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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.
  • 2016 The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective
    by Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta

  • 2016 LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index
    by Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel A. Ozdemir & Hakan Yetkiner

  • 2016 Effect of Social Infrastructure Investment on Economic Growth and Inequality in South Africa: A SEM Approach
    by Itumeleng More & Goodness C. Aye

  • 2016 On the exposure of the BRIC countries to global economic shocks
    by Belke, Ansgar & Dreger, Christian & Dubova, Irina

  • 2016 Equilibrium real interest rates and secular stagnation: An empirical analysis for euro area member countries
    by Belke, Ansgar & Klose, Jens

  • 2016 House prices and interest rates: Bayesian evidence from Germany
    by Hanck, Christoph & Prüser, Jan

  • 2016 Did quantitative easing affect interest rates outside the US? New evidence based on interest tate differentials
    by Belke, Ansgar & Gros, Daniel & Osowski, Thomas

  • 2016 Time-varying Volatility, Financial Intermediation and Monetary Policy
    by Eickmeier, Sandra & Metiu, Norbert & Prieto, Esteban

  • 2016 Macroeconomic trade effects of vehicle currencies: Evidence from 19th century China
    by El-Shagi, Makram & Zhang, Lin

  • 2016 Automatic identification of general vector error correction models
    by Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano

  • 2016 The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach
    by Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli

  • 2016 International housing markets, unconventional monetary policy and the zero lower bound
    by Huber, Florian & Punzi, Maria Teresa

  • 2016 Dynamics of the European sovereign bonds and the identification of crisis periods
    by Chen, Zhenxi & Reitz, Stefan

  • 2016 The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach
    by Donal Smith

  • 2016 To combine or not to combine? Recent trends in electricity price forecasting
    by Jakub Nowotarski & Rafal Weron

  • 2016 Exchange Rate Pass-Through in the Euro Area
    by Rajmund Mirdala

  • 2016 What if all countries were actually in the same boat? A comparison of countries’ vulnerability based on Markov Switching Models
    by Brendan Vannier

  • 2016 Unconventional US Monetary Policy: New Tools, Same Channels?
    by Martin Feldkircher & Florian Huber

  • 2016 International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound
    by Florian Huber & Maria Teresa Punzi

  • 2016 Reversing Momentum: The Optimal Dynamic Momentum Strategy
    by Kai Li & Jun Liu

  • 2016 The linear systems approach to linear rational expectations models
    by Majid M. Al-Sadoon

  • 2016 Parameter Bias in an Estimated DSGE Model:Does Nonlinearity Matter?
    by Yasuo Hirose & Takeki Sunakawa

  • 2016 Parallelization experience with four canonical econometric models using ParMitISEM
    by Baştürk N. & Grassi S. & Hoogerheide L. & Dijk H.K. van

  • 2016 Testing for news and noise in non-stationary time series subject to multiple historical revisions
    by Hecq A.W. & Jacobs J.P.A.M. & Stamatogiannis M.

  • 2016 Great Recession, Slow Recovery and Muted Fiscal Policies in the US
    by Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

  • 2016 Volatility spillovers for spot, futures, and ETF prices in energy and agriculture
    by Chia-Lin Chang & Michael McAleer & Chia-Ping Liu

  • 2016 Modelling volatility spillovers for bio-ethanol, sugarcane and corn
    by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer & Yu-Ann Wang

  • 2016 How are VIX and Stock Index ETF Related?
    by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer

  • 2016 Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?
    by Massimiliano Caporin & Chia-Lin Chang & Michael McAleer

  • 2016 Testing for Deterministic Seasonality in Mixed-Frequency VARs
    by Tomás del Barrio Castro & Alain Hecq

  • 2016 A Topological View on the Identification of Structural Vector Autoregressions
    by Klaus Neusser

  • 2016 On the link between current account and oil price fluctuation in diversified economies: The case of Canada
    by Blaise Gnimassoun & Marc Joets & Tovonony Razafindrabe

  • 2016 Sentiments in SVARs
    by Fève, Patrick & Guay, Alain

  • 2016 Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model
    by Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman

  • 2016 Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture
    by Chia-Lin Chang & Chia-Ping Liu & Michael McAleer

  • 2016 Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area
    by Gabriele Galati & Irma Hindrayanto & Siem Jan Koopman & Marente Vlekke

  • 2016 Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn
    by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang

  • 2016 How are VIX and Stock Index ETF related?
    by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer

  • 2016 Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?
    by Massimiliano Caporin & Chia-Lin Chang & Michael McAleer

  • 2016 Parallelization Experience with Four Canonical Econometric Models using ParMitISEM
    by Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

  • 2016 Cross-Border Capital Flows in Emerging Markets : Demand-Pull or Supply-Push?
    by Kurmas Akdogan & Neslihan Kaya Eksi & Ozan Eksi

  • 2016 A Hedonic House Price Index for Turkey
    by Timur Hulagu & Erdi Kizilkaya & Ali Gencay Ozbekler & Pinar Tunar

  • 2016 Nowcasting UK GDP during the depression
    by Smith Paul

  • 2016 Fractionality and co-fractionality between Government Bond yields
    by Håvard Hungnes

  • 2016 Macroeconomic Regimes, Technological Shocks and Employment Dynamics
    by Tommaso Ferraresi & Andrea Roventini & Willi Semmler

  • 2016 Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter
    by Christian Hepenstrick & Massimiliano Marcellino

  • 2016 Housing market volatility connectedness among G7 countries
    by Hahn Shik Lee & Woo Suk Lee

  • 2016 Effects of macroeconomic policy shock on the labour market dynamics in Australia
    by Mukti Nath Subedi

  • 2016 The contribution of education to economic growth: Evidence from Nepal
    by Gangadhar Dahal

  • 2016 Oil Price shocks and theirs consequences on Sudan’s GDP growth and unemployment rates
    by Elsiddig Rahma & Noel Perera & Kian Tan

  • 2016 How are Africa's emerging stock markets related to advanced markets? Evidence from copulas
    by Jones Odei Mensah & Paul Alagidede

  • 2016 The impact of monetary policy on household consumption in South Africa. Evidence from Vector Autoregressive Techniques
    by Emmanuel Owusu-Sekyere

  • 2016 On the Causal Links between the Stock Market and the Economy of Hong Kong
    by Sin-Yu Ho and Bernard Njindan Iyke

  • 2016 A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures
    by Gianluca Cubadda & Barbara Guardabascio & Alain Hecq

  • 2016 A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models
    by Martyna Marczak & Tommaso Proietti & Stefano Grassi

  • 2016 The State Level Impact of Uncertainty Shocks
    by Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou

  • 2016 Bayesian Vector Autoregressions with Non-Gaussian Shocks
    by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

  • 2016 VAR Models with Non-Gaussian Shocks
    by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

  • 2016 Identifying Regression Parameters When Variables are Measured with Error
    by Alicia Rambaldi & T. H. Y. Tran & Antonio Peyrache

  • 2016 The cointegrated vector autoregressive model with general deterministic terms
    by Søren Johansen & Morten Ørregaard Nielsen

  • 2016 Interest rate pass-through: a nonlinear vector error-correction approach
    by Michal Popiel

  • 2016 Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
    by Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu

  • 2016 A Matlab program and user's guide for the fractionally cointegrated VAR model
    by Morten Ørregaard Nielsen & Michał Ksawery Popiel

  • 2016 Simplified Spectral Analysis and Linear Filters for Analysis of Economic Time Series
    by Supachoke Thawornkaiwong

  • 2016 Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model
    by Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis

  • 2016 Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach
    by Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar

  • 2016 Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach
    by Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller

  • 2016 The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests
    by Mehmet Balcilar & İsmail H. Genç & Rangan Gupta

  • 2016 Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty
    by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden

  • 2016 The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis
    by Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta

  • 2016 Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations
    by Mehmet Balcilar & Riza Demirer & Rangan Gupta

  • 2016 Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries
    by Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari

  • 2016 Financial Market Dynamics: Superdiffusive or not?
    by Devi, Sandhya

  • 2016 Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility
    by Escribano, Alvaro & Sucarrat, Genaro

  • 2016 On Perishability and Vertical Price Transmission: empirical evidences from Italy
    by Santeramo, Fabio Gaetano & von Cramon-Taubadel, Stephan

  • 2016 The Economics of State Fragmentation: Assessing the Economic Impact of Secession - Addendum
    by Reynaerts, Jo & Vanschoonbeek, Jakob

  • 2016 Everything you always wanted to know about bitcoin modelling but were afraid to ask
    by Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey

  • 2016 Testing for Non-Fundamentalness
    by Hamidi Sahneh, Mehdi

  • 2016 Does Export Product Quality Matter for CO2 Emissions? Evidence from China
    by Gozgor, Giray & Can, Muhlis

  • 2016 Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence
    by Thomadakis, Apostolos

  • 2016 Real Output and Oil Price Uncertainty: Evidence from an Oil Producing Country
    by Njindan Iyke, Bernard

  • 2016 Foreign exchange risk premia: from traditional to state-space analyses
    by Nakmai, Siwat

  • 2016 Экономическая Точка Бифуркации Для Украинского Олигархического Государства В Контексте Модели Стационарного Бандита
    by Konchyn, Vadym & Horban, Yuliia

  • 2016 Do data revisions matter for DSGE estimation?
    by Givens, Gregory

  • 2016 Dynamic Relationships among CO2 Emissions, Energy Consumption, Economic Growth, and Economic Complexity in France
    by Can, Muhlis & Gozgor, Giray

  • 2016 Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification
    by Njindan Iyke, Bernard

  • 2016 How to decode Unemployment Persistence: An econometric framework for identifying and comparing the sources of persistence
    by Møller, Niels Framroze

  • 2016 Export Product Diversification and the Environmental Kuznets Curve: Evidence from Turkey
    by Gozgor, Giray & Can, Muhlis

  • 2016 Does military spending nonlinearly affect economic growth in South Africa?
    by Phiri, Andrew

  • 2016 Combustible renewables and waste consumption, agriculture, CO2 emissions and economic growth in Brazil
    by Ben Jebli, Mehdi & Ben Youssef, Slim

  • 2016 The Economics of State Fragmentation - Assessing the Economic Impact of Secession
    by Reynaerts, Jo & Vanschoonbeek, Jakob

  • 2016 Causality between Bank’s major activities and Economic Growth: Evidences from Pakistan
    by Mushtaq, Saba

  • 2016 Models of Financial Return With Time-Varying Zero Probability
    by Sucarrat, Genaro & Grønneberg, Steffen

  • 2016 The universal banking feedback effet : U.S. and Canada evidence
    by Christian Calmès & Raymond Théoret

  • 2016 Policy of energy poverty alleviation and quality of life in Poland
    by Michal Litwinski

  • 2016 Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations
    by David Hendry & Andrew B. Martinez

  • 2016 The effect of locally hired teachers on school outcomes (the Dose response function estimation evidence from Kenya)
    by Ayako Wakano

  • 2016 Unconventional US Monetary Policy: New Tools Same Channels?
    by Martin Feldkircher & Florian Huber

  • 2016 Term Structure of Uncertainty in the Macroeconomy
    by Jaroslav Borovička & Lars Peter Hansen

  • 2016 Returns to Education: The Causal Effects of Education on Earnings, Health and Smoking
    by James J. Heckman & John Eric Humphries & Gregory Veramendi

  • 2016 Macroeconomic Regimes and Regime Shifts
    by James D. Hamilton

  • 2016 Solution and Estimation Methods for DSGE Models
    by Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide

  • 2016 Persistent Liquidity
    by Giulia Ghiani & Max Gillman & Michal Kejak

  • 2016 Grouped functional time series forecasting: An application to age-specific mortality rates
    by Han Lin Shang & Rob J Hyndman

  • 2016 VAR Information and the Empirical Validation of DSGE Models
    by Mario Forni & Luca Gambetti & Luca Sala

  • 2016 The impact of credit supply shocks and a new FCI based on a FAVAR approach
    by Zsuzsanna Hosszú

  • 2016 Dalle motivazioni alla soddisfazione: come i turisti russi giudicano l'Italia
    by Giovanni, Tonini

  • 2016 PIIGS in the Euro Area. An Empirical DSGE Model
    by Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli

  • 2016 Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area
    by Claudio, Morana

  • 2016 In search of the Euro Area Fiscal Stance
    by Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli

  • 2016 Are Banking Shocks Contagious? Evidence from the Eurozone
    by Thomas Flavin & Dolores Lagoa-Varela

  • 2016 Loan supply shocks in Macedonia: a Bayesian SVAR approach with sign restrictions
    by Rilind Kabashi & Katerina Suleva

  • 2016 Assessment of the Impact of Fiscal Policy on the Current Account – the Twin Deficit Hypothesis in the Case of Macedonian Economy
    by Vesna Stojcevska & Mite Miteski

  • 2016 A Term Structure of Interest Rates Model with Zero Lower Bound and the European Central Bank's Non-standard Monetary Policy Measures
    by Viktors Ajevskis

  • 2016 Monetary policy transmission: the case of Lithuania
    by Julius Stakenas & Rasa Stasiukynaite

  • 2016 The impact of monetary strategies on inflation persistence
    by Evzen Kocenda & Balazs Varga

  • 2016 The cointegrated vector autoregressive model with general deterministic terms
    by Søren Johansen & Morten Ørregaard Nielsen

  • 2016 From bond yield to macroeconomic instability: The effect of negative interest rates
    by Maria Cristina Recchioni & Gabriele Tedeschi

  • 2016 Co-movements between Public and Private Wages in the EU: Which Factors Play a Role?
    by Marzinotto, Benedicta & Turrini, Alessandro

  • 2016 Returns to Education: The Causal Effects of Education on Earnings, Health and Smoking
    by Heckman, James J. & Humphries, John Eric & Veramendi, Gregory

  • 2016 Education, Cognitive Ability and Cause-Specific Mortality: A Structural Approach
    by Bijwaard, Govert & Myrskylä, Mikko & Tynelius, Per & Rasmussen, Finn

  • 2016 On the Boundaries of the Shadow Economy: An Empirical Investigation
    by Manes, Eran & Schneider, Friedrich & Tchetchik, Anat

  • 2016 Time-varying Volatility, Financial Intermediation and Monetary Policy
    by S. Eickmeier & N. Metiu & Esteban Prieto

  • 2016 Economic Growth and Public and Private Investment Returns
    by António Afonso & Miguel St. Aubyn

  • 2016 Assessing Causality and Delay within a Frequency Band
    by Jörg Breitung & Sven Schreiber

  • 2016 The Intraday Market Liquidity of Japanese Government Bond Futures
    by Naoshi Tsuchida & Toshiaki Watanabe & Toshinao Yoshiba

  • 2016 Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?
    by Davide Debortoli & Jinill Kim & Jesper Linde & Ricardo Nunes

  • 2016 Identifying macroeconomic effects of refugee migration to Germany
    by Weber, Enzo & Weigand, Roland

  • 2016 Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics
    by Ying Chen & Wolfgang K. Härdle & Wee Song Chua

  • 2016 Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions
    by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker &

  • 2016 Uncertainty and Employment Dynamics in the Euro Area and the US
    by Aleksei Netsunajev & Katharina Glass & &

  • 2016 Returns to Education: The Causal Effects of Education on Earnings, Health and Smoking
    by James J. Heckman & John Eric Humphries & Gregory Veramendi

  • 2016 Impulse Response Matching Estimators for DSGE Models
    by GUERRON-QUINTANA, Pablo & INOUE, Atsushi & KILIAN, Lutz

  • 2016 Estimation and filtering of nonlinear MS-DSGE models
    by Sergey Ivashchenko

  • 2016 Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
    by Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger

  • 2016 Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data
    by Ulrich Fritsche & Christian Pierdzioch

  • 2016 Persistence in Convergence: Some further results
    by Thanasis Stengos & Ege Yazgan & Huran Ozkan

  • 2016 Detecting Convergence Clubs
    by Fuat C. Beylunioglu & Thanasis Stengos & Ege Yazgan

  • 2016 Bayesian Compressed Vector Autoregressions
    by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo

  • 2016 The impact of unconventional monetary policy on the sovereign bank nexus within and across EU countries. A time-varying conditional correlation analysis
    by Giulio Cifarelli & Giovanna Paladino

  • 2016 Copula--based Specification of vector MEMs
    by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

  • 2016 Term structures of inflation expectations and real interest rates
    by Aruoba, S. Boragan

  • 2016 A narrative approach to a fiscal DSGE model
    by Drautzburg, Thorsten

  • 2016 Forecasting Economic Activity with Mixed Frequency Bayesian VARs
    by Brave, Scott & Butters, R. Andrew & Justiniano, Alejandro

  • 2016 Oil Price Elasticities and Oil Price Fluctuations
    by Caldara, Dario & Cavallo, Michele & Iacoviello, Matteo

  • 2016 A New Approach to Identifying the Real Effects of Uncertainty Shocks
    by Shin, Minchul & Zhong, Molin

  • 2016 A Time Series Model of Interest Rates With the Effective Lower Bound
    by Johannsen, Benjamin K. & Mertens, Elmar

  • 2016 Oil prices and the global economy: is it different this time around?
    by Mohaddes, Kamiar & Pesaran, M. Hashem

  • 2016 China’s slowdown and global financial market volatility: is world growth losing out?
    by Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi

  • 2016 The U.S. oil supply revolution and the global economy
    by Mohaddes, Kamiar & Raissi, Mehdi

  • 2016 Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States
    by Lunsford, Kurt Graden & Jentsch, Carsen

  • 2016 Monetary Policy, Residential Investment, and Search Frictions: An Empirical and Theoretical Synthesis
    by Lunsford, Kurt Graden

  • 2016 Forecasts of inflation and interest rates in no-arbitrage affine models
    by Gospodinov, Nikolay & Wei, Bin

  • 2016 Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area
    by Claudio Morana

  • 2016 Understanding Dynamic Conditional Correlations between Commodities Futures Markets
    by Niaz Bashiri Behmiri & Matteo Manera & Marcella Nicolini

  • 2016 Macroeconomic regimes, technological shocks and employment dynamics
    by Tommaso Ferraresi & Andrea Roventini & Willi Semmler

  • 2016 Does speculation in the oil market drive investor herding in net exporting nations?
    by Mehmet Balcilar & Riza Demirer & Talat Ulussever

  • 2016 Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture
    by Chang, C-L. & Liu, C-P. & McAleer, M.J.

  • 2016 Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn
    by Chang, C-L. & McAleer, M.J. & Wang, Y-A.

  • 2016 How are VIX and Stock Index ETF Related?
    by Chang, C-L. & Hsieh, T-L. & McAleer, M.J.

  • 2016 Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?
    by Caporin, M. & Chang, C-L. & McAleer, M.J.

  • 2016 Time-varying volatility, financial intermediation and monetary policy
    by Sandra Eickmeier & Norbert Metiu & Esteban Prieto

  • 2016 Commodity prices and fiscal policy design: Procyclical despite a rule
    by Hilde C. Bjornland & Leif Anders Thorsrud

  • 2016 Has foreign growth contributed to stagnation and inequality in Japan?
    by Kazuki Tomioka & Rod Tyers

  • 2016 Increasing Trends in the Excess Comovement of Commodity Prices
    by Kazuhiko Ohashi & Tatsuyoshi Okimoto

  • 2016 Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach
    by Dmitry Kulikov & Aleksei Netšunajev

  • 2016 Measuring financial cycles with a model-based filter: Empirical evidence for the United States and the euro area
    by Gabriele Galati & Irma Hindrayanto & Siem Jan Koopman & Marente Vlekke

  • 2016 Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets
    by Christoph Große Steffen & Maximilian Podstawski

  • 2016 On the Exposure of the BRIC Countries to Global Economic Shocks
    by Ansgar Belke & Christian Dreger & Irina Dubova

  • 2016 Equity Fund Flows and Stock Market Returns in the US Before and After the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis
    by Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo

  • 2016 Crimea and Punishment: The Impact of Sanctions on Russian and European Economies
    by Konstantin A. Kholodilin & Aleksei Netsunajev

  • 2016 Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions
    by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker

  • 2016 Assessing Identifying Restrictions in SVAR Models
    by Michele Piffer

  • 2016 Exchange Rates and Macro News in Emerging Markets
    by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

  • 2016 The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia
    by Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Mohammad Tajik

  • 2016 The State Dependent Impact of Bank Exposure on Sovereign Risk
    by Maximilian Podstawski & Anton Velinov

  • 2016 Identifying Uncertainty Shocks Using the Price of Gold
    by Michele Piffer & Maximilian Podstawski

  • 2016 Macro News and Exchange Rates in the BRICS
    by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

  • 2016 Islamic Banking, Credit and Economic Growth: Some Empirical Evidence
    by Guglielmo Maria Caporale & Mohamad Husam Helmi

  • 2016 Identifying Priorities in Infrastructure Investment in Portugal
    by Alfredo Marvão Pereira & Rui M. Pereira

  • 2016 Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model
    by Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi

  • 2016 Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide
    by Xiaohong Chen & Yin Jia Qiu

  • 2016 Measuring and Explaining Cross-Country Immigration Policies
    by Glenn Rayp & Ilse Ruyssen & Samuel Standaert

  • 2016 Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility
    by Sucarrat, Genaro & Escribano, Álvaro

  • 2016 A new measure to quantify the effects of U.S. tax policy news
    by J. Nikolaj Dybowski & T. Philipp Dybowski

  • 2016 Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness
    by Canova, Fabio & Hamidi Sahneh, Mehdi

  • 2016 Credit Supply Shocks in the Netherlands
    by Adam Elbourne & Fabio Duchi

  • 2016 Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile
    by Carlos Fernando Daza Moreno & Jorge Mario Uribe

  • 2016 Productividad total de los factores: Una aplicación VEC nacional y sectorial al caso colombiano (1965-2013)
    by Cristina Navarro Pérez & Carlos Arturo Cáceres

  • 2016 Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations
    by Michal Franta

  • 2016 Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions
    by Alain Hecq & Jan P. A. M. Jacobs & Michalis P. Stamatogiannis

  • 2016 Prévision de l’activité économique au Québec
    by Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic

  • 2016 Do Uncertainty Shocks Always Matter for Business Cycles?
    by Stéphane Lhuissier & Fabien Tripier

  • 2016 The Macroeconomic Shock with the Highest Price of Risk
    by Gabor Pinter

  • 2016 VAR Models with Non-Gaussian Shocks
    by Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter

  • 2016 Oil Prices and the Global Economy: Is it Different this Time Around?
    by Kamiar Mohaddes & M. Hashem Pesaran

  • 2016 Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis
    by Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo

  • 2016 Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI
    by Peter A. Zadrozny

  • 2016 Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data
    by Peter A. Zadrozny

  • 2016 Exchange Rates and Macro News in Emerging Markets
    by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

  • 2016 The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia
    by Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Mohammad Tajik

  • 2016 Macro News and Exchange Rates in the BRICS
    by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

  • 2016 Joint Confidence Sets for Structural Impulse Responses
    by Atsushi Inoue & Lutz Kilian

  • 2016 Impulse Response Matching Estimators for DSGE Models
    by Pablo Guerron-Quintana & Atsushi Inoue & Lutz Kilian

  • 2016 Modelling the Egyptian Shadow Economy: A Currency Demand and A MIMIC Model Approach
    by Mai Hassan & Friedrich Schneider

  • 2016 Islamic Banking, Credit and Economic Growth: Some Empirical Evidence
    by Guglielmo Maria Caporale & Mohamad Husam Helmi

  • 2016 Comparing different data descriptors in Indirect Inference tests on DSGE models
    by Minford, Patrick & Wickens, Michael & Xu, Yongdeng

  • 2016 Contagion in International Stock and Currency Markets during Recent Crisis Episodes
    by Pami Dua & Divya Tuteja

  • 2016 Univariate Unit Root Tests Perform Poorly When Data Are Cointegrated
    by W. Robert Reed

  • 2016 Oil Prices and the Global Economy: Is It Different This Time Around?
    by Kamiar Mohaddes & M. Hashem Pesaran

  • 2016 China’s Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?
    by Paul Cashin & Kamiar Mohaddes & Mehdi Raissi

  • 2016 The U.S. Oil Supply Revolution and the Global Economy
    by Kamiar Mohaddes & Mehdi Raissi

  • 2016 Bayesian Compressed Vector Autoregressions
    by Davide Pettenuzzo & Gary Koop & Dimitris Korobilis

  • 2016 Bayesian Compressed Vector Autoregressions
    by Davide Pettenuzzo & Gary Koop & Dimitris Korobilis

  • 2016 Generalized State-Dependent Models: A Multivariate Approach
    by S. Heravi & J. Easaw & R. Golinelli

  • 2016 A New Index of Uncertainty Based on Internet Searches: A Friend or Foe of Other Indicators?
    by M. E. Bontempi & R. Golinelli & M. Squadrani

  • 2016 Macroeconomic forecasting and structural changes in steady states
    by Dimitrios P. Louzis

  • 2016 Financial market volatility, macroeconomic fundamentals and investor sentiment
    by Chiu, Ching-Wai (Jeremy) & Harris, Richard & Stoja, Evarist & Chin, Michael

  • 2016 Tracking the slowdown in long-run GDP growth
    by Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan

  • 2016 Output gaps, inflation and financial cycles in the United Kingdom
    by Melolinna, Marko & Tóth, Máté

  • 2016 The Linear Systems Approach to Linear Rational Expectations Models
    by Majid M. Al-Sadoon

  • 2016 Testing Subspace Granger Causality
    by Majid M. Al-Sadoon

  • 2016 In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area
    by P. Fève & J.-G. Sahuc

  • 2016 Carry trades and exchange rate volatility: a TVAR approach
    by Alessio Anzuini & Francesca Brusa

  • 2016 Determinants of the movements in the euro-dollar exchange rate during the sovereign debt crisis
    by Alessio Anzuini & Martina Cecioni & Stefano Neri

  • 2016 What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks
    by Laurent Ferrara & Pierre Guérin

  • 2016 Los efectos de la flexibilidad salarial sobre el crecimiento y el empleo
    by Rafael Domenech & Juan Ramon Garcia & Camilo Ulloa

  • 2016 The Financial Stability Dark Side of Monetary Policy
    by Piergiorgio Alessandri & Antonio M. Conti & Fabrizio Venditti

  • 2016 Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs
    by Fernando J. Pérez Forero & Marco Vega

  • 2016 Measures of variance for smoothed disturbances in linear state-space models: a clarification
    by Allin Cottrell & Riccardo (Jack) Lucchetti & Matteo Pelagatti

  • 2016 Public debt and economic growth: An empirical evaluation
    by María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero

  • 2016 The cointegrated vector autoregressive model with general deterministic terms
    by Søren Johansen & Morten Ørregaard Nielsen

  • 2016 Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions
    by Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg

  • 2016 Volatility Discovery
    by Gustavo Fruet Dias & Cristina M. Scherrer & Fotis Papailias

  • 2016 Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression
    by Markku Lanne & Jani Luoto

  • 2016 Dynamic Global Currency Hedging
    by Bent Jesper Christensen & Rasmus T. Varneskov

  • 2016 System Estimation of Panel Data Models under Long-Range Dependence
    by Yunus Emre Ergemen

  • 2016 Fixed-b Inference in the Presence of Time-Varying Volatility
    by Matei Demetrescu & Christoph Hanck & Robinson Kruse

  • 2016 Pass-through of crude oil prices at different stages in Turkey
    by Fatih Akcelik & Fethi Ogunc

  • 2016 Military expenditures and economic growth: allowing structural breaks in time series analysis in the case of India and Pakistan
    by Abdul Jalil & Hafiz Khuram Nadeem Abbasi & Nazia Bibi

  • 2016 The influence of negative response style on survey-based household inflation expectations
    by Piotr Białowolski

  • 2016 Impact of Payment Technology on Seasonality of Currency in Circulation: Evidence from the USA and India
    by Kaushik Bhattacharya & Sunny Kumar Singh

  • 2016 The day-of-the-week effect is weak: Evidence from the European real estate sector
    by Georgios Bampinas & Stilianos Fountas & Theodore Panagiotidis

  • 2016 Is the United States in the middle of a healthcare bubble?
    by Wen-Yi Chen & Yia-Wun Liang & Yu-Hui Lin

  • 2016 On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters
    by Elie Bouri & Riza Demirer

  • 2016 Empirical identification of factor models
    by Piyachart Phiromswad & Takeshi Yagihashi

  • 2016 Linear and nonlinear comovement in Southeast Asian local currency bond markets: a stepwise multiple testing approach
    by Takashi Matsuki

  • 2016 The role of house price in the US business cycle
    by Jan R. Kim & Keunsuk Chung

  • 2016 Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging
    by Yudong Wang & Li Liu

  • 2016 Tourism and growth in Lebanon: new evidence from bootstrap simulation and rolling causality approaches
    by Chor Foon Tang & Salah Abosedra

  • 2016 The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets
    by Mehmet Fatih Öztek & Nadir Öcal

  • 2016 Effects of US policy uncertainty on Swedish GDP growth
    by Pär Stockhammar & Pär Österholm

  • 2016 Fiscal and monetary policy effects in three South Eastern European economies
    by Goran Petrevski & Jane Bogoev & Dragan Tevdovski

  • 2016 Business cycles, international trade and capital flows: evidence from Latin America
    by Guglielmo Maria Caporale & Alessandro Girardi

  • 2016 Domestic and international information linkages between NSE Nifty spot and futures markets: an empirical study for India
    by Sanjay Sehgal & Mala Dutt

  • 2016 External Factors in Debt Sustainability Analysis: An Application to Latin America?
    by Gustavo Adler & Sebastian Sosa

  • 2016 The contribution of education to economic growth: Evidence from Nepal
    by A. Z. Nowak & Gangadhar Dahal

  • 2016 Effects of macroeconomic policy shock on the labour market dynamics in Australia
    by Mukti Nath Subedi

  • 2016 On the relationship between sovereign bonds and credit default swaps in Portugal
    by Jorge M. Andraz & Cristina M. Viegas & Nélia M. Norte

  • 2016 Impact of Openness and Economic Freedom on Economic Growth in the Transition Economies of the European Union
    by Yilmaz Bayar

  • 2016 Do Bangladesh and Sri Lanka Enjoy Export-Led Growth? A Comparison of Two Small South Asian Economies
    by Muhammad Shafiullah & Ravinthirakumaran Navaratnam

  • 2016 An Analysis of Real Oil Prices and Real Exchange Rates in Five African Countries
    by Abubakar Lawan Ngoma & Normaz Wana Ismail & Zulkornain Yusop

  • 2016 Employment Dynamics by Gender in Pennsylvania since the Great Recession
    by Yaya Sissoko & Brian W. Sloboda

  • 2016 A Panel Regression Analysis Of Human Capital Relevance In Selected Scandinavian And Se European Countries
    by Kokotovic, Filip

  • 2016 Examining the Persistence of Real Exchange Rate Misalignment in Iran
    by Tehranchian, Amir Mansoor & Balounejad Nouri, Roozbeh

  • 2016 Clubs de convergencia regional en México: un análisis a través de un modelo no lineal de un solo factor
    by Rodríguez Benavides, Domingo & López Herrera, Francisco & Mendoza González, Miguel Ángel

  • 2016 Causality between Oil Price and South Africa's Food Price: Time Varying Approach - Relazione di causalità tra prezzo del petrolio e pr ezzo dei prodotti alimentari in Sud Africa: un approccio time varying
    by AYE, GOODNESS C.

  • 2016 The Nonparametric Relationship between Oil and South African Agricultural Prices - La relazione nonparametrica tra il prezzo del petrolio e i prezzi dei prodotti agricoli in Sud Africa
    by Ajmi, Ahdi N. & Gupta, Rangan & Kruger, Monique & Schoeman, Nicola & Walters, Leoné

  • 2016 Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del blocco della spesa
    by AYE, GOODNESS C. & BALCILAR, MEHMET & EL MONTASSER, GHASSEN & GUPTA, RANGAN & MANJEZ, NANGAMSO C.

  • 2016 Bank Failure Prediction Model for Zimbabwe
    by Victor Gumbo & Simba Zoromedza

  • 2016 The Wage-Price Setting Behavior: Comparing The Evidence from EU28 and EMU
    by Adriatik Hoxha

  • 2016 Changing Dynamic Relationships between Stock and Bond Markets in Crises: Evidence of a Flight to Quality
    by Wafa Kammoun Masmoudi

  • 2016 Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality
    by Damian Stelmasiak & Grzegorz Szafrański

  • 2016 Priepustnosť menových kurzov nových členských krajín Európskej unie
    by Rajmund Mirdala & Júlia Ďurčová

  • 2016 Effect of Foreign Trade on Real Wages: Case of Turkey
    by Hacer Simay Karaalp-Orhan & Orhan Sevcan Günes

  • 2016 Prediction of Emission Allowances Spot Prices Volatility with the Use of GARCH Models
    by Daniela Spiesova

  • 2016 The influence of sovereign bond yields on bank lending rates: the pass-through in Europe
    by Markus Eller & Thomas Reininger

  • 2016 Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland
    by Markus Eller & Florian Huber & Helene Schuberth

  • 2016 The Impact of Macroeconomic Uncertainty on Activity in the Euro Area
    by Gieseck Arne & Largent Yannis

  • 2016 The Oil Price and Exchange Rate Relationship Revisited: A time-varying VAR parameter approach
    by Vincent Brémond & Emmanuel Hache & Tovonony Razafindrabe

  • 2016 Pair-Wise Approach to Test the Regional Convergence Hypothesis in Mexico
    by Domingo Rodríguez-Benavides & José Carlos Trejo García & Miguel Ángel Mendoza González

  • 2016 Causality between Monetary Expansion and the Price Level in India since 1950s – A Re-Examination
    by Ritwik Mazumder & Sanjib Debnath

  • 2016 Indirect impacts of oil prices on economic growth in Colombia
    by Sergio González & Edwin Hernández

  • 2016 Financial Stress Indicator Variables and Monetary Policy in South Africa
    by Leroi RAPUTSOANE

  • 2016 Disaggregated Credit Extension and Financial Distress in South Africa
    by Leroi RAPUTSOANE

  • 2016 Population Growth and Economic Growth Performance in Nigeria (1981 – 2014)
    by Ettah Bassey ESSIEN

  • 2016 Modelling the Egyptian Shadow Economy: A MIMIC model and A Currency Demand approach
    by Mai HASSAN & Friedrich SCHNEIDER

  • 2016 Az olajár gyengülő makrogazdasági hatásai. Két versengő elmélet szintézise
    by Uliha, Gábor

  • 2016 The day the index rose 11 %: a clinical study on price discovery reversal
    by Christoph Schmidhammer & Sebastian Lobe & Klaus Röder

  • 2016 Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses
    by Michele Ca’ Zorzi & Jakub Muck & Michal Rubaszek

  • 2016 Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test
    by Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar

  • 2016 The Spillover Effect of Euro Area on Central and Southeastern European Economies: A Global VAR Approach
    by Jan Hájek & Roman Horváth

  • 2016 Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?
    by Apostolos Serletis & Khandokar Istiak

  • 2016 Testing Macro Models by Indirect Inference: A Survey for Users
    by Vo Phuong Mai Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu

  • 2016 Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar

  • 2016 Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data
    by Carlos Pestana Barros & Luis A. Gil-Alana & Fernando Perez de Gracia

  • 2016 Persistency of Turkish export shocks: a quantile autoregression (QAR) approach
    by M. Hakan Berument & N. Nergiz Dincer & Pinar Yasar

  • 2016 “New” monetary policy instruments and exchange rate volatility
    by Cüneyt Akar & Serkan Çiçek

  • 2016 Commodity Spread Option with Cointegration
    by Katsushi Nakajima & Kazuhiko Ohashi

  • 2016 Monetary, Real Shocks And Exchange Rate Variations In India
    by BISWAJIT MAITRA

  • 2016 Energy Use, Gross Domestic Production, and CO2 Emissions in Pakistan
    by Zeeshan Arshad & Jazba Akbar & Amina Shareef & Yasmeen Samia

  • 2016 Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions
    by Rilind Kabashi & Katerina Suleva

  • 2016 Testing For Linearity In Regressions With I(1) Processes
    by ARAI, YOICHI

  • 2016 Dinero e inflación en Bolivia en los albores del siglo XXI
    by Luis fernando Escobar Caba

  • 2016 Rol de la política cambiaria en el sector externo:la condición Marshall-Lerner en Bolivia
    by Roger Alejandro Banegas-Rivero

  • 2016 Credit Spreads and 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

  • 2016 Estrategias dinámicas de cobertura cruzada eficiente para el mercado del petróleo mexicano: Evidencia de dos modelos GARCH multivariados con término de corrección de error
    by Raúl De Jesús Gutiérrez.

  • 2016 Macroeconomic effects of household debt: an empirical analysis
    by Yun K. Kim

  • 2016 Urban population and economic growth: South Asia perspective
    by Sandip Sarker & Arifuzzaman Khan & Mehdad Mamur Mannan

  • 2016 Modelling the joint dynamics of oil prices and investor fear gauge
    by Ji, Qiang & Fan, Ying

  • 2016 Spikes and crashes in the oil market
    by Aboura, Sofiane & Chevallier, Julien

  • 2016 Socially responsible investing and Islamic funds: New perspectives for portfolio allocation
    by Charfeddine, Lanouar & Najah, Ahlem & Teulon, Frédéric

  • 2016 Return and volatility interdependences in up and down markets across developed and emerging countries
    by Kundu, Srikanta & Sarkar, Nityananda

  • 2016 Global financial crisis and emerging stock market contagion: A volatility impulse response function approach
    by Jin, Xiaoye & An, Ximeng

  • 2016 Can stochastic discount factor models explain the cross-section of equity returns?
    by Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R.

  • 2016 Is the refining margin stationary?
    by Población, Javier & Serna, Gregorio

  • 2016 Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space
    by Lin, Fu-Lai & Chen, Yu-Fen & Yang, Sheng-Yung

  • 2016 Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting
    by Lahiani, Amine & Hammoudeh, Shawkat & Gupta, Rangan

  • 2016 Stock and currency market linkages: New evidence from realized spillovers in higher moments
    by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza

  • 2016 Macroeconomic effects of a decline in housing prices in Sweden
    by Gustafsson, Peter & Stockhammar, Pär & Österholm, Pär

  • 2016 Multivariate trend function testing with mixed stationary and integrated disturbances
    by Xu, Ke-Li

  • 2016 An evaluation of ECB policy in the Euro's big four
    by Olson, Eric & Wohar, Mark E.

  • 2016 Excess liquidity and the money market in the euro area
    by Beaupain, Renaud & Durré, Alain

  • 2016 Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S
    by Pang, Ke & Siklos, Pierre L.

  • 2016 State-dependent exchange rate pass-through behavior
    by Donayre, Luiggi & Panovska, Irina

  • 2016 The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach
    by Herwartz, Helmut & Plödt, Martin

  • 2016 Systemic risk and the macroeconomy: An empirical evaluation
    by Giglio, Stefano & Kelly, Bryan & Pruitt, Seth

  • 2016 Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme
    by Eser, Fabian & Schwaab, Bernd

  • 2016 Asymmetric cost pass-through? Empirical evidence on the role of market power, search and menu costs
    by Loy, Jens-Peter & Weiss, Christoph R. & Glauben, Thomas

  • 2016 Explosive bubbles in house prices? Evidence from the OECD countries
    by Engsted, Tom & Hviid, Simon J. & Pedersen, Thomas Q.

  • 2016 The interactive relationship between the US economic policy uncertainty and BRIC stock markets
    by Dakhlaoui, Imen & Aloui, Chaker

  • 2016 Government spending shocks in open economy VARs
    by Forni, Mario & Gambetti, Luca

  • 2016 Islamic finance and economic growth: The Malaysian experience
    by Kassim, Salina

  • 2016 Intra-day realized volatility for European and USA stock indices
    by Degiannakis, Stavros & Floros, Christos

  • 2016 A test of the adaptive market hypothesis using a time-varying AR model in Japan
    by Noda, Akihiko

  • 2016 Interest parity, cointegration, and the term structure: Testing in an integrated framework
    by Georgoutsos, Dimitris A. & Kouretas, Georgios P.

  • 2016 Oil market modelling: A comparative analysis of fundamental and latent factor approaches
    by Cummins, Mark & Dowling, Michael & Kearney, Fearghal

  • 2016 Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis
    by Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola

  • 2016 Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom
    by Antonakakis, Nikolaos & Floros, Christos

  • 2016 Impact of speculation and economic uncertainty on commodity markets
    by Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah

  • 2016 Marcellus Shale and structural breaks in oil and gas markets: The case of Pennsylvania
    by Potts, Todd B. & Yerger, David B.

  • 2016 Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models
    by Chen, Hao & Liao, Hua & Tang, Bao-Jun & Wei, Yi-Ming

  • 2016 Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment
    by Nicola, Francesca de & De Pace, Pierangelo & Hernandez, Manuel A.

  • 2016 Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis
    by Hasanov, Akram Shavkatovich & Do, Hung Xuan & Shaiban, Mohammed Sharaf

  • 2016 An empirical analysis of the relationship between oil prices and the Chinese macro-economy
    by Wei, Yanfeng & Guo, Xiaoying

  • 2016 Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach
    by Naser, Hanan

  • 2016 The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach
    by Pan, Zhiyuan & Wang, Yudong & Liu, Li

  • 2016 Does the S&P500 index lead the crude oil dynamics? A complexity-based approach
    by Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki

  • 2016 Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010
    by Bouri, Elie & Awartani, Basel & Maghyereh, Aktham

  • 2016 Estimating dynamics of US demand for major fossil fuels
    by Miljkovic, Dragan & Dalbec, Nathan & Zhang, Lei

  • 2016 Another perspective on gasoline price responses to crude oil price changes
    by Rahman, Sajjadur

  • 2016 Volatility and a century of energy markets dynamics
    by Serletis, Apostolos & Xu, Libo

  • 2016 Asymmetric fuel price responses under heterogeneity
    by Balaguer, Jacint & Ripollés, Jordi

  • 2016 Volatility linkages between energy and agricultural commodity prices
    by López Cabrera, Brenda & Schulz, Franziska

  • 2016 Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
    by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong

  • 2016 Linking the gas and oil markets with the stock market: Investigating the U.S. relationship
    by Gatfaoui, Hayette

  • 2016 Modelling futures price volatility in energy markets: Is there a role for financial speculation?
    by Manera, Matteo & Nicolini, Marcella & Vignati, Ilaria

  • 2016 Dynamic conditional correlation multiplicative error processes
    by Bodnar, Taras & Hautsch, Nikolaus

  • 2016 Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model
    by Niţoi, Mihai & Pochea, Maria Miruna

  • 2016 Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data
    by Zadrozny, Peter A.

  • 2016 Testing for Granger causality in large mixed-frequency VARs
    by Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan

  • 2016 Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
    by Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z.

  • 2016 The estimation of continuous time models with mixed frequency data
    by Chambers, Marcus J.

  • 2016 High-dimensional copula-based distributions with mixed frequency data
    by Oh, Dong Hwan & Patton, Andrew J.

  • 2016 Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs
    by Marcellino, Massimiliano & Sivec, Vasja

  • 2016 A MIDAS approach to modeling first and second moment dynamics
    by Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen

  • 2016 Goodness-of-fit test for specification of semiparametric copula dependence models
    by Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K.

  • 2016 A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous
    by Ikeda, Shin S.

  • 2016 Gaussian mixture vector autoregression
    by Kalliovirta, Leena & Meitz, Mika & Saikkonen, Pentti

  • 2016 Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
    by Harris, David & Leybourne, Stephen J. & Taylor, A.M. Robert

  • 2016 Joint confidence sets for structural impulse responses
    by Inoue, Atsushi & Kilian, Lutz

  • 2016 Striated Metropolis–Hastings sampler for high-dimensional models
    by Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao

  • 2016 Large Bayesian VARMAs
    by Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary

  • 2016 Inference on co-integration parameters in heteroskedastic vector autoregressions
    by Boswijk, H. Peter & Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert

  • 2016 Root-T consistent density estimation in GARCH models
    by Delaigle, Aurore & Meister, Alexander & Rombouts, Jeroen

  • 2016 Nonstationarity in time series of state densities
    by Chang, Yoosoon & Kim, Chang Sik & Park, Joon Y.

  • 2016 Real-time nowcasting of nominal GDP with structural breaks
    by Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo

  • 2016 Dynamic treatment effects
    by Heckman, James J. & Humphries, John Eric & Veramendi, Gregory

  • 2016 Inference in VARs with conditional heteroskedasticity of unknown form
    by Brüggemann, Ralf & Jentsch, Carsten & Trenkler, Carsten

  • 2016 Long memory affine term structure models
    by Goliński, Adam & Zaffaroni, Paolo

  • 2016 Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers
    by Blazsek, Szabolcs & Escribano, Alvaro

  • 2016 Methods for measuring expectations and uncertainty in Markov-switching models
    by Bianchi, Francesco

  • 2016 Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
    by Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M.

  • 2016 Detecting unemployment hysteresis: A simultaneous unobserved components model with Markov switching
    by Klinger, Sabine & Weber, Enzo

  • 2016 A topological view on the identification of structural vector autoregressions
    by Neusser, Klaus

  • 2016 Mean lag in general error correction models
    by Fuleky, Peter & Ventura, Luigi

  • 2016 On the long-run neutrality of demand shocks
    by Chen, Wenjuan & Netšunajev, Aleksei

  • 2016 Dynamic responses to oil price shocks: Conditional vs unconditional (a)symmetry
    by Malikov, Emir

  • 2016 VARMA representation of DSGE models
    by Morris, Stephen D.

  • 2016 Nonstationary GARCH with t-distributed innovations
    by Pedersen, Rasmus Søndergaard & Rahbek, Anders

  • 2016 On the identification of multivariate correlated unobserved components models
    by Trenkler, Carsten & Weber, Enzo

  • 2016 Islamic financial markets and global crises: Contagion or decoupling?
    by Kenourgios, Dimitris & Naifar, Nader & Dimitriou, Dimitrios

  • 2016 Global financial conditions and asset markets: Evidence from fragile emerging economies
    by Yildirim, Zekeriya

  • 2016 Financial development and the shadow economy: A panel VAR analysis
    by Berdiev, Aziz N. & Saunoris, James W.

  • 2016 Nonlinear approaches in testing PPP: Evidence from Southern African development community
    by Zerihun, Mulatu F. & Breitenbach, Marthinus C.

  • 2016 Monetary shocks, macroprudential shocks and financial stability
    by Greenwood-Nimmo, Matthew & Tarassow, Artur

  • 2016 China's oil product pricing mechanism: What role does it play in China's macroeconomy?
    by Zhang, Jin & Xie, Mingjia

  • 2016 Forecasting wind power – Modeling periodic and non-linear effects under conditional heteroscedasticity
    by Ziel, Florian & Croonenbroeck, Carsten & Ambach, Daniel

  • 2016 Relationship Between Economic Growth and Environmental Degradation: Is there an Environmental Evidence of Kuznets Curve for Brazil?
    by Manuel A. Zambrano-Monserrate & Ivanna Valverde-Bajaña & Joseph Aguilar-Bohórquez & María Mendoza-Jiménez

  • 2016 The Asymmetric Effects of Oil Price Shocks on the Canadian Economy
    by Luiggi Donayre & Neil A. Wilmot

  • 2016 Bounds Testing Approach to Analyze the Existence of an Environmental Kuznets Curve in Ecuador
    by Manuel A. Zambrano-Monserrate & Freddy F. García-Albán & Kliffer A. Henk-Vera

  • 2016 China’s Economic Growth and Energy Consumption
    by Huanying Cui

  • 2016 Impact of Oil Price Shocks on Sudan’s Government Budget
    by Elsiddig Rahma & Noel Perera & Kian Tan

  • 2016 Volatility Transmission in Crude Oil, Gold, Standard and Poor’s 500 and US Dollar Index Futures using Vector Autoregressive Multivariate Generalized Autoregressive Conditional Heteroskedasticity Model
    by Tanattrin Bunnag

  • 2016 Do Foreign Direct Investment and Trade lead to Lower Energy Intensity? Evidence from Selected African Countries
    by Yaya Keho

  • 2016 The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey
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  • 2016 Does Financial Development Induce Economic Growth in UAE? The Role of Capitalization and Foreign Direct Investment
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  • 2016 Do Financial Conditions have a Predictive Power on Inflation in Turkey?
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  • 2016 The Comparative Comparison of Exchange Rate Models
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  • 2016 Examining the Causal Linkages among Domestic Investment, FDI, Trade, Interest Rate and Economic Growth in ASEAN-5 Countries
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  • 2016 Testing Wagner’s Law in the Presence of Structural Changes: New Evidence from Six African Countries (1960-2013)
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  • 2016 The issue of convergence: New empirical evidence for the Central Eastern Europe area
    by E.TSANANA & C. KATRAKILIDIS

  • 2016 Investitionen in Maschinen dürften durch die Unsicherheit am stärksten zurückgehen: Sieben Fragen an Malte Rieth
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    by Malte Rieth & Claus Michelsen & Michele Piffer

  • 2016 Machinery Investment Is Likely to Experience the Strongest Declines as a Result of the Uncertainty: Seven Questions to Malte Rieth
    by Corporate author

  • 2016 Uncertainty Shock from the Brexit Vote Decreases Investment and GDP in the Euro Area and Germany
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  • 2016 Diferencias salariales por género en el departamento de Santander - Colombia
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  • 2016 Foreign Direct Investments And Their Non-Traditional Quality Factors. A Var Analysis In Romania And Bulgaria
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  • 2016 The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets
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  • 2016 Testing unemployment theories: A multivariate long memory approach
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  • 2016 Efficiency of the Fiscal Policy and the Fiscal Multipliers – The Case of the Republic of Macedonia
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  • 2016 The Asymmetric Impact of Portfolio Mix on Bank Performance over the Business Cycle: U.S. and Canadian Evidence
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  • 2016 LINS Curve in Romanian Economy
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  • 2015 Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test
    by Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar

  • 2015 On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test
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  • 2015 Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model
    by Mehmet Balcilar & Rangan Gupta & Mampho P. Modise & John W. Muteba Mwamba

  • 2015 Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test
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  • 2015 Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data
    by Rangan Gupta & Mark E. Wohar

  • 2015 The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach
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  • 2015 Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR
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  • 2015 The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach
    by Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba

  • 2015 Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note
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  • 2015 Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test
    by Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei

  • 2015 Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test
    by Mehmet Balcilar & Rangan Gupta & Clement Kyei

  • 2015 Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates
    by Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta

  • 2015 South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach
    by Mehmet Balcilar & Rangan Gupta & Clement Kyei

  • 2015 Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data
    by Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta

  • 2015 Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models
    by Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das

  • 2015 The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach
    by Mehmet Balcilar & Rangan Gupta & Mawuli Segnon

  • 2015 Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models
    by Rangan Gupta

  • 2015 Forecasting Core Inflation: The Case of South Africa
    by Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta

  • 2015 A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices
    by Stelios Bekiros & Rangan Gupta & Clement Kyei

  • 2015 The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis
    by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta

  • 2015 The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach
    by Rangan Gupta & Kevin Kotze

  • 2015 International Stock Return Predictability: Is the Role of U.S. Time-Varying?
    by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta

  • 2015 The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method
    by Mehmet Balcilar & Stelios Bekiros & Rangan Gupta

  • 2015 Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy
    by Nikolaos Antonakakis & Christophe Andre & Rangan Gupta

  • 2015 Seasonality and Fractional Integration in the Sea Level Rise and Surface Temperature Data along the Barrier Coast of Nigeria
    by OlaOluwa S. Yaya & Luis A. Gil-Alana & Rangan Gupta

  • 2015 The Time-Series Linkages between US Fiscal Policy and Asset Prices
    by Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller

  • 2015 Oil Price Forecastability and Economic Uncertainty
    by Stelios Bekiros & Rangan Gupta & Alessia Paccagnini

  • 2015 Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa
    by Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson & Anandamayee Majumdar

  • 2015 The Macroeconomic Effects of Uncertainty Shocks in India
    by Lumengo Bonga-Bonga & Rangan Gupta & Charl Jooste

  • 2015 Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests
    by Vassilios Babalos & Clement Kyei & Evangelos I. Poutos

  • 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 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 Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity - Causalità time-varying tra petrolio e prezzi delle materie prime in presenza di break strutturali e di non-linearità
    by Gupta, Rangan & Kean, Gbeada Josiane Seu Epse & Tsebe, Mpho Asnath & Tsoanamatsie, Nthabiseng & Sato, João Ricardo

  • 2015 Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach. - Il prezzo del petrolio predice l’inflazione in Sud Africa? Evidenza storica attraverso l’utilizzo di un approccio basato sulla frequenza
    by Gupta, Rangan & Kanda, Patrick T.

  • 2015 Causal Link between Oil Price and Uncertainty in India - Relazione di causalità tra prezzo del petrolio e incertezza in India
    by El Montasser, Ghassen & Aggad, Kenza & Clark, Louise & Gupta, Rangan & Kemp, Shannon

  • 2015 The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India
    by Bonga-Bonga, Lumengo & Gupta, Rangan & Jooste, Charl

  • 2015 An Analysis of Regional Export Patterns: The Case of Calabria in Southern Italy - Un’analisi dei modelli di esportazione regionale: il caso della Calabria
    by Algieri, Bernardina

  • 2015 Country Risk: A Theoretical and Empirical Analysis with Special Reference to Northern African Economies - Il rischio paese: un’analisi teorica e empirica con particolare riferimento ai paesi del Nord Africa
    by Chopra, Parvesh K.

  • 2015 The Relationship of GDP, Unemployment Rate and Employment: In-depth Analysis of Okun’s Law for Russia
    by E. Vakulenko & E. Gurvich.

  • 2015 Assessing the Monetary Policy Stance in Turkey Using the Natural Interest Rate
    by Vuslat US

  • 2015 Tek Değişkenli Filtrelerle Türkiye İçin Kredi Açığı Tahmini ve Kestirimi
    by K. Batu TUNAY

  • 2015 An asymmetric analysis of the Fuel price transmission mechanism in Turkey
    by A. Nazif ÇATIK

  • 2015 El papel de las posiciones netas de los especuladores en el proceso de formación de precios en un régimen de flotación. Evidencia de un modelo SVAR cointegrado para México
    by Sánchez, Armando & Arenas, Guillermo & Villarespe, Verónica

  • 2015 Market integration of wheat in Pakistan
    by Sahito, Jam Ghulam Murtaza

  • 2015 Banks Net Interest Margin and the Level of Interest Rates
    by Busch, Ramona & Memmel, Christoph

  • 2015 Estimating nonlinear effects of fiscal policy using quantile regression methods
    by Winkler, Roland C. & Linnemann, Ludger

  • 2015 A Shadow-Rate Term Structure Model for the Euro Area
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  • 2015 Tests Of Non-Causality In A Frequency Band
    by Schreiber, Sven & Breitung, Jörg

  • 2015 Tracing the Role of Foresight on the Effects of U.S. Tax Policy: Evidence from a Time-Varying SVAR
    by Dybowski, T. Philipp

  • 2015 The interest rate pass-through in the euro area during the sovereign debt crisis
    by von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo

  • 2015 Credit cycles and real activity - the Swiss case
    by Scheufele, Rolf & Bäurle, Gregor

  • 2015 Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility
    by Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson

  • 2015 Theory for a Multivariate Markov--switching GARCH Model with an Application to Stock Markets
    by Haas, Markus & Liu, Ji-Chun

  • 2015 Fiscal Policy, Interest Rates, and Output: Equilibrium-Correction Dynamics in the US Economy
    by Krolzig, Hans-Martin & Sserwanja, Isaac

  • 2015 Cooperation and Trustworthiness in Repeated Interaction
    by Cagala, Tobias & Glogowsky, Ulrich & Grimm, Veronika & Rincke, Johannes

  • 2015 Global Food Prices and Business Cycle Dynamics in an Emerging Market Economy
    by Holtemöller, Oliver & Mallick, Sushanta

  • 2015 Euro money market trading during times of crisis
    by Fecht, Falko & Reitz, Stefan

  • 2015 Testing for unit roots with cointegrated data
    by Reed, W. Robert

  • 2015 A data-cleaning augmented Kalman filter for robust estimation of state space models
    by Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano

  • 2015 Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective
    by Marczak, Martyna & Beissinger, Thomas

  • 2015 EuroMInd-D: A density estimate of monthly gross domestic product for the euro area
    by Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi

  • 2015 Cash holdings in Germany and the demand for "German" banknotes: What role for cashless payments?
    by Bartzsch, Nikolaus & Seitz, Franz

  • 2015 The output effects of commodity price volatility: Evidence from exporting countries
    by Hachula, Michael & Hoffmann, Sebastian

  • 2015 Time-scale analysis of sovereign bonds market co-movement in the EU
    by Smolik, Filip & Vacha, Lukas

  • 2015 Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data
    by Avdulaj, Krenar & Barunik, Jozef

  • 2015 The Swiss business cycle and the lead of small neighbor Liechtenstein
    by Brunhart, Andreas

  • 2015 Extended Yule-Walker identification of Varma models with single- or mixed frequency data
    by Zadrozny, Peter A.

  • 2015 Financial shocks and the real economy in a nonlinear world: From theory to estimation
    by Silvestrini, Andrea & Zaghini, Andrea

  • 2015 Testing for Granger causality in large mixed-frequency VARs
    by Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan

  • 2015 Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market
    by Hossfeld, Oliver & Röthig, Andreas

  • 2015 The synchronization of European credit cycles
    by Meller, Barbara & Metiu, Norbert

  • 2015 Financial frictions and global spillovers
    by Metiu, Norbert & Hilberg, Björn & Grill, Michael

  • 2015 The size and determinants of fiscal multipliers in Western Balkans: comparing Croatia, Slovenia and Serbia
    by Milan Deskar Škrbić & Hrvoje Šimović

  • 2015 Djelovanje neizvjesnosti na bankarsko tržište u Republici Hrvatskoj
    by Vladimir Arčabić

  • 2015 Comparing predictive accuracy in small samples
    by Laura Coroneo & Fabrizio Iacone

  • 2015 Autocorrelation robust inference using the Daniell kernel with fixed bandwidth
    by Javier Hualde & Fabrizio Iacone

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

  • 2015 Housing Price in Urban China as Determined by Demand and Supply
    by Gregory Chow & Linlin Niu

  • 2015 Electric load forecasting with recency effect: A big data approach
    by Pu Wang & Bidong Liu & Tao Hong

  • 2015 A hybrid model for GEFCom2014 probabilistic electricity price forecasting
    by Katarzyna Maciejowska & Jakub Nowotarski

  • 2015 Improving short term load forecast accuracy via combining sister forecasts
    by Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong

  • 2015 Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals
    by Katarzyna Maciejowska & Rafal Weron

  • 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 Sources of Real Exchange Rate Fluctuations in New EU Member Countries
    by Rajmund Mirdala

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

  • 2015 An analysis of Okun?s law for the Spanish provinces
    by Celia Melguizo

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

  • 2015 Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan
    by Junko Koeda

  • 2015 On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models
    by Andreea Röthig & Andreas Röthig & Carl Chiarella

  • 2015 Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation
    by Aepli, Matthias D. & Frauendorfer, Karl & Fuess, Roland & Paraschiv, Florentina

  • 2015 Measuring spot variance spillovers when (co)variances are time-varying – the case of multivariate GARCH models
    by Fengler, Matthias R. & Herwartz, Helmut

  • 2015 Testing subspace Granger causality
    by Majid M. Al-Sadoon

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

  • 2015 A Vector Heterogeneous Autoregressive Index model for realized volatility measures
    by Cubadda G. & Guardabascio B. & Hecq A.W.

  • 2015 Long memory through marginalization of large systems and hidden cross-section dependence
    by Chevillon G. & Hecq A.W. & Laurent S.F.J.A.

  • 2015 An examination of the relationship between biodiesel and soybean oil prices using an asset pricing model
    by Miguel Carriquiry

  • 2015 The long-run relationship between CO2 emissions and economic activity in a small open economy: Uruguay 1882 - 2010
    by Matias Piaggio & Emilio Padilla & Carolina Roman

  • 2015 Did Gender-Bias Matter in the Quantity- Quality Trade-off in the 19th Century France ?
    by Claude Diebolt & Tapas Mishra & Faustine Perrin

  • 2015 Trend Dominance in Macroeconomic Fluctuations
    by Katsuyuki Shibayama

  • 2015 Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions
    by Roberta Cardani & Alessia Paccagnini & Stefania Villa

  • 2015 DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa
    by Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini

  • 2015 Oil price forecastability and economic uncertainty
    by Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini

  • 2015 Market Integration Dynamics and Asymptotic Price Convergence in Distribution
    by Alfredo Garcia Hiernaux & David Esteban Guerrero Burbano & Michael McAleer

  • 2015 Multivariate Volatility Impulse Response Analysis of GFC News Events
    by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh

  • 2015 Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
    by Chia-Lin Chang & Yiying Li & Michael McAleer

  • 2015 The Impact of Jumps and Leverage in Forecasting Co-Volatility
    by Manabu Asai & Michael McAleer

  • 2015 Business cycles and monetary regimes in the U.S. (1960 – 2014): A plea for monetary stability
    by Cendejas Bueno, José Luis & Castañeda, Juan Enrique & Muñoz, Félix

  • 2015 A contribution to the analysis of historical economic fluctuations (1870-2010): filtering, spurious cycles and unobserved component modelling
    by Cendejas Bueno, José Luis & Muñoz, Félix & Fernández-de-Pinedo, Nadia

  • 2015 The long-run relationshiop between C02 emissions and economic activity in a small open economy: Uruguay 1882-2010
    by Matias Piaggio & Emilio Padilla & Carolina Roman

  • 2015 The effects of government spending endogeneity on estimated multipliers in the US
    by Moura, Alban

  • 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 Forecasting Value-at-Risk under Temporal and Portfolio Aggregation
    by Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk

  • 2015 Generalized Autoregressive Method of Moments
    by Drew Creal & Siem Jan Koopman & André Lucas & Marcin Zamojski

  • 2015 The Fundamental Equation in Tourism Finance
    by Michael McAleer

  • 2015 Multivariate Volatility Impulse Response Analysis of GFC News Events
    by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh

  • 2015 Specification Testing in Hawkes Models
    by Francine Gresnigt & Erik Kole & Philip Hans Franses

  • 2015 Why do Pit-Hours outlive the Pit?
    by Sait R. Ozturk & Michel van der Wel & Dick van Dijk

  • 2015 Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
    by Chia-Lin Chang & Yiying Li & Michael McAleer

  • 2015 Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model
    by Siem Jan Koopman & Rutger Lit & Andre Lucas

  • 2015 Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation
    by Laurent Callot & Johannes Tang Kristensen

  • 2015 Cyclicality in Losses on Bank Loans
    by Bart Keijsers & Bart Diris & Erik Kole

  • 2015 Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions
    by Siem Jan Koopman & Rutger Lit & André Lucas

  • 2015 Frontiers in Time Series and Financial Econometrics: An Overview
    by Shiqing Ling & Michael McAleer & Howell Tong

  • 2015 The Impact of Jumps and Leverage in Forecasting Co-Volatility
    by Manabu Asai & Michael McAleer

  • 2015 Mixed Density based Copula Likelihood
    by Kazim Azam & Andre Lucas

  • 2015 The Dynamic Relationship Between Stock, Bond and Foreign Exchange Markets
    by Suleyman Hilmi Kal & Ferhat Arslaner & Nuran Arslaner

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

  • 2015 The macroeconomic effects of oil price shocks on ASEAN-5 economies
    by Raghavan, Mala

  • 2015 Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?
    by Luke Hartigan

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

  • 2015 On a Bootstrap Test for Forecast Evaluations
    by Marian Vavra

  • 2015 Testing for normality with applications
    by Marian Vavra

  • 2015 Can consumer confidence provide independent information on consumption spending?
    by Antonello D Agostino & Caterina Mendicino & Caterina Mendicino

  • 2015 Modelling and forecasting rig rates on the Norwegian Continental Shelf
    by Terje Skjerpen & Halvor Briseid Storrøsten & Knut Einar Rosendahl & Petter Osmundsen

  • 2015 Real exchange rate persistence: The case of the Swiss franc-US dollar rate
    by Katarina Juselius & Katrin Assenmacher-Wesche

  • 2015 Fiscal Policy and Economic Growth - the Crisis Aftermath
    by Ivan Todorov

  • 2015 Exchange Rate Changes and Stock Returns in China: A Markov Switching SVAR Approach
    by Juan Carlos Cuestas & Bo Tang

  • 2015 Uncovered Interest Parity in Central and Eastern Europe: Sample, Expectations and Structural Breaks
    by Juan Carlos Cuestas & Fabio Filipozzi & Karsten Staehr

  • 2015 Towards Adopting Inflation Targeting in Emerging Markets: The (A)symmetric Transmission Mechanism in Jordan
    by Noura Abu Asab & Juan Carlos Cuestas

  • 2015 The Great Leveraging in the GIIPS Countries: Domestic Credit and Net Foreign Liabilities
    by Juan Carlos Cuestas & Karsten Staehr

  • 2015 New insights on the long-term relationship between sovereign bonds debt and credit default swaps in Portugal
    by Jorge Andraz & Nélia Norte & Cristina Oliveira

  • 2015 Volatilities of Investment in Human Capital on Iran’s Economic Growth: A Bound Testing approach and GARCH Mod
    by Mosayeb Pahlavani

  • 2015 The Interaction Between Insurance Sector And Economic Growth: Turkish Case
    by Hakki Ciftci & Erhan Iscan & Duygu Serin

  • 2015 Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach
    by ROENGCHAI TANSUCHAT

  • 2015 A Comparative Study of Stock Price Forecasting using nonlinear models
    by Lawrence Xaba & Ntebogang Moroke & Johnson Arkaah & Charlemagne Pooe

  • 2015 Vector Autoregression Approach To The Relations Among Current Account, Real Exchange Rate And Growth In Turkey
    by İbrahim Bakırtaş & Süleyman Koç

  • 2015 Trade Linkages and Business Cycle Co-movement: An Empirical Analysis of Africa and its Main Trading Partners using Global VAR
    by Emilie Chanceline Kinfack and Lumengo Bonga-Bonga

  • 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 Financial Shocks And The Real Economy In A Nonlinear World: From Theory To Estimation
    by Andrea Silvestrini & Andrea Zaghini

  • 2015 Testing for time variation in an unobserved components model for the U.S. economy
    by Tino Berger & Gerdie Everaert & Hauke Vierke

  • 2015 Private Debt Overhang And The Government Spending Multiplier: Evidence For The United States
    by Marco Bernardini & Gert Peersman

  • 2015 Common Feature Analysis of Economic Time Series: An Overview and Recent Developments
    by Marco Centoni & Gianluca Cubadda

  • 2015 EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area
    by Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi

  • 2015 Using Google Trend Data To Predict The Italian Unemployment Rate
    by Alessia Naccarato & Andrea Pierini & Stefano Falorsi

  • 2015 Foundations of the WVU Econometric Input-Output Model
    by Randall Jackson & Juan Tomas Sayago-Gomez

  • 2015 Analiza Datelor Statistice Prin Serii Fourier
    by MATEESCU, GEORGE DANIEL

  • 2015 Credit Channel of Monetary Policy Transmission in Russia
    by Leontieva, E.A. & Perevyshin, Y.N.

  • 2015 Oil Price Fluctuations and Oil Consuming Sectors: An Empirical Analysis of Japan
    by Taghizadeh-Hesary, Farhad & Rasolinezhad, Ehsan & Kobayashi, Yoshikazu

  • 2015 Nowcasting Indonesia
    by Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese , Giovanni

  • 2015 Interrelation between Growth and Inequality
    by Kang, Jong Woo

  • 2015 Transmisión de Choques de Política Monetaria de Estados Unidos sobre América Latina: Un Enfoque GVAR
    by Flores, Jairo

  • 2015 Evaluando las Dinámicas de Precios en el Sector Inmobiliario: Evidencia para Perú
    by Vílchez, Diego

  • 2015 Asymmetric exchange rate pass-through: Evidence from Peru
    by Pérez, Fernando & Vega, Marco

  • 2015 Modelling the Australian Dollar
    by Jonathan Hambur & Lynne Cockerell & Christopher Potter & Penelope Smith & Michelle Wright

  • 2015 The Social Costs of Currency Counterfeiting
    by Nathan Viles & Alexandra Rush & Thomas Rohling

  • 2015 Testing constancy of unconditional variance in volatility models by misspecification and specification tests
    by Annastiina Silvennoinen & Timo Terasvirta

  • 2015 Change Detection and the Casual Impact of the Yield Curve
    by Stan Hurn & Peter C B Phillips & Shuping Shi

  • 2015 Effects of Monetary Policy Shocks on UK Regional Activity: A Constrained MFVAR Approach
    by Zeyyad Mandalinci

  • 2015 Global Economic Divergence and Portfolio Capital Flows to Emerging Markets
    by Zeyyad Mandalinci & Haroon Mumtaz

  • 2015 Common and Country Specific Economic Uncertainty
    by Haroon Mumtaz & Konstantinos Theodoridis

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

  • 2015 Forecasting with VAR Models: Fat Tails and Stochastic Volatility
    by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

  • 2015 A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
    by Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu

  • 2015 Macroeconomic Forecasting Starting from Survey Nowcasts
    by João Valle e Azevedo & Inês Gonçalves

  • 2015 Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach
    by Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar

  • 2015 The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test
    by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar

  • 2015 The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk
    by Giovanni Bonaccolto & Massimiliano Caporin & 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 Impact of China’s slowdown on the Global Economy: Modified GVAR Approach
    by Dinda, Soumyananda

  • 2015 Analysing correlation between the MSE index and global stock markets
    by Ellul, Reuben

  • 2015 Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014
    by Bataa, Erdenebat & Wohar, Mark & Vivian, Andrew

  • 2015 Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models
    by Fengler, Matthias R. & Herwartz, Helmut

  • 2015 Investments and uncertainty revisited: The case of the US economy
    by Degiannakis, Stavros & Filis, George & Palaiodimos, George

  • 2015 Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries
    by Boldanov, Rustam & Degiannakis, Stavros & Filis, George

  • 2015 Improving Markov switching models using realized variance
    by Liu, Jia & Maheu, John M

  • 2015 Determinants of Equilibrium Real Exchange Rate and its Misalignment in Kenya: A Behavioral Equilibrium Exchange Rate Approach
    by Kiptui, Moses C. & Ndirangu, Lydia

  • 2015 The regional pricing of risk: An empirical investigation of the MENA equity determinants
    by Guesmi, Khaled & Kablan, Sandrine & Belgacem, Aymen

  • 2015 Financial integration and Japanese stock market
    by Guesmi, Khaled & Kablan, Sandrine

  • 2015 The Impact of Non-oil Export on Domestic Investment in Nigeria
    by Omojolaibi, Joseph & Mesagan, Ekundayo & Olaifa, Adeyemi

  • 2015 Energy Demand, Substitution and a Potential for Electrification: An econometric analysis of eight Danish subsectors
    by Møller, Niels Framroze

  • 2015 Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa
    by Njindan Iyke, Bernard

  • 2015 Decomposing Euro Area Sovereign Debt Yields into Inflation Expectations and Expected Real Interest Rates
    by Mirdala, Rajmund

  • 2015 Real Exchange Rates, Current Accounts and Competitiveness Issues in the Euro Area
    by Mirdala, Rajmund

  • 2015 Exchange Rate Pass-Through in the Euro Area
    by Mirdala, Rajmund

  • 2015 VARsignR: Estimating VARs using sign restrictions in R
    by Danne, Christian

  • 2015 Dynamic Connectedness of UK Regional Property Prices
    by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Floros, Christos

  • 2015 The Timing and Responsiveness of Fiscal Policy over the Business Cycle in Germany
    by Koester, Gerrit B. & Priesmeier, Christoph

  • 2015 Role of Construction Sector in Economic Growth: New Evidence from Turkey
    by Erol, Isil & Unal, Umut

  • 2015 Chinese Divisia monetary index and GDP nowcasting
    by Barnett, William A. & Tang, Biyan

  • 2015 Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2015 Alternative measures of credit extension for countercyclical buffer decisions in South Africa
    by Raputsoane, Leroi

  • 2015 Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach
    by Antonakakis, Nikos & Dragouni, Mina & Eeckels, Bruno & Filis, George

  • 2015 Tests for sphericity in multivariate garch models
    by Francq, Christian & Jiménez Gamero, Maria Dolores & Meintanis, Simos

  • 2015 Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns
    by Francq, Christian & Sucarrat, Genaro

  • 2015 Forecasting German Car Sales Using Google Data and Multivariate Models
    by Fantazzini, Dean & Toktamysova, Zhamal

  • 2015 L’impact de l’Enseignement Supérieur sur la Croissance Economique L'Impact de l'Enseignement Supérieur sur la Croissance Economique Cas de la Tunisie, le Maroc et la Corée du Sud
    by Sbaouelgi, Jihène

  • 2015 Are determinants of portfolio flows always the same? - South African results from a time varying parameter VAR model
    by Kavli, Haakon & Viegi, Nicola

  • 2015 Interdependence of Industrial Production Index and capital market in Croatia: VAR model
    by Tomić, Bojan & Sesar, Andrijana

  • 2015 An SVAR Approach to Evaluation of Monetary Policy in India: Solution to the Exchange Rate Puzzles in an Open Economy
    by Barnett, William A. & Bhadury, Soumya & Ghosh, Taniya

  • 2015 Inequality Constrained State Space Models
    by Qian, Hang

  • 2015 The multivariate Beveridge--Nelson decomposition with I(1) and I(2) series
    by Murasawa, Yasutomo

  • 2015 Non-Linearities in the relation between oil price, gold price and stock market returns in Iran: a multivariate regime-switching approach
    by Mamipour, Siab & Vaezi Jezeie, Fereshteh

  • 2015 Evaluating the effectiveness of Common-Factor Portfolios
    by Carrasco Gutierrez, Carlos Enrique & Issler, João Victor

  • 2015 Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil
    by Gesteira, Marcos & Carrasco Gutierrez, Carlos Enrique

  • 2015 Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting
    by Bersimis, Sotirios & Degiannakis, Stavros & Georgakellos, Dimitrios

  • 2015 Long-Run Equilibrium Shift and Short-Run Dynamics of U.S. Home Price Tiers during the Housing Bubble
    by Damianov, Damian S & Escobari, Diego

  • 2015 Return, shock and volatility co-movements between the bond markets of Turkey and developed countries
    by Bayraci, Selcuk

  • 2015 Causality and cointegration between export, import and economic growth: evidence from Morocco
    by El Alaoui, Aicha

  • 2015 Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis
    by Medel, Carlos & Camilleri, Gilmour & Hsu, Hsiang-Ling & Kania, Stefan & Touloumtzoglou, Miltiadis

  • 2015 Are the shocks obtained from SVAR fundamental?
    by Hamidi Sahneh, Mehdi

  • 2015 The demand for euro banknotes in Germany: Structural modelling and forecasting
    by Bartzsch, Nikolaus & Seitz, Franz & Setzer, Ralph

  • 2015 The wage inflation-unemployment curve at the macroeconomic level
    by Saglio, Sophie & lopez-villavicencio, antonia

  • 2015 Does Financial Development Induce Economic Growth in UAE? The Role of Foreign Direct Investment and Capitalization
    by SBIA, Rashid & Al Rousan, Sahel

  • 2015 Volatility forecasting using global stochastic financial trends extracted from non-synchronous data
    by Grigoryeva, Lyudmila & Ortega, Juan-Pablo & Peresetsky, Anatoly

  • 2015 Re-visting the electricity-growth nexus in South Africa
    by Phiri, Andrew & Bothwell, Nyoni

  • 2015 Prior selection for panel vector autoregressions
    by Korobilis, Dimitris

  • 2015 Fiscal discretion, growth and output volatility in new EU member countries
    by Stanova, Nadja

  • 2015 Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
    by Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris

  • 2015 Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər
    by Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad

  • 2015 Medical Tourism and Its Implication on Malaysia's Economic Growth
    by Tang, Chor Foon

  • 2015 Effects of fiscal shocks in new EU members estimated from a SVARX model with debt feedback
    by Stanova, Nadja

  • 2015 Predictability of the daily high and low of the S&P 500 index
    by Jones, Clive

  • 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 Analiza powiazan pomiedzy rynkami kapitalowymi wybranych krajow grupy wyszehradzkiej
    by Adam P. Balcerzak & Marcin Faldzinski & Michal Bernard Pietrzak & Tomas Meluzin & Marek Zineker

  • 2015 News on State-Dependent Fiscal Multipliers: The role of Confidence
    by Juan Manuel Figueres

  • 2015 Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound
    by Efrem Castelnuovo & Giovanni Caggiano & Giovanni Pellegrino

  • 2015 The Long-Run Oil-Natural Gas Price Relationship And The Shale Gas Revolution
    by Massimiliano Caporin & Fulvio Fontini

  • 2015 Dynamic Principal Components: a New Class of Multivariate GARCH Models
    by Gian Piero Aielli & Massimiliano Caporin

  • 2015 Uncertainty And Monetary Policy In The US: A Journey Into Non-Linear Territory
    by Giovanni Pellegrino

  • 2015 News Shocks and Labor Market Dynamics in Matching Models
    by Francesco Zanetti & Konstantinos Theodoridis

  • 2015 is New Zealand's economy vulnerable to world oil market shocks?
    by Mohammad Jaforullah & Alan King

  • 2015 International tourism and economic growth in New Zealand
    by Mohammad Jaforullah

  • 2015 Physical versus economic depletion of a nonrenewable natural resource
    by Rodríguez, Xosé A. & Arias, Carlos & Rodríguez-González, Ana

  • 2015 Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the Michigan survey
    by Benjamin Wong

  • 2015 Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis
    by Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale & Hector Carcel

  • 2015 Spillovers between food and energy prices and structural breaks
    by Guglielmo Maria Caporale & Alanoud Al-Maadid & Fabio Spagnolo & Nicola Spagnolo

  • 2015 Targeting Debt and Deficits in India: A Structural Macroeconometric Approach
    by Bhanumurthy, N.R. & Bose, Sukanya & Adhikari, Parma Devi

  • 2015 Low-Frequency Econometrics
    by Ulrich K. Müller & Mark W. Watson

  • 2015 Leveraged Bubbles
    by Òscar Jordà & Moritz Schularick & Alan M. Taylor

  • 2015 The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard
    by Christopher R. Knittel & Ben S. Meiselman & James H. Stock

  • 2015 Rare Events, Financial Crises, and the Cross-Section of Asset Returns
    by Francesco Bianchi

  • 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 Whose inflation is it anyway? The inflation spillovers between the euro area and small open economies
    by Aleksandra Hałka & Karol Szafranek

  • 2015 Financialisation of the commodity markets. Conclusions from the VARX DCC GARCH
    by Karol Szafranek

  • 2015 On the integration of China's main stock exchange with the international financial market
    by Zhenxi Chen & Jan F. Kiviet & Weihong Huang

  • 2015 Forecasting hierarchical and grouped time series through trace minimization
    by Shanika L Wickramasuriya & George Athanasopoulos & Rob J Hyndman

  • 2015 A Simple Probabilistic Approach of the Yard-Sale Model
    by Christophe Chorro

  • 2015 The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process
    by Nicolas Bouleau & Christophe Chorro

  • 2015 The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process
    by Nicolas Bouleau & Christophe Chorro

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

  • 2015 Financial connectedness among European volatility risk premia
    by Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli

  • 2015 Economic Shocks and their Effects on Unemployment in the Euro Area Periphery under the EMU
    by Pietro Dallari & Antonio Ribba

  • 2015 What Drives US Inflation and Unemployment in the Long Run?
    by Antonio Ribba

  • 2015 La spesa pubblica in Italia: una crescita senza limiti?
    by Barbara Pistoresi & Alberto Rinaldi & Francesco Salsano

  • 2015 What Drives US Inflation and Unemployment in the Long Run?
    by Antonio Ribba

  • 2015 Economic Shocks and their Effects on Unemployment in the Euro Area Periphery under the EMU
    by Pietro Dallari & Antonio Ribba

  • 2015 On the identification of multivariate correlated unobserved components models
    by Trenkler, Carsten & Weber, Enzo

  • 2015 Forecasting VARs, model selection, and shrinkage
    by Kascha, Christian & Trenkler, Carsten

  • 2015 Exchange rate pass - through after the crisis: the Hungarian experience
    by Mihály Hajnal & György Molnár & Judit Várhegyi

  • 2015 Estimating Fiscal Multipliers:News From a Nonlinear World
    by Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari

  • 2015 Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions
    by Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny

  • 2015 Granger-causal analysis of GARCH models: a Bayesian approach "Abstract: A multivariate GARCH model is used to investigate Granger causality in the conditional variance of time series. Parametric restrictions for the hypothesis of noncausality in conditional variances between two groups of variables, when there are other variables in the system as well, are derived. These novel conditions are convenient for the analysis of potentially large systems of economic variables. To evaluate hypotheses of noncausality, a Bayesian testing procedure is proposed. It avoids the singularity problem that may appear in theWald test and it relaxes the assumption of the existence of higher-order moments of the residuals required in classical tests. "
    by Tomasz Wozniak

  • 2015 Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis
    by Laura Panza & Tomasz Wozniak

  • 2015 Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis
    by Laura Panza & Tomasz Wozniak

  • 2015 Granger Causality and Regime Inference in Bayesian Markov-Switching VARs
    by Matthieu Droumagueta & Anders Warneb & Tomasz Wozniakc

  • 2015 Granger Causality and Regime Inference in Bayesian Markov-Switching VARs
    by Matthieu Droumaguet & Anders Warne & Tomasz Wozniak

  • 2015 Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?
    by Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA

  • 2015 The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries
    by Andrea BASTIANIN & Francesca CONTI & Matteo MANERA

  • 2015 Structure-Based SVAR Identification
    by Emanuele BACCHIOCCHI & Riccardo "Jack" LUCCHETTI

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

  • 2015 Modelli di previsione per l'aggiornamento di serie mensili del turismo russo in Italia
    by Giovanni, Tonini

  • 2015 Trend e stagionalità delle presenze turistiche russe in Italia
    by Giovanni, Tonini

  • 2015 Oil Price Forecastability and Economic Uncertainty
    by Stelios Bekiros & Rangan Gupta & Alessia Paccagnini

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

  • 2015 Transmission of External Shocks in Assessing Debt Sustainability, the Case of Macedonia
    by Danica Unevska-Andonova & Dijana Janevska-Stefanova

  • 2015 Technological Progress, Investment Frictions and Business Cycle: New Insights from a Neoclassical Growth Model
    by Michael Donadelli & Vahid Mojtahed & Antonio Paradiso

  • 2015 The Predictive Content of Business Survey Indicators: evidence from SIGE
    by Tiziana Cesaroni & Stefano Iezzi

  • 2015 Suite of Latvia's GDP forecasting models
    by Andrejs Bessonovs

  • 2015 The Swiss Business Cycle and the Lead of Small Neighbor Liechtenstein
    by Andreas Brunhart

  • 2015 Global Perspective on Structural Labour Market Reforms in Europe
    by Povilas Lastauskas & Julius Stakenas

  • 2015 Backtesting Value-at-Risk: A Generalized Markov Framework
    by Thor Pajhede

  • 2015 Inference and testing on the boundary in extended constant conditional correlation GARCH models
    by Rasmus Søndergaard Pedersen

  • 2015 Data Revisions And The Statistical Relation Of Global Mean Sea-Level And Temperature
    by Eric Hillebrand & Søren Johansen & Torben Schmith

  • 2015 Nonstationary ARCH and GARCH with t-Distributed Innovations
    by Rasmus Søndergaard Pedersen & Anders Rahbek

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

  • 2015 Dynamics of Sectoral Business Cycle Comovement
    by Anna Pauliina Sandqvist

  • 2015 Macro and micro level impulse responses: A survey experimental identification procedure
    by Dirk Drechsel & Heiner Mikosch & Samad Sarferaz & Matthias Bannert

  • 2015 Housing Cycles in Switzerland – A Time-Varying Approach
    by Dirk Drechsel

  • 2015 Exchange Rate, Marginal q and Investment Behavior of Small and Medium-Sized Enterprises in Japan: Time Series Evidences of Manufacturing Industries
    by Masafumi Kozuka

  • 2015 How Connected is the Global Sovereign Credit Risk Network?
    by Gorkem Bostanci & Kamil Yilmaz

  • 2015 Estimating Global Bank Network Connectedness
    by Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz

  • 2015 Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model
    by Fady Barsoum

  • 2015 Economic Policy Uncertainty and Economic Activity: A Focus on Infrequent Structural Shifts
    by Paraskevi Salamaliki

  • 2015 Chinese Divisia Monetary Index and GDP Nowcasting
    by William Barnett & Biyan Tang

  • 2015 An SVAR Approach to Evaluation of Monetary Policy in India: Solution to the Exchange Rate Puzzles in an Open Economy
    by William Barnett & Soumya Suvra Bhadury & Taniya Ghosh

  • 2015 Global Food Prices and Business Cycle Dynamics in an Emerging Market Economy
    by Oliver Holtemöller & S. Mallick

  • 2015 Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies
    by Germán López Espinosa

  • 2015 Nonlinearity and cross-country dependence of income inequality
    by Leena Kalliovirta & Tuomas Malinen

  • 2015 Government expenditure in India: Composition, cyclicality and multipliers
    by Ashima Goyal & Bhavyaa Sharma

  • 2015 Reassessing exchange rate overshooting in a monetary framework
    by Soumya Suvra Bhadury & Taniya Ghosh

  • 2015 A SVAR approach to evaluation of monetary policy in India
    by William A. Barnett & Soumya Suvra Bhadury & Taniya Ghosh

  • 2015 Forward Guidance and Asset Prices
    by Yıldız Akkaya & Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright

  • 2015 An investigation into multivariate variance ratio statistics and their application to stock market predictability
    by Seok Young Hong & Oliver Linton & Hui Jun Zhang

  • 2015 Estimation of stochastic volatility models by nonparametric filtering
    by Shin Kanaya & Dennis Kristensen

  • 2015 Semiparametric dynamic portfolio choice with multiple conditioning variables
    by Jia Chen & Degui Li & Oliver Linton & Zudi Lu

  • 2015 Global Liquidity, House Prices and the Macroeconomy: Evidence from Advanced and Emerging Economies
    by Ambrogio Cesa-Bianchi & Luis Felipe Céspedes & Alessandro Rebucci

  • 2015 Measuring the Connectedness of the Global Economy
    by Matthew Greenwood-Nimmo & Viet Hoang Nguyen

  • 2015 Long-term unemployment and labor force participation : a decomposition of unemployment to test for the discouragement and added worker hypotheses
    by Fuchs, Johann & Weber, Enzo

  • 2015 Detecting unemployment hysteresis : a simultaneous unobserved components model with Markov switching
    by Klinger, Sabine & Weber, Enzo

  • 2015 Factor structural time series models for official statistics with an application to hours worked in Germany
    by Weigand, Roland & Wanger, Susanne & Zapf, Ines

  • 2015 On the Long-run Neutrality of Demand Shocks
    by Wenjuan Chen & Aleksei Netsunajev & &

  • 2015 Testing for Identification in SVAR-GARCH Models
    by Helmut Luetkepohl & George Milunovich & &

  • 2015 Change point and trend analyses of annual expectile curves of tropical storms
    by P. Burdejova & W.K. Härdle & Kokoszka & Q.Xiong

  • 2015 Is There an Asymmetric Impact of Housing on Output?
    by Tsung-Hsien Michael Lee & Wenjuan Chen & &

  • 2015 Measuring Connectedness of Euro Area Sovereign Risk
    by Rebekka Gätjen & Melanie Schienle & &

  • 2015 Structural Vector Autoregressions with Heteroskedasticy
    by Helmut Lütkepohl & Aleksei Netšunajev & &

  • 2015 Generalized Exogenous Processes in DSGE: A Bayesian Approach
    by Alexander Meyer-Gohde & Daniel Neuhoff & &

  • 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 Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium
    by Tsz-Kin Chung & Cho-Hoi Hui & Ka-Fai Li

  • 2015 Japanese Fiscal Policy under the Zero Lower Bound of Nominal Interest Rates: Time-Varying Parameters Vector Autoregression
    by Morita, Hiroshi

  • 2015 Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study
    by Machava, Agostinho & Brännäs, Kurt

  • 2015 Modeling financial sector joint tail risk in the euro area
    by Lucas, André & Schwaab, Bernd & Zhang, Xin

  • 2015 Did US consumers `save for a rainy day' before the Great Recession?
    by Anundsen, Andre K. & Nymoen, Ragnar

  • 2015 Macroeconomic Effects of a Decline in Housing Prices in Sweden
    by Gustafsson, Peter & Stockhammar, Pär & Österholm, Pär

  • 2015 Did Gender-Bias Matter in the Quantity-Quality Trade-off in 19th Century France?
    by Diebolt, Claude & Mishra, Tapas & Perrin, Faustine

  • 2015 Filling the gap: open economy considerations for more reliable potential output estimates
    by Zsolt Darvas & Andras Simon

  • 2015 Price Impact and the Recovery of the Limit Order Book: Why Should We Care About Informed Liquidity Providers?
    by Daniel Havran & Kata Varadi

  • 2015 A Multivariate Test Against Spurious Long Memory
    by Sibbertsen, Philipp & Leschinski, Christian & Holzhausen, Marie

  • 2015 A State-Level Analysis of Okun's Law
    by Amy Guisinger & Ruben Hernandez-Murillo & Michael Owyang & Tara Sinclair

  • 2015 Uncertainty and Monetary Policy in the CAEMC zone
    by NGNIADO NOGNOU Edwige

  • 2015 Stock market interdependence between Australia and its trading partners: does trade intensity matter?
    by Sudharshan Reddy Paramati & Rakesh Gupta & Eduardo Roca

  • 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 Correlated Defaults of UK Banks: Dynamics and Asymmetries
    by Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao

  • 2015 Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula
    by Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao

  • 2015 Co-Movement, Spillovers and Excess Returns in Global Bond Markets?
    by Joseph P. Byrne & Shuo Cao & Dimitris Korobilis

  • 2015 Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
    by Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis.

  • 2015 The Macroeconomic Pass-through Effects of Monetary Policy through Sign Restrictions Approach: In the Case of Albania
    by Gerti Shijaku

  • 2015 A State-Level Analysis of Okun's Law
    by Guisinger, Amy Y. & Hernandez-Murillo, Ruben & Owyang, Michael T. & Sinclair, Tara M.

  • 2015 Tests of Equal Accuracy for Nested Models with Estimated Factors
    by Goncalves, Silvia & McCracken, Michael W. & Perron, Benoit

  • 2015 Financial Stress and Equilibrium Dynamics in Money Markets
    by Yoldas, Emre & Senyuz, Zeynep

  • 2015 Forecasting with Sufficient Dimension Reductions
    by Barbarino, Alessandro & Bura, Efstathia

  • 2015 Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models
    by D'Agostino, Antonello & Giannone, Domenico & Lenza, Michele & Modugno, Michele

  • 2015 Modelling Dependence in High Dimensions with Factor Copulas
    by Oh, Dong Hwan & Patton, Andrew J.

  • 2015 High-Dimensional Copula-Based Distributions with Mixed Frequency Data
    by Oh, Dong Hwan & Patton, Andrew J.

  • 2015 Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach
    by Bognanni, Mark & Herbst, Edward

  • 2015 Leveraged bubbles
    by Jorda, Oscar & Schularick, Moritz & Taylor, Alan M.

  • 2015 Country-specific oil supply shocks and the global economy: a counterfactual analysis
    by Mohaddes, Kamiar & Pesaran, M. Hashem

  • 2015 Fair weather or foul? the macroeconomic effects of El Niño
    by Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi

  • 2015 Real exchange rate forecasting and ppp: this time the random walk loses
    by Ca'Zorzi, Michele & Muck, Jakub & Rubaszek, Michal

  • 2015 Persistence Dependence in Empirical Relations: The Velocity of Money
    by Ashley, Richard & Verbrugge, Randal

  • 2015 Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy
    by Lunsford, Kurt Graden

  • 2015 Clustered Housing Cycles
    by Hernandez-Murillo, Ruben & Owyang, Michael T. & Rubio, Margarita

  • 2015 A State-Level Analysis of Okun’s Law
    by Guisinger, Amy Y. & Hernandez-Murillo, Ruben & Owyang, Michael T. & Sinclair, Tara M.

  • 2015 A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations
    by Chan, Joshua C C & Clark, Todd E. & Koop, Gary

  • 2015 Designing a simple loss function for the Fed: does the dual mandate make sense?
    by Debortoli, Davide & Kim, Jinill & Linde, Jesper & Nunes, Ricardo

  • 2015 Multivariate return decomposition: theory and implications
    by Anatolyev, Stanislav & Gospodinov, Nikolay

  • 2015 Foreign exchange predictability during the financial crisis: implications for carry trade profitability
    by Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun

  • 2015 The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries
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  • 2015 Spillovers between Food and Energy Prices and Structural Breaks
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  • 2015 Estimating rational stock-market bubbles with sequential Monte Carlo methods
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  • 2015 Testing macro models by indirect inference: a survey for users
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  • 2015 Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results
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  • 2015 Does austerity pay off?
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  • 2015 Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey
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  • 2015 Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?
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  • 2015 Small sample performance of indirect inference on DSGE models
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  • 2015 Estimación de una función de consumo para la economía cubana en el período 1975- 2012
    by Leandro López Elías

  • 2015 Volatility transmission between US and Latin American Stock Markets: testing the decoupling hypothesis
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  • 2015 Evolución Macroeconómica Cuantitativa de la Agricultura y Transformación Estructural 1976-2013
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  • 2015 Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence
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  • 2015 Fast Ml Estimation Of Dynamic Bifactor Models: An Application To European Inflation
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  • 2015 Factor augmented autoregressive distributed lag models with macroeconomic applications
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  • 2015 Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?
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  • 2015 Does the volatility of commodity prices reflect macroeconomic uncertainty?
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  • 2015 Can a data-rich environment help identify the sources of model misspecification?
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  • 2015 Debt Stabilization and Debt Mutualization in a Monetary Union with Endogenous Risk Premia
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  • 2015 Macro News and Commodity Returns
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  • 2015 Linkages between the US and European Stock Markets: A Fractional Cointegration Approach
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  • 2015 Leveraged Bubbles
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  • 2015 On the Cyclicity of Regional House Prices: New Evidence for U.S. Metropolitan Statistical Areas
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  • 2015 The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis
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  • 2015 Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis
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  • 2015 Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
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  • 2015 Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models
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  • 2015 Spillovers between Food and Energy Prices and Structural Breaks
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  • 2015 Testing macro models by indirect inference: a survey for users
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng

  • 2015 Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results
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  • 2015 Small sample performance of indirect inference on DSGE models
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  • 2015 Testing For Unit Roots With Cointegrated Data
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  • 2015 An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability
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  • 2015 Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis
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  • 2015 A Composite Likelihood Framework for Analyzing Singular DSGE Models
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  • 2015 Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements?
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  • 2015 Liquidity in JGB Markets: An Evaluation from Transaction Data
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  • 2015 The natural yield curve: its concept and developments in Japan
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  • 2015 Steady-state priors and Bayesian variable selection in VAR forecasting
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  • 2015 Evaluating underlying inflation measures for Russia
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  • 2015 Disentangling loan demand and supply shocks in Russia
    by Deryugina, Elena & Kovalenko, Olga & Pantina, Irina & Ponomarenko, Alexey

  • 2015 Discovering the signs of Dutch disease in Russia
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  • 2015 Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S
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  • 2015 Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme
    by Churm, Rohan & Joyce, Mike & Kapetanios, George & Theodoridis, Konstantinos

  • 2015 Forecasting with VAR models: fat tails and stochastic volatility
    by Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor

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

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

  • 2015 The Evolution of US Monetary Policy: 2000-2007
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  • 2015 Identification and real-time forecasting of Norwegian business cycles
    by Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo

  • 2015 Did US consumers ‘save for a rainy day’ before the Great Recession?
    by André K. Anundsen & Ragnar Nymoen

  • 2015 Labor Supply Factors and Economic Fluctuations
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  • 2015 An Overview of the Factor-augmented Error-Correction Model
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  • 2015 Identifying the Sources of Model Misspecification
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  • 2015 Delayed Overshooting Puzzle in Structural Vector Autoregression Models
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  • 2015 Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels
    by L. Gauvin & C. Rebillard

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

  • 2015 Exchange Rate, Imports of Intermediate and Capital Goods and GDP Growth in Belarus
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  • 2015 How Robust Are SVARs at Measuring Monetary Policy in Small Open Economies?
    by Carrillo Julio A. & Elizondo Rocío

  • 2015 The Use of Monetary Aggregates as Indicators of the Future Evolution of Consumer Prices: Monetary Growth and Inflation Target
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  • 2015 Money demand estimations in Mexico and of its stability 1986-2010, as well as some examples of its uses
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  • 2015 The time varying effect of oil price shocks on euro-area exports
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  • 2015 Procyclicality of credit rating systems: how to manage it
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  • 2015 The predictive content of business survey indicators: evidence from SIGE
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  • 2015 On the conditional distribution of euro area inflation forecast
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  • 2015 Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model
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  • 2015 Why is inflation so low in the euro area?
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  • 2015 Short term inflation forecasting: the M.E.T.A. approach
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  • 2015 The macroeconomic effects of the sovereign debt crisis in the euro area
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  • 2015 Public Finances Today: Lessons Learned and Challenges Ahead
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  • 2015 Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature
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  • 2015 Fast ML estimation of dynamic bifactor models: an application to European inflation
    by Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana

  • 2015 The interest rate sensitivity of Luxembourg bond funds: results from a time-varying model
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  • 2015 Digitization and Productivity: Measuring Cycles of Technological Progress
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  • 2015 News Shocks and Labor Market Dynamics in Matching Models
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  • 2015 Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries
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  • 2015 Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach
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  • 2015 Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints
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  • 2015 Nonlinear dynamic interrelationships between real activity and stock returns
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  • 2015 Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation
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  • 2015 Nonstationary ARCH and GARCH with t-distributed Innovations
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  • 2015 Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination
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  • 2015 Space-time modeling of electricity spot prices
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  • 2015 Identification and estimation of non-Gaussian structural vector autoregressions
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  • 2015 Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets
    by Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou

  • 2015 Dynamic Factor Models for the Volatility Surface
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  • 2015 EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area
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  • 2015 Understanding volatility dynamics in the EU-ETS market
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  • 2015 Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions
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  • 2015 Explosive bubbles in house prices? Evidence from the OECD countries
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  • 2015 Sustainability of biojet-fuel in Malaysia
    by Jean-Marc Roda & Maxime Goralski & Anthony Benoist & Anaphel Baptiste & Valentine Boudjema & Theodoros Galanos & Marine Georget & Jean-Eudes Hévin & Simon Lavergne & Frédéric Eychenne & Kan Ern Liew & Cyrille Schwob & Marcel Djama & Paridah MD Tahir

  • 2015 Non-Negativity, Zero Lower Bound and Affine Interest Rate Models
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  • 2015 Exchange Rate and Oil Price Interactions in Transition Economies: Czech Republic, Hungary and Poland
    by Tayfur Bayat & Saban Nazlioglu & Selim Kayhan

  • 2015 Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach
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  • 2015 A Copula-Garch Model For A Proxy Portfolio For Bet-Fi Index
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  • 2015 European Equity Market Return, Volatility And Liquidity Spillover Dynamics During The Eurozone Debt Crisis
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  • 2015 Entrepreneurial Impulse, Investment Behavior, and Economic Fluctuations–A VAR Analysis with Indian Data
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  • 2015 Enflasyon Rejimleri ve Uretici Enflasyonundan Tuketici Enflasyonuna Geciskenlik
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  • 2015 Farkli Belirsizlik Duzeylerinde Faiz Oraninin Makroekonomik Degiskenlere Etkileri : Turkiye Uzerine Etkilesimli Vektor Otoregresif Modeli Uygulamasi
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  • 2015 Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa
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  • 2015 A global perspective on inflation and propagation channels
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  • 2015 Explaining the Relationship between Public Expenditure and Economic Growth in Kenya using Vector Error Correction Model (VECM)
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  • 2015 Linkage between US monetary policy and emerging economies: the case of Korea’s financial market and monetary policy
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  • 2015 Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania
    by Valeriu Nalban

  • 2015 The Effects of Fiscal Policy on Emerging Economies. A TVP- VAR Approach
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  • 2015 Transmission Mechanism of Exchange Rate Pass-through in India
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  • 2015 Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets
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  • 2015 The Role of Monetary and Fiscal Policies in Ensuring Macroeconomic Stability in Romania
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  • 2015 The effect of the transfer dynamics of the ruble exchange rate in prices in Russian industries
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  • 2015 Sovereign Financial Asset Market Linkages across Europe During the Euro Zone Debt Crisis
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  • 2015 Empirical Assessment Of Stabilization Effects Of Fiscal Policy In Croatia
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  • 2015 Threshold Effects of External Debt on Economic Growth of Iran: Smooth Transition Regression (STR) Model
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  • 2015 The Effect of Money Supply on the Inflation the Period between 1980-2013 in Turkey Economy
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  • 2015 The Economic Determinants of Foreign Direct Investment: A Time Series Analysis on the Turkish Economy
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  • 2015 Inflation, output growth and their uncertainties in South Africa: Empirical evidence from an asymmetric multivariate GARCH-M model
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  • 2015 Modeling FDI Flows from the USA to Canada:Two Main International Financial Variables Affect the Long-Run Economic Growth
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  • 2015 An Assessment of the Real Exchange Rate Misalignment in Egypt: A Structural VAR Approach
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  • 2015 On the Dynamic Dependence between US and other Developed Stock Markets: An Extreme-value Time-varying Copula Approach
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  • 2015 International CAPM and Oil Price: Evidence from Selected OPEC Countries
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  • 2015 Common Trends and Common Cycles – Bayesian Approach
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  • 2015 The Euro Crisis and Contagion among Central and Eastern European Currencies: Recommendations for Avoiding Lending in a Safe Haven Currency such as CHF
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  • 2015 Econometric Model of the Czech Life Insurance Market
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  • 2015 Causality Relationship between Financial Intermediation by Banks and Economic Growth: Evidence from Serbia
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  • 2015 Integrational Models and Forms of Inter-State Public-Private Partnership: Aspects of Financial Convergence
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  • 2015 Forecasting inflation in Montenegro using univariate time series models
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  • 2015 The Swedish business cycle, 1969-2013
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  • 2015 The long-term causality. A comparative study for some EU countries
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  • 2015 Modelling loans and deposits during electoral years in Romania
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  • 2015 Ligações e transmissão de volatilidade intradiária entre mercados bolsistas europeus no âmbito da crise financeira global [Connections and transmission of intraday volatility among European stock markets within the global financial crisis]
    by Vítor Manuel de Sousa Gabriel & José Ramos Pires Manso

  • 2015 Evaluation of Credit Channel in Russia
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  • 2015 Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market
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  • 2015 The Analysis of Money Supply Endogeneity in Russia
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  • 2015 Log-volatility enhanced GARCH models for single asset returns
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  • 2015 Poverty and Economic Growth in Swaziland: An Empirical Investigation
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  • 2015 Modelling Stock Market Volatility: Evidence from India
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  • 2015 FDI, private investment and public investment in Nigeria: An unravelled dynamic relation
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  • 2015 Cruising through the millennium - 2003-13 changes in American Daily life
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  • 2015 Temporal disaggregation: an alternative multivariate methodology
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  • 2015 Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa
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  • 2015 Ein Modell zur Prognose der schweizerischen Gesundheitsausgaben
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  • 2015 Währungsunionen, Wechselkursregime und deren Effekte auf bilateralen Handel: drei empirische Ergebnisse
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  • 2015 Does the Forward Discount Represent a Long Memory Process or Short Memory Process with Multiple Changes in the Mean?
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  • 2015 How Large are the Effects of Simultaneity on Testing Granger Causality?
    by Joachim Wilde

  • 2015 Impact of defence spending on economic growth in Africa: The Nigerian case
    by Joseph Boniface Ajefu*

  • 2015 Causality between trade and economic growth in a least developed economy: Evidence from Nepal
    by Umesh Bastola* & Pratikshya Sapkota

  • 2015 An autoregressive distributed lag (ARDL) analysis of the nexus between savings and investment in the three Asian economies
    by Nurul Wahilah Abdul Latif & Zulkifli Abdullah & Muhamad Azhan Md Razdi

  • 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
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  • 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 Stock Market Development and Economic Performance: The Case of Mexico
    by Ramon A. Castillo-Ponce & María de Lourdes Rodríguez-Espinosa & Edgar David Gaytan-Alfaro

  • 2015 Electricity Consumption and Economic Growth Causality Revisited: Evidence from Turkey
    by Muhammad Shahbaz & Ilhan Ozturk & Amjad Ali

  • 2015 Tourism Activity And Climate Change In Mexico, 1980-2012,Actividad Turistica Y Cambio Climatico En Mexico, 1980-2012
    by Luis Ramon Moreno Moreno & Virginia Guadalupe Lopez Torres & Ma. Enselmina Marin Vargas

  • 2015 Determinants Of Silver Futures Price Volatility: Evidence From The Thailand Futures Exchange
    by Woradee Jongadsayakul

  • 2015 Information Transmission Effects between A and H Dual Listing Shares
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  • 2015 Common Fluctuations in OECD Budget Balances
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  • 2015 A Measure of Price Pressures
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  • 2015 Oil and Macroeconomic Uncertianty
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  • 2015 Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework
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  • 2015 Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber
    by Volha Audzei & Frantisek Brazdik

  • 2015 Propagation of Shocks to Food and Energy Prices: A Cross-Country Analysis
    by Michael Pedersen

  • 2015 Global Credit Supply and External Exposure in Turkey
    by Amira Karimova & Ahmet Caliskan & Jamshid Karimov

  • 2015 Contesto regionale, struttura economica e impatto delle politiche regionali: il caso degli alberghi in Trentino
    by Roberto Gabriele & Enrico Tundis

  • 2015 Macroeconomic Variables and Real Estate in Italy and in the usa
    by Benedetto Manganelli & Francesco Tajani

  • 2015 Impact of Monetary Policy and Fiscal Policy on Indonesian Stock Market
    by Rossanto Dwi HANDOYO & Mansor JUSOH & Mohd. Azlan SHAH ZAIDI

  • 2015 Analysis Models for Territorial Variation of Demographic Phenomena. The Case of Romania
    by Mariana NICOLAE-BALAN & Raluca Ioana IORGULESCU

  • 2015 La capacidad innovadora de la economía mexicana
    by Alejandro Mungaray Lagarda. & Jesús Armando Ríos Flores. & José Gabriel Aguilar Barceló. & Martín Arturo Ramírez Urquidy.

  • 2015 Forecasting Turkish Industrial Production Growth With Static Factor Models
    by Mahmut Günay

  • 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 Testing the Null of Stationarity in the Presence of Structural Breaks for Multiple Time Series
    by Robert Taylor & Byung Chul Ahn

  • 2015 Economic Contribution and Productivity of ATM
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  • 2015 Volatility returns with vengeance: Financial markets vs. commodities
    by Aboura, Sofiane & Chevallier, Julien

  • 2015 An inverted U-shaped crude oil price return-implied volatility relationship
    by Agbeyegbe, Terence D.

  • 2015 The time-varying causality between spot and futures crude oil prices: A regime switching approach
    by Balcilar, Mehmet & Gungor, Hasan & Hammoudeh, Shawkat

  • 2015 Forecasting Value-at-Risk using block structure multivariate stochastic volatility models
    by Asai, Manabu & Caporin, Massimiliano & McAleer, Michael

  • 2015 ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails
    by Paolella, Marc S. & Polak, Paweł

  • 2015 Frequency domain causality analysis of stock market and economic activity in India
    by Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu & Kyophilavong, Phouphet

  • 2015 Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries
    by Kim, Bong-Han & Kim, Hyeongwoo & Lee, Bong-Soo

  • 2015 Common macroeconomic shocks and business cycle fluctuations in Euro area countries
    by Cavallo, Antonella & Ribba, Antonio

  • 2015 An alternative view of the US price–dividend ratio dynamics
    by Londono, Juan M. & Regúlez, Marta & Vázquez, Jesús

  • 2015 The response of stock market volatility to futures-based measures of monetary policy shocks
    by Gospodinov, Nikolay & Jamali, Ibrahim

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

  • 2015 How interdependent are Eastern European economies and the Euro area?
    by Keppel, Catherine & Prettner, Klaus

  • 2015 Business cycle and financial cycle spillovers in the G7 countries
    by Antonakakis, Nikolaos & Breitenlechner, Max & Scharler, Johann

  • 2015 Signalling the Dotcom bubble: A multiple changes in persistence approach
    by Leone, Vitor & de Medeiros, Otavio Ribeiro

  • 2015 Global risk exposures and industry diversification with Shariah-compliant equity sectors
    by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

  • 2015 Information transmission between stock markets in Hong Kong, Europe and the US: New evidence on time- and state-dependence
    by Maderitsch, R.

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

  • 2015 Physical versus economic depletion of a nonrenewable natural resource
    by Rodríguez, Xosé A. & Arias, Carlos & Rodríguez-González, Ana

  • 2015 Dynamic relationships between spot and futures prices. The case of energy and gold commodities
    by Nicolau, Mihaela & Palomba, Giulio

  • 2015 Financial shocks and the real economy in a nonlinear world: From theory to estimation
    by Silvestrini, Andrea & Zaghini, Andrea

  • 2015 Economic growth and remittances in Tunisia: Bi-directional causal links
    by Jouini, Jamel

  • 2015 Do refugee-immigrants affect international trade? Evidence from the world's largest refugee case
    by Ghosh, Sucharita & Enami, Ali

  • 2015 Trend-cycle decomposition allowing for multiple smooth structural changes in the trend of US real GDP
    by Enders, Walter & Li, Jing

  • 2015 State-dependent effects of fiscal policy in Japan: Do rule-of-thumb households increase the effects of fiscal policy?
    by Morita, Hiroshi

  • 2015 Estimating a DSGE model for Japan in a data-rich environment
    by Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Namba, Ryoichi & Nishiyama, Shin-Ichi

  • 2015 Emerging market local currency bond yields and foreign holdings – A fortune or misfortune?
    by Ebeke, Christian & Lu, Yinqiu

  • 2015 Noisy news and exchange rates: A SVAR approach
    by Redl, Chris

  • 2015 The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?
    by Bijsterbosch, Martin & Falagiarda, Matteo

  • 2015 Intra-daily volatility spillovers in international stock markets
    by Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman

  • 2015 On the distribution of exchange rate regime treatment effects on international trade
    by Dorn, Sabrina & Egger, Peter

  • 2015 Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries
    by Engsted, Tom & Pedersen, Thomas Q.

  • 2015 Valuation effects and long-run real exchange rate dynamics
    by Mileva, Mariya

  • 2015 Real exchanges rates, commodity prices and structural factors in developing countries
    by Bodart, Vincent & Candelon, Bertrand & Carpantier, Jean-Francois

  • 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 Oil inflows and housing market fluctuations in an oil-exporting country: Evidence from Iran
    by Khiabani, Nasser

  • 2015 Modeling financial contagion using mutually exciting jump processes
    by Aït-Sahalia, Yacine & Cacho-Diaz, Julio & Laeven, Roger J.A.

  • 2015 Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility
    by Jeong, Daehee & Kim, Hwagyun & Park, Joon Y.

  • 2015 Procyclicality of credit rating systems: How to manage it
    by Cesaroni, Tatiana

  • 2015 Do stock prices reflect their fundamentals? New evidence in the aftermath of the financial crisis
    by Velinov, Anton & Chen, Wenjuan

  • 2015 A global macro model for emerging Europe
    by Feldkircher, Martin

  • 2015 Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
    by Dark, Jonathan

  • 2015 Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe
    by Blatt, Dominik & Candelon, Bertrand & Manner, Hans

  • 2015 Time-varying international stock market interaction and the identification of volatility signals
    by Strohsal, Till & Weber, Enzo

  • 2015 Do fewer guns lead to less crime? Evidence from Australia
    by Taylor, Benjamin & Li, Jing

  • 2015 Testing the mixture of distributions hypothesis on target stocks
    by Carroll, Rachael & Kearney, Colm

  • 2015 A cross-volatility index for hedging the country risk
    by Aboura, Sofiane & Chevallier, Julien

  • 2015 Modelling longevity bonds: Analysing the Swiss Re Kortis bond
    by Hunt, Andrew & Blake, David

  • 2015 Country characteristics and the effects of government consumption shocks on the current account and real exchange rate
    by Kim, Soyoung

  • 2015 Price discovery in the dual-platform US Treasury market
    by Sun, Zhuowei & Dunne, Peter G. & Li, Youwei

  • 2015 Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis
    by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon

  • 2015 US stock market regimes and oil price shocks
    by Angelidis, Timotheos & Degiannakis, Stavros & Filis, George

  • 2015 Assessing the link between price and financial stability
    by Blot, Christophe & Creel, Jérôme & Hubert, Paul & Labondance, Fabien & Saraceno, Francesco

  • 2015 Granger causality and systemic risk
    by Balboa, Marina & López-Espinosa, Germán & Rubia, Antonio

  • 2015 Cointegration of the prices of gold and silver: RALS-based evidence
    by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian

  • 2015 Asymptotic expansion of European options with mean-reverting stochastic volatility dynamics
    by Hu, Jun & Kanniainen, Juho

  • 2015 Volatility spillovers in the European bank CDS market
    by Alemany, Aida & Ballester, Laura & González-Urteaga, Ana

  • 2015 Effects of macroeconomic uncertainty on the stock and bond markets
    by Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun

  • 2015 Cross-market volatility index with Factor-DCC
    by Aboura, Sofiane & Chevallier, Julien

  • 2015 Dynamic spillovers between commodity and currency markets
    by Antonakakis, Nikolaos & Kizys, Renatas

  • 2015 Are gold and silver a hedge against inflation? A two century perspective
    by Bampinas, Georgios & Panagiotidis, Theodore

  • 2015 Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis
    by Syriopoulos, Theodore & Makram, Beljid & Boubaker, Adel

  • 2015 The elusive nature of motives to trade: Evidence from international stock markets
    by Gębka, Bartosz & Serwa, Dobromił

  • 2015 Monetary policy, exchange rates and stock prices in the Middle East region
    by Abouwafia, Hashem E. & Chambers, Marcus J.

  • 2015 Output growth in German manufacturing, 1907–1936. A reinterpretation of time-series evidence
    by Veenstra, Joost

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

  • 2015 Oil prices and financial stress: A volatility spillover analysis
    by Nazlioglu, Saban & Soytas, Ugur & Gupta, Rangan

  • 2015 Retail and wholesale gasoline price adjustments in response to oil price changes
    by Bumpass, Donald & Ginn, Vance & Tuttle, M.H.

  • 2015 Policy induced price volatility transmission: Linking the U.S. crude oil, corn and plastics markets
    by Jiang, Jingze & Marsh, Thomas L. & Tozer, Peter R.

  • 2015 Interactions between oil and financial markets — Do conditions of financial stress matter?
    by Wan, Jer-Yuh & Kao, Chung-Wei

  • 2015 Pricing of forwards and other derivatives in cointegrated commodity markets
    by Benth, Fred Espen & Koekebakker, Steen

  • 2015 Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis
    by Bouri, Elie

  • 2015 Dynamic steam coal market integration: Evidence from rolling cointegration analysis
    by Papież, Monika & Śmiech, Sławomir

  • 2015 Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data
    by Avdulaj, Krenar & Barunik, Jozef

  • 2015 Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach
    by Yu, Lean & Li, Jingjing & Tang, Ling & Wang, Shuai

  • 2015 Electricity consumption and economic growth in Nigeria: A revisit of the energy-growth debate
    by Iyke, Bernard Njindan

  • 2015 Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India
    by Prasad Bal, Debi & Narayan Rath, Badri

  • 2015 Do oil spot and futures prices move together?
    by Chang, Chun-Ping & Lee, Chien-Chiang

  • 2015 Forecasting day-ahead electricity prices: Utilizing hourly prices
    by Raviv, Eran & Bouwman, Kees E. & van Dijk, Dick

  • 2015 A multi-factor model with time-varying and seasonal risk premiums for the natural gas market
    by Shao, Chengwu & Bhar, Ramaprasad & Colwell, David B.

  • 2015 A regime switching approach for hedging tanker shipping freight rates
    by Alizadeh, Amir H. & Huang, Chih-Yueh & van Dellen, Stefan

  • 2015 Regime switching model of US crude oil and stock market prices: 1859 to 2013
    by Balcilar, Mehmet & Gupta, Rangan & Miller, Stephen M.

  • 2015 Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks
    by Block, Alexander Souza & Righi, Marcelo Brutti & Schlender, Sérgio Guilherme & Coronel, Daniel Arruda

  • 2015 Inventory announcements, jump dynamics, volatility and trading volume in U.S. energy futures markets
    by Bjursell, Johan & Gentle, James E. & Wang, George H.K.

  • 2015 Resource externalities and the persistence of heterogeneous pricing behavior in an energy commodity market
    by Bunn, Derek & Koc, Veli & Sapio, Alessandro

  • 2015 Energy savings potential in China's industrial sector: From the perspectives of factor price distortion and allocative inefficiency
    by Ouyang, Xiaoling & Sun, Chuanwang

  • 2015 Efficient modeling and forecasting of electricity spot prices
    by Ziel, Florian & Steinert, Rick & Husmann, Sven

  • 2015 Volatility co-movements: A time-scale decomposition analysis
    by Cipollini, Andrea & Cascio, Iolanda Lo & Muzzioli, Silvia

  • 2015 Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms
    by Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza

  • 2015 Volatility transmission in global financial markets
    by Clements, A.E. & Hurn, A.S. & Volkov, V.V.

  • 2015 Disentangling contagion among sovereign CDS spreads during the European debt crisis
    by Broto, Carmen & Pérez-Quirós, Gabriel

  • 2015 Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting?
    by Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik

  • 2015 Dynamic copula models and high frequency data
    by De Lira Salvatierra, Irving & Patton, Andrew J.

  • 2015 Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model
    by Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé

  • 2015 Regional and global spillovers and diversification opportunities in the GCC equity sectors
    by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat

  • 2015 Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?
    by Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan C. & Nguyen, Duc Khuong

  • 2015 The heterogeneous Great Moderation
    by Pancrazi, Roberto

  • 2015 The dynamic relationship between stock, bond and foreign exchange markets
    by Kal, Süleyman Hilmi & Arslaner, Ferhat & Arslaner, Nuran

  • 2015 Assessing optimal credit growth for an emerging banking system
    by Jakubik, Petr & Moinescu, Bogdan

  • 2015 Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs
    by Lyócsa, Štefan & Baumöhl, Eduard

  • 2015 A nonlinear investigation of the twin deficits hypothesis over the business cycle: Evidence from Turkey
    by Çatık, Abdurrahman Nazif & Gök, Barış & Akseki, Utku

  • 2015 Statistical inference for panel dynamic simultaneous equations models
    by Hsiao, Cheng & Zhou, Qiankun

  • 2015 Testing for independence between functional time series
    by Horváth, Lajos & Rice, Gregory

  • 2015 High dimensional dynamic stochastic copula models
    by Creal, Drew D. & Tsay, Ruey S.

  • 2015 High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
    by Chang, Jinyuan & Guo, Bin & Yao, Qiwei

  • 2015 Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
    by Asai, Manabu & McAleer, Michael

  • 2015 Frontiers in Time Series and Financial Econometrics: An overview
    by Ling, Shiqing & McAleer, Michael & Tong, Howell

  • 2015 Sieve semiparametric two-step GMM under weak dependence
    by Chen, Xiaohong & Liao, Zhipeng

  • 2015 Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
    by Chen, Xiaohong & Christensen, Timothy M.

  • 2015 Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
    by Asai, Manabu & McAleer, Michael

  • 2015 Market-based estimation of stochastic volatility models
    by Aït-Sahalia, Yacine & Amengual, Dante & Manresa, Elena

  • 2015 A Quadratic Kalman Filter
    by Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume

  • 2015 Instrumental variable and variable addition based inference in predictive regressions
    by Breitung, Jörg & Demetrescu, Matei

  • 2015 VAR for VaR: Measuring tail dependence using multivariate regression quantiles
    by White, Halbert & Kim, Tae-Hwan & Manganelli, Simone

  • 2015 Nonparametric tests for constant tail dependence with an application to energy and finance
    by Bücher, Axel & Jäschke, Stefan & Wied, Dominik

  • 2015 Oracle inequalities for high dimensional vector autoregressions
    by Kock, Anders Bredahl & Callot, Laurent

  • 2015 Regression-based analysis of cointegration systems
    by Gomez-Biscarri, Javier & Hualde, Javier

  • 2015 Nonparametric predictive regression
    by Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B.

  • 2015 Residual-based rank specification tests for AR–GARCH type models
    by Andreou, Elena & Werker, Bas J.M.

  • 2015 Estimation of affine term structure models with spanned or unspanned stochastic volatility
    by Creal, Drew D. & Wu, Jing Cynthia

  • 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 multivariate Beveridge–Nelson decomposition with I(1) and I(2) series
    by Murasawa, Yasutomo

  • 2015 The German unemployment since the Hartz reforms: Permanent or transitory fall?
    by Stephan, Gaëtan & Lecumberry, Julien

  • 2015 Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses
    by Odaki, Mitsuhiro

  • 2015 Estimating the causal relationship between foreclosures and unemployment during the great recession
    by Rana, Ghulam Awais & Shea, Paul

  • 2015 International economic policy uncertainty and stock prices: Wavelet approach
    by Ko, Jun-Hyung & Lee, Chang-Min

  • 2015 Copula-MGARCH with continuous covariance decomposition
    by Herwartz, Helmut & Raters, Fabian H.C.

  • 2015 Does money matter in the euro area? Evidence from a new Divisia index
    by Darvas, Zsolt

  • 2015 Effects of the Bank of Japan’s current quantitative and qualitative easing
    by Matsuki, Takashi & Sugimoto, Kimiko & Satoma, Katsuhiko

  • 2015 Oil price forecastability and economic uncertainty
    by Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia

  • 2015 Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach
    by Bekiros, Stelios & Gupta, Rangan

  • 2015 Pitfalls of estimating the marginal likelihood using the modified harmonic mean
    by Chan, Joshua C.C. & Grant, Angelia L.

  • 2015 Co-movements in commodity prices: Global, sectoral and commodity-specific factors
    by Yin, Libo & Han, Liyan

  • 2015 Residual-based test for fractional cointegration
    by Wang, Bin & Wang, Man & Chan, Ngai Hang

  • 2015 Temporal causality between house prices and output in the US: A bootstrap rolling-window approach
    by Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan

  • 2015 Macroeconomic idiosyncrasies and European monetary unification: A sceptical long run view
    by Binet, Marie-Estelle & Pentecôte, Jean-Sébastien

  • 2015 Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach
    by Boubaker, Heni & Sghaier, Nadia

  • 2015 Disaggregation methods based on MIDAS regression
    by Guay, Alain & Maurin, Alain

  • 2015 Does real interest rate parity really hold? New evidence from G7 countries
    by Chang, Ming-Jen & Su, Che-Yi

  • 2015 Can public expenditure stabilize output? Multipliers and policy interdependence in Queensland and Australia
    by Carmignani, Fabrizio

  • 2015 Resiliency of the limit order book
    by Lo, Danny K. & Hall, Anthony D.

  • 2015 Solving generalized multivariate linear rational expectations models
    by Tan, Fei & Walker, Todd B.

  • 2015 The time varying effect of oil price shocks on euro-area exports
    by Riggi, Marianna & Venditti, Fabrizio

  • 2015 Costly arbitrage through pairs trading
    by Lei, Yaoting & Xu, Jing

  • 2015 How well does the weighted price contribution measure price discovery?
    by Wang, Jianxin & Yang, Minxian

  • 2015 What does financial volatility tell us about macroeconomic fluctuations?
    by Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre

  • 2015 Factor adjustment costs: A structural investigation
    by Mumtaz, Haroon & Zanetti, Francesco

  • 2015 Oil price uncertainty and sectoral stock returns in China: A time-varying approach
    by Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Nicola

  • 2015 Real exchange rate and economic growth in China: A cointegrated VAR approach
    by Tang, Bo

  • 2015 Hong Kong's growth synchronization with China and the US: A trend and cycle analysis
    by He, Dong & Liao, Wei & Wu, Tommy

  • 2015 The influences of international output shocks from the US and China on ASEAN economies
    by Dungey, Mardi & Vehbi, Tugrul

  • 2015 Volatility transmission and volatility impulse response functions among the Greater China stock markets
    by Jin, Xiaoye

  • 2015 Measuring monetary policy with empirically grounded restrictions: An application to Thailand
    by Phiromswad, Piyachart

  • 2015 What drives credit growth in emerging Asia?
    by Elekdag, Selim & Han, Fei

  • 2015 Determinants of inflation in India
    by Mohanty, Deepak & John, Joice

  • 2015 Türkiye’de Planlý Kalkýnma Döneminde Ýktisadi Büyüme ile Nüfus Artýþý Ýliþkisinin Ekonometrik Analizi
    by Hakan BEKTAÞ & Emir KAYACAN & Ömür URAS

  • 2015 The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach
    by Nezir Kose & Sabit Baimaganbetov

  • 2015 The Electricity Consumption, Real Income, Trade Openness and Foreign Direct Investment: The Empirical Evidence from Turkey
    by Ali Acaravci & Sinan Erdogan & Guray Akalin

  • 2015 Relationship between Energy Consumption and Real Gross Domestic Production in Turkey: A Co-integration Analysis with Structural Breaks
    by A. Öznur Ümit & Elif Bulut

  • 2015 Causal Interaction among Electricity Consumption, Financial Development, Exports and Economic Growth in Jordan: Dynamic Simultaneous Equation Models
    by Ali Matar & Hussain Ali Bekhet

  • 2015 The Effect of Stock, Government Policy, and Monopoly on Asymmetric Price Transmission in Thailand
    by Phaisan Pattanakooha & Pongsa Pornchaiwisetgul

  • 2015 Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods
    by Anthony N. Rezitis

  • 2015 Determinants of Nuclear Energy Consumption in South Asia: Economic and Energy Security Issues
    by Khalid Zaman

  • 2015 Examining the Feedback Response of Residential Electricity Consumption towards Changes in its Determinants: Evidence from Malaysia
    by Lee Lian Ivy-Yap & Hussain Ali Bekhet

  • 2015 Volatility Transmission in Oil Futures Markets and Carbon Emissions Futures
    by Tanattrin Bunnag

  • 2015 Short- and Long-Run Analysis of Factors Affecting Electricity Consumption in Sub-Saharan Africa
    by Nyakundi M. Michieka

  • 2015 Dynamic Interactions between Carbon and Energy Prices in the U.S. Regional Greenhouse Gas Initiative
    by Man-Keun Kim & Kangil Lee

  • 2015 Testing the Environmental Kuznets Curve Hypothesis in Portugal
    by Muhammad Shahbaz & Smile Dube & Ilhan Ozturk & Abdul Jalil

  • 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

  • 2015 Causal Relationship among Foreign Reserves, Exchange Rate and Foreign Direct Investment: Evidence from Nigeria
    by Augustine C. Osigwe & Maria Chinecherem Uzonwann

  • 2015 Price-Money Relationship after Infl ation Targeting: Co-integration Test with Structural Breaks for Turkey and Brazil
    by Cuneyt Dumrul & Yasemin Dumrul

  • 2015 An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)
    by Trust Kganyago & Victor Gumbo

  • 2015 Causal Relationship Between Financial Development And Economic Growth In South Africa
    by Edward E GHARTEY

  • 2015 Local Constant Kernel Estimation of a Partially Linear Varying Coefficient Cointegration Model
    by Luya Wang & Zhongwen Liang & Juan Lin & Qi Li

  • 2015 Density forecasts based on disaggregate data: nowcasting Polish inflation
    by Blazej Mazur

  • 2015 Impactos indirectos de los precios del petróleo en el crecimiento económico colombiano
    by González, Sergio & Hernández, Edwin

  • 2015 Efectos de la enfermedad holandesa ('Dutch disease'). Alguna evidencia para Argentina
    by Luis N. Lanteri

  • 2015 Revisión de algunas estimaciones recientes del traspaso del tipo de cambio a los precios en México
    by Juan Hernández

  • 2015 Impactos de la política monetaria y canales de transmisión en países de América Latina con esquema de inflación objetivo
    by Jorge David Quintero Otero

  • 2015 Expectativas empresariales: consecuencias en el crecimiento en Uruguay
    by Bibiana Lanzilotta Mernies

  • 2015 Predicción de la volatilidad en el mercado del petróleo mexicano ante la presencia de efectos asimétricos
    by Raúl De Jesús Gutiérrez & Reyna Vergara González & Miguel A. Díaz Carreño

  • 2015 Incidencias de los sectores financiero, fiscal y externo en la actividad económica colombiana: una aproximación VAR Bayesiana
    by Oscar Andrés Espinosa & Paola Andrea Vaca

  • 2015 Measuring international business cycles by saving for a rainy day
    by Mario J. Crucini & Mototsugu Shintani

  • 2015 Der Einfluss des Wechselkurses auf den deutschen Export – Simulationen mit Fehlerkorrekturmodellen
    by Christian Grimme & Claire Thürwächter

  • 2015 Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests
    by Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta

  • 2015 Regional inflation dynamics and inflation targeting. The case of Peru
    by Diego Winkelried & José Enrique Gutierrez

  • 2015 Small sample properties of Bayesian estimators of labor income processes
    by Taisuke Nakata & Christopher Tonetti

  • 2015 Disinflation and monetary independence in Romania
    by Lukasz Goczek

  • 2015 Revisión de algunas estimaciones recientes del traspaso del tipo de cambio a los precios en México
    by Juan Hernández

  • 2015 Impactos de la política monetaria y canales de transmisión en países de América Latina con esquema de inflación objetivo
    by Jorge David Quintero Otero

  • 2015 Modelling the demand and supply of loans in Bulgaria
    by Petar Peshev

  • 2015 Impact of Secondary and Tertiary Education on Economic Growth: a Co-integration Model for Bulgaria
    by Mariya Neycheva

  • 2015 Crisis Influences between Developed and Developing Capital Markets – The Case of Central and Eastern European Countries
    by Vladimir Tsenkov

  • 2015 Estimating Size And Structure Of Yough Romanian Migrants Based On The Gravity Models
    by Univ. Prof. Ph. D. Mariana BALAN & PhD. Rodica PERCIUN

  • 2015 Herd behaviour in Southeast Asian stock markets — An empirical investigation
    by Nha D. Bui & Loan T. B. Nguyen & Nhung T. T. Nguyen

  • 2015 BARS curve in Romanian economy
    by Emilian Dobrescu

  • 2015 ASEAN Long-Run Tourism Elasticity Demand in Thailand
    by Akarapong Untong

  • 2015(XXV) The relationship between the education system and the inflows of FDI for the Central and East European EU new member states
    by Vasile Alecsandru STRAT

  • 2014 Особенности И Проблемы Моделирования Переключающегося Воспроизводства
    by Маевский Владимир Иванович & Малков Сергей Юрьевич & Рубинштейн А.А.

  • 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 Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis
    by Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli K. Segnon

  • 2014 The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis
    by Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta

  • 2014 Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity
    by Rangan Gupta & Gbeada Josiane Seu Epse Kean & Mpho Asnath Tsebe & Nthabiseng Tsoanamatsie & João Ricardo Sato

  • 2014 Causal Link between Oil Price and Uncertainty in India
    by Ghassen El Montasser & Kenza Aggad & Louise Clark & Rangan Gupta & Shannon Kemp

  • 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 Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market
    by Kola Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & 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 Revisiting Herding Behavior in REITs: A Regime-Switching Approach
    by Vassilios Babalos & Mehmet Balcilar & Rangan Gupta

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

  • 2014 Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach
    by Ahdi N. Ajmi & Vassilios Babalos & Fotini Economou & Rangan Gupta

  • 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 & Stephen M. Miller

  • 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 A Time-Varying Approach of the US Welfare Cost of Inflation
    by Stephen M. Miller & Luis F. 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 Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation
    by Patrick T. kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta

  • 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 & 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 Rangan Gupta & 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 Stress testing and financial risks
    by Koliai, Lyes

  • 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 Exchange Rate and Stock Price Relationship: A Wavelet Analysis for India
    by Dar, Arif Billah & Bhanja, Niyati & Tiwari, Aviral Kumar

  • 2014 Volatility Spillover between Oil and Stock Market Returns
    by Anand, B. & Paul, Sunil & Ramachandran, M.

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

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

  • 2014 The aggregate effects of long run sectoral reallocation
    by Reicher, Claire

  • 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 Exchange Rate Pass-through in Russia
    by Ponomarev, Yuri & Trunin, Pavel V. & Uljukaev, Aleksej V.

  • 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 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 Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
    by Stelios D. Bekiros & Alessia Paccagnini

  • 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 Combined Density Nowcasting in an Uncertain Economic Environment
    by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk

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

  • 2014 Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
    by István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas

  • 2014 Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components
    by Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter

  • 2014 Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models
    by Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg

  • 2014 Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
    by Francisco Blasques & Siem Jan Koopman & Max Mallee

  • 2014 Optimal Formulations for Nonlinear Autoregressive Processes
    by Francisco Blasques & Siem Jan Koopman & André Lucas

  • 2014 Crime, Employment and Social Welfare: an Individual-level Study on Disadvantaged Males
    by Geert Mesters & Victor van der Geest & Catrien Bijleveld

  • 2014 New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels
    by Pawel Janus & André Lucas & Anne Opschoor & Dick J.C. van Dijk

  • 2014 Time Varying Transition Probabilities for Markov Regime Switching Models
    by Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas

  • 2014 A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area
    by Geert Mesters & Bernd Schwaab & Siem Jan Koopman

  • 2014 Empirical Bayes Methods for Dynamic Factor Models
    by Siem Jan Koopman & Geert Mesters

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

  • 2014 Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
    by Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk

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

  • 2014 The Dynamic Skellam Model with Applications
    by Siem Jan Koopman & Rutger Lit & André Lucas

  • 2014 Intraday Price Discovery in Fragmented Markets
    by Sait Ozturk & Michel van der Wel

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

  • 2014 Fractional Cointegration Rank Estimation
    by Katarzyna Lasak & Carlos Velasco

  • 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 VAR(MA), what is it good for? more bad news for reduced-form estimation and inference
    by Yao, Wenying & Kam, Timothy & Vahid, Farshid

  • 2014 Forecasting with EC-VARMA models
    by Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying

  • 2014 Canadian monetary policy analysis using a structural VARMA model
    by Raghavan, Mala & Athanasopoulos, George & Silvapulle, Param

  • 2014 Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles?
    by Raghavan, Mala & Dungey, Mardi

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

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

  • 2014 On the relevance of weaker instruments
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  • 2014 Co-integrated Commodity Forward Pricing Model
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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 Marginal q and Firms' Capital Investments: Evidence from Time Series Data of Japanese Manufacturing Industries
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  • 2014 Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey
    by Sumru Altug & Cem Cakmakli

  • 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
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  • 2014 Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
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  • 2014 Forecasting the density of oil futures
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  • 2014 Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
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  • 2014 Equity Risk Premium and Regional Integration
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  • 2014 The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration
    by Khaled Guesmi & Frederic Teulon & Ahmed Taneem Muzaffar

  • 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 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 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
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  • 2014 In search of the transmission mechanism of fiscal policy in the Euro area
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  • 2014 Commodity Price Booms and Breaks: Detection, Magnitude and Implications for Developing Countries
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  • 2014 Quantifying Informational Linkages in a Global Model of Currency Spot Markets
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  • 2014 Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions
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  • 2014 On GDP-employment decoupling in Germany
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  • 2014 Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence
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  • 2014 Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market
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  • 2014 Nonparametric Test for a Constant Beta over a Fixed Time Interval
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  • 2014 Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models
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  • 2014 Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity
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  • 2014 Confidence Bands for Impulse Responses: Bonferroni versus Wald
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  • 2014 Functional stable limit theorems for efficient spectral covolatility estimators
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  • 2014 Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey
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  • 2014 Short-Term Forecasting of GDP under Structural Changes
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  • 2014 Education, Health and Wages
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  • 2014 Adaptations of Conventional Spatial Econometric Models to Count Data
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  • 2014 Serially Correlated Measurement Errors in Time Series Regression: The Potential of Instrumental Variable Estimators
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  • 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
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  • 2014 Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
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  • 2014 Are Bad Times Good News for the Securities and Exchange Commission?
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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 Does money matter in the euro area? Evidence from a new Divisia index
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  • 2014 Does Government Expenditure Multiply Output and Employment in Australia?
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  • 2014 BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests
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  • 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 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 Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks
    by Barnichon, Regis & Matthes, Christian

  • 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 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 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

  • 2014 Housing and the Business Cycle in South Africa
    by Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta

  • 2014 Forecasting Aggregate Retail Sales: The Case of South Africa
    by Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar

  • 2014 Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation
    by Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. kanda

  • 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 Revisiting Herding Behavior in REITs: A RegimeSwitching Approach
    by Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas

  • 2014 The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis
    by Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta

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

  • 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 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 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 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 Blazsek, Szabolcs & Escribano, Álvaro

  • 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 Potential growth in France and the euro area: an overview of the estimation methods
    by M. LEQUIEN & A. MONTAUT

  • 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 Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
    by Terasvirta, Timo & Yang, Yukai

  • 2014 Linearity and misspecification tests for vector smooth transition regression models
    by Terasvirta, Timo & Yang, Yukai

  • 2014 Forecasting comparison of long term component dynamic models for realized covariance matrices
    by BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe

  • 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 Causas del desempleo en Colombia en el siglo XXI: Evidencia a partir de un modelo var-x cointegrado
    by Oscar Andrés Espinosa Acuña & Paola Andrea Vaca González

  • 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 A Spectral Em Algorithm For Dynamic Factor Models
    by Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana

  • 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 Tracking the Slowdown in Long-Run GDP Growth
    by Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella

  • 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 Catherine ARAUJO BONJEAN & Jean-François BRUN

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

  • 2014 Multivariate Variance Ratio Statistics
    by Seok Young Hong & Oliver Linton & Hui Jun Zhang

  • 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 & M. 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 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 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 Combined Density Nowcasting in an uncertain economic environment
    by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk

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

  • 2014 Identification of financial factors in economic fluctuations
    by Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz

  • 2014 Forecasting recessions in real time
    by Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo

  • 2014 Mixed frequency structural VARs
    by Claudia Foroni & Massimiliano Marcellino

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

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

  • 2014 Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition
    by Marek Jarocinski & 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 Unravelling the magnitude of Sub-Saharan Africa cotton quality in sector reform outcomes
    by Lorenza Alexandra Lorenzetti

  • 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 Evaluation Of An Environmental Health Awareness Program In The Gaza Strip, Palestine
    by Amal Khalil SARSOUR & Abdelnaser OMRAN & Yahia ABID & Guy ROBINSON

  • 2014 International Tourism And Economic Growth In Thailand. Cointegration And The Granger Causality
    by Anothai HARASARN & Surachai CHANCHARAT

  • 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 Aplicación de Análisis Multifractal de Exponentes de Hölder en Mercados Financieros Mexicanos: índice accionario IPC y tipo de cambio USD/MXN / A Multifractal Analysis Application of Hölder Exponents in Mexican Financial Markets: Mexican Stock Index and Foreign Exchange USD/MXN
    by Rendón De la Torre, Stephanie

  • 2014 Interrelaciones y causalidad entre los principales mercados de capitales en América Latina: un enfoque de Series de Tiempo / Interrelations and causality among the main capital markets in Latin America: a Time Series approach
    by Gurrola Ríos, César & Santillán Salgado, Roberto & Jiménez Preciado, Ana Lorena

  • 2014 Dilemma of the Silver Standard Economies: The Case of China
    by Tai-kuang Ho

  • 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 The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area
    by Stefano Neri

  • 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 Autocovariance and Linear Transformations of Markov Switching VARMA Processes
    by Maddalena Cavicchioli

  • 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 Srovnání měnových transmisních mechanismů České republiky a Polska pomocí funkcí odezvy
    by Sára Bíza Bisová & Roman Hušek

  • 2014 Determinanty integrácie akciových trhov krajín V4
    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 Linkages between the Financial and Real Sectors across Interest Rate Regimes: The Case of the Czech Republic
    by Tomas Konecny

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

  • 2014 The Impact Of The Financial Crisis On Long Memory: Evidence From European Banking Indices
    by Pece Andreea Maria & Mihut Ioana Sorina & Oros Olivera Ecaterina

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

  • 2014 Is illiquidity risk priced? The case of the Polish medium-size emerging stock market
    by Joanna Olbryœ

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

  • 2014 Value-at-Risk and Expected Stock Returns: Evidence from Pakistan
    by Javed Iqbal & Sara Azher

  • 2014 The Democracy and Economic Growth Nexus: Empirical Evidence from Côte d’Ivoire
    by Wadjamsse B. Djezou

  • 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 Nowcasting Norway
    by Matteo Luciani & Lorenzo Ricci

  • 2014 Structural Real Exchange Rate and Unemployment Interdependencies in Argentina
    by Eric J. Pentecost & Fernando Zarzosa Valdivia

  • 2014 Oil Price Fluctuations and Trade Balance of Turkey
    by Suleyman ACIKALIN & Erginbay UGURLU

  • 2014 Forecasting Volatility: Evidence from the Bucharest Stock Exchange
    by Erginbay UGURLU

  • 2014 Operational Risk Analysis Of Industrial Small And Medium Enterprises
    by Jorge A. Restrepo & Jairo Angel Díaz & Juan Esteban Ocampo

  • 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 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 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 Are Italian consumer confidence adjustments asymmetric? A macroeconomic and psychological motives approach
    by Paradiso, Antonio & Kumar, Saten & Margani, Patrizia

  • 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 Oil price shocks and stock market returns: New evidence from the United States and China
    by Broadstock, David C. & Filis, George

  • 2014 Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets
    by Ben Sita, Bernard & Abdallah, Wissam

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

  • 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 Expectations and industrial output in Uruguay: Sectoral interdependence and common trends
    by Lanzilotta M., Bibiana

  • 2014 Expectativas y producción industrial en el Uruguay: interdependencia sectorial y tendencias comunes
    by Lanzilotta M., Bibiana

  • 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 Modelling the Macroeconomic Determinants of Workers’ Remittances: The Case of Jordan
    by Ghazi Al-Assaf & Abdullah M. Al-Malki

  • 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 Oil Prices, Production and Inflation in the Selected EU Countries: Threshold Cointegration Approach
    by Andrzej Geise & Mariola Pilatowska

  • 2014 La inflación en Panamá (2006-2012): Un estudio descriptivo y econométrico
    by Eloy Fisher

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

  • 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 Brazilian Regulatory Interventions, Volatility and Contagion: A VIRF analysis
    by Gabriel Godofredo Fiuza de Bragança & Marcelo de Sales Pessoa & Katia Rocha

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

  • 2014 A Survey about Smooth Transition Panel Data Analysis
    by Tolga Omay

  • 2014 Euro area monetary policy transmission in Estonia
    by Gertrud Errit & Lenno Uusküla

  • 2014 Bidirectional linkage between inflation and inflation uncertainty – the case of Eastern European countries
    by Dejan Živkov & Jovan Njegic & Marko Pecanac

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

  • 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 Zamundio

  • 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 Are Investment and Saving Cointegrated? Evidence from Middle East and North African Countries
    by Helmi H. Hamdi & Rashid Sbia

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

  • 2013 Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test
    by Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta

  • 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 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 Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?
    by Beckmann, Joscha & Czudaj, Robert

  • 2013 A note on the identification of dynamic economic models with generalized shock processes
    by Reicher, Christopher Phillip

  • 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 A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting
    by Ying Chen & Bo Li & Linlin Niu

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

  • 2013 中国主要宏观变量的稳定性检验:基于非参数估计与Bootstrapping的一个方法
    by 方颖 & 郭萌萌

  • 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 Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 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 Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
    by Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano

  • 2013 Market Integration Dynamics and Asymptotic Price Convergence in Distribution
    by Alfredo García Hiernaux & Guerrero David E. & Michael McAleer

  • 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 Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
    by H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor

  • 2013 Market Integration Dynamics and Asymptotic Price Convergence in Distribution
    by Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer

  • 2013 Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models
    by Francisco Blasques & Andre Lucas & Erkki Silde

  • 2013 Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data
    by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk

  • 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 Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models
    by Manabu Asai & Massimiliano Caporin & Michael McAleer

  • 2013 Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices
    by Eran Raviv & Kees E. Bouwman & Dick van Dijk

  • 2013 Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics
    by Andre Lucas & Bernd Schwaab & Xin Zhang

  • 2013 Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support
    by Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk

  • 2013 On the Phase Dependence in Time-Varying Correlations Between Time-Series
    by Francisco Blasques

  • 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 Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series
    by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk

  • 2013 Volatility Spillovers from the US to Australia and China across the GFC
    by David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh

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

  • 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 Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy
    by Antonello D'Agostino & Jacopo Cimadomo

  • 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 On Smoothing Macroeconomic Time Series using HP and Modified HP Filter
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  • 2013 Stochastic Terms of Trade Volatility in Small Open Economies
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  • 2013 Terms of Trade Shocks and Incomplete Information
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  • 2013 Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies
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  • 2013 Macroeconomic Forecasting Using Low-Frequency Filters
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  • 2013 Trade openness and inflation: A test of Romer hypothesis for Bangladesh
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  • 2013 Are Investment and Saving Cointegrated Evidence From Middle East and North African Countries
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  • 2013 Dynamic relationships between oil revenues, government spending and economic growth in an oil-dependent economy
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  • 2013 Relationship between government expenditure and output in the problematic regions in the European Union
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  • 2013 The Relationship between Consumer Price and Producer Price Indices in Turkey
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  • 2013 Essays on Expectations and the Econometrics of Asset Pricing
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  • 2013 Forecasting inflation at the Central Bank of Malta�
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  • 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
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  • 2013 Time Path of Price Adjustment in Domestic Markets of Non-tradable Staples to Changes in World Market Prices
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  • 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
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  • 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
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  • 2013 Testing Augmented Wagner’s Law for Nigeria Based on Cointegration and Error-Correction Modelling Techniques
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  • 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
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  • 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
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  • 2013 Inflation and Inflation Uncertainty: Evidence from Turkey, 1923–2012
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  • 2013 Exchange Rate and Consumer Prices in the Euro Area: A Cointegrated VAR Analysis
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  • 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
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  • 2013 Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
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  • 2013 The Small and Medium Enterprises and Poverty in Pakistan: An Empirical Analysis
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  • 2013 Fiscal Imbalances and Current Account Adjustments in the European Transition Economies
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  • 2013 The Relationship Between Credit and Business Cycles in Central America and the Dominican Republic
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  • 2013 Does Banque de France control inflation and unemployment?
    by Kitov, Ivan & KItov, Oleg

  • 2013 Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients
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  • 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
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  • 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 Análisis de la Evolución e Integración de los Mercados Internacionales de Gas Natural
    by Arturo Leonardo Vásquez Cordano & Raúl Lizardo García Carpio & Erix Aldo Ruiz Mondaca

  • 2013 A Global Macro Model for Emerging Europe
    by Martin Feldkircher

  • 2013 Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach
    by Ozgur Akay & Zeynep Senyuz & Emre Yoldas

  • 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 Business Cycles, International Trade and Capital Flows: Evidence from Latin America
    by Guglielmo Maria Caporale & Alessandro Girardi

  • 2013 Convergence of inflationary shocks: evidence from the Caribbean
    by Juan C. Cuestas & Carlyn Dobson

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

  • 2013 Der Klein(st)staat Liechtenstein und seine grossen Nachbarländer: Eine wachstums- und konjunkturanalytische Gegenüberstellung
    by Andreas Brunhart

  • 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 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 M. 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 Taxation and Economic Growth in Latin America
    by Gustavo Canavire-Bacarreza & Jorge Martínez-Vázquez & Violeta Vulovic

  • 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 Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007
    by Boulis Ibrahim & Janusz Brzeszczynski &

  • 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 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 Clustered housing cycles
    by Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita

  • 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 Sergey 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
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  • 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
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  • 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
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  • 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
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  • 2013 Causality Between Energy and Output in the Long-Run
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  • 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
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  • 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 Estimating the State Vector of Linearized DSGE Models without the Kalman Filter
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  • 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
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  • 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 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 Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation
    by Xiaohong Chen & Timothy Christensen

  • 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 ¿Existe relación alguna entre Déficit Fiscal eInflación? Antes y después de la independencia del Banco de la República en Colombia
    by Oscar Andrés Espinosa Acuña & Paola Andrea Vaca González

  • 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

  • 2013 Risk Modeling 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 Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach
    by Takeshi Kimura & Jouchi Nakajima

  • 2013 What explains the recent fluctuations in Japan's output? A structural factor analysis of Japan's industrial production
    by Yusuke Kumano & Ichiro Muto & Akihiro Nakano

  • 2013 Oil price shocks and volatility do predict stock market regimes
    by Stavros Degiannakis & Timotheos Angelidis & George Filis

  • 2013 Return dispersion, stock market liquidity and aggregate economic activity
    by Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros

  • 2013 Oil price shocks and stock market volatility: evidence from European data
    by Stavros Degiannakis & George Filis & Renatas Kizys

  • 2013 The asymmetric effect of income on import demand in Greece
    by Ioanna C. Bardakas

  • 2013 Assessing the exchange rate exposure of US multinationals
    by Crowley, Patrick M. & Habibdoust, Amir

  • 2013 Risk news shocks and the business cycle
    by Pinter, Gabor & Theodoridis, Konstantinos & Yates, Tony

  • 2013 Has weak lending and activity in the United Kingdom been driven by credit supply shocks?
    by Barnett, Alina & Thomas, Ryland

  • 2013 Boom or gloom? Examining the Dutch disease in a two-speed economy
    by Hilde C. Bjørnland & Leif Anders Thorsrud

  • 2013 Mixed frequency structural models: estimation, and policy analysis
    by Claudia Foroni & Massimiliano Marcellino

  • 2013 Nets: Network Estimation for Time Series
    by Matteo Barigozzi & Christian Brownlees

  • 2013 Online Appendix to "Priors about Observables in Vector Autoregressions"
    by Marek Jarocinski & Albert Marcet

  • 2013 Priors about Observables in Vector Autoregressions
    by Marek Jarocinski & Albert Marcet

  • 2013 Geometric and Long Run Aspects of Granger Causality
    by Majid M. Al-Sadoon

  • 2013 Dynamic Factor Models: A review of the Literature
    by Barhoumi, K. & Darné, O. & Ferrara, L.

  • 2013 The Outcome of Directed Lending in Belarus: Mitigating Recession or Dampening Long-Run Growth?
    by Dzmitry Kruk & Kiryl Haiduk

  • 2013 Uncertainty and heterogeneity in factor models forecasting
    by Matteo Luciani & Libero Monteforte

  • 2013 Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework
    by Giacomo Sbrana & Andrea Silvestrini

  • 2013 Do euro area countries respond asymmetrically to the common monetary policy?
    by Matteo Barigozzi & Antonio M. Conti & Matteo Luciani

  • 2013 The impact of the sovereign debt crisis on bank lending rates in the euro area
    by Stefano Neri

  • 2013 Disentangling contagion among sovereign cds spreads during the european debt crisis
    by Carmen Broto & Gabriel Perez-Quiros

  • 2013 DSGE Models and the Lucas critique
    by Samuel Hurtado

  • 2013 Testing weak exogeneity in cointegrated panels
    by Enrique Moral-Benito & Luis Serven

  • 2013 Long- versus medium-run identification in fractionally integrated VAR models
    by Tschernig, Rolf & Weber, Enzo & Weigand, Roland

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

  • 2013 Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation
    by Tschernig, Rolf & Weber, Enzo & Weigand, Roland

  • 2013 The Multivariate Option iPoD Framework - Assessing Systemic Financial Risk
    by Philipp Matros & Johannes Vilsmeier

  • 2013 Regional fluctuations and national cohesion in the EU12: a pre-Maastricht assessment
    by Francesca Marino

  • 2013 Priors about Observables in Vector Autoregressions
    by Marek Jarocinski & Albert Marcet

  • 2013 Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs
    by Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI

  • 2013 Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets
    by Mihaela NICOLAU & Giulio PALOMBA & Ilaria TRAINI

  • 2013 Business Cycles Synchronization in East Asia: A Markov-Switching Approach
    by Gilles Dufrénot & Benjamin Keddad

  • 2013 Futures Trading and the Excess Comovement of Commodity Prices
    by Yannick Le Pen & Benoît Sévi

  • 2013 Fiscal dynamics in a dollarized, oil-exporting country: Ecuador
    by María Lorena Marí Del Cristo & Marta Gómez-Puig

  • 2013 Gibbs Samplers for VARMA and Its Extensions
    by Joshua C.C. Chan & Eric Eisenstat

  • 2013 On the identification of fractionally cointegrated VAR models with the F(d) condition
    by Federico Carlini & Paolo Santucci de Magistris

  • 2013 Analyzing Oil Futures with a Dynamic Nelson-Siegel Model
    by Niels S. Hansen & Asger Lunde

  • 2013 Thresholds and Smooth Transitions in Vector Autoregressive Models
    by Kirstin Hubrich & Timo Teräsvirta

  • 2013 Interest Rates with Long Memory: A Generalized Affine Term-Structure Model
    by Daniela Osterrieder

  • 2013 Fractional cointegration rank estimation
    by Katarzyna Lasak & Carlos Velasco

  • 2013 Housing market volatility in the OECD area: Evidence from VAR based return decompositions
    by Tom Engsted & Thomas Q. Pedersen

  • 2013 States, Banks and the Financing of the Economy: Monetary Policy and Regulatory Perspectives
    by Morten Balling & Patricia Jackson & Ernest Gnan & Jean-Pierre Danthine & Jean-Charles Rochet & Lorenzo Bini Smaghi & Thorvald Grung Moe & Malgorzata Pawlowska & Jerzy Marzec & Andrew R. Gimber & Alex Cukierman & Edward J. Kane & D. Wilson Ervin & Stephen G. Cecchetti

  • 2013 Dinámica inflacionaria, persistencia y formación de precios y salarios
    by

  • 2013 Carbon Dioxide Emissions, Urbanization And Globalization: A Dynamic Panel Data
    by Nuno Carlos Leitão & Muhammad Shahbaz

  • 2013 Assessment Of The Elasticity Of Republic Of Bulgaria’s Foreign Trade In Energy Resources By Means Of The Almon Model
    by Lyubomir Lyubenov

  • 2013 Monetary Determinants of Deposit Euroization in European Post-Transition Countries
    by Marina Tkalec

  • 2013 Business Cycles Indicators And Short-Term Forecasts Of Polish Industry Production Index
    by Pawel M. Kolba & Radoslaw Kotkowski

  • 2013 Structural Breaks in the International Dynamics of Inflation
    by Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk

  • 2013 Couplage Ou Découplage Des Cycles Économiques Des Mena : Une Approche En Termes De Modèle A Facteurs Dynamiques
    by Kamel GARFA

  • 2013 The External Finance Premium and the Financial Accelerator: The Case of Turkey
    by Birgül Cambazoğlu & Hacer Simay Karaalp

  • 2013 Public Debt Stock Sustainability in Selected OECD Countries
    by Ata Ozkaya

  • 2013 Current Account Adjustments And Real Exchange Rates In European Transition Economies
    by Rajmund MIRDALA

  • 2013 Lessons Learned From Tax Versus Expenditure Based Fiscal Consolidation In The European Transition Economies
    by Rajmund MIRDALA

  • 2013 Fiscal Imbalances And Current Account Adjustments In The European Transition Economies
    by Rajmund MIRDALA

  • 2013 Causality Between Economic Growth, Energy Consumption And Green House Gas Emissions In Bangladesh: A Toda-Yamamoto Approach
    by M. ZAKIR SAADULLAH KHAN

  • 2013 Wealth Effects on Consumption in Switzerland
    by Frank Schmid

  • 2013 Determinants of Nigeria's Non-Oil Import Demand
    by Ichoku Hyacinth Eme & Nteegah Alwell & Ikpe Marius

  • 2013 Determinants of Economic Growth: Bounds Testing Approach
    by Ismet Gocer

  • 2013 Oil Prices and Exchange Rates in Brazil, India and Turkey: Time and Frequency Domain Causality Analysis
    by Ugur Adiguzel & Tayfur Bayat & Selim Kayhan & Saban Nazlioglu

  • 2013 Remittances, Financial Development and Economic Growth in Bangladesh
    by Gazi Salah Uddin & Bo Sjö

  • 2013 Output Relationships in South Asia: Are Bangladesh and India Different from Neighbours?
    by Biru Paksha Paul

  • 2013 Inflation in China Increasingly Driven by Domestic Factors
    by Christian Dreger & Yanqun Zhang

  • 2013 Nonlinear Behavior of the US Stock Price-Dividend: Evidence from Threshold Unit Root Tests
    by Shu-Ching Cheng & Tsung-Pao Wu

  • 2013 Updating the Romanian Economic Macromodel
    by Emilian Dobrescu

  • 2013 Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS
    by Jian Zhang & Dongxiang Zhang & Juan Wang & Yue Zhang

  • 2013 Does Housing Cost Affect Birth Rates in Taiwan? The ADL Test for Threshold Co-integration
    by Wen-Yi Chen

  • 2013 Modelling the Sectoral Structure of the Final Output
    by Dobrescu, Emilian

  • 2013 Multiple Points Regression
    by Mateescu, George Daniel

  • 2013 Evolución de la política monetaria en México: un análisis VAR estructural, 2000-2011
    by Galán Figueroa, Javier & Venegas-Martínez, Francisco

  • 2013 La dinámica de los precios en México: 1993 - 2012
    by Liquitaya Briceño, José D.

  • 2013 Market risk of real estate: Using indirect data to understand direct risks
    by Schlumpf, Felix & Tessera, Genene & Martínez, Catalina

  • 2013 The twin deficits hypothesis and reverse causality: A short-run analysis of Peru
    by Sobrino, César R

  • 2013 Greece’s Stock Market Integration with Southeast Europe
    by Guesmi, Khaled & Ftiti, Zied & Abid, Ilyes

  • 2013 Granger causality between international forign aid, adult mortality and GDP: evidance from panel analysis for 96 countries
    by Afridi , M. Asim & Amiri, Arshia

  • 2013 Asymmetric Behavior of Unemployment Analysis with Regime Switching Models in Turkey
    by Bayat, Tayfur & Kayhan, Selim & Kocyigit, Ali

  • 2013 The Effect of Oil Prices on Unemployment: Evidence from Pakistan
    by Ahmad, Fawad

  • 2013 Pair copula constructions in portfolio optimization ploblem
    by Travkin, Alexandr

  • 2013 Macroeconometric modeling of Russian and Armenian economies. II. Aggregated macroeconometric models of the national economies of Russia and Armenia
    by Aivazian, Sergey & Brodsky , Boris & Sandoyan, Edward & Voskanyan, Mariam & Manukyan, David

  • 2013 Macroeconometric modeling of the Russian and Armenian economy. I. Peculiarities of macroeconomic situation and theoretical description of dynamic models
    by Aivazian, Sergey & Brodsky, Boris & Sandoyan, Edward & Voskanyan, Mariam & Manukyan, David

  • 2013 Using news analytics data in GARCH models
    by Sidorov, Sergei & Date, Paresh & Balash, Vladimir

  • 2013 The determinants and stability of money demand in the Republic of Macedonia
    by Jordan Kjosevski

  • 2013 Natural Resources, Openness and Income Inequality in Iran
    by Hamideh Mohtashami Borzadaran & Mehdi Behname & Sayed Mahdi Mostafavi

  • 2013 Construyendo un índice coincidente de recesión: Una aplicación para la economía peruana
    by Mendoza, Liu & Morales, Daniel

  • 2013 Socios comerciales y crecimiento en América Latina: Un enfoque SVAR dinámico
    by Winkelried, Diego & Saldarriaga, Miguel

  • 2013 Declared and actual policy of the Russian Central Bank in 2000–2008: how large is the difference? (in Russian)
    by Andrey Sinyakov

  • 2013 Lies, Damned Lies, and Statistics? Examples From Finance and Economics
    by Karim M. Abadir

  • 2013 A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model
    by Krzysztof Osiewalski & Jacek Osiewalski

  • 2013 Business Cycles Indicators And Short-Term Forecasts Of Polish Industry Production Index
    by Pawel M. Kolba & Radoslaw Kotkowski

  • 2013 Export-led growth in Tunisia: A wavelet filtering based analysis
    by Hamrita Mohamed Essaied

  • 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
    by Jouko Rautava

  • 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 Ciclo e indicadores antecedentes na indústria do Rio Grande do Sul [Cycles and background indicators in industry in the state of Rio Grande do Sul]
    by Igor Alexandre Clemente de Morais

  • 2013 Spillovers and contagion in the sovereign CDS market
    by Michał Adam

  • 2013 Structural Change in the Crude Oil Price Dynamic: Theoretical Study and Practical Implications
    by Francisco Giron¨¦s & Fernando Guerra & Jorge Hern¨¢ndez & Javier Poblaci¨®n

  • 2013 South Africa¡¯s Short and Long Term Interest Rates: A Threshold Cointegration Analysis
    by Smile Dube & Yan Zhou

  • 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
    by Dimitris Kenourgios & Dimitrios Dimitriou & Apostolos Christopoulos

  • 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
    by Anna Staszewska-Bystrova

  • 2013 Multivariate Self-Exciting Threshold Autoregressive Modeling by Genetic Algorithms
    by Roberto Baragona & Domenico Cucina

  • 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 Un análisis de la política monetaria en México y sus efectos en variables reales, 1995-2011: un modelo VAR en un ambiente browniano
    by Martínez-García, Miguel Ángel. & Venegas-Martínez, Francisco. & Trejo-García, José Carlos.

  • 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
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  • 2013 Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
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  • 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 Tax Revenue and Main Macroeconomic Indicators in Turkey
    by Harun Yuksel & Mehmet Orhan & Hakan Oztunc

  • 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
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  • 2013 Análisis de convergencia de las regiones de la zona euro (1990-2010)
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  • 2013 Turkiye Avrupa Birligi’ne Yakinsiyor Mu? Bir Zaman Serisi Analizi, 1950-2008
    by Lutfu OZTURK

  • 2013 Hodrick-Prescott Filter: An Extreme-Sport Testing
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  • 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 An assessment of the dynamics between the permanent and transitory components of Mexico's output and unemployment
    by Islas C., Alejandro & Cortez, Willy Walter

  • 2013 Relaciones dinámicas del producto y el empleo en México: una evaluación de sus componentes permanentes y transitorios
    by Islas C., Alejandro & Cortez, Willy Walter

  • 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
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  • 2013 El comportamiento del tipo de cambio real en Colombia: ¿explicado por sus fundamentales?
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  • 2013 Desaceleración económica e inflación de activos financieros en Colombia
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  • 2013 Vector Autoregressive Models Using “R”
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  • 2013 Default and liquidity regimes in the bond market during the 2002-2012 period
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  • 2013 Trade linkages and growth in Latin America: An SVAR analysis
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  • 2013 Consumer confidence as a predictor of consumption spending: Evidence for the United States and the Euro area
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  • 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
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  • 2013 Revisiting The Financial Volatility–Derivative Products Relationship On Euronext.Liffe Using A Frequency Domain Analysis
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  • 2013 Inter-temporal CAPM: an empirical test with Brazilian market data
    by Octavio Portolano Machado & Adriana Bruscato Bortoluzzo & Sérgio Ricardo Martins & Antonio Zoratto Sanvicente

  • 2013 The Greek labour market during the crisis: unemployment, employment and labour force participation
    by Evangelia Papapetrou & Dimitrios Bakas

  • 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 Combinación de brechas del producto colombiano
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  • 2013 The Relationship Between Inflation and Inflation Uncertainty Under Different Monetary Policy Regimes
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  • 2013 The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex
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  • 2013 Is the Canadian Banking System Really ¡°Stronger¡± than the U.S. One?
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  • 2013 The Dynamic Relationships between Oil Prices and the Japanese Economy: A Frequency Domain Analysis
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  • 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 Interpreting Business Cycles as Generalized Two-Dimensional Loops Using Penalized Splines Regression Techniques
    by Timo Teuber

  • 2012 Was the Recent Downturn in US GDP Predictable?
    by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller

  • 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 Monetary dynamics in post inflation Bolivia
    by Fortun Vargas, Jonathan

  • 2012 Perspectivas de inflación en Bolivia
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  • 2012 Country Matters: Country Risk Measurement by Causal Pathways - La valutazione del rischio paese attraverso percorsi causali
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  • 2012 Testing the Lucas Critique for the Turkish Money Demand Function
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  • 2012 Döviz kuru ve ithalat fiyatlarının yurt içi fiyatlara etkisi
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  • 2012 Sanayi üretim endeksini etkileyen faktörlerin ekonometrik analizi
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  • 2012 Competencia en el sector bancario chileno. Una aproximación dinámica
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  • 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
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  • 2012 Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework
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  • 2012 In Search for a Credit Crunch in Germany
    by Schmidt, Torsten & Zwick, Lina

  • 2012 Long-run Trends or Short-run Fluctuations – What Establishes the Correlation between Oil and Food Prices?The Interplay of Standardized Tests and Incentives – An Econometric Analysis with Data from PISA 2000 and PISA 2009
    by Krätschell, Karoline & Schmidt, Torsten

  • 2012 Oil Price Effects on Land Use Competition – An Empirical Analysis
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  • 2012 Effects of Global Liquidity on Commodity and Food Prices
    by Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich

  • 2012 Structural Change and Spurious Persistence in Stochastic Volatility
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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
    by Devaney, Steven & Holtemöller, Oliver & Schulz, Rainer

  • 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
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  • 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 A Forty Year Assessment of Forecasting the Boat Race
    by Geert Mesters & Siem Jan Koopman

  • 2012 A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League
    by Siem Jan Koopman & Rutger Lit

  • 2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
    by H. Peter Boswijk & Michael Jansson & Morten Ø. Nielsen

  • 2012 Forecasting Interest Rates with Shifting Endpoints
    by Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright

  • 2012 Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging
    by Rodney Strachan & Herman K. van Dijk

  • 2012 Fast Efficient Importance Sampling by State Space Methods
    by Siem Jan Koopman & Rutger Lit & Thuy Minh Nguyen

  • 2012 Structural Intervention Time Series Analysis of Crime Rates: The Impact of Sentence Reform in Virginia
    by Suncica Vujic & Jacques Commandeur & Siem Jan Koopman

  • 2012 Common Movement of the Emerging Market Currencies
    by Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli

  • 2012 Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode
    by Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye

  • 2012 Macroeconomic Surprises and Stock Returns in South Africa
    by Rangan Gupta & Monique Reid

  • 2012 Inventory Mistakes and the Great Moderation
    by James Morley & Aarti Singh

  • 2012 Contagion or Flight-to-Quality Phenomena in Stock and Bond Returns
    by Apostolos Thomadakis

  • 2012 Testing for co-non-linearity
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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 Olivier Filatriau & Frédéric Reynès

  • 2012 Questioning The Taylor Rule
    by Rodrigo De-Losso

  • 2012 Did The Taylor Rule Stabilize Inflation in Brazil?
    by Rodrigo De-Losso

  • 2012 Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility
    by Andras Fulop & Junye Li & Jun Yu

  • 2012 Real Convergence in Europe: A Cluster Analysis
    by Juan Carlos Cuestas & Mercedes Monfort & Javier Ordóñez

  • 2012 Smooth Transitions, Asymmetric Adjustment and Unit Roots
    by Juan Carlos Cuestas & Javier Ordóñez

  • 2012 A Note on the Current Account Sustainability of European Transition Economies
    by Juan Carlos Cuestas

  • 2012 Testing Identification Strength
    by Bertille Antoine & Eric Renault

  • 2012 Efficient Inference with Poor Instruments: a General Framework
    by Bertille Antoine & Eric Renault

  • 2012 Efficient Minimum Distance Estimation with Multiple Rates of Convergence
    by Bertille Antoine & Eric Renault

  • 2012 Two Exercises of Inflation Modelling and Forecasting for Azerbaijan
    by Alexander Chubrik & Przemyslaw Wozniak & Gulnar Hajiyeva

  • 2012 Trends and Structural Changes in South African Macroeconomic Volatility
    by Stan Du Plessis & Kevin Kotze

  • 2012 Pushing the Limit? Fiscal Policy in the European Monetary Union
    by Betty Daniel & Christos Shiamptanis

  • 2012 Gold as an Infl ation Hedge in a Time-Varying Coeffi cient Framework
    by Joscha Beckmann & Robert Czudaj

  • 2012 In Search for a Credit Crunch in Germany
    by Torsten Schmidt & Lina Zwick

  • 2012 Long-run Trends or Short-run Fluctuations – What Establishes the Correlation between Oil and Food Prices?The Interplay of Standardized Tests and Incentives – An Econometric Analysis with Data from PISA 2000 and PISA 2009
    by Karoline Krätschel & Torsten Schmidt

  • 2012 Oil Price Effects on Land Use Competition – An Empirical Analysis
    by Matthias Diermeier & Torsten Schmidt

  • 2012 Effects of Global Liquidity on Commodity and Food Prices
    by Ansgar Belke & Ingo Bordon & Ulrich Volz

  • 2012 Structural Change and Spurious Persistence in Stochastic Volatility
    by Walter Krämer & Philip Mess

  • 2012 A General to Specific Approach for Constructing Composite Business Cycle Indicators
    by Gianluca Cubadda & Barbara Guardabascio & Alain Hecq

  • 2012 Prince-setting, monetary policy and the contractionary effects of productivity improvements
    by Francesco Giuli & Massimiliano Tancioni

  • 2012 Effects of Global Liquidity on Commodity and Food Prices
    by Ansgar Belke & Ingo Bordon & Ulrich Volz

  • 2012 Causalities and casualties: Media attention and terrorism, 1970–2010
    by Pfeiffer, Christoph P.

  • 2012 Eyes Wide Shut? The U.S. House Market Bubble through the Lense of Statistical Process Control
    by Berlemann, Michael & Freese, Julia & Knoth, Sven

  • 2012 Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model
    by Ceylan, Ozcan

  • 2012 Interactions between bank behavior and financial structure: evidence from a developing country
    by Bakis, Ozan & Karanfil, Fatih & Polat, Sezgin

  • 2012 Price convergence and information efficiency in German natural gas markets
    by Growitsch, Christian & Stronzik, Marcus & Nepal, Rabindra

  • 2012 Bayesian Forecasting with Highly Correlated Predictors
    by Dimitris Korobilis

  • 2012 The Impact of Stock Market Illiquidity on Real UK GDP Growth
    by Chris Florakis & Gianluigi Giorgioni & Alexandros Kostakis & Costas Milas

  • 2012 Modelling Realized Covariances and Returns
    by Xin Jin & John M. Maheu

  • 2012 Bayesian Semiparametric Multivariate GARCH Modeling
    by Mark J. Jensen & John M. Maheu

  • 2012 Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
    by Martin Burda & John M. Maheu

  • 2012 Constructing a real-time coincident recession index: an application to the Peruvian economy
    by Mendoza, Liu & Morales, Daniel

  • 2012 Regional inflation dynamics and inflation targeting in Peru
    by Winkelried, Diego & Gutierrez, José Enrique

  • 2012 Trade linkages and growth in Latin America: A time-varying SVAR approach
    by Winkelried, Diego & Saldarriaga, Miguel

  • 2012 El ciclo común y los grupos homogéneos en la inflación
    by Barrera, Carlos

  • 2012 Estimation and Solution of Models with Expectations and Structural Changes
    by Mariano Kulish & Adrian Pagan

  • 2012 The Role of Credit Supply in the Australian Economy
    by David Jacobs & Vanessa Rayner

  • 2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
    by H. Peter Boswijk & Michael Jansson & Morten Ørregaard Nielsen

  • 2012 Numerical distribution functions of fractional unit root and cointegration tests
    by James G. MacKinnon & Morten Ørregaard Nielsen

  • 2012 Macroeconomic risks of Mongolia and ways to mitigate them
    by Bataa, Erdenebat

  • 2012 Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP
    by Jaramillo Franco, Miguel & Serván Lozano, Sergio

  • 2012 Price transmission in the European tomatoes and cauliflowers sectors
    by Santeramo, Fabio Gaetano

  • 2012 Changement climatique, agriculture et croissance économique :Une modélisation VAR
    by Zouabi, Oussama

  • 2012 Industrial production and Confidence after the crisis: what's going on?
    by Malgarini, Marco

  • 2012 A Time-series Analysis of Impact of FDI on Economic Development In India during Post-reforms Era (1991-2010)
    by Das, Seshanwita & Das, Tapas

  • 2012 The relationship between budgetary expenditure and economic growth in Poland
    by Gurgul, Henryk & Lach, Łukasz & Mestel, Roland

  • 2012 Financial Development and Economic Growth in Poland in Transition: Causality Analysis
    by Gurgul, Henryk & Lach, Łukasz

  • 2012 Technological progress and economic growth: evidence from Poland
    by Gurgul, Henryk & Lach, Łukasz

  • 2012 Two deficits and economic growth: Case of CEE countries in transition
    by Gurgul, Henryk & Lach, Łukasz

  • 2012 The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies
    by Gurgul, Henryk & Lach, Łukasz

  • 2012 The electricity consumption versus economic growth of the Polish economy
    by Gurgul, Henryk & Lach, Łukasz

  • 2012 Herd behavior towards the market index: evidence from Romanian stock exchange
    by Pop, Raluca Elena

  • 2012 The Application of GARCH Methods in Modeling Volatility Using Sector Indices from the Egyptian Exchange
    by Ezzat, Hassan

  • 2012 The Effect of Crude Oil Price on the Methanol price
    by Delavari, Majid & Gandali Alikhani, Nadiya

  • 2012 The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRAN's Methanol
    by Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil

  • 2012 Economic shocks and growth: spatio-temporal perspectives on Europe's economies in a time of crisis
    by Doran, Justin & Fingleton, Bernard

  • 2012 Introducing price-setting behaviour in the Phillips Curve: the role of nonlinearities
    by Saglio, Sophie & López-Villavicencio, Antonia

  • 2012 The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran
    by Komijani, Akbar & Gandali Alikhani, Nadiya & Naderi, Esmaeil

  • 2012 The seasonal KPSS Test: some extensions and further results
    by El Montasser, Ghassen

  • 2012 Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди»
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  • 2012 Identification of Liechtenstein's Historic Economic Growth and Business Cycles by Econometric Extensions of Data Series
    by Brunhart, Andreas

  • 2012 Business cycles and crime. the case of Argentina
    by Cerro, Ana Maria & Michel Rivero, Andrés

  • 2012 Improving customer churn models as one of customer relationship management business solutions for the telecommunication industry
    by Slavescu, Ecaterina & Panait, Iulian

  • 2012 Interest Rates Determination and Crisis Puzzle (Empirical Evidence from the European Transition Economies)
    by Mirdala, Rajmund

  • 2012 The industrial impact of monetary shocks during the inflation targeting era in Australia
    by Vespignani, Joaquin L.

  • 2012 Exchange rate modelling for Lithuania and Switzerland
    by Rimgailaite, Ramune

  • 2012 Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis
    by Antonakakis, Nikolaos & Vergos, Konstantinos

  • 2012 Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades
    by Antonakakis, Nikolaos

  • 2012 Dynamic Co-movements between Stock Market Returns and Policy Uncertainty
    by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George

  • 2012 Orbital Priors for Time-Series Models
    by Kociecki, Andrzej

  • 2012 Investigating the determinants of inflationary trends in Bangladesh: an ARDL bounds F-Test Approach
    by Khatun, Fahmida & Ahamad, Mazbahul G.

  • 2012 Relacje firm z bankami w Polsce w świetle danych ze sprawozdawczości bankowej
    by Gajewski, Krzysztof & Pawłowska, Małgorzata & Rogowski, Wojciech

  • 2012 On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility
    by Bentes, Sonia R & Menezes, Rui

  • 2012 Government Spending Reloaded: Fundamentalness and Heterogeneity in Fiscal SVARs
    by Ricco, Giovanni & Ellahie, Atif

  • 2012 Sources of exchange rate volatility in the european transition economies (effects of economic crisis revealed)
    by Mirdala, Rajmund

  • 2012 Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
    by Ardliansyah, Rifqi

  • 2012 Forecasting Chinese inflation and output: A Bayesian vector autoregressive approach
    by Huang, Y-F.

  • 2012 New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion
    by Bai, Zhidong & Hui, Yongchang & Wong, Wing-Keung

  • 2012 Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?
    by Lanne, Markku & Luoto, Jani

  • 2012 Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?
    by Brissimis, Sophocles N. & Garganas, Eugenie N. & Hall, Stephen G.

  • 2012 Fourier--type estimation of the power garch model with stable--paretian innovations
    by Francq, Christian & Meintanis, Simos

  • 2012 The role of foreign direct investment in the renewable electricity generation and economic growth nexus in Portugal: a cointegration and causality analysis
    by Bento Cerdeira, João Paulo

  • 2012 Inclusive Growth Strategies for Pakistan: Myth or Reality for Policymakers!
    by Syed Muhammad, Atif & Sardar, Mohazzam

  • 2012 Financial innovation, macroeconomic volatility and the great moderation
    by Zaghini, Andrea & Bencivelli, Lorenzo

  • 2012 Testing the Lucas critique for the Turkish money demand function
    by Yıldırım, Metin & Korap, Levent

  • 2012 Модельна Оцінка Впливу Елементів Фінансового Механізму Зеленого Бізнесу На Основні Макроіндикатори
    by Stepanenko-Lypovyk, Bohdana

  • 2012 Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks
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  • 2012 The US monetary performance prior to the 2008 crisis
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  • 2012 Comparing Hybrid DSGE Models
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  • 2012 Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach
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  • 2012 Interest Rate Determination in India: Empirical Evidence on Fiscal Deficit--Interest Rate Linkages and Financial Crowding Out
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  • 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 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 Forecasting Covariance Matrices: A Mixed Frequency Approach
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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 Monetary Policy in a World Where Money (Also) Matters
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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?
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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 Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions
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  • 2012 Housing Cycles and Macroeconomic Fluctuations: A Global Perspective
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  • 2012 The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis
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  • 2012 An Econometric Market Model of Capital and Investment Inspired by Haavelmo
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  • 2012 Forecasting with Bayesian Vector Autoregressions
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  • 2012 Testing Common Nonlinear Features in Nonlinear Vector Autoregressive Models
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  • 2012 Testing for Linear Cointegration Against Smooth-Transition Cointegration
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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 Real Wages and the Origins of Modern Economic Growth in Germany, 16th to 19th Centuries
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  • 2012 Monetary transmission in three central European economies: evidence from time-varying coefficient vector autoregressions
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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
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  • 2012 Investigating the Time Varying Nature of the Link between Inflation and Currency Substitution in the Turkish Economy
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  • 2012 Evaluating a Global Vector Autoregression for Forecasting
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  • 2012 Price transmission from international to domestic markets
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  • 2012 Growth rates constrained by internal and external imbalances and the role of relative prices: Empirical evidence from Portugal
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  • 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
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  • 2012 Stock market reaction to fed funds rate surprises: state dependence and the financial crisis
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  • 2012 The empirical implications of the interest-rate lower bound
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  • 2012 Kaldor-Verdoorn's Law and Increasing Returns to Scale: A Comparison Across Developed Countries
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  • 2012 Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach
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  • 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
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  • 2012 An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR
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  • 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
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  • 2012 Moody Oil - What is Driving the Crude Oil Price?
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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 Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode
    by Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye

  • 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
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  • 2012 Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets
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  • 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
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  • 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
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  • 2012 Fundamental Problems with Nonfundamental Shocks
    by Helmut Lütkepohl

  • 2012 Persistence and Cycles in US Hours Worked
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  • 2012 Effects of Global Liquidity on Commodity and Food Prices
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  • 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 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
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  • 2012 Testing for structural stability in the whole sample
    by Seo, Myung Hwan & Hidalgo-Moreno, Javier

  • 2012 Patents, secret innovations and firm's rate of return : differential effects of the innovation leader
    by Escribano, Álvaro & Blazsek, Szabolcs

  • 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 La relación entre los flujos de capital y el precio de la vivienda: el caso colombiano
    by Aquiles Arrieta Barcasnegras

  • 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 Inference on Locally Ordered Breaks in Multiple Regressions
    by Ye Li & Pierre Perron

  • 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 Forecasting with a noncausal VAR model
    by Nyberg, Henri & Saikkonen, Pentti

  • 2012 The rise of China and its implications for emerging markets : Evidence from a GVAR model
    by Feldkircher, Martin & Korhonen, Iikka

  • 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 What drives oil prices? Emerging versus developed economies
    by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud

  • 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 Socios comerciales y crecimiento en América Latina
    by Diego Winkelried Quezada & Miguel Ángel Saldarriaga

  • 2012 Latin American Growth Partners
    by Diego Winkelried Quezada & Miguel Ángel Saldarriaga

  • 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 Systematic Risk Assesment Using Ols Method - The Case Of The Capital Market Of Bosnia And Herzegovina
    by Azra Zaimovic

  • 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 More alike than different: the Spanish and Irish labour markets before and after the crisis
    by Pablo Agnese & Pablo Salvador

  • 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 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

  • 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 Selecting and Simulating Models for Management of Investment Portfolios Using Cybernetic Approach
    by Angel Marchev & Angel Marchev Jr.

  • 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 Un acercamiento empírico al financiamiento del desarrollo : el caso mexicano
    by Alcántara-Lizárraga, José Ángel. & de la Cruz-Gallegos, José Luis.

  • 2012 Capacidad de predicción de los modelos GARCH simétricos aplicados a variables financieras de México 2001-2011
    by Villalba-Padilla, Fátima Irina & Flores-Ortega, Miguel

  • 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 The Asymmetric Long-Run Relationship Between Crude Oil And Gold Futures
    by Yen-Hsien Lee & Ya-Ling Huang & Hao-Jang Yang

  • 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 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 Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach
    by Marcelo Brutti Righi & Paulo Sergio Ceretta

  • 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 ¿Responde el Banco de la República a los movimientos en la tasa de cambio real?
    by Edgberto Alexander Riveros

  • 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 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 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 Forecasting Performance of an Estimated Medium Run Model
    by Kitlinski, Tobias & Schmidt, Torsten

  • 2011 Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis
    by Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke

  • 2011 The Quantity Theory Revisited: A New Structural Approach
    by el-Shagi, Makram & Giesen, Sebastian & Kelly, Logan J.

  • 2011 The international transmission of euro area monetary policy shocks
    by Jannsen, Nils & Klein, Melanie

  • 2011 A simple decomposition of the variance of output growth across countries
    by Reicher, Christopher Phillip

  • 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 Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk
    by Xin Zhang & Bernd Schwaab & Andre Lucas

  • 2011 Long Memory Dynamics for Multivariate Dependence under Heavy Tails
    by Pawel Janus & Siem Jan Koopman & André Lucas

  • 2011 Measuring and Predicting Heterogeneous Recessions
    by Cem Cakmakli & Richard Paap & Dick van Dijk

  • 2011 Identifying US Monetary Policy Shocks through Sign Restrictions in Dollarized Countries
    by Alessandro Gobbi & Tim Willems

  • 2011 The Regional Impact of Monetary Policy in Indonesia
    by Masagus M. Ridhwan & Henri L.F. de Groot & Piet Rietveld & Peter Nijkamp

  • 2011 Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails
    by Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas

  • 2011 Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model
    by Siem Jan Koopman & Michel van der Wel

  • 2011 Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
    by Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andre Lucas

  • 2011 Divergent Priors and well Behaved Bayes Factors
    by Rodney W. Strachan & Herman K. van Dijk

  • 2011 Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
    by Cem Cakmakli & Richard Paap & Dick J.C. van Dijk

  • 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 Asymmetric Shocks and Co-movement of Price Indices
    by Nasir Hamid Rao & Syed Kalim Hyder Bukhari

  • 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 Is there asymmetric behaviour in African inflation? A non-linear approach
    by Luis Alberiko Gil-Alaña & Juan C. Cuestas & Estefania Mourelle

  • 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 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 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 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 the Oil Market: A Spectral Approach
    by Yuri 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 Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks
    by Matteo Luciani

  • 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 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 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 The impact of house prices on household debt when controlling for home ownership
    by Dag Henning Jacobsen & Bjørn Helge Vatne

  • 2011 El Traspaso de Tipo de Cambio a Precios en Uruguay
    by Diego Gianelli

  • 2011 From the General to the Specific
    by J. James Reade & Ulrich Volz

  • 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 Liquidity and Asset Prices : How Strong Are the Linkages?
    by Dreger, Christian & Wolters, Jürgen

  • 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 Vliv cílování inflace na povahu peněžní nabídky a finanční nerovnováhy
    by Tomáš Munzi & Petr Hlaváč

  • 2011 Srovnání konvergence ekonomik ČR a vybraných zemí eurozóny na základě analýzy funkcí odezvy a nabídkových či poptávkových šoků
    by Roman Hušek & Tomáš Formánek

  • 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 Determinantes económicos de las remuneraciones en las manufacturas mexicanas
    by Guerrero-de Lizardi, Carlos.

  • 2011 El mercado laboral de Estados Unidos: efectos sobre las remesas y el consumo en México
    by de la Cruz-Gallegos, José Luis. & Veintimilla-Brando, Derna Vanessa.

  • 2011 Crecimiento económico y restricción externa del Ecuador 1970-2008
    by Ochoa-Jiménez, Diego & Ordóñez-Ordóñez, Jenny M. & Loaiza-Peña, Andrea

  • 2011 Causalidad entre la Bolsa Mexicana de Valores y la actividad económica del sector real
    by Luis-de-la-Cruz, José & Núñez, José Antonio

  • 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 Time-Series Analysis Of Swedish Central Bank’S Interest Rate Operation Rule
    by Dun Jia

  • 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 Un modelo para evaluar el VPN mediante modelos autoregresivos
    by M. Beatriz Mota Aragón & Faviola Hernández Jiménez

  • 2011 Makroekonomski model Republike Hrvatske ( SSEM1) i mogu?i pravci izlaska iz krize
    by Marinko Škare & Saša Stjepanovi?

  • 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 Evidence of speculative bubbles on the BOVESPA: an application of the Kalman filter
    by Thiago Bergmann de Queiroz & Otávio Ribeiro de Medeiros & José Carneiro da Cunha Oliveira Neto

  • 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 Choques, instituciones laborales y desempleo en Colombia
    by Juan José Echavarría & Enrique López & Sergio Ocampo

  • 2011 Regulación y valor en riesgo
    by Luis Fernando Melo & Joan Camilo Granados

  • 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 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 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 Renée 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 Low surplus value historically required for accumulation, seen in a model derived from Marx
    by Paul Zarembka

  • 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 Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques
    by Belke, Ansgar & Czudaj, Robert

  • 2010 Monetary Policy, Global Liquidity and Commodity Price Dynamics
    by Belke, Ansgar & Bordon, Ingo G. & Hendricks, Torben W.

  • 2010 A First Look on the New Halle Economic Projection Model
    by Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf

  • 2010 Money and Inflation: The Role of Persistent Velocity Movements
    by El-Shagi, Makram & Giesen, Sebastian

  • 2010 Has the Euro Increased International Price Elasticities?
    by Holtemöller, Oliver & Zeddies, Götz

  • 2010 An Evolutionary Algorithm for the Estimation of Threshold Vector Error Correction Models
    by El-Shagi, Makram

  • 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 An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor
    by Miguel Casares & Antonio Moreno & Jesús Vázquez

  • 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 What are the Effects of Monetary Policy Shocks? Evidence from Dollarized Countries
    by Tim Willems

  • 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 A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
    by Drew Creal & Siem Jan Koopman & André Lucas

  • 2010 Transmission of Government Spending Shocks in the Euro Area: Time Variation and Driving Forces
    by Markus Kirchner & Jacopo Cimadomo & Sebastian Hauptmeier

  • 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
    by Lahura, Erick

  • 2010 Monetary Policy and the Exchange Rate: Evaluation of VAR Models
    by Jarkko Jääskelä & David Jennings

  • 2010 A Kernel Technique for Forecasting the Variance-Covariance Matrix
    by Ralf Becker & Adam Clements & Robert O'Neill

  • 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 Testing the international capital asset pricing model with Markov switching model in emerging markets
    by Korkmaz, Turhan & Cevik, Emrah Ismail & Gurkan, Serhan

  • 2010 Testing CAPM using Markov switching model: the case of coal firms
    by Korkmaz, Turhan & Cevik, Emrah Ismail & Birkan, Elif & Özataç, Nesrin

  • 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
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  • 2010 A monthly indicator of employment in the euro area: real time analysis of indirect estimates
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  • 2010 Monetary aspects of short-term capital inflows in the Central European Countries
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  • 2010 Real Exchange Rate Changes and Trade Balance in Pakistan: A Revisit
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  • 2010 The dynamic effects of U.S. monetary policy on state unemployment
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  • 2010 Previsioni delle Spese del Bilancio dello Stato attraverso i flussi di contabilità finanziaria
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  • 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
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  • 2010 Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange
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  • 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
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  • 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
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  • 2010 Pengaruh Jangka Pendek dan Jangka Panjang Perubahan Suku Bunga dan Kurs Rupiah Terhadap Harga Saham : Studi Empiris di Indonesia (2000:1 – 2010:4)
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  • 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
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  • 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 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 Assessing financial integration: a comparison between Europe and East Asia
    by Rossella Calvi

  • 2010 Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
    by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller

  • 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-L. & 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 the 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 The method of simulated quantiles
    by Yves Dominicy & David Veredas

  • 2010 The impact of macroeconomic news on quote adjustments, noise and informational volatility
    by Nikolaus Hautsch & Dieter Hess & David Veredas

  • 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 Economic Effects Of Investment In Railroad Infrastructures In Portugal
    by Alfredo Marvão Pereira & Jorge M. Andraz

  • 2010 The power log-GARCH model
    by Sucarrat, Genaro & Escribano, Álvaro

  • 2010 Systemic risk measures: the simpler the better
    by Peña Sánchez de Rivera, Juan Ignacio & Rodríguez-Moreno, María

  • 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 Loose commitment in medium-scale macroeconomic models: Theory and an application
    by Davide Debortoli & Junior Maih & Ricardo Nunes

  • 2010 The long-run exchange rate for NOK: a BEER approach
    by Geir E. Alstad

  • 2010 Weights and pools for a Norwegian density combination
    by Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud

  • 2010 Forecast densities for economic aggregates from disaggregate ensembles
    by Francesco Ravazzolo & Shaun P. Vahey

  • 2010 Term structure forecasting using macro factors and forecast combination
    by Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk

  • 2010 Aproximaciones empíricas a la Tasa Natural de Interés para la Economía Uruguaya
    by Conrado Brum & Patricia Carballo & Verónica España

  • 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
    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 Commodity Prices: Structural Factors, Financial Markets and Non-Linear Dynamics
    by Diego Bastourre & Jorge Carrera & Javier Ibarlucia

  • 2010 Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?
    by Dreger, Christian

  • 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 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 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 Integrácia akciových trhov: 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 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 Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns
    by Sang Hoon Kang & Seong-Min Yoon

  • 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 Causalities Between Sentiment Indicators And Stock Market Returns Under Different Market Scenarios
    by Her-Jiun Sheu & Yang-Cheng Lu & Yu-Chen Wei

  • 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