covariance Averaging for Improved Estimation and Portfolio Allocation
    by Dimitrios D. Thomakos & Fotis Papailias

  • 2013 On the Stationarity of per Capita Carbon Dioxide Emissions over a Century
    by Maria Christidou & Theodore Panagiotidis & Abhijit Sharma

  • 2013 Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango
    by Massimiliano Castellani & Luca Fanelli & Marco Savioli

  • 2013 Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model
    by Stelios D. Bekiros & Alessia Paccagnini

  • 2013 Are Business Cycles Gender Neutral?
    by Giovanni Razzu & Carl Singleton

  • 2013 El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011
    by Barrera, Carlos

  • 2013 Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change
    by Mariano Kulish & Adrian Pagan

  • 2013 Stochastic Terms of Trade Volatility in Small Open Economies
    by Patricia Gómez-González & Daniel Rees

  • 2013 Terms of Trade Shocks and Incomplete Information
    by Daniel Rees

  • 2013 Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies
    by Tim Robinson

  • 2013 Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables
    by Lance A Fisher & Syeon-seung Huh & Adrian Pagan

  • 2013 The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach
    by Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou

  • 2013 Macroeconomic Forecasting Using Low-Frequency Filters
    by João Valle e Azevedo & Ana Pereira

  • 2013 Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test
    by Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta

  • 2013 The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR
    by Annari de Waal & Renee van Eyden

  • 2013 Relationship between government expenditure and output in the problematic regions in the European Union
    by Szarowska, Irena

  • 2013 The Relationship between Consumer Price and Producer Price Indices in Turkey
    by Ülke, Volkan & Ergun, Ugur

  • 2013 Essays on Expectations and the Econometrics of Asset Pricing
    by Lof, Matthijs

  • 2013 Forecasting inflation at the Central Bank of Malta�
    by Gatt, William

  • 2013 Konut Piyasası ve Ekonomik Büyüme İlişkisi: Türkiye Üzerine Zaman Serileri Analizi (2000-2012)
    by KARGI, Bilal

  • 2013 Foreign Capital and Investment in Pakistan: A Cointegration and Causality Analysis
    by Sharafat, Ali & Hamid, Waqas & Muhammad, Asghar & Raheel Abbas, Kalroo & Muhammad, Ayaz & Mukhtyar, Khan

  • 2013 A New Approach to Infer Changes in the Synchronization of Business Cycle Phases
    by Leiva-Leon, Danilo

  • 2013 Time Path of Price Adjustment in Domestic Markets of Non-tradable Staples to Changes in World Market Prices
    by Badiane, Ousmane & Goudan, Anatole & Tankari, Mahamadou Roufahi

  • 2013 Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes
    by Mirdala, Rajmund

  • 2013 Understanding the Sims-Cogley-Nason Approach in A Finite Sample
    by Liu, Lin & Hussain, Syed

  • 2013 Are there Asymmetric Effects of Monetary Policy in India?
    by Khundrakpam, Jeevan Kumar

  • 2013 A Note on Differential Asymmetric Effects of Money Supply and Policy Rate Shocks in India
    by Khundrakpam, Jeevan Kumar

  • 2013 Time-varying Business Cycles Synchronisation in Europe
    by Degiannakis, Stavros & Duffy, David & Filis, George

  • 2013 Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors
    by Hina, Hafsa & Qayyum, Abdul

  • 2013 On the causal dynamics between economic growth, renewable energy consumption, CO2 emissions and trade openness: Fresh evidence from BRICS countries
    by Sebri, Maamar & Ben Salha, Ousama

  • 2013 Asymmetric fuel price responses under heterogeneity
    by Balaguer, Jacint & Ripollés, Jordi

  • 2013 Exchange Rate Misalignment and Economic Growth: Recent Evidence in Malaysia
    by n.a.m, Naseem & m.s, Hamizah

  • 2013 Sovereign risk contagion in the Eurozone: a time-varying coefficient approach
    by Ludwig, Alexander

  • 2013 Testing Augmented Wagner’s Law for Nigeria Based on Cointegration and Error-Correction Modelling Techniques
    by Alimi, R. Santos

  • 2013 Should Moroccan Officials Depend on the Workers’ Remittances to Finance the Current Account Deficit?
    by Bentour, El Mostafa

  • 2013 Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis
    by Jensen, Mark J & Maheu, John M

  • 2013 Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets
    by Bayraci, Selcuk & Demiralay, Sercan

  • 2013 Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange
    by Ezzat, Hassan

  • 2013 Inflation and Inflation Uncertainty: Evidence from Turkey, 1923–2012
    by dogru, bulent

  • 2013 Exchange Rate and Consumer Prices in the Euro Area: A Cointegrated VAR Analysis
    by Ben Cheikh, Nidhaleddine

  • 2013 On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2013 Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data
    by Cagnone, Silvia & Bartolucci, Francesco

  • 2013 Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
    by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia

  • 2013 The Small and Medium Enterprises and Poverty in Pakistan: An Empirical Analysis
    by Ali, Sharafat

  • 2013 Fiscal Imbalances and Current Account Adjustments in the European Transition Economies
    by Mirdala, Rajmund

  • 2013 The Relationship Between Credit and Business Cycles in Central America and the Dominican Republic
    by Ramirez, Francisco

  • 2013 Does Banque de France control inflation and unemployment?
    by Kitov, Ivan & KItov, Oleg

  • 2013 Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients
    by Gonzalez-Astudillo, Manuel

  • 2013 Volatility and dynamic conditional correlations of European emerging stock markets
    by Baumohl, Eduard & Lyocsa, Stefan

  • 2013 The Dynamic Effects of Crude Oil and Natural Gas Prices on Iran's Methanol
    by Delavari, Majid & Gandali Alikhani, Nadiya

  • 2013 A factor-augemented model of markup on mortgage loans in Poland
    by Bystrov, Victor

  • 2013 Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown
    by Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro

  • 2013 Current Account Adjustments and Real Exchange Rates in the European Transition Economies
    by Mirdala, Rajmund

  • 2013 Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries
    by Antonakakis, Nikolaos & Dragouni, Mina & Filis, George

  • 2013 What explains the recent fluctuations in Japan's output? A structural factor analysis of Japan's industrial production
    by Muto, Ichiro & Kumano, Yusuke & Nakano, Akihiro

  • 2013 Modelling the sectoral structure of the final output
    by Dobrescu, Emilian

  • 2013 Determinants of debt capital in Indian corporate sector: a quantile regression analysis
    by Krishnankutty, Raveesh & Chakraborty, Kiran Shankar

  • 2013 Vector Autoregression with Mixed Frequency Data
    by Qian, Hang

  • 2013 Towards Understanding the Normalization in Structural VAR Models
    by Kociecki, Andrzej

  • 2013 Did Credit Decouple from Output in the Great Moderation?
    by Grydaki, Maria & Bezemer, Dirk

  • 2013 Debt and the U.S. Great Moderation
    by Bezemer, Dirk & Grydaki, Maria

  • 2013 Hedging China’s Energy Oil Market Risks
    by Su, Yongyang & Lau, Chi Keung Marco & Tan, Na

  • 2013 Real Output and Prices Adjustments under Different Exchange Rate Regimes
    by Mirdala, Rajmund

  • 2013 Lessons Learned from Tax versus Expenditure Based Fiscal Consolidation in the European Transition Economies
    by Mirdala, Rajmund

  • 2013 Sectoral gross value-added forecasts at the regional level: Is there any information gain?
    by Lehmann, Robert & Wohlrabe, Klaus

  • 2013 Tourism Economics in Saudi Arabia: PP-VAR Approach
    by Ageli, Mohammed Moosa

  • 2013 Wagner’s Law in Saudi Arabia 1970 - 2012: An Econometric Analysis
    by Ageli, Mohammed Moosa

  • 2013 Further Results on Identification of Structural VAR Models
    by Kociecki, Andrzej

  • 2013 Monetary exchange rate model as a long-run phenomenon: evidence from Nigeria
    by Adawo, Monday A. & Effiong, Ekpeno L.

  • 2013 Stock Market Linkages in Emerging Asia-Pacific Markets
    by P., Srinivasan & M., Kalaivani

  • 2013 Modelling Volatility Size Effects for Firm Performance: The Impact of Chinese Tourists to Taiwan
    by Chang, Chia-Lin & Hsu, Hui-Kuang

  • 2013 On smoothing macroeconomic time series using HP and modified HP filter
    by Choudhary, Ali & Hanif, Nadim & Iqbal, Javed

  • 2013 A New Index of Financial Conditions
    by Koop, Gary & Korobilis, Dimitris

  • 2013 A New Asymmetric GARCH Model: Testing, Estimation and Application
    by Hatemi-J, Abdulnasser

  • 2013 Integration and Convergence in European Electricity Markets
    by Bollino, Carlo Andrea & Ciferri, Davide & Polinori, Paolo

  • 2013 Dynamic relationship between energy consumption and income in Tunisia: A SVECM approach
    by Boufateh, Talel & Ajmi, Ahdi Noomen & El Montasser, Ghassen & Issaoui, Fakhri

  • 2013 The relationship between international tourism and economic growth: the case of Morocco and Tunisia
    by Bouzahzah, Mohamed & El Menyari, Younesse

  • 2013 Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach
    by Baumöhl, Eduard

  • 2013 The Role of Social Factors in Explaining Crime
    by Hamzah, Siti Nur Zahara & Lau, Evan

  • 2013 Is the Canadian banking system really “stronger” than the U.S. one?
    by Christian Calmès & Raymond Théoret

  • 2013 The change in banks' product mix, diversification and performance: An application of multivariate GARCH to Canadian data
    by Christian Calmès & Raymond Théoret

  • 2013 Integration and convergence in European electricity markets
    by Carlo Andrea Bollino & Davide Ciferri & Paolo Polinori

  • 2013 Futures price volatility in commodities markets: The role of short term vs long term speculation
    by Matteo Manera & Marcella Nicolini & Ilaria Vignati

  • 2013 Uncertainty Shocks and Unemployment Dynamics: An Analysis of Post-WWII U.S. Recessions
    by Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny

  • 2013 Advantages of Non-Normality in Testing Cointegration Rank
    by Felix Chan

  • 2013 Identifying Restrictions for Finite Parameter Continuous Time Models with Discrete Time Data
    by Jason R. Blevins

  • 2013 A Global Macro Model for Emerging Europe
    by Martin Feldkircher

  • 2013 Estimating New Zealand’s Output Gap Using a Small Macro Model
    by Kam Leong Szeto

  • 2013 The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints
    by Oscar Parkyn & Tugrul Vehbi

  • 2013 What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks
    by Özer Karagedikli & Ryan, Michael & Daan Steenkamp & Tugrul Vehbi

  • 2013 A New Keynesian Framework and Wage and Price Dynamics in the US
    by Bjørnar Karlsen Kivedal

  • 2013 Time-varying Parameters of Inflation Model in Nepal: State Space Modeling
    by T.P. Koirala Ph.D.

  • 2013 Remittance and Trade Deficit Nexus in Nepal: A VECM Approach
    by Guna Raj Bhatta

  • 2013 Housing and the Great Depression
    by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller

  • 2013 Real-Time Forecasting with a Mixed-Frequency VAR
    by Frank Schorfheide & Dongho Song

  • 2013 Assessing DSGE Model Nonlinearities
    by S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide

  • 2013 Maximum likelihood estimation of the equity premium
    by Efstathios Avdis & Jessica A. Wachter

  • 2013 Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
    by Serena Ng & Jonathan H. Wright

  • 2013 Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
    by Joshua D. Angrist & Òscar Jordà & Guido Kuersteiner

  • 2013 Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns
    by Mateusz Pipień

  • 2013 Volatility co-movements: a time scale decomposition analysis
    by Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli

  • 2013 Euro area Inflation as a Predictor of National Inflation Rates
    by Antonella Cavallo & Antonio Ribba

  • 2013 Linkages between spot and futures prices: Tests of the Fama-French-Samuelson hypotheses
    by John T. Cuddington & Arturo L. Va'squez Cordano

  • 2013 Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates
    by Cavaliere, Giuseppe & Taylor, A. M. Robert & Trenkler, Carsten

  • 2013 Misspecification, Identification or Measurement? Another Look at the Price Puzzle
    by Shuyun May Li & Roshan Perera & Kalvinder Shields

  • 2013 Time Varying NAIRU Estimates in Central Europe
    by Balázs Varga

  • 2013 DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
    by Rangan Gupta &  Patrick Kanda & Mampho Modise & Alessia Paccagnini

  • 2013 Futures price volatility in commodities markets: The role of short term vs long term speculation
    by Matteo Manera & Marcella Nicolini & Ilaria Vignati

  • 2013 Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
    by Stelios Bekiros & Alessia Paccagnini

  • 2013 Output-Employment Relationship across Sectors:A Long- versus Short-Run Perspective
    by Afsin Sahin & Aysit Tansel & M.Hakan Berument

  • 2013 Financial Crises, Financialization of Commodity Markets and Correlation of Agricultural Commodity Index with Precious Metal Index and S&P500
    by M.Fatih Oztek & Nadir Ocal

  • 2013 On the stationarity of per capita carbon dioxide emissions over a century
    by Maria Christisou & Theodore Panagiotidis & Abhijit Sharma

  • 2013 Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
    by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker

  • 2013 Dynamic Effects of Credit Shocks in a Data-Rich Environment
    by Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic

  • 2013 Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period
    by Georges Dionne & Olfa Maalaoui Chun

  • 2013 Fiscal Spillovers in the Euro Area
    by Guglielmo Maria Caporale & Alessandro Girardi

  • 2013 A new methodology for a quarterly measure of the Output Gap
    by Marco Cacciotti & Cecilia Frale & Serena Teobaldo

  • 2013 Is the Relationship Between Prices and Exchange Rates Homogeneous?
    by Stephen Hall & George Hondroyiannis & Amangeldi Kenjegaliev & P.A.V.B. Swamy & George S. Tavlas

  • 2013 Risk Modelling and Management: An Overview
    by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral

  • 2013 Ten Things You Should Know About the Dynamic Conditional Correlation Representation
    by Massimiliano Caporin & Michael McAleer

  • 2013 Ten Things You Should Know About DCC
    by Massimiliano Caporin & Michael McAleer

  • 2013 A Fractionally Integrated Wishart Stochastic Volatility Model
    by Manabu Asai & Michael McAleer

  • 2013 Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing
    by Manabu Asai & Michael McAleer

  • 2013 Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
    by H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A.M. Robert Taylor

  • 2013 Understanding Unemployment Hysteresis: A system-based econometric approach to changing equilibria and slow adjustment
    by Niels Framroze Møller

  • 2013 Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data
    by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk

  • 2013 On the stationarity of per capita carbon dioxide emissions over a century
    by Maria Christidou & Theodore Panagiotidis & Abhijit Sharma

  • 2013 Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective
    by Afsin Sahin & Aysit Tansel & M. Hakan Berument

  • 2013 Regionalization vs. Globalization
    by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok

  • 2013 The Effects of Monetary Policy Shocks on a Panel of Stock Market Volatilities: A Factor-Augmented Bayesian VAR Approach
    by Fady Barsoum

  • 2013 A note on the identification of dynamic economic models with generalized shock processes
    by Christopher Reicher

  • 2013 What Do We Learn from Blanchard and Quah Decompositions If Aggregate Demand May Not be Long-Run Neutral?
    by John W. Keating

  • 2013 How do oil producers respond to oil demand shocks?
    by Jochen Güntner

  • 2013 The ARDL Test of Gender Kuznets Curve for G7 Countries
    by Dilara Kýlýnç & Esra Onater & Ý. Hakan Yetkiner

  • 2013 Do Business Visits Cause Productivity Growth?
    by Tani, Massimiliano & Joyeux, Roselyne

  • 2013 Structural Empirical Evaluation of Job Search Monitoring
    by van den Berg, Gerard J. & van der Klaauw, Bas

  • 2013 Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective
    by Sahin, Afsin & Tansel, Aysit & Berument, Hakan

  • 2013 Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach
    by Stefano Puddu

  • 2013 Regional Stock Market Integration in Singapore: A Multivariate Analysis
    by Khaled Guesmi & Frédéric Teulon

  • 2013 Energy price transmissions during extreme movements
    by Marc Joëts

  • 2013 Can Information Demand Help to Predict Stock Market Liquidity ? Google it !
    by Mohamed Arouri & Amal Aouadi & Philippe Foulquier & Frédéric Teulon

  • 2013 Regional integration of stock markets in Southeast Europe
    by Khaled Guesmi & Duc Khuong Nguyen

  • 2013 Futures trading and the excess comovement of commodity prices
    by Yannick Le Pen & Benoît Sévi

  • 2013 Regional Equity Risk Premium Convergence: The case of Japan
    by Khaled Guesmi & Frédéric Teulon

  • 2013 The Housing Wealth Effect on Consumption Reconsidered
    by Fabian Lindner

  • 2013 Parameter Estimation and Inference with Spatial Lags and Cointegration
    by Mutl, Jan & Sögner, Leopold

  • 2013 Optimal uniform convergence rates for sieve nonparametric instrumental variables regression
    by Xiaohong Chen & Timothy Christensen

  • 2013 Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve
    by Chang-Jin Kim & Pym Manopimoke & Charles R. Nelson

  • 2013 On the Size of the Government Spending Multiplier in the Euro Area
    by Fève, Patrick & Sahuc, Jean-Guillaume

  • 2013 A new look at the discouragement and the added worker hypotheses : applying a trend-cycle decomposition to unemployment
    by Fuchs, Johann & Weber, Enzo

  • 2013 Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models
    by Shulin Zhang, & Ostap Okhrin, & Qian M. Zhou & Peter X.-K. Song

  • 2013 Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
    by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker &

  • 2013 Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency
    by Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss

  • 2013 Inference for Multi-Dimensional High-Frequency Data: Equivalence of Methods, Central Limit Theorems, and an Application to Conditional Independence Testing
    by Markus Bibinger & Per A. Mykland & &

  • 2013 Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR
    by Dukpa Kim & Yohei Yamamoto

  • 2013 Regime Switches in Japanese Fiscal Policy: Markov-Switching VAR Approach
    by Jun-Hyung Ko & Hiroshi Morita

  • 2013 Monetary Transmission via the Central Bank Balance Sheet
    by Stefan Behrendt

  • 2013 Fuel Conservation Effect of Energy Subsidy Reform in Iran
    by Hossein Mirshojaeian Hosseini & Shinji Kaneko

  • 2013 Can fiscal austerity be expansionary in present Europe? The lessons from Sweden
    by Erixon, Lennart

  • 2013 Debt Dynamics and Monetary Policy: A Note
    by Laséen, Stefan & Strid, Ingvar

  • 2013 Conditional euro area sovereign default risk
    by Lucas, André & Schwaab, Bernd & Zhang, Xin

  • 2013 Economic Regime Shifts and the US Subprime Bubble
    by Anundsen, André Kallåk

  • 2013 How Flexible are the Inflation Targets? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model
    by Andersson, Fredrik N.G. & Li, Yushu

  • 2013 Causality Between Energy and Output in the Long-Run
    by Stern, David & Enflo, Kerstin

  • 2013 Rejection Probabilities for a Battery of Unit-Root Tests
    by Maican, Florin G. & Sweeney, Richard J.

  • 2013 Testing for Panel Unit Roots under General Cross-Sectional Dependence
    by Holgersson, Thomas & Månsson, Kristofer & Shukur, Ghazi

  • 2013 Assessing the exchange rate exposure of US multinationals
    by Crowley, Patrick & Habibdoust , Amir

  • 2013 A Macroeconometric Assessment of Minsky’s Financial Instability Hypothesis
    by Matthew Greenwood-Nimmo & Artur Tarassow

  • 2013 Contagion Dynamics in EMU Government Bond Spreads
    by Christian Leschinski, Christian & Bertram, Philip

  • 2013 Testing for Cointegration in a Double-LSTR Framework
    by Grote, Claudia & Sibbertsen, Philipp

  • 2013 Forecasting with Mixed Frequency Samples: The Case of Common Trends
    by Peter Fuleky & Carl S. Bonham

  • 2013 Forecasting with Mixed Frequency Samples: The Case of Common Trends
    by Peter Fuleky & Carl S. Bonham

  • 2013 Forecasting with Mixed Frequency Samples: The Case of Common Trends
    by Peter Fuleky & Carl

  • 2013 Statistical Versus Economic Output Gap Measures: Evidence from Mongolia
    by Tara Sinclair & Julia Bersch

  • 2013 How Well Does "Core" Inflation Capture Permanent Price Changes?
    by Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair

  • 2013 Inflation Persistence: Revisited
    by Edward N. Gamber & Jeffrey P. Liebner & Julie K. Smith

  • 2013 The Effects of Internal and External Imbalances on Italy´s Economic Growth. A Balance of Payments Approach with Relative Prices No Neutral
    by Elias Soukiazis & Pedre André Cerqueira & Micaela Antunes

  • 2013 A 14-Variable Mixed-Frequency VAR Model
    by Beauchemin, Kenneth

  • 2013 A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
    by Gospodinov, Nikolay & Lkhagvasuren, Damba

  • 2013 Assessing the Link between Price and Financial Stability
    by Christophe Blot & Jerome Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno

  • 2013 A Fear Index to Predict Oil Futures Returns
    by Julien Chevallier & Benoît Sévi

  • 2013 Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation
    by Matteo Manera & Marcella Nicolini

  • 2013 Multi-Level Analysis of Dynamic Portfolio Formations: Central European Countries
    by Michael Princ

  • 2013 The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy
    by Mohamed Amine Boutabba

  • 2013 Fuel Conservation Effect of Energy Subsidy Reform in Iran
    by Hossein Mirshojaeian Hosseini & Shinji Kaneko

  • 2013 Estimating nonlinear DSGE models with moments based methods
    by Sergei Ivashchenko

  • 2013 The flow of credit in the UK economy and the availability of financing to the corporate sector
    by Daniel Monteiro

  • 2013 Systemic Risk and Home Bias in the Euro Area
    by Niccolò Battistini & Marco Pagano & Saverio Simonelli

  • 2013 Managing Economic Shocks and Macroeconomic Coordination in an Integrated Region: ASEAN Beyond 2015
    by Ruperto MAJUCA

  • 2013 Risk Modelling and Management: An Overview
    by Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T.

  • 2013 Ten Things You Should Know About the Dynamic Conditional Correlation Representation
    by Caporin, M. & McAleer, M.J.

  • 2013 Política Monetaria Estadounidense y Tipo De Cambio Real en México, 1996-2012
    by Rodolfo Cermeño & Mario Negrete García

  • 2013 Estimating US fiscal and monetary interactions in a time varying VAR
    by Eddie Gerba & Klemens Hauzenberger

  • 2013 The identification of the sources of current account fluctuations in Ukraine
    by Nikolaychuk Sergiy & Shapovalenko Nadiia

  • 2013 The Outcome of Directed Lending in Belarus: Mitigating Recession or Dampening Long-Run Growth?
    by Kruk Dzmitry & Haiduk Kiryl

  • 2013 Is There Really Granger Causality Between Energy Use and Output?
    by Stephan B. Bruns & Christian Gross & David I. Stern

  • 2013 Boom or gloom? Examining the Dutch disease in a two-speed economy
    by Hilde C. Bjørnland & Leif Anders Thorsrud

  • 2013 What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks
    by Ozer Karagedikli & Michael Ryan & Daan Steenkamp & Tugrul Vehbi

  • 2013 The Evolution of the U.S. Output-Inflation Tradeoff
    by Benjamin Wong

  • 2013 Zero Lower Bound and Parameter Bias in an Estimated DSGE Model
    by Yasuo Hirose & Atsushi Inoue

  • 2013 Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?
    by Benjamin Wong

  • 2013 Purchasing Power Parity and the Taylor Rule
    by Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki

  • 2013 Domestic Versus International Determinants Of European Business Cycles: A GVAR Approach
    by Melisso Boschi & Massimiliano Marzo & Simone Salotti

  • 2013 How Well Does "Core" Inflation Capture Permanent Price Changes?
    by Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair

  • 2013 Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks
    by Alfonso Mendoza Velázquez & Peter N. Smith

  • 2013 What drives oil prices? Emerging versus developed economies
    by Knut Are Aastveit & Hilde C. Bjoernland

  • 2013 Quantifying Australia's "Three Speed" Boom
    by Aaron Walker & Rod Tyers

  • 2013 Regionalization vs. Globalization
    by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok

  • 2013 The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints
    by Oscar Parkyn & Tugrul Vehbi

  • 2013 Causality Between Energy and Output in the Long-Run
    by David I. Stern & Kerstin Enflo

  • 2013 The Seasonal KPSS Test When Neglecting Seasonal Dummies: A Monte Carlo analysis
    by Ghassen El Montasser & Talel Boufateh & Fakhri Issaoui

  • 2013 From complements to substitutes: Structural breaks in the elasticity of substitution between paid-employment and self-employment in the US
    by Emilio Congregado & Vicente Esteve & Antonio A. Golpe

  • 2013 Wage leadership models: a country-by-country analysis of the EMU
    by Gaetano D’Adamo & Mariam Camarero & Cecilio Tamarit

  • 2013 Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach
    by Dmitry Kulikov & Aleksei Netšunajev

  • 2013 Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach
    by Dmitry Kulikov & Aleksei Netšunajev

  • 2013 Euro Area monetary policy transmission in Estonia
    by Gertrud Errit & Lenno Uusküla

  • 2013 Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity
    by Aleksei Netšunajev

  • 2013 Nowcasting Norway
    by Mattéo Luciani & Lorenzo Ricci

  • 2013 Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming
    by Chevillon, Guillaume

  • 2013 Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads
    by Dong Hwan Oh & Andrew J. Patton

  • 2013 Dynamic Copula Models and High Frequency Data
    by Irving Arturo De Lira Salvatierra & Andrew J. Patton

  • 2013 Asymptotic Inference about Predictive Accuracy Using High Frequency Data
    by Jia Li & Andrew J. Patton

  • 2013 La Corse est-elle soluble dans le modèle méditerranéen ? Une analyse à partir d’une régression quantile sur données d’entreprises en panel entre 2004 et 2010. Is the Corsican economy a part of the Mediterranean world ? An analysis from a quantile regression on panel data over the period 2004-2010
    by Nadine Levratto & Aziza Garsaa & Luc Tessier

  • 2013 A new approach of contagion based on smooth transition conditional correlation GARCH models: An empirical application to the Greek crisis
    by Henri Audigé

  • 2013 A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm
    by Nikolaos Zirogiannis & Yorghos Tripodis

  • 2013 Can Stock Price Fundamentals Properly be Captured?: Using Markov Switching in Heteroskedasticity Models to Test Identification Schemes
    by Anton Velinov

  • 2013 Testing Unemployment Theories: A Multivariate Long Memory Approach
    by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha

  • 2013 Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
    by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker

  • 2013 On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010
    by Guglielmo Maria Caporale & John Hunter & Faek Menla Ali

  • 2013 Chinese Renewable Energy Technology Exports: The Role of Policy, Innovation and Markets
    by Jing Cao & Felix Groba

  • 2013 A Fear Index to Predict Oil Futures Returns
    by Sévi, Benoît & Chevallier, Julien

  • 2013 Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices
    by Sévi, Benoît & Le Pen, Yannick & Chevallier, Julien & Bunn, Derek

  • 2013 Futures trading and the excess comovement of commodity prices
    by Sévi, Benoît & Le Pen, Yannick

  • 2013 A Small Macroeconometric Model for the Cyprus Economy
    by Aris Spanos & Niki Papadopoulou

  • 2013 Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression
    by Degui Li & Peter C.B. Phillips & Jiti Gao

  • 2013 Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression
    by Xiaohong Chen & Timothy Christensen

  • 2013 Estimating Smooth Structural Change in Cointegration Models
    by Peter C.B. Phillips & Degui Li & Jiti Gao

  • 2013 Purchasing power parity and the Taylor rule
    by Masao Ogaki & Bruce E. Hansen & Ippei Fujiwara & Hyeongwoo Kim

  • 2013 Temporal Aggregation and Systematic Sampling Effects on Non Linear Granger Causality Tests between Trade Volume and Returns. Some Monte Carlo and Empirical Results from the Athens Stocks Exchange
    by Dikaios Tserkezos

  • 2013 Temporal Aggregation and the Ramsey�s (RESET) Test for Functional Form : results from Empirical and Monte Carlo experiment
    by Dikaios Tserkezos

  • 2013 A monthly estimation method of ILO unemployment: a state-space framework
    by T. DEROYON & A. MONTAUT & P.-A. PIONNIER

  • 2013 Structural Empirical Evaluation of Job Search Monitoring
    by van den Berg, Gerard J & van der Klaauw, Bas

  • 2013 Methods for Measuring Expectations and Uncertainty in Markov-Switching Models
    by Bianchi, Francesco

  • 2013 Generalized Method of Moments with Latent Variables
    by Gallant, A. Ronald & Giacomini, Raffaella & Ragusa, Giuseppe

  • 2013 Granger-Causal-Priority and Choice of Variables in Vector Autoregressions
    by Jarocinski, Marek & Mackowiak, Bartosz Adam

  • 2013 Testing for Granger Causality with Mixed Frequency Data
    by Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji

  • 2013 Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series
    by Ghysels, Eric & Miller, J. Isaac

  • 2013 Noisy News in Business cycles
    by Forni, Mario & Gambetti, Luca & Lippi, Marco & Sala, Luca

  • 2013 Residual-based Rank Specification Tests for AR-GARCH type models
    by Andreou, Elena & Werker, Bas J M

  • 2013 Nonparametric Predictive Regression
    by Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B.

  • 2013 Noise Bubbles
    by Forni, Mario & Gambetti, Luca & Lippi, Marco & Sala, Luca

  • 2013 Dynamic Effects of Credit Shocks in a Data-Rich Environment
    by Boivin, Jean & Giannoni, Marc & Stevanovic, Dalibor

  • 2013 Time Variation in Macro-Financial Linkages
    by Eickmeier, Sandra & Marcellino, Massimiliano & Prieto, Esteban

  • 2013 Do Institutions and Culture Matter for Business Cycles?
    by Altug, Sumru G. & Canova, Fabio

  • 2013 The systemic risk of energy markets
    by PIERRET, Diane

  • 2013 Modeling the dependence of conditional correlations on volatility
    by BAUWENS, Luc & otranto, EDOARDO

  • 2013 Interconexión eléctrica Colombia-Panamá: impacto sobre el precio spot en Panamá
    by Jairo Andrés Correa & John J. García

  • 2013 Combinación de brechas del producto colombiano
    by Paulo Mauricio Sánchez Beltrán & Luis Fernando Melo Velandia

  • 2013 Metodología de perfiles coincidentes para determinar indicadores líderes y contemporáneos, estudio de caso
    by Wilmer Martínez

  • 2013 The Interdependence between Credit and Real Business Cycles in Latin American Economies
    by José Eduardo Gómez & Jair Ojeda Joya & Fernando Tenjo Galarza & Héctor Manuel Zárate Solano

  • 2013 Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach
    by Carlos Eduardo Léon Rincón & Karen Juliet Leiton & Jhonatan Pérez Villalobos

  • 2013 Forecasting Latin-American yield curves: An artificial neural network approach
    by Daniel Vela

  • 2013 Financial Clustering in Presence of Dominant Markets
    by R. Gargano & E. Otranto

  • 2013 Modeling the Dependence of Conditional Correlations on Volatility
    by L. Bauwens & E. Otranto

  • 2013 Evaluating the Links Between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic
    by Tomas Konecny & Oxana Babecka Kucharcukova

  • 2013 The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts
    by Michal Franta

  • 2013 What We Know About Monetary Policy Transmission in the Czech Republic: Collection of Empirical Results
    by Oxana Babecka Kucharcukova & Michal Franta & Dana Hajkova & Petr Kral & Ivana Kubicova & Anca Podpiera & Branislav Saxa

  • 2013 Desarrollo financiero, crecimiento y volatidad: Revisión de la literatura reciente
    by Rodolfo Cermeño & María José Roa

  • 2013 Dynamic Specification Tests For Dynamic Factor Models
    by Gabriele Fiorentini & Enrique Sentana

  • 2013 Dynamic Effects of Credit Shocks in a Data-Rich Environment
    by Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic

  • 2013 Internationalization versus Regionalisation in the Emerging Stock Markets
    by Virgine Coudert & Karine Hervé & Pierre Mabille

  • 2013 Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?
    by Robert Lehmann & Klaus Wohlrabe

  • 2013 Dimensions of macroeconomic uncertainty: A common factor analysis
    by Steffen Henzel & Malte Rengel

  • 2013 On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010
    by Guglielmo Maria Caporale & John Hunter & Faek Menla Ali

  • 2013 Equity Risk Premium and Regional Integration
    by Mohamed El Hedi Arouri & Frédéric Teulon & Christophe Rault

  • 2013 Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany
    by Teresa Buchen & Klaus Wohlrabe

  • 2013 Market Structure and the Cost of Capital
    by Mohamed El Hedi Arouri & Christophe Rault & Robert Sova & Anamaria Sova

  • 2013 The dynamics of trading duration, volume and price volatility – a vector MEM model
    by Xu, Yongdeng

  • 2013 Interdependence Of International Financial Market-- The Case Of India And U.S
    by Pami Dua & Divya Tuteja

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  • 2013 Priors about Observables in Vector Autoregressions
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  • 2013 Priors about Observables in Vector Autoregressions
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  • 2013 On the identification of fractionally cointegrated VAR models with the F(d) condition
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  • 2013 Lessons Learned From Tax Versus Expenditure Based Fiscal Consolidation In The European Transition Economies
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  • 2013 Fiscal Imbalances And Current Account Adjustments In The European Transition Economies
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  • 2013 Causality Between Economic Growth, Energy Consumption And Green House Gas Emissions In Bangladesh: A Toda-Yamamoto Approach
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  • 2013 Wealth Effects on Consumption in Switzerland
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  • 2013 Determinants of Nigeria's Non-Oil Import Demand
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  • 2013 Inflation in China Increasingly Driven by Domestic Factors
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  • 2013 Updating the Romanian Economic Macromodel
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  • 2013 Evolución de la política monetaria en México: un análisis VAR estructural, 2000-2011
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  • 2013 La dinámica de los precios en México: 1993 - 2012
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  • 2013 Market risk of real estate: Using indirect data to understand direct risks
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  • 2013 Granger causality between international forign aid, adult mortality and GDP: evidance from panel analysis for 96 countries
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  • 2013 The Effect of Oil Prices on Unemployment: Evidence from Pakistan
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  • 2013 Pair copula constructions in portfolio optimization ploblem
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  • 2013 Macroeconometric modeling of Russian and Armenian economies. II. Aggregated macroeconometric models of the national economies of Russia and Armenia
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  • 2013 Using news analytics data in GARCH models
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  • 2013 The determinants and stability of money demand in the Republic of Macedonia
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  • 2013 Natural Resources, Openness and Income Inequality in Iran
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  • 2013 Construyendo un índice coincidente de recesión: Una aplicación para la economía peruana
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  • 2013 Socios comerciales y crecimiento en América Latina: Un enfoque SVAR dinámico
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  • 2013 Declared and actual policy of the Russian Central Bank in 2000–2008: how large is the difference? (in Russian)
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  • 2013 Lies, Damned Lies, and Statistics? Examples From Finance and Economics
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  • 2013 A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model
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  • 2013 Capital Inflows, Inflation, and the Exchange Rate Volatility- An Investigation for Linear and Nonlinear Causal Linkages
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  • 2013 Export-led growth in Tunisia: A wavelet filtering based analysis
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  • 2013 Elasticidades de demanda por electricidad e impactos macroecon_omicos del precio de la energía eléctrica en Colombia || Elasticity of Electricity Demand and Macroeconomics Impacts of Electricity Price in Colombia
    by Espinosa Acuña, Óscar A. & Vaca González, Paola A. & Avila Forero, Raúl A.

  • 2013 The Causality Relationship between the Dry Bulk Market and Worldwide Economic Growth
    by Batrinca Ghiorghe & Cojanu Gianina

  • 2013 Oil Prices, Excess Uncertainty and Trend Growth
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  • 2013 Economic Spillovers from the Euro Area to the CESEE Region via the Financial Channel: A GVAR Approach
    by Peter Backé & Martin Feldkircher & Tomáš Slacík

  • 2013 The Dynamics of Deposit Euroization in European Post-Transition Countries: Evidence from Threshold VAR
    by Marina Tkalec

  • 2013 Dynamic factor models: A review of the literature
    by Karim Barhoumi & Olivier Darné & Laurent Ferrara

  • 2013 Time-Varying Parameters of Inflation Model in Nepal: State Space Modeling
    by T.P.Koirala Ph.D.

  • 2013 Remittanceand Trade Deficit Nexus in Nepal: A VECM Approach
    by Guna Raj Bhatta

  • 2013 Spillovers and contagion in the sovereign CDS market
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  • 2013 Testing of Dependencies between Stock Returns and Trading Volume by High Frequency Data
    by Piotr Gurgul & Robert Syrek

  • 2013 Asset Markets Contagion During the Global Financial Crisis
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  • 2013 The Effect of Public Capital on Aggregate Output - Empirical Evidence for 22 OECD Countries
    by Jan-Erik Wesselhöft

  • 2013 Further evidence on the determinants of regional stock market integration in Latin America
    by Khaled Guesmi & Duc Khuong Nguyen & Frédéric Teulon

  • 2013 An Application of Wagner’s Law in the Indian Economy: 1970-71 to 2010-11
    by Rahul Ranjan & Abhishek K. Chintu

  • 2013 Modified Scheffé’s Prediction Bands
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  • 2013 Multivariate Self-Exciting Threshold Autoregressive Modeling by Genetic Algorithms
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  • 2013 Exchange Rate Pass Through in a Small Open Economy: A case study of West African Monetary Zone
    by Rahman Olanrewaju Raji

  • 2013 Carbon Emissions and Income Trajectory in Eight Heterogeneous Countries: The Role of Trade Openness, Energy Consumption and Population Dynamics
    by OLUWOLE OWOYE & OLUGBENGA A. ONAFOWORA

  • 2013 Financial Development And Economic Growth: A New Investigation
    by HUIRAN PAN & CHUN WANG

  • 2013 Trade liberalization and import-demand behavior in Bangladesh, 1974–2008
    by Akhand Akhtar Hossain

  • 2013 Housing price cycles and aggregate business cycles: stylised facts in the case of Malaysia
    by Hon-Chung Hui

  • 2013 Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It
    by Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & Daniela Rossi & Marco Ventura & Claudio Vicarelli

  • 2013 The Relationship between Energy Consumption and GDP: Evidence from a Panel of 10 Latin American Countries
    by Jacobo Campo & Viviana Sarmiento

  • 2013 Financial Development, Domestic Savings and Poverty Reduction in Pakistan: Using Cointegration and Granger Causality Analysis
    by Muhammad Shahbaz & Talat Afza & Muhammad Shahbaz Shabbir

  • 2013 Demand for Indonesia, Singapore and Thailand Tourist to Malaysia:Seasonal Unit Root and Multivariate Analysis
    by Nanthakumar Loganathan & Ang Shy Han & Mori Kogid

  • 2013 Interactions between Economic Growth and Unemployment Condition in Asian Region
    by Syh Han Ang & Nanthakumar Loganathan

  • 2013 A Retrospective Analysis of the House Prices Macro-Relationship in the United States
    by Ibrahim Ahamada & Jose Luis Diaz Sanchez

  • 2013 The Impact of Monetary Policy Shocks on Commodity Prices
    by A. Anzuini & M. J. Lombardi & P. Pagano

  • 2013 Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
    by Christiane Baumeister & Luca Benati

  • 2013 Are Investment and Savings Cointegrated? Evidence from Middle East and North African Countries
    by Helmi Hamdi & Rashid Sbia

  • 2013 Causality Relationship between Macroeconomic Variables and Stock Market Development: Evidence from Bahrain
    by Hisham Handal Abdelbaki

  • 2013 Which Chinese Markets to Diversify into?
    by Leo H. Chan

  • 2013 Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets
    by Krenar AVDULAJ & Jozef BARUNIK

  • 2013 The Relevant Markets for Meat Production and Processing in the Czech Republic: Analysis of the Price Movements
    by Vladimír Hajko & Jaroslav Bil

  • 2013 Potere della distribuzione moderna nelle filiere agroalimentari: il caso dell’olio d’oliva in Italia
    by Roberto Furesi & Fabio A. Madau & Pietro Pulina

  • 2013 Stock – Watson Eşbütünleşme Analizi Yardımıyla Altın Fiyatları Mekanizması Üzerine
    by Gönül AKINCI & Merter AKINCI & Ömer YILMAZ

  • 2013 Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values
    by Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado

  • 2013 Análisis de convergencia de las regiones de la zona euro (1990-2010)
    by Laia Maynou & Marc Saez & Jordi Bacaria

  • 2013 Turkiye Avrupa Birligi’ne Yakinsiyor Mu? Bir Zaman Serisi Analizi, 1950-2008
    by Lutfu OZTURK

  • 2013 Mutual fund performance in Tunisia: A multivariate GARCH approach
    by Hammami, Yacine & Jilani, Faouzi & Oueslati, Abdelmonem

  • 2013 The autumn effect of gold
    by Baur, Dirk G.

  • 2013 Causality between trading volume and returns: Evidence from quantile regressions
    by Gebka, Bartosz & Wohar, Mark E.

  • 2013 Dynamics of the co-movement between stock and maritime markets
    by Erdogan, Oral & Tata, Kenan & Karahasan, B. Can & Sengoz, M. Hakan

  • 2013 The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010
    by Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A.

  • 2013 Who benefits from increased government spending? A state-level analysis
    by Owyang, Michael T. & Zubairy, Sarah

  • 2013 Risk and return in the Tehran stock exchange
    by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan

  • 2013 Oil exports and the Iranian economy
    by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem

  • 2013 Demographics and the long-horizon returns of dividend-yield strategies
    by Lee, King Fuei

  • 2013 New tips from TIPS: Identifying inflation expectations and the risk premia of break-even inflation
    by Zeng, Zheng

  • 2013 Simultaneous stochastic volatility transmission across American equity markets
    by Weber, Enzo

  • 2013 The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks
    by Liao, Yin

  • 2013 Fast clustering of GARCH processes via Gaussian mixture models
    by Aielli, Gian Piero & Caporin, Massimiliano

  • 2013 Are government wages interlinked with private sector wages?
    by Lamo, Ana & Pérez, Javier J. & Schuknecht, Ludger

  • 2013 Money and inflation: Consequences of the recent monetary policy
    by El-Shagi, Makram & Giesen, Sebastian

  • 2013 Potential financing sources of investment and economic growth in North African countries: A causality analysis
    by Abdelhafidh, Samir

  • 2013 Testing for rational bubbles in the US housing market
    by Kivedal, Bjørnar Karlsen

  • 2013 What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?
    by Keating, John W.

  • 2013 Stock returns and monetary policy: Are there any ties?
    by Bouakez, Hafedh & Essid, Badye & Normandin, Michel

  • 2013 Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain
    by Croux, Christophe & Reusens, Peter

  • 2013 Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7
    by Neanidis, Kyriakos C. & Savva, Christos S.

  • 2013 Quantile cointegration analysis of the Fisher hypothesis
    by Tsong, Ching-Chuan & Lee, Cheng-Feng

  • 2013 Fitting survey expectations and uncertainty about trend inflation
    by Henzel, Steffen R.

  • 2013 Fiscal spillovers in the Euro area
    by Caporale, Guglielmo Maria & Girardi, Alessandro

  • 2013 Inflation, output and uncertainty in the era of inflation targeting – A multi-economy view on causal linkages
    by Hartmann, Matthias & Roestel, Jan

  • 2013 Is the relationship between prices and exchange rates homogeneous?
    by Hall, Stephen G. & Hondroyiannis, George & Kenjegaliev, Amangeldi & Swamy, P.A.V.B. & Tavlas, George S.

  • 2013 Commodity price shocks and the business cycle: Structural evidence for the U.S
    by Gubler, Matthias & Hertweck, Matthias S.

  • 2013 Exchange rate shocks and trade: A multivariate GARCH-M approach
    by Grier, Kevin B. & Smallwood, Aaron D.

  • 2013 Housing cycles and macroeconomic fluctuations: A global perspective
    by Cesa-Bianchi, Ambrogio

  • 2013 Reassessing the link between the Japanese yen and emerging Asian currencies
    by Kim, Bong-Han & Kim, Hyeongwoo & Min, Hong-Ghi

  • 2013 The multiscale causal dynamics of foreign exchange markets
    by Bekiros, Stelios & Marcellino, Massimiliano

  • 2013 Inflation illusion and the US dividend yield: Some further evidence
    by Acker, Daniella & Duck, Nigel W.

  • 2013 Post-Keynesian money endogeneity evidence in G-7 economies
    by Badarudin, Z.E. & Ariff, M. & Khalid, A.M.

  • 2013 How smooth is price discovery? Evidence from cross-listed stock trading
    by Chen, Haiqiang & Choi, Paul Moon Sub & Hong, Yongmiao

  • 2013 The real effects of banking shocks: Evidence from OECD countries
    by Levintal, Oren

  • 2013 Risk and return: Long-run relations, fractional cointegration, and return predictability
    by Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George

  • 2013 Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration
    by Gębka, Bartosz & Karoglou, Michail

  • 2013 Testing the expectations hypothesis of the term structure with permanent-transitory component models
    by Casalin, Fabrizio

  • 2013 Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data
    by Ülkü, Numan & Weber, Enzo

  • 2013 Return sign forecasts based on conditional risk: Evidence from the UK stock market index
    by Chevapatrakul, Thanaset

  • 2013 Systemic risk measures: The simpler the better?
    by Rodríguez-Moreno, María & Peña, Juan Ignacio

  • 2013 A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach
    by Wang, Yi-Chiuan & Wu, Jyh-Lin & Lai, Yi-Hao

  • 2013 Who moves first? An intensity-based measure for information flows across stock exchanges
    by Kehrle, Kerstin & Peter, Franziska J.

  • 2013 Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
    by Sbrana, Giacomo & Silvestrini, Andrea

  • 2013 Real exchange rate adjustment in European transition countries
    by Maican, Florin G. & Sweeney, Richard J.

  • 2013 Measuring time-varying financial market integration: An unobserved components approach
    by Berger, Tino & Pozzi, Lorenzo

  • 2013 Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach
    by Boubaker, Heni & Sghaier, Nadia

  • 2013 Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system
    by Caporale, Guglielmo Maria & Girardi, Alessandro

  • 2013 Forecasting EUR–USD implied volatility: The case of intraday data
    by Dunis, Christian & Kellard, Neil M. & Snaith, Stuart

  • 2013 The role of credit in the Great Moderation: A multivariate GARCH approach
    by Grydaki, Maria & Bezemer, Dirk

  • 2013 Stock market reaction to fed funds rate surprises: State dependence and the financial crisis
    by Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman

  • 2013 Consumption, financial wealth and labor income in Korea
    by Lee, Jiho

  • 2013 Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets
    by Philippas, Dionisis & Siriopoulos, Costas

  • 2013 Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
    by Antonakakis, Nikolaos & Vergos, Konstantinos

  • 2013 Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal
    by Caporale, Guglielmo Maria & Costantini, Mauro & Paradiso, Antonio

  • 2013 Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment
    by Degiannakis, Stavros & Filis, George & Floros, Christos

  • 2013 Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan
    by Kagraoka, Yusho & Moussa, Zakaria

  • 2013 The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market
    by Kishor, N. Kundan & Marfatia, Hardik A.

  • 2013 Investor herds and regime-switching: Evidence from Gulf Arab stock markets
    by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

  • 2013 Causes of nonlinearities in low-order models of the real exchange rate
    by Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena

  • 2013 The contribution of economic fundamentals to movements in exchange rates
    by Balke, Nathan S. & Ma, Jun & Wohar, Mark E.

  • 2013 The realized forward term premium in the repo market
    by Kopchak, Seth J.

  • 2013 Equity risk premium and regional integration
    by Arouri, Mohamed & Teulon, Frédéric & Rault, Christophe

  • 2013 Continuous-time VIX dynamics: On the role of stochastic volatility of volatility
    by Kaeck, Andreas & Alexander, Carol

  • 2013 Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market
    by Floros, Christos & Kizys, Renatas & Pierdzioch, Christian

  • 2013 Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence
    by Degiannakis, Stavros & Floros, Christos & Dent, Pamela

  • 2013 Silver fetters? The rise and fall of the Chinese price level 1928–34
    by Ho, Tai-kuang & Lai, Cheng-chung

  • 2013 Virtual prices and the impact of house rationing in Belgium on consumer choices
    by Fleissig, Adrian R. & Whitney, Gerald

  • 2013 The impact of global oil price shocks on the Lebanese stock market
    by Dagher, Leila & El Hariri, Sadika

  • 2013 Does the source of oil price shocks matter for South African stock returns? A structural VAR approach
    by Gupta, Rangan & Modise, Mampho P.

  • 2013 What if energy time series are not independent? Implications for energy-GDP causality analysis
    by Bruns, Stephan B. & Gross, Christian

  • 2013 Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?
    by Beckmann, Joscha & Czudaj, Robert

  • 2013 The stochastic seasonal behavior of energy commodity convenience yields
    by Mirantes, Andrés García & Población, Javier & Serna, Gregorio

  • 2013 Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets
    by Gardebroek, Cornelis & Hernandez, Manuel A.

  • 2013 The causal nexus between oil prices and equity market in the U.S.: A regime switching model
    by Balcilar, Mehmet & Ozdemir, Zeynel Abidin

  • 2013 Causality between energy and output in the long-run
    by Stern, David I. & Enflo, Kerstin

  • 2013 Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock
    by Salamaliki, Paraskevi K. & Venetis, Ioannis A.

  • 2013 Volatility spillover between oil and agricultural commodity markets
    by Nazlioglu, Saban & Erdem, Cumhur & Soytas, Ugur

  • 2013 Modeling and forecasting the volatility of petroleum futures prices
    by Kang, Sang Hoon & Yoon, Seong-Min

  • 2013 The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey
    by Ozturk, Ilhan & Acaravci, Ali

  • 2013 Oil price effects on personal consumption expenditures
    by Wang, Yu Shan

  • 2013 Modeling the relationship between European carbon permits and certified emission reductions
    by Koop, Gary & Tole, Lise

  • 2013 Long memory and tail dependence in trading volume and volatility
    by Rossi, Eduardo & Santucci de Magistris, Paolo

  • 2013 Term structure dynamics with macro-factors using high frequency data
    by Kim, Hwagyun & Park, Hail

  • 2013 Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach
    by Akay, Ozgur (Ozzy) & Senyuz, Zeynep & Yoldas, Emre

  • 2013 What do the Fama–French factors add to C-CAPM?
    by Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R.

  • 2013 Stressing correlations and volatilities — A consistent modeling approach
    by Becker, Christoph & Schmidt, Wolfgang M.

  • 2013 The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
    by Varneskov, Rasmus & Voev, Valeri

  • 2013 Duration, trading volume and the price impact of trades in an emerging futures market
    by Bowe, Michael & Hyde, Stuart & McFarlane, Lavern

  • 2013 On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina
    by Sottile, Pedro

  • 2013 Analyzing the effects of US monetary policy shocks in dollarized countries
    by Willems, Tim

  • 2013 International stock market integration: Central and South Eastern Europe compared
    by Horvath, Roman & Petrovski, Dragan

  • 2013 Least squares estimation in a simple random coefficient autoregressive model
    by Johansen, Søren & Lange, Theis

  • 2013 Sequential estimation of shape parameters in multivariate dynamic models
    by Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique

  • 2013 Inference on impulse response functions in structural VAR models
    by Inoue, Atsushi & Kilian, Lutz

  • 2013 Density approximations for multivariate affine jump-diffusion processes
    by Filipović, Damir & Mayerhofer, Eberhard & Schneider, Paul

  • 2013 Testing for structural stability in the whole sample
    by Hidalgo, Javier & Seo, Myung Hwan

  • 2013 Determining the MSE-optimal cross section to forecast
    by Arbués, Ignacio

  • 2013 Methods for computing marginal data densities from the Gibbs output
    by Fuentes-Albero, Cristina & Melosi, Leonardo

  • 2013 Low-frequency robust cointegration testing
    by Müller, Ulrich K. & Watson, Mark W.

  • 2013 On loss functions and ranking forecasting performances of multivariate volatility models
    by Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco

  • 2013 Stable mixture GARCH models
    by Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C.

  • 2013 The method of simulated quantiles
    by Dominicy, Yves & Veredas, David

  • 2013 Analysis of non-stationary dynamics in the financial system
    by Guharay, Samar K. & Thakur, Gaurav S. & Goodman, Fred J. & Rosen, Scott L. & Houser, Daniel

  • 2013 Testing slope homogeneity in large panels with serial correlation
    by Blomquist, Johan & Westerlund, Joakim

  • 2013 Spurious persistence in stochastic volatility
    by Messow, Philip & Krämer, Walter

  • 2013 Spectral density of Markov-switching VARMA models
    by Cavicchioli, Maddalena

  • 2013 Semiparametric selection of seasonal cointegrating ranks using information criteria
    by Seong, Byeongchan

  • 2013 A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
    by Atak, Alev & Kapetanios, George

  • 2013 Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
    by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George

  • 2013 Identification in models of gasoline pricing
    by Bachmeier, Lance

  • 2013 Estimating the state vector of linearized DSGE models without the Kalman filter
    by Kollmann, Robert

  • 2013 The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics
    by Allen, David & Ng, K.H. & Peiris, Shelton

  • 2013 A check for finite order VAR representations of DSGE models
    by Franchi, Massimo & Vidotto, Anna

  • 2013 A simple test for the equality of integration orders
    by Hualde, Javier

  • 2013 Volatility and persistence of simulated DSGE real exchange rates
    by Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena

  • 2013 Generalized impulse response analysis in a fractionally integrated vector autoregressive model
    by Do, Hung Xuan & Brooks, Robert Darren & Treepongkaruna, Sirimon

  • 2013 A wavelet analysis of international risk-sharing
    by Trezzi, Riccardo

  • 2013 Partial unit root and linear spurious regression: A Monte Carlo simulation study
    by Zhang, Lingxiang

  • 2013 Bayesian forecasting with highly correlated predictors
    by Korobilis, Dimitris

  • 2013 A note on exact correspondences between adaptive learning algorithms and the Kalman filter
    by Berardi, Michele & Galimberti, Jaqueson K.

  • 2013 Identifying permanent and transitory risks in the Chinese property insurance market
    by Guo, Feng & Huang, Ying Sophie

  • 2013 Reexamining the time-varying volatility spillover effects: A Markov switching causality approach
    by Zheng, Tingguo & Zuo, Haomiao

  • 2013 The dynamic interactions among the stock, bond and insurance markets
    by Lee, Chien-Chiang & Huang, Wei-Ling & Yin, Chun-Hao

  • 2013 Dynamic relationships between industry returns and stock market returns
    by Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung

  • 2013 Decomposing U.S. Stock Market Comovement into spillovers and common factors
    by Weber, Enzo

  • 2013 Equity and CDS sector indices: Dynamic models and risk hedging
    by Caporin, Massimiliano

  • 2013 Day-of-the-week effect on the VIX. A parsimonious representation
    by Gonzalez-Perez, Maria T. & Guerrero, David E.

  • 2013 Conditional correlations and volatility spillovers between crude oil and stock index returns
    by Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai

  • 2013 Gold as an inflation hedge in a time-varying coefficient framework
    by Beckmann, Joscha & Czudaj, Robert

  • 2013 The impact of the global business cycle on small open economies: A FAVAR approach for Canada
    by Vasishtha, Garima & Maier, Philipp

  • 2013 The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study
    by Henzel, Steffen R. & Mayr, Johannes

  • 2013 Policy reforms and asymmetric price transmission in the Zambian and Tanzanian coffee markets
    by Mofya-Mukuka, Rhoda & Abdulai, Awudu

  • 2013 Macroeconomic effects of fiscal policy changes: A case of South Africa
    by Akanbi, Olusegun Ayodele

  • 2013 Investor attention and stock market activity: Evidence from France
    by Aouadi, Amal & Arouri, Mohamed & Teulon, Frédéric

  • 2013 Price and volatility dynamics between securitized real estate spot and futures markets
    by Shi, Jing & Xu, Tracy

  • 2013 Can futures price be a powerful predictor? Frequency domain analysis on Chinese commodity market
    by Yang, Linghubo & Zhang, Dongxiang

  • 2013 Oil price uncertainty, monetary policy and the macroeconomy: The Canadian perspective
    by Bashar, Omar H.M.N. & Wadud, I.K.M. Mokhtarul & Ali Ahmed, Huson Joher

  • 2013 Tourism–growth nexus in Pakistan: Evidence from ARDL bounds tests
    by Jalil, Abdul & Mahmood, Tahir & Idrees, Muhammad

  • 2013 Balance-of-payments constrained growth model for the Turkish economy
    by Gökçe, Atilla & Çankal, Erhan

  • 2013 Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue
    by de Truchis, Gilles

  • 2013 On the stationarity of per capita carbon dioxide emissions over a century
    by Christidou, Maria & Panagiotidis, Theodore & Sharma, Abhijit

  • 2013 Exchange rate pass-through to inflation in China
    by Jiang, Jiadan & Kim, David

  • 2013 An asymmetric analysis of the relationship between oil prices and output: The case of Turkey
    by Çatik, A. Nazif & Önder, Özlem

  • 2013 Real convergence in Europe: A cluster analysis
    by Monfort, Mercedes & Cuestas, Juan Carlos & Ordóñez, Javier

  • 2013 Terrorism and tourism: A conjunction and ramification in Pakistan
    by Raza, Syed Ali & Jawaid, Syed Tehseen

  • 2013 What causes household debt to increase in South Africa?
    by Meniago, Christelle & Mukuddem-Petersen, Janine & Petersen, Mark A. & Mongale, Itumeleng P.

  • 2013 A general to specific approach for constructing composite business cycle indicators
    by Cubadda, Gianluca & Guardabascio, Barbara & Hecq, Alain

  • 2013 Why don't banks lend to Egypt's private sector?
    by Herrera, Santiago & Hurlin, Christophe & Zaki, Chahir

  • 2013 An empirical estimation for mean-reverting coal prices with long memory
    by Sun, Qi & Xu, Weijun & Xiao, Weilin

  • 2013 Covariate unit root tests under structural change and asymmetric STAR dynamics
    by Tsong, Ching-Chuan & Wu, Chien-Wei & Chiu, Hsien-Hung & Lee, Cheng-Feng

  • 2013 Wealth effects on the housing markets: Do market liquidity and market states matter?
    by Zeng, Jhih-Hong & Peng, Chi-Lu & Chen, Ming-Chi & Lee, Chien-Chiang

  • 2013 Purchasing power parity in OECD countries: Nonlinear unit root tests revisited
    by Cuestas, Juan Carlos & Regis, Paulo José

  • 2013 An empirical test of exogenous versus endogenous growth models for the G-7 countries
    by Huh, Hyeon-seung & Kim, David

  • 2013 Trade shocks from BRIC to South Africa: A global VAR analysis
    by Çakır, Mustafa Yavuz & Kabundi, Alain

  • 2013 Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model
    by Simo-Kengne, Beatrice D. & Balcilar, Mehmet & Gupta, Rangan & Reid, Monique & Aye, Goodness C.

  • 2013 Nonlinearity in ASEAN-5 export-led growth model: Empirical evidence from nonparametric approach
    by Lim, Shiok Ye & Ho, Chong Mun

  • 2013 Market structure and the cost of capital
    by El Hedi Arouri, Mohamed & Rault, Christophe & Sova, Anamaria & Sova, Robert & Teulon, Frédéric

  • 2013 Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP
    by Ahamada, Ibrahim & Jolivaldt, Philippe

  • 2013 Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?
    by Kaabia, Olfa & Abid, Ilyes & Guesmi, Khaled

  • 2013 Testing for Granger causality in distribution tails: An application to oil markets integration
    by Candelon, Bertrand & Joëts, Marc & Tokpavi, Sessi

  • 2013 The asymmetry of inflation adjustment in Turkey
    by Çiçek, Serkan & Akar, Cüneyt

  • 2013 Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices
    by Wang, Yu Shan & Chueh, Yen Ling

  • 2013 Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock markets
    by Gatfaoui, Hayette

  • 2013 Stock market response to monetary and fiscal policy shocks: Multi-country evidence
    by Chatziantoniou, Ioannis & Duffy, David & Filis, George

  • 2013 Regional divergence and club convergence in India
    by Ghosh, Madhusudan & Ghoshray, Atanu & Malki, Issam

  • 2013 Heterogeneous technology and the technological catching-up hypothesis: Theory and assessment in the case of MENA countries
    by Serranito, Francisco

  • 2013 Low-inflation-targeting monetary policy and differential unemployment rate: Is monetary policy to be blamed for the financial crisis? — Evidence from major OECD countries
    by Jean Louis, Rosmy & Balli, Faruk

  • 2013 Asymmetries in the revenue–expenditure nexus: A tale of three countries
    by Paleologou, Suzanna-Maria

  • 2013 Conditional market beta for REITs: A comparison of modeling techniques
    by Zhou, Jian

  • 2013 On the informational role of term structure in the US monetary policy rule
    by Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan-Miguel

  • 2013 The information content of capacity utilization for detrending total factor productivity
    by Planas, C. & Roeger, W. & Rossi, A.

  • 2013 Pushing the limit? Fiscal policy in the European Monetary Union
    by Daniel, Betty C. & Shiamptanis, Christos

  • 2013 Measuring and predicting heterogeneous recessions
    by Çakmaklı, Cem & Paap, Richard & van Dijk, Dick

  • 2013 The determinants of Australian household debt: A macro level study
    by Meng, Xianming & Hoang, Nam T. & Siriwardana, Mahinda

  • 2013 Inflation dynamics in Asia: Causes, changes, and spillovers from China
    by Osorio, Carolina & Unsal, D. Filiz

  • 2013 Earnings Predictability, Value Relevance, and Employee Expenses
    by Schiemann, Frank & Guenther, Thomas

  • 2013 Causality between GDP, Energy and Coal Consumption in India, 1970-2011: A Non-parametric Bootstrap Approach
    by Rohin Anhal

  • 2013 The Links between the Price of Oil and the Value of US Dollar
    by Yi Zhang

  • 2013 What are the Causes of High Crude Oil Price? Causality Investigation
    by Saleh Mothana Obadi & Sona Othmanová & Mariam Abdová

  • 2013 Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price
    by Aynur Pala

  • 2013 Does Domestic Energy Consumption Contribute to Exports? Empirical Evidence from Nigeria
    by Chibueze, E. Nnaji & Jude, O. Chukwu & Nnaji Moses

  • 2013 An Investigation of Some Hedging Strategies for Crude Oil Market
    by Andre Assis de Salles

  • 2013 The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran
    by Akbar Komijani & Nadiya Gandali Alikhani & Esmaeil Naderi

  • 2013 The Interest Rate Channel in Turkey: An Investigation with Kalman Filter Approach
    by Taha Bahadir Sarac & OkYAY Ucan

  • 2013 Study of Speculative Bubbles: The Contribution of Approximate Entropy
    by Imen Mahmoud & Kamel Naoui & Hatem Jemmali

  • 2013 FDI and Economic Growth Relationship Based on Cross-Country Comparison
    by Faruk Gürsoy & Ahmet Sekreter & Hüseyin Kalyoncu

  • 2013 Remittances, Banking Sector Development and Economic Growth in Fiji
    by Janesh Sami

  • 2013 Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012
    by Lucas Lucio Godeiro

  • 2013 The Dynamics and Strength of Linkages between the Stock Markets in the Czech Republic, Hungary and Poland after their EU Accession
    by Malgorzata Doman & Ryszard Doman

  • 2013 Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach
    by Joanna Olbrys

  • 2013 Synchronization of Crude Oil Prices Cycle and Business Cycle for the Central Eastern European Economies
    by Andrzej Geise & Mariola Pilatowska

  • 2013 The Analysis of the Influence of Foreign Direct Investment on Polish Economy in 1996-2010 using VECM Methodology
    by Bartlomiej Marona & Agnieszka Bieniek

  • 2013 La demanda de dinero y las innovaciones financieras en Venezuela: equilibrio de largo plazo
    by Armando Rodríguez Zerpa, José U. Mora Mora

  • 2013 Combinación de brechas del producto colombiano
    by Paulo M. Sánchez & Luis Fernando Melo

  • 2013 El comportamiento del tipo de cambio real en Colombia: ¿explicado por sus fundamentales?
    by Jair Ojeda Joya & Joan Granados & Carolina Arteaga

  • 2013 Desaceleración económica e inflación de activos financieros en Colombia
    by Mateo Clavijo

  • 2013 Vector Autoregressive Models Using “R”
    by Ciprian ALEXANDRU & Nicoleta CARAGEA & Ana Maria DOBRE

  • 2013 Default and liquidity regimes in the bond market during the 2002-2012 period
    by Georges Dionne & Olfa Maalaoui Chun

  • 2013 Trade linkages and growth in Latin America: An SVAR analysis
    by Miguel Ángel Saldarriaga & Diego Winkelried

  • 2013 Consumer confidence as a predictor of consumption spending: Evidence for the United States and the Euro area
    by Stephane Dees & Pedro Soares Brinca

  • 2013 Is the role of international health aid on adult mortality efficient? Evidence from developing countries using DEA approach
    by Arshia Amiri & Asim Afridi

  • 2013 Assessment of models to forecast exchange rates: The quetzal–U.S. dollar exchange rate
    by Carlos Eduardo Castillo-Maldonado & Fidel Pérez-Macal

  • 2013 Aggregate business failures and macroeconomic conditions: A VAR look at the U.S. between 1980 and 2004
    by Jin Zhang & David A. Bessler & David J. Leatham

  • 2013 Revisiting The Financial Volatility–Derivative Products Relationship On Euronext.Liffe Using A Frequency Domain Analysis
    by CLAUDIU TIBERIU ALBULESCU & Daniel Goyeau & AVIRAL KUMAR TIWARI

  • 2013 Interest rate pass-through since the financial crisis
    by Anamaria Illes & Marco Jacopo Lombardi

  • 2013 A Comparison Of The Var Model And The Pc Factor Model In Forecasting Inflation In Montenegro
    by Milena Lipovina-Božović

  • 2013 The Relationship Between Inflation and Inflation Uncertainty Under Different Monetary Policy Regimes
    by Bulent DOGRU

  • 2013 The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex
    by Hasibe OZGUMUS & Turhan KORKMAZ & Emrah Ismail CEVIK

  • 2013 Is the Canadian Banking System Really ¡°Stronger¡± than the U.S. One?
    by Christian Calm¨¨s & Raymond Th¨¦oret

  • 2013 The Dynamic Relationships between Oil Prices and the Japanese Economy: A Frequency Domain Analysis
    by Wei Yanfeng

  • 2013 On the Optimality of GCC Monetary Union: Asymmetric Shocks Assessments
    by Atef Saad Alshehry & Sarra Ben Slimane

  • 2013 Taxa Natural de Juros no Brasil
    by Alessandra Ribeiro & Vladimir K. Teles

  • 2013 Does Twin Deficits Relationship Affect The Leading Indicators Of Crisis? Analysis Of The Us And Turkey In Light Of The 2008 Global Crisis
    by Tulin Tunc Deveci & Suleyman Degirmen

  • 2013 Monetary Policy, Foreign Exchange Intervention and Exchange Rate Volatility in Zambia
    by Jonathan Chipili

  • 2013 Equilibrium and adjustment of exchange rates in the Chinese silver standard economy, 1928-1935
    by Tai-kuang Ho & Cheng-chung Lai & Joshua Jr-shiang Gau

  • 2013 Interpreting Business Cycles as Generalized Two-Dimensional Loops Using Penalized Splines Regression Techniques
    by Timo Teuber

  • 2012 Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
    by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir

  • 2012 House Prices And Balance Of Trade Dynamics In South Africa: Evidence From An Agnostic Identification Procedure
    by Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye

  • 2012 The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
    by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller

  • 2012 Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
    by Goodness C. Aye & Rangan Gupta & Mampho P. Modise

  • 2012 Is The Relationship Between Monetary Policy And House Prices Asymmetric In South Africa? Evidence From A Markov-Switching Vector Autoregressive Model
    by Beatrice D. Simo-Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye

  • 2012 Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
    by Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz

  • 2012 Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment
    by Rangan Gupta

  • 2012 Macroeconomic Surprises and Stock Returns in South Africa
    by Rangan Gupta & Monique Reid

  • 2012 Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession"
    by Rangan Gupta & Roula Inglesi-Lotz

  • 2012 Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach
    by Goodness C. Aye & Rangan Gupta

  • 2012 Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-Switching analysis
    by Chevallier, Julien

  • 2012 Monetary dynamics in post inflation Bolivia
    by Fortun Vargas, Jonathan

  • 2012 Perspectivas de inflación en Bolivia
    by Aguilar, Tirza J. & Martin, Dennis

  • 2012 Country Matters: Country Risk Measurement by Causal Pathways - La valutazione del rischio paese attraverso percorsi causali
    by Chopra, Parvesh K.

  • 2012 Testing the Lucas Critique for the Turkish Money Demand Function
    by Levent KORAP & Metin YILDIRIM

  • 2012 Döviz kuru ve ithalat fiyatlarının yurt içi fiyatlara etkisi
    by Hakan KARA & Fethi ÖĞÜNÇ

  • 2012 Sanayi üretim endeksini etkileyen faktörlerin ekonometrik analizi
    by Salih BARIŞIK & Rüştü YAYAR

  • 2012 Competencia en el sector bancario chileno. Una aproximación dinámica
    by Flores, Yarela & Watts, David

  • 2012 En busca de un buen marco de referencia predictivo para la inflación en Chile
    by Pincheira, Pablo & García, Álvaro

  • 2012 Yield Curve Dynamics of the Indian G-Sec Market: A Macro-Finance Approach
    by SAHOO, SATYANANDA & BHATTACHARYYA, INDRANIL

  • 2012 Bootstrap joint prediction regions
    by Michael Wolf & Dan Wunderli

  • 2012 On the construction of two-country cointegrated VAR models with an application to the UK and US
    by Heinlein, Reinhold & Krolzig, Hans-Martin

  • 2012 Real wages and the origins of modern economic growth in Germany, 16th to 19th centuries
    by Uebele, Martin & Pfister, Ulrich & Riedel, Jana

  • 2012 On the Distribution of Exchange Rate Regime Treatment Effects on International Trade
    by Dorn, Sabrina & Egger, Peter

  • 2012 The changing dynamics of US inflation persistence: A quantile regression approach
    by Tillmann, Peter & Wolters, Maik Hendrik

  • 2012 Disaggregate energy consumption and industrial output in Pakistan: An empirical analysis
    by Qazi, Ahmer Qasim & Ahmed, Khalid & Mudassar, Muhammad

  • 2012 Unraveling the complexity of US presidential approval: A multi-dimensional semi-parametric approach
    by Berlemann, Michael & Enkelmann, Soeren & Kuhlenkasper, Torben

  • 2012 SPECTRAN, a set of Matlab programs for Spectral analysis
    by Marczak, Martyna & Gómez, Víctor

  • 2012 Die Durchsetzung von Schnittstellen in der Standardsetzung: Fallbeispiel Ladesystem Elektromobilität
    by Slowak, André P.

  • 2012 Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis
    by Marczak, Martyna & Gómez, Víctor

  • 2012 Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall
    by Mehmke, Fabian & Cremers, Heinz & Packham, Natalie

  • 2012 Inclusive Growth Strategies for Pakistan ─ Myth or Reality for Policymakers
    by Atif, Syed Muhammad & Mohazzam, Sardar

  • 2012 The extent of European power markets
    by Böckers, Veit & Heimeshoff, Ulrich

  • 2012 A partially linear approach to modelling the dynamics of spot and futures prices
    by Gaul, Jürgen & Theissen, Erik

  • 2012 Multivariate wishart stochastic volatility and changes in regime
    by Gribisch, Bastian

  • 2012 A terminological note on cyclotomic polynomials and Blaschke matrices
    by Offick, Sven & Wohltmann, Hans-Werner

  • 2012 Structural estimation of the New-Keynesian model: A formal test of backward- and forward-looking behavior
    by Jang, Tae-Seok

  • 2012 Intra-daily volatility spillovers between the US and German stock markets
    by Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman

  • 2012 Monetary policy and the oil futures market
    by Eickmeier, Sandra & Lombardi, Marco J.

  • 2012 Measuring option implied degree of distress in the US financial sector using the entropy principle
    by Matros, Philipp & Vilsmeier, Johannes

  • 2012 Identifying time variability in stock and interest rate dependence
    by Stein, Michael & Islami, Mevlud & Lindemann, Jens

  • 2012 Durable Consumption, Long-Run Risk and The Equity Premium
    by Na Guo & Peter N. Smith

  • 2012 Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks
    by Alfonso Mendoza-Velazquez & Peter N. Smith

  • 2012 Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters
    by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide

  • 2012 VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles
    by Habert white & Tae-Hwan Kim & Simone Manganelli

  • 2012 Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries
    by Nikolaos Antonakakis & Harald Badinger

  • 2012 Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro
    by Nikolaos Antonakakis

  • 2012 Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries
    by Nikolaos Antonakakis & Harald Badinger

  • 2012 After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?
    by Catherine Prettner & Klaus Prettner

  • 2012 International Stock Market Integration: Central and South Eastern Europe Compared
    by Roman Horvath & Dragan Petrovski

  • 2012 Where does Information Processing in a Fragmented Market Take Place? – Evidence from the Swiss Stock Market after MiFID
    by Kohler, Alexander & von Wyss, Rico

  • 2012 Do institutions and culture matter for business cycles?
    by Sumru Altug & Fabio Canova

  • 2012 Income polarization and innovation: Evidence from African economies
    by Azomahou, Theophile & Diene, Mbaye

  • 2012 Derivatives Holdings and Systemic Risk in the U.S. Banking Sector
    by María Rodríguez-Moreno & Sergio Mayordomo & Juan Ignacio Peña

  • 2012 An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor
    by Miguel Casares & Antonio Moreno & Jesús Vázquez

  • 2012 Apertura, productividad y gasto agregado: un modelo de fundamentos del tipo de cambio real
    by Juan Benítez & Gabriela Mordecki

  • 2012 Non-Balanced Growth and Production Technology Estimation
    by Miguel A León-Ledesma & Peter McAdam & Alpo Willman

  • 2012 Estimación del producto potencial y la brecha de producto para Uruguay: un Modelo de Vectores Autorregresivos Estructural (SVAR) y otras medidas alternativas
    by Luis Cáceres

  • 2012 The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
    by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller

  • 2012 Output Growth and Its Volatility: The Gold Standard through the Great Moderation
    by WenShwo Fang & Stephen M. Miller

  • 2012 Robust Ranking of Multivariate GARCH Models by Problem Dimension
    by Massimiliano Caporin & Michael McAleer

  • 2012 Minimally Conditioned Likelihood for a Nonstationary State Space Model
    by José Casals & Sonia Sotoca & Miguel Jerez

  • 2012 Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
    by Manabu Asai & Massimiliano Caporin & Michael McAleer

  • 2012 Long swings in Japan’s current account and in the yen
    by Müller-Plantenberg, Nikolas

  • 2012 Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions
    by Chaudourne, Jeremy & Fève, Patrick & Guay, Alain

  • 2012 A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers
    by Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume

  • 2012 News Shocks, Information Flows and SVARs
    by Fève, Patrick & Jidoud, Ahmat

  • 2012 Identifying News Shocks from SVARs
    by Fève, Patrick & Jidoud, Ahmat

  • 2012 Bayesian semiparametric multivariate GARCH modeling
    by Mark J Jensen & John M Maheu

  • 2012 Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models
    by Hallin, M. & van den Akker, R. & Werker, B.J.M.

  • 2012 Common Movement of the Emerging Market Currencies
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  • 2012 Sources of exchange rate volatility in the european transition economies (effects of economic crisis revealed)
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  • 2012 Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
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  • 2012 Forecasting Chinese inflation and output: A Bayesian vector autoregressive approach
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  • 2012 New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion
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  • 2012 Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?
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  • 2012 Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?
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  • 2012 Fourier--type estimation of the power garch model with stable--paretian innovations
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  • 2012 The role of foreign direct investment in the renewable electricity generation and economic growth nexus in Portugal: a cointegration and causality analysis
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  • 2012 Inclusive Growth Strategies for Pakistan: Myth or Reality for Policymakers!
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  • 2012 Financial innovation, macroeconomic volatility and the great moderation
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  • 2012 Testing the Lucas critique for the Turkish money demand function
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  • 2012 The US monetary performance prior to the 2008 crisis
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  • 2012 Poverty and employment impact of trade liberalization in Nigeria: empirical evidence and policy implications
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  • 2012 Macroeconomic Aspects of Real Exchange Rate Volatility in the Central European Countries
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  • 2012 Forecasting Volatility in Developing Countries' Nominal Exchange Returns
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  • 2012 Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations
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  • 2012 Factors Determining FDI in Nigeria: Role of Emerging Economies
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  • 2012 Marginal Likelihood Estimation with the Cross-Entropy Method
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  • 2012 The great synchronization of international trade collapse
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  • 2012 The Role of Credit in Great Moderation: a Multivariate GARCH Approach
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  • 2012 Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations
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  • 2012 Time varying fractional cointegration
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  • 2012 Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods
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  • 2012 Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah
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  • 2012 Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility
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  • 2012 How far India has gone down the road towards financial integration with US since subprime crisis? An Econometric Analysis
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  • 2012 Indirect estimation of GARCH models with alpha-stable innovations
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  • 2012 Energy use, emissions, economic growth and trade: A Granger non-causality evidence for Malaysia
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  • 2012 A Flexible State Space Model and its Applications
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  • 2012 Day of the week effect in central European stock markets
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  • 2012 Exchange return co-movements and volatility spillovers before and after the introduction of Euro
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  • 2012 Supplementary appendix to "noncausal vector autoregression"
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  • 2012 Martingale approximation for common factor representation
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  • 2012 Backward and forward closed solutions of multivariate ARMA models
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  • 2012 Market risk of developed and developing countries during the global financial crisis
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  • 2012 The transmission process of financial crises across the emerging markets: an alternative consideration
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  • 2012 Bilateral Export and Import Demand Functions of Bangladesh: A Cointegration Approach
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  • 2012 Forecasting inflation in Asian economies
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  • 2012 An Error Correction Model Analysis of the Determinant of Foreign Direct Investment: Evidence from Nigeria
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  • 2012 Mortgage Lending and the Great moderation: a multivariate GARCH Approach
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  • 2012 On whether foreign direct investment catalyzes economic development in Nigeria
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  • 2012 Measuring the effects of monetary policy in Pakistan: A factor augmented vector autoregressive approach
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  • 2012 Is Monetary Policy a Growth Stimulant in Nigeria? A Vector Autoregressive Approach
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  • 2012 Bank systemic risk and the business cycle: Canadian and U.S. evidence
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  • 2012 Staatsverschuldung und Inflation : eine empirische Analyse für Deutschland
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  • 2012 Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach
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  • 2012 Explaining The Determinants Of The Frequency Of Exchange Rate Interventions In Peru Using Count Models
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  • 2012 Returns in commodities futures markets and financial speculation: a multivariate GARCH approach
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  • 2012 Un Indicatore per la Lombardia e per le Province di Milano e Pavia (Nuova versione)
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  • 2012 Independent Factor Autoregressive Conditional Density Model
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  • 2012 What does a monetary policy shock do? An international analysis with multiple filters
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  • 2012 Multivariate Rotated ARCH models
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  • 2012 International Stock Market Integration : Central and South Eastern Europe Compared
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  • 2012 Meta-Analysis of the New Keynesian Phillips Curve
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  • 2012 Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure
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  • 2012 Multivariate Rotated ARCH Models
    by Diaa Noureldin & Neil Shephard & Kevin Sheppard

  • 2012 Oil Price Shock, Pass-through Policy and its Impact on India
    by Bhanumurthy, N. R. & Das, Surajit & Bose, Sukanya

  • 2012 Determination of Interest Rate in India: Empirical Evidence on Fiscal Deficit-Interest Links and Financial Crowding Out
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  • 2012 Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
    by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir

  • 2012 Was the Recent Downturn in US GDP Predictable?
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  • 2012 The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
    by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller

  • 2012 Output Growth and Its Volatility: The Gold Standard through the Great Moderation
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  • 2012 Time-series characteristics of UK commercial property returns: Testing for multiple changes in persistence
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  • 2012 Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble
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  • 2012 Prior Selection for Vector Autoregressions
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  • 2012 Can we beat the random walk in forecasting CEE exchange rates?
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  • 2012 Econometric regime shifts and the US subprime bubble
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  • 2012 Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk
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  • 2012 Liquidity needs, private information, feedback trading: verifying motives to trade
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  • 2012 Are business cycles in the US and emerging economies synchronized?
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  • 2012 Measuring the natural yield curve
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  • 2012 A simple test for the equality of integration orders
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  • 2012 Estimation of the cointegrating rank in fractional cointegration
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  • 2012 Incentives Beyond the Money and Motivational Capital in Health Care Organizations
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  • 2012 VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors
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  • 2012 Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector
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  • 2012 The impact of phase II of the EU ETS on the electricity-generation sector
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  • 2012 The federal funds rate and the conduction of the international orchestra
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  • 2012 Euro area inflation as a predictor of national inflation rates
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  • 2012 Identifying the Shocks behind Business Cycle Asynchrony in Euroland
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  • 2012 Codependent VAR Models and the Pseudo-Structural Form
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  • 2012 The Sectoral Effects of Monetary Policy in Hungary: A Structural Factor Analysis
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  • 2012 Testing Causality Between Two Vectors in Multivariate GARCH Models
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  • 2012 Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis using Model Averaging Methods
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  • 2012 Identification in structural vector autoregressive models with structural changes
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  • 2012 Internet, noise trading and commodity prices
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  • 2012 Comparing Hybrid DSGE Models
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  • 2012 Integration of China Stock Markets with International Stock Markets: An application of Smooth Transition Conditional Correlation with Double Transition Functions
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  • 2012 Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data
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  • 2012 Stock returns and Inflation:Evidence from Quantile Regressions
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  • 2012 The Hausman-Taylor Panel Data Model with Serial Correlation
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  • 2012 Inflation Targeting, Credibility, and Non-Linear Taylor Rules
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  • 2012 The changing dynamics of US inflation persistence: a quantile regression approach
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  • 2012 Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach
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  • 2012 A New Real-Time Indicator for the Euro Area GDP
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  • 2012 Interest Rate Determination in India: Empirical Evidence on Fiscal Deficit--Interest Rate Linkages and Financial Crowding Out
    by Lekha S. Chakraborty

  • 2012 What Are the Driving Factors behind the Rise of Spreads and CDSs of Euro-area Sovereign Bonds? A FAVAR Model for Greece and Ireland
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  • 2012 Real State as Housing and as Financial Investment: A First Assessment for Argentina
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  • 2012 Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
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  • 2012 Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models
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  • 2012 Unit root vector autoregression with volatility induced stationarity
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  • 2012 Haavelmo's Probability Approach and the Cointegrated VAR
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  • 2012 Do Institutions and Culture Matter for Business Cycles?
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  • 2012 Measuring and Predicting Heterogeneous Recessions
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  • 2012 Forecasting Covariance Matrices: A Mixed Frequency Approach
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  • 2012 External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models
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  • 2012 Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really Were Keynesian?
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  • 2012 Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems
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  • 2012 Interpreting Permanent Shocks to Output When Aggregate Demand May Not be Neutral in the Long Run
    by John W. Keating

  • 2012 Identifying Regional Labor Demand Shocks Using Sign Restrictions
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  • 2012 Identifying the Substitution Effect of Temporary Agency Employment
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  • 2012 Identifying the Substitution Effect of Temporary Agency Employment
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  • 2012 An Empirical Growth Model for Major Oil Exporters
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  • 2012 An Empirical Growth Model for Major Oil Exporters
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  • 2012 Exponent of Cross-sectional Dependence: Estimation and Inference
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  • 2012 Exponent of Cross-sectional Dependence: Estimation and Inference
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  • 2012 Monetary Policy in a World Where Money (Also) Matters
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  • 2012 Efficiency in the UK Commercial Property Market: A Long-run Perspective
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  • 2012 Uncertainty and Heterogeneity in factor models forecasting
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  • 2012 Can we rely upon fiscal policy estimates in countries with unreported production of 15 per cent (or more) of GDP?
    by Raffaella Basile & Bruno Chiarini & Elisabetta Marzano

  • 2012 Fiscal Foresight, Limited Information and the Effects of Government Spending Shocks
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  • 2012 Regulations and price discovery: oil spot and futures markets
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  • 2012 Exceso de Toma de Riesgo Crediticio en Chile
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  • 2012 Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System
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  • 2012 Asymptotic efficiency of semiparametric two-step GMM
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  • 2012 The Two-tier foreign exchange market and the conduct of monetary policy: The Belgian case during Bretton-Woods era
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  • 2012 Effects of simultaneity on testing Granger-causality – a cautionary note about statistical problems and economic misinterpretations
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  • 2012 Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions
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  • 2012 A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers
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  • 2012 News Shocks, Information Flows and SVARs
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  • 2012 Identifying News Shocks from SVARs
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  • 2012 Housing Cycles and Macroeconomic Fluctuations: A Global Perspective
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  • 2012 International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach
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  • 2012 Decomposing Beveridge curve dynamics by correlated unobserved components
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  • 2012 Implied Basket Correlation Dynamics
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    by Till Strohsal & Enzo Weber & &

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  • 2012 The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis
    by Max Meulemann & Martin Uebele & Bernd Wilfling

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    by Jouchi Nakajima & Toshiaki Watanabe

  • 2012 大規模posデータの実証分析とフィリップス曲線への含意
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  • 2012 Market Liberalization and Market Integration - Essays on the Nordic Electricity Market
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  • 2012 An Econometric Market Model of Capital and Investment Inspired by Haavelmo
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  • 2012 Regional Effects of Monetary Policy in Sweden
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  • 2012 Successful inflation targeting in Mozambique despite vulnerability to internal and external shocks
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  • 2012 Cost of Misspecification in Break-Model Unit-Root Tests
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  • 2012 Forecasting with a noncausal VAR model
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  • 2012 The rise of China and its implications for emerging markets - Evidence from a GVAR model
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  • 2012 Real Wages and the Origins of Modern Economic Growth in Germany, 16th to 19th Centuries
    by Ulrich Pfister & Jana Riedel & Martin Uebele

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  • 2012 The Relationship between Inflation, output growth, and their Uncertainties: Evidence from selected CEE countries
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  • 2012 Nonlinearity and Structural Stability in the Phillips Curve: Evidence from Turkey
    by Mubariz Hasanov & Aysen Arac & Funda Telatar

  • 2012 Investigating the Time Varying Nature of the Link between Inflation and Currency Substitution in the Turkish Economy
    by Aysen Arac & Funda Telatar & Erdinc Telatar

  • 2012 Evaluating a Global Vector Autoregression for Forecasting
    by Neil R. Ericsson & Erica L. Reisman

  • 2012 Price transmission from international to domestic markets
    by Friederike Greb & Nelissa Jamora & Carolin Mengel & Stephan von Cramon-Taubadel & Nadine Würriehausen

  • 2012 Growth rates constrained by internal and external imbalances and the role of relative prices: Empirical evidence from Portugal
    by Elias Soukiazis & Pedro André Cerqueira & Micaela Antunes

  • 2012 Causes of the Decline of Economic Growth in Italy and the Responsibility of EURO. A Balance-of-Payments Approach
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  • 2012 Bayesian forecasting with highly correlated predictors
    by Dimitris Korobilis

  • 2012 Stock market reaction to fed funds rate surprises: state dependence and the financial crisis
    by Alexandros Kontonikas & Ronald MacDonald & Aman Saggu

  • 2012 Kaldor-Verdoorn's Law and Increasing Returns to Scale: A Comparison Across Developed Countries
    by Emanuele Millemaci & Ferdinando Ofria

  • 2012 Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach
    by Matteo Manera & Marcella Nicolini & Ilaria Vignati

  • 2012 The Impact of the Global Financial Crisis on the Least Developed Countries
    by Cindy AUDIGUIER

  • 2012 The Impact of the Global Financial Crisis on the Least Developed Countries
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  • 2012 A new estimate of discouraged and additional worker effects on labor participation by sex and age in oecd countries
    by Filatriau Olivier & Frédéric Reynès

  • 2012 An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR
    by Frédéric Karamé

  • 2012 Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study
    by Mustafa Hakan Eratalay

  • 2012 Testing Causality Between Two Vectors in Multivariate GARCH Models
    by Tomasz Wozniak

  • 2012 Granger-causal analysis of VARMA-GARCH models
    by Tomasz Wozniak

  • 2012 Reaction to Technology Shocks in Markov-Switchings Structural VARs: Identification via heteroskedasticity
    by Aleksei NETSUNAJEV

  • 2012 Bayesian Testing of Granger Causality in Markov-Switching VARs
    by Matthieu Droumaguet & Tomasz Wozniak

  • 2012 Inflation forecasting and the crisis: assessing the impact on the performance of different forecasting models and methods
    by Christian Buelens

  • 2012 Moody Oil - What is Driving the Crude Oil Price?
    by Filippo Lechthaler & Lisa Leinert

  • 2012 Financial Development and Growth Volatility: Time Series Evidence for Mexico and The United States
    by Rodolfo Cermeño Bazán & María Roa García & Claudio González Vega

  • 2012 Volatilidad de la inflación y crecimiento del producto: el caso de México
    by Rodolfo Cermeño & Nahieli Vasquez Feregrino

  • 2012 Can the change in the composition of the US GDP explain the Great Moderation? A test via oil price shocks
    by Maravalle, Alessandro

  • 2012 An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor
    by Casares, Miguel & Vázquez Pérez, Jesús & Moreno, Antonio

  • 2012 The Effect of Data Revisions on the Basic New Keynesian Model
    by María-Dolores, Ramón & Vázquez Pérez, Jesús & Londoño Yarce, Juan Miguel

  • 2012 Data Revisions in the Estimation of DSGE Models
    by Casares, Miguel & Vázquez Pérez, Jesús

  • 2012 Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets
    by Ciarreta Antuñano, Aitor & Zárraga Alonso, Ainhoa

  • 2012 Do Euro area countries respond asymmetrically to the common monetary policy?
    by Matteo Barigozzi & Antonio Conti & Matteo Luciani

  • 2012 Linking Macroeconomic Dynamics to Georgian Credit Portfolio Risk
    by Zedginidze Zviad

  • 2012 Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction
    by Yin Liao

  • 2012 Marginal Likelihood Estimation with the Cross-Entropy Method
    by Joshua C C Chan & Eric Eisenstat

  • 2012 Bayesian Estimation of DSGE Models
    by Pablo A Guerron-Quintana & James M Nason

  • 2012 Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    by Rodney W. Strachan & Herman K. van Dijk

  • 2012 Job Creation and the Self-employed Firm Size: evidence from Spain
    by Emilio Congregado & Vicente Esteve & Antonio A. Golpe

  • 2012 Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models
    by Marc Hallin & Ramon van den Akker & Bas Werker

  • 2012 Monetary Policy and the Housing Market: A Structural Factor Analysis
    by Matteo Luciani

  • 2012 Money, Credit, Monetary Policy and the Business Cycle in the Euro Area
    by Domenico Giannone & Michèle Lenza & Lucrezia Reichlin

  • 2012 Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area
    by Chevillon, Guillaume

  • 2012 Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?
    by Olfa Kaabia & Ilyes Abid & Khaled Guesmi

  • 2012 Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework
    by Olfa Kaabia & Ilyes Abid

  • 2012 Energy price transmissions during extreme movements
    by Marc Joëts

  • 2012 Identifying Structural Vector Autoregressions via Changes in Volatility
    by Helmut Lütkepohl

  • 2012 Persistence and Cycles in the US Federal Funds Rate
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2012 Business Cycles, International Trade and Capital Flows: Evidence from Latin America
    by Guglielmo Maria Caporale & Alessandro Girardi

  • 2012 Testing the Marshall-Lerner Condition in Kenya
    by Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida

  • 2012 Reducing Confidence Bands for Simulated Impulse Responses
    by Helmut Lütkepohl

  • 2012 Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal
    by Guglielmo Maria Caporale & Mauro Costantini & Antonio Paradiso

  • 2012 Fundamental Problems with Nonfundamental Shocks
    by Helmut Lütkepohl

  • 2012 Persistence and Cycles in US Hours Worked
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2012 Effects of Global Liquidity on Commodity and Food Prices
    by Ansgar Belke & Ingo G. Bordon & Ulrich Volz

  • 2012 Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs
    by Helmut Lütkepohl & Aleksei Netsunajev

  • 2012 Long Memory in German Energy Price Indices
    by Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2012 ARFIMA Process : Tests and Applications at a White Noise Process, A Random Walk Process and the Stock Exchange Index CAC 40
    by Maftei, Magda Mara & Bourbonnais, Régis

  • 2012 On the volatility-volume relationship in energy futures markets using intraday data
    by Chevallier, Julien & Sévi, Benoît

  • 2012 R&D and Aggregate Fluctuations
    by Erhan Artuc & Panayiotis M. Pourpourides

  • 2012 Asymptotic Efficiency of Semiparametric Two-step GMM
    by Xiaohong Chen & Jinyong Hahn & Zhipeng Liao

  • 2012 Nonparametric Predictive Regression
    by Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips

  • 2012 Non-linearity Induced Weak Instrumentation
    by Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos

  • 2012 Sieve Inference on Semi-nonparametric Time Series Models
    by Xiaohong Chen & Zhipeng Liao & Yixiao Sun

  • 2012 Testing for structural stability in the whole sample
    by Javier Hidalgo-Moreno & Myung Hwan Seo

  • 2012 Patents, secret innovations and firm's rate of return : differential effects of the innovation leader
    by Alvaro Escribano & Szabolcs Blazsek

  • 2012 The Empirical Implications of the Interest-Rate Lower Bound
    by Gust, Christopher & López-Salido, J David & Smith, Matthew E

  • 2012 Testing macroeconomic models by indirect inference on unfiltered data
    by Meenagh, David & Minford, Patrick & Wickens, Michael R.

  • 2012 What causes banking crises? An empirical investigation
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick

  • 2012 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.

  • 2012 Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries
    by Kilian, Lutz & Vigfusson, Robert J.

  • 2012 Money, credit, monetary policy and the business cycle in the euro area
    by Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia

  • 2012 Macro-Financial Linkages: evidence from country-specific VARs
    by Guarda, Paolo & Jeanfils, Philippe

  • 2012 The effects of global shocks on small commodity-exporting economies: New evidence from Canada
    by Charnavoki, Valery & Dolado, Juan J.

  • 2012 Prior Selection for Vector Autoregressions
    by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E

  • 2012 Institutions and Business Cycles
    by Altug, Sumru G. & Emin, Mustafa & Neyapti, Bilin

  • 2012 Dynamic conditional correlation models for realized covariance matrices
    by BAUWENS, Luc & STORTI, Giuseppe & VIOLANTE, Francesco

  • 2012 Computationally efficient inference procedures for vast dimensional realized covariance models
    by BAUWENS, Luc & STORTI, Giuseppe

  • 2012 The asymmetric commodity inventory effect on the optimal hedge ratio
    by CARPANTIER, Jean-François & SAMKHARADZE, Besik

  • 2012 The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options
    by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco

  • 2012 Optimal Static Hedging of Energy Price and Volume Risk: Closed-Form Results
    by Javier Orlando Pantoja Robayo & Andrea Roncoroni

  • 2012 Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach
    by Rubén Albeiro Loaiza Maya & Luis Fernando Melo Velandia

  • 2012 El tamaño de las empresas y la transmisión de la política monetaria en Colombia: una aplicación con la encuesta mensual de expectativas económicas
    by Héctor M. Zárate Solano & Norberto Rodríguez Niño & Margarita Marín Jaramillo

  • 2012 El mercado mundial del café y su impacto en Colombia
    by Carlos Gustavo Cano Sanz & Cesar Vallejo Mejía & Edgar Caicedo García & Juan Sebastian Amador Torres

  • 2012 Asimetrías en la demanda por trabajo en Colombia: el papel del ciclo económico
    by Jorge Andrés Tamayo Castaño

  • 2012 Spillover Effects in the Volatility of Financial Markets
    by E. Otranto

  • 2012 Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment
    by A. Khalifa & S. Hammoudeh & E. Otranto

  • 2012 Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber
    by Volha Audzei & Frantisek Brazdik

  • 2012 Trend Shocks and Financial Frictions in Small Open Economies Modeling
    by Alberto Ortiz Bolaños & Jacob Wishart

  • 2012 Tests For Serial Dependence In Static, Non-Gaussian Factor Models
    by Gabriele Fiorentini & Enrique Sentana

  • 2012 Sequential Estimation Of Shape Parameters In Multivariate Dynamic Models
    by Dante Amengual & Gabriele Fiorentini & Enrique Sentana

  • 2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options
    by Jeroen Rombouts & Lars Peter Stentoft & Francesco Violente

  • 2012 Forecasting extreme electricity spot prices
    by Volodymyr Korniichuk

  • 2012 Modeling Multivariate Extreme Events Using Self-Exciting Point Processes
    by Oliver Grothe & Volodymyr Korniichuk & Hans Manner

  • 2012 Has the Euro Changed Business Cycle Synchronization?Evidence from the Core and the Periphery
    by Sybille Lehwald

  • 2012 Persistence and Cycles in the US Federal Funds Rate
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2012 Business Cycles, International Trade and Capital Flows: Evidence from Latin America
    by Guglielmo Maria Caporale & Alessandro Girardi

  • 2012 Eyes Wide Shut? The U.S. House Market Bubble through the Lense of Statistical Process Control
    by Michael Berlemann & Julia Freese & Sven Knoth

  • 2012 Forecasting GDP at the Regional Level with Many Predictors
    by Robert Lehmann & Klaus Wohlrabe

  • 2012 Long Memory in German Energy Price Indices
    by Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2012 Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal
    by Guglielmo Maria Caporale & Mauro Costantini & Antonio Paradiso

  • 2012 An Empirical Growth Model for Major Oil Exporters
    by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran

  • 2012 Persistence and Cycles in US Hours Worked
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2012 Exponent of Cross-sectional Dependence: Estimation and Inference
    by Natalia Bailey & George Kapetanios & M. Hashem Pesaran

  • 2012 Testing for Structural Stability in the Whole Sample
    by Javier Hidalgo & Myung Hwan Seo

  • 2012 Algumas evidências internacionais sobre a relação entre sistema financeiro e crescimento econômico no domínio da frequência
    by Bruno de Paula Rocha & Igor Viveiros de Souza

  • 2012 Understanding the Causal Links between Financial Development and International Trade
    by Youssouf KIENDREBEOGO

  • 2012 R&D and Aggregate Fluctuations
    by Artuç, Erhan & Pourpourides, Panayiotis M.

  • 2012 Testing macroeconomic models by indirect inference on unfiltered data
    by Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2012 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2012 What causes banking crises? An empirical investigation
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick

  • 2012 Dealing with Trading Thinness in Event Studies: An Improved Trade-to-Trade Model
    by Warwick Anderson

  • 2012 Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
    by Manabu Asai & Massimiliano Caporin & Michael McAleer

  • 2012 The Global Impact of the Systemic Economies and MENA Business Cycles
    by Cashin, P. & Mohaddes, K. & Raissi, M.

  • 2012 The Differential Effects of Oil Demand and Supply Shocks on the Global Economy
    by Cashin, P. & Mohaddes, K. & Raissi, M. & Raissi, M.

  • 2012 An Empirical Growth Model for Major Oil Exporters
    by Esfahani, H. S. & Mohaddes, K. & Pesaran, M. H.

  • 2012 Exponent of Cross-sectional Dependence: Estimation and Inference
    by Bailey, N. & Kapetanios, G. & Pesaran, M. H.

  • 2012 The role of credit in international business cycles
    by Xu, T.T.

  • 2012 Revisiting the Dynamic Effects of Oil Price Shock on Small Developing Economies
    by Imran Shah

  • 2012 Consumer credit in an era of financial liberalisation: an overreaction to repressed demand?
    by Sophocles Brissimis & Eugenie Garganas & Stephen G. Hall

  • 2012 Unemployment in Greece: evidence from Greek regions
    by Evangelia Papapetrou & Dimitrios Bakas

  • 2012 The international transmission of volatility shocks: an empirical analysis
    by Mumtaz, Haroon & Theodoridis, Konstantinos

  • 2012 Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters
    by Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos

  • 2012 Assessing the economy-wide effects of quantitative easing
    by Kapetanios, George & Mumtaz, Haroon & Stevens, Ibrahim & Theodoridis, Konstantinos

  • 2012 The impact of QE on the UK economy – some supportive monetarist arithmetic
    by Bridges, Jonathan & Thomas, Ryland

  • 2012 What drives oil prices? Emerging versus developed economies
    by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud

  • 2012 House prices and stock prices: Different roles in the U.S. monetary transmission mechanism
    by Hilde C. Bjørnland & Dag Henning Jacobsen

  • 2012 Monetary Transmission Mechanism and Time Variation in the Euro Area
    by Kemal Bagzibagli

  • 2012 Shocking Policy Coefficients
    by Luca Gambetti

  • 2012 The Effects of Government Spending on the Distribution of Consumption
    by Giacomo de Giorgi & Luca Gambetti

  • 2012 Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy
    by Luca Gambetti

  • 2012 Do Institutions and Culture Matter for Business Cycles?
    by Sumru Altug & Fabio Canova

  • 2012 Has the Euro-Mediterranean Partnership Affected Mediterranean Business Cycles?
    by Fabio Canova & Alain Schlaepfer

  • 2012 A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers
    by Fève, P. & Matheron, J. & Sahuc, J.G.

  • 2012 The changing role of expectations in US monetary policy: A new look using the Livingston Survey
    by Banerjee, A. & Malik, S.

  • 2012 How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies
    by Banerjee, A. & Bystrov, V. & Mizen, P.

  • 2012 Do food commodity prices have asymmetric effects on Euro-Area inflation?
    by Mario Porqueddu & Fabrizio Venditti

  • 2012 Modelling loans to non-financial corporations in the euro area
    by Christoffer Kok S�rensen & David Marqu�s Ib��ez & Carlotta Rossi

  • 2012 The impact of monetary policy shocks on commodity prices
    by Alessio Anzuini & Marco J. Lombardi & Patrizio Pagano

  • 2012 A model for vast panels of volatilities
    by Matteo Luciani & David Veredas

  • 2012 TailCoR
    by Lorenzo Ricci & David Veredas

  • 2012 Macro-financial linkages: Evidence from country-specific VARs
    by Paolo Guarda & Philippe Jeanfils

  • 2012 The Effects of Oil Price Uncertainty on the Macroeconomy
    by Soojin Jo

  • 2012 The Role of Credit in International Business Cycles
    by TengTeng Xu

  • 2012 China’s Emergence in the World Economy and Business Cycles in Latin America
    by Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu

  • 2012 Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
    by Christiane Baumeister & Luca Benati

  • 2012 Testing Non-linearity Using a Modified Q Test
    by Marian Vavra

  • 2012 Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output
    by Soloschenko, Max & Weber, Enzo

  • 2012 Codependent VAR Models and the Pseudo-Structural Form
    by Trenkler, Carsten & Weber, Enzo

  • 2012 Identifying the Shocks behind Business Cycle Asynchrony in Euroland
    by Trenkler, Carsten & Weber, Enzo

  • 2012 Identifying the Substitution Effect of Temporary Agency Employment
    by Jahn, Elke & Weber, Enzo

  • 2012 Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle
    by Philipp Matros & Johannes Vilsmeier

  • 2012 On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation
    by Conrad, Christian & Loch, Karin & Rittler, Daniel

  • 2012 System Reduction and the Accuracy of Solutions of DSGE Models: A Note
    by Christopher Heiberger & Torben Klarl & Alfred Maussner

  • 2012 Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy
    by Luca Gambetti

  • 2012 Shocking Policy Coefficients
    by Luca Gambetti

  • 2012 Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue
    by Gilles de Truchis

  • 2012 Estimation and Testing for Fractional Cointegration
    by Marcel Aloy & Gilles de Truchis

  • 2012 News, Noise, and Fluctuations: An Empirical Exploration
    by Olivier J. Blanchard & Jean-Paul L’Huillier & Guido Lorenzoni

  • 2012 Fear and Closed-End Fund Discounts
    by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern

  • 2012 Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries
    by Bong-Han Kim & Hyeongwoo Kim & Bong-Soo Lee

  • 2012 Generalized Impulse Response Analysis: General or Extreme?
    by Hyeongwoo Kim

  • 2012 The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds
    by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern

  • 2012 Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries
    by Tom Engsted & Thomas Q. Pedersen

  • 2012 Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis
    by Matthew T. Holt & Timo Teräsvirta

  • 2012 Multivariate Variance Targeting in the BEKK-GARCH Model
    by Rasmus Søndergaard Pedersen & Anders Rahbek

  • 2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
    by H. Peter Boswijk & Michael Jansson & Morten Ørregaard Nielsen

  • 2012 Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions
    by Anders Bredahl Kock & Laurent A.F. Callot

  • 2012 Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models
    by Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor

  • 2012 The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums
    by Daniela Osterrieder & Peter C. Schotman

  • 2012 Unit Root Vector Autoregression with volatility Induced Stationarity
    by Anders Rahbek & Heino Bohn Nielsen

  • 2012 Oracle Inequalities for High Dimensional Vector Autoregressions
    by Anders Bredahl Kock & Laurent A.F. Callot

  • 2012 Modelling conditional correlations of asset returns: A smooth transition approach
    by Annastiina Silvennoinen & Timo Teräsvirta

  • 2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options
    by Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante

  • 2012 Conditionally-uniform Feasible Grid Search Algorithm
    by Matt P. Dziubinski

  • 2012 Modelling trades-through in a limit order book using hawkes processes
    by Toke, Ioane Muni & Pomponio, Fabrizio

  • 2012 Impact of Macroeconomic Shocks on Real Output Fluctuations in Croatia
    by Nataša Erjavec Boris Cota Saša Jakšić

  • 2012 Forecast Intervals for Inflation in Romania
    by Mihaela BRATU

  • 2012 Capital Flows and Economic Growth across Spectral requencies: Evidence from Turkey
    by Nuri Yildirim & Huseyin Tastan

  • 2012 Sources Of Exchange Rate Volatility In The European Transition Economies. Effects Of Economic Crisis Revealed
    by K. Rajmund MIRDALA

  • 2012 A Behavioral Explanation For The Asymmetric Volatility Effect
    by Mouna Abbes BOUJELBÈNE

  • 2012 Money demand and currency and asset substitucion in Venezuela: 1997-2008
    by Alberto Gregorio Castellano Montiel

  • 2012 The Propagation of Regional Recessions
    by James D. Hamilton & Michael T. Owyang

  • 2012 Multivariate Forecast Evaluation and Rationality Testing
    by Ivana Komunjer & Michael T. Owyang

  • 2012 A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
    by Catherine Doz & Domenico Giannone & Lucrezia Reichlin

  • 2012 The Role of Copulas in the Housing Crisis
    by David M. Zimmer

  • 2012 Transmission Des Prix Et Asymétrie Sur Les Marchés De Produits Vivriers Au Bénin
    by Rose FIAMOHE & Bruno HENRY de FRAHAN

  • 2012 The Interrelationship between Money Supply, Prices and Government Expenditures and Economic Growth: A Causality Analysis for the Case of Cyprus
    by Andreas G. Georgantopoulos & Anastasios D. Tsamis

  • 2012 Kuresel Kriz, Avrupa Borc Krizi ve Gelismekte Olan Piyasalarda Bulasicilik Etkisi (Global Crisis, European Debt Crisis and Contagion in Emerging Markets)
    by Doruk Kucuksarac & Pinar Ozlu & Deren Unalmis

  • 2012 Gelismekte Olan Ulkelerin Kurlarindaki Ortak Hareketin Analizi
    by Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli

  • 2012 Turkiye'de Cekirdek Enflasyon : Ekonometrik Bir Yaklasim
    by Ozlem Yigit & Atilla Gokce

  • 2012 Interest Rates Determination And Crisis Puzzle (Empirical Evidence From The European Transition Economies)
    by Rajmund MIRDALA

  • 2012 Purchasing Power Parity: Evidence From Four Cee Countries
    by DIANA SADOVEANU & NICOLAE GHIBA

  • 2012 Panelowy model SSANOVA wykorzystany do oceny wpływu efektów zróżnicowania sektorowego i regionalnego na prowadzoną restrukturyzację zatrudnienia w opiece zdrowotnej w Polsce w latach 1999-2009
    by Danuta Rozpędowska-Matraszek

  • 2012 Household Money Demand: The Euro Area Case
    by Franz Seitz & Julian von Landesberger

  • 2012 Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa
    by Cifter, Atilla

  • 2012 Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models
    by Matei, Marius

  • 2012 Análsis de la Relación de Causalidad entre el Índice de Precios del Productor y del Consumidor en los Países Miembros del TLCAN
    by Gómez Aguirre, Mario & Rodríguez, José Carlos

  • 2012 Testing for “Contagion” of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach
    by Khallouli, Wajih & Sandretto, René

  • 2012 Stock Market Integration Between Three CEECs
    by Maria Caporale, Guglielmo & Spagnolo, Nicola

  • 2012 The role of the timeline in Granger causality test in the presence of daily data non-synchronism
    by Grigoryev, Ruslan & Jaffry, Shabbar & Marchenko, German

  • 2012 Investigation of the consequences of ignoring daily data non-synchronism in cross-market linkages: BRIC and developed countries
    by Grigoryev, Ruslan & Jaffry, Shabbar & Marchenko, German

  • 2012 Inflows and their Macroeconomic Impact in India a VAR Analysis
    by Narayan Sethi

  • 2012 Does Government Debt Promote Economic Growth? An Empirical Analysis with Structural Breaks for the Economy of China
    by Stylianou Tasos

  • 2012 Testing Purchasing Power Parity in Romania using standard unit root tests, with one structural break and cointegration analysis
    by Nicolae Ghiba & Diana Sadoveanu

  • 2012 Dinámica inflacionaria regional y el esquema de metas de inflación en el Perú
    by Winkelried, Diego & Gutiérrez, José

  • 2012 Traspaso del tipo de cambio y metas de inflación en el Perú
    by Winkelried, Diego

  • 2012 Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models
    by Justyna Wróblewska

  • 2012 Cointegration Analysis in the Case of I(2) – General Overview
    by Michał Majsterek

  • 2012 Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model
    by Krzysztof Osiewalski & Jacek Osiewalski

  • 2012 Is Informal Sector Employment Marginal to Formal Sector Growth?
    by Nadia Tahir & Pervez Tahir

  • 2012 The impact of the crisis on the monetary autonomy of Central and Eastern European countries
    by Gábor Dávid Kiss & Andreász Kosztopulosz

  • 2012 Estimating Potential Output in Romania using Univariate Statistical Filters
    by Dedu Vasile & Stoica Tiberiu

  • 2012 Improving Customer Churn Models as one of Customer Relationship Management Business Solutions for the Telecommunication Industry
    by Slãvescu Ecaterina Oana & Panait Iulian

  • 2012 The Impact Of Investments, Exports, And Openness On Economic Growth. A Comparative Study On The East European Countries
    by Simut Ramona

  • 2012 Economic Potential Recovery '" A European Challenge In The Medium Term
    by Rãdulescu Andrei

  • 2012 Dynamics Of Development In Europe: Analysis Of Twenty Years Data On Gdp And Hdi
    by Bucciarelli Edgardo & Alessi Michele & Persico Tony Ernesto

  • 2012 Day-of-the-week effect in Consumer Confidence Index: The case of Turkey
    by Sadullah Çelik & Hüseyin Kaya

  • 2012 Fatores de influência no preço do milho no Brasil [Factors that influence corn prices in Brazil]
    by Carlos Eduardo Caldarelli & Mirian Rumenos Piedade Bacchi

  • 2012 Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory
    by Jian Wu & Zhengjun Zhang & Yong Zhao

  • 2012 Volume and Skewness Analysis in the Major Latin American Stock Markets
    by Werner Kristjanpoller & Víctor Caballero

  • 2012 A monetáris politika hatása a magyar gazdaságra. Elemzés strukturális, dinamikus faktormodellel
    by Pellényi, Gábor

  • 2012 Economic Trends and Cycles in Crime: A Study for England and Wales
    by Suncica Vujic & Siem Jan Koopman & Jacques J. F. Commandeur

  • 2012 Effects Of Monetary Policy In Romania - A Var Approach
    by Iulian Popescu

  • 2012 The Mobility Of The Processes Of Regional Intra-Industry Specialization In Romania
    by Oana Ancuta Stangaciu

  • 2012 On The Economic Effects Of Investment In Railroad Infrastructures In Portugal
    by ALFREDO M. PEREIRA & JORGE M. ANDRAZ

  • 2012 Fiscal Sustainability in European Countries: A Preliminary Analysis
    by Shyh-Wei Chen & Cheng-Hong Chang

  • 2012 Do Asymmetric Causal Relationships Exist between Macroeconomic Variables and Housing Returns in Taiwan?
    by Kuan-Min Wang & Yuan-Ming Lee & Chien-Chiang Lee

  • 2012 A Reassessment of Pakistan's Aggregate Import Demand Function: An Application of Ardl Approach
    by Shaista Alam

  • 2012 The Relationship Between Commercial Energy Consumption and Gross Domestic Income in Kenya
    by Susan M. Onuonga

  • 2012 Long Run Sustainability of Sarawak - West Kalimantan Cross-Border Trade Flows
    by Nurul Bariyah & Evan Lau & Shazali Abu Mansor

  • 2012 Modelación de series económicas mediante métodos automáticos de regresión difusa
    by Rodrigo Cajamarca & Hermann Mena

  • 2012 Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy
    by Gianluigi Ferrucci & Rebeca Jiménez-Rodríguez & Luca Onorantea

  • 2012 Elasticidad de la demanda de trabajo en Uruguay
    by María Sylvina Porras & Eliana Melognio

  • 2012 Fundamentals of Equilibrium Real Exchange Rate
    by Juan Benítez & Gabriela Mordecki

  • 2012 Trade variables and Current Account “reversals”: Does the choice of definition matter? An application to Latin American countries
    by Sergio V. Barone & Ricardo Descalzi & Alberto M. Díaz Cafferata

  • 2012 Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008–2009?
    by Vit Posta

  • 2012 Financial Development and Economic Growth in Poland in Transition: Causality Analysis
    by Henryk Gurgul & £ukasz Lach

  • 2012 Come misurare l’evoluzione congiunturale a livello locale: Una proposta metodologica
    by Donatella Baiardi & Carluccio Bianchi

  • 2012 Obiettivi e impatti dell’efficienza energetica in Italia
    by Giuseppe Travaglini

  • 2012 Türkiye Ekonomisi İçin NAIRU Tahmini
    by Özlem Yiğit & Attila GÖKÇE

  • 2012 An empirical analysis of dynamic relationship between stock market and bond market based on information shocks
    by Qiang Chen & Daolun Chen & YuTing Gong

  • 2012 Polarization patterns in economic development and innovation
    by Azomahou, Théophile T. & Diene, Mbaye

  • 2012 Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing
    by Hatemi-J, Abdulnasser

  • 2012 The Effect of Data Revisions on the Basic New Keynesian Model
    by Vázquez, Jesús & María-Dolores, Ramón & Londoño, Juan M.

  • 2012 Intraday trading activities and volatility in round-the-clock futures markets
    by Kao, Erin H. & Fung, Hung-Gay

  • 2012 The impact of China's stock market reforms on its international stock market linkages
    by Li, Hong

  • 2012 Quoted spreads and trade imbalance dynamics in the European Treasury bond market
    by Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo

  • 2012 The causal structure of bond yields
    by Wang, Zijun

  • 2012 Wagner versus Keynes: Public spending and national income in Italy
    by Magazzino, Cosimo

  • 2012 The twin deficits hypothesis: Revisiting an EMU country
    by Kalou, Sofia & Paleologou, Suzanna-Maria

  • 2012 Trade-off between labor productivity and capital accumulation in Italian energy sector
    by Travaglini, Giuseppe

  • 2012 Do market fundamentals determine the Dollar–Euro exchange rate?
    by Apergis, Nicholas & Zestos, George K. & Shaltayev, Dmitriy S.

  • 2012 Information, data dimension and factor structure
    by Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J.

  • 2012 Identifying News Shocks from SVARs
    by Féve, Patrick & Jidoud, Ahmat

  • 2012 Structural cointegrated models of US consumption and wealth
    by Fisher, Lance A. & Huh, Hyeon-seung & Otto, Glenn

  • 2012 Asymmetric exchange rate pass-through: Evidence from major countries
    by Delatte, Anne-Laure & López-Villavicencio, Antonia

  • 2012 An empirical investigation of the Taylor curve
    by Olson, Eric & Enders, Walter & Wohar, Mark E.

  • 2012 VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored
    by Kim, Hyeongwoo

  • 2012 Real exchanges rates in commodity producing countries: A reappraisal
    by Bodart, V. & Candelon, B. & Carpantier, J.-F.

  • 2012 Convergence of Euro area inflation rates
    by Lopez, Claude & Papell, David H.

  • 2012 “Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads
    by Olson, Eric & Miller, Scott & Wohar, Mark E.

  • 2012 Taylor rules and the Canadian–US equilibrium exchange rate
    by Berger, Tino & Kempa, Bernd

  • 2012 The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk
    by Beirne, John

  • 2012 Testing conditional factor models
    by Ang, Andrew & Kristensen, Dennis

  • 2012 Pitfalls in backtesting Historical Simulation VaR models
    by Escanciano, Juan Carlos & Pei, Pei

  • 2012 Information demand and stock market volatility
    by Vlastakis, Nikolaos & Markellos, Raphael N.

  • 2012 Assessing the risk-return trade-off in loan portfolios
    by Mencía, Javier

  • 2012 Cojumping: Evidence from the US Treasury bond and futures markets
    by Dungey, Mardi & Hvozdyk, Lyudmyla

  • 2012 Pitfalls in VAR based return decompositions: A clarification
    by Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten

  • 2012 Option-implied volatility factors and the cross-section of market risk premia
    by Li, Junye

  • 2012 Will tighter futures price limits decrease hedge effectiveness?
    by Dark, Jonathan

  • 2012 Do professional forecasters apply the Phillips curve and Okun's law? Evidence from six Asian-Pacific countries
    by Rülke, Jan-Christoph

  • 2012 Exchange return co-movements and volatility spillovers before and after the introduction of euro
    by Antonakakis, Nikolaos

  • 2012 Purchasing power parity and structural instability in the US/UK exchange rate
    by Karoglou, Michail & Morley, Bruce

  • 2012 Time-varying financial stress linkages: Evidence from the LIBOR-OIS spreads
    by Ji, Philip Inyeob

  • 2012 Substitution or complementary effects between banking and stock markets: Evidence from financial openness in Taiwan
    by Cheng, Su-Yin

  • 2012 Commodity volatility breaks
    by Vivian, Andrew & Wohar, Mark E.

  • 2012 The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility
    by Chuang, Wen-I & Liu, Hsiang-Hsi & Susmel, Rauli

  • 2012 Empirical bias in intraday volatility measures
    by Fang, Yan & Ielpo, Florian & Sévi, Benoît

  • 2012 Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis
    by Schreiber, Irene & Müller, Gernot & Klüppelberg, Claudia & Wagner, Niklas

  • 2012 Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
    by Gupta, Rakesh & Guidi, Francesco

  • 2012 Forecasting Italian electricity zonal prices with exogenous variables
    by Gianfreda, Angelica & Grossi, Luigi

  • 2012 Cointegration and causal relationships between energy consumption and output: Assessing the evidence from Australia
    by Shahiduzzaman, Md & Alam, Khorshed

  • 2012 Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?
    by Wang, Yudong & Wu, Chongfeng

  • 2012 Volatility transmission and volatility impulse response functions in crude oil markets
    by Jin, Xiaoye & Xiaowen Lin, Sharon & Tamvakis, Michael

  • 2012 Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain
    by Furió, Dolores & Chuliá, Helena

  • 2012 Considering macroeconomic indicators in the food before fuel nexus
    by Qiu, Cheng & Colson, Gregory & Escalante, Cesar & Wetzstein, Michael

  • 2012 On the volatility–volume relationship in energy futures markets using intraday data
    by Chevallier, Julien & Sévi, Benoît

  • 2012 Model based Monte Carlo pricing of energy and temperature Quanto options
    by Caporin, Massimiliano & Preś, Juliusz & Torro, Hipolit

  • 2012 Oil price shocks and transportation firm asset prices
    by Aggarwal, Raj & Akhigbe, Aigbe & Mohanty, Sunil K.

  • 2012 Why do some emerging economies proactively accelerate the adoption of renewable energy?
    by Salim, Ruhul A. & Rafiq, Shuddhasattwa

  • 2012 Permit price dynamics in the U.S. SO2 trading program: A cointegration approach
    by Boutabba, Mohamed Amine & Beaumais, Olivier & Lardic, Sandrine

  • 2012 A nonparametric GARCH model of crude oil price return volatility
    by Hou, Aijun & Suardi, Sandy

  • 2012 Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model
    by Rahman, Sajjadur & Serletis, Apostolos

  • 2012 The electricity consumption versus economic growth of the Polish economy
    by Gurgul, Henryk & Lach, Łukasz

  • 2012 Modelling and forecasting liquidity supply using semiparametric factor dynamics
    by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija

  • 2012 Euro money market spreads during the 2007–? financial crisis
    by Cassola, Nuno & Morana, Claudio

  • 2012 Common influences, spillover and integration in Chinese stock markets
    by Weber, Enzo & Zhang, Yanqun

  • 2012 Time-varying performance of international mutual funds
    by Turtle, H.J. & Zhang, Chengping

  • 2012 Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
    by Engsted, Tom & Pedersen, Thomas Q.

  • 2012 Choosing an optimal investment strategy: The role of robust pair-copulas based portfolios
    by Mendes, Beatriz Vaz de Melo & Marques, Daniel S.

  • 2012 Return and volatility spillovers among CIVETS stock markets
    by Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal

  • 2012 Why aren't developed countries saving?
    by Dobrescu, Loretti I. & Kotlikoff, Laurence J. & Motta, Alberto

  • 2012 Pre-announcement and timing: The effects of a government expenditure shock
    by Kriwoluzky, Alexander

  • 2012 Is the causal nexus of energy utilization and economic growth asymmetric in the US?
    by Hatemi-J, Abdulnasser & Uddin, Gazi Salah

  • 2012 Is monetary policy in the new EU member states asymmetric?
    by Vašíček, Bořek

  • 2012 Evaluating DSGE model forecasts of comovements
    by Herbst, Edward & Schorfheide, Frank

  • 2012 Information criteria for impulse response function matching estimation of DSGE models
    by Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara

  • 2012 Efficient minimum distance estimation with multiple rates of convergence
    by Antoine, Bertille & Renault, Eric

  • 2012 Term structure models and the zero bound: An empirical investigation of Japanese yields
    by Kim, Don H. & Singleton, Kenneth J.

  • 2012 Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
    by Fanelli, Luca

  • 2012 Persistence-robust surplus-lag Granger causality testing
    by Bauer, Dietmar & Maynard, Alex

  • 2012 Cointegrating rank selection in models with time-varying variance
    by Cheng, Xu & Phillips, Peter C.B.

  • 2012 Robustifying multivariate trend tests to nonstationary volatility
    by Xu, Ke-Li

  • 2012 Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
    by Moon, H.R. & Perron, B.

  • 2012 Taking a new contour: A novel approach to panel unit root tests
    by Chang, Yoosoon

  • 2012 Bias in the estimation of the mean reversion parameter in continuous time models
    by Yu, Jun

  • 2012 Dynamic misspecification in nonparametric cointegrating regression
    by Kasparis, Ioannis & Phillips, Peter C.B.

  • 2012 The conditional autoregressive Wishart model for multivariate stock market volatility
    by Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman

  • 2012 Simple and powerful GMM over-identification tests with accurate size
    by Sun, Yixiao & Kim, Min Seong

  • 2012 Asset prices, credit and the business cycle
    by Chen, Xiaoshan & Kontonikas, Alexandros & Montagnoli, Alberto

  • 2012 Testing forecasting model versatility
    by Taylor, Nicholas

  • 2012 The great synchronization of international trade collapse
    by Antonakakis, Nikolaos

  • 2012 An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks
    by Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis

  • 2012 Sovereign risk contagion in the Eurozone
    by Metiu, Norbert

  • 2012 Stock returns and inflation: Evidence from quantile regressions
    by Alagidede, Paul & Panagiotidis, Theodore

  • 2012 An algorithm for generalized impulse-response functions in Markov-switching structural VAR
    by Karamé, F.

  • 2012 Granger causality between total expenditure on health and GDP in OECD: Evidence from the Toda–Yamamoto approach
    by Amiri, Arshia & Ventelou, Bruno

  • 2012 Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
    by Mandler, Martin

  • 2012 Conditional forecasts on SVAR models using the Kalman filter
    by Camba-Mendez, Gonzalo

  • 2012 The PPP debate: Multiple breaks and cross-sectional dependence
    by Snaith, Stuart

  • 2012 Test for linearity against STAR models with deterministic trends
    by Zhang, Lingxiang

  • 2012 German business cycle forecasts, asymmetric loss and financial variables
    by Krüger, Jens J. & Hoss, Julian

  • 2012 Sources of volatility persistence: A case study of the U.K. pound/U.S. dollar exchange rate returns
    by Beg, A.B.M. Rabiul Alam & Anwar, Sajid

  • 2012 Cross-section dependence and the monetary exchange rate model – A panel analysis
    by Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke

  • 2012 Is there an environmental Kuznets curve for Spain? Fresh evidence from old data
    by Esteve, Vicente & Tamarit, Cecilio

  • 2012 Financial market frictions in a model of the Euro area
    by Lombardo, Giovanni & McAdam, Peter

  • 2012 Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010
    by Zhang, Yanbing & Hua, Xiuping & Zhao, Liang

  • 2012 The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI–GARCH model
    by Chang, Kuang-Liang

  • 2012 Effect of oil prices on trade balance: New insights into the cointegration relationship from Pakistan
    by Hassan, Syeda Anam & Zaman, Khalid

  • 2012 The changing role of house price dynamics over the business cycle
    by Dufrénot, Gilles & Malik, Sheheryar

  • 2012 US inflation and consumption: A long-term perspective with a level shift
    by Paradiso, Antonio & Casadio, Paolo & Rao, B. Bhaskara

  • 2012 A new energy model to capture the behavior of energy price processes
    by Xu, Weijun & Sun, Qi & Xiao, Weilin

  • 2012 An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain
    by Tiwari, Aviral Kumar

  • 2012 The relationship between financial indicators and human development in Pakistan
    by Zaman, Khalid & Izhar, Zeeshan & Khan, Muhammad Mushtaq & Ahmad, Mehboob

  • 2012 A risk-driven approach to exchange rate modelling
    by Kębłowski, Piotr & Welfe, Aleksander

  • 2012 The Halle Economic Projection Model
    by Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf

  • 2012 Macroeconomic transitions and the transmission mechanism: Evidence from Turkey
    by Çatık, A. Nazif & Martin, Christopher

  • 2012 Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis
    by Chevallier, Julien

  • 2012 Are securitised real estate markets efficient?
    by Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo

  • 2012 Modelling economic growth with internal and external imbalances: Empirical evidence from Portugal
    by Soukiazis, Elias & Cerqueira, Pedro A. & Antunes, Micaela

  • 2012 Dynamic modelling of real estate investment trusts and stock markets
    by Lee, Chien-Chiang & Chien, Mei-Se & Lin, Tsoyu Calvin

  • 2012 Financial market integration: Theory and empirical results
    by Arouri, Mohamed El Hedi & Foulquier, Philippe

  • 2012 On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea
    by Liew, Venus Khim-Sen & Ling, Tai-Hu & Chia, Ricky Chee-Jiun & Yoon, Gawon

  • 2012 Modeling income inequality and openness in the framework of Kuznets curve: New evidence from China
    by Jalil, Abdul

  • 2012 Fiscal deficits, banking crises and policy reversal in a semi-open economy
    by Sharma, Anurag & Jha, Raghbendra

  • 2012 Testing conditional asymmetry: A residual-based approach
    by Lambert, Philippe & Laurent, Sébastien & Veredas, David

  • 2012 Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults
    by Meeks, Roland

  • 2012 The yield curve and the macro-economy across time and frequencies
    by Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana

  • 2012 Dual-track interest rates and the conduct of monetary policy in China
    by He, Dong & Wang, Honglin

  • 2012 The US tech pulse, stock prices, and exchange rate dynamics: Evidence from Asian developing countries
    by Kubo, Akihiro

  • 2012 The dynamics of aggregate demand and supply shocks in ASEAN countries
    by Bashar, Omar H.M.N.

  • 2012 Electricity Consumption and Economic Growth: Analysis and Forecasts using VAR/VEC Approach for Greece with Capital Formation
    by Andreas Georgantopoulos

  • 2012 Energy Consumption and Economic Growth in Algeria: Cointegration and Causality Analysis
    by Souhila EDDRIEF-CHERFI & Baghdad KOURBALI

  • 2012 Income, Price, and Government Expenditure Elasticities of Oil in the Gulf Cooperation Council Countries
    by Bukhari M.S. Sillah & Hamad M.H. Al-Sheikh

  • 2012 Energy Consumption-Economic Growth Nexus: Does the Level of Aggregation Matter?
    by Mehdi Abid & Maamar Sebri

  • 2012 The Casual Nexus of Banking Sector Development and Poverty Reduction in Bangladesh
    by Gazi Salah Uddin & Phouphet Kyophilavong & Nasim Sydee

  • 2012 Oil and S&P 500 Markets: Evidence from the Nonlinear Model
    by Yen-Hsien Lee & Fang Hao

  • 2012 Foreign Direct Investment and Growth Relationship in Georgia
    by Faruk Gürsoy & Hüseyin Kalyoncu

  • 2012 An Analysis Of Co2 Emissions Of Turkish Industries And Energy Sector
    by OZKAN, Filiz & OZKAN, Omer

  • 2012 Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”
    by Rangan GUPTA & Roula INGLESI-LOTZ

  • 2012 Industrial Time Series of Nigeria, 1970-2009: Evolution and Unit Root Testing in the Presence of Multiple Endogenous Structural Breaks
    by Nyong, M. O. & Udah, E. B.

  • 2012 La presse en tant que mécanisme de gouvernance partenariale:Danone et l’affaire LU - The press as a stakeholder oriented corporate governance mechanism:Danone and the LU affair
    by Karen Moris

  • 2012 The US dollar-euro exchange rate and US-EMU bond yield differentials: A causality analysis
    by Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera

  • 2012 Crisis de paro en España. Una aplicación de la ley de Okun, 1995.1-2012.2
    by Eduardo Loría & Catalina Libreros & Emmanuel Salas

  • 2012 China's Emergence in the World Economy and Business Cycles in Latin America
    by Alessandro Rebucci & Ambrogio Cesa-Bianchi & M. Hashem Pesaran & TengTeng Xu

  • 2012 La relación entre los flujos de capital y el precio de la vivienda: el caso colombiano
    by Aquiles Arrieta Barcasnegras

  • 2012 Volumen y asimetría en los principales mercados accionarios latinoamericanos
    by Kristjanpoller Rodriguez, Werner & Caballero Ugarte, Víctor

  • 2012 ¿Responde el Banco de la República a los movimientos en la tasa de cambio real?
    by Egberto Alexander Riveros Saavedra

  • 2012 Sincronización de los Ciclos Económicos: el Caso de Colombia, Ecuador y Venezuela
    by Andrés Salamanca Lugo

  • 2012 Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial
    by Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Milton Barossi-Filho

  • 2012 Monetary transmission mechanisms in a small open economy: a Bayesian structural VAR approach
    by Rokon Bhuiyan

  • 2012 Misalignment Under Different Exchange Rate Regimes: the Case of Turkey
    by Sengül Dagdeviren & Ayla Ogu? Binatli & Niloufer Sohrabji

  • 2012 Unemployment hysteresis: empirical evidence for Latin America
    by Astrid Ayala & Juncal Cuñado & Luis Albériko Gil-Alana

  • 2012 L'effet dynamique des chocs d'offre et de demande agrégés. Une étude sur le cas allemand
    by Romain Legrand

  • 2012 The Impact of the Financial Crisis on the Currency Risk Premium Dynamics within the G20 :Evidence from the ICAPM
    by Salem Boubakri

  • 2012 Do retail gasoline prices adjust symmetrically to crude oil price changes? the case of the Greek oil market
    by Zacharias Bragoudakis & Dimitrios Sideris

  • 2012 Optimal Fiscal System And Public Finance Sustainability Indicators In East European Countries Within The Eu27
    by BANU Ilie & BUTIUC Ioana-Madalina

  • 2012 Credit Risk Macro Stress Test Model for Turkish Banking Industry
    by Ebru SONBUL ISKENDER

  • 2012 An Empirical Assessment of the Real Exchange Rate and Poverty in Nigeria
    by Ben. U. Omojimite & Victor E. Oriavwote

  • 2012 As Exportações Promovem a Produtividade? Evidência Empírica para Indústria de Transformação do Brasil Utilizando Vetores Autoregressivos com Correção de Erro (VEC)
    by Igor Ézio Maciel Silva & Ricardo Chaves Lima & Jocildo Fernandes Bezerra

  • 2012 The Effects of Fiscal Policy and its Interactions with Monetary Policy in Brazil
    by Elcyon Caiado Rocha Lima & Alexis Maka & Amadeu Pumar

  • 2012 The Effect Of Public Investments On Private Sector Investments In Turkey:1970-2009
    by Mehmet Cural & Recep Emre Ericok & Veli Yilanci

  • 2012 Pricing Patterns And Implications For Competition Policy
    by Constantin BELU

  • 2012 Determinants Of Nonperforming Loans In Central And Eastern European Countries: Macroeconomic Indicators And Credit Discipline
    by Bogdan-Gabriel MOINESCU

  • 2012 Unemployment Benefit, Minimum Wage And Average Salary Earnings In Romania
    by Cosmin ENACHE

  • 2012 Does FDI Contribute to the Integration into the Global Economy? Time-Series Evidence for Ten African Countries
    by Yaya Keho

  • 2012 Prices, wages and fertility in pre-industrial England
    by Marc P. B. Klemp

  • 2012 Electricity Consumption and Economic Growth Nexus: A Multivariate Analysis for Turkey
    by Ali Acaravci & Ilhan Ozturk

  • 2012 Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure
    by Christophe Andre & Rangan Gupta & Patrick T. Kanda

  • 2012 Measuring Tax Multipliers: The Narrative Method in Fiscal VARs
    by Carlo Favero & Francesco Giavazzi

  • 2012 Measuring the Output Responses to Fiscal Policy
    by Alan J. Auerbach & Yuriy Gorodnichenko

  • 2011 A Structural Approach To Information Shares
    by Oleg Korenok & Bruce Mizrach & Stanislav Radchenko

  • 2011 Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data
    by Riane de Bruyn & Rangan Gupta & Lardo stander

  • 2011 Intertemporal portfolio allocation and hedging demand: An application to South Africa
    by Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden

  • 2011 Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection
    by Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego

  • 2011 Relationship between House Prices and Inflation in South Africa: An ARDL Approach
    by Roula Inglesi-Lotz & Rangan Gupta

  • 2011 Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure
    by Christophe Andre & Rangan Gupta & Patrick T. Kanda

  • 2011 The Role of Asset Prices in Forecasting Inflation and Output in South Africa
    by Rangan Gupta & Faaiqa Hartley

  • 2011 Using Large Data Sets to Forecast Sectoral Employment
    by Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye

  • 2011 The Australian Real?Time Datbase: An Overview and an Illustration of its Use in Business Cycle Analysis
    by Kevin Lee, Nilss Olekalns, Kalvinder Shields and Zheng Wang

  • 2011 The Meta Taylor Rule
    by Kevin Lee, James Morley and Kalvinder Sheields

  • 2011 Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
    by Chevallier, Julien

  • 2011 A model of carbon price interactions with macroeconomic and energy dynamics
    by Chevallier, Julien

  • 2011 A pair-wise approach to output convergence between European regions
    by Le Pen, Yannick

  • 2011 Nonparametric modeling of carbon prices
    by Chevallier, Julien

  • 2011 The impact of nonlinearities for carbon markets analyses
    by Chevallier, Julien

  • 2011 Structural Macroeconomic Analysis for Dynamic Factor Models
    by Maddalena Cavicchioli

  • 2011 “Finance and Growth: A Reassessment of the Empirical Evidence for the Indian Economy” - Finanza e crescita: un riesame dell’evidenza empirica nel caso dell’India
    by Tronzano, Marco

  • 2011 Der Einfluss der Aktienkurse und Immobilienpreise auf den Konsum und die Investitionen in Deutschland
    by Andreas Nastansky

  • 2011 Inflation Uncertainty at Short and Long Horizons: Turkey
    by Gülcay TUNA & Cem PAYASLIOĞLU

  • 2011 Efficiency and hedging effectiveness in the NYMEX crude oil futures market
    by Tarkan ÇAVUŞOĞLU & Soner GÖKTEN

  • 2011 An open economy new Keynesian macroeconomic model: The case of Turkey
    by Erhan YILDIRIM & Kenan LOPCU & Selim ÇAKMAKLI

  • 2011 Demanda por dinero en México (1986-2010)
    by Noriega, Antonio E. & Ramos-Francia, Manuel & Rodríguez-Pérez, Cid Alonso

  • 2011 World Foodgrain Prices – The Effect of Exporting Countries’ Policies
    by SEKHAR, C.S.C.

  • 2011 Measuring Core Inflation in Bangladesh: An Unobserved Components Approach
    by BASHAR, OMAR H.M.N.

  • 2011 Cointegrated VARMA models and forecasting US interest rates
    by Christian Kascha & Carsten Trenkler

  • 2011 An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels
    by Liow, Kim Hiang & Schindler, Felix

  • 2011 Chinese Monetary Policy and the Dollar Peg
    by Volz, Ulrich & Reade, J. James

  • 2011 The accuracy of a forecast targeting central bank
    by Falch, Nina Skrove & Nymoen, Ragnar

  • 2011 Modelling trades-through in a limited order book using Hawkes processes
    by Toke, Ioane Muni & Pomponio, Fabrizio

  • 2011 Border effects on spatial price transmission between fresh tomato markets in Ghana and Burkina-Faso: Any case for promoting trans-border trade in West Africa?
    by Amikuzuno, Joseph

  • 2011 Time and the price impact of a trade: A structural approach
    by Grammig, Joachim G. & Theissen, Erik & Wünsche, Oliver

  • 2011 The impact of macroeconomic news on quote adjustments, noise, and informational volatility
    by Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David

  • 2011 Exchange rate dynamics, expectations, and monetary policy
    by Chen, Qianying

  • 2011 A Risk-Driven Approach to Exchange-Rate Modelling
    by Piotr Keblowski & Aleksander Welfe

  • 2011 The coincident and the leading business cycle indicators for Poland
    by Rafał Woźniak

  • 2011 Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values
    by David E. Giles & Ryan T. Godwin

  • 2011 Evolutionary computational approach in TAR model estimation
    by Claudio Pizzi & Francesca Parpinel

  • 2011 Affine Term Structure Constraints on Euribor data
    by Giulio Tarditi

  • 2011 Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks
    by Audrino, Francesco

  • 2011 Fiscal policy, pricing frictions and monetary accommodation
    by Fabio Canova & Evi Pappa

  • 2011 Has the Euro-Mediterranean partnership affected Mediterranean business cycles?
    by Fabio Canova & Alain Schlaepfer

  • 2011 Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?
    by Reinhold Heinlein & Hans-Martin Krolzig

  • 2011 El traspaso de tipo de cambio a precios en Uruguay
    by Diego Gianelli

  • 2011 Using Large Data Sets to Forecast Sectoral Employment
    by Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye

  • 2011 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
    by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat

  • 2011 Convergence and Cointegration
    by Alfredo García-Hiernaux & David E. Guerrero

  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
    by Massimiliano Caporin & Michael McAleer

  • 2011 US Oil Price Exposure: The Industry Effects
    by Don Bredin & John Elder

  • 2011 Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing
    by John Cotter & Don Bredin

  • 2011 Long-run identifying restrictions on VARs within the AS-AD framework
    by Jean-Sébastien Pentecôte

  • 2011 World Technology Shocks and the Real Euro-Dollar Exchange Rate
    by Lambrias, Kyriacos

  • 2011 The Macroeconomic Implications of Household Debt: An Empirical Analysis
    by Yun Kim

  • 2011 Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
    by Martin Burda & John Maheu

  • 2011 Nonlinearities in CDS-Bond Basis (CDS-Bono Farkinin Dogrusal Olmayan Duzeltme Hareketi)
    by Kurmas Akdogan & Meltem Gulenay Chadwick

  • 2011 Limits and Uses of Price Tests for Market Definition
    by Willem H. Boshoff

  • 2011 Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada
    by Michele Campolieti & Deborah Gefang & Gary Koop

  • 2011 Regime-Switching Cointegration
    by Markus Jochmann & Gary Koop

  • 2011 Bayesian Inference in the Time Varying Cointegration Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2011 Forecasting with Medium and Large Bayesian VARs
    by Gary Koop

  • 2011 Time Varying Dimension Models
    by Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2011 Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables
    by Gary Koop & Joshua Chan

  • 2011 Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility
    by Andras Fulop & Junye Li & Jun Yu

  • 2011 Inflation persistence: Implication for a monetary union in the Caribbean
    by Juan Carlos Cuestas & Carlyn Dobson

  • 2011 Investigating the oil price-exchange rate nexus: Evidence from Africa
    by Simeon Coleman & Juan Carlos Cuestas & Estefanía Mourelle

  • 2011 Fiscal shocks and budget balance persistence in the EU countries from Central and Eastern Europe
    by Juan Carlos Cuestas & Karsten Steahr

  • 2011 How big is the 'German locomotive'? A perpective from Central and Eastern Europen countries' unemployment rates
    by Juan Carlos Cuestas & Mercedes Monfort & Javier Ordóñez

  • 2011 Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies
    by Juan Carlos Cuestas & Luis A. Gil-Alana

  • 2011 Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset
    by Carlo Altavilla & Matteo Ciccarelli

  • 2011 The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level
    by Søren Johansen

  • 2011 Trade Shocks from BRIC to South Africa: A Global VAR Analysis
    by Mustafa Yavuz Cakir & Alain Kabundi

  • 2011 Determinants of Stock Market Prices in Namibia
    by Joel Hinaunye Eita

  • 2011 Production, Inequality and Poverty linkages in South Africa
    by Nicholas Ngepah

  • 2011 The Forecasting Performance of an Estimated Medium Run Model
    by Tobias Kitlinski & Torsten Schmidt

  • 2011 Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis
    by Joscha Beckmann & Ansgar Belke & Frauke Dobnik

  • 2011 Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting
    by Norman R. Swanson & Andres Fernandez

  • 2011 Information in the Revision Process of Real-Time Datasets
    by Norman R. Swanson & Valentina Corradi & Andres Fernandez

  • 2011 International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence
    by Norman R. Swanson & Oleg Korenok & Stanislav Radchenko

  • 2011 Bank Lending Shocks and the Euro Area Business Cycle
    by G. PEERSMAN

  • 2011 The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis
    by L. GAMBACORTA & B. HOFMANN & G. PEERSMAN

  • 2011 Do Financial Investors Destabilize the Oil Price?
    by M. J. LOMBARDI & I. VAN ROBAYS

  • 2011 Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area
    by G. PEERSMAN

  • 2011 A new model-based approach to measuring time-varying financial market integration
    by T. BERGER & L. POZZI

  • 2011 An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis
    by Gianluca Cubadda & Umberto Triacca

  • 2011 Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters
    by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide

  • 2011 United States Then, Europe Now
    by Sargent, Thomas J.

  • 2011 Statistical Modeling of Monetary Policy and its Effects
    by Sims, Christopher A.

  • 2011 Autobiography
    by Sims, Christopher A.

  • 2011 Interview with the 2011 Laureates in Economic Sciences Thomas J. Sargent and Christopher A. Sims
    by Sargent, Thomas J. & Sims, Christopher A.

  • 2011 Thomas J. Sargent and Christopher A. Sims: Empirical Macroeconomics
    by Committee, Nobel Prize

  • 2011 Thomas J. Sargent and Christopher A Sims: The art of distinguishing between cause and effect in the macroeconomy
    by Committee, Nobel Prize

  • 2011 Spatial Dependence in Wind and Optimal Wind Power Allocation: A Copula Based Analysis
    by Grothe, Oliver & Schnieders, Julius

  • 2011 Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function
    by Fossati, Sebastian

  • 2011 Covariate Unit Root Tests with Good Size and Power
    by Fossati, Sebastian

  • 2011 Regime-Switching Cointegration
    by Markus Jochmann & Gary Koop

  • 2011 Persistence in Convergence
    by Thanasis Stengos & M. Ege Yazgan

  • 2011 Modelling Realized Covariances and Returns
    by Xin Jin & John M. Maheu

  • 2011 An Empirical Analysis of the Credit-Output Relationship: Evidence from Peru
    by Lahura, Erick

  • 2011 Exchange rate pass-through and inflation targeting in Peru
    by Winkelried, Diego

  • 2011 Forecasting Equicorrelation
    by Adam E Clements & Christopher A Coleman-Fenn & Daniel R Smith

  • 2011 Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models
    by Morten Ørregaard Nielsen

  • 2011 Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice
    by Paulo Soares Esteves

  • 2011 Rational vs. Professional Forecasts
    by João Valle e Azevedo & João Tovar Jalles

  • 2011 Assessing monetary policy in the euro area: a factor-augmented VAR approach
    by Rita Soares

  • 2011 Development and the cyclicality of government spending in the Czech Republic
    by Szarowska, Irena

  • 2011 Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia
    by Hatemi-J, Abdulnasser

  • 2011 The interdependence between energy consumption and economic growth in the Polish economy in the last decade
    by Gurgul, Henryk & Lach, Łukasz

  • 2011 Impact of hard coal usage for metal production on economic growth of Poland
    by Lach, Łukasz

  • 2011 Causality analysis between public expenditure and economic growth of Polish economy in last decade
    by Gurgul, Henryk & Lach, Łukasz

  • 2011 The impact of regional disparities on economic growth
    by Gurgul, Henryk & Lach, Łukasz

  • 2011 The role of coal consumption in the economic growth of the Polish economy in transition
    by Gurgul, Henryk & Lach, Łukasz

  • 2011 A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model
    by Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R.

  • 2011 Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask
    by Fantazzini, Dean & Geraskin, Petr

  • 2011 Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective
    by Sahin, Afsin & Tansel, Aysit & Berument, Hakan

  • 2011 Misalignment under different exchange rate regimes: the case of Turkey
    by Dağdeviren, Sengül & Ogus Binatli, Ayla & Sohrabji, Niloufer

  • 2011 The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies
    by Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela

  • 2011 The Non-Zero Lower Bound Lending Rate and the Liquidity Trap
    by Khemraj, Tarron

  • 2011 Оцінка Впливу Елементів Фінансового Механізму На Становлення Та Розвитку Зеленого Бізнесу В Європі
    by Stepanenko, Bohdana

  • 2011 A closer look at the money multipliers for the Turkish economy: Is there a stable relationship?
    by Korap, Levent

  • 2011 Impact of inflatıon gap to nomınal interest rates: case of Turkey
    by dogru, bulent & marabaoglu, akif

  • 2011 Causal relationship between saving, investment and economic growth for India – what does the relation imply?
    by Jangili, Ramesh

  • 2011 On the Feasibility of Monetary Union: Does It Make Sense to Look for Shocks Symmetry across Countries When None of the Countries Constitutes an Optimum Currency Area?
    by Jean Louis, Rosmy & Brown, Ryan & Balli, Faruk

  • 2011 Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana
    by Francisco, Ramirez

  • 2011 Relative price effects of monetary policy shock in Malaysia: a svar study
    by Abdul Karim, Zulkefly & Zaidi, Mohd Azlan Shah & W.N.W, Azman-Saini

  • 2011 Money and prices in the Maghreb countries: cointegration and causality analyses
    by Benamar, Abdelhak & CHERIF, Nasreddine & Benbouziane, Mohamed

  • 2011 Financial development and economic growth in Poland in transition: causality analysis
    by Gurgul, Henryk & Łukasz, Lach

  • 2011 Identifying regime shifts in Indian stock market: A Markov switching approach
    by Wasim, Ahmad & Bandi, Kamaiah

  • 2011 The case for higher frequency inflation expectations
    by Guzman, Giselle C.

  • 2011 Price Linkages in the Copper Futures, Primary, and Scrap Markets
    by Aruga, Kentaka & Managi, Shunsuke

  • 2011 Linkage among the U.S. Energy Futures Markets
    by Aruga, Kentaka & Managi, Shunsuke

  • 2011 GMM estimation with noncausal instruments under rational expectations
    by Lof, Matthijs

  • 2011 Expectations Impact on the Effectiveness of the Inflation-Real Activity Trade-Off
    by Gbaguidi, David Sedo

  • 2011 Regime Switching in a New Keynesian Phillips Curve with Non-zero Steady-state Inflation Rate
    by Gbaguidi, David Sedo

  • 2011 International stock market comovements: what happened during the financial crisis?
    by Horvath, Roman & Poldauf, Petr

  • 2011 Identifying the Signs of Currency Speculation in Hong Kong's Linked exchange Rate
    by Li, Kui-Wai

  • 2011 Improving biodiversity monitoring by modeling relative abundance from "presence only" data
    by Jingwa A, Brian

  • 2011 A assimetria dos ciclos económicos: Evidência internacional usando o teste triples
    by Almeida, Pedro Cameira de & Fuinhas, José Alberto & Marques, António Cardoso

  • 2011 The gasoline Industry in European Union and the USA
    by Polemis, Michail & Fotis, Panagiotis

  • 2011 Informality and the expansion of social protection programs
    by Azuara, Oliver & Marinescu, Ioana

  • 2011 Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index
    by Dominique, C-René & Rivera-Solis, Luis Eduardo

  • 2011 The instability of the correlation structure of the S&P 500
    by Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard

  • 2011 Roaring Food Prices in India
    by Mukherjee, Soumyatanu

  • 2011 Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres
    by Chilarescu, Constantin & Viasu, Iana Luciana

  • 2011 When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models
    by Prono, Todd

  • 2011 Industrial development, agricultural growth, urbanization and environmental Kuznets curve in Pakistan
    by Muhammad, Anees & Ishfaq, Ahmed

  • 2011 Conditional Markov chain and its application in economic time series analysis
    by Bai, Jushan & Wang, Peng

  • 2011 Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach
    by Le, Thai-Ha & Chang, Youngho

  • 2011 VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored
    by Kim, Hyeongwoo

  • 2011 An empirical model for the Turkish trade balance: new evidence from ARDL bounds testing analyses
    by Korap, Levent

  • 2011 Development and the cyclicality of government spending in the Czech Republic
    by Szarowska, Irena

  • 2011 Environmental Kuznets Curve in Romania and the Role of Energy Consumption
    by Muhammad, Shahbaz & Mihai, Mutascu & Parvez, Azim

  • 2011 Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data
    by Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio

  • 2011 Carbon emission and production technology: evidence from the US
    by Dinda, Soumyananda

  • 2011 Parametric inference and forecasting in continuously invertible volatility models
    by Wintenberger, Olivier & Cai, Sixiang

  • 2011 Asymmetric generalized impulse responses and variance decompositions with an application
    by Hatemi-J, Abdulnasser

  • 2011 Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data
    by Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio

  • 2011 Economic Growth and Environmental Degradation in Nigeria: Beyond the Environmental Kuznets Curve
    by Akpan, Usenobong F. & Chuku, Agbai

  • 2011 Demographic pressure, excess labour supply and public-private sector employment in Egypt - Modelling labour supply to analyse the response of unemployment, public finances and welfare
    by Peeters, Marga

  • 2011 Effets de long terme du taux de change réel sur la balance commerciale nominale et réelle en zone Franc africaine
    by Chassem, Nacisse Palissy

  • 2011 How relevant is monetary policy to explain Mexican unemployment fluctuations?
    by Islas-Camargo, Alejandro & Cortez, Willy W.

  • 2011 Revisiting Okun's law for Mexico: an analysis of the permanent and transitory components of unemployment and output
    by Islas-Camargo, Alejandro & Cortez, Willy W.

  • 2011 Hypothèse de Thirlwall: cas des pays de la zone Franc
    by Chassem, Nacisse Palissy

  • 2011 Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy
    by Gonzalez-Astudillo, Manuel

  • 2011 Forecasting Performance of Alternative Error Correction Models
    by Iqbal, Javed

  • 2011 Tourism, real output and real effective exchange rate in Malaysia: a view from rolling sub-samples
    by Tang, Chor Foon

  • 2011 Is per capita GDP non-linear stationary in SAARC countries?
    by Tiwari, Aviral & Shahbaz, Muhammad & Shabbir, Muhammad

  • 2011 The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States
    by Basher, Syed Abul & Fachin, Stefano

  • 2011 Estimating Demand for Nutrients in Nigeria: A Vector Error Correction Model
    by Ogundari, Kolawole

  • 2011 The nexus between public expenditure and inflation in the Mediterranean countries
    by Magazzino, Cosimo

  • 2011 Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis
    by Islam, Faridul & Shahbaz, Muhammad & Alam, Mahmudul

  • 2011 Time Series Estimates of the Italian Consumer Confidence Indicator
    by Paradiso, Antonio & Rao, B. Bhaskara & Margani, Patrizia

  • 2011 Revisiting the Electricity Consumption-Growth Nexus for Portugal: Evidence from a Multivariate Framework Analysis
    by Tang, Chor Foon & Shahbaz, Muhammad

  • 2011 What Caused the Decline in the US Saving Ratio?
    by Paradiso, Antonio & Rao, B. Bhaskara

  • 2011 Wage spillovers across sectors in Eastern Europe
    by D'Adamo, Gaetano

  • 2011 Bank systemic risk and the business cycle: An empirical investigation using Canadian data
    by Christian Calmès & Raymond Théoret

  • 2011 The rise of shadow banking and the hidden benefits of diversification
    by Christian Calmès & Raymond Théoret

  • 2011 Konsumausgaben und Aktienmarktentwicklung in Deutschland: Ein kointegriertes vektorautoregressives Modell
    by Andreas Nastansky & Hans Gerhard Strohe

  • 2011 Interdependenzen in den Renditen DAX-notierter Unternehmen nach Branchen
    by Jonas Teitge & Andreas Nastansky

  • 2011 Orthogonale und verallgemeinerte Impuls-Antwort-Funktionen in Vektor-Fehlerkorrekturmodellen
    by Andreas Nastansky

  • 2011 Stimmungen und Erwartungen im System der Märkte : eine Analyse mit DPLS-Modellen = Sentiments and expectations in the system of markets : an analysis with DPLS models
    by Marcus Ruge

  • 2011 Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis
    by Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares

  • 2011 Un’estensione stocastica del modello "Fisher-Lange"
    by Massimo De Felice & Franco Moriconi

  • 2011 Microcrédito Y Crecimiento Regional En El Perú
    by Guivanna Aguilar

  • 2011 Estimation Of A Time Varying Natural Interest Rate For Peru
    by Alberto Humala & Gabriel Rodríguez

  • 2011 A Factorial Decomposition Of Inflation In Peru, An Alternative Measure Of Core Inflation
    by Alberto Humala & Gabriel Rodríguez

  • 2011 Dynamic Conditional Correlation: On properties and estimation
    by Gian Piero Aielli

  • 2011 Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators
    by Gian Piero Aielli & Massimiliano Caporin

  • 2011 Multivariate High-Frequency-Based Volatility (HEAVY) Models
    by Diaa Noureldin & Neil Shephard & Kevin Sheppard

  • 2011 Non-Stationary Interest Rate Differentials and the Role of Monetary Policy
    by Philipp Matros & Enzo Weber

  • 2011 Inflation Convergence and the New Keynesian, Phillips Curve in the Czech Republic
    by Katarína Danišková & Jarko Fidrmuc

  • 2011 Reassessing the NAIRUs after the Crisis
    by Stéphanie Guichard & Elena Rusticelli

  • 2011 The Growth Effects of Current Account Reversals: The Role of Macroeconomic Policies
    by Luiz de Mello & Pier Carlo Padoan & Linda Rousová

  • 2011 Time-varying returns, intertemporal substitution and cyclical variation in consumption
    by Emmanuel De Veirman & Ashley Dunstan

  • 2011 Multivariate High-Frequency-Based Volatility (HEAVY) Models
    by Diaa Noureldin & Neil Shephard & Kevin Sheppard

  • 2011 Tracking India Growth in Real Time
    by Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni

  • 2011 Using Large Data Sets to Forecast Sectoral Employment
    by Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye

  • 2011 Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering
    by Nicholas Apergis & Christina Christou & Stephen M. Miller

  • 2011 Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
    by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller

  • 2011 Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
    by Cristina Amado & Timo Teräsvirta

  • 2011 The temporal pattern and the overall effect of ozone exposure on pediatric respiratory morbidity
    by Anabela Botelho & Aida Sá & José Fraga & Márcia Quaresma & Margarida Costa

  • 2011 Testing Conditional Factor Models
    by Andrew Ang & Dennis Kristensen

  • 2011 Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties
    by Yuriy Gorodnichenko & Anna Mikusheva & Serena Ng

  • 2011 Inference for VARs Identified with Sign Restrictions
    by Hyungsik Roger Moon & Frank Schorfheide & Eleonora Granziera & Mihye Lee

  • 2011 Estimation and Evaluation of DSGE Models: Progress and Challenges
    by Frank Schorfheide

  • 2011 Forecasts in a Slightly Misspecified Finite Order VAR
    by Ulrich K. Müller & James H. Stock

  • 2011 Competitiveness channel in Poland and Slovakia: a pre-EMU DSGE analysis
    by Andrzej Toroj

  • 2011 Forecasting inflation with consumer survey data – application of multi-group confirmatory factor analysis to elimination of the general sentiment factor
    by Piotr Białowolski

  • 2011 Data Revisions in the Estimation of DSGE models
    by Miguel Casares & Jesús Vázquez

  • 2011 Dynamics Between Strategic Commodities and Financial Variables
    by Thai-Ha LE & Youngho CHANG

  • 2011 Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices
    by Yin Liao & Heather M. Anderson

  • 2011 Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation
    by Chaohua Dong & Jiti Gao

  • 2011 No news in business cycles
    by Mario Forni & Luca Gambetti & Luca Sala

  • 2011 Sufficient information in structural VARs
    by Mario Forni & Luca Gambetti

  • 2011 How far do shocks move across borders?Examining volatility transmission in major agricultural futures markets
    by Manuel Hernandez & Raul Ibarra & Danilo Trupkin

  • 2011 How far do shocks move across borders?Examining volatility transmission in major agricultural futures markets
    by Manuel Hernandez & Raul Ibarra & Danilo Trupkin

  • 2011 Identification of credit supply shocks in a Bayesian SVAR model of the Hungarian economy
    by Bálint Tamási & Balázs Világi

  • 2011 Business fixed investment and credit market frictions. A VECM approach for Hungary
    by Marianna Endrész

  • 2011 Spot and future prices of agricultural commodities: fundamentals and speculation
    by Lucia BALDI & Massimo PERI & Daniela VANDONE

  • 2011 Housing Market and the Transmission of Monetary Policy: Evidence from U.S. States
    by Maria Christidou & Panagiotis Konstantinou

  • 2011 Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM
    by Thomas Flavin & Gerald P. Dwyer & Mardi Dungey

  • 2011 Heuristic model selection for leading indicators in Russia and Germany
    by Ivan Savin & Peter Winker

  • 2011 How do international stock markets respond to oil demand and supply shocks?
    by Jochen H. F. Güntner

  • 2011 The transmission of external shocks to the Macedonian economic activity
    by Danica Unevska Andonova & Marija Petkovska

  • 2011 Fiscal Policy and External Adjustment: New Evidence
    by Hafedh Bouakez & Foued Chihi & Michel Normandin

  • 2011 On the Evolving Relationship between Corn and Oil Prices
    by Eskandar Elmarzougui & Bruno Larue

  • 2011 Profit Dynamics across the Largest Euro Area countries and Sectors
    by Laurent Maurin & Moreno Roma & Igor Vetlov

  • 2011 Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version
    by Greg Hannsgen

  • 2011 The Nonexistence of Instrumental Variables
    by Stephen Hall & George S. Tavlas & P. A. V. B. Swamy

  • 2011 A Cost-Benefit Analysis of Basel III: Some Evidence from the UK
    by Meilan Yan & Maximilian J. B. Hall & Paul Turner

  • 2011 Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation
    by Michael McAleer & Massimiliano Caporin

  • 2011 Asymptotic theory for iterated one-step Huber-skip estimators
    by Søren Johansen & Bent Nielsen

  • 2011 Financial Instability - a Result of Excess Liquidity or Credit Cycles?
    by Christian Heebøll-Christensen

  • 2011 Prices, Wages and Fertility in Pre-Industrial England
    by Marc P. B. Klemp

  • 2011 Some Econometric Results for the Blanchard-Watson Bubble Model
    by Søren Johansen & Theis Lange

  • 2011 Spatio-Temporal Dynamics in Swiss Regional Unemployment
    by Rolf Schenker & Martin Straub

  • 2011 Inflation Perceptions and Expectations in Sweden - Are Media Reports the ‘Missing Link’?
    by Lena Dräger

  • 2011 Institutions and Business Cycles
    by Sumru Altug & Mustafa Emin & Bilin Neyapti

  • 2011 Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights
    by Ralf Brüggemann & Helmut Lütkepohl

  • 2011 Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S
    by Matthias Gubler & Matthias S. Hertweck

  • 2011 The International Transmission of Euro Area Monetary Policy Shocks
    by Nils Jannsen & Melanie Klein

  • 2011 A simple decomposition of the variance of output growth across countries
    by Christopher Reicher

  • 2011 If the Unites States sneezes, does the world need paracetamol?
    by M. J. Herrerias & Javier Ordoñez

  • 2011 Are Drone Strikes Effective in Afghanistan and Pakistan? On the Dynamics of Violence between the United States and the Taliban
    by Jaeger, David A. & Siddique, Zahra

  • 2011 Are Drone Strikes Effective in Afghanistan and Pakistan? On the Dynamics of Violence between the United States and the Taliban
    by Jaeger, David A. & Siddique, Zahra

  • 2011 China's Emergence in the World Economy and Business Cycles in Latin America
    by Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro & Xu, TengTeng

  • 2011 China's Emergence in the World Economy and Business Cycles in Latin America
    by Cesa-Bianchi, Ambrogio & Pesaran, Hashem & Rebucci, Alessandro & Xu, TengTeng

  • 2011 More Alike than Different: The Spanish and Irish Labour Markets Before and After the Crisis
    by Agnese, Pablo & Salvador, Pablo F.

  • 2011 More Alike than Different: The Spanish and Irish Labour Markets Before and After the Crisis
    by Agnese, Pablo & Salvador, Pablo F.

  • 2011 Economies of Scale in the Tunisian Industries
    by Heshmati, Almas & Haouas, Ilham

  • 2011 Economies of Scale in the Tunisian Industries
    by Heshmati, Almas & Haouas, Ilham

  • 2011 The Japanese Lost Decade and Beyond: A Chain Reaction Theory Approach
    by Agnese, Pablo

  • 2011 The Japanese Lost Decade and Beyond: A Chain Reaction Theory Approach
    by Agnese, Pablo

  • 2011 The Quantity Theory Revisited: A New Structural Approach
    by Makram El-Shagi & S. Giesen & Logan J. Kelly

  • 2011 Relative prices, the price level and inflation: Effects of asymmetric and sticky adjustment
    by Shruti Tripathi & Ashima Goyal

  • 2011 The estimation uncertainty of permanent-transitory decompositions in cointegrated systems
    by Sven Schreiber

  • 2011 Germany's Short Time Compensation Program: macroeconom(etr)ic insight
    by Henner Will

  • 2011 Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations
    by Alvaro Escribano & Genaro Sucarrat

  • 2011 Crédito, Exceso de Toma de Riesgo, Costo del Crédito y Ciclo Económico en Chile
    by Carlos Garcia & Andrés Sagner

  • 2011 A Fixed-b Perspective on the Phillips-Perron Unit Root Tests
    by Vogelsang, Timothy J. & Wagner, Martin

  • 2011 Cointegrating Polynomial Regressions
    by Hong, Seung Hyun & Wagner, Martin

  • 2011 Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions
    by Vogelsang, Timothy J. & Wagner, Martin

  • 2011 The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR
    by Marina Tkalec

  • 2011 The Evolution of the Monetary Policy Regimes in the U.S
    by Jinho Bae & Chang-Jin Kim & Dong Heon Kim

  • 2011 China’s Emergence in the World Economy and Business Cycles in Latin America
    by Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu

  • 2011 Spectral estimation of covolatility from noisy observations using local weights
    by Markus Bibinger & Markus Reiß

  • 2011 Multivariate Volatility Modeling of Electricity Futures
    by Luc Bauwens & Christian M. Hafner & Diane Pierret

  • 2011 Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data
    by Nikolaus Hautsch & Ruihong Huang

  • 2011 Large Vector Auto Regressions
    by Song Song & Peter J. Bickel

  • 2011 Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models
    by Axel Groß-Klußmann & Nikolaus Hautsch

  • 2011 An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory
    by Markus Bibinger

  • 2011 Asymptotics of Asynchronicity
    by Markus Bibinger

  • 2011 Mean-Variance Cointegration and the Expectations Hypothesis
    by Till Strohsal & Enzo Weber

  • 2011 Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes
    by Eiji Kurozumi & Khashbaatar Dashtseren

  • 2011 Dual-Track Interest Rates and the Conduct of Monetary Policy in China
    by Dong He & Honglin Wang

  • 2011 Self-reinforcing effects between housing prices and credit: Evidence from Norway
    by K. Anundsen, André & S. Jansen, Eilev

  • 2011 Band Spectrum Regressions using Wavelet Analysis
    by Andersson, Fredrik N. G.

  • 2011 Income Inequality between Chinese Regions: Newfound Harmony or Continued Discord?
    by Lyhagen, Johan & Rickne, Johanna

  • 2011 What explains risk premia in crude oil futures?
    by Melolinna, Marko

  • 2011 Transfer of financial risk in emerging eastern European stock markets: A sectoral perspective
    by Fedorova, Elena

  • 2011 Dual-track interest rates and the conduct of monetary policy in China
    by He, Dong & Wang, Honglin

  • 2011 Identifying structural shocks behind loan supply fluctuations in Russia
    by Deryugina, Elena B. & Ponomarenko, Alexey A.

  • 2011 Monetary policy and housing prices; a case study of Chinese experience in 1999-2010
    by Zhang, Yanbing & Hua, Xiuping & Zhao, Liang

  • 2011 Inflation Perceptions and Expectations in Sweden - Are Media Reports the `Missing Link'?
    by Lena Dräger

  • 2011 Effects of discretionary fiscal policy: new empirical evidence for Germany
    by Bank, Alexander

  • 2011 Forecasting Based on Common Trends in Mixed Frequency Samples
    by Peter Fuleky & Carl S. Bonham

  • 2011 Multivariate trend comparisons between autocorrelated climate series with general trend regressors
    by Ross McKitrick & Timothy Vogelsang

  • 2011 Persistence in Convergence
    by Thanasis Stengos & M. Ege Yazgan

  • 2011 State-Space Cointegration Modeling for the Analysis of Exogenous Shocks to Prices in Israeli-Palestinian Food Trade
    by Rico Ihle & Linde Götz & Ofir D. Rubin

  • 2011 Growth rates constrained by internal and external imbalances: a demand orientated approach
    by Elias Soukiazis & Pedro Cerqueira & Micaela Antunes

  • 2011 Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom
    by Xiaoshan Chen & Ronald MacDonald

  • 2011 Symmetry of External Shock responses within the Andean Community of Nations: A SVAR Approach
    by Andrea Gabriela Bonilla Bolaños

  • 2011 Global crisis and Financial destabilization in ASEAN countries. A microstructural perspective
    by Céline Gimet & Thomas Lagoarde-Segot

  • 2011 Modelling Long-Term Electricity Contracts at EEX
    by Robert Flasza & Milan Rippel & Jan Šolc

  • 2011 DSGE model estimation on base of second order approximation
    by Sergey Ivashchenko

  • 2011 Long memory in an oil market: a spectral approach
    by Yuriy Balagula & Yulia Abakumova

  • 2011 Vector Autoregressive Models
    by Helmut Luetkepohl

  • 2011 The Multiscale Causal Dynamics of Foreign Exchange Markets
    by Stelios Bekiros & Massimiliano Marcellino

  • 2011 Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights
    by Ralf Brueggemann & Helmut Luetkepohl

  • 2011 Structural Vector Autoregressions with Markov Switching: Combining Conventional with Statistical Identification of Shocks
    by Helmut Herwartz & Helmut Luetkepohl

  • 2011 Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model
    by Matteo Barigozzi & Antonio M. Conti & Matteo Luciani

  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
    by Caporin, M. & McAleer, M.J.

  • 2011 Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets
    by Fernández Macho, Francisco Javier

  • 2011 Study the relation between monetary and exchange rate policy: The case of Belarus
    by Miksjuk Alexei

  • 2011 From Correlation to Granger Causality
    by David I. Stern

  • 2011 Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities
    by Mardi Dungey & Gerald P. Dwyer & Thomas Flavin

  • 2011 A SVECM Model of the UK Economy and The Term Premium
    by MARDI DUNGEY & M.TUGRUL VEHBI

  • 2011 Measuring Output Gap Nowcast Uncertainty
    by Anthony Garratt & James Mitchell & Shaun P. Vahey

  • 2011 Information, data dimension and factor structure
    by Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer

  • 2011 Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption
    by Emmanuel De Veirman & Ashley Dunstan

  • 2011 Wage spillovers across sectors in Eastern Europe
    by Gaetano D’Adamo

  • 2011 Cointegration with multiple structural breaks: an application to the Spanish environmental Kuznets curve, 1857-2007
    by Vicente Esteve & Cecilio Tamarit

  • 2011 Fiscal shocks and budget balance persistence in the EU countries from Central and Eastern Europe
    by Juan Carlos Cuestas & Karsten Staehr

  • 2011 Identification of Panel Data Models with Endogenous Censoring
    by Shakeeb Khan & Maria Ponomareva & Elie Tamer

  • 2011 Till Labor Cost Do Us Part A Vecm Model of Unit Labor Cost Convergence in the Euro Area
    by Francesca Pancotto & Filippo Pericoli

  • 2011 On the volatility-volume relationship in energy futures markets using intraday data
    by Julien Chevallier & Benoît Sévi

  • 2011 Sovereign and Bank Credit Risk during the Global Financial Crisis
    by Irina Stanga

  • 2011 Government Outlays, Economic Growth and Unemployment: A VAR Model
    by Siyan Wang & Burton A. Abrams

  • 2011 Bayesian Inference for the Mixed-Frequency VAR Model
    by Paul Viefers

  • 2011 Fiscal Spillovers in the Euro Area
    by Guglielmo Maria Caporale & Alessandro Girardi

  • 2011 Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
    by Guglielmo Maria Caporale & Alessandro Girardi

  • 2011 Cross-Section Dependence and the Monetary Exchange Rate Model: A Panel Analysis
    by Joscha Beckmann & Ansgar Belke & Frauke Dobnik

  • 2011 Existe-t-il un univers de benchmarks pour les Hedge Funds?
    by Kamel Laaradh & Nesrine Samet

  • 2011 Do jumps help in forecasting the density of returns?
    by Chevallier, Julien & Ielpo, Florian & Sévi, Benoît

  • 2011 Forecasting world and regional air traffic in the mid-term (2025): An econometric analysis of air traffic determinants using dynamic panel-data models
    by Chevallier, Julien & Chèze, Benoît & Gastineau, Pascal

  • 2011 Impact de la crise sur la croissance potentielle. Une approche par les modèles à composantes inobservables
    by Chetouane, Mabrouk & Lemoine, Matthieu & De la Serve, Marie-Elisabeth

  • 2011 Anticipating correlations between EUAs and CERs : a dynamic conditional correlation GARCH model
    by Chevallier, Julien

  • 2011 Macro factors in oil futures returns
    by Le Pen, Yannick & Sévi, Benoît

  • 2011 On the welfare costs of misspecified monetary policy objectives
    by Avouyi-Dovi, Sanvi & Sahuc, Jean-Guillaume

  • 2011 A Simple Test for Identification in GMM under Conditional Moment Restrictions
    by Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu

  • 2011 Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries
    by Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER

  • 2011 Real Exchanges Rates in Commodity Producing Countries: A Reappraisal
    by Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER

  • 2011 On the Distribution of Exchange Rate Regime Treatment Effects on International Trade
    by Dorn, Sabrina & Egger, Peter

  • 2011 Structural Vector Autoregressions
    by Kilian, Lutz

  • 2011 Inference for VARs Identified with Sign Restrictions
    by Granziera, Eleonora & Lee, Mihye & Moon, Hyungsik Roger & Schorfheide, Frank

  • 2011 Inference on Impulse Response Functions in Structural VAR Models
    by Inoue, Atsushi & Kilian, Lutz

  • 2011 Business cycle measurement with some theory
    by Canova, Fabio & Paustian, Matthias

  • 2011 Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area
    by Peersman, Gert

  • 2011 Business Cycle Synchronization Since 1880
    by Artis, Michael J & Chouliarakis, George & Harischandra, PKG

  • 2011 No News in Business Cycles
    by Forni, Mario & Gambetti, Luca & Sala, Luca

  • 2011 Testing for Sufficient Information in Structural VARs
    by Forni, Mario & Gambetti, Luca

  • 2011 Volatility models
    by BAUWENS, Luc & HAFNER, Christian & LAURENT, Sébastien

  • 2011 VAR forecasting using Bayesian variable selection
    by KOROBILIS, Dimitris

  • 2011 Multivariate volatility modeling of electricity futures
    by bauwens, Luc & hafner, Christian & pierret, Diane

  • 2011 Real exchanges rates in commodity producing countries : A reappraisal
    by BODART, Vincent & CANDELON, Bertrand & CARPANTIER, Jean - François

  • 2011 Un sistema casi ideal de demanda para el gasto en Colombia: una estimación utilizando el método generalizado de los momentos en el periodo 1968-2007
    by Andrés Ramirez Hassan & Daniel Londoño Cano & Edwar Londoño Zapata

  • 2011 An Introductory Review of a Structural VAR-X Estimation and Applications
    by Sergio Ocampo & Norberto Rodríguez

  • 2011 Choques, instituciones laborales y desempleo en Colombia
    by Juan José Echavarría & Enrique López & Sergio Ocampo & Norberto Rodríguez

  • 2011 Composición cambiaria y poder adquisitivo de las reservas internacionales
    by Javier Gómez Restrepo & Juan Manuel Hernández Herrera

  • 2011 Determinants of the Exchange Rate in Colombia under Inflation Targeting
    by Fredy Alejandro Gamboa Estrada

  • 2011 Is Monetary Policy in the New EU Member States Asymmetric?
    by Borek Vasicek

  • 2011 Crime And Economic Performance. A Cluster Analysis Of Panel Data On Italy'S Nuts 3 Regions
    by Rosetta Lombardo & Marianna Falcone

  • 2011 Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
    by Jean-Marie Dufour & René Garcia & Abderrahim Taamouti

  • 2011 Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models
    by Jean-Marie Dufour & Tarek Jouini

  • 2011 Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
    by Hyungsik Roger Moon & Benoit Perron

  • 2011 The Performance of Socially Responsible Funds: Does the Screening Process Matter?
    by Gunther Capelle-Blancard & Stéphanie Monjon

  • 2011 Fiscal Spillovers in the Euro Area
    by Guglielmo Maria Caporale & Alessandro Girardi

  • 2011 Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area
    by Gert Peersman

  • 2011 Credit Derivatives and the Default Risk of Large Complex Financial Institutions
    by Giovanni Calice & Christos Ioannidis & Julian Williams

  • 2011 Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
    by Guglielmo Maria Caporale & Alessandro Girardi

  • 2011 Can we Rely upon Fiscal Policy Estimates in Countries with Unreported Production of 15 Per Cent (or more) of GDP?
    by Raffaella Basile & Bruno Chiarini & Elisabetta Marzano

  • 2011 Measuring the Integration of Staple Food Markets in Sub-Saharan Africa: Heterogeneous Infrastructure and Cross Border Trade in the East African Community
    by Rico Ihle & Stephan von Cramon-Taubadel & Sergiy Zorya

  • 2011 Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset
    by Carlo Altavilla & Matteo Ciccarelli

  • 2011 Autoregressions in Small Samples, Priors about Observables and Initial Conditions
    by Marek Jarocinski & Albert Marcet

  • 2011 Transmission des chocs de prix internationaux : le cas du riz au Burkina Faso
    by Félix BADOLO

  • 2011 UK Macroeconomic Volatility and the Welfare Costs of Inflation
    by Polito, Vito & Spencer, Peter

  • 2011 Modelling and Forecasting the Indian Re/US Dollar Exchange Rate
    by Pami Dua & Rajiv Ranjan

  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
    by Massimiliano Caporin & Michael McAleer

  • 2011 Oil Prices, External Income, and Growth: Lessons from Jordan
    by Mohaddes, K. & Raissi, M.

  • 2011 China’s Emergence in the World Economy and Business Cycles in Latin America
    by Cesa-Bianchi, A. & Pesaran, M. H. & Rebucci, A. & Xu, T.

  • 2011 Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S
    by Matthias Gubler & Matthias S. Hertweck

  • 2011 Uma análise empírica dos determinantes da desindustrialização no caso brasileiro (1996-2008)
    by Cristiane Soares & Anderson Mutter & José Luis Oreiro

  • 2011 Till labor cost do us part. On the long run convergence of EMU countries
    by F. Pancotto & F. Pericoli

  • 2011 The world is not enough! Small open economies and regional dependence
    by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud

  • 2011 Nowcasting GDP in Real-Time: A Density Combination Approach
    by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud

  • 2011 From the General to the Specific
    by J. James Reade & Ulrich Volz

  • 2011 Fiscal Policy, Pricing Frictions and Monetary Accommodation
    by Fabio Canova & Evi Pappa

  • 2011 Testing for Sufficient Information in Structural VARs
    by Mario Forni & Luca Gambetti

  • 2011 No News in Business Cycles
    by Mario Forni & Luca Gambetti & Luca Sala

  • 2011 Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets
    by Borgy, V. & Laubach, T. & Mésonnier, J-S. & Renne, J-P.

  • 2011 Measuring the NAIRU: a complementary approach
    by De la Serve, M-E. & Lemoine, M.

  • 2011 Short Note on the Unemployment Rate of the French Overseas Regions
    by Hoarau, J-F. & Lopez, C. & Paul, M.

  • 2011 Convergence of Euro Area Inflation Rates
    by Lopez, C. & Papell, David H.

  • 2011 On the Welfare Costs of Misspecified Monetary Policy Objectives
    by Avouyi-Dovi, S. & Sahuc, J-G.

  • 2011 Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering
    by Malik, S. & Pitt, M. K.

  • 2011 How Far Do Shocks Move Across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets
    by Manuel A. Hernández & Raúl Ibarra-Ramírez & Danilo R. Trupkin

  • 2011 Bayesian analysis of coefficient instability in dynamic regressions
    by Emanuela Ciapanna & Marco Taboga

  • 2011 Which Households Use Banks? Evidence from the Transition Economies
    by Thorsten Beck & Martin Brown

  • 2011 The Impact of the Global Business Cycle on Small Open Economies: A FAVAR Approach for Canada
    by Garima Vasishtha & Philipp Maier

  • 2011 Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope
    by Ülkü, Numan & Weber, Enzo

  • 2011 Testing for Sufficient Information in Structural VARs
    by Mario Forni & Luca Gambetti

  • 2011 No News in Business Cycles
    by Mario Forni & Luca Gambetti & Luca Sala

  • 2011 Agricultural Price Transmission Across Space and Commodities During Price Bubbles
    by Roberto ESPOSTI & Giulia LISTORTI

  • 2011 Volatility in EMU sovereign bond yields: Permanent and transitory components
    by Simón Sosvilla-Rivero & Amalia Morales-Zumaquero

  • 2011 The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis
    by Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera

  • 2011 The US Tourism Trade Balance and Exchange Rate Shock
    by Ka Ming Cheng & Hyeongwoo Kim & Henry Thompson

  • 2011 Fear and Closed-End Fund Discounts: Investor Sentiment Revisited
    by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern

  • 2011 On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds
    by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern

  • 2011 Reassessing the Link between the Japanese Yen and Emerging Asian Currencies
    by Bong-Han Kim & Hyeongwoo Kim & Hong-Ghi Min

  • 2011 Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries
    by Bong-Han Kim & Hyeongwoo Kim

  • 2011 Purchasing Power Parity and the Taylor Rule
    by Hyeongwoo Kim & Masao Ogaki

  • 2011 Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability
    by Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen

  • 2011 Asymptotic theory for iterated one-step Huber-skip estimators
    by Søren Johansen & Bent Nielsen

  • 2011 Statistical analysis of global surface air temperature and sea level using cointegration methods
    by Torben Schmith & Søren Johansen & Peter Thejll

  • 2011 Financial Risk Measurement for Financial Risk Management
    by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold

  • 2011 Conservatism in Corporate Valuation
    by Christian Bach

  • 2011 Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
    by Cristina Amado & Timo Teräsvirta

  • 2011 Bias-correction in vector autoregressive models: A simulation study
    by Tom Engsted & Thomas Q. Pedersen

  • 2011 Some econometric results for the Blanchard-Watson bubble model
    by Søren Johansen & Theis Lange

  • 2011 Option valuation with the simplified component GARCH model
    by Matt P. Dziubinski

  • 2011 An extension of cointegration to fractional autoregressive processes
    by Søren Johansen

  • 2011 Forecasting Covariance Matrices: A Mixed Frequency Approach
    by Roxana Halbleib & Valeri Voev

  • 2011 Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach
    by Christian Bach & Bent Jesper Christensen

  • 2011 Risque de crédit et volatilité des spreads sur le marché de la dette privée en euro
    by Sodjahin, Amos Aristide

  • 2011 An Intergrated Sustainability Assessment of the Swedish Sugar Production System from a Life-Cycle Perspective: 2003-2015
    by Barry Ness

  • 2011 The accuracy of a forecast targeting central bank
    by Skrove Falch, Nina & Nymoen, Ragnar

  • 2011 Foreign Aid and Economic Growth in Ethiopia: A Cointegration Analysis
    by Tasew Tadesse

  • 2011 Changes in Stock Markets Interdependencies as a Result of the Global Financial Crisis: Empirical Investigation on the CEE Region
    by Cristiana Tudor

  • 2011 An Empirical Investigation on the Determinants of the Saving-Investment Interaction
    by Timur Han Gur & Lutfi Erden & Ibrahim Ozkan

  • 2011 Bank Efficiency: Evidence from a Panel of European Banks
    by Nicholas Apergis & Effrosyni Alevizopoulou

  • 2011 La portée de la politique de ciblage d’inflation: Approche analytique et empirique pour le cas Tunisien
    by Adnen Chockri & Ibticem Frihka

  • 2011 Are Housing Bubbles Contagious? A Case Study of Las Vegas and Los Angeles Home Prices
    by Mary Riddel

  • 2011 Financial And Current Account Interrelationship: An Empirical Test
    by Evan LAU & Nelson FU

  • 2011 The Nexus Between Public Expenditure And Inflation In The Mediterranean Countries
    by Cosimo MAGAZZINO

  • 2011 A Mathematical Model For A Company'S Advertising Strategy
    by Laura UNGUREANU

  • 2011 Expectations Impact On The Effectiveness Of The Inflation-Real Activity Trade-Off
    by Gbaguidi S. DAVID

  • 2011 Some Convergence Results On Dynamic Factor Models
    by Maddalena CAVICCHIOLI

  • 2011 Dynamic Relationship Between Exchange Rates And Stock Prices: Empirical Evidence From India
    by Krishna Reddy CHITTEDI

  • 2011 Measuring the Impact of Industrialization and Financial Development on Water Resources: A Case Study of Pakistan
    by Khalid ZAMAN & Muhammad Mushtaq KHAN & Mehboob AHMAD

  • 2011 Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data
    by Matei, Marius

  • 2011 An Evaluation of Asymmetric and Symmetric Effects of Oil Exports Shocks on Non-Tradable Sector of Iranian Economy
    by Shirinbakhsh, Shamsollah & Moghaddas Bayat, Maryam

  • 2011 Public Capital and Regional Economic Growth: a SVAR Approach for the Spanish Regions
    by Márquez, Miguel A. & Ramajo, Julián & Hewings, Geoffrey J. D.

  • 2011 Forecasting Recessions in Turkey with Qual-VAR Models
    by Tunay, K. Batu

  • 2011 Comparison of VaR estimation methods for different forecasting samples for Russian stocks
    by Shcherba, Alexandr

  • 2011 Multivariate skewed t-distribution with degrees of freedom vector and its application to financial modeling
    by Balaev , Alexey

  • 2011 Export Instability, Income Terms of Trade Instability and Growth: The Case of India
    by Faiz Bilquees & Tahir Mukhtar

  • 2011 Presiones cambiarias en el Perú: Un enfoque no lineal
    by Morales Vásquez, Daniel

  • 2011 Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)
    by Alexei Kolokolov

  • 2011 Modeling multivariate parametric densities of financial returns (in Russian)
    by Alexey Balaev

  • 2011 Optimization models of rail transportation under the financial crisis
    by Gheorghe-Stelian BALAN & Mariana BALAN

  • 2011 Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models
    by Justyna Wróblewska

  • 2011 A Bayesian Analysis of Exogeneity in Models with Latent Variables
    by Anna Pajor

  • 2011 Inflation Targeting and Its Impact on the Nature of the Money Supply and the Financial Imbalances
    by Tomáš Munzi & Petr Hlaváč

  • 2011 Comparing the Convergence of Czech Economy with Selected Euro Zone Members Using Impulse-Response Functions and Supply and Demand Shocks
    by Roman Hušek & Tomáš Formánek

  • 2011 The Current Account Dynamics in Pakistan: An Intertemporal Optimisation Perspective
    by Tahir Mukhtar & Aliya H. Khan

  • 2011 The Foreign-Income and Real-Exchange-Rate Elasticities of Bangladesh Exports
    by Akhand Akhtar Hossain

  • 2011 Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta
    by Guillermo Lavanda & Gabriel Rodríguez

  • 2011 Estimating Potential Output in Romania using a Structural VAR
    by Stoica Tiberiu

  • 2011 The Impact of International Financial Crisis on Bank Lending to Households. A VAR Approach
    by Popescu Iulian

  • 2011 The Relationship Between Productivity and Relative Prices in Romania (Balassa-Samuelson Internal Mechanism)
    by Ghiba Nicolae

  • 2011 An Investigation Of Longrun Relationship Between Economic Growth, Investment And Export In Romania
    by Mester Ioana Teodora & Simut Ramona Marinela

  • 2011 The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model
    by Konstantins Benkovskis & Andrejs Bessonovs & Martin Feldkircher & Julia Wörz

  • 2011 FDI, Trade and Growth in CESEE Countries
    by Jarko Fidrmuc & Reiner Martin

  • 2011 Um modelo integrado econométrico+insumo-produto para previsão de longo prazo da demanda de combustíveis no Brasil [An integrated econometric+input-output model for long term forecast of fuel demand in Brazil]
    by Flaviane Souza Santiago & Rogério Silva de Mattos & Fernando Salgueiro Perobelli

  • 2011 Modelling International Monthly Tourist in Spain/Modelización de llegadas mensuales de turistas a España
    by JUNCAL CUÑADO & ALBERIKO GIL-ALANA, LUIS & PEREZ DE GRACIA, FERNANDO

  • 2011 Liquidez del mercado a plazo y volatilidad de precios a contado en el mercado de electricidad en España/Liquidity in the Contract Market and Price Volatility in the Spanish Electricity Spot Market
    by LÓPEZ MILLA, JULIÁN & RUBIA, ANTONIO

  • 2011 Impacto macroeconómico de las inversiones en la red de transporte de la electricidad en España/Macroeconomic Impact of Investment in the electrical Network in Spain
    by PÉREZ Y PÉREZ, LUIS & SANAÚ VILLARROYA, JAIME & SANZ VILLARROYA, ISABEL

  • 2011 Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients
    by Jorge Uribe

  • 2011 Egyenes vagy S alakú a Jánossy-féle trendvonal?. Hosszú távú egyensúlyi állapot Maddison adatai és az új növekedéselmélet tükrében
    by Tarján, Tamás

  • 2011 Növekedés, deficit és adósság - fenntartható keretben
    by Ábel, István & Kóbor, Ádám

  • 2011 Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach
    by Keiichi Kubota & Hitoshi Takehara

  • 2011 Business Cycle Co-movement and Trade Intensity in the Euro Area: is there a Dynamic Link?
    by Marcus Kappler

  • 2011 Predictive Ability of Business Cycle Indicators under Test - A Case Study for the Euro Area Industrial Production
    by Kai Carstensen & Klaus Wohlrabe & Christina Ziegler

  • 2011 Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
    by Roxana Halbleib & Valeri Voev

  • 2011 Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
    by Helmut Luetkepohl

  • 2011 Purchasing Power Parity Influence On Real Exchange Rate Behavior In Romania
    by Nicolae Ghiba

  • 2011 Agricultural Policy Reforms And Spatial Integration Of Food Grain Markets In India
    by Madhusudan Ghosh

  • 2011 Public Investment, Economic Performance And Budgetary Consolidation: Var Evidence For The First 12 Euro Countries
    by Alfredo Marvao Pereira & Maria de Fatima Pinho

  • 2011 The Great Moderation: Evidence from Five Asian Emerging Countries
    by WenShow Fang & Jen-Ching Tseng & Shu-Ching Cheng

  • 2011 Hysteresis in Unemployment: Evidence from OECD Countries
    by Shu-Ching Huang

  • 2011 The Causal Relationship between Stock Prices and Exchange Rates: Evidence from the G-7
    by Shyh-Wei Chen & Tzu-Chun Chen

  • 2011 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
    by Mohammad R. Jahan-Parvar (bio) & Hassan Mohammadi (bio)

  • 2011 The effects of reducing European and American subsidies on agricultural exports of developing countries
    by Neveen M. Torayeh (bio)

  • 2011 The role of aggregate demand and supply shocks in a low-income country:evidence from Bangladesh
    by Omar H.M.N. Bashar0

  • 2011 Acýk Enflasyon Hedeflemesi Doneminde Parasal Aktarim Mekanizmasinin Doviz Kuru Kanali: Turkiye Uzerine Ekonometrik Bir Analiz
    by Sevda YAPRAKLI

  • 2011 An Empirical Model for the Turkish Trade Balance: New Evidence from ARDL Bounds Testing Analyses
    by H. Bayram Irhan & Nur Dilbaz Alacahan & Levent Korap

  • 2011 Il principio di conservazione della dinamica e le tecniche di riconciliazione di serie storiche nella stima dell’occupazione trimestrale per settore istituzionale
    by Marianna Ascione & Giancarlo Lutero

  • 2011 Empirical Evidence on the Convergence of Interest Rates for IFRS 4: SPSM Using the Panel KSS Test
    by Chih-Kai Chang

  • 2011 A Procedure for Testing Granger Causality of Infinite Order
    by Fathali Firoozi & Donald Lien

  • 2011 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
    by Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth

  • 2011 Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul
    by Numan Ülkü

  • 2011 The Financial Crisis and the Stock Markets of the CEE Countries
    by Renatas Kizys & Christian Pierdzioch

  • 2011 Inflation Convergence and the New Keynesian Phillips Curve in the Czech Republic
    by Katarína Danišková & Jarko Fidrmuc

  • 2011 Behavioural models for manufacturing firms: analysing survey data
    by Luciana Crosilla & Marco Malgarini

  • 2011 Abnormal Returns on CEFs and in Pre-and-Post-Credit-Crunch Periods
    by Emmanouil Mavrakis

  • 2011 The Impact of the US Automobile Crisis on Mexico’s Car and Truck Subsector
    by Jorge Eduardo Mendoza Cota

  • 2011 External Shocks and Sources of Macroeconomic Fluctuation: A SVEC Model based proposal for Argentina’s Economy
    by Luis N. Lanteri

  • 2011 Modelling unemployment in the presence of excess labour supply
    by Marga Peeters

  • 2011 Demographics, dividend clienteles and the dividend premium
    by Lee, King Fuei

  • 2011 Should the government directly intervene in stock market during a crisis?
    by Khan, Salman & Batteau, Pierre

  • 2011 Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence
    by Kurita, Takamitsu

  • 2011 Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
    by Chang, Chia-Lin & Khamkaew, Thanchanok & McAleer, Michael & Tansuchat, Roengchai

  • 2011 Testing the international linkage in the platinum-group metal futures markets
    by Aruga, Kentaka & Managi, Shunsuke

  • 2011 Asymmetric inflation dynamics: Evidence from quantile regression analysis
    by Tsong, Ching-Chuan & Lee, Cheng-Feng

  • 2011 Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions
    by Phillips, Kerk L. & Spencer, David E.

  • 2011 International comovements in inflation rates and country characteristics
    by Neely, Christopher J. & Rapach, David E.

  • 2011 Monetary policy and the exchange rate: Evaluation of VAR models
    by Jääskelä, Jarkko P. & Jennings, David

  • 2011 Do house price developments spillover across euro area countries? Evidence from a global VAR
    by Vansteenkiste, Isabel & Hiebert, Paul

  • 2011 An empirical model for Japan’s business fixed investment
    by Kurita, Takamitsu

  • 2011 A further investigation of unemployment persistence in European transition economies
    by Cuestas, Juan C. & Gil-Alana, Luis A. & Staehr, Karsten

  • 2011 Conditional beta pricing models: A nonparametric approach
    by Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan

  • 2011 The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market
    by Hong, Gwangheon & Lee, Bong Soo

  • 2011 A model of carbon price interactions with macroeconomic and energy dynamics
    by Chevallier, Julien

  • 2011 Nonparametric modeling of carbon prices
    by Chevallier, Julien

  • 2011 An hour-ahead prediction model for heavy-tailed spot prices
    by Kim, Jae Ho & Powell, Warren B.

  • 2011 Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape
    by Serinaldi, Francesco

  • 2011 The impact of oil shocks on the Spanish economy
    by Gómez-Loscos, Ana & Montañés, Antonio & Gadea, M. Dolores

  • 2011 Financial integration and currency risk premium in CEECs: Evidence from the ICAPM
    by Boubakri, Salem & Guillaumin, Cyriac

  • 2011 Stock market correlations between China and its emerging market neighbors
    by Jayasuriya, Shamila A.

  • 2011 Foreign and domestic growth drivers in Eastern Europe
    by Weber, Enzo

  • 2011 Bayesian inference in a time varying cointegration model
    by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.

  • 2011 Particle filters for continuous likelihood evaluation and maximisation
    by Malik, Sheheryar & Pitt, Michael K.

  • 2011 Volatility contagion: A range-based volatility approach
    by Chiang, Min-Hsien & Wang, Li-Min

  • 2011 A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
    by Swensen, Anders Rygh

  • 2011 A consistent nonparametric test for nonlinear causality—Specification in time series regression
    by Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho

  • 2011 On the feasibility of monetary union: Does it make sense to look for shocks symmetry across countries when none of the countries constitutes an optimum currency area?
    by Jean Louis, Rosmy & Brown, Ryan & Balli, Faruk

  • 2011 Fiscal consolidation with high growth: A policy simulation model for India
    by Mundle, Sudipto & Bhanumurthy, N.R. & Das, Surajit

  • 2011 Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
    by Chevallier, Julien

  • 2011 A small New Keynesian state space model of the Australian economy
    by Leu, Shawn Chen-Yu & Sheen, Jeffrey

  • 2011 Uncertainty in the public debt market and stochastic long-run growth
    by Tsintzos, Panagiotis & Dergiades, Theologos

  • 2011 Macro-econometric modelling for the Nigerian economy: A growth–poverty gap analysis
    by Akanbi, Olusegun A. & Du Toit, Charlotte B.

  • 2011 Leader of the pack? German monetary dominance in Europe prior to EMU
    by Reade, J. James & Volz, Ulrich

  • 2011 Monetary policy and credit cards: Evidence from a small open economy
    by Yilmazkuday, Hakan

  • 2011 A New Keynesian SVAR model of the Australian economy
    by Leu, Shawn Chen-Yu

  • 2011 Fitting observed inflation expectations
    by Del Negro, Marco & Eusepi, Stefano

  • 2011 How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2011 Calvo vs. Rotemberg in a trend inflation world: An empirical investigation
    by Ascari, Guido & Castelnuovo, Efrem & Rossi, Lorenza

  • 2011 Responding to the global financial crisis: Vietnamese exchange rate policy, 2008–2009
    by Takagi, Shinji & Pham, Thi Hoang Anh

  • 2011 Chinese exchange rate and price effects on G3 import prices
    by Granville, Brigitte & Mallick, Sushanta & Zeng, Ning

  • 2011 Energy-Growth Causality: Asian Countries Revisited
    by Evan Lau & Xiao-Hui Chye & Chee-Keong Choong

  • 2011 Multivariate Cointegration and Causality between Exports, Electricity Consumption and Real Income per Capita: Recent Evidence from Japan
    by Janesh Sami

  • 2011 Electricity Consumption and Economic Growth: Trivariate investigation in Botswana with Capital Formation
    by Sakiru Adebola Solarin

  • 2011 Investigating Seasonal Patterns in Developing Countries: The Case of FYROM Stock Market
    by Andreas Georgantopoulos & Anastasios Tsamis

  • 2011 Monetary Policy, Construction Sector Output and Housing Prices in India: An Emerging Economy Perspective
    by Hrushikesh MALLICK

  • 2011 Manufactured Exports And Economic Growth In Egypt: Cointegration And Causality Analysis
    by Neveen M. TORAYEH

  • 2011 Un modelo de corrección de errores para la relación entre el consumo de energía y el PIB en Colombia (1970-2009)
    by Jacobo Campo R. & Viviana Sarmiento

  • 2011 Un sistema casi ideal de demanda para el gasto en Colombia: Una estimación utilizando el método generalizado de los momentos en el período 1968-2007
    by Daniel Londoño Cano & Edwar Londoño Zapata & Andrés Ramirez Hassan

  • 2011 Integracion espacial del mercado de la carne en las tres principales ciudades de Colombia: Evidencia de las series de precios
    by Julio Cesar Alonso & Ana Isabel Gallego

  • 2011 Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica
    by Uribe Gil, Jorge Mario

  • 2011 Estudio del fenómeno de inflación importada vía precios del petróleo y su aplicación al caso colombiano mediante el uso de modelos VAR para el periodo 2000-2009
    by Heivar Yesid Rodríguez Pinzón

  • 2011 Choques, instituciones laborales y desempleo en Colombia
    by Juan José Echavarría & Enrique López & Sergio Ocampo & Norberto Rodríguez

  • 2011 Regulación y valor en riesgo
    by Luis Fernando Melo & Joan Camilo Granados

  • 2011 Pass-through of International Food Prices to Domestic Inflation During and After the Great Recession: Evidence from a Set of Latin American Economies
    by Munir Jalil & Esteban Tamayo

  • 2011 Estimation of R&D depreciation rates: a suggested methodology and preliminary application
    by Ning Huang & Erwin Diewert

  • 2011 The impact of nonlinearities for carbon markets analyses
    by Julien Chevallier

  • 2011 Macro factors in oil futures returns
    by Yannick Le Pen & Benoît Sévi

  • 2011 Recent developments on commodity, energy and carbon markets: an introduction
    by Valérie Mignon

  • 2011 Non-linear dynamics of real wages over the business cycle
    by Carlo Altavilla & Concetto Paolo Vinci

  • 2011 Structural breaks and real convergence in OPEC countries
    by Juncal Cunado

  • 2011 Impact de la crise sur la croissance potentielle. Une approche par les modèles à composantes inobservables
    by Mabrouk Chetouane & Matthieu Lemoine & Marie-Elisabeth de la Serve

  • 2011 Riesgo macroeconómico y bolivianización: Un análisis de cointegración con un portafolio dinámico no estacionario de mínima varianza
    by Rolando Manuel Gonzáles Martínez

  • 2011 La apreciación del tipo de cambio y su efecto en la balanza comercial. Caso boliviano (2006 - 2008)
    by Boris A. Luna Acevedo

  • 2011 Liquidity, Price Impact And Trade Informativeness – Evidence From The London Stock Exchange
    by Nataša Teodorović

  • 2011 The Effects of Real and Nominal Shocks on Real and Nominal Exchange Rates: The Case of Turkey
    by Ahmet Murat ALPER

  • 2011 Uncertainty and Portfolio Dollarization. The Argentine Case in the Last Half Century
    by Tamara Burdisso & Eduardo Ariel Corso

  • 2011 Efficient-Market Hypothesis and the Global Financial Crises – on the Example of SOFIX, DJIA and DAX Indexes
    by Vladimir Tsenkov

  • 2011 The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States
    by Grigori Fainstein & Igor Novikov

  • 2011 Exchange Rates and Inflation Rates: Exploring Nonlinear Relationships
    by Bahram Adrangi & Mary E. Allender & Kambiz Raffiee

  • 2011 Liquidity and Asset Prices: How Strong are the Linkages?
    by Christian Dreger & J¨¹rgen Wolters

  • 2011 Argentina: Feeding on Food Crisis?
    by Ahmet Ozyigit & Fehiman Eminer

  • 2011 Insurance Market Activity and Economic Growth: Evidence from Nigeria
    by Philip Chimobi Omoke

  • 2011 Inflation and Budget Deficit: What is the Relationship in Portugal?
    by Agostinho S. Rosa

  • 2011 An Empirical Analysis On The Integration Of The Stock Exchanges Of The Ise With Those Of European Union Mediterranean Countries
    by Mustafa Ibicioglu & Ayhan Kapusuzoglu

  • 2011 The Effects Of Aggregate Demand And Supply Shocks On Output And Inflation In Turkey, 1987-2009
    by Zekeriya Yildirim

  • 2011 The Relationship Between Exchange Rate And Exports In Romania Using A Vector Autoregressive Model
    by Carmen Sandu & Nicolae Ghiba

  • 2011 Alternative bvar models for forecasting inflation
    by H. Heidari

  • 2011 An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange
    by Elie BOURI

  • 2011 Are World Commodity Prices Relevant in Predicting Inflation in Botswana?
    by Kagiso Mangadi & Francis Okurut & Dauda Yinusa

  • 2011 The Impact of Rand/US Dollar Exchange Rate Volatility on the Performance of Futures Markets for Agricultural Commodities
    by Motlatjo Moholwa & Guangling (Dave) Liu

  • 2011 Measuring core inflation in Italy comparing aggregate vs. disaggregate price data
    by Giacomo Sbrana & Andrea Silvestrini

  • 2011 A Non-Stationary Perspective on the Euro Area Business Cycle
    by Louise Holm

  • 2011 From the General to the Specific—Modelling Inflation in China
    by J. James Reade & Ulrich Volz

  • 2011 An Analysis of Supply Response for Natural Rubber in Cambodia
    by Samin Much & Sopin Tongpan & Prapinwadee Sirisupluxana

  • 2011 Sign Restrictions in Structural Vector Autoregressions: A Critical Review
    by Ren�e Fry & Adrian Pagan

  • 2010 The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa
    by Riona Arjoon & Mariette Botes & Laban K. Chesang & Rangan Gupta

  • 2010 Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
    by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller

  • 2010 Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics
    by Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk

  • 2010 Impact d’un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers
    by Le Pen, Yannick & Sévi, Benoît

  • 2010 Socially Responsable Investing: Myths and Realities
    by Monjon, Stéphanie & Capelle Blancard, Gunther

  • 2010 Measuring Monetary Policy in a Small Open Economy with Managed Exchange Rates: The Case of Taiwan
    by Tai-kuang Ho & Kuo-chun Yeh

  • 2010 The Aggregate Production Function of the Finnish Economy in the Twentieth Century
    by Arto Luoma & Jani Luoto

  • 2010 On Measuring Country Risk: A new System Modelling Approach - La misura del rischio paese: un nuovo approccio system modelling
    by Chopra, Parvesh K. & Kanji, Gopal K.

  • 2010 An Analysis of the Dynamic Linkages between the Cash Rate and the Government Yield Curve: A Case Study - Un’analisi della relazione dinamica tra cash rate e curva dei rendimenti dei titoli pubblici: studio di un caso
    by Masih, A. Mansur M. & Ryan, Vicky

  • 2010 Reassessing the Dynamic Links between Trade and Growth: New Empirical Evidence from India - Un riesame delle relazioni tra commercio estero e crescita economica:nuova evidenza empirica per l’India
    by Tronzano, Marco

  • 2010 Impact of the Economic Crisis on the Countries in Eastern Europe (III) Literature Review, Theory and Empirical Evidence
    by Dobra Iulian

  • 2010 Impact of the Economic Crisis on the Countries in Eastern Europe (II)
    by Dobra Iulian

  • 2010 Impact of the Economic Crisis on the Countries in Eastern Europe (I - Literature Review, Theory and Empirical Evidence)
    by Dobra Iulian

  • 2010 An analysis of two leading indicators of economic growth in Turkey: Monthly manufacturing industry output and CNBC-e consumption indices
    by Erhan ASLANOĞLU & Sadullah ÇELİK

  • 2010 Asimetrik etkiler altında Okun Yasası’nın Eşik Hata Düzeltme Modeli ile sınanması: Türkiye örneği
    by Recep TARI & Tezcan ABASIZ

  • 2010 Türkiye için aylık istihdam verilerinin Durum-Uzay Metodu kullanılarak tahmin edilmesi
    by Murat TAŞDEMİR & Sami TABAN

  • 2010 Dynamic Macroeconomic Effects of Public Capital: Evidence from Regional Italian Data
    by Valter Di Giacinto & Giacinto Micucci & Pasqualino Montanaro

  • 2010 Predicción de errores de proyección de inflación en Chile
    by Bentancor, Andrea & Pincheira, Pablo

  • 2010 Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case
    by Olga Susana M. Monteiro & Artur C. B. da Silva Lopes

  • 2010 Malthus was right: new evidence from a time-varying VAR
    by Alexander Rathke & Samad Sarferaz

  • 2010 Real wages and the business cycle in Germany
    by Marczak, Martyna & Beissinger, Thomas

  • 2010 Chinese monetary policy and the dollar peg
    by Reade, J. James & Volz, Ulrich

  • 2010 The Electricity Consumption and Economic Growth Nexus in Pakistan: A New Evidence
    by Atif, Syed Muhammad & Siddiqi, Muhammad Wasif

  • 2010 The impact of macroeconomic news on quote adjustments, noise, and informational volatility
    by Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David

  • 2010 Tell-tale tails: A data driven approach to estimate unique market information shares
    by Grammig, Joachim G. & Peter, Franziska J.

  • 2010 User costs of housing when households face a credit constraint: evidence for Germany
    by Dümmler, Tobias & Kienle, Stephan

  • 2010 What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?
    by Dötz, Niko & Fischer, Christoph

  • 2010 Trend and cycle features in German residential investment before and after reunification
    by Knetsch, Thomas A.

  • 2010 Empirical simultaneous confidence regions for path-forecasts
    by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano

  • 2010 Loan supply in Germany during the financial crisis
    by Busch, Ulrike & Scharnagl, Michael & Scheithauer, Jan

  • 2010 Business Cycles around the Globe: A Regime Switching Approach
    by Sumru Altuğ & Melike Bildirici

  • 2010 Does the nominal exchange rate regime affect the real interest parity condition?
    by Christian Dreger

  • 2010 Sectoral productivity and spillover effects of FDI in Latin America
    by Gabriele Tondl & Jorge A. Fornero

  • 2010 The Size of the Government and Economic Growth: An Empirical Study of Sri Lanka
    by Shanaka Herath

  • 2010 An Empirical Characterization of Redistribution Shocks and Output Dynamics
    by Klemens Hauzenberger & Robert Stehrer

  • 2010 Price convergence and market integration in Russia
    by Konstantin Gluschenko

  • 2010 Is Monetary Policy in New Members States Asymmetric?
    by Borek Vasicek

  • 2010 Granger non-causality tests between (non)renewable energy consumption and output in Italy since 1861: the (ir)relevance of structural breaks
    by Andrea Vaona

  • 2010 A dynamic copula approach to recovering the index implied volatility skew
    by Matthias Fengler & Helmut Herwartz & Christian Werner

  • 2010 The dynamic effects of technological and non technological shocks in the energy sector: a case study for Italy
    by Giuseppe Travaglini

  • 2010 A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels
    by J. Isaac Miller

  • 2010 Syndicalisation et croissance économique : y a-t-il une exception française ?
    by Magali Jaoul-Grammare & Isabelle Terraz

  • 2010 Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering
    by Nicholas Apergis & Christina Christou & Stephen M. Miller

  • 2010 Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
    by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller

  • 2010 Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics
    by Rangan Gupta & Stephen M. Miller & Dylan van Wyk

  • 2010 The Effects of Uncertainty about Oil Prices in G-7
    by Don Bredin & John Elder & Stilianos Fountas

  • 2010 The Non-Linear Evolution of High Frequency Short Term Interest Rates
    by Peter Cripwell & David Edelman

  • 2010 Is Monetary Policy in New Members States Asymmetric?
    by Borek Vasícek

  • 2010 CO2 Emissions and Economic Activity: heterogeneity across countries and non stationary series
    by Matías Piaggio & Emilio Padilla

  • 2010 Endogeneity and Instrumental Variables in Dynamic Models
    by Florens, Jean-Pierre & Simon, Guillaume

  • 2010 Monetary policy through the “credit-cost channel”. Italy and Germany pre and post-EMU
    by Giuliana Passamani & Roberto Tamborini

  • 2010 Modelling Realized Covariances and Returns
    by Xin Jin & John M Maheu

  • 2010 Response speeds of direct and securitized real estate to shocks in the fundamentals
    by Elias Oikarinen & Martin Hoesli & Camilo Serrano

  • 2010 Does cointegration matter? An analysis in a RBC perspective
    by Bisio Laura & Faccini Andrea

  • 2010 Monetary Policy and Credit Cards: Evidence from a Small-Open Economy
    by Hakan Yilmazkuday

  • 2010 A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)
    by Necati Tekatli

  • 2010 Economic Uncertanity and Money Demand Stability in Turkey (Turkiye'de Ekonomik Belirsizlik ve Para Talebinin Istikrari)
    by K. Azim Ozdemir & Mesut Saygili

  • 2010 Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06)
    by Dungey, Mardi & Hvozdyk, Lyudmyla

  • 2010 Fiscal Dynamics in Ethiopia: The Cointegrated VAR Model with Quarterly Data
    by Pedro M. G. Martins

  • 2010 An Efficient test of Fiscal Sustainability
    by Vasco Gabriel & Pataaree Sangduan

  • 2010 Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship
    by Vasco Gabriel & Luis Martins

  • 2010 Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables
    by Nikolaos Antonakakis

  • 2010 Trade liberalisation and import price behaviour: the case of textiles and wearing apparels
    by Andreas Benedictow & Pål Boug

  • 2010 Estimating a stock-flow model for the Swiss housing market
    by Elizabeth Steiner

  • 2010 Evaluating currency crisis:A multivariate Markov switching approach
    by Kostas Mouratidis & Dimitris Kenourgios & Aris Samitas

  • 2010 Does Cointegration Matter? An Analysis in a RBC Perspective
    by Laura Bisio & Andrea Faccini

  • 2010 Identification in Structural Vector Autoregressions Through Graphical Modelling and Monetary Policy: A Cross-Country Analysis
    by Fragetta, Matteo

  • 2010 Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques
    by Ansgar Belke & Robert Czudaj

  • 2010 Monetary Policy, Global Liquidity and Commodity Price Dynamics
    by Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks

  • 2010 Time Variation in U.S. Wage Dynamics
    by B. HOFMANN & G. PEERSMAN & R. STRAUB

  • 2010 Obesity Prevention: A Review of the Interactions and Interventions, and some Policy Implications
    by Anura Amarasinghe & Gerard D'Souza

  • 2010 Adjustment capacity in a monetary union: a DSGE evaluation of Poland and Slovakia
    by Torój, Andrzej

  • 2010 Interrelations between consumption and wealth in Poland
    by Zachłod-Jelec, Magdalena

  • 2010 The effect of China's stock market reforms on market interdependence
    by Li, Hong

  • 2010 VAR Forecasting Using Bayesian Variable Selection
    by Dimitris Korobilis

  • 2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    by Paul Alagidede & Theodore Panagiotidis

  • 2010 Dynamic Specification Tests for Static Factor Models
    by Gabriele Fiorentini & Enrique Sentana

  • 2010 CO2 emissions and economic activity: heterogeneity across countries and non stationary series
    by Matías Piaggio & Emilio Padilla

  • 2010 VIX Dynamics with Stochastic Volatility of Volatility
    by Andreas Kaeck & Carol Alexander

  • 2010 Stochastic Volatility Jump-Diffusions for Equity Index Dynamics
    by Andreas Kaeck & Carol Alexander

  • 2010 Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?
    by Alexander Mihailov & Fabio Rumler & Johann Scharler

  • 2010 Monetary aggregates and monetary policy: an empirical assessment for Peru
    by Lahura, Erick

  • 2010 The Effects Of Monetary Policy Shocks In Peru: Semi-Structural Identification Using A Factor-Augmented Vector Autoregressive Model
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  • 2010 Monetary Policy and the Exchange Rate: Evaluation of VAR Models
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  • 2010 A Kernel Technique for Forecasting the Variance-Covariance Matrix
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  • 2010 Sign Restrictions in Structural Vector Autoregressions: A Critical Review
    by Renee Fry & Adrian Pagan

  • 2010 Cojumping: Evidence from the US Treasury Bond and Futures Markets
    by Mardi Dungey & Lyudmyla Hvozdyk

  • 2010 A Nonlinear Panel Model of Cross-sectional Dependence
    by George Kapetanios & James Mitchell & Yongcheol Shin

  • 2010 Likelihood inference for a fractionally cointegrated vector autoregressive model
    by Søren Johansen & Morten Ørregaard Nielsen

  • 2010 Critical Values for Cointegration Tests
    by James G. MacKinnon

  • 2010 Evaluating the strength of identification in DSGE models. An a priori approach
    by Nikolay Iskrev

  • 2010 Calendar Effects in Daily ATM Withdrawals
    by Paulo Soares Esteves & Paulo M.M. Rodrigues

  • 2010 The economic consequences of population and urbanization growth in Italy: from the 13th century to 1900. A discussion on the Malthusian dynamics
    by Bruno Chiarini

  • 2010 The Impact of Oil Prices in Turkey on Macroeconomics
    by Aktas, Erkan & Özenç, Çiğdem & Arıca, Feyza

  • 2010 Asymmetries of the Exchange Rate Pass Through to Domestic Prices: The Case of Costa Rica
    by Esquivel Monge, Manfred & Gomez Rodriguez, Jose Fabio

  • 2010 New Directions in Price Test for Market Definition
    by Zipitria, Leandro

  • 2010 Consumption of Electricity and Oil in Jordan: A non-parametric analysis using B-splines
    by Shahateet, Mohammed & Bdour, Jaber

  • 2010 International trade and economic growth in the Polish economy
    by Gurgul, Henryk & Lach, Łukasz

  • 2010 Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems
    by Lach, Łukasz

  • 2010 Fixed capital and long run economic growth: evidence from Poland
    by Lach, Łukasz

  • 2010 The causal link between Polish stock market and key macroeconomic aggregates
    by Gurgul, Henryk & Lach, Łukasz

  • 2010 Testing the relationship between FDI inflow and out flow in India: a critical analysis
    by Krishnankutty, Raveesh

  • 2010 The Effect of Crime on the Job Market: An ARDL approach to Argentina
    by Cerro, Ana María & Rodríguez Andrés, Antonio

  • 2010 Sources of Macroeconomic Fluctuations in MENA Countries
    by Balcilar, Mehmet & Bagzibagli, Kemal

  • 2010 The Electricity Consumption and Economic Growth Nexus in Pakistan: A New Evidence
    by Atif, Syed Muhammad & Siddiqi, Muhammad Wasif

  • 2010 Crecimiento Económico y Sector Externo en la Economía Ecuatoriana
    by Ochoa Jiménez, Diego

  • 2010 Backward recalculation of seasonal series affected by economic crisis: a Model-Based-Link method for the case of Turkish GDP
    by Buono, Dario & Alpay, Kocak

  • 2010 Does financial sector development cause investment and growth? empirical analysis of the case of Ghana
    by Adam, Anokye M. & Siaw, Frimpong

  • 2010 Effet du taux de change réel sur la balance commerciale: le cas du Gabon
    by Chomteu Kouam, Sorel Francine & Abo Ekomie, Alain & Bahouayila, Chancel

  • 2010 Vector autoregression with varied frequency data
    by Qian, Hang

  • 2010 Long-run identifying restrictions on VARs within the AS-AD framework
    by Pentecôte, J.-S.

  • 2010 Money demand and economic uncertainty in Barbados
    by Jackman, Mahalia

  • 2010 Efectos Macroeconómicos de la Política Fiscal en Ecuador 1993-2009
    by Carrillo, Paul A.

  • 2010 What does financial volatility tell us about macroeconomic fluctuations?
    by Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre

  • 2010 How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran
    by Khiabani, Nasser

  • 2010 The impact of real oil price on real effective exchange rate: The case of Azerbaijan
    by Hasanov, Fakhri

  • 2010 An application of dynamic factor model to dry Bulk Market - focusing on the analysis of synchronicity and idiosyncrasy in the sub-markets with different ship - size
    by Ko, Byoung Wook

  • 2010 “Modelo Dinámico para Análisis y Pronóstico del Producto Interno Bruto”: Un Enfoque Fiscal Aplicando un Modelo SVAR
    by Carrillo, Paul A.

  • 2010 Revisiting the empirical existence of the Phillips Curve for India
    by Karan Singh, B & Kanakaraj, A & Sridevi, T.O

  • 2010 Threshold GARCH modeling of the inflation & inflation uncertainty relationship: historical evidence from the Turkish economy
    by Korap, Levent

  • 2010 Financial Liberalization, Weighted Monetary Aggregates and Money Demand in Indonesia
    by Chin-Hong, Puah & Lee-Chea, Hiew

  • 2010 Modelos de predicción para la inflación de Chile
    by Idrovo Aguirre, Byron & Tejada, Mauricio

  • 2010 Kaldor-Verdoorn’s law and increasing returns to scale: a comparison across developed countries
    by Ofria, Ferdinando & Millemaci, Emanuele

  • 2010 Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā
    by Bessonovs, Andrejs

  • 2010 Testing homogeneity for real income and prices in a money demand equation: the case of Turkey
    by Korap, Levent

  • 2010 The Impact of Real Effective Exchange Rate on the Non-oil Export: The Case of Azerbaijan
    by Fakhri, Hasanov

  • 2010 The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model
    by Moussa, Zakaria

  • 2010 Money demand and economic uncertainty in Barbados
    by Jackman, Mahalia

  • 2010 Inflation persistence and the rationality of inflation expectations
    by Brissimis, Sophocles & Migiakis, Petros

  • 2010 Asymmetric Shocks and Co-movement of Price Indices
    by Rao, Nasir Hamid & Bukhari, Syed Kalim Hyder

  • 2010 A small scaled business-cycle analysis of the Turkish economy: some counter-cyclical evidence using new income series
    by Korap, Levent

  • 2010 Private sector balance, financial markets, and U.S. cycle: A SVAR analysis
    by Casadio, Paolo & Paradiso, Antonio

  • 2010 Are euro area inflation rates misaligned?
    by Lopez, Claude & Papell, David

  • 2010 Public Debt Dynamics and Debt Feedback
    by Reda, Cherif & Fuad, Hasanov

  • 2010 A monthly indicator of employment in the euro area: real time analysis of indirect estimates
    by Moauro, Filippo

  • 2010 Monetary aspects of short-term capital inflows in the Central European Countries
    by Mirdala, Rajmund

  • 2010 Real Exchange Rate Changes and Trade Balance in Pakistan: A Revisit
    by Shahbaz, Muhammad & Jalil, Abdul & Islam, Faridul

  • 2010 The dynamic effects of U.S. monetary policy on state unemployment
    by Korobilis, Dimitris & Gilmartin, Michelle

  • 2010 Previsioni delle Spese del Bilancio dello Stato attraverso i flussi di contabilità finanziaria
    by Bianchi, Giuseppe & Cesaroni, Tatiana & Ricchi, Ottavio

  • 2010 Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches
    by de Silva, Ashton J

  • 2010 Country Heterogeneity and Long-Run Determinants of Inflation in the Gulf Arab States
    by Basher, Syed Abul & Elsamadisy, Elsayed Mousa

  • 2010 Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India
    by Tiwari, Aviral & Shahbaz, Muhammad

  • 2010 Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange
    by Yilmaz, Tolgahan

  • 2010 How related are interbank and lending interest rates? Evidence on selected EU countries
    by Heryan, Tomas & Stavarek, Daniel

  • 2010 Does the purchasing power parity hypothesis hold after 1998?
    by Zanetti Chini, Emilio

  • 2010 Determinants of the exchange market pressure in the euro-candidate countries
    by Stavarek, Daniel

  • 2010 The links between inflation and inflation uncertainty at the longer horizon
    by Tsyplakov, Alexander

  • 2010 Economic growth, electricity consumption and foreign dependence in Italy between 1963 and 2007
    by Vecchione, Gaetano

  • 2010 Algunos métodos para modelar tendencias y su aplicación a las series de empleo sectorial en Puerto Rico
    by Toledo, Wilfredo

  • 2010 Wagner's law and augmented Wagner's law in EU-27. A time-series analysis on stationarity, cointegration and causality
    by Magazzino, Cosimo

  • 2010 Wagner's law and Italian disaggregated public spending: some empirical evidences
    by Magazzino, Cosimo

  • 2010 Estimating Central Bank preferences in a small open economy: Sweden 1995-2009
    by D'Adamo, Gaetano

  • 2010 Re-examination of the long-run purchasing power parity: further evidence from Turkey
    by Korap, Levent & Aslan, Özgür

  • 2010 Stochastic optimal hedge ratio: Theory and evidence
    by Hatemi-J, Abdulnasser & El-Khatib, Youssef

  • 2010 Determinantes del crecimiento económico del Ecuador bajo la Ley de Thirlwall
    by Ochoa, Diego & Alvarado, Rafael

  • 2010 Testing for nonlinear causation between capital inflows and domestic prices
    by Rashid, Abdul

  • 2010 Sources of exchange rate dynamics in the European transition economies
    by Mirdala, Rajmund

  • 2010 An econometric model to quantify benchmark downturn LGD on residential mortgages
    by Morone, Marco & Cornaglia, Anna

  • 2010 Pengaruh Jangka Pendek dan Jangka Panjang Perubahan Suku Bunga dan Kurs Rupiah Terhadap Harga Saham : Studi Empiris di Indonesia (2000:1 – 2010:4)
    by Maryatmo, Rogatianus

  • 2010 Spatial price dynamics in the EU F&V sector: the cases of tomato and cauliflower
    by Santeramo, Fabio Gaetano & Cioffi, Antonio

  • 2010 DSGE Model Validation in a Bayesian Framework: an Assessment
    by Paccagnini, Alessia

  • 2010 Identification of ‘pull’ & ‘push’ factors for the portfolio flows: SVAR evidence from the Turkish economy
    by Korap, Levent

  • 2010 An Analysis of the relationship between WTI term structure and oil market fundamentals in 2002-2009
    by Cavalcante, Mileno

  • 2010 Backward and forward closed solutions of multivariate models
    by Ludlow, Jorge

  • 2010 The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries
    by Hasanov, Mübariz & Omay, Tolga

  • 2010 QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles
    by Nyberg, Henri

  • 2010 Noncausal Vector Autoregression
    by Lanne, Markku & Saikkonen, Pentti

  • 2010 A cost-based empirical model of the aggregate price determination for the Turkish economy: a multivariate cointegration approach
    by Zeren, Fatma & Korap, Levent

  • 2010 Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions
    by Phillips, Kerk L. & Spencer, David E.

  • 2010 Ghana's Economic Growth in perspective: A time series approach to Convergence and Growth Determinants
    by Baafi Antwi, Joseph

  • 2010 Regional Integration and Dynamic Adjustments: Evidence from a Gross National Product Function for Canada and the United States
    by Chapda Nana, Guy & Gervais, Jean-Philippe & Larue, Bruno

  • 2010 Estimation and inference in unstable nonlinear least squares models
    by Boldea, Otilia & Hall, Alastair R.

  • 2010 Export-Led growth hypothesis: Evidence from Cote d’Ivoire
    by N'GUESSAN BI ZAMBE, SERGE CONSTANT

  • 2010 Measuring the dependence structure between yield and weather variables
    by Bokusheva, Raushan

  • 2010 Volatility Co-movement of ASEAN-5 Equity Markets
    by Oh, Swee-Ling & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali

  • 2010 Domestic fuel price and economic sectors in Malaysia: a future of renewable energy?
    by Jee, Hui-Siang Brenda & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali

  • 2010 A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle
    by Buss, Ginters

  • 2010 Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions
    by Mandler, Martin

  • 2010 Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
    by Mandler, Martin

  • 2010 Measuring Monetary Policy in Open Economies
    by Diego, Cerdeiro

  • 2010 QML estimation of a class of multivariate GARCH models without moment conditions on the observed process
    by Francq, Christian & Zakoian, Jean-Michel

  • 2010 Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia
    by Bušs, Ginters

  • 2010 Monetary Policy and Identification in SVAR Models: A Data Oriented Perspective
    by Fragetta, Matteo

  • 2010 Testing for Group-Wise Convergence with an Application to Euro Area Inflation
    by Lopez, Claude & Papell, David

  • 2010 Determinants of, and the Relationship between FDI and Economic Growth in Bangladesh
    by Ahamad, Mazbahul Golam & Tanin, Fahian

  • 2010 Modelling the Currency in Circulation for the State of Qatar
    by Balli, Faruk & Elsamadisy, Elsayed

  • 2010 Assessing substitution and complementary effects amongst crime typologies
    by Detotto, Claudio & Pulina, Manuela

  • 2010 Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
    by Guidi, Francesco

  • 2010 1980 Sonrasi ekonomik krizlerin Turkie tarim sektoru uzerindeki etkileri
    by Aktas, Erkan & Tuncer, İsmail & Aydın, Murat

  • 2010 The impact of changes in asset prices on real economic activity : a cointegration analysis for Germany
    by Andreas Nastansky & Hans Gerhard Strohe

  • 2010 The yield curve and the macro-economy across time and frequencies
    by Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares

  • 2010 Capital Inflows, Inflation and Exchange Rate Volatility: An Investigation for Linear and Nonlinear Causal Linkages
    by Abdul Rashid & Fazal Husain

  • 2010 Time-varying spot and futures oil price dynamics
    by Guglielmo Caporale & Davide Ciferri & Alessandro Girardi

  • 2010 Descomposición Histórica de la Inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta
    by Guillermo Lavanda & Gabriel Rodriguez

  • 2010 Un Indicatore di Attività Economica per la Lombardia e per le Province di Milano e Pavia
    by Donatella Baiardi & Carluccio Bianchi

  • 2010 Ranking Multivariate GARCH Models by Problem Dimension
    by Massimiliano Caporin & Michael McAleer

  • 2010 Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options
    by Massimiliano Caporin & Juliusz Pres' & Hipolit Torro

  • 2010 Discrete-valued Levy processes and low latency financial econometrics
    by Neil Shephard & David G. Pollard & Ole E. Barndorff-Nielsen

  • 2010 Foreign and Domestic Growth Drivers in Eastern Europe
    by Enzo Weber

  • 2010 The 2008-09 Crisis in Turkey: Performance, Policy Responses and Challenges for Sustaining the Recovery
    by Łukasz Rawdanowicz

  • 2010 Are Global Imbalances Sustainable?: Shedding Further Light on the Causes of Current Account Reversals
    by Luiz de Mello & Pier Carlo Padoan & Linda Rousová

  • 2010 Debt dynamics and excess sensitivity of consumption to transitory wealth changes
    by Emmanuel De Veirman & Ashley Dunstan

  • 2010 Fiscal consolidation with high growth: A policy simulation model for India
    by Mundle, Sudipto & Bhanumurthy, N.R. & Das, Surajit

  • 2010 An Efficient Test of Fiscal Sustainability
    by Vasco J. Gabriel & Pataaree Sangduan

  • 2010 Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship
    by Vasco J. Gabriel & Luis F. Martins

  • 2010 The yield curve and the macro-economy across time and frequencies
    by Luís Francisco Aguiar & Manuel M. F. Martins & Maria Joana Soares

  • 2010 A Re-examination of the U.S. Underground Economy: Size, Estimation, and Policy Implications
    by M. Kabir Hassan & Jung Suk-Yu

  • 2010 Purchasing power parity in OECD countries: nonlinear unit root tests revisited
    by Juan Carlos Cuestas & Paulo José Regis

  • 2010 Nonlinearities in Stock Returns for Some Recent Entrants to the EU
    by Barry Harrison & Winston Moore

  • 2010 Estimating Turning Points Using Large Data Sets
    by James H. Stock & Mark W. Watson

  • 2010 Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
    by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide

  • 2010 Does Labor Supply Matter During a Recession? Evidence from the Seasonal Cycle
    by Casey B. Mulligan

  • 2010 Modeling Financial Contagion Using Mutually Exciting Jump Processes
    by Yacine Aït-Sahalia & Julio Cacho-Diaz & Roger J.A. Laeven

  • 2010 An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor
    by Miguel Casares & Antonio Moreno & Jesús Vázquez

  • 2010 Addictive behavior in cinema demand: evidence from Korea
    by Sangho KIM & Donghyun PARK

  • 2010 Beyond Panel Unit Root Tests : Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel
    by MOON, H.R. & PERRON, Benoit

  • 2010 Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
    by MOON, Hyungsik Roger & PERRON, Benoit

  • 2010 The price elasticity of electricity demand in South Australia
    by Shu Fan & Rob Hyndman

  • 2010 VARs, Cointegration and Common Cycle Restrictions
    by Heather M Anderson & Farshid Vahid

  • 2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps
    by Yin Liao & Heather M. Anderson & Farshid Vahid

  • 2010 Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand
    by George Athanasopoulos & Ashton de Silva

  • 2010 Assessing the Predictive Power of Labor-Market Indicators of Inflation
    by Nourzad, Farrokh

  • 2010 Fiscal Foresight and the Effects of Government Spending
    by Mario Forni & Luca Gambetti

  • 2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
    by Mario Forni & Luca Gambetti

  • 2010 The Federal Funds Rate and the Conduction of the International Orchestra
    by Antonio Ribba

  • 2010 Sources of Unemployment Fluctuations in the USA and in the Euro Area in the Last Decade
    by Antonio Ribba

  • 2010 A Structural Vector Autoregressive (SVAR) model for the Hungarian labour market
    by Zoltán M. Jakab & Éva Kaponya

  • 2010 Is wine a financial parachute?
    by Lucia BALDI & Massimo PERI & Daniela VANDONE

  • 2010 What Explains Output Volatility? Evidence from the G3
    by Maria Grydaki & Stilianos Fountas

  • 2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    by Paul Alagidede & Theodore Panagiotidis

  • 2010 Causal Relationship between Stock Prices and Exchange Rates
    by Paul Alagidede & Theodore Panagiotidis & Xu Zhang

  • 2010 Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions
    by Martin Mandler

  • 2010 Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
    by Martin Mandler

  • 2010 Stock Returns and Monetary Policy: Are There Any Ties ?
    by Hafedh Bouakez & Badye Omar Essid & Michel Normandin

  • 2010 On the Forecasting Accuracy of Multivariate GARCH Models
    by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

  • 2010 Measuring the Effects of Fiscal Policy
    by Hafedh Bouakez & Foued Chihi & Michel Normandin

  • 2010 Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
    by Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina

  • 2010 The Household Sector Financial Balance, Financing Gap, Financial Markets, and Economic Cycles in the US Economy: A Structural VAR Analysis
    by Paolo Casadio & Antonio Paradiso

  • 2010 Infinite-variance, Alpha-stable Shocks in Monetary SVAR
    by Greg Hannsgen

  • 2010 Economic Value of Stock and Interest Rate Predictability in the UK
    by Stephen Hall & Kavita Sirichand

  • 2010 Decision-Based Forecast Evaluation of UK Interest Rate Predictability
    by Stephen Hall & Kavita Sirichand

  • 2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
    by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat

  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Massimiliano Caporin & Michael McAleer

  • 2010 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
    by Massimiliano Caporin & Michael McAleer

  • 2010 Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
    by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat

  • 2010 Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
    by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat

  • 2010 Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
    by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat

  • 2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
    by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat

  • 2010 Ten Things We Should Know About Time Series
    by Michael McAleer & Les Oxley

  • 2010 An Invariance Property of the Common Trends under Linear Transformations of the Data
    by Søren Johansen & Katarina Juselius

  • 2010 An Extension of Cointegration to Fractional Autoregressive Processes
    by Søren Johansen

  • 2010 The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level
    by Søren Johansen

  • 2010 Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models
    by Dennis Kristensen & Anders Rahbek

  • 2010 Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
    by Søren Johansen & Morten Ørregaard Nielsen

  • 2010 Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
    by Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor

  • 2010 Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey
    by Sule Akkoyunlu & Boriss Siliverstovs

  • 2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    by Paul Alagidede & Theodore Panagiotidis

  • 2010 Business Cycles around the Globe: A Regime Switching Approach
    by Sumru Altug & Melike Bildirici

  • 2010 Causal Inference by Independent Component Analysis with Applications to Micro- and Macroeconomic Data
    by Alessio Moneta & Doris Entner & Patrik Hoyer & Alex Coad

  • 2010 An Empirical Study of the Relationships between CO2 Emissions, Economic Growth and Openness
    by Choi, Eunho & Heshmati, Almas & Cho, Yongsung

  • 2010 An Empirical Study of the Relationships between CO2 Emissions, Economic Growth and Openness
    by Choi, Eunho & Heshmati, Almas & Cho, Yongsung

  • 2010 Real Wages and the Business Cycle in Germany
    by Marczak, Martyna & Beissinger, Thomas

  • 2010 Real Wages and the Business Cycle in Germany
    by Marczak, Martyna & Beissinger, Thomas

  • 2010 A First Look on the New Halle Economic Projection Model
    by Sebastian Giesen & Oliver Holtemöller & Juliane Scharff & Rolf Scheufele

  • 2010 Money and Inflation: The Role of Persistent Velocity Movements
    by Makram El-Shagi & Sebastian Giesen

  • 2010 Has the Euro Increased International Price Elasticities?
    by Oliver Holtemöller & Götz Zeddies

  • 2010 An Evolutionary Algorithm for the Estimation of Threshold Vector Error Correction Models
    by Makram El-Shagi

  • 2010 The Impact of the Global Economic Crisis on Cambodia
    by Pisey Khin & Ryuta Ray Kato

  • 2010 Milking The Prices: The Role of Asymmetries in the Price Transmission Mechanism for Milk Products in Austria
    by Octavio Fern?ndez-Amador & Josef Baumgartner & Jes?s Crespo-Cuaresma

  • 2010 Extracting information on inflation from consumer and wholesale prices and the NKE aggregate supply curve
    by Ashima Goyal & Shruti Tripathi

  • 2010 The NAIRU and the Extent of the Low-Pay Sector
    by Marcel Garz

  • 2010 The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates
    by Junko Koeda & Ryo Kato

  • 2010 Is more exchange rate intervention necessary in small open economies? The role of risk premium and commodity shocks
    by Carlos Garcia & Wildo Gonzalez

  • 2010 Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System
    by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.

  • 2010 Cointegration Analysis with State Space Models
    by Wagner, Martin

  • 2010 Endogeneity and Instrumental Variables in Dynamic Models
    by Florens, Jean-Pierre & Simon, Guillaume

  • 2010 The 2007-? financial crisis: a euro area money market perspective
    by Nuno Cassola & Claudio Morana

  • 2010 Bank and Official Interest Rates: How Do They Interact over Time?
    by G. C. Lim & Sarantis Tsiaplias & C. L. Chua

  • 2010 Prognose mit nichtparametrischen Verfahren
    by Wolfgang Karl Härdle & Rainer Schulz & Weining Wang

  • 2010 High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model
    by Song Song & Wolfgang K. Härdle & Ya'acov Ritov

  • 2010 Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model
    by Roberto Leon-Gonzalez & Fuyu Yang

  • 2010 The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility
    by Nikolaus Hautsch & Dieter Hess & David Veredas

  • 2010 Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model
    by Nikolaus Hautsch & Fuyu Yang

  • 2010 Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small
    by Shinya Tanaka & Eiji Kurozumi

  • 2010 Model Selection Criteria in Multivariate Models with Multiple Structural Changes
    by Eiji Kurozumi & Purevdorj Tuvaandorj

  • 2010 Financial Intermediation and Economic Growth: Evidence from the Baltic countries
    by Soultanaeva, Albina

  • 2010 The Impact of Stock Market Jumps on Time-Varying Return Correlations: Empirical Evidence from the Baltic Countries
    by Hellström, Jörgen & Soultanaeva, Albina

  • 2010 A New Ridge Regression Causality Test in the Presence of Multicollinearity
    by Månsson, Kristofer & Shukur, Ghazi & Sjölander, Pär

  • 2010 China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets
    by Johansson, Anders C.

  • 2010 Stock and Bond Relationships in Asia
    by Johansson, Anders C.

  • 2010 A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance
    by Hacker, R. Scott & Hatemi-J, Abdulnasser

  • 2010 An Investigation of the Causal Relations between Exchange Rates and Interest Rate Differentials Using Wavelets
    by Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer

  • 2010 Factors Explaining Crop Price Developments - Time-Series Evidence for Developing and Developed Countries
    by Raabe, Katharina

  • 2010 Chinese Saving Dynamics: The Impact of GDP Growth and the Dependent Share
    by Carl Bonham & Call Wiemer

  • 2010 Forecasting Based on Common Trends in Mixed Frequency Samples
    by Peter Fuleky & Carl Bonham

  • 2010 Chinese Saving Dynamics: The Impact of GDP Growth and Dependent Share
    by Carl Bonham & Calla Wiemer

  • 2010 Permanent and Transitory Macroeconomic Relationships between China and the Developed World
    by Tara Sinclair & Yeuqing Jia

  • 2010 Persistence-robust Granger causality testing
    by Dietmar Bauer & Alex Maynard

  • 2010 Price Dynamics in Tanzanian Maize Markets: Insights from a Semiparametric Cointegration Model
    by Rico Ihle & Stephan von Cramon-Taubadel

  • 2010 Assessing Seasonal Asymmetric Price Transmission in Ghanaian Tomato Markets With the Johansen Estimation Method
    by Rico Ihle & Joseph Amikuzuno

  • 2010 Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility
    by Joseph P. Byrne & Fatima Kaneez & Alexandros Kontonikas

  • 2010 Testing for “contagion” of the subprime crisis on the Middle East and North African stock markets : A Markov Switching EGARCH approach
    by Wajih Khallouli & Modibo René Sandretto

  • 2010 Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets
    by Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas

  • 2010 “Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change”
    by Emerson Fernandes Marçal & Fernando Barbi

  • 2010 Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries
    by Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík

  • 2010 Relationship between Czech and European developed stock markets: DCC MVGARCH analysis
    by Michael Princ

  • 2010 Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions
    by Frédéric Karamé & Alexandra Olmedo

  • 2010 Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further
    by Frédéric Karamé

  • 2010 Oil price influence on Russian macroeconomic indicators
    by Olga Podkorytova & Tatyana Chigvintseva

  • 2010 Investigation of cointegration of oil prices and Russian market indices
    by Alexander Alexeev

  • 2010 Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis
    by Katarzyna Maciejowska

  • 2010 Empirical Simultaneous Confidence Regions for Path-Forecasts
    by Òscar Jordà & Malte Knüppel & Massimiliano Marcellino

  • 2010 Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
    by Helmut Luetkepohl

  • 2010 Assessing financial integration: a comparison between Europe and East Asia
    by Rossella Calvi

  • 2010 Ten Things We Should Know About Time Series
    by McAleer, M.J. & Oxley, L.

  • 2010 Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH
    by Caporin, M. & McAleer, M.J.

  • 2010 Ranking multivariate GARCH models by problem dimension
    by Caporin, M. & McAleer, M.J.

  • 2010 Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
    by Chang, C. & McAleer, M.J. & Tansuchat, R.

  • 2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
    by Tansuchat, R. & Chang, C-L. & McAleer, M.J.

  • 2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
    by Tansuchat, R. & Chang, C-L. & McAleer, M.J.

  • 2010 On the Informational Role of Term Structure in the U.S. Monetary Policy Rule
    by Vázquez Pérez, Jesús & María-Dolores, Ramón & Londoño Yarce, Juan Miguel

  • 2010 Conditional beta pricing models: A nonparametric approach
    by Orbe Mandaluniz, Susan & Ferreira García, María Eva & Gil Bazo, Javier

  • 2010 The links between inflation and inflation uncertainty at the longer horizon
    by Tsyplakov Alexander

  • 2010 Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
    by Jan PAM Jacobs & Kenneth F.Wallis

  • 2010 Real-time Inflation Forecast Densities from Ensemble Phillips Curves
    by Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly

  • 2010 Forecast Densities for Economic Aggregates from Disaggregate Ensembles
    by Francesco Ravazzolo & Shaun P. Vahey

  • 2010 The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010
    by Vicente Esteve & Manuel Navarro-Ibáñez & Maria A. Prats

  • 2010 Are the Gains from Foreign Diversification Diminishing? Assessing teh Impact with Cross-Listed Stocks
    by Chua, Choong Tze & Lai, Sandy & Lewis, Karen K.

  • 2010 A Note on Estimating Wishart Autoagressive Model
    by Roxana Halbleib

  • 2010 Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors
    by Roxana Halbleib & Valerie Voev

  • 2010 On the Sources of Euro Area Money Demand Stability. A Time-Varying Cointegration Analysis
    by Matteo Barigozzi & Antonio Conti

  • 2010 Interaction between trade, conflict and cooperation : the case of Japan and China
    by Shiro Armstrong

  • 2010 Fiscal Consolidation with High Growth : A Policy Simulation Model for India
    by Sudipto Mundle & N.R. Bhanumurthy & Surajit Das

  • 2010 Capital Inflows, Inflation and Exchange Rate Volatility : An Investigation for Linear and Nonlinear Causal Linkages
    by Abdul Rashid & Fazal Husain

  • 2010 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
    by Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi

  • 2010 Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2
    by Kevin D Hoover & Selva Demiralp & Stephen J Perez

  • 2010 Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis
    by Matteo Luciani

  • 2010 A Family Hitch : Econometrics of the New and the Used Car Markets
    by Sylvain Prado

  • 2010 Variable Selection, Estimation and Inference for Multi-period Forecasting Problems
    by M. Hashem Pesaran & Andreas Pick & Allan Timmermann

  • 2010 Time-Varying Spot and Futures Oil Price Dynamics
    by Guglielmo Maria Caporale & Davide Ciferri & Allessandro Girardi

  • 2010 Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques
    by Ansgar Belke & Robert Czudaj

  • 2010 Price Formation on the EuroMTS Platform
    by Guglielmo Maria Caporale & Alessandro Girardi

  • 2010 Monetary Policy, Global Liquidity and Commodity Price Dynamics
    by Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks

  • 2010 Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
    by Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani

  • 2010 The Impact of Real Oil Price on Real Effective Exchange Rate: The Case of Azerbaijan
    by Fakhri Hasanov

  • 2010 Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach
    by John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo

  • 2010 On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach
    by Le Pen, Yannick & Sévi, Benoît

  • 2010 Revisiting the excess co-movements of commodity prices in a data-rich environment
    by Le Pen, Yannick & Sévi, Benoît

  • 2010 Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices
    by Wagner, Niklas & Aboura, Sofiane

  • 2010 On The Economic Effects Of Investment In Railroad Infrastructures In Portugal
    by Alfredo Marvão Pereira & Jorge M. Andraz

  • 2010 The power log-GARCH model
    by Genaro Sucarrat & Alvaro Escribano

  • 2010 Interaction Between Trade, Conflict And Cooperation: The Case Of Japan And China
    by Shoro Armstrong

  • 2010 The 2007-? financial crisis: a money market perspective
    by Nuno Cassola & Claudio Morana

  • 2010 Demand Matters: German Wheat Market Integration 1806-1855 in a European Context
    by Martin Uebele

  • 2010 Exchange Rate Pass-through and Monetary Policy in South Africa
    by Aron, Janine & Farrell, Greg & Muellbauer, John & Sinclair, Peter

  • 2010 Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
    by Chang, Yongsung & Schorfheide, Frank

  • 2010 Macroeconomics and the Term Structure
    by Gürkaynak, Refet S. & Wright, Jonathan

  • 2010 Business Cycles around the Globe: A Regime-switching Approach
    by Altug, Sumru G. & Bildirici, Melike

  • 2010 International Business Cycle Spillovers
    by Yilmaz, Kamil

  • 2010 The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium
    by Chong, Yanping & Jordà, Òscar & Taylor, Alan M.

  • 2010 Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?
    by Aron, Janine & Muellbauer, John

  • 2010 Fiscal Foresight and the Effects of Goverment Spending
    by Forni, Mario & Gambetti, Luca

  • 2010 Empirical Simultaneous Confidence Regions for Path-Forecasts
    by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano

  • 2010 Measuring Output Gap Uncertainty
    by Garratt, Anthony & Mitchell, James & Vahey, Shaun

  • 2010 Factor-GMM Estimation with Large Sets of Possibly Weak Instruments
    by Kapetanios, George & Marcellino, Massimiliano

  • 2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
    by Forni, Mario & Gambetti, Luca

  • 2010 Forecasting with Factor-augmented Error Correction Models
    by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor

  • 2010 Some Problems in the Testing of DSGE Models
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

  • 2010 Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
    by SBRANA, Giacomo & SILVESTRINI, Andrea

  • 2010 On the forecasting accuracy of multivariate GARCH models
    by LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco

  • 2010 Intervenciones cambiarias y política monetaria en Colombia. Un análisis de var estructural
    by Martha Misas A & Juan José Echavarría S & Enrique López E

  • 2010 Corruption, Economic Freedom and Political Freedom in South America: In Pursuit of the missing Link
    by Garcia Callejas, Danny

  • 2010 ¿Posee el Valle del Cauca una economía transformadora de importaciones orientadas a la Exportación?
    by Jaime Andrés Collazos & Pedro Luis Rosero

  • 2010 Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 años?
    by Diego Alonso Agudelo Rueda

  • 2010 Estimations of the natural rate of interest in Colombia
    by Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas

  • 2010 Regulación y Valor en Riesgo
    by Luis Fernando Melo Velandia & Joan Camilo Granados Castro

  • 2010 Monetary Policy and Commodity Prices: an endogenous analysis using an SVAR approach
    by Luz Adriana Flórez

  • 2010 Una metodolgía multivariada de desagregación temporal
    by Jorge Luis Hurtado Guarín & Luis Fernando Melo Velandia

  • 2010 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
    by Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth

  • 2010 ALRIGHT: Asymmetric LaRge-Scale(I)GARCH with Hetero-Tails
    by Marc S. PAOLELLA

  • 2010 Time Variation in U.S. Wage Dynamics
    by Boris Hofmann & Gert Peersman & Roland Straub

  • 2010 Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
    by Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani

  • 2010 The Ifo Business Cycle Clock: Circular Correlation with the Real GDP
    by Klaus Abberger & Wolfgang Nierhaus

  • 2010 Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
    by Kai Carstensen & Klaus Wohlrabe & Christina Ziegler

  • 2010 Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach
    by John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo

  • 2010 Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
    by Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith

  • 2010 Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
    by Helmut Luetkepohl

  • 2010 Time-Varying Spot and Futures Oil Price Dynamics
    by Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi

  • 2010 Stock Market Integration between three CEECs, Russia and the UK
    by Guglielmo Maria Caporale & Nicola Spagnolo

  • 2010 Price Formation on the EuroMTS Platform
    by Guglielmo Maria Caporale & Alessandro Girardi

  • 2010 Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint
    by Gabriella Deborah Legrenzi & Costas Milas

  • 2010 Semiparametric Estimation of Locally Stationary Diffusion Models
    by Bonsoo Koo & Oliver Linton

  • 2010 Interrelationships between Health, Environment Quality and Economic Activity: What Consequences for Economic Convergence
    by Alassane DRABO

  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Massimiliano Caporin & Michael McAleer

  • 2010 Cliometrics and Time Series Econometrics: Some Theory and Applications
    by David Grreasley

  • 2010 Ten Things We Should Know About Time Series
    by Michael McAleer & Les Oxley

  • 2010 Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
    by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat

  • 2010 Ranking Multivariate GARCH Models by Problem Dimension
    by Massimiliano Caporin & Michael McAleer

  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Michael McAleer & Massimiliano Caporin

  • 2010 Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
    by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat

  • 2010 Block Structure Multivariate Stochastic Volatility Models
    by Manabu Asai & Massimiliano Caporin & Michael McAleer

  • 2010 Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets
    by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat

  • 2010 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
    by Massimiliano Caporin & Michael McAleer

  • 2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
    by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer

  • 2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
    by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer

  • 2010 Structural change tests for GEL criteria
    by Alain Guay & Jean-Francois Lamarche

  • 2010 Does anticipation of government spending matter? The role of (non-)defense spending
    by Jörn Tenhofen & Guntram B. Wolff

  • 2010 Time-varying dynamics of the real exchange rate. A structural VAR analysis
    by Mumtaz, Haroon & Sunder-Plassmann, Laura

  • 2010 Linking Granger Causality and the Pearl Causal Model with Settable Systems
    by Halbert White & Karim Chalak & Xun Lu

  • 2010 How does monetary policy respond to exchange rate movements? New international evidence
    by Hilde C. Bjørnland & Jørn I. Halvorsen

  • 2010 Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price
    by Anindya Banerjee & Sushil Mohan & Bill Russell

  • 2010 Too Much to Lose, or More to Gain? Should Sweden Join the Euro?
    by J James Reade & Ulrich Volz

  • 2010 Interest rate pass-through in the major European economies - the role of expectations
    by Anindya Banerjee & Victor Bystrov & Paul Mizen

  • 2010 Forecasting with Factor-augmented Error Correction
    by Anindya Banerjee & Massimiliano Marcellino & Igor Masten

  • 2010 Measurement with Some Theory: a New Approach to Evaluate Business Cycle Models (with appendices)
    by Fabio Canova & Matthias Paustian

  • 2010 Fiscal Policy, Foresight and the Trade Balance in the U.S
    by Luca Gambetti

  • 2010 Multiple Filtering Devices for the Estimation of Cyclical DSGE Models
    by Fabio Canova & Filippo Ferroni

  • 2010 Fiscal Foresight and the Effects of Government Spending
    by Mario Forni & Luca Gambetti

  • 2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model fiscal
    by Mario Forni & Luca Gambetti

  • 2010 The changing role of house price dynamics over the business cycle
    by Dufrénot, G. & Malik, S.

  • 2010 Is there Evidence of Shift-Contagion in International Housing Markets?
    by de Bandt,O. & Malik, S.

  • 2010 Common business and housing market cycles in the Euro area from a multivariate decomposition
    by Ferrara, L. & Koopman, S J.

  • 2010 On the interaction between market and credit risk: a factor-augmented vector autoregressive (FAVAR) approach
    by Roberta Fiori & Simonetta Iannotti

  • 2010 On vector autoregressive modeling in space and time
    by Valter Di Giacinto

  • 2010 Nowcasting Spanish GDP growth in real time: "One and a half months earlier"
    by David de Antonio Liedo & Elena Fernández Muñoz

  • 2010 Explaining the demand for money by non-financial corporations in the euro area: A macro and a micro view
    by Carmen Martínez-Carrascal & Julian von Landesberger

  • 2010 Testing non-linear dependence in the hedge fund industry
    by Javier Mencía

  • 2010 Commodity Prices: Structural Factors, Financial Markets and Non-Linear Dynamics
    by Diego Bastourre & Jorge Carrera & Javier Ibarlucia

  • 2010 Dynamic and Stochastic General Equilibrium (DSGE) Models: An Introduction
    by Guillermo Escudé

  • 2010 Monetary Policy Transmission and Macroeconomic Dynamics in Luxembourg: Results from a VAR Analysis
    by Romuald Morhs

  • 2010 Non-Stationary Interest Rate Differentials and the Role of Monetary Policy
    by Matros, Philipp & Weber, Enzo

  • 2010 Long-run Identification in a Fractionally Integrated System
    by Tschernig, Rolf & Weber, Enzo & Weigand, Roland

  • 2010 Testing for Codependence of Non-Stationary Variables
    by Trenkler, Carsten & Weber, Enzo

  • 2010 On the Identification of Codependent VAR and VEC Models
    by Trenkler, Carsten & Weber, Enzo

  • 2010 Foreign and Domestic Growth Drivers in Eastern Europe
    by Weber, Enzo

  • 2010 Mean-Variance Cointegration and the Expectations Hypothesis
    by Strohsal, Till & Weber, Enzo

  • 2010 Risk and Policy Shocks on the US Term Structure
    by Weber, Enzo & Wolters, Jürgen

  • 2010 Modeling the link between US inflation and output: the importance of the uncertainty channel
    by Conrad, Christian & Karanasos, Menelaos

  • 2010 Hedging with CO2 allowances: the ECX market
    by Carlos Pinho & Mara Madaleno

  • 2010 CO2 spot and futures price analysis for EEX and ECX
    by Carlos Pinho & Mara Madaleno

  • 2010 Fiscal Policy, Foresight and the Trade Balance in the U.S
    by Luca Gambetti

  • 2010 Fiscal Foresight and the Effects of Government Spending
    by Mario Forni & Luca Gambetti

  • 2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
    by Mario Forni & Luca Gambetti

  • 2010 Multivariate Contemporaneous-Threshold Autoregressive Models
    by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo

  • 2010 The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010
    by Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats

  • 2010 Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    by Rodney W. Strachan & Herman K. van Dijk

  • 2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps
    by Yin Liao & Heather Anderson & Farshid Vahid

  • 2010 VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored
    by Hyeongwoo Kim

  • 2010 A Bootstrap Cointegration Rank Test for Panels of VAR Models
    by Laurent A.F. Callot

  • 2010 An invariance property of the common trends under linear transformations of the data
    by Søren Johansen & Katarina Juselius

  • 2010 The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level
    by Søren Johansen

  • 2010 Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models
    by Dennis Kristensen & Anders Rahbek

  • 2010 Estimation of Stochastic Volatility Models by Nonparametric Filtering
    by Shin Kanaya & Dennis Kristensen

  • 2010 Integer-valued Lévy processes and low latency financial econometrics
    by Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard

  • 2010 Level Shifts in Volatility and the Implied-Realized Volatility Relation
    by Bent Jesper Christensen & Paolo Santucci de Magistris

  • 2010 Numerical distribution functions of fractional unit root and cointegration tests
    by James G. MacKinnon & Morten Ørregaard Nielsen

  • 2010 Habit-based Asset Pricing with Limited Participation Consumption
    by Christian Bach & Stig Vinther Møller

  • 2010 The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts
    by Rasmus Tangsgaard Varneskov & Valeri Voev

  • 2010 The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data
    by Rasmus Tangsgaard Varneskov

  • 2010 The log-linear return approximation, bubbles, and predictability
    by Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard

  • 2010 Testing for rational bubbles in a co-explosive vector autoregression
    by Tom Engsted & Bent Nielsen

  • 2010 Likelihood inference for a fractionally cointegrated vector autoregressive model
    by Søren Johansen & Morten Ørregaard Nielsen

  • 2010 Pitfalls in VAR based return decompositions: A clarification
    by Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard

  • 2010 Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
    by Guiseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor

  • 2010 Low surplus value historically required for accumulation, seen in a model derived from Marx
    by Paul Zarembka

  • 2010 Commodity Prices: Structural Factors, Financial Markets and Non-Linear Dynamics
    by Diego Bastourre & Jorge Carrera & Javier Ibarlucia

  • 2010 Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US
    by Nikolaos Giannellis & Angelos Kanas & Athanasios P. Papadopoulos

  • 2010 Exchange Rate and Interest Rate Distribution and Volatility under the Portuguese Target Zone
    by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte

  • 2010 A Cost-based Empirical Model of the Aggregate Price Determination for the Turkish Economy: A Multivariate Cointegration Approach
    by Fatma Zeren & Levent Korap

  • 2010 Monetary Aspects Of Short-Term Capital Inflows In The Central European Countries
    by Rajmund MIRDALA

  • 2010 Forecasts With Single - Equation Markov - Switching Model: An Application To The Gross Domestic Product Of Latvia
    by Ginters BUSS

  • 2010 Responsiveness of Trade Flows to Changes in Exchange rate and Relative prices: Evidence from Nigeria
    by M. Abimbola Oyinlola & Oluwatosin Adeniyi & Olusegun Omisakin

  • 2010 Sources of Exchange Rate Dynamics in the European Transition Economies
    by Rajmund Mirdala

  • 2010 Volatility Co-Movement of Asean-5 Equity Markets
    by Swee-Ling Oh & Evan Lau & Chin-Hong Puah & Shazali Abu Mansor

  • 2010 Feed-Back Trading Behavior Of Foreign Institutional Investors And Local Mutual Funds In Indian Stock Market: An Empirical Evidence
    by Ajay Kumar CHAUHAN & Ashish GARG

  • 2010 Estimating a Stock-Flow Model for the Swiss Housing Market
    by Elizabeth Steiner

  • 2010 Forecasting Romanian GDP Using a BVAR Model
    by Caraiani, Petre

  • 2010 Causality Relationship between Real GDP and Electricity Consumption in Romania (2001-2010)
    by Kayhan, Selim & Adiguzel, Uğur & Bayat, Tayfur & Lebe, Fuat

  • 2010 Estimating Potential GDP for the Romanian Economy. An Eclectic Approach
    by Moisa, Altar & Necula, Ciprian & Bobeica, Gabriel

  • 2010 Exchange Rate Pass-Through into Romanian Price Indices. Avar Approach
    by Cozmanca, Bogdan-Octavian & Manea, Florentina

  • 2010 Asymmetric Conditional Volatility Models: Empirical Estimation and Comparison of Forecasting Accuracy
    by Miron, Dumitru & Tudor, Cristiana

  • 2010 Structural Breaks, Electricity Consumption and Economic Growth: Evidence from Turkey
    by Acaravici, Ali

  • 2010 Exchange Market Pressure and De Facto Exchange Rate Regime in the Euro-Candidates
    by Stavarek, Daniel

  • 2010 Exchange Market Pressure and De Facto The Evolution of Demographic Phenomena in Terms of Globalization and Environmental Changes
    by Balan, Mariana

  • 2010 Is There A Long-Run Relationship Between Taxation And Growth: The Case Of Turkey
    by Katircioglu, Salih Turan

  • 2010 Prediction Based On Time Series. Applications In Quality Control
    by Isaic Maniu, Alexandru & Voda, Viorel Gh.

  • 2010 Forecasting Based On Open Var Model
    by Pecican, Eugen St.

  • 2010 Asymmetries In The Exchange Rate Pass-Through Into Romanian Price Indices
    by Cozmânca, Bogdan Octavian & Manea, Florentina

  • 2010 Demand For Money In Kazakhstan: 2000-2007
    by Yilmaz, Mesut & Oskenbayev, Yessengali & Kanat, Abdulla

  • 2010 The Evolution Of Romanian Demographic Phenomena In Terms Of Globalization
    by BĂLAN, Mariana & VASILE, Emilia

  • 2010 Bayesian Analysis Of Cartel Stability And Regime Switching
    by EISENSTAT, Eric

  • 2010 An Analysis of the Co-integration and Causality Relationship between Electricity Consumption and Gross Domestic Product (GDP) in the Developing Countries: An Empirical Study of Turkey
    by Kapusuzoğlu, Ayhan & Baha Karan, Mehmet

  • 2010 Russian stock market in the period of world crisis 2008-2009
    by Lukashin, Ivan

  • 2010 The smoothing of financial markets indices time series with polygonal numbers method
    by Agranovich, Yury & Kontsevaya, Natalya & Khatskevich, Vladimir

  • 2010 Optimal problem and econometric estimates of investment from profit in Russian economy
    by Mitsek, Sergey & Mitsek, Elena

  • 2010 Ajuste recursivo con transformaciones invariantes y bootstrapping: El caso de una caminata aleatoria con intercepto
    by Eddy Lizarazu Alanez & Jose A. Villasenor Alva

  • 2010 Comparacion de modelos de prediccion de retornos accionarios en el Mercado Accionario Chileno: capm, fama y french y reward beta
    by Werner Kristjanpoller Rodriguez & Carolina Liberona Maturana

  • 2010 The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?
    by Robert Kelm

  • 2010 Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions
    by Katarzyna Maciejowska

  • 2010 Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models
    by Jacek Osiewalski & Anna Pajor

  • 2010 Interrelations between Consumption and Wealth in Poland
    by Magdalena Zachłód-Jelec

  • 2010 Stock Market Integration: DCC MV-GARCH Model
    by Eduard Baumöhl & Mária Farkašovská & Tomáš Výrost

  • 2010 Exchange Rate Pass-Through To Domestic Prices: The Case of South Africa
    by Matthew Kofi Ocran

  • 2010 Migration and Ageing of the Population of the Czech Republic and the EU Countries
    by Markéta Arltová & Jitka Langhamrová

  • 2010 How Related are Interbank and Lending Interest Rates? Evidence on Selected European Union Countries
    by Tomáš HERYÁN & Daniel STAVÁREK

  • 2010 The Effects of Fiscal Policy on Economic Growth: Empirical Evidences Based on Time Series Data from Pakistan
    by Shahid Ali & Naved Ahmad

  • 2010 The Price Puzzle and Monetary Policy Transmission Mechanism in Pakistan: Structural Vector Autoregressive Approach
    by Muhammad Javid & Kashif Munir

  • 2010 The Statistical Analysis of the Consumer Attitudes toward the Hospitality Services from Romania
    by Vasilescu Ramona & Saierli Olivia

  • 2010 Granger Causality And Cointegration In Romania’S Inflationary Dynamics €“ An Empirical Study
    by Mester Ioana Teodora & Simut Ramona

  • 2010 Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?
    by Jesús Crespo Cuaresma & Tomáš Slacík

  • 2010 Análise de sensibilidade do consumo de gasolina C entre julho de 2001 e dezembro de 2008: política tributária estadual como instrumento de políticas energéticas e ambientais [Sensitive Analysis of Gasoline Consumption between July 2001 and December 2008: State Tax Policy as Instrument of Energy and Enviromental Policies]
    by Thaís Machado de M. Vilela & Helder Queiroz Pinto Junior

  • 2010 The Importance of Trend-Cycle Analysis for National Statistics Institutes/La importancia del análisis de ciclo-tendencia para los Institutos Nacionales de Estadística
    by MCLAREN, CRAIG H. & ZHANG, XICHUAN (MARK)

  • 2010 Trend-cycle Approach to Estimate Changes in Southern Canada’s Water Yield /Un enfoque de ciclo-tendencia para estimar los cambios en el rendimiento del agua en Canadá
    by BEMROSE, ROBERT & MESZAROS, PETER & QUENNEVILLE, BENOIT

  • 2010 Business Cycles and Current Economic Analysis/Los ciclos económicos y el análisis económico actual
    by DAGUM, ESTELA BEE

  • 2010 Real Time Analysis Based on Reproducing Kernel Henderson Filters/Análisis en tiempo real basado en la reproducción de los filtros de núcleo de Henderson
    by BIANCONCINI, SILVIA & QUENNEVILLE, BENOIT

  • 2010 Determination of the Number of Common Stochastic Trends Under Conditional Heteroskedasticity/Determinación del número de tendencias estocásticas comunes bajo heteroscedasticidad condicional
    by CAVALIERE, GIUSEPPE & RAHBEK, ANDERS & TAYLOR, ROBERT

  • 2010 Real-Time Signal Extraction: a Shift of Perspective/Extracción de señal en tiempo real: un cambio de perspectiva
    by WILDI, MARC

  • 2010 Adopting Inflation Targeting in Pakistan: An Empirical Analysis
    by Nadia Saleem

  • 2010 A monetáris restrikció hatása strukturális VAR keretben
    by Ábel, István & Kóbor, Ádám

  • 2010 Modeling Volatility in Emerging Stock Markets Of India And China
    by Prashant Joshi

  • 2010 Study of Inflation in India: A Cointegrated Vector Autoregression Approach
    by Anuradha Patnaik

  • 2010 Capacity Output and Cycles in Non-agricultural Output of the Indian Economy
    by Vikas Chitre

  • 2010 Re-Examining The Finance-Growth Nexus: Structural Break, Threshold Cointegration And Causality Evidence From The Ecowas
    by Loesse Jacques Esso

  • 2010 The Non-Linear Dynamic Relationship between Exchange Rates and Macroeconomic Fundamentals in G-7 Countries
    by Chien-Chiang Lee & Tsangyao Chang & Chi-Chuan Lee & Hsin-Yi Lin

  • 2010 Testing the export-led growth hypothesis:empirical evidence from Turkey
    by Ilhan Ozturk & Ali Acaravci

  • 2010 Concentration of exports and patterns of trade:a time-series evidence of Malaysia
    by Zarinah Hamid

  • 2010 Modeling the dynamics of money income from a vector correction model
    by Mohammad S. Hasan

  • 2010 Turkiye’de Enflasyon ve Nispi Fiyat Degiskenligi Iliskisi: VABHO Modelleriyle Uzun Donem Analizi
    by K. Batu Tunay

  • 2010 Direct vs Indirect Forecasts of Foreign Trade Unit Value Indices
    by Giancarlo Lutero & Marco Marini

  • 2010 Metodología para generar Indicadores de Actividad en Infraestructura y Vivienda
    by Juan Carlos Caro & Byron Idrovo

  • 2010 The Impact of Exchange Rate Regime on Interest Rates in Latin America
    by Caroline Duburcq

  • 2010 Synchronization of Economic Activity between Mexico and the US: What are the causes?
    by Ramón A. Catillo Ponce & Rogelio Varela Llamas & Juan M. Ocegueda

  • 2010 Spending Cuts or Tax Adjustments: How Can UEMOA Countries Control Their Budget Deficits?
    by Yaya Keho

  • 2010 Time Series Analysis of Transatlantic Market Interactions: Evidence from Crude Oil and Gasoline Prices
    by Takamitsu Kurita

  • 2010 The Role of OPEC in the World Oil Market
    by Raymond Li

  • 2010 Assessing the Role of Aggregate Demand and Supply Shocks in China’s Macroeconomic Fluctuation
    by Min Gong & Wenpu Li

  • 2010 Securitization of Longevity and Mortality Risk
    by Tomas Cipra

  • 2010 Volatility Spillovers between Stock and Currency Markets: Evidence from Emerging Eastern Europe
    by Elena Fedorova & Kashif Saleem

  • 2010 The Role of Inflation Persistence in the Inflation Process in the New EU Member States
    by Michal Franta & Branislav Saxa & Kateøina Šmídková

  • 2010 Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market
    by Vít Bubák

  • 2010 Monetary Policy Transmission in Italy: A BVAR Analysis with Sign Restriction
    by Carlo Migliardo

  • 2010 Un modello per la valutazione di energia biologica in un sistema ambientale
    by Francesca Finotto & Roberto Monaco & Giorgia Servente

  • 2010 La demanda de gasolinas en México: Efectos y alternativas ante el cambio climático
    by Orlando Reyes. & Roberto Escalante. & Anna Matas.

  • 2010 Credit Market Development and Economic Growth: An Empirical Analysis for Ireland
    by Adamopoulos Antonios

  • 2010 Savings and investment in South Asia: Evidence from likelihood ratio based panel cointegration
    by Abu N.M. Wahid & Mohammad Salahuddin & Abdullah M. Noman

  • 2010 The effect of monetary policy on house price inflation: A factor augmented vector autoregression (FAVAR) approach
    by Rangan Gupta & Alain Kabundi

  • 2010 Heat waves or Meteor showers: Empirical evidence from the stock markets
    by Boppana Nagarjuna & Varadi Vijay Kumar

  • 2010 Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors
    by Kurita, Takamitsu

  • 2010 Export-Led Growth Hypothesis In The Mena Region: A Multivariate Cointegration, Causality And Stability Analysis
    by Husein, J

  • 2010 A Study Of Size Effect And Macroeconomics Factors In New York Stock Exchange Stock Returns
    by SHUBITA, Moade Fawzi & AL-SHARKAS, Adel A.

  • 2010 OIL PRICES AND CURRENT ACCOUNT DEFICITS: Analysis OF CAUSALITY in the USA
    by BILDIRICI, M.E. & ALP, E.A. & BAKIRTAS, T.

  • 2010 Cointegration Analysis Of Tourism Demand For Turkey
    by KETENCI, Natalya

  • 2010 Estimating Output Gap, Core Inflation, And The Nairu For Peru, 1979-2007
    by Gabriel RODRIGUEZ

  • 2010 Kreditklemme in Deutschland: Mythos oder Realität?
    by Burcu Erdogan

  • 2010 Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries
    by Kuan-Min Wang

  • 2010 Efectividad de la política fiscal sobre la producción y la inequidad en Colombia: 1990-2006
    by Henry Laverde

  • 2010 Determinantes De Las Importaciones Y Su Efecto En La Variacion Del Ipc En Colombia En El Periodo 1999-2008
    by ROBINSON CASTRO ÁVILA & ANDRÉS MAURICIO CASTAÑO ZULUAGA & JORGE LEONARDO CASTILLO LOAIZA & VANESSA BELLO ROSALES

  • 2010 Shocks exógenos, dinámica macroeconómica e inversión privada. Venezuela, 1968-2009
    by Carlo José Peña

  • 2010 What Drives Business Cycles And International Trade In Emerging Market Economies?
    by MARCELO SÁNCHEZ

  • 2010 Una revisión crítica de las técnicas de filtrado para la teoría de los ciclos económicos reales
    by Fredy Vásquez Bedoya & Sergio Iván Restrepo Ochoa & John Fernando Lopera Sierra

  • 2010 The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach
    by Leo Michelis & Cathy Ning

  • 2010 Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers
    by Yannick Le Pen & Benoît Sévi

  • 2010 Effect of Noise Filtering on Predictions :on the Routes of Chaos
    by Dominique Guégan

  • 2010 Determinants of the receipts from shipping services: the case of Greece
    by Zacharias Bragoudakis & Stelios Panagiotou

  • 2010 Dynamic Stochastic General Equilibrium Models (DSGE): An Introduction
    by Guillermo Escudé

  • 2010 Dinâmica da Inflação no Brasil e os Efeitos Globais
    by Márcio Holland & Rogério Mori

  • 2010 Uma Aplicação de Modelos TAR para o Mercado de Carne de Frango no Brasil
    by Leonardo Bornacki de Mattos & Viviani Silva Lirio & João Eustáquio de Lima & Antônio Carvalho Campos

  • 2010 Indústria Brasileira e o Racionamento de Crédito: Uma Análise do Comportamento dos Bancos sob Informações Assimétricas
    by Bruno Ferreira Frascaroli & Nelson Leitão Paes & Francisco de Sousa Ramos

  • 2010 Integration Of The Selected See Equity Markets: Cointegration Approach
    by Assist. Prof. Dragan Tevdovski Ph.D. & Prof. Slave Risteski Ph.D.

  • 2010 Causes of Inflation in Namibia: An Empirical Exploration
    by John Ernest Odada & Joel Hinaunye Eita

  • 2010 Stock Markets, Banks and Economic Growth: Time Series Evidence from South Africa
    by Umar Bida Ndako

  • 2010 Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques
    by Ansgar Belke & Robert Czudaj

  • 2009 Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
    by Rangan Gupta & Alain Kabundi & Stephen M. Miller

  • 2009 Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?
    by Rangan Gupta & Christian K. Tipoy & Sonali Das

  • 2009 Has the SARB Become More Effective Post Inflation Targeting?
    by Rangan Gupta & Alain Kabundi & Mampho P. Modise

  • 2009 Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model
    by Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller

  • 2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
    by Rangan Gupta & Alain Kabundi & Stephen M. Miller

  • 2009 The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach
    by Rangan Gupta & Alain Kabundi & Emmanuel Ziramba

  • 2009 The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market
    by Rangan Gupta & Stephen M. Miller

  • 2009 The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach
    by Rangan Gupta & Marius Jurgilas & Alain Kabundi

  • 2009 The Effect Of Monetary Policy On House Price Inflation: A Factor Augmented Vector Autoregression (Favar) Approach
    by Rangan Gupta & Alain Kabundi

  • 2009 “Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix
    by Rangan Gupta & Stephen M. Miller

  • 2009 Is U.S. Money Causing China'S Output?
    by Johansson, Anders C.

  • 2009 An Analysis Of Dynamic Risk In The Greater China Equity Markets
    by Johansson, Anders C.

  • 2009 Econometric Analysis of Carbon Markets
    by Chevallier, Julien

  • 2009 Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices
    by Aboura, Sofiane & Wagner, Niklas

  • 2009 Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene
    by Gerit Vogt

  • 2009 External Macroeconomic Factors and the Link between Short- and Long-Run European Interest Rates: A Note
    by Mariam Camarero & Javier Ordonez & Cecilio Tamarit

  • 2009 Modelling Italian Inflation, 1970-2006
    by Emanuele Bacchiocchi

  • 2009 L'approccio Kaldor-Verdoorn: una verifica empirica per il Centro-Nord e il Mezzogiorno d'Italia (anni 1951-2006)
    by Ferdinando Ofria

  • 2009 Traditional and New Keynesian Dynamic Models for Potential Output and Inflation Rate
    by Paolo Bonomolo

  • 2009 Are East African Countries Ready for a Common Currency? A Structural Vector Autoregression Analysis
    by Matteo Falagiarda

  • 2009 Global Crisis and the Integration of India’s Stock Market
    by Dhal, Sarat

  • 2009 The Asymmetric Effects of a Common Monetary Policy in Europe
    by Maria Caporale, Guglielmo & M. Soliman, Alaa

  • 2009 Testing the Integration of the US and Chinese Stock Markets in a Fama-French Framework
    by Di Iorio, Amalia

  • 2009 A Single Currency for Pacific Island Countries: a Revisit
    by Jayaraman, T.K. & Choong, Chee-Keong

  • 2009 Are Food Prices in the EU Converging? Empirical Evidence from the Log t Test
    by Fousekis, Panos

  • 2009 Macroeconomic Vulnerability and Investment Risks in the Middle East and North Africa Region
    by Ghosh, Baidyanath N. & Li, Eric A.L.

  • 2009 Do Stock Prices Play a Significant Role in Formulating Monetary Policy? A Case Study
    by Masih, Mansur & De Mello, Lurion

  • 2009 Trends and Cycles of Tech-Pole Housing Prices
    by Wensheng Kang

  • 2009 Oil Exports and Economic Growth: A Comparative Study
    by Joshua J. Lewer

  • 2009 On the links between inflation, output growth and uncertainty: System-GARCH evidence from the Turkish economy
    by Levent KORAP

  • 2009 Factors influencing relative price of goods and services sectors in Turkey: An econometric analysis
    by Kıvılcım METİN-ÖZCAN & Koray KALAFATCILAR

  • 2009 Grain prices and mortality in Vienna, 1648-1754
    by Julia Casutt & Ulrich Woitek

  • 2009 The role of structural common and country-specific shocks in the business cycle dynamics of the G7 countries
    by Seymen, Atilim & Kappler, Marcus

  • 2009 Maispreisverhalten - Maispreistransmission während des Preisbooms an den Terminmärkten
    by Schmitz, Jochen & von Ledebur, Ernst-Oliver

  • 2009 A two-factor model for electricity prices with dynamic volatility
    by Schlüter, Stephan

  • 2009 The Universal Shape of Economic Recession and Recovery after a Shock
    by Challet, Damien & Solomon, Sorin & Yaari, Gur

  • 2009 Quantifying high-frequency market reactions to real-time news sentiment announcements
    by Groß-Klußmann, Axel & Hautsch, Nikolaus

  • 2009 Fiscal stimulus and the promise of future spending cuts: A comment
    by Wieland, Volker

  • 2009 The market impact of a limit order
    by Hautsch, Nikolaus & Huang, Ruihong

  • 2009 Modelling and forecasting liquidity supply using semiparametric factor dynamics
    by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija

  • 2009 Trading the bond-CDS basis: The role of credit risk and liquidity
    by Trapp, Monika

  • 2009 Commonalities in the order book
    by Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G.

  • 2009 What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model
    by Blank, Sven & Dovern, Jonas

  • 2009 Efficient estimation of forecast uncertainty based on recent forecast errors
    by Knüppel, Malte

  • 2009 Money and monetary policy transmission in the euro area: evidence from FAVAR- and VAR approaches
    by Blaes, Barno

  • 2009 Türkiye’de Enflasyon ve Nispi Fiyat Değişkenliği İlişkisi: VABHO Modelleriyle Bir Uzun Dönem Analizi
    by K. Batu Tunay

  • 2009 Uzay-Zaman Ardışık Bağlanım Hareketli Ortalama (UZABHO) Modelleri ve Tahmin Süreci: Türkiye’de Bölgesel Banka Mevduatları Üzerine Bir Uygulama
    by K. Batu Tunay

  • 2009 Business Cycle Dynamics in the Euro Area: A Factor-SVAR Approach
    by Atilim Seymen

  • 2009 Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock
    by Piotr Orlowski

  • 2009 Inflation dynamics and the New Keynesian Phillips curve in EU-4
    by Borek Vasicek

  • 2009 A survey of sequential Monte Carlo methods for economics and finance
    by Creal, D.

  • 2009 The Bank Lending Channel: a FAVAR Analysis
    by Chetan Dave & Scott J. Dressler & Lei Zhang

  • 2009 The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study
    by Klaus Prettner & Robert M. Kunst

  • 2009 Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae
    by Katja Ignatieva & Eckhard Platen

  • 2009 Multiple filtering devices for the estimation of cyclical DSGE models
    by Fabio Canova & Filippo Ferroni

  • 2009 Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach
    by Valadkhani, Abbas & O'Brien, Martin & Karunanayake, Indika

  • 2009 An Econometric Model for Deforestation in Indonesia
    by Muhammad Zikri

  • 2009 Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach
    by Nadia Ayari & Szabolcs Blazsek & Pedro Mendi

  • 2009 Wage Stickiness and Unemployment Fluctuations: An Alternative Approach
    by Miguel Casares & Antonio Moreno & Jesús Vázquez

  • 2009 The Deaton paradox in a long memory context with structural breaks
    by Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho

  • 2009 Fractional Integration and Structural Breaks in U.S. Macro Dynamics
    by Luis A. Gil-Alana & Antonio Moreno

  • 2009 Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search
    by Shawn Ni & Antonello Loddo & Dongchu Sun

  • 2009 La substituabilité des filières universitaires dans les choix d’études : une analyse en termes de prestige social
    by Magali Jaoul-Grammare

  • 2009 Efficiency and frontier technology in the aftermath of recessions: international evidence
    by Dimitris Christopoulos & Miguel León-Ledesma

  • 2009 On causal Relationships Between Exchange Rates and Fundamentals: Better Than You Think
    by Dimitris Christopoulos & Miguel A. León-Ledesma

  • 2009 Multivariate Contemporaneous Threshold Autoregressive Models
    by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo

  • 2009 Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
    by Rangan Gupta & Alain Kabundi & Stephen M. Miller

  • 2009 Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model
    by Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller

  • 2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
    by Rangan Gupta & Alain Kabundi & Stephen M. Miller

  • 2009 The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market
    by Rangan Gupta & Stephen M. Miller

  • 2009 "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
    by Rangan Gupta & Stephen M. Miller

  • 2009 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Massimiliano Caporin & Michael McAleer

  • 2009 Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
    by Massimiliano Caporin & Michael McAleer

  • 2009 Inflation dynamics and the New Keynesian Phillips curve in EU-4
    by Borek Vasícek

  • 2009 Hours Worked and Permanent Technology Shocks in Open Economies
    by Dupaigne, Martial & Fève, Patrick

  • 2009 Modelling Realized Covariances
    by Xin Jin & John M Maheu

  • 2009 Capital flows and economic growth across spectral frequencies: Evidence from Turkey
    by Nuri Yildirim & Huseyin Tastan

  • 2009 Economic Crises, Stabilisation Policy and Output in Emerging Market Economies
    by Leon du Toit

  • 2009 Effects of Monetary Policy Shocks in Slovakia
    by Judita Jurasekova Kucserova

  • 2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
    by Dimitris Korompilis

  • 2009 Monetary determinants of the Swiss franc
    by Carlos Lenz & Marcel Savioz

  • 2009 A VECX* model of the Swiss economy
    by Katrin Assenmacher-Wesche & M. Hashem Pesaran

  • 2009 Econometric Inference in the Vicinity of Unity
    by Peter C.B.Phillips & Tassos Magdalinos

  • 2009 Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results
    by Jun Yu

  • 2009 Dynamic Misspecification in Nonparametric Cointegrating Regression
    by Peter C.B.Phillips & Ioannis Kasparis

  • 2009 Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results
    by Jun YU

  • 2009 Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models
    by Jun Yu

  • 2009 Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore
    by Hwee Kwan Chow & Keen Meng Choy

  • 2009 The Impact of Postseason Restructuring on the Competitive Balance and Fan Demand in Major League Baseball
    by Young Hoon Lee

  • 2009 ADL tests for threshold cointegration
    by Jing Li & Junsoo Lee

  • 2009 Nuisance parameters, composite likelihoods and a panel of GARCH models
    by Cavit Pakel & Neil Shephard & Kevin Sheppard

  • 2009 The ‘Puzzles’ Methodology: En Route to Indirect Inference?
    by Vo Phuong Mai Le & Patrick Minford & Michael Wickens

  • 2009 Dynamic Returns Linkages and Volatility Transmission between South African and World Major Stock Markets
    by Z. Chinzara & M.J. Aziakpono

  • 2009 Global Liquidity and Commodity Prices – A Cointegrated VAR Approach for OECD Countries
    by Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks

  • 2009 Using Backward Means to Eliminate Individual Effects from Dynamic Panels
    by G. EVERAERT

  • 2009 Testing for Common Autocorrelation in Data Rich Environments
    by Gianluca Cubadda & Alain Hecq

  • 2009 The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data
    by Valeria Costantini & Chiara Martini

  • 2009 Asymmetries in the exchange rate pass-through into Romanian price indices
    by Cozmanca,Bogdan-Octavian & Manea, Florentina

  • 2009 Exchange rate pass-through into Romanian price indices. A VAR approach
    by Cozmanca,Bogdan-Octavian & Manea, Florentina

  • 2009 Solving forward-looking models of cross-country adjustment within the euro area
    by Torój, Andrzej

  • 2009 A New Look at Copper Markets: A Regime-Switching Jump Model
    by Chan, Wing Hong & Young, Denise

  • 2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

  • 2009 Air Passengers and Tourism Flows: Evidence from Sicily and Sardinia
    by Massimiliano Castellani & Maurizio Mussoni & Pierpaolo Pattitoni

  • 2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
    by Dimitris Korobilis

  • 2009 Estimating Output Gap, Core Inflation, and the NAIRU for Peru
    by Rodríguez, Gabriel

  • 2009 Estimation of a Time Varying Natural Interest Rate for Peru
    by Humala, Alberto & Rodríguez, Gabriel

  • 2009 Foreign Exchange Intervention and Exchange Rate Volatility in Peru
    by Humala, Alberto & Rodríguez, Gabriel

  • 2009 Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients
    by Alain Guay & Emmanuel Guerre & Štěpána Lazarová

  • 2009 A State Space Approach to Extracting the Signal from Uncertain Data
    by Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard

  • 2009 Identifying a Forward-Looking Monetary Policy in an Open Economy
    by Rokon Bhuiyan

  • 2009 A vector autoregressive model for electricity prices subject to long memory and regime switching
    by Niels Haldrup & Frank S. Nielsen & Morten Ørregaard Nielsen

  • 2009 The dynamic effects of shocks to wages and prices in the United States and the Euro Area
    by Rita Duarte & Carlos Robalo Marques

  • 2009 Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components
    by Maximiano Pinheiro & António Rua & Francisco Craveiro Dias

  • 2009 Local Identification in DSGE Models
    by Nikolay Iskrev

  • 2009 Financing Practices Of Banks And Financial Institutions In Nepal
    by GAUTAM, BISHNU PRASAD

  • 2009 Income Inequality and FDI in Turkey: FM-OLS (Phillips-Hansen) Estimation and ARDL Approach to Cointegration
    by Ucal, Meltem & Bilgin, Mehmet Huseyin

  • 2009 Relationship among Money, Prices and Aggregate Output in Thailand
    by Jiranyakul, Komain

  • 2009 How did the Malaysian real exchange rate misalign during the 1997 Asian crisis?
    by niaz ahmad mohd, Naseem & yusop, Zulkornain & masron, Tajul ariffin

  • 2009 Bandwidth selection for continuous-time Markov processes
    by Bandi, Federico & Corradi, Valentina & Moloche, Guillermo

  • 2009 Essai de justification de la croissance des dépenses publiques au Cameroun
    by Foueka, Romuald

  • 2009 Factors determining FDI in Nigeria: an empirical investigation
    by Dinda, Soumyananda

  • 2009 Empirical analysis on emerging issues of Malaysia outward FDI from macroeconomic perspective
    by Kueh, Jerome Swee-Hui & Puah, Chin-Hong & Abu Mansor, Shazali

  • 2009 Fundamentos de econometría intermedia: Teoría y aplicaciones
    by Ramon Antonio, Rosales Alvarez & Jorge Andres, Perdomo Calvo & Carlos Andres, Morales Torrado & Jaime Alejandro, Urrego Mondragon

  • 2009 Is the US dollar a suitable anchor for the newly proposed GCC currency?
    by Jean Louis, Rosmy & Balli, Faruk & Osman, Mohammad

  • 2009 Exchange rate regimes and monetary autonomy: Empirical evidence from selected Caribbean countries
    by Craigwell, Roland & Greenidge, Kevin & Maynard, Tracy

  • 2009 Causal Links Between Trade And Economic Growth Evidence From Turkey And European Union Countries
    by Karahasan, Burhan Can

  • 2009 The contribution of domestic, regional and international factors to Latin America's business cycle
    by Boschi, Melisso & Girardi, Alessandro

  • 2009 Assessing the transmission of monetary policy using dynamic factor models
    by Korobilis, Dimitris

  • 2009 Interest rates and prices causality in the Czech Republic - Granger approach
    by Pomenkova, Jitka & Kapounek, Svatopluk

  • 2009 Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market
    by Senyuz, Zeynep

  • 2009 Bank lending to the production sector: credit crunch or extra-credit?
    by Di Giulio, Daniele

  • 2009 Does OPEC act as a Residual Producer?
    by Bandyopadhyay, Kaushik Ranjan

  • 2009 The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes
    by Cioffi, Antonio & Santeramo, Fabio Gaetano & Vitale, Cosimo

  • 2009 Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
    by Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani

  • 2009 Fundamentals and Exchange Rates: Evidence from ASEAN-5
    by Rashid, Abdul & Ling, Jeffrey

  • 2009 VAR forecasting using Bayesian variable selection
    by Korobilis, Dimitris

  • 2009 Electricity consumption and GDP in an electricity community: Evidence from bound testing cointegration and Granger-causality tests
    by Alinsato, Alastaire Sèna

  • 2009 The companies financial architecture and the market values: is there an interlinkage ? The case of Bucharest Stock Exchange
    by Pirtea, Marilen & Dima, Bogdan & Milos, Laura Raisa

  • 2009 GARCH-Based Identification and Estimation of Triangular Systems
    by Todd, Prono

  • 2009 Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique
    by Todd, Prono

  • 2009 The relationship between output growth and inflation: Evidence from Turkey
    by Omay, Tolga & Aluftekin, Nilay & Karadagli, Ece C.

  • 2009 The Nature of Aggregate Demand and Supply Shocks in ASEAN Countries
    by Bashar, Omar H M N

  • 2009 The search for co-integration between money, prices and income: low frequency evidence from the Turkish economy
    by Levent, Korap

  • 2009 Parasal büyüme ve tüketici enflasyonu değişim oranı arasındaki nedensellik ilişkisi üzerine bir deneme: Türkiye örneği
    by Levent, Korap

  • 2009 Effects of Fiscal Policy Shocks in the European Transition Economies
    by Mirdala, Rajmund

  • 2009 Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme
    by Levent, Korap

  • 2009 Exchange rate pass-through to domestic prices in the Central European countries
    by Mirdala, Rajmund

  • 2009 New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy
    by Korap, Levent & Saatçioğlu, Cem

  • 2009 An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play
    by Gonzalez-Astudillo, Manuel

  • 2009 On the links between inflation, output growth and uncertainty: system-GARCH evidence from the Turkish economy
    by Korap, Levent

  • 2009 Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms
    by Boubacar Mainassara, Yacouba

  • 2009 Evidence of the role of the real exchange rate in the growth of the GDP in Argentina (1989-2007)
    by Saidón, Mariana

  • 2009 Museum and monument attendance and tourism flow: A time series analysis approach
    by Cellini, Roberto & Cuccia, Tiziana

  • 2009 The Exchange Rate and US Tourism Balance of Trade
    by Cheng, Ka Ming & Kim, Hyeongwoo & Thompson, Henry

  • 2009 Market Wide Liquidity Instability in Business Cycles
    by Chatterjee, Sidharta

  • 2009 Modelo Para El Mejoramiento De La Gestión De Inventarios Del Banco Central Del Ecuador
    by Aguilar, Juan Francisco

  • 2009 Efectos del incremento del precio del petróleo en la economía española: Análisis de cointegración y de la política monetaria mediante reglas de Taylor
    by Hernandez Martinez, Fernando

  • 2009 Financial Integration between Indonesia and Its Major Trading Partners
    by Abdul Karim, Bakri & Abdul Majid, M. Shabri & Abdul Karim, Samsul Ariffin

  • 2009 Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
    by Bušs, Ginters

  • 2009 Vplyv inflačných očakávaní na vývoj úrokových sadzieb v krajinách Višegrádskej štvorky
    by Mirdala, Rajmund

  • 2009 Shocking aspects of monetary integration (SVAR approach)
    by Mirdala, Rajmund

  • 2009 Generalized Impulse Response Analysis: General or Extreme?
    by Hyeongwoo, Kim

  • 2009 Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan
    by Hussain, Karrar

  • 2009 The economic effects of oil prices shocks on the UK manufacturing and services sector
    by Guidi, Francesco

  • 2009 The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics
    by Demary, Markus

  • 2009 Exchange Market Pressure in Central Europe: An Application of the Girton-Roper Model
    by Stavarek, Daniel & Dohnal, Marek

  • 2009 A fundamental power price model with oligopolistic competition representation
    by Vazquez, Miguel & Barquín, Julián

  • 2009 Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change
    by Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar

  • 2009 Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
    by Liew, Venus Khim-Sen

  • 2009 Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand
    by Holt, Matthew T. & Balagtas, Joseph V.

  • 2009 Comparison of time series with unequal length in the frequency domain
    by Caiado, Jorge & Crato, Nuno & Peña, Daniel

  • 2009 Identifying common dynamic features in stock returns
    by Caiado, Jorge & Crato, Nuno

  • 2009 Hyper-spherical and Elliptical Stochastic Cycles
    by Luati, Alessandra & Proietti, Tommaso

  • 2009 Estimating structural VARMA models with uncorrelated but non-independent error terms
    by Boubacar Mainassara, Yacouba & Francq, Christian

  • 2009 The Almost Ideal and Translog Demand Systems
    by Holt, Matthew T. & Goodwin, Barry K.

  • 2009 FDI and Economic Growth in Malaysia
    by Karimi, Mohammad Sharif & Yusop, Zulkornain

  • 2009 Balanced growth and structural breaks: Evidence for Germany
    by Herzer, Dierk & Kemper, Niels & Zamparelli, Luca

  • 2009 Invoice currencies, import prices, and inflation
    by Ono, Masanori

  • 2009 Introduction to Measurement with Theory
    by Barnett, William A. & Diewert, W. Erwin & Zellner, Arnold

  • 2009 International Output Convergence, Breaks, and Asymmetric Adjustment
    by Dimitris, Chrsitopoulos & Miguel, Leon-Ledesma

  • 2009 Trend agnostic one step estimation of DSGE models
    by Ferroni, Filippo

  • 2009 Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia
    by Duasa, Jarita

  • 2009 Foreign Exchange Market Pressure and Monetary Policy: An Empirical Study Based on China’s Data
    by Liu, L. & Ni, Y.J

  • 2009 Endogenous Money, Output and Prices in India
    by Das, Rituparna

  • 2009 Interest rate transmission mechanism of the monetary policy in the selected EMU candidate countries (SVAR approach)
    by Mirdala, Rajmund

  • 2009 Unit Roots in White Noise
    by Onatski, Alexei & Uhlig, Harald

  • 2009 Australian and American tariffs policies: do they rock or tango?
    by Cassette, Aurélie & Farvaque, Etienne

  • 2009 Australian and American tariffs policies: do they rock or tango?
    by Cassette, Aurélie & Farvaque, Etienne

  • 2009 A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects
    by Hurvich, Clifford & Wang, Yi

  • 2009 Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments
    by Christian Calmès & Raymond Théoret

  • 2009 Cointegration And The Forecast Accuracy Of Var Models
    by Maria M. De Mello

  • 2009 Risk Matters: The Real Effects of Volatility Shocks
    by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramírez & Martin Uribe

  • 2009 A Likelihood Analysis of Models with Information Frictions
    by Leonardo Melosi

  • 2009 Causal Linkages Between Domestic Terrorism and Economic Growth
    by Thomas Gries & Tim Krieger & Daniel Meierrieks

  • 2009 A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
    by Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi

  • 2009 Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study
    by Carluccio Bianchi & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi

  • 2009 Research and Productivity in Thai Agriculture
    by Waleerat Suphannachart & Peter Warr

  • 2009 Regional Housing Price Cycles: A Spatio-Temporal Analysis Using Us State Level
    by Todd H. Kuethe & Valerien Pede

  • 2009 Estimating a NKBC Model for the U.S. Economy with Multiple Filters
    by Efrem Castelnuovo

  • 2009 Structured Multivariate Volatility Models
    by Massimiliano Caporin & Paolo Paruolo

  • 2009 Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics
    by Francis Teal & Markus Eberhardt

  • 2009 Learning and filtering via simulation: smoothly jittered particle filters
    by Neil Shephard & Thomas Flury

  • 2009 Nuisance parameters, composite likelihoods and a panel of GARCH models
    by Neil Shephard & Kevin Sheppard

  • 2009 Too Much to Lose, or More to Gain? Should Sweden Join the Euro?
    by J. James Reade & Ulrich Volz

  • 2009 Leader of the Pack? German Monetary Dominance in Europe Prior to EMU
    by J. James Reade & Ulrich Volz

  • 2009 Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading
    by Nathaniel Frank

  • 2009 Current Account Sustainability in Brazil: A Non-Linear Approach
    by Luiz de Mello & Matteo Mogliani

  • 2009 Measuring output gap uncertainty
    by Anthony Garratt & James Mitchell & Shaun P. Vahey

  • 2009 Analysing wage and price dynamics in New Zealand
    by Ashley Dunstan & Troy Matheson & Hamish Pepper

  • 2009 Using wavelets to measure core inflation: the case in New Zealand
    by David Baqaee

  • 2009 Nuisance parameters, composite likelihoods and a panel of GARCH models
    by Cavit Pakel & Neil Shephard & Kevin Sheppard

  • 2009 Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading
    by Nathaniel Frank

  • 2009 Do the new EU member states form an Optimum Currency Area with the eurozone? Evidence from six Central and Eastern European Countries
    by Dimitrios Sideris

  • 2009 Do the new EU member states form an Optimum Currency Area with the eurozone? Evidence from six Central and Eastern European Countries
    by Dimitrios Sideris

  • 2009 Do the new EU member states form an Optimum Currency Area with the eurozone? Evidence from six Central and Eastern European Countries
    by Dimitrios Sideris

  • 2009 Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode
    by Rangan Gupta & Marius Jurgilas & Alan Kabundi & Stephen M. Miller

  • 2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
    by Rangan Gupta & Alain Kabundi & Stephen M. Miller

  • 2009 The Time-Series Properties of House Prices: A Case Study of the Southern California Market
    by Rangan Gupta & Stephen M. Miller

  • 2009 Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited
    by WenShwo Fang & Stephen M. Miller

  • 2009 The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis
    by WenShwo Fang & Stephen M. Miller & ChunShen Lee

  • 2009 "Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
    by Rangan Gupta & Stephen M. Miller

  • 2009 Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe
    by Juan Carlos Cuestas & Luis A. Gil-Alana

  • 2009 Unemployment and common smooth transition trends in Central and Eastern European Countries
    by Juan Carlos Cuestas & Javier Ordóñez

  • 2009 Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes
    by Juan Carlos Cuestas & Luís A. Gil-Alana

  • 2009 Inflation persistence and asymmetries: evidence for African countries
    by Juan Carlos Cuestas & Estefanía Mourelle

  • 2009 Further evidence on the Real Interest Rate Parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities
    by Juan Carlos Cuestas & Barry Harrison

  • 2009 Low-Frequency Robust Cointegration Testing
    by Ulrich Müller & Mark W. Watson

  • 2009 News, Noise, and Fluctuations: An Empirical Exploration
    by Olivier J. Blanchard & Jean-Paul L'Huillier & Guido Lorenzoni

  • 2009 Bayesian and Frequentist Inference in Partially Identified Models
    by Hyungsik Roger Moon & Frank Schorfheide

  • 2009 Risk Matters: The Real Effects of Volatility Shocks
    by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe

  • 2009 DSGE Model-Based Forecasting of Non-modelled Variables
    by Frank Schorfheide & Keith Sill & Maxym Kryshko

  • 2009 Macroeconomic adjustment and heterogeneity in the euro area
    by Andrzej Toroj

  • 2009 Wage Stickiness and Unemployment Fluctuations: An Alternative Approach
    by Miguel Casares & Antonio Moreno & Jesús Vázquez

  • 2009 Estimating Central Bank Preferences under Commitment and Discretion
    by Gregory Erin Givens

  • 2009 Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks
    by GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena

  • 2009 VARMA models for Malaysian Monetary Policy Analysis
    by Mala Raghavan & George Athanasopoulos & Param Silvapulle

  • 2009 Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
    by George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid

  • 2009 Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory
    by D.S. Poskitt

  • 2009 A Risk Management Approach for Portfolio Insurance Strategies
    by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent

  • 2009 D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?
    by Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet

  • 2009 The impact of the European Union emission trading scheme on electricity generation sectors
    by Djamel Kirat & Ibrahim Ahamada

  • 2009 Breaks or long memory behaviour : An empirical investigation
    by Lanouar Charfeddine & Dominique Guegan

  • 2009 Polish households' behavior in the regular and informal economies
    by François Gardes & Christophe Starzec

  • 2009 On Some Neglected Implications of the Fisher Effect
    by Antonio Ribba

  • 2009 A joint macroeconomic-yield curve model for Hungary
    by Zoltán Reppa

  • 2009 The Impact of the Crisis on Budget Policy in Central and Eastern Europe
    by Zsolt Darvas

  • 2009 Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions
    by Zsolt Darvas

  • 2009 What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks
    by Giancarlo Corsetti & Panagiotis Th. Konstantinou

  • 2009 Decomposing Federal Funds Rate forecast uncertainty using real-time data
    by Martin Mandler

  • 2009 The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006
    by Martin Mandler

  • 2009 Causality between Foreign Direct Investment and Tourism: Empirical Evidence from India
    by Saroja Selvanathan & Selvanathan & Brinda Viswanathan

  • 2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
    by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

  • 2009 Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients
    by Alain Guay & Emmanuel Guerre & Stepana Lazarova

  • 2009 Credit Spread Changes within Switching Regimes
    by Olfa Maalaoui & Georges Dionne & Pascal François

  • 2009 Estimation of the Euro Area Output Gap Using the NAWM
    by Günter Coenen & Frank Smets & Igor Vetlov

  • 2009 Measuring the Natural Output Gap using Actual and Expected Output Data
    by Kevin Lee & Anthony Garratt & Kalvinder Shields

  • 2009 The Nonexistence of Instrumental Variables
    by Stephen Hall & P.A.V.B. Swamy & George S. Tavlas

  • 2009 An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application
    by Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek

  • 2009 On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations
    by Søren Johansen & Anders Rygh Swensen

  • 2009 Spurious correlation in estimation of the health production function: A note
    by Sule Akkoyunlu & Frank R. Lichtenberg & Boriss Siliverstovs & Peter Zweifel

  • 2009 Exchange Rate, Expected Profit, and Capital Stock Adjustment: Japanese Experience
    by Yoichi Matsubayashi

  • 2009 International Business Cycle Spillovers
    by Kamil Yilmaz

  • 2009 Determinants of government bond spreads in the Euro area – in good times as in bad
    by Christian Aßmann & Jens Hogrefe

  • 2009 Explaining shifts in the unemployment rate with productivity slowdowns and accelerations: a co-breaking approach
    by Sven Schreiber

  • 2009 Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?
    by Alexander Mihailov & Fabio Rumler & Johann Scharler

  • 2009 Oil Exports and the Iranian Economy
    by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem

  • 2009 Oil Exports and the Iranian Economy
    by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, Hashem

  • 2009 The Dynamics of Entrepreneurship: Hysteresis, Business Cycles and Government Policy
    by Congregado, Emilio & Golpe, Antonio A. & Parker, Simon C.

  • 2009 The Dynamics of Entrepreneurship: Hysteresis, Business Cycles and Government Policy
    by Congregado, Emilio & Golpe, Antonio A. & Parker, Simon C.

  • 2009 Is East Germany Catching Up? A Time Series Perspective
    by Bernd Aumann & Rolf Scheufele

  • 2009 Business cycle volatility and inventories behavior:new evidence for the Euro Area
    by Tatiana Cesaroni & Louis Maccini & Marco Malgarini

  • 2009 Adjustment in EMU: Is Convergence Assured?
    by Sebastian Dullien & Ulrich Fritsche & Ingrid Groessl & Michael Paetz

  • 2009 Determinants of Households' Inflation Expectations
    by Kozo Ueda

  • 2009 Rationale behind the responses of monetary policy to the real exchange rate in small open economies
    by Carlos Garcia & Wildo Gonzalez

  • 2009 Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System
    by Costantini, Mauro & Kunst, Robert M.

  • 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 reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided
    by Costantini, Mauro & Pappalardo, Carmine

  • 2009 Consistent Estimation of Global VAR Models
    by Mutl, Jan

  • 2009 Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing
    by Vincent Brousseau & Alexandre Chailloux & Alain Durré

  • 2009 Quantifying High-Frequency Market Reactions to Real-Time News Sentiment Announcements
    by Axel Groß-Klußmann & Nikolaus Hautsch

  • 2009 The Market Impact of a Limit Order
    by Nikolaus Hautsch & Ruihong Huang

  • 2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics
    by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci

  • 2009 Shape invariant modelling pricing kernels and risk aversion
    by Maria Grith & Wolfgang Härdle & Juhyun Park

  • 2009 On the Existence of the Moments of the Asymptotic Trace Statistic
    by Deniz Dilan Karaman Örsal & Bernd Droge

  • 2009 Mortality modeling: Lee-Carter and the macroeconomy
    by Katja Hanewald

  • 2009 Combination of multivariate volatility forecasts
    by Alessandra Amendola & Giuseppe Storti

  • 2009 A General Framework for Observation Driven Time-Varying Parameter Models
    by Drew Creal & Siem Jan Koopman & Andre Lucas

  • 2009 A High-Low Model of Daily Stock Price Ranges
    by Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan

  • 2009 Estimating the Swedish and Norwegian international tourism demand using (ISUR) technique
    by Salman, A. Khalik & Arnesson, Leif & Sörensson, Anna & Shukur, Ghazi

  • 2009 On risk prediction
    by Lönnbark, Carl

  • 2009 Modelling Addiction in Life-Cycle Models: Revisiting the Treatment of Latent Stocks and Other Unobservables
    by Biørn, Erik

  • 2009 Are Crime Rates Really Stationary?
    by Joakim, Westerlund & Johan, Blomquist

  • 2009 Common Trends and Shocks to Top Incomes – A Structural Breaks Approach
    by Roine, Jesper & Waldenström, Daniel

  • 2009 Asian Sovereign Debt and Country Risk
    by Johansson, Anders C.

  • 2009 Are Crime Rates Really Stationary?
    by Westerlund, Joakim & Blomquist, Johan

  • 2009 Testing for Unit Root against LSTAR model – wavelet improvements under GARCH distortion
    by Li, Yushu & Shukur, Ghazi

  • 2009 Noncausal vector autoregression
    by Lanne, Markku & Saikkonen, Pentti

  • 2009 Do markup dynamics reflect fundamentals or changes in conduct?
    by Juselius , Mikael & Kim, Moshe & Ringbom, Staffan

  • 2009 Adjustment in EMU: Is Convergence Assured?
    by Sebastian Dullien & Ulrich Fritsche & Ingrid Groessl & Michael Paetz

  • 2009 The Impact of the Crisis on Budget Policy in Central and Eastern Europe
    by Zsolt Darvas

  • 2009 Monetary Transmission in Three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions
    by Zsolt Darvas

  • 2009 How Well Does "Core" CPI Capture Permanent Price Changes?
    by Tara Sinclair & Dennis W. Jansen & Michael D. Bradley

  • 2009 How Well Does "Core" CPI Capture Permanent Price Changes?
    by Tara M. Sinclair & Dennis W. Jensen & Michael D. Bradley

  • 2009 Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets
    by Helen Higgs

  • 2009 Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM
    by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte

  • 2009 The PIGS, does the Group Exist? An empirical macroeconomic analysis based on the Okun Law
    by João Sousa Andrade

  • 2009 Measuring the Euro area output gap using multivariate unobserved components models containing phase shifts
    by Xiaoshan Chen & Terence C. Mills

  • 2009 The Effect of Equity Market Integration on the Transmission Monetary Policy. Evidence from Australia
    by Cinzia Alcidi

  • 2009 The Welfare Gains of Trade Integration in the European Monetary Union
    by Céline Gimet

  • 2009 Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector
    by Andrea Bastianin

  • 2009 Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity
    by Helmut Herwartz & Helmut Luetkepohl

  • 2009 Pre-announcement and Timing - The Effects of a Government Expenditure Shock
    by Alexander Kriwoluzky

  • 2009 Forecasting Levels of log Variables in Vector Autoregressions
    by Gunnar Bardsen & Helmut Luetkepohl

  • 2009 Forecasting Aggregated Time Series Variables: A Survey
    by Helmut Luetkepohl

  • 2009 Structural Vector Autoregressions with Markov Switching
    by Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska

  • 2009 Time Variation in Asset Return Dependence: Strength or Structure?
    by Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C.

  • 2009 Block Structure Multivariate Stochastic Volatility Models
    by Asai, M. & Caporin, M.

  • 2009 Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
    by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A.

  • 2009 Interdependence of international tourism demand and volatility in leading ASEAN destinations
    by Chang, C-L. & Khamkaew, T. & McAleer, M.J. & Tansuchat, R.

  • 2009 Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
    by Khamkaew, T. & Tansuchat, R. & Chang, C-L. & McAleer, M.J.

  • 2009 Forecasting volatility and spillovers in crude oil spot, forward and future markets
    by Chang, C-L. & McAleer, M.J. & Tansuchat, R.

  • 2009 Modelling conditional correlations for risk diversification in crude oil markets
    by Chang, C-L. & McAleer, M.J. & Tansuchat, R.

  • 2009 Does beta move with news?: Systematic risk and firm-specific information flows
    by Andrew J. Patton & Michela Verardo

  • 2009 Modelling International Linkages for Large Open Economies: US and Euro Area
    by Mardi Dungey & Denise Osborn

  • 2009 Overvaluation In Australian Housing And Equity Markets: Wealth Effects Or Monetary Policy?
    by Renee A. Fry & Vance L. Martin & Nicholas Voukelatos

  • 2009 Las tasas de paro regionales españolas: convergencia o polarización
    by Melchor Fernandez & Victor Montuenga & Roberto Bande

  • 2009 Macroeconomic Forecasting and Structural Change
    by Antonello D'Agostino & Luca Gambetti & Domenico Giannone

  • 2009 Директен И Индиректен Подход За Прогнозиране На Инфлацията В България
    by Kalina Dimitrova

  • 2009 Econometric Analysis of Continuous Time Models : A Survey of Peter Phillips’ Work and Some New Results
    by Jun Yu

  • 2009 Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models
    by Jun Yu

  • 2009 Analyzing and Forecasting Business Cycles in a Small Open Economy : A Dynamic Factor Model for Singapore
    by Hwee Kwan Chow & Keen Meng Choy

  • 2009 Causality between Foreign Direct Investment and Tourism : Empirical Evidence from India
    by Saroja Selvanathan & E.A. Selvanathan & Brinda Viswanathan

  • 2009 Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models
    by Alastair Hall & Atsushi & James M Nason & Barbara Rossi

  • 2009 Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière
    by Salem Boubakri

  • 2009 Évaluation de la prime de risque de change dans un contexte régional : une analyse multi-variée du MEDAFI
    by Khaled Guesmi

  • 2009 Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions
    by Zsolt Darvas

  • 2009 Testing for Convergence in Stock Markets: A Non-linear Factor Approach
    by Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin

  • 2009 Global Liquidity and Commodity Prices: A Cointegrated VAR Approach for OECD Countries
    by Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks

  • 2009 Liquidity and Asset Prices: How Strong Are the Linkages?
    by Christian Dreger & Jürgen Wolters

  • 2009 Liquidity and Asset Prices: How Strong Are the Linkages?
    by Christian Dreger & Jürgen Wolters

  • 2009 Monetary Policy Transmission and House Prices: European Cross Country Evidence
    by Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser

  • 2009 News and correlations: an impulse response analysis
    by Le Pen, Yannick & Sévi, Benoît

  • 2009 Fiscal Policy in the European Monetary Union
    by Betty C. Daniel & Christos Shiamptanis

  • 2009 Is Fuel-Switching a No-Regrets Environmental Policy? VAR Evidence on Carbon Dioxide Emissions, Energy Consumption and Economic Performance in Portugal
    by Alfredo M. Pereira & Rui Manuel Marvão Pereira

  • 2009 Social Security And Economic Performance In Portugal: After All That Has Been Said And Done How Much Has Actually Changed?
    by Alfredo M. Pereira & Jorge M. Andraz

  • 2009 Dynamic Misspecification in Nonparametric Cointegrating Regression
    by Ioannis Kasparis & Peter C.B. Phillips

  • 2009 Cointegrating Rank Selection in Models with Time-Varying Variance
    by Xu Cheng & Peter C. B. Phillips

  • 2009 An Employment Equation for Belgium
    by Vincent BODART & Philippe LEDENT & Fatemeh SHADMAN-METHA

  • 2009 The econometrics of randomly spaced financial data: a survey
    by Andre A. Monteiro

  • 2009 Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors
    by Szabolcs Blazsek & Alvaro Escribano

  • 2009 What Drives International Equity Correlations? Volatility or Market Direction?
    by Khaled Amira & Abderrahim Taamouti & Georges Tsafack

  • 2009 Automated financial multi-path GETS modelling
    by Genaro Sucarrat & Alvaro Escribano

  • 2009 Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics
    by Markus Eberhardt & Francis Teal

  • 2009 What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries
    by Nikolaos Giannellis & Athanasios Papadopoulos

  • 2009 Do Business Tendency Surveys in Industry and Services Help in Forecasting GDP Growth? A Real-Time Analysis on French Data
    by H. ERKEL-ROUSSE & C. MINODIER

  • 2009 Directional and non-directional risk exposures in Hedge Fund returns
    by Marie Lambert & George Hübner & Marie Lambert

  • 2009 Do Individual Index Futures Investors Destabilize the Underlying Spot Market?
    by Martin T. Bohl & Christian A. Salm & Bernd Wilfling

  • 2009 International and National Wheat Market Integration in the 19th Century: A Comovement Analysis
    by Martin Uebele

  • 2009 Macroeconomic Forecasting and Structural Change
    by D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico

  • 2009 The 'Puzzles' Methodology: en route to Indirect Inference?
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

  • 2009 How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

  • 2009 Frequentist Inference in Weakly Identified DSGE Models
    by Guerron-Quintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz

  • 2009 Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach
    by Mertens, Karel & Ravn, Morten O

  • 2009 Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.

  • 2009 Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks
    by Kilian, Lutz & Vigfusson, Robert J.

  • 2009 Do Local Projections Solve the Bias Problem in Impulse Response Inference?
    by Kilian, Lutz & Kim, Yun Jung

  • 2009 Risk Matters: The Real Effects of Volatility Shocks
    by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco & Uribe, Martín

  • 2009 The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks
    by Smith, Peter N & Sorensen, Steffen & Wickens, Michael R.

  • 2009 What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks
    by Corsetti, Giancarlo & Konstantinou, Panagiotis T

  • 2009 Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model
    by HEINEN, Andréas & VALDESOGO, Alfonso

  • 2009 Understanding volatility dynamics in the EU-ETS market: lessons from the future
    by SANIN, Maria Eugenia & VIOLANTE, Francesco

  • 2009 What do we know about comparing aggregate and disaggregate forecasts?
    by SBRANA, Giacomo & SILVESTRINI, Andrea

  • 2009 Consistent ranking of multivariate volatility models
    by LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO

  • 2009 Bootstrap Confidence Bands for Forecast Paths
    by Anna Staszewska-Bystrova

  • 2009 Evaluación de la influencia de la revaluación del tipo de cambio sobre la demanda de turismo en Colombia
    by Raúl Quejada Pérez & Felipe Del Río Carrasquilla

  • 2009 Controles a la entrada de capitales y volatilidad de la tasa de cambio: ¿daño colateral? la experiencia colombiana
    by Andres Mauricio Vargas P. & Camilo Rivera Pérez

  • 2009 Intervenciones cambiarias y política monetaria en Colombia. Un análisis de VAR estructural
    by Juan José Echavarría & Enrique López E. & Martha Misas A.

  • 2009 Assessing the Macroeconomic Effects of Fiscal
    by Ignacio Lozano Espitia & Karen Rodríguez

  • 2009 Ciclos de la producción industrial en Colombia: extracción del ciclo del sector y de sus ramas de actividad
    by Constanza Martínez & Diana Mesa Téllez

  • 2009 Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach
    by E. Otranto

  • 2009 Does more crime mean fewer jobs? An ARDL model
    by C. Detotto & M. Pulina

  • 2009 Dynamic Specification Tests For Static Factor Models
    by Gabriele Fiorentini & Enrique Sentana

  • 2009 Dependence Structure and Extreme Comovements in International Equity and Bond Markets
    by René Garcia & Georges Tsafack

  • 2009 Estimating the effects of oil price shockson the Kazakh economy
    by Marc Gronwald & Johannes Mayr & Sultan Orazbayev

  • 2009 Testing Predicitive Ability of Business Cycle Indicators for the Euro Area
    by Christina Ziegler

  • 2009 The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study
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  • 2009 Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios
    by M. Hashem Pesaran & Paolo Zaffaroni

  • 2009 Testing for Convergence in Stock Markets: A Non-Linear Factor Approach
    by Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin

  • 2009 Oil Exports and the Iranian Economy
    by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran

  • 2009 Monetary Policy Transmission and House Prices: European Cross-country Evidence
    by Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser

  • 2009 Price Dispersion in the Euro Area: The Case of a Symmetric Oil Price Shock
    by Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser

  • 2009 Investigating the U.S. Oil-Macroeconomy Nexus using Rolling Impulse Responses
    by Marc Gronwald

  • 2009 Una metodología unificada para el cálculo de elasticidades críticas, la definición de mercados y la simulación de fusiones horizontales
    by Germán Coloma

  • 2009 Some problems in the testing of DSGE models
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael

  • 2009 Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2009 The 'Puzzles' methodology: en route to Indirect Inference?
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael

  • 2009 Macroeconomic Forecasting and Structural Change
    by D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico

  • 2009 Oil Exports and the Iranian Economy
    by Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H.

  • 2009 Causality Along Subspaces: Theory
    by Al-Sadoon, M.M.

  • 2009 Exchange Rate Pass-Through into Romanian Price Indices: A VAR Approach
    by Bogdan Cozmanca & Florentina Manea

  • 2009 A Robust Assessment of the Romanian Business Cycle
    by Moisa Altar & Ciprian Necula & Gabriel Bobeica

  • 2009 Natural Gas Import Dynamics and Russia's Role in the Security of Germany's Supply Strategy
    by Deniz Erdem & Kirsten Meyer

  • 2009 Structural change tests based on implied probabilities for GEL criteria
    by Alain Guay & Jean-Francois Lamarche

  • 2009 Optimum Currency Areas Structural Changes and the Endogeneity of the OCA Criteria: Evidence from Six New EU Member States
    by Dimitrios Sideris

  • 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
    by Alexandros E. Milionis & Evangelia Papanagiotou

  • 2009 International financial transmission: emerging and mature markets
    by Felices, Guillermo & Grisse, Christian & Yang, Jing

  • 2009 Forecasting with Factor-Augmented Error Correction Models
    by Anindya Banerjee & Massimiliano Marcellino & Igor Masten

  • 2009 The “housing bubble” and financial factors: Insights from a structural model of the French and Spanish residential markets
    by Antipa, P. & Lecat, R.

  • 2009 Désinflation et chômage dans la zone euro : une analyse à l'aide d'un modèle VAR structurel
    by Fève, P. & Matheron, J. & Sahuc, J-G.

  • 2009 Minimum Distance Estimation and Testing of DSGE Models from Structural VARs
    by Fève, P. & Matheron, J. & Sahuc, J-G.

  • 2009 New Information Response Functions
    by Jardet, C. & Monfort, A. & Pegoraro, F.

  • 2009 High and Low Frequency Correlations in Global Equity Markets
    by Robert F. Engle & José Gonzalo Rangel

  • 2009 A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico
    by José Julián Sidaoui & Carlos Capistrán & Daniel Chiquiar & Manuel Ramos Francia

  • 2009 The Factor-Spline-GARCH Model for High and Low Frequency Correlations
    by Jose Gonzalo Rangel & Robert F. Engle

  • 2009 Oil and the macroeconomy: a quantitative structural analysis
    by Francesco Lippi & Andrea Nobili

  • 2009 Is there a signalling role for public wages? Evidence for the euro area based on macro data
    by Javier J. Pérez & A. Jesús Sánchez

  • 2009 Distributional tests in multivariate dynamic models with Normal and Student t innovations
    by Javier Mencía & Enrique Sentana

  • 2009 Public and private sector wages interactions in a general equilibrium model
    by Gonzalo Fernández-de-Córdoba & Javier J. Pérez & José L. Torres

  • 2009 On the informational role of term structure in the U.S. monetary policy rule
    by Jesús Vázquez & Ramón María-Dolores & Juan-Miguel Londoño

  • 2009 Assessing the risk-return trade-off in loans portfolios
    by Javier Mencía

  • 2009 Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
    by Javier Mencía & Enrique Sentana

  • 2009 ARGEMmy: An Intermediate DSGE Model Calibrated/Estimated for Argentina: Two Policy Rules are Often Better than One
    by Guillermo Escudé

  • 2009 Estimating DSGE-Model-Consistent Trends for Use in Forecasting
    by Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki

  • 2009 Codependence and Cointegration
    by Trenkler, Carsten & Weber, Enzo

  • 2009 Structural Conditional Correlation
    by Weber, Enzo

  • 2009 A Simultaneous Unobserved Components Analysis of US Output and the Great Moderation
    by Weber, Enzo

  • 2009 Financial Contagion, Vulnerability and Information Flow: Empirical Identification
    by Weber, Enzo

  • 2009 An Error Correction Inverse Almost Ideal Demand System: Wholesale Demand for Fish Grades in Greece
    by Stathis Klonaris

  • 2009 Empirical Demand Analysis For Long - Length Roundwood (Sawlogs) In Greece
    by Stathis Klonaris & Garyfallos Arabatzis

  • 2009 A Bayesian Analysis of Total Factor Productivity Persistence
    by Tapas Mishra & Claude Diebolt & Mamata Parhi & Asit Ranjan Mohanty

  • 2009 On the Economic Evaluation of Volatility Forecasts
    by Valeri Voev

  • 2009 Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates
    by Borus Jungbacker & Siem Jan Koopman & Michel van der Wel

  • 2009 Local Whittle estimation of multivariate fractionally integrated processes
    by Frank S. Nielsen

  • 2009 A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility
    by Eduardo Rossi & Paolo Santucci de Magistris

  • 2009 Long Memory and Tail dependence in Trading Volume and Volatility
    by Eduardo Rossi & Paolo Santucci de Magistris

  • 2009 An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
    by Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek

  • 2009 A Meta-Distribution for Non-Stationary Samples
    by Dominique Guégan

  • 2009 Co-integration Rank Testing under Conditional Heteroskedasticity
    by Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor

  • 2009 On a numerical and graphical technique for evaluating some models involving rational expectations
    by Søren Johansen & Anders Rygh Swensen

  • 2009 Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise
    by Ingmar Nolte & Valeri Voev

  • 2009 Testing Conditional Factor Models
    by Dennis Kristensen & Andrew Ang

  • 2009 First and second order non-linear cointegration models
    by Theis Lange

  • 2009 Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders
    by Morten Ørregaard Nielsen

  • 2009 The "Credit-Cost Channel" of Monetary Policy. A Theoretical Assessment
    by Tamborini, Roberto

  • 2009 Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership
    by Ordóñez, Javier & Jusélius, Katarina

  • 2009 The universal shape of economic recession and recovery after a shock
    by Challet, Damien & Solomon, Sorin & Yaari, Gur

  • 2009 Interest Rate Transmission Mechanism of Monetary Policy in the Selected EMU Candidate Countries
    by Rajmund Mirdala

  • 2009 The Search for Co-Integrat1on Between Money, Pr1ces and Income: Low Frequency Ev1dence From the Turk1sh Economy
    by Cem Saatçioglu, Levent Korap & Levent Korap

  • 2009 Seasonal Co-integration An Extension of the Johansen and Schaumburg Approach with an Exclusion Test
    by Ozlem Tasseven

  • 2009 Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling
    by Maria Grazia Zoia

  • 2009 The Identification of Economic Base Industries, with an Application to the Newfoundland Fishing Industry
    by Noel Roy & Ragnar Arnason & William E. Schrank

  • 2009 Effects Of Fiscal Policy Shocks In The European Transition Economies
    by Rajmund MIRDALA

  • 2009 Shocking Aspects Of Monetary Integration (Svar Approach)
    by Rajmund MIRDALA

  • 2009 Biased Estimation in a Simple Extension of a Standard Error Correction Model
    by Christian Müller-Kademann

  • 2009 Regression-based Forecast Combination Methods
    by Wei,Xiaoqiao

  • 2009 Measuring the Interaction of Structural Changes with Inflation
    by Dobrescu, Emilian

  • 2009 Differential Elasticity of Substitution in the Indian Industries
    by Upender, M. & Sujan, M.

  • 2009 Exports-Economic Growth Causality: Evidence from CEE Countries
    by Pop Silaghi, Monica Ioana

  • 2009 Least Deviance Estimation Bootstrap Techniques Applied To Aggregated Production Elasticity Coefficients. Empirical Evidence From The Palestinian Industry
    by Scorbureanu, Alexandrina Ioana

  • 2009 Enhanced credit default models for heterogeneous SME segments
    by Fantazzini, Dean & DeGiuli, Maria Elena & Figini, Silvia & Giudici, Paolo

  • 2009 Medium-term macroeconomic determinants of exchange rate volatility
    by Morana, Claudio

  • 2009 Econometric Analysis of Financial Data in Risk Management
    by Fantazzini , Dean

  • 2009 Credit Risk Management (Cont.)
    by Fantazzini , Dean

  • 2009 Causality between economic growth and energy consumption in Croatia
    by Tomislav Gelo

  • 2009 Understanding the Roots of the US Subprime Crisis and its Subsequent Effects
    by Cristiana Tudor

  • 2009 Technology shocks around the world
    by Martial Dupaigne & Patrick Feve

  • 2009 ¿Qué explica las fluctuaciones de la inflación en el Perú en el periodo 2002-2008? Evidencia de un análisis VAR estructural
    by Salas, Jorge

  • 2009 Empleo, productividad y salarios en Mexico: Un analisis de corto y de largo plazo para el sector manufacturero
    by Maria de Lourdes Rodriguez Espinosa & Ramon A. Castillo Ponce

  • 2009 Real-Time Market Abuse Detection with a Stochastic Parameter Model
    by Radosław Cholewiński

  • 2009 Solving Forward-Looking Models of Cross-Country Adjustment within the Euro Area
    by Andrzej Torój

  • 2009 Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility
    by Jacek Osiewalski & Anna Pajor

  • 2009 Bayesian Model Selection in the Analysis of Cointegration
    by Justyna Wróblewska

  • 2009 Behavioral and Permanent Zloty/Euro Equilibrium
    by Joanna Bęza-Bojanowska

  • 2009 Analysis of the relations of time series of the birth rate and marriage rate in the czech republic in the years 1960-2007
    by Markéta Arltová & Jitka Langhamrová

  • 2009 From PPP to Natrex - the Case of Czech Crown
    by Jiří Škop & Jan Vejmělek

  • 2009 Sector Level Analysis of FDI-Growth Nexus: A Case Study of Pakistan
    by Somia Iram & Muhammad Nishat

  • 2009 Foreign Portfolio Investment and Economic Growth in Malaysia
    by Jarita Duasa & Salina H. Kassim

  • 2009 Evaluating sterilized intervention under an inflation-targeting framework: the case of the Philippines
    by Josef T. Yap

  • 2009 VEC MODEL OF DEVELOPING COUNTRY INFLATIONARY DYNAMICS a€“ AN EMPIRICAL STUDY a€“ THE CASE OF ROMANIA
    by Mester Ioana Teodora

  • 2009 Estimating The Size Of Romanian Shadow Economy Using The Currency Demand Approach
    by ALEXANDRU ADRIANA ANAMARIA & DOBRE ION & GHINARARU CATALIN

  • 2009 Analysis Of The Romanian Current Account Sustainability
    by DUMITRIU RAMONA & STEFANESCU RAZVAN

  • 2009 Simple but Effective: The OeNB’s Forecasting Model for Selected CESEE Countries
    by Jesús Crespo Cuaresma & Martin Feldkircher & Tomáš Slacík & Julia Wörz

  • 2009 The Shock-Absorbing Capacity of the Flexible Exchange Rate in Poland
    by Agnieszka Stazka-Gawrysiak

  • 2009 Determination of the Real Exchange Rate of the Ruble and Assessment of Long-Run Policy of Real Exchange Rate Targeting
    by Sosunov, K. & Ushakov, N.

  • 2009 Economic convergence and the fundamental equilibrium exchange rate in Poland
    by Michal Rubaszek

  • 2009 An Admissible Macro-Finance Model of the US Treasury Market
    by Peter Spencer

  • 2009 Conversii perceptive in romanul Ion (de Liviu Rebreanu)
    by Rodica CALOTA

  • 2009 Pay Inequality in Turkey in the Neo-Liberal Era, 1980-2001
    by Adem Y. Elveren & James K. Galbraith

  • 2009 Unobserved Component Models of the Phillips Relation in the ASEAN Economy
    by Warapong Wongwachara & Anusorn Minphimai

  • 2009 Testing the Long-Run Neutrality of Money:The Case of Japan, South Korea and Taiwan
    by Shyh-Wei Chen & Wen-Lin Hsu

  • 2009 Examining the linkage between energy consumption and economic growth in India
    by Hrushikesh Mallick

  • 2009 Common features and stylized facts in Turkish macroeconomy
    by Cem Payaslioglu

  • 2009 Export-led growth hypothesis: a multivariate cointegration and causality evidence for Jordan
    by Jamal Husein

  • 2009 Sanayi Uretiminde Tatil Etkileri
    by Necmettin Alpay KOCAK

  • 2009 Transmisión de Tasas de Interés bajo el Esquema de Metas de Inflación: Evidencia para Colombia
    by Óscar Reinaldo Becerra & Luis Fernando Melo Velandia.

  • 2009 Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking
    by Hyun Shin & Reint Gropp

  • 2009 Interdependencies between Expected Default Frequency and the Macro Economy
    by Per Asberg Sommar & Hovick Shahnazarian

  • 2009 Asymmetries in Macroeconomic Time Series in Eleven Asian Economies
    by Khurshid M. Kiani

  • 2009 Analysis of the Rules of Monetary and Credit Policy of Russia in 1999–2007
    by Drobyshevsky Sergey & Pavel Trunin & Kamenskih M.

  • 2009 El impacto de las inversiones públicas sobre la inversión privada en México, 1925-2006
    by Fonseca Hernández, Felipe de Jesús

  • 2009 The Mid 1990s Peso Crisis in Mexico: An Application of the Girton-Roper Model
    by Edward E. Ghartey

  • 2009 Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy
    by Cyril Caillault, Dominique Guégan

  • 2009 Financial Spillovers to Emerging Markets during the Global Financial Crisis
    by Nathaniel Frank & Heiko Hesse

  • 2009 Crescimento econômico em economias emergentes selecionadas: Brasil, Rússia, Índia, China (BRIC) e África do Sul
    by Vieira, Flávio Vilela & Veríssimo, Michele Polline

  • 2009 Information Spillover, Volatility and the Currency Markets for the Binary Choice Model
    by Walid Ben Omrane & Christian M. Hafner

  • 2009 El impacto de la inversión pública sobre la inversión privada en México, 1980-2007
    by Felipe de Jesús Fonseca Hernández

  • 2009 The impact of divorce precedents on the Japanese divorce rate
    by Sakata, Kei & McKenzie, C.R.

  • 2009 The impact of structural breaks on the integration of the ASEAN-5 stock markets
    by Chen, Cathy W.S. & Gerlach, Richard & Cheng, Nick Y.P. & Yang, Y.L.

  • 2009 Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach
    by Zhu, Jie

  • 2009 On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity
    by Liu, Shuangzhe & Neudecker, Heinz

  • 2009 The Monetary Transmission Mechanisms In The Ceecs: A Structural Var Approach
    by OROS, Cornel & ROMOCEA-TURCU, Camelia

  • 2009 Poverty, Government Transfers, And The Business Cycle: Evidence For The United States
    by Dierk HERZER & Rainer KLUMP

  • 2009 Neural Networks to Detect Nonlinearities in Time Series: Analysis of Business Cycle in France and the United Kingdom
    by Kiani, K.M.

  • 2009 VAR Analysis of the Monetary Transmission Mechanism in Vietnam
    by Le Viet, H. & Pfau, W.D.

  • 2009 Financial Development and Economic Growth in Sri Lanka
    by Perera, N. & Paudel, R.C.

  • 2009 Productivity Growth in Germany: No Sustainable Economic Recovery in Sight
    by Georg Erber & Ulrich Fritsche

  • 2009 Konjunkturelle Frühindikatoren in der Krise: weiche Faktoren stärker als harte
    by Konstantin A. Kholodilin & Stefan Kooths

  • 2009 Geldpolitik und Vermögensmärkte
    by Christian Dreger & Jürgen Wolters

  • 2009 Do Oil Prices Matter? The Case of a Small Open Economy
    by Joao Tovar Jalles

  • 2009 A Conjecture of Chinese Monetary Policy Rule: Evidence from Survey Data, Markov Regime Switching, and Drifting Coefficients
    by Yanbin Chen & Zhen Huo

  • 2009 Análisis del gasto militar desde la perspectiva de la economía de la defensa: El caso colombiano 1950-2006
    by Manfred Grautoff & Fernando Chavarro Miranda

  • 2009 Deuda externa pública e inversión en Colombia 1994-2007: evidencia de un modelo no-lineal TAR
    by Andrés Eduardo Salamanca Lugo & Viviana del Pilar Monroy Mejía

  • 2009 Impacto de la crisis del sector rural en el mercado laboral urbano y nacional: un análisis de vectores auto-regresivos
    by Francisco Pérez T

  • 2009 Canadian city housing prices and urban market segmentation
    by Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory

  • 2009 Beyond Cheap Talks: Assessing the Undervaluation of the Chinese Currency Between 1994 and 2007
    by Jinzhao Chen

  • 2009 New evidence on long-run monetary neutrality
    by Juncal Cuñado & Luis Gil-Alana & Fernando Pérez de Gracia

  • 2009 On the purchasing power parity for Latin-American countries
    by Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade

  • 2009 Have liberalisation and NAFTA had a positive impact on Mexico´s output growth?
    by Belem I. Vasquez Galan & Olajide S. Oladipo

  • 2009 Price Volatility, Expectations and Monetary Policy in Nigeria
    by Ajimuda Olumide

  • 2009 Características de la inflación importada en Bolivia: ¿Puede contenerse con política cambiaria?
    by Marco Antonio Laguna Vargas

  • 2009 Analyse de la portée des résultats du Bank Lending Survey au regard des données de crédit
    by LACROIX, R. & MONTORNÈS, J.

  • 2009 Pricing Of Foreign Currency Options In The Serbian Market
    by Irena Janković

  • 2009 Financial Markets Modelling
    by Vladimir Tsenkov

  • 2009 Cointegration Analysis of the Aggregate Production Function through Autoregressive Distributive Lags Models (ARDL)
    by Plamen Petkov

  • 2009 Investigação da Mobilidade de Capitais da Paridade Coberta de Juros com Modelos de Parâmetros Fixos e Variáveis
    by Soraia Santos da Silva & Divanildo Triches & Ronald Otto Hillbrecht

  • 2009 Saldos Comerciais e Taxa de Câmbio Real: Uma Nova Análise do Caso Brasileiro
    by Emerson Fernandes Marçal & Marislei Nishijima & Wagner Oliveira Monteiro

  • 2009 Dynamic Structural Models and the High Ination Period in Brazil: Modelling the Monetary System
    by Wilson Luiz Rotatori Correa

  • 2009 The Fiscal Revenues And Public Expenditures: Is Their Evolution Sustenable? The Romanian Case
    by Bogdan Dima & Oana Lobont & Cristina Nicolescu

  • 2009 Unemployment Issues In Baraolt Region
    by Assist. Ph.D Kulcsár Erika & Economist Süto Gábor

  • 2009 Using credit scoring method for probability of non-financial companies default estimation at industry level
    by Ioan TRENCA & Annamaria BENYOVSZKI

  • 2009 VAR Analysis and the Great Moderation
    by Luca Benati & Paolo Surico

  • 2009-2010 Analysis of the scope of the results of the bank lending survey in relation to credit data
    by Lacroix, R. & Montornès, J.

  • 2008 Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation
    by Rangan Gupta & Josine Uwilingiye

  • 2008 Market Microstructure Approach to the Exchange Rate Determination Puzzle
    by Thabo Mokoena & Rangan Gupta & Renee Van Eyden

  • 2008 Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa
    by Kasai Ndahiriwe & Rangan Gupta

  • 2008 Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?
    by Rangan Gupta & Kibii Komen

  • 2008 Modelling non-linear comovements between time series
    by Catherine Kyrtsou & Costas Vorlow

  • 2008 Deficits, Explicit Debt, Implicit Debt, and Interest Rates: Some Empirical Evidence
    by Zijun Wang & Andrew J. Rettenmaier

  • 2008 The Great Moderation and The Relationship between Output Growth and Its Volatility
    by Wen-Shwo Fang & Stephen M. Miller

  • 2008 Foreign Capital Inflows and the Current Account Imbalance: Which Causality Direction?
    by Yan, Ho-don & Yang, Cheng-lang

  • 2008 Estimation of Long-run Demand for Money: An Application of Long-run Structural Modelling to Saudi Arabia
    by Masih, Mansur & Algahtani, Ibrahim

  • 2008 Is the Swedish Stock Market Becoming more Integrated with those of Germany and France?
    by Hatemi-J, Abdulnasser & Maneschiöld, Per-Ola & Roca, Eduardo

  • 2008 Rejim değişikliği, işlem motivasyonu ve döviz talebi: Türkiye örneği
    by Cafer KAPLAN & Ferhan SALMAN

  • 2008 Türkiye’de parasal aktarım mekanizmalarının makroekonomik etkileri
    by Bülent GÜLOĞLU & Sevinç ORHAN

  • 2008 Efectos de los cambios de la política monetaria en las dinámicas del tipo de cambio, el dinero y los precios en México (1945-2000)
    by Garcés Díaz, Daniel Guillermo

  • 2008 The Greek Hyperinflation Revisited
    by Constantinos Alexiou & Persefoni Tsaliki & Lefteris Tsoulfidis

  • 2008 A Semi-Structural Method to Estimate the NATREX for a Small Open Economy. The Case of Finland
    by Isabell Koske

  • 2008 A Critical Note on the Forecast Error Variance Decomposition
    by Seymen, Atilim

  • 2008 A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988
    by Seymen, Atilim

  • 2008 The "Credit-Cost Channel" of Monetary Policy. A Theoretical Assessment
    by Tamborini, Roberto

  • 2008 The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan
    by Olimov, Ulugbek & Sirajiddinov, Nishanbay

  • 2008 Testing the New Keynesian Model on U.S. and Euro Area Data
    by Juselius, Mikael

  • 2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
    by Møller, Niels Framroze

  • 2008 Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership
    by Jusélius, Katarina & Ordóñez, Javier

  • 2008 Evaluating the New Keynesian Phillips Curve under VAR-Based Learning
    by Fanelli, Luca

  • 2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
    by Giese, Julia V.

  • 2008 On the Explosive Nature of Hyper-Inflation Data
    by Nielsen, Bent

  • 2008 Does money still matter for U.S. output?
    by Berger, Helge & Österholm, Pär

  • 2008 A partially linear approach to modelling the dynamics of spot and futures prices
    by Gaul, Jürgen & Theissen, Erik

  • 2008 Multivariate regimeswitching GARCH with an application to international stock markets
    by Haas, Markus & Mittnik, Stefan

  • 2008 Asymmetric multivariate normal mixture GARCH
    by Haas, Markus & Mittnik, Stefan & Paolella, Marc S.

  • 2008 Global business cycles: convergence or decoupling?
    by Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S.

  • 2008 Teoría de crecimiento semi-endógeno vs Teoría de crecimiento completamente endógeno: una valoración sectorial
    by Sara Barcenilla Visús & Carmen López Pueyo & Jaime Sanaú

  • 2008 Estimation of weights for the Monetary Conditions Index in Poland
    by Andrzej Toroj

  • 2008 Larger crises cost more: impact of banking sector instability on output growth
    by Dobromil Serwa

  • 2008 Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems
    by Nedeljkovic, Milan

  • 2008 Time-Deformation Modeling Of Stock Returns Directed By Duration Processes
    by Dingan Feng & Peter X.-K. Song & Tony S. Wirjanto

  • 2008 The Dynamics of Parallel Economies. Measuring the Informal Sector in México
    by José Brambila Macias & Guido Cazzavillan

  • 2008 Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems
    by D. Aristei & Luca Pieroni

  • 2008 The Spectral Representation of Markov-Switching Arma Models
    by Beatrice Pataracchia

  • 2008 Infinitesimal Robustness for Diffusions
    by Davide La Vecchia & Fabio Trojani

  • 2008 The determinants of the outward foreign direct investment of China and India: Whither the home country?
    by Tolentino, Paz Estrella

  • 2008 Crude Oil and Stock Markets: Stability, Instability, and Bubbles
    by J. Isaac Miller & Ronald Ratti

  • 2008 Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing
    by Chunming Yuan

  • 2008 The Exchange Rate and Macroeconomic Determinants: Time-Varying Transitional Dynamics
    by Chunming Yuan

  • 2008 Relación entre la contaminación atmosférica y la calidad del aire con el crecimiento económico y otros determinantes : Uruguay a lo largo del Siglo XX
    by Matías Piaggio

  • 2008 On the Periodicity of Inventories
    by Katsuyuki Shibayama

  • 2008 Sources of Uncertainty for Conducting Monetary Policy in Chile
    by Felipe Morandé Lavín & Mauricio Tejada

  • 2008 The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis
    by WenShwo Fang & Stephen M. Miller & ChunShen Lee

  • 2008 Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited
    by WenShwo Fang & Stephen M. Miller

  • 2008 Is the Great Moderation Ending? UK and US Evidence
    by Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard

  • 2008 Priors from DSGE Models for Dynamic Factor Analysis
    by Gregor Bäurle

  • 2008 The Role of Sectoral Shifts in the Great Moderation
    by Daniel Burren

  • 2008 Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence
    by Fabio C. Bagliano & Claudio Morana

  • 2008 Do high-frequency measures of volatility improve forecasts of return distributions?
    by John M Maheu & Thomas H McCurdy

  • 2008 Improving Forecasts of Inflation using the Term Structure of Interest Rates
    by Alonso Gomez & John M Maheu & Alex Maynard

  • 2008 Is volatility good for growth? Evidence from the G7
    by Andreou Elena & Pelloni Alessandra & Sensier Marianne

  • 2008 On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility
    by Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis

  • 2008 Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming
    by Tolga Caskurlu & Mustafa C. Pinar & Aslihan Salih & Ferhan Salman

  • 2008 Out-of-sample comparison of copula specifications in multivariate density forecasts
    by Cees Diks & Valentyn Panchenko & Dick van Dijk

  • 2008 Econometric Analysis of Structural Systems with Permanent and Transitory Shocks
    by Adrian R. Pagan & M. Hashem Pesaran

  • 2008 Macro Stress Testing of the Slovak Banking Sector
    by Juraj Zeman & Pavol Jurca

  • 2008 The Financial Accelerator: Evidence using a procedure of Structural Model Design
    by Roger Hammersland & Dag Henning Jacobsen

  • 2008 Classical identification: A viable road for data to inform structural modeling
    by Roger Hammersland

  • 2008 A Demand System for Input Factors when there are Technological Changes in Production
    by Håvard Hungnes

  • 2008 Real Time Estimation of Potential Output and Output Gap for the Euro-Area : Comparing Production Function with Unobserved Components and SVAR Approaches
    by Gian Luigi Mazzi & Frédéric Reynès & Matthieu Lemoine & Paola Veroni

  • 2008 Scope of Electricity Efficiency Improvement in Switzerland until 2035
    by Boris Krey

  • 2008 Efficient provision of electricity for the United States and Switzerland
    by Boris Krey & Philippe K. Widmer & Peter Zweifel

  • 2008 Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows
    by Katrin Assenmacher-Wesche & M. Hashem Pesaran

  • 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
    by Thomas Flury & Neil Shephard

  • 2008 Modelling and measuring volatility
    by Ole E. Barndorff-Nielsen & Neil Shephard

  • 2008 Fitting vast dimensional time-varying covariance models
    by Robert Engle & Neil Shephard & Kevin Shepphard

  • 2008 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
    by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard

  • 2008 Testing a DSGE model of the EU using indirect inference
    by David Meenagh & Patrick Minford & Michael Wickens

  • 2008 Testing a DSGE model of the EU using indirect inference
    by David Meenagh & Patrick Minford & Michael Wickens

  • 2008 Exchange rate pass-through to import prices in South Africa: Is there asymmetry?
    by T D Karoro & M J Aziakpono & N Cattaneo

  • 2008 Identifying Sources of Business Cycle Fluctuations in Germany 1975–1998
    by Oliver Holtemöller & Torsten Schmidt

  • 2008 The Microstructure of a U.S. Treasury ECN: The Brokertec Platform
    by Michael Fleming & Bruce Mizrach

  • 2008 Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling
    by Gianluca Cubadda & Alain Hecq & Franz C. Palm

  • 2008 Is Volatility Good for Growth? Evidence from the G7
    by Elena Andreou & Alessandra Pelloni & Marianne Sensier

  • 2008 Common Shocks, Common Dynamics, and the International Business Cycle
    by Marco Centoni & Gianluca Cubadda & Alain Hecq

  • 2008 Is Volatility Good for Growth?
    by Elena Andreou & Marianne Sensier & Alessandra Pelloni

  • 2008 Dynamic probabilities of restrictions in state space models: An application to the Phillips curve
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

  • 2008 On the Evolution of Monetary Policy
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

  • 2008 Bayesian Inference in the Time Varying Cointegration Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

  • 2008 The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators
    by Steve Lawford & Michalis P. Stamatogiannis

  • 2008 EU-ETS and Nordic Electricity: A CVAR Approach
    by Fell, Harrison

  • 2008 Markov Switching GARCH Diffusion
    by Carol Alexander & Emese Lazar

  • 2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
    by Alexander Mihailov & Fabio Rumler & Johann Scharler

  • 2008 Discrete time-series models when counts are unobservable
    by T M Christensen & A. S. Hurn & K A Lindsay

  • 2008 Monetary Transmission Mechanism in a Small Open Economy: A Bayesian Structural VAR Approach
    by Rokon Bhuiyan

  • 2008 The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets
    by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen

  • 2008 Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders
    by Morten Ørregaard Nielsen

  • 2008 Approximating and Forecasting Macroeconomic Signals in Real-Time
    by João Valle e Azevedo & Ana Pereira

  • 2008 Wage and Price Dynamics in Portugal
    by Carlos Robalo Marques

  • 2008 Determining the number of factors in approximate factor models with global and group-specific factors
    by Francisco Craveiro Dias & Maximiano Pinheiro & António Rua

  • 2008 Tobacco Substitution and the Poor
    by Steven F. Koch & Gauthier Tshiswaka-Kashalala

  • 2008 Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio
    by Bastourre, Diego

  • 2008 Tourist Arrivals And Economic Growth In Sarawak
    by Lau, Evan & Oh, Swee-Ling & Hu, Sing-Sing

  • 2008 The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan
    by Olimov, Ulugbek & Sirajiddinov, Nishanbay

  • 2008 Impact of Trade Liberalization on External Debt Burden: Econometric Evidence from Pakistan
    by Zafar, Sabahat & Butt, Muhammad Sabihuddin

  • 2008 Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS
    by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia

  • 2008 Speculation, Futures Prices, and the U.S. Real Price of Crude Oil
    by Stevans, Lonnie & Sessions, David

  • 2008 Do macroeconomic variables play any role in the stock market movement in Ghana?
    by Adam, Anokye M. & Tweneboah, George

  • 2008 Inference regarding multiple structural changes in linear models estimated via two stage least squares
    by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia

  • 2008 The Causal Relationship Between Government Revenue and Expenditure in Namibia
    by Eita, Joel Hinaunye & Mbazima, Daisy

  • 2008 Short-term evolution of forward curves and volatility in illiquid power market
    by Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián

  • 2008 Forecasting Demand for Electricity: Some Methodological Issues and an Analysis
    by Pillai N., Vijayamohanan

  • 2008 The US Dollar and the Euro: Deus Ex-Machina
    by Lorca-Susino, Maria

  • 2008 A model of growth and finance: FIML estimates for India
    by Rao, B. Bhaskara & Tamazian, Artur

  • 2008 Demanda de dinero y liberalizacion financiera en Mexico: Un enfoque de cointegracion
    by L. Arnaut, Javier

  • 2008 The Dynamics of Parallel Economies. Measuring the Informal Sector in México
    by Brambila Macias, Jose

  • 2008 Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times
    by Laakkonen, Helinä & Lanne, Markku

  • 2008 Modeling International Financial Returns with a Multivariate Regime Switching Copula
    by Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso

  • 2008 Monetary exchange rate model: supportive evidence from nonlinear testing procedures
    by Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah

  • 2008 What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?
    by Vargas, Gregorio A.

  • 2008 Empirical Evidence Of The Balance Of Payments Constrained Growth In Cuba. The Effects Of Comercial Regimes Since 1960
    by Fugarolas Álvarez-Ude, Guadalupe & Mañalich Gálvez, Isis & Matesanz Gómez, David

  • 2008 Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components
    by Proietti, Tommaso

  • 2008 Structural Time Series Models for Business Cycle Analysis
    by Proietti, Tommaso

  • 2008 The long-term decline of internal migration in Canada – Ontario as a case study
    by Basher, Syed A. & Fachin, Stefano

  • 2008 Identifying the evolution of stock markets stochastic structure after the euro
    by Caiado, Jorge & Crato, Nuno

  • 2008 On the functional estimation of multivariate diffusion processes
    by Bandi, Federico & Moloche, Guillermo

  • 2008 The Greek Hyperinflation Revisited
    by Alexiou, Constantinos & Tsaliki, Persefoni & Tsoulfidis, Lefteris

  • 2008 العوامل المؤثرة في البطالة في الجمهورية العربية السورية دراسة تطبيقية باستخدام منهجية التكامل المشترك
    by Almosabbeh, Imadeddin

  • 2008 A re-examination of the role of foreign direct investment and exports in Malaysia's economic growth
    by Tang, Chor Foon

  • 2008 Output gap and inflation nexus: the case of United Arab Emirates
    by Osman, Mohammad & Jean Louis, Rosmy & Balli, Faruk

  • 2008 Capital flow to China and the issue of hot money: an empirical investigation
    by Lai, Jennifer /J.T.

  • 2008 Some Empirical Evidence on the Quantity Theoretic Proposition of Money in ASEAN-5
    by Puah, Chin-Hong & Habibullah, Muzafar Shah & Abu Mansor, Shazali

  • 2008 On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries
    by Puah, Chin-Hong & Habibullah, M.S. & Abu Mansor, Shazali

  • 2008 The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey
    by Omay, Tolga

  • 2008 Stock market integration: Malaysia and its major trading partners
    by Abdul Karim, Zulkefly & Abdul Karim, Bakri

  • 2008 Halaju wang di Malaysia : bukti empirik
    by Abdul Karim, Zulkefly & Jusoh, Mansor & Khalid, Norlin

  • 2008 Determinants of reserve money demand: a multivariate co-integrating approach
    by Korap, Levent

  • 2008 Implied Volatility with Time-Varying Regime Probabilities
    by Lanne, Markku & Ahoniemi, Katja

  • 2008 GDP Forecast for Australia
    by Saraogi, Ravi

  • 2008 Forecasting in vector autoregressions with many predictors
    by Korobilis, Dimitris

  • 2008 A monetary model of TL/US$ exchange rate: a co-integrating approach
    by Levent, Korap

  • 2008 Long-run relations between money, prices and output: the case of Turkey
    by Levent, Korap

  • 2008 Testing international parity hypothesis in a multivariate identified co-integrating system: the Turkish evidence
    by Levent, Korap

  • 2008 Modeling Turkish M2 broad money demand: a portfolio-based approach using implications for monetary policy
    by Levent, Korap

  • 2008 Modeling base money demand and inflation for the Turkish economy
    by Levent, Korap

  • 2008 Indicadores de Actividad para la Inversión en Infraestructura y Vivienda
    by Idrovo Aguirre, Byron & Caro S., Juan Carlos

  • 2008 Determinantes de la Inflación en una Economía Dolarizada: El Caso Ecuatoriano
    by Gachet, Ivan & Maldonado, Diego & Pérez, Wilson

  • 2008 Estimating potential output using business survey data in a SVAR framework
    by Cesaroni, Tatiana

  • 2008 Estimating Money Demand Function in Cambodia: ARDL Approach
    by Samreth, Sovannroeun

  • 2008 Testing the Hypothesis of Contagion using Multivariate Volatility Models
    by Marçal, Emerson F. & Valls Pereira, Pedro L.

  • 2008 A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles
    by Chauvet, Marcelle & Senyuz, Zeynep

  • 2008 Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics
    by Mendonca, Gui Pedro

  • 2008 SPATIAL integration of the rice market: emprirical evidence from mid-west and far-west Nepal and the Nepalese-Indian border
    by Sanogo, Issa

  • 2008 Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach
    by Klein, A. & Urbig, D. & Kirn, S.

  • 2008 Bayesian Analysis of DSGE Models with Regime Switching
    by Eo, Yunjong

  • 2008 Comparing the accuracy of density forecasts from competing GARCH models
    by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi

  • 2008 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
    by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan

  • 2008 Herd behaviour in Malaysian capital market: An empirical analysis
    by Duasa, Jarita & Kassim, Salina

  • 2008 Real time estimation of potential output and output gap for theeuro-area: comparing production function with unobserved componentsand SVAR approaches
    by Lemoine, Matthieu & Mazzi, Gian Luigi & Monperrus-Veroni, Paola & Reynes, Frédéric

  • 2008 Economic convergence and the fundamental equilibrium exchange rate in Poland
    by Rubaszek, Michał

  • 2008 Hot money and economic performance: An empirical analysis
    by Duasa, Jarita & Kassim, Salina

  • 2008 Shocks and rigidities as determinants of CEE labor markets' performance. A panel SVECM approach
    by Bukowski, Maciej & Koloch, Grzegorz & Lewandowski, Piotr

  • 2008 An analysis of the role of liking on the memorial response to advertising
    by Sergio, Brasini & Marzia, Freo & Giorgio, Tassinari

  • 2008 Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis
    by Rossi, Eduardo & Spazzini, Filippo

  • 2008 Exchange Market Pressure in Central European Countries from the Eurozone Membership Perspective
    by Stavarek, Daniel

  • 2008 Short and long run tests of the expectations hypothesis: the Portuguese case
    by Silva Lopes, Artur C. B. da & Monteiro, Olga Susana

  • 2008 Causal Relationship Between Exports and Agricultural GDP in Pakistan
    by Memon, Manzoor Hussain & Baig, Waqar Saleem & Ali, Muhammad

  • 2008 Macro-finance VARs and bond risk premia: a caveat
    by Taboga, Marco

  • 2008 Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity
    by Lucchetti, Riccardo & Palomba, Giulio

  • 2008 The Impact of Yuan/Ringgit on Bilateral Trade Balance of China and Malaysia
    by Hooy, Chee Wooi & Chan, Tze-Haw

  • 2008 Exchange rate pass-through and volatility: Impacts on domestic prices in four Asian countries
    by Sek, Siok Kun & Kapsalyamova, Zhanna

  • 2008 Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
    by Griffin, Jim & Steel, Mark F.J.

  • 2008 Forecasting macroeconomic variables using a structural state space model
    by de Silva, Ashton

  • 2008 Panel Cointegration and the Monetary Exchange Rate Model
    by Basher, Syed A. & Westerlund, Joakim

  • 2008 Testando A Hipótese De Contágio A Partir De Modelos Multivariados De Volatilidade
    by Marçal, Emerson F. & Valls Pereira, Pedro L.

  • 2008 Aluminium market and the macroeconomy
    by Melisso Boschi & Luca Pieroni

  • 2008 Financial Deepening, Trade Openness and Economic Growth in Latin America and the Caribbean
    by Thomas Gries & Manfred Kraft & Daniel Meierrieks

  • 2008 Linkages between Financial Deepening,Trade Openness and Economic Development: Causality Evidence from Sub-Saharan Africa
    by Thomas Gries & Manfred Kraft & Daniel Meierrieks

  • 2008 Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise
    by S. Sanfelici & M. E. Mancino

  • 2008 Multi-sector inflation forecasting - quarterly models for South Africa
    by Janine Aron & John Muellbauer

  • 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
    by Neil Shephard & Thomas Flury

  • 2008 Fitting vast dimensional time-varying covariance models
    by Neil Shephard & Kevin Sheppard & Robert F. Engle

  • 2008 Stochastic Volatility: Origins and Overview
    by Neil Shephard & Torben G. Andersen

  • 2008 Measuring downside risk - realised semivariance
    by Neil Shephard & Silja Kinnebrock & Ole E. Barndorff-Neilsen

  • 2008 An analysis of the indicator saturation estimator as a robust regression estimator
    by Bent Nielsen & Soren Johansen & Bent Nielsen

  • 2008 Modelling and measuring volatility
    by Neil Shephard & Ole E. Barndorff-Nielsen

  • 2008 Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation
    by Fabio Rumler & Maria Teresa Valderrama

  • 2008 Transmission of business cycle shocks between the US and the euro area
    by Gerhard Fenz & Martin Schneider

  • 2008 The tax system and housing demand in New Zealand
    by David Hargreaves

  • 2008 How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand
    by Emmanuel De Veirman & Ashley Dunstan

  • 2008 Changes in the transmission mechanism of monetary policy in New Zealand
    by Özer Karagedikli & Rishab Sethi & Christie Smith & Aaron Drew

  • 2008 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
    by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard

  • 2008 Transmission Channels Linking Real Estate Shocks with Macroeconomic Performance: Evidence from Malaysia
    by Hon-Chung Hui

  • 2008 Is the Great Moderation Ending? UK and US Evidence
    by Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard

  • 2008 The Macroeconomic Effects of Fiscal Policy
    by Ricardo M. Sousa & António Afonso

  • 2008 Fiscal Policy, Housing and Stock Prices
    by Ricardo M. Sousa & António Afonso

  • 2008 Bayesian Inference in the Time Varying Cointegration Model
    by Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan

  • 2008 Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk?
    by Juan Carlos Cuestas & Estefania Mourelle

  • 2008 Testing for PPP in Australia: evidence from unit root tests against nonlinear trend stationarity alternatives
    by Juan Carlos Cuestas & Paulo Jose Regis

  • 2008 Forecast Evaluation of Small Nested Model Sets
    by Kirstin Hubrich & Kenneth D. West

  • 2008 What are the Effects of Fiscal Policy Shocks?
    by Andrew Mountford & Harald Uhlig

  • 2008 Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?
    by V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan

  • 2008 Using Samples of Unequal Length in Generalized Method of Moments Estimation
    by Anthony W. Lynch & Jessica A. Wachter

  • 2008 Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production
    by Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson

  • 2008 Global Business Cycles: Convergence or Decoupling?
    by M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad

  • 2008 Inflation-Gap Persistence in the U.S
    by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent

  • 2008 Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)
    by Marco Del Negro & Frank Schorfheide

  • 2008 Global Forces and Monetary Policy Effectiveness
    by Jean Boivin & Marc Giannoni

  • 2008 It’s not only WHAT is said, it’s also WHO the speaker is. Evaluating the effectiveness of central bank communication
    by Marek Rozkrut

  • 2008 Forecast with judgment and models
    by Francesca Monti

  • 2008 Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth
    by Philippe Moës

  • 2008 A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model
    by Ralph D. Snyder & Anne B. Koehler

  • 2008 Option pricing under GARCH models with generalized hyperbolic innovations (I) : methodology
    by Christophe Chorro & Dominique Guegan & Florian Ielpo

  • 2008 Non-stationarity and meta-distribution
    by Dominique Guegan

  • 2008 Pricing bivariate option under GARCH processes with time-varying copula
    by Jing Zhang & Dominique Guegan

  • 2008 Effect of noise filtering on predictions : on the routes of chaos
    by Dominique Guegan

  • 2008 Coffee Commodity Chain
    by Tine Olsen & Brett Inder

  • 2008 On the non-convergence of energy intensities: evidence from a pair-wise econometric approach
    by Yannick LE PEN & Benoît SEVI

  • 2008 The dynamic e ects of monetary policy: A structural factor model approach
    by Mario Forni & Luca Gambetti

  • 2008 Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis
    by Andrea Cipollini & George Kapetanios

  • 2008 Measuring bank capital requirements through Dynamic Factor analysis
    by Andrea Cipollini & Giuseppe Missaglia

  • 2008 Macro stress testing with sector specific bankruptcy models
    by Marianna Valentinyi-Endrész & Zoltán Vásáry

  • 2008 Leveraged carry trade portfolios
    by Zsolt Darvas

  • 2008 Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle
    by Matteo Pelagatti & Valeria Negri

  • 2008 On the stability of domestic financial market linkages in the presence of time-varying volatility
    by Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis

  • 2008 Detecting shift and pure contagion in East Asian equity markets: A Unified Approach
    by Thomas J. flavin & Ekaterini Panopoulou

  • 2008 An Analysis Of Life Insurance Demand Determinants For Selected Asian Economies And India
    by Subir Sen

  • 2008 The Information Content of Implied Probabilities to Detect Structural Change
    by Alain Guay & Jean-François Lamarche

  • 2008 Macroeconomic Effects of Terrorist Shocks in Israel
    by Denis Larocque & Geneviève Lincourt & Michel Normandin

  • 2008 Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?
    by Hafedh Bouakez & Michel Normandin

  • 2008 Dynamic Factor Models in Forecasting Latvia's Gross Domestic Product
    by Viktors Ajevskis & Gundars Davidsons

  • 2008 Trend Extraction From Time Series With Structural Breaks and Missing Observations
    by Schlicht, Ekkehart

  • 2008 Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR
    by Deborah Gefang & Rodney Strachan

  • 2008 Inversores Financieros en los Mercados de Commodities: Un Modelo con Dinámica de Ajuste no Lineal al Equilibrio
    by Diego Bastourre

  • 2008 Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility
    by Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor

  • 2008 Malthus in Cointegration Space: A new look at living standards and population in pre-industrial England
    by Niels Framroze Møller & Paul Sharp

  • 2008 Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area
    by Andreas Beyer & Katarina Juselius

  • 2008 Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model
    by Christian Conrad & Menelaos Karanasos

  • 2008 Understanding Output and Price Dynamics in Japan: Why Have Japan's Price Movements Been Relatively Stable Since the 1990s?
    by Masahiko Shibamoto & Ryuzo Miyao

  • 2008 How Resilient is the German Banking System to Macroeconomic Shocks?
    by Jonas Dovern & Carsten-Patrick Meier & Johannes Vilsmeier

  • 2008 Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators Under Real-Time Conditions
    by Jonas Dovern & Christina Ziegler

  • 2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
    by Alexander Mihailov & Fabio Rumler & Johann Scharler

  • 2008 Causality Relationships between Total Exports with Agricultural and Manufacturing GDP in Tanzania
    by Shombe, Nicolaus Herman

  • 2008 Tax Rates and Tax Evasion: An Empirical Analysis of the Structural Aspects and Long-Run Characteristics in Italy
    by Chiarini, Bruno & Marzano, Elisabetta & Schneider, Friedrich

  • 2008 Tax Rates and Tax Evasion: An Empirical Analysis of the Structural Aspects and Long-Run Characteristics in Italy
    by Chiarini, Bruno & Marzano, Elisabetta & Schneider, Friedrich

  • 2008 Global Business Cycles: Convergence or Decoupling?
    by Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar

  • 2008 Global Business Cycles: Convergence or Decoupling?
    by Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar

  • 2008 Identification of New Keynesian Phillips Curves from a Global Perspective
    by Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P.

  • 2008 Identification of New Keynesian Phillips Curves from a Global Perspective
    by Dees, Stephane & Pesaran, Hashem & Smith, L. Vanessa & Smith, Ron P.

  • 2008 Wage, price and unemployment dynamics in the Spanish transition to EMU membership
    by Javier Ordoñez & Katarina Juselius

  • 2008 Are There Waves in Merger Activity After All?
    by Dennis L. Gärtner & Daniel Halbheer

  • 2008 Macroeconomic Rates of Return of Public and Private Investment: Crowding-in and Crowding-out Effects
    by António Afonso & Miguel St.Aubyn

  • 2008 Fiscal Policy, Housing and Stock Prices
    by António Afonso & Ricardo M. Sousa

  • 2008 The Macroeconomic Effects of Fiscal Policy
    by António Afonso & Ricardo M. Sousa

  • 2008 The Informational Content of Trades on the EuroMTS Platform
    by Alessandro Girardi

  • 2008 Economic integration and industrial sector fluctuations: evidence from Italy
    by Tatiana Cesaroni

  • 2008 The contribution of domestic, regional, and international factors to Latin America’s business cycle
    by Melisso Boschi & Alessandro Girardi

  • 2008 Panel Data Stochastic Convergence Analysis of the Mexican Regions
    by Josep Lluís Carrion-i-Silvestre & Vicente German-Soto

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  • 2008 Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided
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  • 2008 A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output
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  • 2008 International Business Cycle Coherence and Phases- A spectral analysis of output fluctuations of G7
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  • 2008 Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?
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  • 2008 Testing directional forecast value in the presence of serial correlation
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  • 2008 Common Influences, Spillover and Integration in Chinese Stock Markets
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  • 2008 Structural Dynamic Conditional Correlation
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  • 2008 Macro Wine in Financial Skins: The Oil-FX Interdependence
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  • 2008 Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation
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  • 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
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  • 2008 Adaptive Forecasting of the EURIBOR Swap Term Structure
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  • 2008 Treating missing values in INAR(1) models
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  • 2008 Modeling International Financial Returns with a Multivariate Regime Switching Copula
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  • 2008 Panel Cointegration of Chinese A and B Shares
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  • 2008 The co-movements along the forward curve of natural gas futures: a structural view
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  • 2008 Trade linkages and macroeconomic effects of the price of oil
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  • 2008 Price convergence and geographic dimension of market integration: Evidence from China
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  • 2008 International linkage of the Russian market and the Russian financial crisis: A multivariate GARCH analysis
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  • 2008 The Relationship between the Hybrid New Keynesian Phillips Curve and the NAIRU over Time
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  • 2008 Analysing Convergence in Europe Using a Non-linear Single Factor Model
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  • 2008 Estimating fundamental cross-section dispersion from fixed event forecasts
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  • 2008 Estimating the Speed of Convergence in the Neoclassical Growth Model: An MLE Estimation of Structural Parameters Using the Stochastic Neoclassical Growth Model, Time-Series Data, and the Kalman Filter
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  • 2008 Leveraged Carry Trade Portfolios
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  • 2008 Output Fluctuations in the G-7: An Unobserved Components Approach
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  • 2008 Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case
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  • 2008 An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates
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  • 2008 Les Modes de Rémunération comme Mécanismes Sélectifs de la Main d’oeuvre : Fondements Théoriques et Estimations Empiriques
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  • 2008 Foreign Direct Investment, Macroeconomic Instability And Economic Growth in MENA Countries
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  • 2008 Does a Monetary Union protect again foreign shocks? An assessment of Latin American integration using a Bayesian VAR
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  • 2008 Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members?
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  • 2008 Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models
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  • 2008 Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes
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  • 2008 Is Fuel-Switching a No-Regrets Environmental Policy? VAR Evidence on Carbon Dioxide Emissions, Energy Consumption and Economic Performance in Portugal
    by Alfredo Marvão Pereira & Rui Manuel Marvão Pereira

  • 2008 Uma Análise de Causalidade entre o número de Casamentos e de Nascimentos em Portugal
    by António Caleiro

  • 2008 Path Forecast Evaluation
    by Òscar Jordà & Massimiliano Marcellino

  • 2008 Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis
    by Markku Lanne & Helmut Luetkepohl

  • 2008 Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term
    by Matei Demetrescu & Helmut Luetkepohl & Pentti Saikkonen

  • 2008 A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks
    by Markku Lanne & Helmut Luetkepohl

  • 2008 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
    by Anindya Banerjee & Massimiliano Marcellino & Igor Masten

  • 2008 Factor-augmented Error Correction Models
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  • 2008 Time-varying integration, the euro and international diversification strategy
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  • 2008 Seasonality in revisions of macroeconomic data
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  • 2008 Another Look to the Price-Dividend Ratio: A Markov-Switching Approach
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  • 2008 Term Structure and the Estimated Monetary Policy Rule in the Eurozone
    by María-Dolores, Ramón & Vázquez Pérez, Jesús

  • 2008 The Comovement between Monetary and Fiscal Policy Instruments during the Post-War Period in the U.S
    by Vázquez Pérez, Jesús

  • 2008 Inference on nonparametrically trending time series with fractional errors
    by Peter Robinson

  • 2008 The Contribution Of Domestic, Regional And International Factors To Latin America'S Business Cycle
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  • 2008 An Unobserved Components Common Cycle For Australia? Implications For A Common Currency
    by Viv Hall & John McDermott

  • 2008 Forecasting economic activity for Estonia : The application of dynamic principal component analyses
    by Christian Schulz

  • 2008 Limited participation or sticky prices? New evidence from firm entry and failures
    by Lenno Uusküla

  • 2008 Liquidity and productivity shocks: A look at sectoral firm creation
    by Lenno Uusküla

  • 2008 A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
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  • 2008 Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach
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  • 2008 The Vanishing Role of Money in the Macroeconomy - An Empirical Investigation Based On Spectral and Wavelet Analysis
    by D. M. Nachane & Amlendu Kumar Dubey

  • 2008 An Analysis of Life Insurance Demand Determinants for Selected Asian Economies and India
    by Subir Sen

  • 2008 Modelling Thirty Five Years Of Coffee Prices In Brazil, Guatemala And India
    by Sushil Mohan & Bill Russell

  • 2008 Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?
    by Christian Dreger

  • 2008 Estimating Fundamental Cross-Section Dispersion from Fixed Event Forecasts
    by Jonas Dovern & Ulrich Fritsche

  • 2008 Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?
    by Christian Dreger

  • 2008 On the Potential Economic Costs of Cutting Carbon Dioxide Emissions in Portugal
    by Alfredo M. Pereira & Rui Manuel Marvão Pereira

  • 2008 On the Regional Incidence of Public Investment in Highways in the USA
    by Alfredo M. Pereira & Jorge M. Andraz

  • 2008 Semiparametric Cointegrating Rank Selection
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  • 2008 Long Memory and Long Run Variation
    by Peter C.B. Phillips

  • 2008 Modelling international financial returns with a multivariate regime switching copula
    by Loran , CHOLLETTE & Andreas , HEINEN & Alfonso , VALDESOGO

  • 2008 A methodology for population projections: an application to Spain
    by Andrés M. Alonso & Daniel Peña & Julio Rodríguez

  • 2008 Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting
    by andrés M. Alonso & Carolina Garcia-Martos & Julio Rodriguez & Maria Jesus Sanchez

  • 2008 Measuring causality between volatility and returns with high-frequency data
    by Jean-Marie Dufour & René García & Abderrahim Taamouti

  • 2008 Short and long run causality measures: theory and inference
    by Jean-Marie Dufour & Abderrahim Taamouti

  • 2008 Multi-sector inflation forecasting - quarterly models for South Africa
    by Janine Aron & John Muellbauer

  • 2008 Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from UK and US
    by Nikolaos Giannellis & Athanasios Papadopoulos & Angelos Kanas

  • 2008 The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach
    by Forni, Mario & Gambetti, Luca

  • 2008 Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices
    by Kilian, Lutz & Vega, Clara

  • 2008 Path Forecast Evaluation
    by Jordà, Òscar & Marcellino, Massimiliano

  • 2008 Testing a Model of the UK by the Method of Indirect Inference
    by Meenagh, David & Minford, Patrick & Theodoridis, Konstantinos

  • 2008 Testing a DSGE Model of the EU Using Indirect Inference
    by Meenagh, David & Minford, Patrick & Wickens, Michael R.

  • 2008 Oil and the Macroeconomy: A Structural VAR Analysis with Sign Restrictions
    by Lippi, Francesco & Nobili, Andrea

  • 2008 Factor-augmented Error Correction Models
    by Banerjee, Anindya & Marcellino, Massimiliano

  • 2008 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
    by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor

  • 2008 Macroeconomic resilience in a DSGE model
    by Adam Elbourne & Debby Lanser & Bert Smid & Martin Vromans

  • 2008 Modeling international financial returns with a multivariate regime switching copula
    by CHOLLETE, Loran & HEINEN, Andréas & VALDESOGO, Alfonso

  • 2008 Impacto De La Crisis Del Sector Rural En El Mercado Laboral Urbano Y Nacional: Un Análisis De Vectores Auto-Regresivos
    by Francisco Pérez T

  • 2008 DEUDA EXTERNA PÚBLICA E INVERSIÓN EN COLOMBIA 1994-2007: Evidencia de un Modelo No-Lineal TAR
    by Andrés Salamanca & Viviana Monroy

  • 2008 The Demographic Transition in Colombia: Theory and Evidence
    by Daniel Mejía & María Teresa Ramírez & Jorge Tamayo

  • 2008 Transmisión de tasas de interés bajo el esquema de metas de inflación: evidencia para Colombia
    by Oscar Becerra & Luis Fernando Melo

  • 2008 Hechos Estilizados de la Economía Colombiana:Fundamentos Empíricos para la Construcción y Evaluación de un Modelo DSGE
    by Juan Carlos Parra Alvarez

  • 2008 La tasa natural de desempleo en Colombia y sus determinantes
    by Jorge Anfdrés Tamayo

  • 2008 Medidas De Riesgo Financiero Usando Cópulas: Teoría Y Aplicaciones
    by Oscar Becerra & Luis Fernando Melo

  • 2008 Modeling the monetary policy reaction function of the colombian central bank
    by Jesús Otero & Manuel Ramírez Gómez

  • 2008 A Realistic Model for Official Interest Rates
    by J. De Dios Tena & E. Otranto

  • 2008 Multivariate Location-Scale Mixtures Of Normals And Mean-Variance-Skwness Portfolio Allocation
    by Enrique Sentana & Javier Mencía

  • 2008 Distributional Tests In Multivariate Dynamic Models With Normal And Student T Innovations
    by Enrique Sentana & Javier Mencía

  • 2008 Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005
    by Virginie Coudert & Mathieu Gex

  • 2008 Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?
    by Steffen Henzel

  • 2008 Stock Prices and Economic Fluctuations:A Markov Switching Structural VectorAutoregressive Analysis
    by Markku Lanne & Helmut Luetkepohl

  • 2008 A High-Low Model of Daily Stock Price Ranges
    by Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan

  • 2008 Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach
    by Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi

  • 2008 Optimal Asset Allocation with Factor Models for Large Portfolios
    by M. Hashem Pesaran & Paolo Zaffaroni

  • 2008 A VECX Model of the Swiss Economy
    by Katrin Assenmacher-Wesche & M. Hashem Pesaran

  • 2008 Forecasting Economic and Financial Variables with Global VARs
    by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith

  • 2008 Public and private sector wages:comovement and casuality
    by Ana Lamo & Javier J. Pérez & Ludger Schuknecht

  • 2008 How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2008 Testing a DSGE model of the EU using indirect inference
    by Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2008 Path Forecast Evaluation
    by Oscar Jorda & Massimiliano Marcellino

  • 2008 Constructing Structural VAR Models with Conditional Independence Graphs
    by Les Oxley & Marco Reale & Granville Tunnicliffe Wilson

  • 2008 Estimating the Structural Demand for Irish Housing
    by Addison-Smyth, Diarmaid & McQuinn, Kieran & O' Reilly, Gerard

  • 2008 Optimal Asset Allocation with Factor Models for Large Portfolios
    by Pesaran, M.H. & Zaffaroni, P.

  • 2008 A VECX* Model of the Swiss Economy
    by Assenmacher-Wesche, K. & Pesaran, M.H.

  • 2008 Model Averaging in Risk Management with an Application to Futures Markets
    by Pesaran, M.H. & Schleicher, C. & Zaffaroni, P.

  • 2008 Forecasting Economic and Financial Variables with Global VARs
    by Pesaran, M.H. & Schuermann, T. & Smit, L.V.

  • 2008 Identification of New Keynesian Phillips Curves from a Global Perspective
    by Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P.

  • 2008 Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939
    by Dimitrios Sideris

  • 2008 Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve
    by Joyce, Michael & Kaminska, Iryna & Lildholdt, Peter

  • 2008 A no-arbitrage structural vector autoregressive model of the UK yield curve
    by Kaminska, Iryna

  • 2008 Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models
    by Idier, J.

  • 2008 International Evidence on Stochastic and Deterministic Monetary Neutrality
    by Antonio E. Noriega & Luis M. Soria & Ramón Velázquez

  • 2008 Temporal aggregation of univariate and multivariate time series models: A survey
    by Andrea Silvestrini & David Veredas

  • 2008 Term structure and the estimated monetary policy rule in the eurozone
    by Ramón María-Dolores & Jesús Vázquez

  • 2008 Forecasting Inflation in Argentina: Individual Models or Forecast Pooling?
    by Laura D´Amato & Lorena Garegnani & Emilio Blanco

  • 2008 Aggregate Indicators of Economic Activity for Argentina: The Principal Components Method
    by Pedro Elosegui & Lorena Garegnani & Emilio Blanco

  • 2008 Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model
    by Christian Conrad & Menelaos Karanasos

  • 2008 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
    by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard

  • 2008 Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution
    by Thomas Q. Pedersen

  • 2008 Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood
    by Dennis Kristensen & Yongseok Shin

  • 2008 Maximum likelihood estimation of fractionally cointegrated systems
    by Katarzyna Lasak

  • 2008 Likelihood based testing for no fractional cointegration
    by Katarzyna Lasak

  • 2008 Optimal inference in dynamic models with conditional moment restrictions
    by Bent Jesper Christensen & Michael Sørensen

  • 2008 Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility
    by Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor

  • 2008 Modelling and Forecasting Multivariate Realized Volatility
    by Roxana Chiriac & Valeri Voev

  • 2008 Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data
    by Dennis Kristensen

  • 2008 Estimating High-Frequency Based (Co-) Variances: A Unified Approach
    by Ingmar Nolte & Valeri Voev

  • 2008 Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
    by Tom Engsted & Thomas Q. Pedersen

  • 2008 Parametric inference for discretely sampled stochastic differential equations
    by Michael Sørensen

  • 2008 Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach
    by Jie Zhu

  • 2008 An analysis of the indicator saturation estimator as a robust regression estimator
    by Søren Johansen & Bent Nielsen

  • 2008 Multivariate GARCH models
    by Annastiina Silvennoinen & Timo Teräsvirta

  • 2008 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model
    by Annastiina Silvennoinen & Timo Teräsvirta

  • 2008 Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
    by Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg

  • 2008 Reduced-Rank Regression: A Useful Determinant Identity
    by Peter Reinhard Hansen

  • 2008 Efficient estimation for ergodic diffusions sampled at high frequency
    by Michael Sørensen

  • 2008 ARGEM: A Dynamic Stochastic General Equilibrium Model for Argentina
    by

  • 2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
    by Møller, Niels Framroze

  • 2008 Evaluating New Keynesian Phillips Curve under VAR-Based Learning
    by Fanelli, Luca

  • 2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
    by Giese, Julia V.

  • 2008 Testing the New Keynesian Model on U.S. and Euro Area Data
    by Juselius, Mikael

  • 2008 On the Explosive Nature of Hyper-Inflation Data
    by Nielsen, Bent

  • 2008 A Long-Run Structural Macroeconometric Model for Germany: An Empirical Note
    by Chen, Pu & Schneider, Elena & Frohn, Joachim

  • 2008 Monetary Integration Issues in Latin America: A Multivariate Assessment
    by Jean-Pierre Allegret & Alain Sand-Zantman

  • 2008 Relative importance of foreign and domestic shocks in the Venezuelan economy
    by José U. Mora

  • 2008 Explaining The Great Moderation: It Is Not The Shocks
    by Domenico Giannone & Michele Lenza & Lucrezia Reichlin

  • 2008 Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model
    by Katrin Assenmacher-Wesche

  • 2008 Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand
    by Ruxanda, Gheorghe & Botezatu, Andreea

  • 2008 Polynomial Interpolation and Applications to Autoregressive Models
    by Mateescu, George Daniel

  • 2008 El modelo “P estrella”: un análisis empírico
    by Liquitaya, José D.

  • 2008 Credit Risk Management
    by Fantazzini, Dean

  • 2008 Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk
    by Fantazzini, Dean

  • 2008 An Econometric Analysis of Financial Data in Risk Management
    by Fantazzini, Dean

  • 2008 Una reconsideración del modelo Balassa-Samuelson en la zona euro
    by Ana R. Martínez Cañete

  • 2008 Determinantes del crecimiento del producto y del desempleo en Mexico, 1985.1-2008.4
    by Eduardo Loria & Jorge Ramirez

  • 2008 Inflacion, crecimiento y politica macroeconomica en Brasil y Mexico: Una investigacion empirica
    by Victor M. Cuevas Ahumada

  • 2008 Different indexes for forecasting economic activity in Russia (in Russian)
    by Oleg Demidov

  • 2008 Declining german export prices due to increased competition from newly industrializing countries - evidence from germany and the ceecs
    by Sebastian Gundel

  • 2008 Rural Labour Market Developments, Agricultural Productivity, and Real Wages in Bangladesh, 1950–2006
    by Akhand Akhtar Hossain

  • 2008 An Analysis of Credit to the Household Sector in Austria
    by Friedrich Fritzer & Lukas Reiss

  • 2008 Interest rate expectations and macroeconomic shocks affecting the yield curve
    by Zoltán Reppa

  • 2008 Entropy and stability in time use – An empirical investigation based on the German Time Use Survey
    by Rainer Hufnagel

  • 2008 The Relationship Among Poverty, Economic Growth, and Inequality Revisited
    by Lonnie K. Stevans & David N. Sessions

  • 2008 Foreign Aid Flows And Real Exchange Rate: Evidence From Syria
    by H. Issa & B. Ouattara

  • 2008 Budget deficits, money and inflation:the case of Ethiopia
    by Yemane Wolde-Rufael

  • 2008 Export growth, export instability, investment and economic growth in India: a time series analysis
    by Krishan K Kaushik* & Lawrence Nii Arbenser & K. K. Klein

  • 2008 Turkiye Ekonomisinde Butce Aciginin Surdurulebiliriliginin Analizi
    by Ozlem Goktas

  • 2008 Transmisión Vertical de Precios en el Sector de la Carne Vacuna en Argentina
    by Gustavo Rossini & Edith Depetris Guiguet

  • 2008 Leadership in Groups: A Monetary Policy Experiment
    by Alan S. Blinder & John Morgan

  • 2008 Inflation: Do Expectations Trump the Gap?
    by Jeremy M. Piger & Robert H. Rasche

  • 2008 Modeling Short-Term Interest Rate Spreads in the Euro Money Market
    by Nuno Cassola & Claudio Morana

  • 2008 Nominal Exchange Rates and Price Convergence in the West African Monetary Zone
    by Paul Alagidede & George Tweneboah & Anokye M. Adam

  • 2008 Analysis of Transmission Mechanisms of Money and Credit Policy in Russia's Economy
    by Sergey Drobyshevsky & Pavel Trunin & M. Kamenskikh

  • 2008 On the Identification of Monetary (and Other) Shocks
    by Martin Menner & Hugo Rodríguez Mendizábal

  • 2008 The Role of Inflation Expectations in the New EU Member States: Consumer Survey Based Results
    by Konstantins Benkovskis

  • 2008 Sincronización del empleo manufacturero en México y Estados Unidos
    by Edna Fragoso Pastrana & Jorge Herrera Hernández & Ramón A. Castillo Ponce

  • 2008 La productividad total de los factores en los países desarrollados. Componentes y factores determinantes
    by Carmen López-Pueyo & Sara Barcenilla Visús & María Jesús Mancebón Torrubia & Jaime Sanaú Villarroya

  • 2008 Multivariate volatility in environmental finance
    by Hoti, Suhejla & McAleer, Michael & Pauwels, Laurent L.

  • 2008 Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk
    by da Veiga, Bernardo & Chan, Felix & McAleer, Michael

  • 2008 Traditional Export Demand Relation: A Cointegration and Parameter Constancy Analysis
    by Jamal HUSEIN

  • 2008 Competition And Growth: A Time Series Analysis For South Korea
    by LEE, Jae-Hyung & RHEE, Young-Hoon

  • 2008 The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach
    by Bildirici, Melike & Alp, Aykaç

  • 2008 Economic Integration In North America
    by Ramon A. CASTILLO PONCE & Ramon de Jesus RAMIREZ ACOSTA

  • 2008 HEALTH, EDUCATION AND ECONOMIC GROWTH: TESTING FOR LONG-RUN RELATIONSHIPS AND CAUSAL LINKS in the United States
    by Aka, Bédia F. & Dumont, J.C.

  • 2008 Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach
    by Shigeyuki HAMORI

  • 2008 Are Indian Exports And Imports Cointegrated?
    by KONYA, Laszlo & SINGH, Jai Pal

  • 2008 Produktivitätswachstum in Deutschland: kein nachhaltiger Aufschwung in Sicht
    by Georg Erber & Ulrich Fritsche

  • 2008 Choques petroleros, incertidumbre e inversión privada. Venezuela, 1968-2007
    by Peña P., Carlos J.

  • 2008 La Tasa De Cambio Real De Equilibrio En Colombia Y Su Desalineamiento: Estimación A Través De Un Modelo Svec
    by JUAN JOSÉ ECHAVARRÍA SOTO & ENRIQUE LÓPEZ ENCISO & MARTHA MISAS ARANGO

  • 2008 Modelos ARCH, GARCH y EGARCH: aplicaciones a series financieras
    by Marta Casas Monsegny & Edilberto Cepeda

  • 2008 The Turkish Experience in Inflation Targeting: Uncertainties and the Efficiency of Monetary Policy
    by Z. Yejim Giirbiiz & Thomas Jobert & Ruhi Tuncer

  • 2008 Assessing the sustainability of fiscal policies: Empirical evidence from the Euro Area and the United States
    by Luigi Landolfo

  • 2008 Élargissement de la zone euro et mesure des asymétries. Un bilan empirique
    by Marilyne Huchet-Bourdon & Jean-Sébastien Pentecôte

  • 2008 Dynamic modelling of the demand for money in Latvia
    by Boriss Siliverstovs

  • 2008 The contribution of cyclical turning point indicators to business cycle analysis
    by Ferrara, L.

  • 2008 L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle
    by FERRARA, L.

  • 2008 Modelling Inflation Uncertainty In Transition Economies:The Case Of Russia And The Former Soviet Republics
    by Serkan Erkam & Tarkan Cavusoglu

  • 2008 The Effects of Turkish Central Bank's Interventions Over Currency Rate Volatility
    by K. Batu Tunay

  • 2008 Aggregate Indicators of Economic Activity for the Argentine Case: The Principal Components Methodology
    by Pedro Elosegui & Lorena Garegnani & Luis Lanteri & Emilio Blanco

  • 2008 Commodity Prices in Argentina: What Moves the Wind?
    by Diego Bastourre & Jorge Carrera & Javier Ibarlucia

  • 2008 A Criticism of the Concept and Measure for Total Factor Productivity
    by Rossitsa Rangelova

  • 2008 Setor Agrícola Brasileiro: Uma Aplicação do Modelo de Tendências e Ciclos Comuns no Período de 1990 a 2005
    by Jose Nilo de Oliveira Junior & Ivan Castelar & Nicolino Trompieri Neto & Roberto Tatiwa Ferreira

  • 2008 Risco País, Fluxos de Capitais e Determinação da Taxa de Juros no Brasil: Uma Analise de Impactos por Meio da Metodologia VEC
    by Milton Biage & Vanessa Petrelli Correa & Henrique Dandas Neder

  • 2008 Fiscal Policy Sustainability In Romania
    by Ioan Talpos & Cosmin Enache

  • 2008 Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
    by Kevin D. Hoover & Soren Johansen & Katarina Juselius

  • 2007 Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model
    by Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta

  • 2007 Temporal Causality between Taxes and Public Expenditures: The Case of South Africa
    by Kasai Ndahiriwe & Rangan Gupta

  • 2007 Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa
    by Josine Uwilingiye & Rangan Gupta

  • 2007 Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models
    by Nakatani, Tomoaki & Teräsvirta, Timo

  • 2007 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model
    by Silvennoinen, Annastiina & Teräsvirta, Timo

  • 2007 Evaluation de l’avantage macroéconomique net du tourisme : analyse coûts-bénéfices des recettes touristiques internationales
    by Bates, Samuel & Dokoui, Saturnin & Pognon, Olivier

  • 2007 Estimating the Output Gap in a Changing Economy
    by Hakan Kara & Fethi Ogunc & Umit Ozlale & Cagri Sarikaya

  • 2007 Are Real GDP Levels Trend, Difference, or Regime-Wise Trend Stationary? Evidence from Panel Data Tets Incorporating Structural Change
    by Natalie Hegwood & David H. Papell

  • 2007 Disentangling Business Cycles and Macroeconomic policy in Mercosur: a VAR and an Unobserved Components Models Approaches
    by Allegret, Jean-Pierre

  • 2007 Foreign Direct Investment and Growth: An Empirical Investigation based on Cross-Country Comparison
    by Ozturk, Ilhan & Kalyoncu, Huseyin

  • 2007 Türkiye’de temel makro ekonomik değişkenler ile hisse senedi fiyatları arasındaki nedensellik ilişkisi
    by Erman ERBAYKAL & H. Aydın OKUYAN

  • 2007 Türkiye’de enflasyon ve döviz kurunun para politikası kuralı üzerindeki etkisi
    by Sevda YAPRAKLI

  • 2007 Tüketim ve Kamu Harcamaları: VECM Modeli
    by Oya S. ERDOĞDU

  • 2007 Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma
    by Alper ÖZÜN & Atilla ÇİFTER

  • 2007 Post Keynesyen gelir ve para arzı modeli: 1980-2003 Türkiye deneyimi
    by Mehmet Fatih CİN & Görkemli DEMİREL

  • 2007 Yapısal kırılma altında para talebinin istikrarı: Türkiye örneği
    by A. Nazif ÇATIK

  • 2007 No estaba muerta … La teoría cuantitativa y la relación entre dinero e inflación
    by Chumacero, Rómulo A. & Hermann, Jorge

  • 2007 La relación de causalidad entre el crecimiento y la IED en Argentina. ¿Pan para hoy, hambre para mañana?
    by Oglietti, Guillermo Celso

  • 2007 Modelling the US Housing Market
    by Philip Arestis & Elias Karakitsos

  • 2007 Seasonal Characteristics of Indian Time Series
    by R. Krishnan

  • 2007 Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries
    by Wölfle, Marco

  • 2007 A Long Run Structural Macroeconometric Model for Germany
    by Chen, Pu & Schneider, Elena & Frohn, Joachim

  • 2007 Asymmetry and Spillover Effects in the North American Equity Markets
    by Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K.

  • 2007 Long Run Macroeconomic Relations in the Global Economy
    by Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa

  • 2007 Taking a DSGE Model to the Data Meaningfully
    by Franchi, Massimo & Jusélius, Katarina

  • 2007 Explaining the US bond yield conundrum
    by Bandholz, Harm & Clostermann, Jörg & Seitz, Franz

  • 2007 Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model
    by Hautsch, Nikolaus

  • 2007 Time and price impact of a trade: A structural approach
    by Grammig, Joachim & Theissen, Erik & Wuensche, Oliver

  • 2007 Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses
    by Kühl, Michael

  • 2007 Declining export prices due to increased competition from NIC: Evidence from Germany and the CEEC
    by Gundel, Sebastian

  • 2007 Solution of RE Models with Anticipated Shocks and Optimal Policy
    by Wohltmann, Hans-Werner & Winkler, Roland C.

  • 2007 The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy
    by Hogrefe, Jens

  • 2007 Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery
    by Dötz, Niko

  • 2007 Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK
    by Renatas Kizys & Peter Spencer

  • 2007 The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04)
    by Peter N Smith & Steffen Sorensen & Mike Wickens

  • 2007 Can a simple DSGE model outperform Professional Forecasters?
    by Michal Rubaszek & Pawel Skrzypczynski

  • 2007 A turning point chronology for the Euro-zone
    by Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca

  • 2007 Business Cycle Analysis with Multivariate Markov Switching Models
    by Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca

  • 2007 Matrix-State Particle Filter for Wishart Stochastic Volatility Processes
    by Roberto Casarin & Domenico Sartore

  • 2007 Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion
    by Monica Billio & Massimiliano Caporin

  • 2007 The Effects of Small Sample Bias in Threshold Autoregressive Models
    by Yamin Ahmad

  • 2007 Unbiased covariance estimation with interpolated data
    by Taro Kanatani & Roberto Reno'

  • 2007 Carry Trades: Betting Against Safe Haven
    by Daniel Kohler

  • 2007 Business cycle measurement with some theory
    by Fabio Canova & Matthias Paustian

  • 2007 Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error
    by J. Isaac Miller

  • 2007 Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models
    by WenShwo Fang & Stephen M. Miller & ChunShen Lee

  • 2007 The Great Moderation and the Relationship between Output Growth and Its Volatility
    by WenSho Fang & Stephen M. Miller

  • 2007 Index Numbers
    by Diewert, Erwin

  • 2007 Environmental Efficiency Measurement with Translog Distance Functions: A Parametric Approach
    by Cuesta, Rafael A. & Knox, C.A. & Zofío, José Luis

  • 2007 Investment in High-Tech Industries : An Example from the LCD Industry
    by Huisman, K.J.M. & Kort, P.M. & Plasmans, J.E.J.

  • 2007 Forecasting key macroeconomic variables from a large number of predictors: A state space approach
    by Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen

  • 2007 Has the Golden Rule of Public Finance Made a difference in the UK
    by Jérôme Creel & Francesco Saraceno & Paola Veroni

  • 2007 Exchange rate pass-through in Switzerland: Evidence from vector autoregressions
    by Jonas Stulz

  • 2007 Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models
    by Jun Yu

  • 2007 Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes
    by Wen-Jen Tsay

  • 2007 Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States
    by Morten O. Ravn & Saverio Simonelli

  • 2007 Testing a DSGE model of the EU using indirect inference
    by David Meenagh & Patrick Minford & Michael Wickensy

  • 2007 Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods
    by G. EVERAERT

  • 2007 Technology shocks, structural breaks and the effects on the business cycle
    by Vincenzo Atella & Marco Centoni & Gianluca Cubadda

  • 2007 A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series
    by Gianluca Cubadda

  • 2007 Free Trade and New Economic Powers: The Worldview of Peter Mandelson
    by Fiorella Triscritti

  • 2007 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
    by Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana

  • 2007 Identifying the Shocks Driving Inflation in China
    by Pierre L. Siklos & Yang Zhang

  • 2007 The FedÕs Reaction to the Stock Market During the Great Depression: Fact or Artefact?
    by Pierre L. Siklos

  • 2007 Bayesian Inference in a Cointegrating Panel Data Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2007 Hedging and Cross-hedging ETFs
    by Carol Alexander & Andreza Barbosa

  • 2007 Proyecciones desagregadas de inflación con modelos Sparse VAR robustos
    by Barrera Carlos

  • 2007 A Test for Serial Dependence Using Neural Networks
    by George Kapetanios

  • 2007 Testing for Strict Stationarity
    by George Kapetanios

  • 2007 A Simple Test of the New Keynesian Phillips Curve
    by Andrea Carriero

  • 2007 A Multivariate Band-Pass Filter
    by João Valle e Azevedo

  • 2007 The Forward Premium of Euro Interest Rates
    by Sónia Costa & Ana Beatriz Galvão

  • 2007 Practical Volatility Modeling for Financial Market Risk Management
    by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi

  • 2007 Correlation dynamics between Asia-Pacific, EU and US stock returns
    by Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia

  • 2007 Speed of Adjustment in Cointegrated Systems
    by Fanelli, Luca & Paruolo, Paolo

  • 2007 A new Model for Stock Price Movements
    by Venier, Guido

  • 2007 Özel Sektör Tasarruflarında Mali Politika Etkileri
    by Erdogdu, Oya Safinaz

  • 2007 Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
    by Wagatha, Matthias

  • 2007 Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
    by Wagatha, Matthias

  • 2007 Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies
    by Proietti, Tommaso & Riani, Marco

  • 2007 Estimating Central Bank Behavior in Emerging Markets: The Case of Turkey
    by Hatipoglu, Ozan & Alper, C. Emre

  • 2007 Exchange Rate Determination In Pakistan: Evidence Based On Purchasing Power Parity Theory
    by Khan, Muhammad Arshad & Qayyum, Abdul

  • 2007 Forecasting water consumption in Spain using univariate time series models
    by Caiado, Jorge

  • 2007 Identifying common spectral and asymmetric features in stock returns
    by Caiado, Jorge & Crato, Nuno

  • 2007 Comparison of time series with unequal length
    by Caiado, Jorge & Crato, Nuno & Peña, Daniel

  • 2007 Are Exports Causing Growth? Evidence On International Trade Expansion In Cuba, 1960-2004
    by Fugarolas, Guadalupe & Mañalich, Isis & Matesanz, David

  • 2007 Joint Modeling of Call and Put Implied Volatility
    by Ahoniemi, Katja & Lanne, Markku

  • 2007 Regional and Outward Economic Integration in South-East Asia
    by Weber, Enzo

  • 2007 Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends
    by Gómez, Manuel & Ventosa-Santaulària, Daniel

  • 2007 Romanian Capital Market And The Informational Efficiency
    by Dima, Bogdan & Barna, Flavia & Pirtea, Marilen

  • 2007 Balance of payments constrained growth model: evidence for Bolivia 1953-2002
    by Arevilca Vasquez, Bismarck Javier & Risso Charquero, Adrian Winston

  • 2007 The Relationship Among African American Male Earnings, Employment, Incarceration and Immigration: A Time Series Approach
    by Stevans, Lonnie

  • 2007 Testing Export-led Growth Hypothesis in Kenya: An ADRL Bounds Test Approach
    by Mohan, Ramesh & Nandwa, Boaz

  • 2007 A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya
    by Nandwa, Boaz & Mohan, Ramesh

  • 2007 A multivariate innovations state space Beveridge Nelson decomposition
    by de Silva, Ashton

  • 2007 The Effects of Energy Imports: The Case of Turkey
    by erdogdu, oya safinaz

  • 2007 FDI-trade nexus: empirical analysis on ASEAN-5
    by Kueh, Jerome Swee-Hui & Puah, Chin-Hong & Lau, Evan & Abu Mansor, Shazali

  • 2007 The Implications Of Emergence Of China Towards Asean-5: Fdi-Gdp Perspective
    by Puah, Chin-Hong & Kueh, Jerome Swee-Hui & Lau, Evan

  • 2007 Larger crises cost more: impact of banking sector instability on output growth
    by Serwa, Dobromił

  • 2007 Who Leads Financial Markets?
    by Weber, Enzo

  • 2007 Economic Integration and the Foreign Exchange
    by Weber, Enzo

  • 2007 The possible impacts of energy imports in the economic growth of USA
    by Pereira, Vitor

  • 2007 Comparative analysis of the exchange market pressure in Central European countries with the Eurozone membership perspective
    by Stavarek, Daniel

  • 2007 Long run credit risk diversification: empirical decomposition of corporate bond spreads
    by Sun, David & Lin, William & Nieh, Chien-Chung

  • 2007 Technology Shocks, Statistical Models, and The Great Moderation
    by Fuentes-Albero, Cristina

  • 2007 The expectations hypothesis of the term structure: some empirical evidence for Portugal
    by Silva Lopes, Artur C. & M. Monteiro, Olga Susana

  • 2007 Filtered Extreme Value Theory for Value-At-Risk Estimation
    by Ozun, Alper & Cifter, Atilla & Yilmazer, Sait

  • 2007 Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data
    by Westerlund, Joakim & Basher, Syed A.

  • 2007 Mixed Signals Among Tests for Panel Cointegration
    by Westerlund, Joakim & Basher, Syed A.

  • 2007 The Taylor Effect on the Performances of the Red Devils’ Football Brand
    by Leitão, João

  • 2007 Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange
    by Mamoon, Dawood

  • 2007 Is Latin America an Optimal Currency Area? Evidence from a Structural Vector Auto-regression analysis
    by Foresti, Pasquale

  • 2007 Relationship between inflation, unemployment and labor force change rate in France: cointegration test
    by Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana

  • 2007 Inflation as a function of labor force change rate: cointegration test for the USA
    by Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana

  • 2007 The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
    by Cifter, Atilla & Ozun, Alper

  • 2007 Nonlinear Combination of Financial Forecast with Genetic Algorithm
    by Ozun, Alper & Cifter, Atilla

  • 2007 Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)
    by Cifter, Atilla & Ozun, Alper

  • 2007 Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey
    by Cifter, Atilla & Ozun, Alper

  • 2007 The Permanent and Transitory Effects on Consumption and Income: Evidence from the Turkish Economy
    by Bilgili, Faik

  • 2007 The Taylor rule and interest rate uncertainty in the U.S. 1955-2006
    by Mandler, Martin

  • 2007 Central bank intervention, sterilization and monetary independence: the case of Pakistan
    by Waheed, Muhammad

  • 2007 Structural VAR identification of the Turkish business cycles
    by Levent, Korap

  • 2007 Testing causal relationships between energy consumption, real income and prices: evidence from Turkey
    by Levent, Korap

  • 2007 Testing quantity theory of money for the Turkish economy
    by Levent, Korap

  • 2007 Impact du Commerce bilatéral Intra-Zone dans la zone UEMOA et CEMAC: Approche par les VAR Structurels
    by Dramani, Latif & Laye, Oumy

  • 2007 A GARCH-based method for clustering of financial time series: International stock markets evidence
    by Caiado, Jorge & Crato, Nuno

  • 2007 Does the interest differential explain future exchange rate return? a re-examination of the UIP hypothesis for the Turkish economy
    by Levent, Korap

  • 2007 Impact of Exchange Rate Changes on Domestic Inflation: he Turkish Experience
    by Levent, Korap

  • 2007 Modeling purchasing power parity using co-integration: evidence from Turkey
    by Levent, Korap

  • 2007 Exogenous characteristics of short-term capital flows: can they be under control? evidence from Turkey
    by Levent, Korap & Özgür, Aslan

  • 2007 Turkish money demand, revisited: some implications for inflation and currency substitution under structural breaks
    by Levent, Korap

  • 2007 Evaluating the New Keynesian Phillips Curve under VAR-based learning
    by Fanelli, Luca

  • 2007 Descomposición Estructural de las Series de Desempleo: Una Aplicación para las Ciudades de la Región del Bío Bío
    by Pino, Osvaldo & Contreras, Sergio & Acuña, Andrés

  • 2007 Decomposing Federal Funds Rate forecast uncertainty using real-time data
    by Mandler, Martin

  • 2007 The Analysis of the Bucharest Stock Exchange Financial Sector
    by Dima, Bogdan & Pirtea, Marilen & Barna, Flavia & Murgea, Aurora & Nachescu, Miruna

  • 2007 On The Road to Monetary Union – Do Arab Gulf Cooperation Council Economies React in the same way to United States' Monetary Policy Shocks?
    by Louis, Rosmy & Osman, Mohammad & Balli, FAruk

  • 2007 Terá a política monetária do Banco Central Europeu sido adequada para Portugal (1999-2007)?
    by Manuel Mota Freitas Martins

  • 2007 Impact of Export Subsidies on Pakistan’s Exports
    by Nadeem Ul Haque & M. Ali Kemal

  • 2007 The IGARCH e®ect: Consequences on volatility forecasting and option trading
    by Stefano HERZEL & Catalin STARICA & Thomas NORD

  • 2007 Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
    by Jennifer Castle & David Hendry

  • 2007 The Dynamic Welfare Cost of Stagnation: An Alternative Measure to the Lucas-Obstfeld Model
    by Tatsuyoshi Miyakoshi & Masakatsu Okubo & Junji Shimada

  • 2007 The Dynamic Welfare Costs of the 1997 Asian Crisis
    by Tatsuyoshi Miyakoshi & Masakatsu Okubo & Junji Shimada

  • 2007 Transmission of Business Cycle Shocks between Unequal Neighbours: Germany and Austria
    by Gerhard Fenz & Martin Schneider

  • 2007 The Relative Importance of Symmetric and Asymmetric Shocks: the Case of United Kingdom and Euro Area
    by Gert Peersman

  • 2007 Governments and the Market for Longevity-Indexed Bonds
    by Pablo Antolín & Hans J. Blommestein

  • 2007 Longevity Risk and Private Pensions
    by Pablo Antolín

  • 2007 Which nonlinearity in the Phillips curve? The absence of accelerating deflation in Japan
    by Emmanuel De Veirman

  • 2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment
    by Fernando Alexandre & Vasco J. Gabriel & Pedro Bação

  • 2007 A New Approach to Drawing States in State Space Models
    by William J. McCausland & Shirley Miller & Denis Pelletier

  • 2007 What You Match Does Matter: The Effects of Data on DSGE Estimation
    by Pablo A. Guerron

  • 2007 Non-Nested Testing in Models Estimated via Generalized Method of Moments
    by Alastair R. Hall & Denis Pelletier

  • 2007 Testing for convergence among Mercosur countries
    by Juan Carlos Cuestas & Javier Ordóñez

  • 2007 Relative Goods' Prices, Pure Inflation, and the Phillips Correlation
    by Ricardo Reis & Mark W. Watson

  • 2007 Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset
    by Jon Faust & Jonathan H. Wright

  • 2007 Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
    by Jessica A. Wachter & Missaka Warusawitharana

  • 2007 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
    by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev

  • 2007 Monetary Policy Analysis with Potentially Misspecified Models
    by Marco Del Negro & Frank Schorfheide

  • 2007 Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models
    by Torben G. Andersen & Luca Benzoni

  • 2007 Beliefs, Doubts and Learning: Valuing Economic Risk
    by Lars Peter Hansen

  • 2007 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
    by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev

  • 2007 Can a simple DSGE model outperform Professional Forecasters?
    by Michal Rubaszek & Pawel Skrzypczynski

  • 2007 Optimal combination forecasts for hierarchical time series
    by Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos

  • 2007 The vector innovation structural time series framework: a simple approach to multivariate forecasting
    by Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder

  • 2007 A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts
    by Ralph D. Snyder & Adrian Beaumont

  • 2007 Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form
    by George Athanasopoulos & D.S. Poskitt & Farshid Vahid

  • 2007 Which is the best model for the US inflation rate : a structural changes model or a long memory
    by Lanouar Charfeddine & Dominique Guégan

  • 2007 A note on self-similarity for discrete time series
    by Dominique Guégan & Zhiping Lu

  • 2007 Global and local stationary modelling in finance : theory and empirical evidence
    by Dominique Guégan

  • 2007 Exchange Rate Variability And The Export Demand For Malaysia'S Semiconductors: An Empirical Study
    by Koi Nyen Wong & Tuck Cheong Tang

  • 2007 Technology shocks, structural breaks and the effects on the business cycle
    by Atella, Vincenzo & Centoni, Marco & Cubadda, Gianluca

  • 2007 Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling
    by Andrea Cipollini & Giuseppe Missaglia

  • 2007 Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU
    by Nikolaos Giannellis & Athanasios P. Papadopoulos

  • 2007 Explaining the gaps in labour productivity in some developed countries
    by Weshah Razzak

  • 2007 Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge
    by Vincent Bouvatier

  • 2007 A robust multivariate long run analysis of European electricity prices
    by Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi

  • 2007 The Expectations Hypothesis of Term Structure of Interest Rates Revisited
    by Fabrizio Casalin

  • 2007 On the robustness of international portfolio diversification benefits to regime-switching volatility
    by Thomas J.Flavin & Ekaterini Panopoulou

  • 2007 Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend
    by Chihwa Kao & Lorenzo Trapani & Giovanni Urga

  • 2007 Testing Market Efficiency and Price Discovery in European Carbon Markets
    by George Milunovich & Roselyne Joyeux

  • 2007 The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach
    by Patrick Fève & Alain Guay

  • 2007 Identification of Technology Shocks in Structural VARs
    by Patrick Fève & Alain Guay

  • 2007 Inflation Expectations in Latvia: Consumer Survey Based Results
    by Konstantins Benkovskis & Daina Paula

  • 2007 Trend Extraction From Time Series With Missing Observations
    by Schlicht, Ekkehart

  • 2007 Trend Extraction From Time Series With Structural Breaks
    by Schlicht, Ekkehart

  • 2007 Evaluating the Synchronisation of the Eurozone Business Cycles using Multivariate Coincident Macroeconomic Indicators
    by Xiaoshan Chen

  • 2007 Testing for cointegration using the Johansen approach: Are we using the correct critical values?
    by Paul Turner

  • 2007 Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations
    by Taro Kanatani

  • 2007 Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
    by Kevin D. Hoover & Katarina Juselius & Søren Johansen

  • 2007 Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate
    by Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg

  • 2007 The PPP Puzzle: What the Data Tell when Allowed to Speak Freely
    by Katarina Juselius

  • 2007 Some Identification Problems in the Cointegrated Vector Autoregressive Model
    by Søren Johansen

  • 2007 Do Magazines' ”Companion Websites” Cannibalize the Demand for the Print Version?
    by Ulrich Kaiser & Hans Christian Kongsted

  • 2007 Estimating High-Frequency Based (Co-) Variances: A Unified Approach
    by Ingmar Nolte & Valeri Voev

  • 2007 Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform
    by Ingmar Nolte & Sandra Lechner

  • 2007 Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤
    by Ingmar Nolte & Valeri Voev

  • 2007 Monetary Policy Transmission and the Phillips Curve in a Global Context
    by Ron Smith & M. Hashem Pesaran

  • 2007 Measuring changes in the value of the numeraire
    by Ricardo Reis & Mark W. Watson

  • 2007 Changes in the Balance of Power Between the Wage and Price Setters and the Central Bank: Consequences for the Phillips Curve and the NAIRU
    by Jürgen Kromphardt & Camille Logeay

  • 2007 Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows
    by Katrin Assenmacher-Wesche & M. Hashem Pesaran

  • 2007 Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows
    by Assenmacher-Wesche, Katrin & Pesaran, M. Hashem

  • 2007 The Shape of Things to Come? Assessing the Effectiveness of Suicide Attacks and Targeted Killings
    by Jaeger, David A. & Paserman, M. Daniele

  • 2007 The Shape of Things to Come? Assessing the Effectiveness of Suicide Attacks and Targeted Killings
    by David A. Jaeger & M. Daniele Paserman

  • 2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables
    by Pagan, Adrian & Pesaran, M. Hashem

  • 2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables
    by Adrian Pagan & M. Hashem Pesaran

  • 2007 The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration
    by Juan A. Lafuente & Javier Ordoñez

  • 2007 Volatility Transmission Patterns And Terrorist Attacks
    by Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró

  • 2007 Purchasing Power Parity In Central And Eastern European Countries: An Analysis Of Unit Roots And Nonlinearities
    by Juan Carlos Cuestas

  • 2007 Inspecting the cyclical properties of the Italian Manufacturing Business survey data
    by Tatiana Cesaroni

  • 2007 National accounts, fiscal rules and fiscal policy. Mind the hidden gaps
    by Maurizio Bovi

  • 2007 Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence
    by Syed A. Basher & Josep Lluís Carrion-i-Silvestre

  • 2007 Does energy consumption fuel economic growth in India?
    by Hrushikesh Mallick

  • 2007 Oil Price Shocks, Monetary Policy and Aggregate Demand in Ghana
    by Jumah, Adusei & Pastuszyn, Georg

  • 2007 What is Learned from a Currency Crisis, Fear of Floating or Hollow Middle? Identifying Exchange Rate Policy in Recent Crisis Countries
    by Soyoung Kim

  • 2007 Potential Growth and Business Cycle in the Spanish Economy: Implications for Fiscal Policy
    by Rafael Domenech & Ángel Estrada & Luis González-Calbet

  • 2007 Comovements in Volatility in the Euro Money Market
    by Nuno Cassola & Claudio Morana

  • 2007 A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors
    by Sarantis Tsiaplias

  • 2007 Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily
    by Alexander Meyer-Gohde

  • 2007 Modelling Financial High Frequency Data Using Point Processes
    by Luc Bauwens & Nikolaus Hautsch

  • 2007 Correlation vs. Causality in Stock Market Comovement
    by Enzo Weber

  • 2007 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model
    by Nikolaus Hautsch

  • 2007 Tracking Down the Business Cycle: A Dynamic Factor Model For Germany 1820-1913
    by Samad Sarferaz & Martin Uebele

  • 2007 Economic Integration and the Foreign Exchange
    by Enzo Weber

  • 2007 Long Memory Persistence in the Factor of Implied Volatility Dynamics
    by Wolfgang Härdle & Julius Mungo

  • 2007 Time Series Modelling with Semiparametric Factor Dynamics
    by Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park

  • 2007 A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter
    by Wen-Jen Tsay & Wolfgang Härdle

  • 2007 Regional and Outward Economic Integration in South-East Asia
    by Enzo Weber

  • 2007 Simultaneous Causality in International Trade
    by Enzo Weber

  • 2007 Who Leads Financial Markets?
    by Enzo Weber

  • 2007 What Happened to the Transatlantic Capital Market Relations?
    by Enzo Weber

  • 2007 Are Correlations Constant Over Time? Application of the CC-TRIGt-test to Return Series from Different Asset Classes
    by Matthias Fischer

  • 2007 Volatility and Causality in Asia Pacific Financial Markets
    by Enzo Weber

  • 2007 Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges
    by Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina

  • 2007 Bayesian forecast combination for VAR models
    by Andersson, Michael K & Karlsson, Sune

  • 2007 Bayesian Forecast Combination for VAR Models
    by Andersson, Michael K & Karlsson, Sune

  • 2007 Multivariate GARCH models
    by Silvennoinen, Annastiina & Teräsvirta, Timo

  • 2007 Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model
    by Nakatani, Tomoaki & Teräsvirta, Timo

  • 2007 Persistence of profits and the systematic search for knowledge - R&D links to firm above-norm profits
    by Eklund, Johan & Wiberg, Daniel

  • 2007 Unit labor cost growth differentials in the Euro area, Germany, and the US: lessons from PANIC and cluster analysis
    by Ulrich Fritsche & Vladimir Kuzin

  • 2007 Does the Dispersion of Unit Labor Cost Dynamics in the EMU Imply Long-run Divergence? Results from a Comparison with the United States of America and Germany
    by Sebastian Dullien & Ulrich Fritsche

  • 2007 Modeling the supply and demand for tourism: a fully identified VECM approach
    by Allison Zhou & Carl Bonham & Byron Gangnes

  • 2007 Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses
    by Michael Kühl

  • 2007 Declining Export Prices due to Increased Competition from NIC - Evidence from Germany and the CEEC
    by Sebastian Gundel

  • 2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment
    by Vasco Gabriel & Fernando Alexandre & Pedro Bação

  • 2007 Uma Aplicação da Lei de Okun em Portugal
    by João Sousa Andrade

  • 2007 Modeling the impact of real and financial shocks on Mercosur: the role of the exchange rate regime
    by Jean-Pierre Allegret & Alain Sand

  • 2007 Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach
    by Giampiero Gallo & Edoardo Otranto

  • 2007 Interaction of European Carbon Trading and Energy Prices
    by Derek W. Bunn & Carlo Fezzi

  • 2007 A Robust Multivariate Long Run Analysis of European Electricity Prices
    by Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi

  • 2007 Has the Golden Rule of Public Finance Made a Difference in the UK ?
    by Jerome Creel & Paola Monperrus-Veroni & Francesco Saraceno

  • 2007 Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States
    by Morten O. Ravn & Saverio Simonelli

  • 2007 A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models
    by Christian Kascha

  • 2007 Econometric Analysis with Vector Autoregressive Models
    by Helmut Luetkepohl

  • 2007 Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan
    by Strachan, R.W. & van Dijk, H.K.

  • 2007 Do leading indicators lead peaks more than troughs?
    by Paap, R. & Segers, R. & van Dijk, D.J.C.

  • 2007 Improved forecasting with leading indicators: the principal covariate index
    by Heij, C.

  • 2007 Electricity consumption and economic growth: evidence from Spain
    by Ciarreta Antuñano, Aitor & Zárraga Alonso, Ainhoa

  • 2007 Estimation of nonlinear error correction models
    by Myung Hwan Seo

  • 2007 On discrete sampling of time-varying continuous-time systems
    by Peter Robinson

  • 2007 Diagnostic testing for cointegration
    by Peter Robinson

  • 2007 Multiple local whittle estimation in stationary systems
    by Peter M. Robinson

  • 2007 The Spillover Effects of Public Capital Formation on the Manufacturing Industry in the Turkish Geographical Regions
    by Ertugrul Deliktas & Özlem Önder & Metin Karadag

  • 2007 A Back-of-the-Envelope Rule to Identify Atheoretical VARs
    by Urzúa, Carlos M.

  • 2007 The Identification Of Fiscal And Monetary Policy In A Structural Var
    by Mardi Dungey & Renee Fry

  • 2007 Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy
    by Jan P.A.M. Jacobs & Kenneth F. Wallis

  • 2007 Forecasting economic growth for Estonia : application of common factor methodologies
    by Christian Schulz

  • 2007 Firm entry and liquidity
    by Lenno Uuskyla

  • 2007 Constants do not stay constant because variables are varying
    by Rasmus Kattai

  • 2007 Inference in the Presence of Stochastic and Deterministic Trends
    by Chevillon, Guillaume

  • 2007 Impact of Export Subsidies on Pakistan’s Exports
    by Nadeem Ul Haque

  • 2007 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
    by Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara

  • 2007 Information, data dimension and factor structure
    by Jan Jacobs & Pieter Otter & Ard den Reijer

  • 2007 Government Outlays, Economic Growth and Unemployment: A VAR Model
    by Burton A. Abrams & Siyan Wang

  • 2007 Dynamic Modelling of the Demand for Money in Latvia
    by Boriss Siliverstovs

  • 2007 The Role of Remittances in Migration Decision: Evidence from Turkish Migration
    by Sule Akkoyunlu & Boriss Siliverstovs

  • 2007 Money Demand in Estonia
    by Boriss Siliverstovs

  • 2007 Does the Dispersion of Unit Labor Cost Dynamics in the EMU Imply Long-Run Divergence?: Results from a Comparison with the United States of America and Germany
    by Sebastian Dullien & Ulrich Fritsche

  • 2007 Unit Labor Cost Growth Differentials in the Euro Area, Germany, and the US: Lessons from PANIC and Cluster Analysis
    by Ulrich Fritsche & Vladimir Kuzin

  • 2007 Behavior Equilibrium Exchange Rate and Misalignment of Renminbi: A Recent Empirical Study
    by Jinzhao Chen

  • 2007 The Correction of Chronologic Series’ Seasonal Fluctuations according to Seasonal Simultaneous Additive and Multiplicative Effects
    by Vallin, Philippe & Bourbonnais, Régis

  • 2007 Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets
    by Rengifo, Erick W. & Trifan, Emanuela

  • 2007 Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments
    by Rengifo, Erick W. & Trifan, Emanuela

  • 2007 The Economics of Roadside Bombs
    by Matthew A. Hanson

  • 2007 Voting with the Crowd: Do Single Issues Drive Partisanship?
    by Martin B. Schmidt

  • 2007 The Impact of Coalition Offensive Operations on the Iraqi Insurgency
    by Matthew A. Hanson & Martin B. Schmidt

  • 2007 Structural Breaks in Public Infrastructure Investment in the U.S
    by Alfredo M. Pereira & Martin B. Schmidt

  • 2007 The Shape of Things to Come? Assessing the Effectiveness of Suicide Attacks and Targeted Killings
    by David A. Jaeger & M. Daniele Paserman

  • 2007 Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
    by Peter C.B. Phillips & Jun Yu

  • 2007 Real convergence in some emerging countries : a fractionally integrated approach
    by J. CUNADO & L.A. GIL-ALANA & F. PEREZ DE GRACIA

  • 2007 Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration
    by Andrea, SILVESTRINI

  • 2007 Temporal Aggregation Effects on the Construction of Portfolios of Stocks or Mutual Funds through Optimization Techniques - Some Empirical and Monte Carlo Results
    by Dikaios Tserkezos & George Xanthos

  • 2007 What is the impact of oil price changes on French growth?
    by M. BARLET & L. CRUSSON

  • 2007 Small Caps in International Diversified Portfolios
    by Massimo Guidolin & Giovanna Nicodano

  • 2007 Explaining The Great Moderation: It Is Not The Shocks
    by Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia

  • 2007 Relative Goods’ Prices and Pure Inflation
    by Reis, Ricardo & Watson, Mark W

  • 2007 A New Core Inflation Indicator for New Zealand
    by Giannone, Domenico & Matheson, Troy

  • 2007 Labour Market Dynamics and the Business Cycle: Structural Evidence for the United States
    by Ravn, Morten O & Simonelli, Saverio

  • 2007 Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)
    by Del Negro, Marco & Schorfheide, Frank

  • 2007 A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering
    by Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia

  • 2007 Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration
    by SILVESTRINI, Andrea

  • 2007 Determinantes de la Tasa de Cambio Nominal: Verificación Empírica del Modelo de Precios Rígidos en la Economía Colombiana, 1995:I–2006:I
    by Humberto Franco González & Alfonso de Jesús Gómez Cifuentes & Andrés Ramírez Hassan

  • 2007 Infraestructure forecast modelling II; Policy planning via structural analysis and balanced scorecard. Electricity in Colombia case study
    by Daniel TORRES - GRACIA,

  • 2007 La Tasa de Cambio Real de Equilibrio en Colombia y su Desalineamiento: Estimación a través de un modelo SVEC
    by Juan José Echavarría & Enrique López Enciso & Martha Misas

  • 2007 La estimación de la brecha del producto en Colombia
    by José Luis Torres

  • 2007 Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?
    by Michal Franta & Branislav Saxa & Katerina Smidkova

  • 2007 Costs and Benefits of Euro Membership: a Counterfactual Analysis
    by Emmanuel Dubois & Jérôme Hericourt & Valérie Mignon

  • 2007 Multiple Local Whittle Estimation in StationarySystems
    by Peter M Robinson

  • 2007 Diagnostic Testing For Cointegration
    by Peter Robinson

  • 2007 On Discrete Sampling Of Time-Varyingcontinuous-Time Systems
    by Peter Robinson

  • 2007 Estimation of Nonlinear Error CorrectionModels
    by Myung Hwan Seo

  • 2007 Diferenciais de produtividade e taxa de câmbio real nas economias desenvolvidas e em desenvolvimento
    by Marco Flavio da Cunha Resende & Rodrigo Andrade Tolentino

  • 2007 Testing a model of the UK by the method of indirect inference
    by Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David

  • 2007 Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison
    by Theodoridis, Konstantinos

  • 2007 Estimation and Inference by the Method of Projection Minimum Distance
    by Oscar Jorda & Sharon Kozicki

  • 2007 Inference for Impulse Responses
    by Oscar Jorda

  • 2007 Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections
    by Oscar Jorda

  • 2007 Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?
    by Fabio C. Bagliano & Claudio Morana

  • 2007 Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows
    by Pesaran, M.H. & Assenmacher-Wesche, K.

  • 2007 Identification and Estimation in an Incoherent Model of Contagion
    by Massacci, D.

  • 2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables
    by Pagan, A. & Pesaran, M.H.

  • 2007 Long Run Macroeconomic Relations in the Global Economy
    by Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V.

  • 2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables
    by Pagan, A. & Pesaran, M.H.

  • 2007 Long Run Macroeconomic Relations in the Global Economy
    by Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V.

  • 2007 Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends
    by Chihwa Kao & Lorenzo Trapani & Giovanni Urga

  • 2007 Land Prices and Fundamentals
    by Koji Nakamura & Yumi Saita

  • 2007 Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy
    by Yasuo Hirose & Saori Naganuma

  • 2007 The Interaction between Mortgage Financing and Housing Prices in Greece
    by Sophocles N. Brissimis & Thomas Vlassopoulos

  • 2007 Foreign Exchange Intervention and Equilibrium Real Exchange Rates
    by Dimitrios A. Sideris

  • 2007 Deux indicateurs probabilistes de retournement cyclique pour l’économie française
    by Adanero-Donderis , M. & Darné, O. & Ferrara, L.

  • 2007 Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve
    by Partouche, H.

  • 2007 Determinants of long-term interest rates in the United States and the euro area: A multivariate approach
    by De Loubens, A. & Idier, J. & Jardet, C.

  • 2007 DSGE Models in a Data-Rich Environment
    by Boivin, J. & Giannoni, M.

  • 2007 Modelling bank lending in the euro area: A non-linear approach
    by Leonardo Gambacorta & Carlotta Rossi

  • 2007 The BCRA’s Small Economic Model
    by Pedro Elosegui & Guillermo Escudé & Lorena Garegnani & Juan Martín Sotes Paladino

  • 2007 Co-variation des taux de croissance sectoriels au Luxembourg: l?apport des corrélations conditionnelles dynamiques
    by Abdelaziz Rouabah

  • 2007 Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation
    by Calista Cheung & Frédérick Demers

  • 2007 Estimation and Inference by the Method of Projection Minimum Distance
    by Òscar Jordà & Sharon Kozicki

  • 2007 The Canadian Business Cycle: A Comparison of Models
    by Frédérick Demers & Ryan Macdonald

  • 2007 Multivariate Realized Stock Market Volatility
    by Gregory H. Bauer & Keith Vorkink

  • 2007 Tracking Canadian Trend Productivity: A Dynamic Factor Model with Markov Switching
    by Michael Dolega

  • 2007 Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
    by Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey

  • 2007 Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics
    by Luca FANELLI & Giulio PALOMBA

  • 2007 Enseignement supérieur et croissance économique. Analyse économétrique de l’hypothèse d’Aghion & Cohen
    by Magali Jaoul-Grammare

  • 2007 Transport, croissance et démographie. Une analyse cliométrique
    by Riadh Harizi

  • 2007 Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure
    by Victor Pontines & Reza Y. Siregar

  • 2007 Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach
    by H.M. Anderson & H. Chan & R. Faff & Y.K. Ho

  • 2007 Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes
    by James Davidson & Nigar Hashimzade

  • 2007 Long memory modelling of inflation with stochastic variance and structural breaks
    by Charles S. Bos & Siem Jan Koopman & Marius Ooms

  • 2007 Exact rational expectations, cointegration, and reduced rank regression
    by Søren Johansen & Anders Rygh Swensen

  • 2007 Some identification problems in the cointegrated vector autoregressive model
    by Søren Johansen

  • 2007 A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching
    by Niels Haldrup & Frank S. Nielsen & Morten Ørregaard Nielsen

  • 2007 Risk, Jumps, and Diversification
    by Tim Bollerslev & Tzuo Hann Law & George Tauchen

  • 2007 The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets
    by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen

  • 2007 Habit persistence: Explaining cross sectional variation in returns and time-varying expected returns
    by Stig V. Møller

  • 2007 Decomposing European Bond and Equity Volatility
    by Charlotte Christiansen

  • 2007 Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates
    by Charlotte Christiansen

  • 2007 The Effect of Long Memory in Volatility on Stock Market Fluctuations
    by Bent Jesper Christensen & Morten Ørregaard Nielsen

  • 2007 A Small Economic Model for Argentina
    by

  • 2007 Asymmetry and Spillover Effects in the North American Equity Markets
    by Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio

  • 2007 Taking a DSGE Model to the Data Meaningfully
    by Franchi, Massimo & Jusélius, Katarina

  • 2007 Long Run Macroeconomic Relations in the Global Economy
    by Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa

  • 2007 Spatial market integration and the dynamics of transaction costs in the Chinese soy bean market
    by Brosig, Stephan & Weitzel, Enno-Burghard & Glauben, Thomas & Poghosyan, Tigran & Rozelle, Scott

  • 2007 Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries
    by Juan Pablo Domínguez H.

  • 2007 Evaluating the Maastricht Convergence Criteria for New Prospective European Union Members
    by Vesile Kutlu & Nese Kavrukkoca

  • 2007 Testing Integration between the Major Emerging Markets
    by Pinar Evrim Mandaci & Erdost Torun

  • 2007 The Correction of Chronologic Series’ Seasonal Fluctuations according to Seasonal Simultaneous Additive and Multiplicative Effects
    by Bourbonnais, R. & Vallin, Ph.

  • 2007 Las perturbaciones externas en la economía española tras la integración: ¿tamaño del shock o grado de respuesta?
    by Pedro José Pérez & Luisa Escriche & Jose Ramón García

  • 2007 Testing for Heteroskedasticity on the Bucharest Stock Exchange
    by Radu Lupu & Iulia Lupu

  • 2007 Integration of the foreign exchange markets of the selected EU new member states
    by Zlatuše Komárková & Luboš Komárek

  • 2007 Dynamic Analysis of Selected European Stock Markets
    by Jiří Trešl & Dagmar Blatná

  • 2007 Weather Derivatives
    by Jan Pígl

  • 2007 Testing Cointegration for Czech Stock Market
    by Tran Van Quang

  • 2007 Stock Market Optimism and Cointegration among Stocks: The Case of the Prague Stock Exchange
    by Jaromír Baxa

  • 2007 Inflation, financial development, and economic growth: the case of Malaysia and Thailand
    by M. Shabri Abd. Majid

  • 2007 Capturing the Link between M3 Growth and Inflation in the Euro Area – An Econometric Model to Produce Conditional Inflation Forecasts
    by Sylvia Kaufmann

  • 2007 The world market for soybeans: price transmission into Brazil and effects from the timing of crop and trade
    by Mario A. Margarido & Frederico A. Turolla & Carlos R. F. Bueno

  • 2007 Public Investment In Transportation Infrastructures And Industry Performance In Portugal
    by Alfredo M. Pereira & Jorge M. Andraz

  • 2007 Social Welfare Expenditure, Human Capital, and Economic Growth: Evidence from Taiwan
    by Chien-Chiang Lee & Chun-Ping Chang

  • 2007 Kosulluluk Araci Olma Baglaminda Kisa Vadeli Faiz Oranlarinin Hedeflenen Enflasyondan Sapmada Kullanimi: Bounds Test Yaklasimi (Türkiye Örnegi)
    by Res. Ass. Dr. Mahmut ZORTUK

  • 2007 Ticari Ve Finansal Disa Aciklik Ile Ekonomik Buyume Arasindaki Iliski: Turkiye Uzerine Bir Uygulama
    by Asst. Prof. Sevda YAPRAKLI

  • 2007 A New Core Inflation Indicator for New Zealand
    by Domenico Giannone & Troy D. Matheson

  • 2007 Inflation Convergence and Divergence within the European Monetary Union
    by Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti

  • 2007 Asymmetric Business Cycle Fluctuations and Contagion Effects in G7 Countries
    by Khurshid M. Kiani

  • 2007 Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española
    by Helena Chuliá & Hipòlit Torró

  • 2007 Using All Observations when Forecasting under Structural Breaks
    by Stanislav Anatolyev & Victor Kitov

  • 2007 Determinants of Exchange-Rate Volatility: The Case of the New EU Members
    by Juraj Stanèík

  • 2007 Pronósticos restringidos con modelos de series de tiempo múltiples y su aplicación para evaluar metas de política macroeconómica en México
    by V