Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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This JEL code is mentioned in the 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

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This topic is covered by the following reading lists:

1. SOEP based publications

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Most recent items first, undated at the end.

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2704 Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
by Massimo Franchi & Søren Johansen

2017 The Effects of Oil Price Uncertainty on Economic Activities in South Africa
by Junior T. Chiweza & Goodness C. Aye

2017 The Causal Relationship between Exchange Rates and Stock Price Levels in South Africa
by Lelani Coetzee & Goodness C. Aye

2017 Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model
by Elie Bouri & Rangan Gupta & Seyedmehdi Hosseini & Chi Keung Marco Lau

2017 Time-Varying and Regional Dynamics in Swiss Housing Markets
by Dirk Drechsel & Anne Kathrin Funk

2017 On the Efficacy of Quantitative Easing Policies - The Example of the QE1-Programme of the US Fed
by Prof. Dr. Ansgar Belke & Thomas Osowski

2017 Relative Price Dispersion and Inflation: Evidence for the UK and the US
by Dr. Gulnihal Aksoy & Prof. Dr. Don Bredin & Deirdre Corcoran & Stilianos Fountas

2017 Balanced bootstrap joint confidence bands for structural impulse response functions
by Stefan Bruder & Michael Wolf

2017 Decentralization effects in ecological fiscal transfers: The case of Portugal
by Droste, Nils & Becker, Claudia & Ring, Irene & Santos, Rui

2017 Estimation and model-based combination of causality networks
by Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto Calogero

2017 The impact of uncertainty on macro variables: An SVAR-based empirical analysis for EU countries
by Belke, Ansgar & Kronen, Dominik

2017 International effects of euro area versus US policy uncertainty: A FAVAR approach
by Belke, Ansgar & Osowski, Thomas

2017 Oil price uncertainty and the business cycle: Accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework
by Thiem, Christopher

2017 Same, but different: Testing monetary policy shock measures
by Ettmeier, Stephanie & Kriwoluzky, Alexander

2017 U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules
by Chang, Yoosoon & Kwak, Boreum

2017 Estimating the effects of the "flight to quality", with an application to German bond yields and interest payments
by Boeing-Reicher, Claire A. & Boysen-Hogrefe, Jens

2017 On the exposure of the BRIC countries to global economic shocks
by Belke, Ansgar & Dreger, Christian & Dubova, Irina

2017 International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach
by Belke, Ansgar & Osowski, Thomas

2017 The dynamic impact of macroeconomic news on long-term inflation expectations
by Hachula, Michael & Nautz, Dieter

2017 Volatility, information feedback and market microstructure noise: A tale of two regimes
by Andersen, Torben G. & Cebiroglu, Gökhan & Hautsch, Nikolaus

2017 What has caused global business cycle decoupling: Smaller shocks or reduced sensitivity?
by Berger, Tino & Richter, Julia

2017 Google data in bridge equation models for German GDP
by Götz, Thomas B. & Knetsch, Thomas A.

2017 Financial crises and the dynamic linkages between stock and bond returns
by Eraslan, Sercan & Ali, Faek Menla

2017 Asymmetric arbitrage trading on offshore and onshore renminbi markets
by Eraslan, Sercan

2017 The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model
by Kerssenfischer, Mark

2017 Supplements to ¡°Directionally Differentiable Econometric Models¡±
by JIN SEO CHO & HALBERT WHITE

2017 Directionally Differentiable Econometric Models
by JIN SEO CHO & HALBERT WHITE

2017 Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs
by Ellahie, Atif & Ricco, Giovanni

2017 The Transmission of Monetary Policy Shocks
by Miranda-Agrippino, Silvia & Ricco, Giovanni

2017 Revisiting the Macroeconomic Effects of Labor Reallocation
by Emmanouil Gkiourkas, Theodore Panagiotidis, Gianluigi Pelloni

2017 Threshold cointegration and adaptive shrinkage
by Florian Huber & Thomas Zörner

2017 The shortage of safe assets in the US investment portfolio: Some international evidence
by Florian Huber & Maria Teresa Punzi

2017 Business Cycle Dating after the Great Moderation: A Consistent Two – Stage Maximum Likelihood Method
by Gilbert Mbara

2017 Designing a simple loss function for central banks: Does a dual mandate make sense?
by Davide Debortoli & Jinill Kim & Jesper Lindé & Ricardo Nunes

2017 Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations
by Luciano de Castro & Antonio F. Galvao & David M. Kaplan

2017 U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict
by Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar

2017 Connecting VIX and Stock Index ETF
by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer

2017 The Fiction of Full BEKK
by Chia-Lin Chang & Michael McAleer

2017 Has Algeria suffered from the dutch disease?: Evidence from 1960–2013 data
by Gasmi, Farid & Laourari, Imène

2017 Forecasting football match results in national league competitions using score-driven time series models
by Siem Jan S.J. Koopman & Rutger Lit

2017 Interquantile Expectation Regression
by Sander Barendse

2017 The Fiction of Full BEKK
by Chia-Lin Chang & Michael McAleer

2017 Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers
by Joscha Beckmann & Robert Czudaj

2017 Beef Price Volatility in Turkey: Can Import Policy Affect the Price and Its Uncertainty?
by Meltem Gulenay Chadwick & Emine Meltem Bastan

2017 Mean-Reversion in Unprocessed Food Prices
by Kurmas Akdogan

2017 A semi-parametric point process model of the interactions between equity markets
by Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V

2017 Full Information Estimation of Household Income Risk and Consumption Insurance
by Arpita Chatterjee & James Morley & Aarti Singh

2017 When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects?
by Steven M. Fazzari & James Morley & Irina B. Panovska

2017 Identifying fertility contagion using random fertility shocks
by Rannveig Kaldager Hart & Sara Cools

2017 Mixed-frequency models for tracking short-term economic developments in Switzerland
by Alain Galli & Christian Hepenstrick & Rolf Scheufele

2017 On the structure of state space systems with unit roots
by Massimo Franchi

2017 Measuring The International Dimension Of Output Volatility
by Gerdie Everaert & Martin Iseringhausen

2017 Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model
by Gianluca Cubadda & Barbara Guardabascio

2017 The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries
by Ansgar Belke & Dominik Kronen

2017 International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach
by Ansgar Belke & Thomas Osowski

2017 Revisiting the macroeconomic effects of labor reallocation
by Emmanouil Gkiourkas & Theodore Panagiotidis & Gianluigi Pelloni

2017 Temperature anomalies, radiative forcing and ENSO
by Claudio Morana & Giacomo Sbrana

2017 Propagación de Choques de Encaje en el Sistema Bancario Peruano
by Vega, Marco & Chávez, Joselin

2017 Monetary Aggregates and Monetary Policy in Peru
by Lahura, Erick

2017 Un Indicador Líder de Actividad Real para el Perú
by Pérez, Fernando & Ghurra, Omar & Grandez, Rodrigo

2017 UQICD v2.1.2 User Guide
by D.S. Prasada Rao & Alicia N. Rambaldi & K. Renuka Ganegodage & L. T. Huynh & Howard E. Doran

2017 Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
by Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu

2017 Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016
by Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta

2017 U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict
by Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar

2017 Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach
by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou

2017 A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach
by Rangan Gupta & Hardik A. Marfatia

2017 The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures
by Walid Bahloul & Rangan Gupta

2017 The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises
by Hardik A. Marfatia & Rangan Gupta & Esin Cakan

2017 Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach
by Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar

2017 El rol de los regímenes de precipitaciones sobre la dinámica de precios y actividad del sector agropecuario de la República Dominicana durante el período 2000-2016
by Checo, Ariadne & Mejía, Mariam & Ramírez, Francisco A.

2017 Threshold cointegration and spatial price transmission when expectations matter
by Lence, Sergio & Moschini, Giancarlo & Santeramo, Fabio Gaetano

2017 Effects of Fiscal Policy Shocks in CE3 Countries (TVAR Approach)
by Mirdala, Rajmund & Kameník, Martin

2017 Time Varying VAR Analysis for Disaggregated Exchange Rate Pass-through in Tunisia
by Dahem, Ahlem & Skander, Slim & Fatma, Siala Guermazi

2017 An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series
by Maheu, John M & Song, Yong

2017 Chocs macroéconomiques et intégration d’une union économique et monétaire: cas du Nigéria
by Nassirou, Aïchat

2017 Does Financial Development Lead to Poverty Reduction in China? Time Series Evidence
by Ho, Sin-Yu & Njindan Iyke, Bernard

2017 Empirical Reassessment of Bank-based Financial Development and Economic Growth in Hong Kong
by Ho, Sin-Yu & Njindan Iyke, Bernard

2017 Refined Measures of Dynamic Connectedness based on TVP-VAR
by Antonakakis, Nikolaos & Gabauer, David

2017 Bank capital and portfolio risk among Islamic banks
by Syed Abul, Basher & Lawrence M., Kessler & Murat K., Munkin

2017 Investigating the interdependence between non-hydroelectric renewable energy, agricultural value added, and arable land use in Argentina
by Ben Jebli, Mehdi & Ben Youssef, Slim

2017 Is All Infrastructure Investment Created Equal? The Case of Portugal
by Pereira, Alfredo & Pereira, Rui

2017 Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach
by Shahbaz, Muhammad & Balcilar, Mehmet & Ozdemir, Zeynel Abidin

2017 Detecting Co-Movements in Noncausal Time Series
by Cubadda, Gianluca & Hecq, Alain & Telg, Sean

2017 Aggregate Density Forecasting from Disaggregate Components Using Large VARs
by Cobb, Marcus P A

2017 Stock market efficiency in South Eastern Europe: testing return predictability and presence of calendar effects
by Filipovski, Vladimir & Tevdovski, Dragan

2017 Threshold convergence between the federal fund rate and South African equity returns around the colocation period
by Phiri, Andrew

2017 Firms' Dynamics and Business Cycle: New Disaggregated Data
by Lorenza Rossi & Emilio Zanetti Chini

2017 An Automatic Leading Indicator Based Growth Forecast For 2016-17 and The Outlook Beyond
by Chakravartti, Parma & Mundle, Sudipto

2017 The Political Economy of Real Exchange Rate Behavior: Theory and Empirical Evidence for Developed and Developing Countries, 1960-2010
by Francisco A. Martínez-Hernández

2017 Inference on Risk Premia in the Presence of Omitted Factors
by Stefano Giglio & Dacheng Xiu

2017 Tempered Particle Filtering
by Edward Herbst & Frank Schorfheide

2017 Estimating Global Bank Network Connectedness
by Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yılmaz

2017 Exchange rate forecasting with DSGE models
by Marcin Kolasa & Michał Rubaszek & Michele Ca' Zorzi

2017 Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting
by Siem Koopman & André Lucas & Marcin Zamojski

2017 Bayesian Inference for a 1-Factor Copula Model
by Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos

2017 Coherent Probabilistic Forecasts for Hierarchical Time Series
by Souhaib Ben Taieb & James W. Taylor & Rob J. Hyndman

2017 The contribution of jumps to forecasting the density of returns
by Christophe Chorro & Florian Ielpo & Benoît Sévi

2017 Measuring the Effects of Oil Price and Euro-area Shocks on CEECs Business Cycles
by Antonella Cavallo & Antonio Ribba

2017 The Macroeconomics Outcome of Oil Shocks in the Small Eurozone Economies
by Raphael Raduzzi & Antonio Ribba

2017 Measuring the Effects of Oil Price and Euro-area Shocks on CEECs Business Cycles
by Antonella Cavallo & Antonio Ribba

2017 Measuring the Effects of Oil Price and Euro-area Shocks on CEECs Business Cycles
by Antonella Cavallo & Antonio Ribba

2017 The Macroeconomics Outcome of Oil Shocks in the Small Eurozone Economies
by Raphael Raduzzi & Antonio Ribba

2017 Temperature anomalies, radiative forcing and ENSO
by Claudio, Morana & Giacomo, Sbrana

2017 Infrastructure Investment, Labor Productivity, and International Competitiveness: The Case of Portugal
by Alfredo Marvão Pereira & Rui Manuel Pereira

2017 Determinants of the Portuguese GDP stagnation during the 2001-2014 period: an empirical investigation
by Carlos Figueira

2017 Unemployment or Credit: Who Holds The Potential? Results From a Small-Open Economy
by Mihnea Constantinescu & Anh Dinh Minh Nguyen

2017 Stochastic processes of limited frequency and the effects of oversampling
by D.S.G. Pollock

2017 Trends Cycles And Seasons: Econometric Methods Of Signal Extraction
by D.S.G. Pollock

2017 Do Misperceptions about Demand Matter? Theory and Evidence
by Kenza Benhima & Céline Poilly

2017 Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
by Massimo Franchi & Søren Johansen

2017 Testing R&D-Based Endogenous Growth Models
by Peter K. Kruse-Andersen

2017 Cointegration between trends and their estimators in state space models and CVAR models
by Søren Johansen & Morten Nyboe Tabor

2017 A Conditionally Beta Distributed Time-Series Model With Application to Monthly US Corporate Default Rates
by Thor Pajhede

2017 Dynamic Impact of Credit Risk on the Real Economy in European Countries
by Shota Kai & Yoichi Matsubayashi

2017 Unconventional Monetary Policy Effects on Bank Lending in the Euro Area
by Stefan Behrendt

2017 How do oil producers respond to giant oil field discoveries?
by Jochen Güntner

2017 On the Exposure of the BRIC Countries to Global Economic Shocks
by Belke, Ansgar H. & Dreger, Christian & Dubova, Irina

2017 Macroeconomic factors behind financial instability
by Jan Behringer & Sabine Stephan & Thomas Theobald

2017 The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data
by Benedetta Frassi & Fabio Pammolli & Luca Regis

2017 Uncertainty and the Real Effects of Monetary Policy Shocks in the Euro Area
by Giovanni Pellegrino

2017 Economic Policy Uncertainty Spillovers in Booms and Busts
by Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres

2017 Uncertainty and Monetary Policy in Good and Bad Times
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari

2017 Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory
by Giovanni Pellegrino

2017 Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach
by Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres

2017 Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound
by Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino

2017 Labour market effects of wage inequality and skill-biased technical change in Germany
by Hutter, Christian & Weber, Enzo

2017 Industry Interdependency Dynamics in a Network Context
by Ya Qian & Wolfgang Karl Härdle & Cathy Yi-Hsuan Chen

2017 The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway
by Kyritsis, Evangelos & Serletis, Apostolos

2017 Origins of Spurious Long Memory
by Leschinski, Christian & Sibbertsen, Philipp

2017 Demand for seafood exports in Sri Lanka: Has Sri Lanka gained competitiveness after civil war
by Hasara Rathnasekara & Madhavie Herath & Shyama Ratnasiri & Ranjika Walisinghe

2017 Forecasting Inflation in Vietnam with Univariate and Vector Autoregressive Models
by Tran Thanh Hoa

2017 Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity
by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

2017 Safety, liquidity, and the natural rate of interest
by Del Negro, Marco & Giannone, Domenico & Giannoni, Marc & Tambalotti, Andrea

2017 International Evidence on Long-Run Money Demand
by Benati, Luca & Lucas, Robert E. & Nicolini, Juan Pablo & Weber, Warren E.

2017 Measuring International Uncertainty : The Case of Korea
by Minchul Shin & Boyuan Zhang & Molin Zhong & Dong Jin Lee

2017 Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area
by Fédéric Holm-Hadulla & Kirstin Hubrich

2017 Measuring the Natural Rate of Interest : Alternative Specifications
by Kurt F. Lewis & Francisco Vazquez-Grande

2017 GDP Trend-cycle Decompositions Using State-level Data
by Manuel Gonzalez-Astudillo

2017 A Unified Framework for Dimension Reduction in Forecasting
by Alessandro Barbarino & Efstathia Bura

2017 Understanding the Aggregate Effects of Credit Frictions and Uncertainty
by Balke, Nathan S. & Martinez-Garcia, Enrique & Zeng, Zheng

2017 Estimating the Natural Rate of Interest in an Open Economy
by Wynne, Mark A. & Zhang, Ren

2017 Measuring the World Natural Rate of Interest
by Wynne, Mark A. & Zhang, Ren

2017 Forecasting GDP Growth with NIPA Aggregates
by Knotek, Edward S. & Garciga, Christian

2017 Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting
by Knotek, Edward S. & Zaman, Saeed

2017 Temperature Anomalies, Radiative Forcing and ENSO
by Claudio Morana & Giacomo Sbrana

2017 Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?
by M. Hakan Eratalay & Evgenii Vladimirov

2017 The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach
by MOLTENI, Francesco, PAPPA, Evi

2017 Connecting VIX and Stock Index ETF
by Chang, C-L. & Hsieh, T-L. & McAleer, M.J.

2017 The Fiction of Full BEKK
by Chang, C-L. & McAleer, M.J.

2017 The natural rate of interest in a nonlinear DSGE model
by Yasuo Hirose & Takeki Sunakawa

2017 Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models
by Matteo Barigozzi & Marc Hallin & Stefano Soccorsi

2017 Forecasting economic activity in data-rich environment
by Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic

2017 Testing for Extreme Volatility Transmission with Realized Volatility Measures
by Christophe Boucher & Gilles de Truchis & Elena Dumitrescu & Sessi Tokpavi

2017 Hoarding international reserves and global liquidity expansion, what are the links and do they matter?
by Nady Rapelanoro

2017 Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis
by Helmut Lütkepohl & Thore Schlaak

2017 Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests
by Guglielmo Maria Caporale & Kefei You

2017 Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You

2017 Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques
by Guglielmo Maria Caporale & Luis A. Gil-Alana

2017 Central Bank Policy Rates: Are They Cointegrated?
by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana

2017 Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions
by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker

2017 Econometric Measurement of Earth's Transient Climate Sensitivity
by Thomas Leirvik & Peter C.B. Phillips & Trude Storelvmo

2017 Trends in distributional characteristics : Existence of global warming
by Gonzalo Muñoz, Jesús & Gadea Rivas, María Dolores

2017 Uncertainty and the Great Recession
by Born, Benjamin & Breuer, Sebastian & Elstner, Steffen

2017 Changing business models in international bank funding
by Gambacorta, Leonardo & Schiaffi, Stefano & van Rixtel, Adrian

2017 Uncertainty shocks, asset supply and pricing over the business cycle
by Bianchi, Francesco & Ilut, Cosmin & Schneider, Martin

2017 Efectos de variaciones del precio del petróleo en un escenario de incertidumbre sobre el crecimiento económico de Colombia: 2001-2016
by Daniel Felipe Cuervo & Camilo Ernesto Gómez & Miguel Antonio Melo & José Gregorio Ojeda

2017 Forecasting economic activity in data-rich environment
by Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic

2017 Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests
by Guglielmo Maria Caporale & Kefei You

2017 Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques
by Guglielmo Maria Caporale & Luis A. Gil-Alana

2017 Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You

2017 Central Bank Policy Rates: Are they Cointegrated?
by Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana

2017 Electoral Externalities in Federations - Evidence from German Opinion Polls
by Xenia Frei & Sebastian Langer & Robert Lehmann & Felix Roesel

2017 Identification through Heterogeneity
by Pooyan Amir-Ahmadi & Thorsten Drautzburg

2017 Identifying Uncertainty Shocks Using the Price of Gold
by Michele Piffer & Maximilian Podstawski

2017 The Impact of Monetary Strategies on Inflation Persistence
by Evžen Kocenda & Balázs Varga

2017 Separating Yolk from White: A Filter based on Economic Properties of Trend and Cycle
by Zhou, Peng

2017 Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures
by Dukpa Kim & Tatsushi Oka & Francisco Estrada & Pierre Perron

2017 Uncertainty and monetary policy in good and bad times
by Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela

2017 Estimating the real effects of uncertainty shocks at the zero lower bound
by Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni

2017 What drives business investment in the United Kingdom? Results from a firm-level VAR approach
by Melolinna, Marko

2017 Has the Fed responded to house and stock prices? A time-varying analysis
by Knut Are Aastveit & Francesco Furlanetto & Francesca Loria

2017 Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?
by Davide Debortoli & Jinill Kim & Jesper Lindé & Ricardo Nunes

2017 The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty
by O. Grishchenko & S. Mouabbi & J.-P. Renne

2017 Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets
by S. Avouyi-Dovi & C. Labonne & R. Lecat & S. Ray

2017 Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis
by K. Istrefi & S. Mouabbi

2017 Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico
by Capistrán Carlos & Chiquiar Daniel & Hernández Juan R.

2017 Large time-varying parameter VARs: a non-parametric approach
by George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti

2017 The financial stability dark side of monetary policy
by Piergiorgio Alessandri & Antonio Maria Conti & Fabrizio Venditti

2017 Real and financial cycles: estimates using unobserved component models for the Italian economy
by Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini

2017 Immigration and the macroeconomy: some new empirical evidence
by Francesco Furlanetto & Ørjan Robstad

2017 Has the Fed responded to house and stock prices? A time-varying analysis
by Knut Are Aastveit & Francesco Furlanetto & Francesca Loria

2017 The evolution of regional economic interlinkages in Europe
by María Dolores Gadea-Rivas & Ana Gómez-Loscos & Danilo Leiva-Leon

2017 Regional business cycles across europe
by Eduardo Bandrés & María Dolores Gadea-Rivas & Ana Gómez-Loscos

2017 Investment price rigidity and business cycles
by Alban Moura

2017 Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals
by Lorenzo Pozzi & Barbara Sadaba

2017 A Dynamic Factor Model for Nowcasting Canadian GDP Growth
by Tony Chernis & Rodrigo Sekkel

2017 Terms-of-Trade and House Price Fluctuations: A Cross-Country Study
by Paul Corrigan

2017 Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence
by Massimo Guidolin & Francesco Chincoli

2017 Was Colonialism Fiscally Sustainable? An Empirical Examination of the Colonial Finances of Spanish America
by Javier L. Arnaut

2017 Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis
by Matthew T. Holt & Timo Teräsvirta

2017 Global shocks and their impact on the Tanzanian economy
by Haile, Fiseha

2017 Testing the convergence hypothesis for OECD countries: A reappraisal
by Gadea Rivas, Maria Dolores & Sanz Villarroya, Isabel

2017 Revisiting the Invisible Hand Hypothesis: A Comparative Study between Bulgaria and Germany
by Vasilev, Aleksandar & Gesheva, Nadezhda

2017 Impact of Terms-of-Trade on Slovakia, the Czech Republic, and Croatia in the Short Run
by Szomolányi Karol & Lukáčik Martin & Lukáčiková Adriana

2017 Global Credit Supply and External Exposure in Turkey
by Amira Karimova & Ahmet Caliskan & Jamshid Karimov

2017 Credit Risk Determinants in the Vulnerable Economies of Europe: Evidence from the Spanish Banking System
by Gila-Gourgoura, E. & Nikolaidou, E.

2017 Volatility spillover effects in interbank money markets
by Pedro Pires Ribeiro & José Dias Curto

2017 Disaggregated military expenditure and the debt level in Nigeria
by Sakiru Adebola Solarin

2017 Further evidence on the geographical concentration of venture capital investments
by Simon K. Medcalfe & Mark A. Thompson

2017 Fiscal deficit and inflation linkages in India: tracking the transmission channels
by M. R. Anantha Ramu & K. Gayithri

2017 India’s Potential Output Revisited
by Barendra Kumar Bhoi & Harendra Kumar Behera

2017 Corporate social responsibility and financial performance: event study cases
by Yu-Shan Wang & Yi-Jie Chen

2017 The Predictive Content of Business Survey Indicators: Evidence from SIGE
by Tatiana Cesaroni & Stefano Iezzi

2017 Are Microstates Necessarily Led by Their Bigger Neighbors’ Business Cycle? The Case of Liechtenstein and Switzerland
by Andreas Brunhart

2017 Assessing the economic effects of server launches in free-to-play MMO games
by Sebastian Voigt & Oliver Hinz

2017 The dynamic relationship between health expenditure and economic growth: is the health-led growth hypothesis valid for Turkey?
by Emre Atilgan & Dilek Kilic & Hasan Murat Ertugrul

2017 A dynamic factor model for nowcasting Canadian GDP growth
by Tony Chernis & Rodrigo Sekkel

2017 Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter
by Martyna Marczak & Víctor Gómez

2017 Housing price–volume correlations and boom–bust cycles
by Chien-Chiang Lee & Chin-Yu Wang & Jhih-Hong Zeng

2017 Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs
by Xiaojie Xu

2017 A contribution to the analysis of historical economic fluctuations (1870–2010): filtering, spurious cycles, and unobserved component modeling
by José Luis Cendejas & Félix-Fernando Muñoz & Nadia Fernández-de-Pinedo

2017 Dışa Açıklık ile İşsizlik Arasındaki İlişki: Seçilmiş AB Ülkeleri ve Türkiye Üzerine Zamana Göre Değişen Parametreli Bir Analiz Algıları
by Ramazan EKİNCİ & Osman TÜZÜN & Fatih CEYLAN & Hakan KAHYAOĞLU

2017 The Sense Of Causality Between Growth And Economic Development: An Essay On Var Modeling In The Case Of Tunisia
by Mohamed Mabrouki

2017 Байесовский Подход К Оценке Воздействия Внешних Шоков На Макроэкономические Показатели России
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2017 Zimbabwe’s Trade Performance Under Alternative Trade Policy Regimes
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2017 ‘Twin Deficits’ Hypothesis
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2017 Modelling an Emergent Economy and Parameter Instability Problem
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2017 Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework
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2017 The Stationarity of Consumption-Income Ratios: Nonlinear Evidence in ASEAN Countries
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2017 The Tax Effects of Health Expenditures on Aging Economies: Empirical Evidence on Selected OECD Countries
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2017 The Impact Of Financial Crises On The Short-Term Interaction Between Balkan Stock Markets
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2017 Secular Stagnation in Non-EMU European Countries : Equilibrium Real Rate Approach
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2017 Selection and Market Timing Ability of BIST 30 Indexes Funds
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2017 Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2
by Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey

2017 The Effects of Workers’ Remittances on Exchange Rate Volatility and Exports Dynamics - New Evidence from Pakistan
by Adnan Khurshid & Yin Kedong & Adrian Cantemir Calin & Khalid Khan

2017 Impact of Investments in Public Infrastructures on Economic Performance and Private Investment in Developing Countries: A Case Study for Tunisia
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2017 The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty
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2017 A Comprehensive Method for House Price Sustainability Assessment in the Czech Republic
by Hana Hejlová & Michal Hlaváček & Luboš Komárek

2017 Univariate and Bivariate Volatility in Central European Stock Markets
by Boţoc Claudiu

2017 Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets
by Laura Wallenius & Elena Fedorova & Sheraz Ahmed & Mikael Collan

2017 Pronosticando la inflación mensual en Colombia un paso hacia delante: una aproximación "de abajo hacia arriba" || Forecasting the Colombian Monthly Inflation One Step Ahead: A "Bottom to Top" Approach
by Alonso, Julio César & Rivera, Andrés Felipe

2017 Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets
by Hanxue Yang & Juho Kanniainen

2017 An Investigation into Multivariate Variance Ratio Statistics and their Application to Stock Market Predictability
by Seok Young Hong & Oliver Lintono & Hui Jun Zhang

2017 The Price Evolution In The Context Of Economic Crisis
by Doriana Andreea Ramescu & Nicoleta Sirghi

2017 Using Wavelets In Economics. An Application On The Analysis Of Wage-Price Relation
by Vasile-Aurel Caus & Daniel Badulescu & Mircea Cristian Gherman

2017 Relationship Between Public Expectations and Financial Market Dynamics in South- East Europe Capital Markets
by Ani Stoitsova-Stoykova

2017 Co-Movement Of The Capital Markets Of Southeast Europe During The Period 2005-2015
by ANI STOITSOVA-STOYKOVA

2017 Economic integration, economic crises and economic cycles in Mexico
by Cuauhtémoc Calderón Villarreal

2017 Integración económica, crisis económicas y ciclos económicos en México
by Cuauhtémoc Calderón Villarreal

2017 Calificación riesgo país y flujos de capital en México: 1998-2012/Country risk rating and capital flows in Mexico: 1998-2012
by ROSAS CHIMAL, MARIO ALBERTO & FLORES ORTEGA, MIGUEL

2017 Financial Development, Investment and Economic Growth: Evidence from Nigeria
by Umar Bida Ndako

2017 Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? An empirical study of the Ohlson model
by Chen-Yin Kuo

2017 The Impact of US Uncertainty Shocks on Small Open Economies
by Pär Stockhammar & Pär Österholm

2017 The relationship between population growth and standard-of-living 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

2017 International stock return predictability: Is the role of U.S. time-varying?
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta

2017 Impacts of realized volatility of oil price over foreign trade related activities in Turkey
by Suleyman Degirmen & Omur Saltik

2017 Symmetry, proportionality and productivity bias hypothesis: evidence from panel-VAR models
by Manuchehr Irandoust

2017 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 Segnon

2017 Monetary Transmission Channels In Bangladesh: Evidence From A Floating Exchange Rate Regime
by Sayera Younus

2017 Interaction Between Monetary Policy And Exchange Rate Stabilization Policy In Bangladesh: A Joint Analysis Using Svar Model
by M. Muzahidul Anam Khan & A. K. M. Atiqur Rahman

2017 Does U.S. Sub-Prime Crisis Impede Asian Equity Indices Integration Strengthens? An Ardl-Bounds Testing Approach
by Rizwan Ali Author-Name: Yanping Liu Author-Name: Ramiz Ur Rehman & Youyuan Zheng

2017 Demanda de energía eléctrica en Bolivia: un modelo SARIMA-GARCH & ARN. Demand of electric energy in Bolivia: a model SARIMA-GARCH & ARN
by Edward E. Herman Pinaya & Alcides V. Oxa Gerónimo & Rolly R. Vásquez Macedo

2017 Disentangling the Relationship between News Media and Consumers' Inflation Sentiment: the Case of Croatia
by Ivana Lolic & Petar Soric & Mirjana Cizmesija

2017 Linkages Between Equity and Global Food Markets: New Evidence from Including Structural Changes
by Mofleh Alshogeathri & Jamel Jouini

2017 Uso de agregados monetarios como indicadores de la evolución futura de los precios al consumidor: crecimiento monetario y meta de inflación
by Ramos-Francia, Manuel & Noriega, Antonio E. & Rodríguez-Pérez, Cid Alonso

2017 Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives
by Alexandridis, G. & Sahoo, S. & Visvikis, I.

2017 Dependence patterns among Asian banking sector stocks: A copula approach
by Mensah, Jones Odei & Premaratne, Gamini

2017 The use of open source internet to analysis and predict stock market trading volume
by Moussa, Faten & BenOuda, Olfa & Delhoumi, Ezzeddine

2017 Investigating the leverage effect in commodity markets with a recursive estimation approach
by Chevallier, Julien & Ielpo, Florian

2017 Financial intermediary leverage spillovers
by Serletis, Apostolos & Istiak, Khandokar

2017 Stock return and volatility reactions to information demand and supply
by Moussa, Faten & Delhoumi, Ezzeddine & Ouda, Olfa Ben

2017 Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach
by Evgenidis, Anastasios & Tsagkanos, Athanasios & Siriopoulos, Costas

2017 Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis
by Cardona, Laura & Gutiérrez, Marcela & Agudelo, Diego A.

2017 Exploring international linkages using generalised connectedness measures: The case of Korea
by Park, Hail & Shin, Yongcheol

2017 Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis
by Kumar, Dilip

2017 Spillover effects of debt and growth in the euro area: Evidence from a GVAR model
by Kempa, Bernd & Khan, Nazmus Sadat

2017 Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks
by Kim, Myeong Hyeon & Sun, Lingxia

2017 Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants
by Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Hammoudeh, Shawkat & Shahbaz, Muhammad

2017 Study of the environmental Kuznets curve for transport carbon dioxide emissions in Saudi Arabia
by Alshehry, Atef Saad & Belloumi, Mounir

2017 Testing the Kuznets Curve hypothesis for Qatar: A comparison between carbon dioxide and ecological footprint
by Mrabet, Zouhair & Alsamara, Mouyad

2017 Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach
by Teye, Alfred Larm & Ahelegbey, Daniel Felix

2017 Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach
by Teye, Alfred Larm & Ahelegbey, Daniel Felix

2017 Monetary policy deviations: A Bayesian state-space analysis
by Scott, C. Patrick & Barari, Mahua

2017 The impact of randomness on the distribution of wealth: Some economic aspects of the Wright–Fisher diffusion process
by Bouleau, Nicolas & Chorro, Christophe

2017 Tail dependence and information flow: Evidence from international equity markets
by Al Rahahleh, Naseem & Bhatti, M. Ishaq & Adeinat, Iman

2017 Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods
by Hkiri, Besma & Hammoudeh, Shawkat & Aloui, Chaker & Yarovaya, Larisa

2017 Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model
by Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis

2017 The savings and investment relationship: The Feldstein–Horioka puzzle revisited
by Khan, Saleheen

2017 Uncertainty and employment dynamics in the euro area and the US
by Netšunajev, Aleksei & Glass, Katharina

2017 The shortage of safe assets in the US investment portfolio: Some international evidence
by Huber, Florian & Punzi, Maria Teresa

2017 Black swan events and safe havens: The role of gold in globally integrated emerging markets
by Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah

2017 Risk assessment on euro area government bond markets – The role of governance
by Boysen-Hogrefe, Jens

2017 Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR
by Ellington, Michael & Florackis, Chris & Milas, Costas

2017 Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach
by Potjagailo, Galina

2017 European equity market integration and joint relationship of conditional volatility and correlations
by Virk, Nader & Javed, Farrukh

2017 The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan
by Hanisch, Max

2017 International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe
by Fadejeva, Ludmila & Feldkircher, Martin & Reininger, Thomas

2017 The impact of monetary policy on corporate bonds under regime shifts
by Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela

2017 On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning
by de Truchis, Gilles & Dell’Eva, Cyril & Keddad, Benjamin

2017 Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach
by Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E.

2017 Identifying and measuring the contagion channels at work in the European financial crises
by Guidolin, Massimo & Pedio, Manuela

2017 An empirical comparison of transformed diffusion models for VIX and VIX futures
by Bu, Ruijun & Jawadi, Fredj & Li, Yuyi

2017 Spillovers between food and energy prices and structural breaks
by Al-Maadid, Alanoud & Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola

2017 Exchange rate forecasting with DSGE models
by Ca’ Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał

2017 Fair weather or foul? The macroeconomic effects of El Niño
by Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi

2017 Common and country specific economic uncertainty
by Mumtaz, Haroon & Theodoridis, Konstantinos

2017 Forecasting the German forest products trade: A vector error correction model
by Kolo, Horst & Tzanova, Polia

2017 Cross-sectional factor dynamics and momentum returns
by Avramov, Doron & Hore, Satadru

2017 Intraday price discovery in fragmented markets
by Ozturk, Sait R. & van der Wel, Michel & van Dijk, Dick

2017 Macro news and exchange rates in the BRICS
by Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola

2017 Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium
by Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai

2017 Oil price shocks and stock returns of oil and gas corporations
by Diaz, Elena Maria & de Gracia, Fernando Perez

2017 Stock market volatility spillovers: Evidence for Latin America
by Gamba-Santamaria, Santiago & Gomez-Gonzalez, Jose Eduardo & Hurtado-Guarin, Jorge Luis & Melo-Velandia, Luis Fernando

2017 Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach
by Evgenidis, Anastasios & Tsagkanos, Athanasios

2017 Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George

2017 Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data
by Degiannakis, Stavros & Potamia, Artemis

2017 Analysis of asymmetries in the nexus among energy use, pollution emissions and real output in South Africa
by Ndoricimpa, Arcade

2017 Shocks affecting electricity prices in Kenya, a fractional integration study
by Gil-Alana, Luis A. & Mudida, Robert & Carcel, Hector

2017 Another look on the relationships between oil prices and energy prices
by Lahiani, Amine & Miloudi, Anthony & Benkraiem, Ramzi & Shahbaz, Muhammad

2017 Econometric analysis of 15-minute intraday electricity prices
by Kiesel, Rüdiger & Paraschiv, Florentina

2017 The long-run oil–natural gas price relationship and the shale gas revolution
by Caporin, Massimiliano & Fontini, Fulvio

2017 How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?
by Jadidzadeh, Ali & Serletis, Apostolos

2017 Analyzing light fuel demand elasticities in Brazil using cointegration techniques
by Rodrigues, Luciano & Bacchi, Mirian Rumenos Piedade

2017 The relationship between global oil price shocks and China's output: A time-varying analysis
by Cross, Jamie & Nguyen, Bao H.

2017 Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks
by Kim, Won Joong & Hammoudeh, Shawkat & Hyun, Jun Seog & Gupta, Rangan

2017 Forecasting oil and stock returns with a Qual VAR using over 150years off data
by Gupta, Rangan & Wohar, Mark

2017 The role of oil prices in the forecasts of South African interest rates: A Bayesian approach
by Gupta, Rangan & Kotzé, Kevin

2017 Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA
by Rodríguez-Caballero, Carlos Vladimir & Ventosa-Santaulària, Daniel

2017 Foreign exchange predictability and the carry trade: A decomposition approach
by Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun

2017 Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors
by Kang, Byoung Uk & In, Francis & Kim, Tong Suk

2017 China's slowdown and global financial market volatility: Is world growth losing out?
by Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi

2017 Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes
by Majdoub, Jihed & Ben Sassi, Salim

2017 Asymptotic F and t tests in an efficient GMM setting
by Hwang, Jungbin & Sun, Yixiao

2017 Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
by Mosconi, Rocco & Paruolo, Paolo

2017 Tests of equal accuracy for nested models with estimated factors
by Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit

2017 Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
by Christensen, Bent Jesper & Varneskov, Rasmus Tangsgaard

2017 Estimation of integrated quadratic covariation with endogenous sampling times
by Potiron, Yoann & Mykland, Per A.

2017 Tests for conditional ellipticity in multivariate GARCH models
by Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G.

2017 Identification and estimation of non-Gaussian structural vector autoregressions
by Lanne, Markku & Meitz, Mika & Saikkonen, Pentti

2017 Forecasting cointegrated nonstationary time series with time-varying variance
by Tu, Yundong & Yi, Yanping

2017 Inference and testing on the boundary in extended constant conditional correlation GARCH models
by Pedersen, Rasmus Søndergaard

2017 Estimating smooth structural change in cointegration models
by Phillips, Peter C.B. & Li, Degui & Gao, Jiti

2017 Impulse response matching estimators for DSGE models
by Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz

2017 A new approach to model regime switching
by Chang, Yoosoon & Choi, Yongok & Park, Joon Y.

2017 Statistical inference for independent component analysis: Application to structural VAR models
by Gouriéroux, Christian & Monfort, Alain & Renne, Jean-Paul

2017 Revisiting inflation in the euro area allowing for long memory
by Hualde, Javier & Iacone, Fabrizio

2017 On weak identification in structural VARMA models
by Yao, Wenying & Kam, Timothy & Vahid, Farshid

2017 Explaining the time-varying effects of oil market shocks on US stock returns
by Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano

2017 Cointegration in singular ARMA models
by Deistler, Manfred & Wagner, Martin

2017 Foreign policy uncertainty shocks and US macroeconomic activity: Evidence from China
by Fontaine, Idriss & Didier, Laurent & Razafindravaosolonirina, Justinien

2017 A time series paradox: Unit root tests perform poorly when data are cointegrated
by Reed, W. Robert & Smith, Aaron

2017 Economic policy uncertainty and unemployment in the United States: A nonlinear approach
by Caggiano, Giovanni & Castelnuovo, Efrem & Figueres, Juan Manuel

2017 Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes
by Hualde, Javier & Iacone, Fabrizio

2017 On spurious regressions with partial unit root processes
by Tu, Yundong

2017 The asymmetric volatility in the gold market revisited
by Todorova, Neda

2017 Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula
by Chang, Kuang-Liang

2017 Macroeconomic and financial effects of oil price shocks: Evidence for the euro area
by Morana, Claudio

2017 What have we learned? Assessing the effectiveness of counterterrorism strategies in Pakistan
by Rehman, Faiz Ur & Nasir, Muhammad & Shahbaz, Muhammad

2017 The growth-volatility nexus: New evidence from an augmented GARCH-M model
by Trypsteen, Steven

2017 Efficient estimation of macroeconomic equations with unobservable states
by Morrisy, Stephen D.

2017 How credible is inflation targeting in Asia? A quantile unit root perspective
by Valera, Harold Glenn A. & Holmes, Mark J. & Hassan, Gazi M.

2017 Inflation-targeting and real interest rate parity: A bias correction approach
by Ding, Hui & Kim, Jaebeom

2017 How are Africa's emerging stock markets related to advanced markets? Evidence from copulas
by Mensah, Jones Odei & Alagidede, Paul

2017 The role of export composition in export-led growth in Australia and its regions
by Shafiullah, Muhammad & Selvanathan, Saroja & Naranpanawa, Athula

2017 Continuous time ARMA processes: Discrete time representation and likelihood evaluation
by Thornton, Michael A. & Chambers, Marcus J.

2017 Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
by Lee, Kyungsub & Seo, Byoung Ki

2017 On the cyclicity of regional house prices: New evidence for U.S. metropolitan statistical areas
by Flor, Michael A. & Klarl, Torben

2017 A Monte Carlo procedure for checking identification in DSGE models
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

2017 DSGE pileups
by Morris, Stephen D.

2017 What is the globalisation of inflation?
by Altansukh, Gantungalag & Becker, Ralf & Bratsiotis, George & Osborn, Denise R.

2017 Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?
by Wali, Muammer & Chan, Felix & Manzur, Meher

2017 Monetary policy transmission in Bangladesh: Exploring the lending channel
by Afrin, Sadia

2017 Brazil, 1981-2013: the effects of economic growth and income inequality on poverty
by Tabosa, Francisco José Silva & Castelar, Pablo Urano De Carvalho & Irffi, Guilherme

2017 The Mediating Role of the Entrepreneurial Intention in the Relationship between Critical Thinking and Employee Productivity Telecommunication Company of Isfahan
by Nooshin Rezaei & Mehraban Hadi Peykani

2017 The Effect of Pre-bankruptcy Financial Distress on Earnings Management Tools
by Sara Hassanpour & Mehdi Nazemi Ardakani

2017 Analysis on Economic Factors Affecting Corporate Social Responsibility in Private Organizations; Case Study: Private Organizations in West Azerbaijan Province
by Mahrokh Lotfollahi Haghi & Mehraban Hadi Peikani & Akbar Etebarian

2017 Studying the Relationship between Talent Management and Workforce Productivity in Governmental Organizations of Bam City
by Mehdi Jazini Zadeh & Yousuf Ahmadi

2017 Evaluation of the Performance of Bushehr’s Medical Sciences University and Health Service Center Based on the Organizational Excellence Model of Europe’s Quality Management Foundation
by Parvaneh Rastgoo

2017 Study of Effective Relationship Marketing on Service Quality Provided and Loyalty Customers (Case Study: Tehran Shahrvand Chain Stores)
by Mohammad Mahmoudi Maymand & Ali Kazemi & Nazanin Sadat Fatehi

2017 Validating the Healthy School Conceptual Model with an Emphasis on Organizational Health Dimension using Structural Equation Modelling
by Hamid Rahimian & Abbas Abbaspour & Mohammadreza Mehrgan & Fereshte Hedayati

2017 The Relationship Between Strategic Knowledge Management and Organizational Innovation (Case Study: Bushehr’s Medical Sciences University and Health Care Center)
by Parvaneh Rastgoo

2017 Multivariate Cointegration and Causality between Electricity Consumption, Economic Growth, Foreign Direct Investment and Exports: Recent Evidence from Vietnam
by Tuyen Ngoc Nguyen & Winai Wongsurawat

2017 On the Dynamics of Energy-growth Nexus: Evidence from a World Divided into Four Regions
by Luís Miguel Marques & José Alberto Fuinhas & António Cardoso Marques

2017 The Dynamics of Financial and Macroeconomic Determinants in Natural Gas and Crude Oil Markets: Evidence from Organization for Economic Cooperation and Development/Gulf Cooperation Council/Organization of the Petroleum Exporting Countries Countries
by Merve Karacaer-Ulusoy & Ayhan Kapusuzoglu

2017 Consequences of Oil and Food Price Shocks on the Ecuadorian Economy
by Jesser Roberto Paladines Amaiquema & Alexander Ruben Paladines Amaiquema

2017 Replacing Renewable Energy in Iranian Industries Using Optimal Models
by Mohsen Jalalimajidi & S. M. Seyedhosseini

2017 Economic Growth, Renewable Energy and Methane Emissions: Is there an Enviromental Kuznets Curve in Austria?
by Mayra Benavides & Kevin Ovalle & Carolina Torres & Tatiana Vinces

2017 Empirical Investigation of the Environmental Kuznets Curve Hypothesis for Nitrous Oxide Emissions for Mongolia
by Maralgua Och

2017 Economic Aspects of Innovations in Energy Storage
by Wadim Strielkowski & Evgeny Lisin

2017 Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications
by Ranjan Dasgupta

2017 Price Transmission in Iranian Wholesale-retail Meat Market: Implications for Market Power
by Mohammad Omrani & Mohammad Nabi Shahiki Tash & Ahmad Akbari

2017 The Causal Relationship between Economic Growth, Banking Sector Development and Stock Market Development in Selected Middle-East and North African Countries
by Vahid Puryan

2017 An Investigation of the Relationship between the Audit Quality and the Cost of Equity with Sustainable Profits
by Khosro Barzegarnezhad & Babak Jamshidinavid

2017 Analysis of Factors Affecting the Adoption and Use of Environmental Management Accounting to Provide a Conceptual Model
by Zohre Karimi & Mohsen Dastgir & Mehdi Arab Saleh

2017 Investigating Risk Effect and Profit Management on Bank Credit Risk
by Seyedeh Mahtab Farhadvand & Omid Jalilian

2017 Dynamic Relations between Stock Price and Exchange Rate: Evidence from South Asia
by Mostafa Ali & Gang Sun

2017 Linkages and Efficiency Between iTraxx Europe and Financial Market Dynamics in South-East Europe Capital Markets in Post-crisis Period
by Mariya Paskaleva & Ani Stoitsova-Stoykova

2017 Is Ecuador Real Gross Domestic Product per Capita and Other Macroeconomic Variables Cointegrated? An Autoregressive Distribution Lag Bound Test Approach
by Jesser Roberto Paladines Amaiquema

2017 Water Gain: As a Common Good Becomes a Financial Opportunity
by Cristiana Fiorelli & Marco Mele

2017 The Asymmetric Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Empirical Evidence from Bangladesh
by Said Zamin Shah & Said Zamin Shah & Ahmad Zubaidi Baharumshah & Muzafar Shah Habibullah & Law Siong Hook

2017 The Economics of Bounced Checks in Lebanon
by Samih Antoine Azar & Said Elfakhani & Khaled Abdallah

2017 Long Run Multiple Causality Measure on Economic Growth
by Ciprian ȘIPOȘ & Ioana VIAȘU

2017 Análisis de los ciclos del producto interno bruto agropecuario colombiano 1976-2013
by Alvaro Hernando Chaves Castro

2017 Evaluación de la Hipótesis de Kuznets para Colombia con una aproximación de series de tiempo: 1977-2005
by Julio César Alonso Cifuentes & Ángela María González Terán,

2017 El efecto de la política fiscal en expansión y recesión para Ecuador: un modelo MSVAR
by Paúl A. Carrillo Maldonado

2017 VEC-MSF models in Bayesian analysis of short- and long-run relationships
by Pajor Anna & Wróblewska Justyna

2017 Detecting capital market convergence clubs
by Beylunioglu Fuat C. & Stengos Thanasis & Yazgan M. Ege

2017 A semiparametric nonlinear quantile regression model for financial returns
by Avdulaj Krenar & Barunik Jozef

2017 The Impact Of Monetary Policy On Output And Inflation In India: A Frequency Domain Analysis
by Bhavesh Salunkhe & Anuradha Patnaik

2017 Interaction between the public attitudes and the stock exchange dynamics in Southeastern European countries
by Vladimir Tsenkov & Ani Stoitsova-Stoykova

2017 Twenty Years of Time Series Econometrics in Ten Pictures
by James H. Stock & Mark W. Watson

2017 Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay
by Kenneth D. West

2016 Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models
by Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong

2016 Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach
by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar

2016 Forecasting US GNP Growth: The Role of Uncertainty
by Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar

2016 Analysis of Herding in REITs of an Emerging Market: The Case of Turkey
by Omokolade Akinsomi & Yener Coskun & Rangan Gupta

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 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 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 LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index
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2016 Robust Evaluation of Multivariate Density Forecasts
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2016 Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation
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2016 Real Exchange Rates, Current Accounts and Competitiveness Issues in the Euro Area
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2016 International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound
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2016 Great Recession, Slow Recovery and Muted Fiscal Policies in the US
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2016 Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices
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2016 Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events
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2016 Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
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2016 Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes
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2016 Modelling volatility spillovers for bio-ethanol, sugarcane and corn
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2016 Testing for Deterministic Seasonality in Mixed-Frequency VARs
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2016 The Dynamic Factor Network Model with an Application to Global Credit-Risk
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2016 A Simple Test for Causality in Volatility
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2016 Is there really a Global Business Cycle? A Dynamic Factor Model with Stochastic Factor Selection
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2016 Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models
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2016 Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
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2016 Forecasting using Random Subspace Methods
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2016 Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes
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2016 Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns
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2016 Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads
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2016 Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model
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2016 Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture
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2016 Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area
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2016 Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices
by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang

2016 Connecting VIX and Stock Index ETF
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2016 Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?
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2016 Parallelization Experience with Four Canonical Econometric Models using ParMitISEM
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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
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2016 Fractionality and co-fractionality between Government Bond yields
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2016 Macroeconomic Regimes, Technological Shocks and Employment Dynamics
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2016 Credit cycles and real activity - the Swiss case
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2016 Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter
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2016 Housing market volatility connectedness among G7 countries
by Hahn Shik Lee & Woo Suk Lee

2016 Effects of Government Consumption shocks in China, Japan, and Korea
by Minju Jeong

2016 Effects of macroeconomic policy shock on the labour market dynamics in Australia
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2016 (A)symmetric shocks in CEECs and euro area
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2016 The contribution of education to economic growth: Evidence from Nepal
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2016 Oil Price shocks and theirs consequences on Sudan?s GDP growth and unemployment rates
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2016 Is There a SADC Business Cycle? Evidence from a Dynamic Factor Model
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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
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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
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2016 A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models
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2016 On the exposure of the BRIC countries to global economic shocks
by Ansgar Belke & Christian Dreger & Irina Dubova

2016 Government Spending Policy Uncertainty and Economic Activity: U.S. Time Series Evidence
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2016 A Predictive System for International Trade Growth
by Chon, Sora

2016 Spillovers of United States and People’s Republic of China Shocks on Small Open Economies: The Case of Indonesia
by Harahap, Berry & Bary, Pakasa & Panjaitan, Linda & Satyanugroho, Redianto

2016 The Impact of a People’s Republic of China Slowdown on Commodity Prices and Detecting the Asymmetric Responses of Economic Activity in Asian Countries to Commodity Price Shocks
by Ghoshray, Atanu & Pundit, Madhavi

2016 Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time–varying Parameter VAR
by Michael Ellington & Chris Florackis & Costas Milas

2016 Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship
by Shuping Shi & Stan Hurn & Peter C B Phillips

2016 Volatility Co-movement and the Great Moderation. An Empirical Analysis
by Haroon Mumtaz & Konstantinos Theodoridis

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

2016 Bayesian Vector Autoregressions with Non-Gaussian Shocks
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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
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2016 The cointegrated vector autoregressive model with general deterministic terms
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2016 Interest rate pass-through: a nonlinear vector error-correction approach
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2016 A Matlab program and user's guide for the fractionally cointegrated VAR model
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2016 Simplified Spectral Analysis and Linear Filters for Analysis of Economic Time Series
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2016 Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs
by Omokolade Akinsomi & Yener Coskun & Rangan Gupta & Chi Keung Marco Lau

2016 The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model
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2016 Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty
by Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee

2016 Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
by Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou

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 one-trading-day-ahead forecast errors of intra-day realized volatility
by Degiannakis, Stavros

2016 Effects of Fiscal Policy Shocks in the Euro Area (Lessons Learned from Fiscal Consolidation)
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2016 Government spending, GDP and exchange rate in Zero Lower Bound: measuring causality at multiple horizons
by MAO TAKONGMO, Charles Olivier

2016 بررسی اثرگذاری واردات کالاهای مصرفی، واسطه‌ای و سرمایه‌ای در روند انتقال نوسانات قیمت نفت خام به بخش صنعت و معدن در ایران
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2016 The role of money as an important pillar for monetary policy: the case of Albania
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2016 Foreign currency lending in Albania
by Shijaku, Gerti

2016 Does bank competition affect bank stability after the global financial crisis?
by Shijaku, Gerti

2016 The Role of Social and Economic Infrastructure in Manufacturing Sector Performance in Nigeria
by Mesagan, Ekundayo P. & Ezeji, Amarachi C.

2016 Analyse Du Lien Entre Les Emissions De Co2, Leur Restriction Et La Croissance Economique Du Togo
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2016 The impact of real oil revenues fluctuations on economic growth in Algeria: evidence from 1960-2015 data
by LAOURARI, Imène & GASMI, Farid

2016 La Dette Exterieure Handicape T’Elle La Croissance Economique Du Togo ?
by KPEMOUA, Palakiyèm

2016 Croissance agricole, transformation locale des ressources naturelles et industrialisation au Togo
by KPEMOUA, Palakiyèm

2016 Diversification des exportations et transformation structurelle au Maroc: Quel rôle pour les IDE ?
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2016 The sense of causality between growth and economic development: an essay on VAR modeling in the case of Tunisia
by Mabrouki, Mohamed

2016 A small scale forecasting and simulation model for Azerbaijan (FORSAZ)
by Huseynov, Salman & Mammadov, Fuad

2016 Fiscal deficit composition and economic growth relation in India: A time series econometric analysis
by Ramu M R, Anantha & Gayithri, K

2016 A General framework for modelling mortality to better estimate its relationship with interest rate risks
by Apicella, Giovanna & Dacorogna, Michel M

2016 Identifying the Effects of Monetary Policy Shock on Output and Prices in Thailand
by Jiranyakul, Komain

2016 On the Sources of the Feldstein-Horioka Puzzle across Time and Frequencies
by Ko, Jun-Hyung & Funashima, Yoshito

2016 Asymmetries in the revenue-expenditure nexus: New evidence from South Africa
by Phiri, Andrew

2016 International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?
by Bua, Giovanna & Trecroci, Carmine

2016 Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data
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2016 Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model
by Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan

2016 Dynamics of Twin Deficits in South Asian Countries
by Mumtaz, Kinza & Munir, Kashif

2016 Testing Wagner versus Keynesian Hypothesis for Pakistan: The Role of Aggregate and Disaggregate Expenditure
by Ali, Wajid & Munir, Kashif

2016 Energy Consumption and Economic Growth in Pakistan: A Sectoral Analysis
by Nadeem, Sana & Munir, Kashif

2016 Changes in the optimal tax rate in South Africa prior and subsequent to the global recession period
by Motloja, Lehlohonolo & Makhoana, Tsholofelo & Kassoma, Rooyen & Houdman, Rozadian & Phiri, Andrew

2016 Exchange rate Pass-through and Monetary Policy in Transition Economy: Evidence from Tunisia with disaggregated VAR Analysis
by Dahem, Ahlem & Siala Guermazi, Fatma

2016 Nonlinear impact of inflation on economic growth in South Africa: A smooth transition regression (STR) analysis
by Khoza, Keorapetse & Thebe, Relebogile & Phiri, Andrew

2016 Nonparametric Dynamic Conditional Beta
by Maheu, John M & Shamsi, Azam

2016 Modeling Business Cycle Fluctuations through Markov Switching VAR:An Application to Iran
by Moradi, Alireza

2016 Analysis of the relationship between Oil price, Exchange rate and Stock market in Nigeria
by Raheem, Aremu Idowu & Ayodeji, Musa Adebiyi

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
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2016 Testing for Non-Fundamentalness
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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
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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
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2016 Policy of energy poverty alleviation and quality of life in Poland
by Michal Litwinski

2016 Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach
by Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres

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

2016 Cheap Talk in a New Keynesian Model
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2016 Jobless Recoveries: The Interaction between Financial and Search Frictions
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2016 Exchange Rate Pass-Through to Domestic Prices in the European Transition Economies
by Rajmund Mirdala

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

2016 Reviving Private Investment in India: Determinants and Policy Levers
by Chhibber, Ajay & Kalloor, Akshata

2016 Real Exchange Rate, Effective Demand, and Economic Growth: Theory and Empirical Evidence for Developed and Developing Countries, 1960-2010
by Francisco A. Martínez-Hernández

2016 The Evolution of U.S. Monetary Policy: 2000 - 2007
by Michael T. Belongia & Peter N. Ireland

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

2016 Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models
by Dobromił Serwa & Piotr Wdowiński

2016 Persistent Liquidity
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2016 Grouped functional time series forecasting: An application to age-specific mortality rates
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2016 Data-driven particle Filters for particle Markov Chain Monte Carlo
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2016 CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence
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2016 CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series
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2016 VAR Information and the Empirical Validation of DSGE Models
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2016 The impact of credit supply shocks and a new FCI based on a FAVAR approach
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2016 Time variation, asymmetry and threshold effect in Malta's Phillips curve
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2016 Rare Events and Risk Perception: Evidence from Fukushima Accident
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2016 Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market
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2016 Structural Analysis With Mixed Frequency: Monetary Policy, Uncertainty And Gross Capital Flows
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2016 Dalle motivazioni alla soddisfazione: come i turisti russi giudicano l'Italia
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2016 PIIGS in the Euro Area. An Empirical DSGE Model
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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 Relative Price Dispersion and In flation: Evidence for the UK and the US
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2016 Are Banking Shocks Contagious? Evidence from the Eurozone
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2016 Intraday volatility, trading volume and trading intensity in the interbank market e-MID
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2016 Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions
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2016 Loan supply shocks in Macedonia: a Bayesian SVAR approach with sign restrictions
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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 Relationship Between Inflation and Economic Activity and Its Variation Over Time in Latvia
by Andrejs Bessonovs & Olegs Tkacevs

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 Modeling changes in U.S. monetary policy
by Anh Nguyen & Efthymios Pavlidis & David Alan Peel

2016 Business Cycles, Asset Prices, and the Frictions of Capital and Labor
by Hirokazu Mizobata & Hiroki Toyoda

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 Frequency aspects of information transmission in a network of three Western equity markets
by Harald Schmidbauer & Angi Rosch & Erhan Uluceviz

2016 The effects of oil supply and demand shocks on U.S. consumer Sentiment
by Jochen Güntner & Katharina Linsbauer

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 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 Gold in Monetary Transmission - Some Evidence of Nonlinearities
by Shubhasis Dey

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 Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S
by Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli

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 The Diffusion and Dynamics of Producer Prices, Deflationary Pressure across Asian Countries, and the Role of China
by Hongyi Chen & Michael Funke & Andrew Tsang

2016 Measuring Spillovers between the US and Emerging Markets
by Tom Pak Wing FongAuthor-Workplace-Name: Research Department, Hong Kong Monetary Authority & Ka Fai LiAuthor-Workplace-Name: Research Department, Hong Kong Monetary Authority & Angela Kin Wan Sze

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 The Impact of US Uncertainty Shocks on Small Open Economies
by Stockhammar, Pär & Österholm, Pär

2016 Do Inflation Expectations Granger Cause Inflation?
by Stockhammar, Pär & Österholm, Pär

2016 Short Run Effects of Fiscal Policy on GDP and Employment: Swedish Evidence
by Hjelm, Göran & Stockhammar, Pär

2016 Do Inflation Expectations Granger Cause Inflation?
by Stockhammar, Pär & Österholm, Pär

2016 Joint Modelling of Power Price, Temperature, and Hydrological Balance with a View towards Scenario Analysis
by Lunina, Veronika

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 & Harun 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 Working Paper 12-16 - De bevolking met een risico op armoede of sociale uitsluiting in België - Projectie tot 2030
by Jean-Maurice Frère

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 Dario Caldara & Michele Cavallo & Matteo Iacoviello

2016 When Can Trend-Cycle Decompositions Be Trusted?
by Manuel Gonzalez-Astudillo & John M. Roberts

2016 Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets
by Elizabeth C. Klee & Zeynep Senyuz & Emre Yoldas

2016 Measuring the Natural Rate of Interest : International Trends and Determinants
by Holston, Kathryn & Laubach, Thomas & Williams, John C.

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

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

2016 Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?
by Kirstin Hubrich & Frauke Skudelny

2016 System reduction and finite-order VAR solution methods for linear rational expectations models
by Martinez-Garcia, Enrique

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 The dynamic factor network model with an application to global credit risk
by Brauning, Falk & Koopman, Siem Jan

2016 Narrative Sign Restrictions for SVARs
by Antolin-Diaz, Juan & Rubio-Ramirez, Juan F.

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

2016 Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market
by Andrea Bastianin & Alessandro Lanza & Matteo Manera

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 Fiscal Policy after the Crisis – Workshop Proceedings
by Matteo Salto

2016 The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests
by Mehmet Balcilar & Rangan Gupta & Ýsmail H. Gençb

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

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

2016 Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
by Asai, M. & Chang, C-L. & McAleer, M.J.

2016 A Simple Test for Causality in Volatility
by Chang, C-L. & McAleer, M.J.

2016 Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events
by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K.

2016 Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes
by Asai, M. & McAleer, M.J.

2016 Yet another look at MIDAS regression
by Franses, Ph.H.B.F.

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 International spill-overs of uncertainty shocks: Evidence from a FAVAR
by Gunes Kamber & Ozer Karagedikli & Michael Ryan & Tugrul Vehbi

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

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

2016 The US oil supply revolution and the global economy
by Kamiar Mohaddes & Mehdi Raissi

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 Forecasting the Estonian rate of inflation using factor models
by Nicolas Reigl

2016 Monetary transmission mechanism with firm turnover
by Lenno Uusküla

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

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

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 Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns
by Demetris Koursaros & Nektarios A. Michail & Christos S. Savva

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

2016 Structural Inference from Reduced Forms with Many Instruments
by Wayne Yuan Gao & Peter C.B. Phillips

2016 Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship
by Shu-Ping Shi & Stan Hurn & Peter C. B. Phillips

2016 "Change Detection and the Causal Impact of the Yield Curve
by Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi

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 Flexible State-Space Model with Application to Stochastic Volatility
by Christian Gouriéroux & Yang Lu

2016 A Flexible State-Space Model with Application to Stochastic Volatility
by Christian Gouriéroux & Yang Lu

2016 Committing to Fiscal Policy: The Influence of the U.S. President on Consumer Confidence and Output
by Philipp Adämmer & T. Philipp Dybowski

2016 The Economic Effects of U.S. Presidential Tax Communication
by T. Philipp Dybowski & J. Nikolaj Dybowski & Philipp Adämmer

2016 Impulse Response Estimation By Smooth Local Projections
by Barnichon, Régis & Brownlees, Christian

2016 Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls
by Boero, Gianna & Mandalinci, Zeyyad & Taylor, Mark P

2016 Adaptive state space models with applications to the business cycle and financial stress
by Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio

2016 Narrative Sign Restrictions for SVARs
by Antolin-Diaz, Juan & Rubio-Ramírez, Juan Francisco

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 Dynamic Effects of Credit Shocks in a Data-Rich Environment
by Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic

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 Jacobi Stochastic Volatility Model
by Damien Ackerer & Damir Filipović & Sergio Pulido

2016 On the Relation between Linearity-Generating Processes and Linear-Rational Models
by Damir Filipović & Martin Larsson & Anders B. Trolle

2016 A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry
by Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel Abidin Ozdemir & I. Hakan Yetkiner

2016 Micro-Foundation Using Percolation Theory of the Finite-Time Singular Behavior of the Crash Hazard Rate in a Class of Rational Expectation Bubbles
by Maximilian Seyrich & Didier Sornette

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 What is the truth about DSGE models? Testing by indirect inference
by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng

2016 Testing part of a DSGE model by Indirect Inference
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 A Time Series Paradox: Unit Root Tests Perform Poorly When Data Are Cointegrated
by W. Robert Reed & Aaron Smith

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 Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market
by Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu

2016 The diffusion and dynamics of producer prices, deflationary pressure across Asian countries, and the role of China
by Chen, Hongyi & Funke, Michael & Tsang, Andrew

2016 Nonlinearities of mortgage spreads over the business cycles
by Cheng, Chak Hung Jack & Chiu, Ching-Wai (Jeremy)

2016 The macroeconomic shock with the highest price of risk
by Pinter, Gabor

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 Words are the new numbers: A newsy coincident index of business cycles
by Leif Anders Thorsrud

2016 Nowcasting using news topics. Big Data versus big bank
by Leif Anders Thorsrud

2016 Immigration and the macroeconomy: some new empirical evidence
by Francesco Furlanetto & Ørjan Robstad

2016 Detecting imbalances in house prices: What goes up must come down?
by André K. Anundsen

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 National natural rates of interest and the single monetary policy in the Euro Area
by S. Fries & J.-S. Mésonnier & S. Mouabbi & J.-P. Renne

2016 Does the volatility of commodity prices reflect macroeconomic uncertainty ?
by M. Joëts & V. Mignon & T. Razafindrabe

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

2016 SVAR Approach for Extracting Inflation Expectations Given Severe Monetary Shocks: Evidence from Belarus
by Dzmitry Kruk

2016 Changes in Inflation Predictability in Major Latin American Countries
by Garcés Díaz Daniel

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

2016 Spillovers of the ECB's non-standard monetary policy into CESEE economies
by Alessio Ciarlone & Andrea Colabella

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

2016 Uncovering the heterogeneous effects of ecb unconventional monetary policies across euro area countries
by Pablo Burriel & Alessandro Galesi

2016 The evolution of inflation expectations in euro area markets
by Ricardo Gimeno & Eva Ortega

2016 Oil price and economic growth: a long story?
by María Dolores Gadea & Ana Gómez-Loscos & Antonio Montañés

2016 A spectral EM algorithm for dynamic factor models
by Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana

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 effects of wage flexibility on activity and employment in the Spanish economy
by Rafael Doménech & Juan Ramón García & Camilo Ulloa

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

2016 A small scale forecasting and simulation model for Azerbaijan (FORSAZ)
by Salman Huseynov & Fuad Mammadov

2016 Forecasting inflation in post-oil boom years: A case for non-linear models?
by Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov

2016 High Dimensional Factor Models: An Empirical Bayes Approach
by James Sampi

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 Kredi Hacmi Ile Cari Acik Arasindaki Iliski: Turkiye Icin Dinamik Bir Analiz
by Pinar Karahan & Nilgun Caglairmak Uslu

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

2016 Political Economy of Trade and Storage Policies Coordination, and the Role of Domestic Public Storage in the World Market
by Wenshou Yan

2016 Forecasting daily political opinion polls using the fractionally cointegrated VAR model
by Morten Ørregaard Nielsen & Sergei S. Shibaev

2016 Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
by Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou

2016 Smoothing price discovery measures over time in a continuous-time setting
by Gustavo Fruet Dias & Marcelo Fernandes & Cristina M. Scherrer

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 Eine Risikoprüfung für die deutsche Wohnimmobilienfinanzierung
by Bendel, Daniel & Voigtländer, Michael

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

2016 Relationship of the Change in Implied Volatility with the Underlying Equity Index Return in Thailand
by Supachok Thakolsri & Yuthana Sethapramote & Komain Jiranyakul

2016 The Stability of Long-Run Money Demand in Western Balkan Countries: An Empirical Panel Investigation
by Kjosevski Jordan & Petkovski Mihail & Naumovska Elena

2016 Trade Liberalisation and Economic Growth in Macedonia
by Mano-Bakalinov Viktorija

2016 An Analysis of Conditional Dependencies of Covariance Matrices for Economic Processes in Selected EU Countries
by Janiga-Ćmiel Anna

2016 Empirical Econometric Model of an Enterprise
by Wiśniewski Jerzy Witold

2016 The Model of Demand and Inventory in a Decline Phase of the Product Life Cycle
by Hachuła Piotr & Schmeidel Ewa

2016 Estimating Turkish Stock Market Returns With Apt Model: Cointegration And Vector Error Correction
by Özge SEZGIN ALP & Fazil GÖKGÖZ & Güray KÜÇÜKKOCAOGLU

2016 Inference with Few Heterogeneous Clusters
by Rustam Ibragimov & Ulrich K. Müller

2016 The Effects of Foreign Direct Investments and Economic Growth on Employment and Female Employment: A Time Series Analysis With Structural Breaks For Turkey
by A. Oznur Umit & H. Isil Alkan

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 Inflation Dynamics in India: Relative Role of Structural and Monetary Factors
by Biswajit Maitra

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?
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2016 Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme
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2016 Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models
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2016 Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach
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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 In search of the Euro area fiscal stance
by Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio

2016 The exact discretisation of CARMA models with applications in finance
by Thornton, Michael A. & Chambers, Marcus J.

2016 A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
by Dolatabadi, Sepideh & Nielsen, Morten Ørregaard & Xu, Ke

2016 Testing against changing correlation
by Harvey, Andrew & Thiele, Stephen

2016 The information in systemic risk rankings
by Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André

2016 Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
by Teterin, Pavel & Brooks, Robert & Enders, Walter

2016 Effects of financial turmoil on financial integration and risk premia in emerging markets
by Boubakri, Salem & Couharde, Cécile & Raymond, Hélène

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 Estimating jump–diffusions using closed-form likelihood expansions
by Li, Chenxu & Chen, Dachuan

2016 Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients
by Dou, Baojun & Parrella, Maria Lucia & Yao, Qiwei

2016 Semiparametric dynamic portfolio choice with multiple conditioning variables
by Chen, Jia & Li, Degui & Linton, Oliver & Lu, Zudi

2016 Modeling covariance breakdowns in multivariate GARCH
by Jin, Xin & Maheu, John M.

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 Testing for deterministic seasonality in mixed-frequency VARs
by del Barrio Castro, Tomás & Hecq, Alain

2016 Improving inflation prediction with the quantity theory
by Wang, Ying & Tu, Yundong & Chen, Song Xi

2016 A unit root test against globally stationary ESTAR models when local condition is non-stationary
by Hu, Junjuan & Chen, Zhenlong

2016 A note on the Cogley–Nason–Sims approach
by Hussain, Syed M. & Liu, Lin

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

2016 Linear time-varying regression with Copula–DCC–GARCH models for volatility
by Kim, Jong-Min & Jung, Hojin

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

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 Forecasting house-price growth in the Euro area with dynamic model averaging
by Risse, Marian & Kern, Martin

2016 Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis
by Kim, Hyun-Seok & Min, Hong-Ghi & McDonald, Judith A.

2016 Fundamentals and rational bubbles in the Korean housing market: A modified present-value approach
by Kim, Jan R. & Lim, Gieyoung

2016 Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries
by Silvapulle, Param & Fenech, Jean Pierre & Thomas, Alice & Brooks, Rob

2016 The dark side of the black gold shock onto Europe: One stock's joy is another stock's sorrow
by Kaabia, Olfa & Abid, Ilyes & Mkaouar, Farid

2016 Forecasting structural change and fat-tailed events in Australian macroeconomic variables
by Cross, Jamie & Poon, Aubrey

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 No contagion from Russia toward global equity markets after the 2014 international sanctions
by Castagneto-Gissey, G. & Nivorozhkin, E.

2016 Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration
by Bahmani-Oskooee, Mohsen & Chang, Tsangyao & Yang, Ming-Hsien & Yang, Hong-Lǜe

2016 No free lunch: Fundamental tradeoffs in macroeconomic policy
by Thistle, John G. & Miller, Daniel E.

2016 The evolution of U.S. monetary policy: 2000–2007
by Belongia, Michael T. & Ireland, Peter N.

2016 Testing for identification in SVAR-GARCH models
by Lütkepohl, Helmut & Milunovich, George

2016 Measuring nonfundamentalness for structural VARs
by Soccorsi, Stefano

2016 Information rigidities and the news-adjusted output gap
by Garratt, Anthony & Lee, Kevin & Shields, Kalvinder

2016 The macroeconomic effects of uncertainty shocks: The role of the financial channel
by Popp, Aaron & Zhang, Fang

2016 Testing for time variation in an unobserved components model for the U.S. economy
by Berger, Tino & Everaert, Gerdie & Vierke, Hauke

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

2016 Global food prices and monetary policy in an emerging market economy: The case of India
by Holtemöller, Oliver & Mallick, Sushanta

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

2016 Brasil, 1981-2013: efectos del crecimiento económico y de la desigualdad de los ingresos en la pobreza
by Tabosa, Francisco José Silva & Castelar, Pablo Urano De Carvalho & Irffi, Guilherme

2016 Quality Functions Modeling of Industrial Enterprises Products
by Anvar V. Gumerov & Milyausha K. Biktemirova & Vitalii ?. Babushkin & Svetlana M. Nuryyakhmetova & Roman E. Moiseev & Anna B. Nikolaeva & Regina R. Kharisova & Vera P. Rukomoinikova

2016 Energy Consumption and Economic Growth in OECD Countries
by Elçin Aykaç Alp

2016 The Relationship among Real Gross Domestic Product, CO2 Emissions, and Energy use in South Caucasus and Turkey
by Cosimo Magazzino

2016 The Dynamic Linkage between Technological Innovation and carbon dioxide emissions in Malaysia: An Autoregressive Distributed Lagged Bound Approach
by Wajahat Ali & Azrai Abdullah & Muhammad Azam

2016 Uncertainty of Oil Proved Reserves and Economic Growth in Iran
by Elaheh Asadi Mehmandosti & Fatemeh Bazazan & Mir Hossein Mousavi

2016 Revisiting the Electricity Consumption-Economic Growth Nexus in Angola: The Role of Exports, Imports and Urbanization
by Sakiru Adebola Solarin & Muhammad Shahbaz & Syed Jawad Hussain Shahzad

2016 The Effects of Oil Shocks on Turkish Macroeconomic Aggregates
by Moayad Al Rasasi & Mustafa Yilmaz

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 Revisiting the Financial Development and Poverty Reduction Nexus for Sub-Saharan African Countries: Evidence from Causality Tests in the Time and Frequency Domains
by Yaya Keho

2016 Volatility and Commodity Price Dynamics in Nigeria
by Charles O. Manasseh & Jonathan E. Ogbuabor & Obiorah K. Obinna

2016 The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey
by Aykut Ekinci

2016 Does Financial Development Induce Economic Growth in UAE? The Role of Capitalization and Foreign Direct Investment
by Rashid Sbia & Sahel Alrousan

2016 Do Financial Conditions have a Predictive Power on Inflation in Turkey?
by Umit Bulut

2016 The Comparative Comparison of Exchange Rate Models
by Kamran Mahmodpour & Yaser Sistani Badooei & Hadiseh Mohseni & Saman Veismoradi

2016 Examining the Causal Linkages among Domestic Investment, FDI, Trade, Interest Rate and Economic Growth in ASEAN-5 Countries
by Bee Wah Tan & Chor Foon Tang

2016 Testing Wagner’s Law in the Presence of Structural Changes: New Evidence from Six African Countries (1960-2013)
by Yaya Keho

2016 Revisiting Export-Led Growth Hypothesis: An Empirical Study On South Asia
by Neena MALHOTRA & Deepika KUMARI

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
by Corporate author

2016 Unsicherheitsschock durch Brexit-Votum verringert Investitionstätigkeit und Bruttoinlandsprodukt im Euroraum und Deutschland
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
by Malte Rieth & Claus Michelsen & Michele Piffer

2016 Analyzing An Optimistic Attitude For The Leader Firm In Duopoly Models: A Strong Stackelberg Equilibrium Based On A Lyapunov Game Theory Approach
by Julio B. CLEMPNER & Alexander S. POZNYAK

2016 Higher Order Adaptive Kalman Filter For Time Varying Alpha And Cross Market Beta Estimation In Indian Market
by Atanu DAS

2016 GARCH DIFFUSION MODEL, iVIX, AND VOLATILITY RISK PREMIUM
by Xinyu WU & Hailin ZHOU

2016 On the Relationship Between Exchange Rates and External Imbalances: Should we Learn from East and South-east Asia?
by Juan Carlos Cuestas & Paulo Jose Regis

2016 Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?
by Pedro V. Piffaut & Damià Rey Miró

2016 Asymmetries in the relationship between economic activity and oil prices in the selected EU countries
by Andrzej Geise & Mariola Pilatowska

2016 Dependency analysis between Bitcoin and selected global currencies
by Beata Szetela & Grzegorz Mentel & Stanislaw Gedek

2016 Las hipótesis de Fisher en Latinoamérica: un análisis de cointegración
by Antonio Ruiz Porras & Fidel Gustavo Cruz Ruiz

2016 Diferencias salariales por género en el departamento de Santander - Colombia
by Alexandra Cortés Aguilar & María Alejandra Flórez Vera

2016 Spillovers of the ECB's non-standard monetary policy into CESEE economies
by Alessio Ciarlone & Andrea Colabella

2016 Determinants Of The International Reserves In The Republic Of Macedonia
by Neda Popovska-Kamnar & Miso Nikolov & Artan Sulejmani

2016 Foreign Direct Investments And Their Non-Traditional Quality Factors. A Var Analysis In Romania And Bulgaria
by Magdalena RADULESCU & Logica BANICA & Tatiana ZAMFIROIU (PAUN)

2016 Canadian monetary policy analysis using a structural VARMA model
by Mala Raghavan & George Athanasopoulos & Param Silvapulle

2016 Dynamic spillovers between Nigerian, South African and international equity markets
by Babajide Fowowe & Mohammed Shuaibu

2016 The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets
by Imen Dakhlaoui & Chaker Aloui

2016 Testing unemployment theories: A multivariate long memory approach
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha

2016 Measuring the Channels of Monetary Policy Transmission: A Factor-Augmented Vector Autoregressive (Favar) Approach
by Dawit Senbet

2016 Var / Vec: Fdi – Net Exports Romania
by Bogdan-Daniel, FLOROIU

2016 Testing constancy of unconditional variance in volatility models by misspecification and specification tests
by Silvennoinen Annastiina & Teräsvirta Timo

2016 Terms-of-Trade Shocks and Slovak Economy
by Martin Lukáèik & Karol Szomolányi & Adriana Lukáèiková

2016 Análisis de los efectos de la inflación en el crecimiento económico: evidencia para la economía boliviana
by Gualberto Zubieta Huaygua

2016 Productivity clustering and growth in Central and Eastern Europe
by Mihai Nitoi & Maria Miruna Pochea

2016 Spillovers of the ECB's non-standard monetary policy into CESEE economies
by Alessio Ciarlone & Andrea Colabella

2016 Efficiency of the Fiscal Policy and the Fiscal Multipliers – The Case of the Republic of Macedonia
by Vladimir Filipovski & Taki Fiti & Borce Trenovski

2016 The Asymmetric Impact of Portfolio Mix on Bank Performance over the Business Cycle: U.S. and Canadian Evidence
by Christian Calm¨¨s & Raymond Th¨¦oret

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

2016 The Relationship between Credit Volume and Current Account Deficit: A Dynamic Analysis for Turkey
by Pinar Karahan & Nilgun Caglairmak Uslu

2016 Economic Integration and Exchange Rate Dynamics in the West African Monetary Zone
by George Tweneboah & Daniel Agyapong & Siaw Frimpong

2016 Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets
by Adrian R. Bell & Chris Brooks & Nick Taylor

2016 LINS Curve in Romanian Economy
by Emilian Dobrescu

2016 LINS Curve in Romanian Economy
by Emilian Dobrescu

2016 Currency Risk: Comovements and Intraday Cojumps
by Jérôme Lahaye

2016 Gauging Liquidity Risk in Emerging Market Bond Index Funds
by Serge Darolles & Jérémy Dudek & Gaëlle Le Fol

2016 Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices
by Luc Bauwens & Manuela Braione & Giuseppe Storti

2016 The Effects of Government Spending Endogeneity on Estimated Multipliers in the U.S
by Alban Moura

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
by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch

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
by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch

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
by Mehmet Balcilar & Rangan Gupta & Won Joong Kim & Clement Kyei

2015 Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR
by Rangan Gupta & Eric Olson & Mark E. Wohar

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
by Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba

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 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 & Clement Kyei

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

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
by Lemke, Wolfgang & Vladu, Andreea

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 On a Bootstrap Test for Forecast Evaluations
by Marian Vavra

2015 Testing for normality with applications
by Marian Vavra

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 ?brahim Bak?rta? & 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 The Distribution of Optimal Liquidity for Economic Growth and Stability
by PYO , Hak K. & Song , Saerang

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 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 How Do Different Oil Price Shocks Affect the Relationship Between Oil and Stock Markets?
by Heidari, Hassan & Ebrahimi Torki, Mahyar & Babaei Balderlou, Saharnaz

2015 Analysis and evaluation of the Monetary Policy Transmission Channels in the CEMAC: A SVAR and SPVAR Approaches
by BIKAI, J. Landry & KENKOUO, Guy Albert

2015 Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets
by Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah

2015 The Degree of Currency Substitution and Exchange Rate Pass-Through
by Ülke, Volkan

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 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
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 Filling the gap: open economy considerations for more reliable potential output estimates
by Zsolt Darvas

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 Fiscal Policy News Shocks and the Japanese Macroeconomy
by Tuan Khai Vu

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
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2015 Inference and testing on the boundary in extended constant conditional correlation GARCH models
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2015 Data Revisions And The Statistical Relation Of Global Mean Sea-Level And Temperature
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2015 Nonstationary ARCH and GARCH with t-Distributed Innovations
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2015 Post-Malthusian Dynamics in Pre-Industrial Scandinavia
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2015 Exchange Rate, Marginal q and Investment Behavior of Small and Medium-Sized Enterprises in Japan: Time Series Evidences of Manufacturing Industries
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2015 How Connected is the Global Sovereign Credit Risk Network?
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2015 Estimating Global Bank Network Connectedness
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2015 Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model
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2015 Economic Policy Uncertainty and Economic Activity: A Focus on Infrequent Structural Shifts
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2015 Chinese Divisia Monetary Index and GDP Nowcasting
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2015 An SVAR Approach to Evaluation of Monetary Policy in India: Solution to the Exchange Rate Puzzles in an Open Economy
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2015 Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies
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2015 Nonlinearity and cross-country dependence of income inequality
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2015 Government expenditure in India: Composition, cyclicality and multipliers
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2015 Reassessing exchange rate overshooting in a monetary framework
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2015 A SVAR approach to evaluation of monetary policy in India
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2015 Forward Guidance and Asset Prices
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2015 An investigation into multivariate variance ratio statistics and their application to stock market predictability
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2015 Estimation of stochastic volatility models by nonparametric filtering
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2015 Semiparametric dynamic portfolio choice with multiple conditioning variables
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2015 Global Liquidity, House Prices and the Macroeconomy: Evidence from Advanced and Emerging Economies
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2015 Measuring the Connectedness of the Global Economy
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2015 Long-term unemployment and labor force participation : a decomposition of unemployment to test for the discouragement and added worker hypotheses
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2015 On the Long-run Neutrality of Demand Shocks
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2015 Change point and trend analyses of annual expectile curves of tropical storms
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2015 Is There an Asymmetric Impact of Housing on Output?
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2015 Measuring Connectedness of Euro Area Sovereign Risk
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2015 Structural Vector Autoregressions with Heteroskedasticy
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2015 Generalized Exogenous Processes in DSGE: A Bayesian Approach
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2015 Stochastic Population Analysis: A Functional Data Approach
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2015 Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium
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2015 Japanese Fiscal Policy under the Zero Lower Bound of Nominal Interest Rates: Time-Varying Parameters Vector Autoregression
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2015 Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study
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2015 Modeling financial sector joint tail risk in the euro area
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2015 Did US consumers `save for a rainy day' before the Great Recession?
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2015 Macroeconomic Effects of a Decline in Housing Prices in Sweden
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2015 Did Gender-Bias Matter in the Quantity-Quality Trade-off in 19th Century France?
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2015 Filling the gap: open economy considerations for more reliable potential output estimates
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2015 Price Impact and the Recovery of the Limit Order Book: Why Should We Care About Informed Liquidity Providers?
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2015 A Multivariate Test Against Spurious Long Memory
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2015 A State-Level Analysis of Okun's Law
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2015 Uncertainty and Monetary Policy in the CAEMC zone
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2015 Stock market interdependence between Australia and its trading partners: does trade intensity matter?
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2015 Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model
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2015 Correlated Defaults of UK Banks: Dynamics and Asymmetries
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2015 Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula
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2015 Co-Movement, Spillovers and Excess Returns in Global Bond Markets?
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2015 Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
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2015 The Macroeconomic Pass-through Effects of Monetary Policy through Sign Restrictions Approach: In the Case of Albania
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2015 A State-Level Analysis of Okun's Law
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2015 Tests of Equal Accuracy for Nested Models with Estimated Factors
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2015 Financial Stress and Equilibrium Dynamics in Money Markets
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2015 Forecasting with Sufficient Dimension Reductions
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2015 Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models
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2015 Modelling Dependence in High Dimensions with Factor Copulas
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2015 High-Dimensional Copula-Based Distributions with Mixed Frequency Data
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2015 Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach
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2015 Leveraged bubbles
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2015 Country-specific oil supply shocks and the global economy: a counterfactual analysis
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2015 Fair weather or foul? the macroeconomic effects of El Niño
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2015 Real exchange rate forecasting and ppp: this time the random walk loses
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2015 Persistence Dependence in Empirical Relations: The Velocity of Money
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2015 Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy
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2015 Clustered Housing Cycles
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2015 A State-Level Analysis of Okun’s Law
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2015 A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations
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2015 Designing a simple loss function for the Fed: does the dual mandate make sense?
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2015 Cross-Sectional Factor Dynamics and Momentum Returns
by Avramov, Doron & Hore, Satadru

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
by Andrea Bastianin & Francesca Conti & Matteo Manera

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

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

2015 Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks
by Jozef Barunik & Barbora Malinska

2015 The Role of Covered Bonds in Explaining House Price Dynamics in Spain
by Hana Hejlova

2015 Ricardocu Maliye Politikası ve Fiyat Düzeyinin Mali Teorisi: Türkiye Örneği (1975-2014)
by Mehmet Songur

2015 Ricardocu Maliye Politikası ve Fiyat Düzeyinin Mali Teorisi: Türkiye Örneği (1975-2014)
by Mehmet Songur

2015 Ricardocu Maliye Politikası ve Fiyat Düzeyinin Mali Teorisi: Türkiye Örneği (1975-2014)
by Mehmet Songur

2015 How Important Are Nominal Shocks For Real Exchange Rate Fluctuations? Evidence From Inflation Targeting Emerging Market Economies
by M. Fatih Ekinci & Fatma Pınar Erdem & Zübeyir Kılınç

2015 How Important Are Nominal Shocks For Real Exchange Rate Fluctuations? Evidence From Inflation Targeting Emerging Market Economies
by M. Fatih Ekinci & Fatma Pınar Erdem & Zübeyir Kılınç

2015 How Important Are Nominal Shocks For Real Exchange Rate Fluctuations? Evidence From Inflation Targeting Emerging Market Economies
by M. Fatih Ekinci & Fatma Pınar Erdem & Zübeyir Kılınç

2015 Crude Oil Price Pass-Through to Domestic Prices in Turkey: Asymmetric Nonlinear ARDL Approach
by Harun Öztürkler & Fatih Demir & Serhat Yılmaz

2015 Crude Oil Price Pass-Through to Domestic Prices in Turkey: Asymmetric Nonlinear ARDL Approach
by Harun Öztürkler & Fatih Demir & Serhat Yılmaz

2015 Crude Oil Price Pass-Through to Domestic Prices in Turkey: Asymmetric Nonlinear ARDL Approach
by Harun Öztürkler & Fatih Demir & Serhat Yılmaz

2015 Döviz Kuru Değişimi ve İthal Mallarının İç Fiyatlara Geçiş Etkisi: Türkiye Üzerine Bir Uygulama
by Nicat Gasım & Hatice Armutçuoğlu & Hakan Kahyaoğlu

2015 Döviz Kuru Değişimi ve İthal Mallarının İç Fiyatlara Geçiş Etkisi: Türkiye Üzerine Bir Uygulama
by Nicat Gasım & Hatice Armutçuoğlu & Hakan Kahyaoğlu

2015 Döviz Kuru Değişimi ve İthal Mallarının İç Fiyatlara Geçiş Etkisi: Türkiye Üzerine Bir Uygulama
by Nicat Gasım & Hatice Armutçuoğlu & Hakan Kahyaoğlu

2015 Quarterly Report on the Euro Area (QREA), Vol.14, No.2 (2015)
by Erik Canton & Narcissa Balta & Mats Marcusson & Josefina Monteagudo & Rafal Raciborski & Anastasia Theofilakou & Lukas Vogel

2015 Quarterly Report on the Euro Area (QREA), Vol.14, No.1 (2015)
by Alfonso Arpaia & Narcissa Balta & Serena Fatica & Aron Kiss & Alexis Loublier & Balazs Palvolgyi & Alessandro Turrini

2015 Exports, imports, FDI and GDP in the Republic of Korea: 1980-2014
by Julen Berasaluce & José Romero

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

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

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

2015 Do Precious Metal Prices Help in Forecasting South African Inflation?
by Mehmet Balcilar & NICO KATZKE & Rangan Gupta

2015 The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method
by Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS

2015 The Fundamental Equation in Tourism Finance
by McAleer, M.J.

2015 Market Integration Dynamics and Asymptotic Price Convergence in Distribution
by García-Hiernaux, A. & Guerrero, D.E. & McAleer, M.J.

2015 Multivariate Volatility Impulse Response Analysis of GFC News Events
by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K.

2015 Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
by Chang, C-L. & Li, Y. & McAleer, M.J.

2015 Frontiers in Time Series and Financial Econometrics
by Ling, S. & McAleer, M.J. & Tong, H.

2015 The Impact of Jumps and Leverage in Forecasting Co-Volatility
by Asai, M. & McAleer, M.J.

2015 High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
by Jinyuan Chang & Bin Guo & Qiwei Yao

2015 Parameter bias in an estimated DSGE model: does nonlinearity matter?
by Yasuo Hirose & Takeki Sunakawa

2015 Specification tests for time-varying parameter models with stochastic volatility
by Joshua C.C. Chan

2015 Efficient estimation of Bayesian VARMAs with time-varying coefficients
by Joshua C.C. Chan & Eric Eisenstat

2015 Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean
by Joshua C.C. Chan & Angelia L. Grant

2015 Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility
by Elmar Mertens & James M Nason

2015 Uncovered interest parity in Central and Eastern Europe : expectations and structural breaks
by Juan Carlos Cuestas & Karsten Staehr & Fabio Filipozzi

2015 Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS
by Marco Valerio Geraci & Jean-Yves Gnabo

2015 Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions
by Marco Valerio Geraci & Jean-Yves Gnabo

2015 Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting
by Matteo Barigozzi & Marc Hallin

2015 Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence
by Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien

2015 Relation entre le prix du pétrole et les cours boursiers des grandes compagnies pétrolières mondiales
by Declerck , Francis & Indjehagopian , Jean-Pierre & Bellocq , Flavien

2015 Moment Matching in the Present Value identity, and a New Model
by Dooruj McRambaccussing

2015 Modelling Housing Prices using a Present Value State Space Model
by Dooruj Rambaccussing

2015 Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices
by Adam Goliński & João Madeira & Dooruj Rambaccussing

2015 Does the volatility of commodity prices reflect macroeconomic uncertainty?
by Marc Joëts & Valérie Mignon & Tovonony Razafindrabe

2015 Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?
by Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe

2015 Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels
by Ludovic Gauvin & Cyril Rebillard

2015 What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?
by Laurent Ferrara & Pierre Guérin

2015 Demand and supply of mortgage credit
by Alex van de Minne & Federica Teppa

2015 Macro News and Commodity Returns
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2015 Linkages between the US and European Stock Markets: A Fractional Cointegration Approach
by Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando

2015 The Relationship between Healthcare Expenditure 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 Spillovers between Food and Energy Prices and Structural Breaks
by Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2015 Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models
by Helmut Lütkepohl & Aleksei Netsunajev

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

2015 Balance-of-Payments Constraints in Colombia: Effects of International Openness and Trade with Asia
by Pavel Vidal Alejandro & Jose Tomas Pelaez Soto & Mauricio de Miranda Parrondo

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

2015 Sieve Semiparametric Two-Step GMM under Weak Dependence
by Xiaohong Chen & Zhipeng Liao

2015 Business Cycles, Trend Elimination, and the HP Filter
by Peter C. B. Phillips & Sainan Jin

2015 MGARCH models: tradeoff between feasibility and flexibility
by Ruiz, Esther & Hotta, Luiz & Almeida, Daniel De

2015 No evidence of financial accelerator in France
by B. CAMPAGNE & V. ALHENC-GELAS & J.-B. BERNARD

2015 The role of external shocks for monetary policy in Colombia and Brazil: A Bayesian SVAR analysis
by Christian Rohe & Matthias Hartermann

2015 Estimating rational stock-market bubbles with sequential Monte Carlo methods
by Benedikt Rotermann & Bernd Wilfling

2015 Solution and Estimation Methods for DSGE Models
by Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Schorfheide, Frank

2015 Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures
by Bluwstein, Kristina & Canova, Fabio

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

2015 Testing macro models by indirect inference: a survey for users
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng

2015 Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results
by Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng

2015 Airport Prices in a Two-Sided Market Setting: Major US Airports
by Ivaldi, Marc & Sokullu, Senay & Toru, Tuba

2015 Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs
by Marcellino, Massimiliano & Sivec, Vasja

2015 Stimulus versus Austerity: The Asymmetric Government Spending Multiplier
by Barnichon, Régis & Matthes, Christian

2015 Shocks to Bank Lending, Risk-Taking, Securitization, and their Role for U.S. Business Cycle Fluctuations
by Peersman, Gert & Wagner, Wolf

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

2015 Fast ML estimation of dynamic bifactor models: an application to European inflation
by Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique

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

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

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

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

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

2015 An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models
by Yang, Yuan & Wang, Lu

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
by Diego A. Agudelo & Marcela Gutiérrez & Laura Cardona

2015 Evolución Macroeconómica Cuantitativa de la Agricultura y Transformación Estructural 1976-2013
by Alvaro Hernando CHAVES CASTRO

2015 Un Indicador del Desempeño Industrial Colombiano “IDI”
by Jurany Beccie RAMÍREZ GALLEGO

2015 Financial Contagion in Latin America
by Luis V. Bejarano-Bejarano & Jose E. Gomez-Gonzalez & Luis F. Melo-Velandia & Jhon E. Torres-Gorron

2015 Adding Flexibility to Markov Switching Models
by E. Otranto

2015 Exchange Rate Dynamics and its Effect on Macroeconomic Volatility in Selected CEE Countries
by Volha Audzei & Frantisek Brazdik

2015 Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence
by Michal Franta

2015 Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation
by Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana

2015 Factor augmented autoregressive distributed lag models with macroeconomic applications
by Dalibor Stevanovic

2015 Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?
by Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe

2015 Does the volatility of commodity prices reflect macroeconomic uncertainty?
by Marc Joëts & Valérie Mignon & Tovonony Razafindrabe

2015 Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose?
by Guilherme DEMOS & Qunzhi ZHANG & Didier SORNETTE

2015 The Transmission of Monetary Policy Shocks
by Silvia Miranda-Agrippino & Giovanni Ricco

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

2015 Debt Stabilization and Debt Mutualization in a Monetary Union with Endogenous Risk Premia
by Jacob Engwerda & Bas van Aarle & Arie Weeren

2015 Macro News and Commodity Returns
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

2015 Linkages between the US and European Stock Markets: A Fractional Cointegration Approach
by Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando

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

2015 On the Cyclicity of Regional House Prices: New Evidence for U.S. Metropolitan Statistical Areas
by Michael A. Flor & Torben Klarl

2015 The Relationship between Healthcare Expenditure 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 Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis
by Kamiar Mohaddes & M. Hashem Pesaran

2015 Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
by André Kallåk Anundsen & Ragnar Nymoen

2015 Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models
by Helmut Luetkepohl & Aleksei Netšunajev

2015 Private Debt Overhang and the Government Spending Multiplier: Evidence for the United States
by Marco Bernardini & Gert Peersman

2015 Spillovers between Food and Energy Prices and Structural Breaks
by Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo

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
by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng

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

2015 Testing For Unit Roots With Cointegrated Data
by W. Robert Reed

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 Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis
by Kamiar Mohaddes & M. Hashem Pesaran

2015 A Composite Likelihood Framework for Analyzing Singular DSGE Models
by Zhongjun Qu

2015 Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements?
by M. Castellani & L. Fanelli & M. Savioli

2015 The natural yield curve: its concept and measurement
by Kei Imakubo & Haruki Kojima & Jouchi Nakajima

2015 Liquidity in JGB Markets: An Evaluation from Transaction Data
by Tetsuo Kurosaki & Yusuke Kumano & Kota Okabe & Teppei Nagano

2015 The natural yield curve: its concept and developments in Japan
by Kei Imakubo & Haruki Kojima & Jouchi Nakajima

2015 Evaluating underlying inflation measures for Russia
by Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine

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
by Mironov, V.V. & Petronevich, A.V.

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

2015 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
by Michael T. Belongia & Peter N. Ireland

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
by Claudia Foroni & Francesco Furlanetto & Antoine Lepetit

2015 Evaluating the underlying inflation measures for Russia
by Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin

2015 Disentangling loan demand and supply shocks in Russia
by Elena Deryugina & Olga Kovalenko & Irina Pantina & Alexey Ponomarenko

2015 A large Bayesian vector autoregression model for Russia
by Elena Deryugina & Alexey Ponomarenko

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

2015 Identifying the Sources of Model Misspecification
by Atsushi Inoue & Chun-Huong Kuo & Barbara Rossi

2015 Delayed Overshooting Puzzle in Structural Vector Autoregression Models
by K. Istrefi & B. Vonnak

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
by Aleh Mazol

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
by Noriega Antonio E. & Ramos Francia Manuel & Rodríguez-Pérez Cid Alonso

2015 The time varying effect of oil price shocks on euro-area exports
by Marianna Riggi & Fabrizio Venditti

2015 Procyclicality of credit rating systems: how to manage it
by Tatiana Cesaroni

2015 The predictive content of business survey indicators: evidence from SIGE
by Tatiana Cesaroni & Stefano Iezzi

2015 On the conditional distribution of euro area inflation forecast
by Fabio Busetti & Michele Caivano & Lisa Rodano

2015 Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model
by Marcello Pericoli & Marco Taboga

2015 Why is inflation so low in the euro area?
by Antonio M. Conti & Stefano Neri & Andrea Nobili

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
by Stefano Neri & Tiziano Ropele

2015 Public Finances Today: Lessons Learned and Challenges Ahead
by Salvador Barrios & Serena Fatica & Diego Martinez & Gilles Mourre & Ferhan Salman & Elva Bova & Christina Kolerus & Jules S. Tapsoba & Gilles Mourre & Nikola Altiparmakov & Lukas Reiss & Mariano Bosch & Angel Melguizo Esteso & Carmen Pages-Serra & Renee Philip & Boris Cournède & Antoine Goujard & Álvaro Pina & Wolfgang Merz & Martin Larch & Kristin Magnusson Bernard & Balint Tatar & Nicola Giammarioli & Cristina Checherita-Westphal & Alexander Klemm & Paul Viefers & Pedro Hinojo & Giovanni Ricco & Giovanni Callegari & Jacopo Cimadomo & Enrico D’Elia & Filippo Pericoli & Reda Cherif & Fuad Hasanov & Ernesto Rezk & Diego Martínez López & Anna Kalbhenn & Livio Stracca & Luiz de Mello & George Hondroyiannis & Dimitrios Papaoikonomou & Jan Babecký & Richard Morris & Pietro Rizza & Vladimir Borgy & Kirstine Eibye Brandt & Manuel Coutinho Pereira & Anna Jablecka & Javier J. Pérez & Lukas Reiss & Morten Rasmussen & Karim Triki & Lara Wemens & David Heald & Ludovít Ódor & Tomasz Jedrzejowicz & Marcin Kitala & Xavier Debrun & Tidiane Kinda & Geert Langenus & Fabrizio Balassone & Sandro Momigliano & Marzia Romanelli & Pietro Tommasino & Teresa Ter-Minassian & Marco Buti & Daniele Franco & Karsten Wendorff

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

2015 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
by Raphaël Janssen & Romuald Morhs

2015 Digitization and Productivity: Measuring Cycles of Technological Progress
by Shushanik Papanyan

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

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

2015 Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach
by Shin Kanaya

2015 Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints
by Markku Lanne & Jani Luoto

2015 Nonlinear dynamic interrelationships between real activity and stock returns
by Markku Lanne & Henri Nyberg

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

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

2015 Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination
by Bent Jesper Christensen & Rasmus T. Varneskov

2015 Space-time modeling of electricity spot prices
by Girum D. Abate & Niels Haldrup

2015 Identification and estimation of non-Gaussian structural vector autoregressions
by Markku Lanne & Mika Meitz & Pentti Saikkonen

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
by Michel van der Wel & Sait R. Ozturk & Dick van Dijk

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

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

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

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

2015 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
by Roussellet, Guillaume

2015 Measuring Dynamics of Risk and Performance of Sector Indices on Zagreb Stock Exchange
by Škrinjarić Tihana

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
by Atilla Cifter

2015 A Copula-Garch Model For A Proxy Portfolio For Bet-Fi Index
by ACATRINEI, Marius

2015 European Equity Market Return, Volatility And Liquidity Spillover Dynamics During The Eurozone Debt Crisis
by DUMITRESCU, Sorin

2015 Entrepreneurial Impulse, Investment Behavior, and Economic Fluctuations–A VAR Analysis with Indian Data
by Panchanan Das

2015 Enflasyon Rejimleri ve Uretici Enflasyonundan Tuketici Enflasyonuna Geciskenlik
by Zekeriya Yildirim

2015 Farkli Belirsizlik Duzeylerinde Faiz Oraninin Makroekonomik Degiskenlere Etkileri : Turkiye Uzerine Etkilesimli Vektor Otoregresif Modeli Uygulamasi
by Afsin Sahin & Volkan Ulke

2015 Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa
by Leroi RAPUTSOANE

2015 A global perspective on inflation and propagation channels
by Luca Gattini & Huw Pill & Ludger Schuknecht

2015 Explaining the Relationship between Public Expenditure and Economic Growth in Kenya using Vector Error Correction Model (VECM)
by Christine Nanjala Simiyu

2015 Linkage between US monetary policy and emerging economies: the case of Korea?s financial market and monetary policy
by Chan-Guk Huh & Jie Wu

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
by Ioana Boiciuc

2015 Transmission Mechanism of Exchange Rate Pass-through in India
by Rucha R. Ranadive & L.G. Burange

2015 Façonner la prescription, influencer les médecins
by Greffion, Jérôme & Breda, Thomas

2015 Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets
by Altaf Muhammad & Zhang Shuguang

2015 The Role of Monetary and Fiscal Policies in Ensuring Macroeconomic Stability in Romania
by Ana-Maria SÃNDICÃ

2015 The effect of the transfer dynamics of the ruble exchange rate in prices in Russian industries
by Ponomarev, Yuri

2015 The exposure of technology and knowledge intense sectors to the business cycle
by Werner Hölzl & Serguei Kaniovski & Andreas Reinstaller

2015 Asymmetric Interaction between Stock Price Index and Exchange Rates: Empirical Evidence for Romania
by Corina Saman

2015 Sovereign Financial Asset Market Linkages across Europe During the Euro Zone Debt Crisis
by Moisă Altăr & Alexandru-Adrian Cramer & Adam-Nelu Altăr-Samuel

2015 Eastern Europe In The World Economy : A Global Var Analysis
by Moisă ALTAR & Adrian IFRIM & Adam-Nelu ALTAR - SAMUEL

2015 The Impact Of Education And Health On Economic Growth: Evidence From Romania (1980-2011)
by Murat CETIN & Ibrahim DOGAN

2015 Empirical Assessment Of Stabilization Effects Of Fiscal Policy In Croatia
by Ana GRDOVIĆ GNIP

2015 Threshold Effects of External Debt on Economic Growth of Iran: Smooth Transition Regression (STR) Model
by Alizadeh, Mohammad & Golkhandan , Abolghasem & Mohamadian Mansoor , Sahebeh

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 Time-varying Co-movements and Contagion Effects in Asian Sovereign CDS Markets
by Cho, Daehyoung & Choi, Kyongwook

2015 The Effect of Money Supply on the Inflation the Period between 1980-2013 in Turkey Economy
by Şahin, İsmail & Karanfil, Muhammet

2015 The Economic Determinants of Foreign Direct Investment: A Time Series Analysis on the Turkish Economy
by Çiftci, Fatih & Yıldız, Rıfat

2015 Inflation, output growth and their uncertainties in South Africa: Empirical evidence from an asymmetric multivariate GARCH-M model
by Ndoricimpa, Arcade

2015 Modeling FDI Flows from the USA to Canada:Two Main International Financial Variables Affect the Long-Run Economic Growth
by Ghada Gomaa A. Mohamed & Morrison Handley-Schachler

2015 An Assessment of the Real Exchange Rate Misalignment in Egypt: A Structural VAR Approach
by Rana Hosni

2015 On the Dynamic Dependence between US and other Developed Stock Markets: An Extreme-value Time-varying Copula Approach
by Heni Boubaker & Nadia Sghaier

2015 International CAPM and Oil Price: Evidence from Selected OPEC Countries
by Anna Creti & Khaled Guesmi

2015 Common Trends and Common Cycles – Bayesian Approach
by Justyna Wróblewska

2015 Rakouská teorie hospodářského cyklu: VAR analýza pro USA v letech 1978-2013
by Martin Komrska

2015 The Euro Crisis and Contagion among Central and Eastern European Currencies: Recommendations for Avoiding Lending in a Safe Haven Currency such as CHF
by Gábor Dávid Kiss & Tamás Schuszter

2015 Econometric Model of the Czech Life Insurance Market
by Radek Hendrych & Tomáš Cipra

2015 Causality Relationship between Financial Intermediation by Banks and Economic Growth: Evidence from Serbia
by Saša Obradović & Milka Grbić

2015 Integrational Models and Forms of Inter-State Public-Private Partnership: Aspects of Financial Convergence
by Alina Kulai

2015 Which Pairs of Stocks should we Trade? Selection of Pairs for Statistical Arbitrage and Pairs Trading in Karachi Stock Exchange
by Laila Taskeen Qazi & Atta Ur Rahman & Saleem Gul

2015 New Keynesian Macroeconomic Model and Monetary Policy in Pakistan
by Shahzada M. Naeem Nawaz & Ather Maqsood Ahmed

2015 Forecasting inflation in Montenegro using univariate time series models
by Milena Lipovina-Bozovic & Julija Cerovic & Sasa Vujosevic

2015 Estimated Reaction Function of Fiscal Policy in Romania
by Camelia Moraru & Norina Popovici

2015 The long-term causality. A comparative study for some EU countries
by Ioana Viașu

2015 Modelling loans and deposits during electoral years in Romania
by Nicolae-Marius JULA

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
by Perevyshina, E. & Perevyshin, Y.

2015 Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market
by Travkin, A.

2015 The Analysis of Money Supply Endogeneity in Russia
by Trunin, P. & Vashchelyuk, N.

2015 Log-volatility enhanced GARCH models for single asset returns
by Tomasz Skoczylas

2015 Poverty and Economic Growth in Swaziland: An Empirical Investigation
by Angelique G. Nindi & N. M. Odhiambo

2015 Modelling Stock Market Volatility: Evidence from India
by Karunanithy Banumathy & Ramachandran Azhagaiah

2015 FDI, private investment and public investment in Nigeria: An unravelled dynamic relation
by Amassoma Ditimi & Ogbuagu Matthew I.

2015 Revisiting Stock Market Integration Pre-Post Subprime Mortgage Crisis: Insight From BRIC Countries
by Chin-Hong Puah & Rayenda Khresna Brahmana & Kai-Hung Wong

2015 Cruising through the millennium - 2003-13 changes in American Daily life
by John P. Robinson & Elena Tracy & Yoonjoo Lee

2015 Temporal disaggregation: an alternative multivariate methodology
by Jorge Luis Hurtado Guarín & Luis Fernando Melo Velandia

2015 Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa
by Leroi RAPUTSOANE

2015 Ein Modell zur Prognose der schweizerischen Gesundheitsausgaben
by Pauliina Sandqvist & Jochen Hartwig

2015 Währungsunionen, Wechselkursregime und deren Effekte auf bilateralen Handel: drei empirische Ergebnisse
by Sabrina Dorn

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
by Mohammad I. Elian & Adil H. Suliman

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

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

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

2015 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
by Ai-Chi Hsu & Show-Yen Lai & Lien-Hui Chao

2015 Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225
by Ishihara, Tsunehiro

2015 Common Fluctuations in OECD Budget Balances
by Neely, Christopher J. & Rapach, David E.

2015 A Measure of Price Pressures
by Jackson, Laura E. & Kliesen, Kevin L. & Owyang, Michael T.

2015 Oil and Macroeconomic Uncertianty
by Andrea Bastianin & Matteo Manera

2015 Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework
by Sercan Demiralay & Selcuk Bayraci

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 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 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 Can fiscal austerity be expansionary in present-day Europe? The lessons from Sweden
by Lennart Erixon

2015 Causes of the decline of economic growth in Italy with special reference to the post-euro period: a balance-of-payments approach
by Elias Soukiazis & Pedro André Cerqueira & Micaela Antunes

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
by Victor Rivas

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 La política cambiaria en Bolivia, objetivos y efectividad
by Daniella de Sousa Vargas and David E. Zeballos Coria

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 Technical Analysis Of Ftse 100 Index Using Quantmod Package
by Sorin Marius Pirnac

2015 A Method For Systemic Risk Estimation Based On Cds Indices
by Gabriel GAIDUCHEVICI

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 Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks
by Won Joong Kim & Shawkat Hammoudeh & Jun Seog Hyun & Rangan Gupta

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 Detection and quantification of causal dependencies in multivariate time series: a novel information theoretic approach to understanding systemic risk
by Peter Martey Addo & Philippe De Peretti

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 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 Baum??hl & ??tefan Ly??csa

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
by Bertille Antoine & Eric Renault

2014 Co-integrated Commodity Forward Pricing Model
by Munoz Lucie & Boudet Florian & Galano Victoria & Gmira Douaa & Reina Alizée

2014 The Effect of International Trade on Manufacturing Industry Wages: The Case of Turkey
by Hacer Simay Karaalp & Sevcan Güne?

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

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

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

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

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

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

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

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

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

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

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

2014 Expectations and Systemic Risk in EMU Government Bond Spreads
by Canofari, Paolo & Marini, Giancarlo & Piersanti, Giovanni

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

2014 Gender and the Business Cycle: A Stocks and Flows Analysis of US and UK Labour Market States
by Giovanni Razzu & Carl Singleton

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

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

2014 Forecasting day-ahead electricity load using a multiple equation time series approach
by Adam Clements & Stan Hurn & Zili Li

2014 Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates
by Ruijun Bu & Jie Cheng & Kaddour Hadri

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

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

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

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

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

2014 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 & Michal Ksawery Popiel

2014 FCVARmodel.m: A Matlab software package for estimation and testing in the fractionally cointegrated VAR model
by Morten Ørregaard Nielsen & Lealand Morin

2014 بررسی تأثیر نااطمینانی قیمت نفت خام بر رشد بخش صنعت و معدن در ایران کاربردی از مدل‌های تبدیل مارکف
by Heidari, Hassan & Babaei Balderlou, Saharnaz

2014 Azərbaycan üzrə DSÜT modeli: qiymətləndirmə və proqnozlaşdırma
by Huseynov, Salman & Ahmadov, Vugar

2014 Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach
by Arreola Hernandez, Jose & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Al Janabi, Mazin A. M. & Reboredo, Juan Carlos

2014 Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer?
by Degiannakis, Stavros & Duffy, David & Filis, George & Livada, Alexandra

2014 Real Exchange Rate and Economic Growth in China: A Cointegrated VAR Approach
by Tang, Bo

2014 On the cointegration and causality between Oil market, Nuclear Energy Consumption, and Economic Growth: Evidence from Developed Countries
by Naser, Hanan

2014 Intra-Day Realized Volatility for European and USA Stock Indices
by Degiannakis, Stavros & Floros, Christos

2014 Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?
by Huseynov, Salman & Ahmadov, Vugar & Adigozalov, Shaig

2014 International spillovers from U.S. fiscal policy shocks
by Nicar, Stephen

2014 Exchange rate Pass-Through to domestic prices in Tunisia: a short and long run analysis
by Helali, Kamel & Kalai, Maha & Boujelben, Thouraya

2014 Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA
by Fuinhas, José Alberto & Marques, António Cardoso & Nogueira, David Coito

2014 Interest Rates and Structural Shocks in European Transition Economies
by Mirdala, Rajmund

2014 Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul)
by Ezzat, Hassan & Kirkulak, Berna

2014 Income Inequality and FDI: Evidence with Turkish Data
by Ucal, Meltem & Bilgin, Mehmet Hüseyin & Haug, Alfred A.

2014 Estimation and inference of FAVAR models
by Bai, Jushan & Li, Kunpeng & Lu, Lina

2014 On the Selection of Common Factors for Macroeconomic Forecasting
by Giovannelli, Alessandro & Proietti, Tommaso

2014 Causal linkages between electricity consumption and GDP in Thailand: evidence from the bounds test
by Jiranyakul, Komain

2014 Monetary Policy and Bank Hetrogeneity: Effectiveness of Bank Lending Channel in Pakistan
by Rahooja, Sabbah & Ali, Asif & Ahmed, Jameel & Hussain, Fayyaz & Rifat, Rizwana

2014 Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures
by Lee, Mei-Yu

2014 Economic Growth, Financial and Trade Globalization in the Philippines: A Vector Autoregressive Analysis
by Deluna, Roperto Jr & Chelly, Antiquisa

2014 The Long-run Relationship among World Oil Price, Exchange Rate and Inflation in the Philippines
by Deluna, Roperto Jr

2014 Public Health Expenditures, Income and Health Outcomes in the Philippines
by Deluna, Roperto Jr & Peralta, Tiffany Faith

2014 Bayesian Semiparametric Modeling of Realized Covariance Matrices
by Jin, Xin & Maheu, John M

2014 Causal linkages between electricity consumption and GDP in Thailand: evidence from the bounds test
by Jiranyakul, Komain

2014 The dynamic interaction between combustible renewables and waste consumption and international tourism: The case of Tunisia
by Ben Jebli, Mehdi & Ben Youssef, Slim & Apergis, Nicholas

2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2014 Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George

2014 Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises
by Demiralay, Sercan & Ulusoy, Veysel

2014 Regional resilience in Italy: do employment and income tell the same story?
by Cellini, Roberto & Di Caro, Paolo & Torrisi, Gianpiero

2014 A note on implementing the Durbin and Koopman simulation smoother
by Jarocinski, Marek

2014 Asimmetria del rischio sistematico dei titoli immobiliari americani: nuove evidenze econometriche
by De Santis, Paola & Drago, Carlo

2014 L’impact de la politique monétaire unique sur l’économie de la zone CEMAC: une approche par la modélisation VAR structurelle et bayésienne
by Kuikeu, Oscar

2014 The determinants of CO2 emissions: empirical evidence from Italy
by Cerdeira Bento, João Paulo

2014 Causality and Cointegration between Economic Growth and Energy Consumption: Econometric Evidence from Jordan
by Shahateet, Mohammed Issa & Al-Majali, Khalid Ali & Al-Hahabashneh, Fedel

2014 Is the Central and Eastern European banking systems stable? Evidence from the recent financial crisis
by Karkowska, Renata

2014 Fiscal and Monetary Policy Interactions in New Zealand
by Wesselbaum, Dennis

2014 The Dynamic Causal Relationship between Government Revenue and Government Expenditure Nexus in Ghana
by Takumah, Wisdom

2014 Fractional Integration of the Price-Dividend Ratio in a Present-Value Model
by Golinski, Adam & Madeira, Joao & Rambaccussing, Dooruj

2014 Asymmetric Cointegration: Barley and Crude Oil Price in United States
by MAT RAHIM, SITI ROHAYA

2014 Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics
by Ardakani, Omid & Kishor, N. Kundan

2014 Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators
by Preinerstorfer, David

2014 Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH
by Sinha, Pankaj & Agnihotri, Shalini

2014 Macro Stress-Testing Credit Risk in Romanian Banking System
by Ruja, Catalin

2014 Multi-jumps
by Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto

2014 Electricity Consumption, Inflation, and Economic Growth in Nigeria: A Dynamic Causality Test
by Njindan Iyke, Bernard

2014 Non-linear effects of the U.S. Monetary Policy in the Long Run
by Olmos, Lorena & Sanso Frago, Marcos

2014 Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds
by Chang, Chia-Lin & Ke, Yu-Pei

2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2014 Dynamic State-Space Models
by Karapanagiotidis, Paul

2014 A dynamic analysis of causality between prices of corn, crude oil and ethanol
by Papież, Monika

2014 The electricity-growth nexus in South Africa: Evidence from asymmetric co-integration and co-feature analysis
by Phiri, Andrew & Nyoni, Botha

2014 Consumption, labor income uncertainty, and economic news coverage
by Garz, Marcel

2014 Overseas Filipino Workers Remittances, Inequality and Quality of Life in the Philippines
by Deluna, Roperto Jr & Pedida, Sunshine

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

2014 Do Radioactive Spills from the Fukushima Disaster Have any Influence on Seafood Market in Japan?
by Wakamatsu, Hiroki & Miyata, Tsutomu

2014 How ICT Investment Influences Energy Demand in South Korea and Japan?
by Khayyat, Nabaz T. & Lee, Jongsu & Lee, Jeong-Dong

2014 Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'
by Fantazzini, Dean

2014 Modeling Covariance Breakdowns in Multivariate GARCH
by Jin, Xin & Maheu, John M

2014 The seasonal KPSS Test: some extensions and further results
by El Montasser, Ghassen

2014 On uniqueness of moving average representations of heavy-tailed stationary processes
by Gouriéroux, Christian & Zakoian, Jean-Michel

2014 Estimating multivariate GARCH and stochastic correlation models equation by equation
by Francq, Christian & Zakoian, Jean-Michel

2014 Estimates of the Price Elasticities of Natural Gas Supply and Demand in the United States
by Arora, Vipin

2014 Dynamic Spillover Effects in Futures Markets
by Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos

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

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

2014 Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis
by Phiri, Andrew

2014 Expectation-Driven Cycles: Time-varying Effects
by D'Agostino, Antonello & Mendicino, Caterina

2014 Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two
by Mosconi, Rocco & Paruolo, Paolo

2014 A Method for Experimental Events that Break Cointegration: Counterfactual Simulation
by Bell, Peter N

2014 Asymmetric co-integration and causality effects between financial development and economic growth in South Africa
by Phiri, Andrew

2014 Export-Led Growth in Tunisia: A wavelet filtering based analysis
by Hamrita, Mohamed Essaied

2014 Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2014 Oil usage, gas consumption and economic growth: Evidence from Poland
by Lach, Łukasz

2014 A Vector Error Correction Model for the Relationship between Public Debt and Inflation in Germany
by Andreas Nastansky & Alexander Mehnert & Hans Gerhard Strohe

2014 Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling
by Abdul Qayyum & Muhammad Arshad Khan

2014 Uncertainty and Monetary Policy in Good and Bad Times
by Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari

2014 Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S
by Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli

2014 Estimating fiscal multipliers: evidence from a nonlinear world
by Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari

2014 Labor Market Dynamics: a Time-varying Analysis
by Francesco Zanetti & Haroon Mumtaz

2014 Factor High-Frequency Based Volatility (HEAVY) Models
by Kevin Sheppard

2014 News and Labor Market Dynamics in the Data and in Matching Models
by Francesco Zanetti & Konstantinos Theodoridis

2014 : Income Inequality and FDI: Evidence with Turkish Data
by Meltem Ucal & Mehmet Hüseyin Bilgin & Alfred Haug

2014 Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors
by Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber

2014 Dynamic Analysis of the German Day-Ahead Electricity Spot Market
by Marius Paschen

2014 Impact of Bank Credit on Economic Growth in Nepal
by Neelam Timsina

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

2014 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

2014 Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
by Christiane Baumeister & James D. Hamilton

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

2014 Central Bank Credibility, Reputation and Inflation Targeting in Historical Perspective
by Michael Bordo & Pierre Siklos

2014 Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
by Frank Schorfheide & Dongho Song & Amir Yaron

2014 Education, Health and Wages
by James J. Heckman & John Eric Humphries & Greg Veramendi & Sergio S. Urzua

2014 Pricing sovereign credit risk of an emerging market
by Gonzalo Camba-Méndez & Konrad Kostrzewa & Anna Mospan & Dobromił Serwa

2014 Market perception of sovereign credit risk in the euro area during the financial crisis
by Gonzalo Camba-Méndez & Dobromił Serwa

2014 Effectiveness and transmission of the ECB’s balance sheet policies
by Jef Boeckx & Maarten Dossche & Gert Peersman

2014 Effectiveness and transmission of the ECB’s balance sheet policies
by Jef Boeckx & Maarten Dossche & Gert Peersman

2014 Effectiveness and transmission of the ECB’s balance sheet policies
by Jef Boeckx & Maarten Dossche & Gert Peersman

2014 Nowcasting Belgium
by David de Antonio Liedo

2014 Nowcasting Belgium
by David de Antonio Liedo

2014 Nowcasting Belgium
by David de Antonio Liedo

2014 Money, Banking and Interest Rates: Monetary Policy Regimes with Markov-Switching VECM Evidence
by Giulia Ghiani & Max Gillman & Michal Kejak

2014 Money, Banking and Interest Rates: Monetary Policy Regimes with Markov-Switching VECM Evidence
by Giulia Ghiani & Max Gillman & Michal Kejak

2014 Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models
by Chaohua Dong & Jiti Gao & Dag Tjostheim

2014 High Dimensional Correlation Matrices: CLT and Its Applications
by Jiti Gao & Xiao Han & Guangming Pan & Yanrong Yang

2014 Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
by George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao

2014 Fast computation of reconciled forecasts for hierarchical and grouped time series
by Rob J Hyndman & Alan Lee & Earo Wang

2014 The kiss of information theory that captures systemic risk
by Peter Martey Addo & Philippe De Peretti & Hayette Gatfaoui & Jakob Runge

2014 An Emerging Market Financial Conditions Index: A VAR Approach
by Rémy Charleroy & Michael A. Stemmer

2014 Are autographs integrating the global art market? The case of hedonic prices for French autographs (1960-2005)
by Ileana Miranda Mendoza & François Gardes & Xavier Greffe & Pierre-Charles Pradier

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

2014 Volatility risk premia and financial connectedness
by Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli

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

2014 Common Macroeconomic Shocks and Business Cycle Fluctuations in Euro Area Countries
by Antonella Cavallo & Antonio Ribba

2014 Noisy News in Business Cycles
by Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala

2014 Noise Bubbles
by Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala

2014 Volatility risk premia and financial connectedness
by Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli

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

2014 Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes
by Jentsch, Carsten & Paparoditis, Efstathios & Politis, Dimitris N.

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

2014 Estimating a DSGE model with Limited Asset Market Participation for the Euro Area
by Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

2014 Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

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

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

2014 Volatility Spillover between Oil and Stock Market Returns
by B. Anand & Sunil Paul & M. Ramachandran

2014 Asymmetric Price Adjustment - Evidence For India
by Sartaj Rasool Rather & S. Raja Sethu Durai & M. Ramachandran

2014 International Transmission of Credit Shocks: Evidence from Global Vector Autoregression Model
by Ludmila Fadejeva & Martin Feldkircher & Thomas Reininger

2014 Forecasting Natural Population Change: the Case of Latvia
by Aleksejs Melihovs

2014 Asymmetric volatility spillovers between UK regional worker flows and vacancies
by Deborah Gefang & Geraint Johnes

2014 Real exchange rate persistence: the case of the Swiss franc-US dollar rate
by Katarina Juselius & Katrin Assenmacher

2014 Times Series: Cointegration
by Søren Johansen

2014 Targeting estimation of CCC-Garch models with infinite fourth moments
by Rasmus Søndergaard Pedersen

2014 Service Expenditure and Intertemporal Elasticity of Substitution in Japan
by Masafumi Kozuka

2014 Marginal q and Firms' Capital Investments: Evidence from Time Series Data of Japanese Manufacturing Industries
by Masafumi Kozuka

2014 Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey
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
by Ralf Brüggemann & Carsten Jentsch & Carsten Trenkler

2014 Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach
by Yves S. Schüler

2014 The International Dimension of Confidence Shocks
by Stéphane Dées & Jochen Güntner

2014 Dealing with an error correction model when trade balances are trend-stationary
by Manuel Cantavella-Jordá

2014 Dependence Measures in Bivariate Gamma Frailty Models
by van den Berg, Gerard J. & Effraimidis, Georgios

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

2014 Education, Health and Wages
by Heckman, James J. & Humphries, John Eric & Veramendi, Gregory & Urzua, Sergio

2014 Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
by Benoît Sévi

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

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

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

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

2014 A fear index to predict oil futures returns
by Julien Chevallier & Benoit Sevi

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
by Yasuo Hirose & Atsushi Inoue

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 Short-Term Forecasting of GDP under Structural Changes
by Rafael Ravnik

2014 Education, Health and Wages
by James Heckman & John Eric Humphries & Gregory Veramendi & Sergio Urzua

2014 Adaptations of Conventional Spatial Econometric Models to Count Data
by Brännäs, Kurt

2014 Serially Correlated Measurement Errors in Time Series Regression: The Potential of Instrumental Variable Estimators
by Biørn, Erik

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

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

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

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

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

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

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

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

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

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

2014 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 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 aVAR-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 Escribano, Álvaro & Blazsek, Szabolcs

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 Is Fiscal Policy More Effective in Uncertain Times or During Recessions?
by Mario Alloza

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 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 The effects of the crisis on production potential and household spending in Italy
by Fabio Busetti & Pietro Cova & Antonio Maria Conti & Filippo Scoccianti & Libero Monteforte & Giordano Zevi & Valentina Aprigliano & Andrea Gerali & Alberto Locarno & Alessandro Notarpietro & Massimiliano Pisani & Concetta Rondinelli & Antonio Bassanetti & Lisa Rodano & Alfonso Rosolia & Francesco Franceschi & Silvia Fabiani & Mario Porqueddu & Marianna Riggi & Fabrizio Venditti

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 Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model
by Massimo Guidolin & Alexei G. Orlov & Manuela Pedio

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 Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets
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 Kurumsal Yapı ve İktisadi Büyüme İlişkisi: Türkiye Örneği
by Seyfettin ARTAN & Pınar HAYALOĞLU

2014 Finansal Kalkınma ve Gelir Eşitsizliği: Türkiye Örneği, 1980–2012
by Zafer KANBEROĞLU & Mehmet Akif ARVAS

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
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
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 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 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 Determinantes de la inflación en Ecuador Un análisis econométrico utilizando modelos VAR
by Diana María Morán Chiquito

2014 Influencia y divergencia de choques de precios del petroleo en precios del gas natural ¿Mecanismo unidireccional o canales de transmision?, una estimacion mediante vectores estructurales concorrector de errores(SVEC), 1992 (I)-2011 (IV)
by Roger Alejandro Banegas Rivero & Reyna Vergara Gonzalez

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 Dynamic factor models: A review of the literature
by Karim Barhoumi & Olivier Darné & Laurent Ferrara

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 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 Tax Revenue and Main Macroeconomic Indicators in Turkey
by Harun Yuksel & Mehmet Orhan & Hakan Oztunc

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 Testing for linear and Markov switching DSGE models
by Marian Vavra

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

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

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

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

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

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

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

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

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

2013 Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis
by Niccolò Battistini & Marco Pagano & Saverio Simonelli

2013 On Smoothing Macroeconomic Time Series using HP and Modified HP Filter
by Muhammad Ali Choudhary & Muhammad Nadim Hanif & Javed Iqbal

2013 Debt Relief under the HIPC Initiative: Why Some Countries Complete the Programme Faster Than Others
by William Akoto

2013 Mining Big Data Using Parsimonious Factor and Shrinkage Methods
by Hyun Hak Kim & Norman Swanson

2013 Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
by Emmanuela Bernardini & Gianluca Cubadda

2013 Is Volatility Good for Growth? Evidence from the G7
by Elena Andreou & Alessandra Pelloni & Marianne Sensier

2013 Granger Causality from Exchange Rates to Fundamentals: What Does the Bootstrap Test Show Us?
by Hsiu-Hsin Ko & Masao Ogaki

2013 Restatement of the I-O Coefficient Stability Problem
by Dobrescu, Emilian

2013 The Effect of Public Capital on Aggregate Output – Empirical Evidence for 22 OECD Countries –
by Wesselhöft, Jan-Erik

2013 The regional pattern of the U.S. house price bubble - An application of SPC to city level data
by Freese, Julia

2013 Is There Really Granger Causality Between Energy Use and Output?
by Bruns, Stephan B. & Gross, Christian & Stern, David I.

2013 What if Energy Time Series are not Independent? Implications for Energy-GDP Causality Analysis
by Bruns, Stephan B. & Gross, Christian

2013 Examining the Determinants of Food Prices in Developing Asia
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2013 Covariance Averaging for Improved Estimation and Portfolio Allocation
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2013 On the Stationarity of per Capita Carbon Dioxide Emissions over a Century
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2013 Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango
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2013 Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model
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2013 Are Business Cycles Gender Neutral?
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2013 El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011
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2013 Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change
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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 Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables
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2013 The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach
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2013 Macroeconomic Forecasting Using Low-Frequency Filters
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2013 The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR
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2013 Determinants of bank credit to the private sector: The case of Albania
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2013 Türkiye’de Kamu Yatırım Harcamalarının Özel Sektör Yatırım Üzerindeki Etkisi
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2013 Testing for Noncausal Vector Autoregressive Representation
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2013 Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors
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2013 Towards Recoupling? Assessing the Impact of a Chinese Hard Landing on Commodity Exporters: Results from Conditional Forecast in a GVAR Model
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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 Konut Piyasası ve Ekonomik Büyüme İlişkisi: Türkiye Üzerine Zaman Serileri Analizi (2000-2012)
by KARGI, Bilal

2013 Foreign Capital and Investment in Pakistan: A Cointegration and Causality Analysis
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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
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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
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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
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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?
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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
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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
by dogru, bulent

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?
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2013 Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients
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2013 Volatility and dynamic conditional correlations of European emerging stock markets
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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
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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
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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 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 Dynamic effects of credit shocks in a data-rich environment
by Boivin, Jean & Giannoni, Marc & Stevanovic, Dalibor

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
by Hilde C. Bjørnland & Leif Anders Thorsrud

2013 What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks
by Ozer Karagedikli & Michael Ryan & Daan Steenkamp & Tugrul Vehbi

2013 The Evolution of the U.S. Output-Inflation Tradeoff
by Benjamin Wong

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

2013 Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?
by Benjamin Wong

2013 Purchasing Power Parity and the Taylor Rule
by Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki

2013 Domestic Versus International Determinants Of European Business Cycles: A GVAR Approach
by Melisso Boschi & Massimiliano Marzo & Simone Salotti

2013 How Well Does "Core" Inflation Capture Permanent Price Changes?
by Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair

2013 Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks
by Alfonso Mendoza Velázquez & Peter N. Smith

2013 What drives oil prices? Emerging versus developed economies
by Knut Are Aastveit & Hilde C. Bjornland

2013 Quantifying Australia's "Three Speed" Boom
by Aaron Walker & Rod Tyers

2013 Regionalization vs. Globalization
by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok

2013 The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints
by Oscar Parkyn & Tugrul Vehbi

2013 Causality Between Energy and Output in the Long-Run
by David I. Stern & Kerstin Enflo

2013 The Seasonal KPSS Test When Neglecting Seasonal Dummies: A Monte Carlo analysis
by Ghassen El Montasser & Talel Boufateh & Fakhri Issaoui

2013 From complements to substitutes: Structural breaks in the elasticity of substitution between paid-employment and self-employment in the US
by Emilio Congregado & Vicente Esteve & Antonio A. Golpe

2013 Wage leadership models: a country-by-country analysis of the EMU
by Gaetano D’Adamo & Mariam Camarero & Cecilio Tamarit

2013 Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach
by Dmitry Kulikov & Aleksei Netšunajev

2013 Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach
by Dmitry Kulikov & Aleksei Netšunajev

2013 Euro Area monetary policy transmission in Estonia
by Gertrud Errit & Lenno Uusküla

2013 Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity
by Aleksei Netšunajev

2013 Nowcasting Norway
by Mattéo Luciani & Lorenzo Ricci

2013 Estimating the State Vector of Linearized DSGE Models without the Kalman Filter
by Robert Kollmann

2013 Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming
by Chevillon, Guillaume

2013 Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads
by Dong Hwan Oh & Andrew J. Patton

2013 Dynamic Copula Models and High Frequency Data
by Irving Arturo De Lira Salvatierra & Andrew J. Patton

2013 Asymptotic Inference about Predictive Accuracy Using High Frequency Data
by Jia Li & Andrew J. Patton

2013 La Corse est-elle soluble dans le modèle méditerranéen ? Une analyse à partir d’une régression quantile sur données d’entreprises en panel entre 2004 et 2010. Is the Corsican economy a part of the Mediterranean world ? An analysis from a quantile regression on panel data over the period 2004-2010
by Nadine Levratto & Aziza Garsaa & Luc Tessier

2013 A new approach of contagion based on smooth transition conditional correlation GARCH models: An empirical application to the Greek crisis
by Henri Audigé

2013 A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm
by Nikolaos Zirogiannis & Yorghos Tripodis

2013 Can Stock Price Fundamentals Properly be Captured?: Using Markov Switching in Heteroskedasticity Models to Test Identification Schemes
by Anton Velinov

2013 Testing Unemployment Theories: A Multivariate Long Memory Approach
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha

2013 Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker

2013 On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010
by Guglielmo Maria Caporale & John Hunter & Faek Menla Ali

2013 Chinese Renewable Energy Technology Exports: The Role of Policy, Innovation and Markets
by Jing Cao & Felix Groba

2013 A 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 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 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 What Drives the Stock Market Integration in the CEE-3?
by Vyrost, Tomas & Baumöhl, Eduard & Lyocsa, Stefan

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 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 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 How Is the RMB Exchange Rate Misaligned? A Recent Application of Behavioral Equilibrium Exchange Rate (BEER) to China
by Cui , Yuming

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 Generalized impulse response analysis: General or Extreme?
by Hyeongwoo Kim

2013 Problemas de asimetria para el analisis y la predictibilidad del tipo de cambio mexicano
by Semei Coronado Ramirez & Gerardo Leonardo Gatica Arreola

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 Capital Inflows, Inflation, and the Exchange Rate Volatility- An Investigation for Linear and Nonlinear Causal Linkages
by Abdul Rashid & Fazal Husain

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 Day-of-the-week effect in Consumer Confidence Index: The case of Turkey
by Sadullah Çelik & Hüseyin Kaya

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 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
by A. Anzuini & M. J. Lombardi & P. Pagano

2013 Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
by Christiane Baumeister & Luca Benati

2013 Are Investment and Savings Cointegrated? Evidence from Middle East and North African Countries
by Helmi Hamdi & Rashid Sbia

2013 Causality Relationship between Macroeconomic Variables and Stock Market Development: Evidence from Bahrain
by Hisham Handal Abdelbaki

2013 Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets
by Krenar AVDULAJ & Jozef BARUNIK

2013 The Relevant Markets for Meat Production and Processing in the Czech Republic: Analysis of the Price Movements
by Vladimír Hajko & Jaroslav Bil

2013 Potere della distribuzione moderna nelle filiere agroalimentari: il caso dell’olio d’oliva in Italia
by Roberto Furesi & Fabio A. Madau & Pietro Pulina

2013 Stock – Watson Eşbütünleşme Analizi Yardımıyla Altın Fiyatları Mekanizması Üzerine
by Gönül AKINCI & Merter AKINCI & Ömer YILMAZ

2013 Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values
by Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado

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

2013 Análisis de convergencia de las regiones de la zona euro (1990-2010)
by Laia Maynou & Marc Saez & Jordi Bacaria

2013 Turkiye Avrupa Birligi’ne Yakinsiyor Mu? Bir Zaman Serisi Analizi, 1950-2008
by Lutfu OZTURK

2013 Hodrick-Prescott Filter: An Extreme-Sport Testing
by Wulfrano Gómez & Leovardo Mata & Montserrat Reyna

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 The Determinants of Economic Growth in Africa: A Dynamic Causality and Panel Cointegration Analysis
by Sharif Hossain & Rajarshi Mitra

2013 Evaluating the Effects of Monetary Policy Shocks on GCC Countries
by Sayyed Mahdi Ziaei

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
by Armando Rodríguez Zerpa, José U. Mora Mora

2013 Desagregación temporal: una metodología multivariada alternativa
by Hurtado, Jorge & Melo, Luis

2013 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 Zárate & Norberto Rodríguez & Margarita Marín

2013 Combinación de brechas del producto colombiano
by Paulo M. Sánchez & Luis Fernando Melo

2013 El comportamiento del tipo de cambio real en Colombia: ¿explicado por sus fundamentales?
by Jair Ojeda Joya & Joan Granados & Carolina Arteaga

2013 Desaceleración económica e inflación de activos financieros en Colombia
by Mateo Clavijo

2013 Vector Autoregressive Models Using “R”
by Ciprian ALEXANDRU & Nicoleta CARAGEA & Ana Maria DOBRE

2013 Default and liquidity regimes in the bond market during the 2002-2012 period
by Georges Dionne & Olfa Maalaoui Chun

2013 Trade linkages and growth in Latin America: An SVAR analysis
by Miguel Ángel Saldarriaga & Diego Winkelried

2013 Consumer confidence as a predictor of consumption spending: Evidence for the United States and the Euro area
by Stephane Dees & Pedro Soares Brinca

2013 Is the role of international health aid on adult mortality efficient? Evidence from developing countries using DEA approach
by Arshia Amiri & Asim Afridi

2013 Assessment of models to forecast exchange rates: The quetzal–U.S. dollar exchange rate
by Carlos Eduardo Castillo-Maldonado & Fidel Pérez-Macal

2013 Aggregate business failures and macroeconomic conditions: A VAR look at the U.S. between 1980 and 2004
by Jin Zhang & David A. Bessler & David J. Leatham

2013 Revisiting The Financial Volatility–Derivative Products Relationship On Euronext.Liffe Using A Frequency Domain Analysis
by CLAUDIU TIBERIU ALBULESCU & Daniel Goyeau & AVIRAL KUMAR TIWARI

2013 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
by Paulo M. Sánchez & Luis Fernando Melo

2013 The Relationship Between Inflation and Inflation Uncertainty Under Different Monetary Policy Regimes
by Bulent DOGRU

2013 The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex
by Hasibe OZGUMUS & Turhan KORKMAZ & Emrah Ismail CEVIK

2013 Is the Canadian Banking System Really ¡°Stronger¡± than the U.S. One?
by Christian Calm¨¨s & Raymond Th¨¦oret

2013 The Dynamic Relationships between Oil Prices and the Japanese Economy: A Frequency Domain Analysis
by Wei Yanfeng

2013 On the Optimality of GCC Monetary Union: Asymmetric Shocks Assessments
by Atef Saad Alshehry & Sarra Ben Slimane

2013 Taxa Natural de Juros no Brasil
by Alessandra Ribeiro & Vladimir K. Teles

2013 Does Twin Deficits Relationship Affect The Leading Indicators Of Crisis? Analysis Of The Us And Turkey In Light Of The 2008 Global Crisis
by Tulin Tunc Deveci & Suleyman Degirmen

2013 Monetary Policy, Foreign Exchange Intervention and Exchange Rate Volatility in Zambia
by Jonathan Chipili

2013 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 Testing the Lucas Critique for the Turkish Money Demand Function
by Levent KORAP & Metin YILDIRIM

2012 Döviz kuru ve ithalat fiyatlarının yurt içi fiyatlara etkisi
by Hakan KARA & Fethi ÖĞÜNÇ

2012 Sanayi üretim endeksini etkileyen faktörlerin ekonometrik analizi
by Salih BARIŞIK & Rüştü YAYAR

2012 Yield Curve Dynamics of the Indian G-Sec Market: A Macro-Finance Approach
by SAHOO, SATYANANDA & BHATTACHARYYA, INDRANIL

2012 Bootstrap joint prediction regions
by Michael Wolf & Dan Wunderli

2012 On the construction of two-country cointegrated VAR models with an application to the UK and US
by Heinlein, Reinhold & Krolzig, Hans-Martin

2012 Real wages and the origins of modern economic growth in Germany, 16th to 19th centuries
by Uebele, Martin & Pfister, Ulrich & Riedel, Jana

2012 On the Distribution of Exchange Rate Regime Treatment Effects on International Trade
by Dorn, Sabrina & Egger, Peter

2012 Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework
by Beckmann, Joscha & Czudaj, Robert

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
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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
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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
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2012 The changing dynamics of US inflation persistence: A quantile regression approach
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2012 Disaggregate energy consumption and industrial output in Pakistan: An empirical analysis
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2012 Unraveling the complexity of US presidential approval: A multi-dimensional semi-parametric approach
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2012 SPECTRAN, a set of Matlab programs for Spectral analysis
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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
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2012 The extent of European power markets
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2012 Multivariate wishart stochastic volatility and changes in regime
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2012 A terminological note on cyclotomic polynomials and Blaschke matrices
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2012 Structural estimation of the New-Keynesian model: A formal test of backward- and forward-looking behavior
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2012 Monetary policy and the oil futures market
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2012 Measuring option implied degree of distress in the US financial sector using the entropy principle
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2012 Identifying time variability in stock and interest rate dependence
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2012 Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries
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2012 Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro
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2012 Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries
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2012 After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?
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2012 International Stock Market Integration: Central and South Eastern Europe Compared
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2012 Where does Information Processing in a Fragmented Market Take Place? – Evidence from the Swiss Stock Market after MiFID
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2012 Do institutions and culture matter for business cycles?
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2012 Income polarization and innovation: Evidence from African economies
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2012 Derivatives Holdings and Systemic Risk in the U.S. Banking Sector
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2012 An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor
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2012 Apertura, productividad y gasto agregado: un modelo de fundamentos del tipo de cambio real
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2012 Non-Balanced Growth and Production Technology Estimation
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2012 Estimación del producto potencial y la brecha de producto para Uruguay: un Modelo de Vectores Autorregresivos Estructural (SVAR) y otras medidas alternativas
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2012 The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
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2012 Output Growth and Its Volatility: The Gold Standard through the Great Moderation
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2012 Robust Ranking of Multivariate GARCH Models by Problem Dimension
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2012 Minimally Conditioned Likelihood for a Nonstationary State Space Model
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2012 Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
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2012 Long swings in Japan’s current account and in the yen
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2012 Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions
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2012 A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers
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2012 News Shocks, Information Flows and SVARs
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2012 Identifying News Shocks from SVARs
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2012 Bayesian semiparametric multivariate GARCH modeling
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2012 Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models
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2012 A Forty Year Assessment of Forecasting the Boat Race
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2012 A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League
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2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
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2012 Forecasting Interest Rates with Shifting Endpoints
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2012 Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging
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2012 Fast Efficient Importance Sampling by State Space Methods
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2012 Structural Intervention Time Series Analysis of Crime Rates: The Impact of Sentence Reform in Virginia
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2012 Common Movement of the Emerging Market Currencies
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2012 Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode
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2012 Macroeconomic Surprises and Stock Returns in South Africa
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2012 Contagion or Flight-to-Quality Phenomena in Stock and Bond Returns
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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
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2012 Questioning The Taylor Rule
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2012 Did The Taylor Rule Stabilize Inflation in Brazil?
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2012 Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility
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2012 Real Convergence in Europe: A Cluster Analysis
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2012 Smooth Transitions, Asymmetric Adjustment and Unit Roots
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2012 A Note on the Current Account Sustainability of European Transition Economies
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2012 Testing Identification Strength
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2012 Efficient Inference with Poor Instruments: a General Framework
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2012 Efficient Minimum Distance Estimation with Multiple Rates of Convergence
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2012 Two Exercises of Inflation Modelling and Forecasting for Azerbaijan
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2012 Trends and Structural Changes in South African Macroeconomic Volatility
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2012 Pushing the Limit? Fiscal Policy in the European Monetary Union
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2012 A General to Specific Approach for Constructing Composite Business Cycle Indicators
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2012 Prince-setting, monetary policy and the contractionary effects of productivity improvements
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2012 Effects of Global Liquidity on Commodity and Food Prices
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2012 Causalities and casualties: Media attention and terrorism, 1970–2010
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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
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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
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2012 Bayesian Semiparametric Multivariate GARCH Modeling
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2012 Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
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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
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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 impact of the real exchange rate on non-oil exports. Is there an asymmetric adjustment towards the equilibrium?
by Hasanov, Fakhri

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
by Dechert, Andreas

2012 The US monetary performance prior to the 2008 crisis
by Li, Kui-Wai

2012 Poverty and employment impact of trade liberalization in Nigeria: empirical evidence and policy implications
by Balogun, Emmanuel Dele & Dauda, Risikat O. S.

2012 Macroeconomic Aspects of Real Exchange Rate Volatility in the Central European Countries
by Mirdala, Rajmund

2012 Forecasting Volatility in Developing Countries' Nominal Exchange Returns
by Antonakakis, Nikolaos & Darby, Julia

2012 Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations
by Jang, Tae-Seok

2012 Factors Determining FDI in Nigeria: Role of Emerging Economies
by Dinda, Soumyananda

2012 Marginal Likelihood Estimation with the Cross-Entropy Method
by Chan, Joshua & Eisenstat, Eric

2012 The great synchronization of international trade collapse
by Antonakakis, Nikolaos

2012 The Role of Credit in Great Moderation: a Multivariate GARCH Approach
by Grydaki, Maria & Bezemer, Dirk J.

2012 Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations
by Jang, Tae-Seok

2012 Time varying fractional cointegration
by Simwaka, Kisu

2012 Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods
by Chan, Joshua & Strachan, Rodney

2012 Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah
by Lau, Evan & Hamzah, Siti Nur Zahara

2012 Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility
by Karapanagiotidis, Paul

2012 How far India has gone down the road towards financial integration with US since subprime crisis? An Econometric Analysis
by Saha, Malayendu & Bhunia, Amalendu

2012 Indirect estimation of GARCH models with alpha-stable innovations
by Parrini, Alessandro

2012 Energy use, emissions, economic growth and trade: A Granger non-causality evidence for Malaysia
by Ismail, Mohd Adib & Mawar, Murni Yunus

2012 A Flexible State Space Model and its Applications
by Qian, Hang

2012 Day of the week effect in central European stock markets
by Stavarek, Daniel & Heryan, Tomas

2012 Exchange return co-movements and volatility spillovers before and after the introduction of Euro
by Antonakakis, Nikolaos

2012 Supplementary appendix to "noncausal vector autoregression"
by Lanne, Markku & Saikkonen, Pentti

2012 Martingale approximation for common factor representation
by Bystrov, Victor & di Salvatore, Antonietta

2012 Backward and forward closed solutions of multivariate ARMA models
by Ludlow-Wiechers, Jorge

2012 Market risk of developed and developing countries during the global financial crisis
by Köksal, Bülent & Orhan, Mehmet

2012 The transmission process of financial crises across the emerging markets: an alternative consideration
by Abdurrahman, Korkmaz

2012 Bilateral Export and Import Demand Functions of Bangladesh: A Cointegration Approach
by Murad, S. M. Woahid

2012 Forecasting inflation in Asian economies
by Liew, Freddy

2012 An Error Correction Model Analysis of the Determinant of Foreign Direct Investment: Evidence from Nigeria
by Okpara, Godwin Chigozie

2012 Mortgage Lending and the Great moderation: a multivariate GARCH Approach
by Bezemer, Dirk J & Grydaki, Maria

2012 On whether foreign direct investment catalyzes economic development in Nigeria
by OKPARA, GODWIN CHIGOZIE

2012 Measuring the effects of monetary policy in Pakistan: A factor augmented vector autoregressive approach
by Munir, Kashif & Qayyum, Abdul

2012 Is Monetary Policy a Growth Stimulant in Nigeria? A Vector Autoregressive Approach
by Adesoye, A. Bolaji & Maku, Olukayode E. & Atanda, Akinwande AbdulMaliq

2012 Bank systemic risk and the business cycle: Canadian and U.S. evidence
by Christian Calmès & Raymond Théoret

2012 The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter
by Christian Calmès & Raymond Théoret

2012 Staatsverschuldung und Inflation : eine empirische Analyse für Deutschland
by Alexander Mehnert & Andreas Nastansky

2012 Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach
by David ARISTEI & Manuela Gallo

2012 Explaining The Determinants Of The Frequency Of Exchange Rate Interventions In Peru Using Count Models
by Edgar Ventura & Gabriel Rodríguez

2012 Returns in commodities futures markets and financial speculation: a multivariate GARCH approach
by Matteo Manera & Marcella Nicolini & Ilaria Vignati

2012 Un Indicatore per la Lombardia e per le Province di Milano e Pavia (Nuova versione)
by Donatella Baiardi & Carluccio Bianchi

2012 Independent Factor Autoregressive Conditional Density Model
by Alexios Ghalanos & Eduardo Rossi & Giovanni Urga

2012 What does a monetary policy shock do? An international analysis with multiple filters
by Efrem Castelnuovo

2012 Multivariate Rotated ARCH models
by Diaa Noureldin & Neil Shephard & Kevin Sheppard

2012 International Stock Market Integration : Central and South Eastern Europe Compared
by Roman Horvath & Dragan Petrovski

2012 Meta-Analysis of the New Keynesian Phillips Curve
by Katarína Danišková & Jarko Fidrmuc

2012 Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure
by Christophe André & Rangan Gupta & Patrick T. Kanda

2012 Testing the Marshall-Lerner condition in Kenya
by Luis Alberiko Gil-Alaña & Guiglielmo Maria Caporale & Robert Mudida

2012 Investigating the oil price exchange rate nexus: evidence from Africa
by Simeon Coleman & Juan C. Cuestas & Estefania Mourelle

2012 Multivariate Rotated ARCH Models
by Diaa Noureldin & Neil Shephard & Kevin Sheppard

2012 Oil Price Shock, Pass-through Policy and its Impact on India
by Bhanumurthy, N. R. & Das, Surajit & Bose, Sukanya

2012 Determination of Interest Rate in India: Empirical Evidence on Fiscal Deficit-Interest Links and Financial Crowding Out
by Chakraborty, Lekha

2012 Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir

2012 Was the Recent Downturn in US GDP Predictable?
by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller

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 Time-series characteristics of UK commercial property returns: Testing for multiple changes in persistence
by Simeon Coleman Author name: Vitor Leone

2012 Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble
by Otavio Ribeiro de Medeiros and Vitor Leone

2012 Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks
by Karen K. Lewis & Sandy Lai

2012 Prior Selection for Vector Autoregressions
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri

2012 Can we beat the random walk in forecasting CEE exchange rates?
by Jakub Muck & Pawel Skrzypczynski

2012 Econometric regime shifts and the US subprime bubble
by André K. Anundsen

2012 Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk
by Michele Ca’ Zorzi & Michal Rubaszek

2012 Liquidity needs, private information, feedback trading: verifying motives to trade
by Bartosz Gębka & Dobromił Serwa

2012 Are business cycles in the US and emerging economies synchronized?
by Piotr Krupa & Paweł Skrzypczyński

2012 Measuring the natural yield curve
by Michał Brzoza-Brzezina & Jacek Kotłowski

2012 A simple test for the equality of integration orders
by Javier Hualde

2012 Estimation of the cointegrating rank in fractional cointegration
by Javier Hualde

2012 Incentives Beyond the Money and Motivational Capital in Health Care Organizations
by Mikel Berdud & Juan M. Cabasés Hita

2012 VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors
by D.S. Poskitt & Wenying Yao

2012 La dette publique française justifie-t-elle l'austérité budgétaire ?
by Gaël Giraud & Florent Mc Isaac & Rossi Abi Rafeh

2012 Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector
by Ibrahim Ahamada & Djamel Kirat

2012 The impact of phase II of the EU ETS on the electricity-generation sector
by Ibrahim Ahamada & Djamel Kirat

2012 The federal funds rate and the conduction of the international orchestra
by Antonio Ribba

2012 Euro area inflation as a predictor of national inflation rates
by Antonella Cavallo & Antonio Ribba

2012 Identifying the Shocks behind Business Cycle Asynchrony in Euroland
by Trenkler, Carsten & Weber, Enzo

2012 Codependent VAR Models and the Pseudo-Structural Form
by Trenkler, Carsten & Weber, Enzo

2012 The Sectoral Effects of Monetary Policy in Hungary: A Structural Factor Analysis
by Gábor Pellényi

2012 Testing Causality Between Two Vectors in Multivariate GARCH Models
by Tomasz Wozniak

2012 Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis using Model Averaging Methods
by Kevin Lee & Nilss Olekalns & Kalvinder Shields

2012 Identification in structural vector autoregressive models with structural changes
by Emanuele BACCHIOCCHI & Luca FANELLI

2012 Internet, noise trading and commodity prices
by Massimo PERI & Daniela VANDONE & Lucia BALDI

2012 Comparing Hybrid DSGE Models
by Alessia Paccagnini

2012 Integration of China Stock Markets with International Stock Markets: An application of Smooth Transition Conditional Correlation with Double Transition Functions
by M. Fatih Oztek & Nadir Ocal

2012 Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data
by Nektarios Aslanidis & Stilianos Fountas

2012 Stock returns and Inflation:Evidence from Quantile Regressions
by Paul Alagidede & Theodore Panagiotidis

2012 The Hausman-Taylor Panel Data Model with Serial Correlation
by Badi H. Baltagi & Long Liu

2012 Inflation Targeting, Credibility, and Non-Linear Taylor Rules
by Matthias Neuenkirch & Peter Tillmann

2012 The changing dynamics of US inflation persistence: a quantile regression approach
by Peter Tillmann & Maik H. Wolters

2012 Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach
by Ginters Buss

2012 A New Real-Time Indicator for the Euro Area GDP
by Ginters Buss

2012 Interest Rate Determination in India: Empirical Evidence on Fiscal Deficit--Interest Rate Linkages and Financial Crowding Out
by Lekha S. Chakraborty

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2012 Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
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2012 Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models
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2012 Haavelmo's Probability Approach and the Cointegrated VAR
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2012 Do Institutions and Culture Matter for Business Cycles?
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2012 Measuring and Predicting Heterogeneous Recessions
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2012 Forecasting Covariance Matrices: A Mixed Frequency Approach
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2012 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
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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 An Empirical Growth Model for Major Oil Exporters
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2012 Exceso de Toma de Riesgo Crediticio en Chile
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2012 Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System
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2012 Asymptotic efficiency of semiparametric two-step GMM
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2012 The Two-tier foreign exchange market and the conduct of monetary policy: The Belgian case during Bretton-Woods era
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2012 Effects of simultaneity on testing Granger-causality – a cautionary note about statistical problems and economic misinterpretations
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2012 Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions
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2012 A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers
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2012 Housing Cycles and Macroeconomic Fluctuations: A Global Perspective
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2012 Housing Cycles and Macroeconomic Fluctuations: A Global Perspective
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2012 International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach
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2012 Implied Basket Correlation Dynamics
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2012 Modeling Time-Varying Dependencies between Positive-Valued High-Frequency Time Series
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2012 Simultaneous Statistical Inference in Dynamic Factor Models
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2012 Assessing the Anchoring of Inflation Expectations
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2012 Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach
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2012 The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis
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2012 Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -
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2012 Market Liberalization and Market Integration - Essays on the Nordic Electricity Market
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2012 An Econometric Market Model of Capital and Investment Inspired by Haavelmo
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2012 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 A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy
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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
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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
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2012 Testing Causality Between Two Vectors in Multivariate GARCH Models
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2012 Granger-causal analysis of VARMA-GARCH models
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2012 Reaction to Technology Shocks in Markov-Switchings Structural VARs: Identification via heteroskedasticity
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2012 Bayesian Testing of Granger Causality in Markov-Switching VARs
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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
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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
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2012 An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor
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2012 The Effect of Data Revisions on the Basic New Keynesian Model
by Vázquez Pérez, Jesús & María-Dolores, Ramón & Londoño Yarce, Juan Miguel

2012 Data Revisions in the Estimation of DSGE Models
by Casares, Miguel & Vázquez Pérez, Jesús

2012 Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets
by Ciarreta Antuñano, Aitor & Zárraga Alonso, Ainhoa

2012 Do Euro area countries respond asymmetrically to the common monetary policy?
by Matteo Barigozzi & Antonio Conti & Matteo Luciani

2012 Linking Macroeconomic Dynamics to Georgian Credit Portfolio Risk
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2012 Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction
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2012 Marginal Likelihood Estimation with the Cross-Entropy Method
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2012 Bayesian Estimation of DSGE Models
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2012 Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
by Rodney W. Strachan & Herman K. van Dijk

2012 Job Creation and the Self-employed Firm Size: evidence from Spain
by Emilio Congregado & Vicente Esteve & Antonio A. Golpe

2012 Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models
by Marc Hallin & Ramon van den Akker & Bas Werker

2012 Monetary Policy and the Housing Market: A Structural Factor Analysis
by Matteo Luciani

2012 Money, Credit, Monetary Policy and the Business Cycle in the Euro Area
by Domenico Giannone & Michèle Lenza & Lucrezia Reichlin

2012 Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area
by Chevillon, Guillaume

2012 Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?
by Olfa Kaabia & Ilyes Abid & Khaled Guesmi

2012 Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework
by Olfa Kaabia & Ilyes Abid

2012 Energy price transmissions during extreme movements
by Marc Joëts

2012 Identifying Structural Vector Autoregressions via Changes in Volatility
by Helmut Lütkepohl

2012 Persistence and Cycles in the US Federal Funds Rate
by Guglielmo Maria Caporale & Luis A. Gil-Alana

2012 Business Cycles, International Trade and Capital Flows: Evidence from Latin America
by Guglielmo Maria Caporale & Alessandro Girardi

2012 Testing the Marshall-Lerner Condition in Kenya
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida

2012 Reducing Confidence Bands for Simulated Impulse Responses
by Helmut Lütkepohl

2012 Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal
by Guglielmo Maria Caporale & Mauro Costantini & Antonio Paradiso

2012 Fundamental Problems with Nonfundamental Shocks
by Helmut Lütkepohl

2012 Persistence and Cycles in US Hours Worked
by Guglielmo Maria Caporale & Luis A. Gil-Alana

2012 Effects of Global Liquidity on Commodity and Food Prices
by Ansgar Belke & Ingo G. Bordon & Ulrich Volz

2012 Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs
by Helmut Lütkepohl & Aleksei Netsunajev

2012 Long Memory in German Energy Price Indices
by Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana

2012 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
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2012 Non-linearity Induced Weak Instrumentation
by Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos

2012 Sieve Inference on Semi-nonparametric Time Series Models
by Xiaohong Chen & Zhipeng Liao & Yixiao Sun

2012 Testing for structural stability in the whole sample
by 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
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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
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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 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
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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
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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
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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
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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 Latin American Growth Partners
by Diego Winkelried Quezada & Miguel Ángel Saldarriaga

2012 Socios comerciales y crecimiento en América Latina
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 Regulationist Macro-Models for Developing Countries. An Application to the Argentine New Development Pattern
by Tupac Panigo, Demian & Chena, Pablo Ignacio

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 Monetary dynamics in post inflation Bolivia
by Fortun Vargas, Jonathan

2012 Perspectivas de inflación en Bolivia
by Aguilar, Tirza J. & Martin, Dennis

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 Country Matters: Country Risk Measurement by Causal Pathways - La valutazione del rischio paese attraverso percorsi causali
by Chopra, Parvesh K.

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 Is Informal Sector Employment Marginal to Formal Sector Growth?
by Nadia Tahir & Pervez Tahir

2012 The impact of the crisis on the monetary autonomy of Central and Eastern European countries
by Gábor Dávid Kiss & Andreász Kosztopulosz

2012 Estimating Potential Output in Romania using Univariate Statistical Filters
by Dedu Vasile & Stoica Tiberiu

2012 Improving Customer Churn Models as one of Customer Relationship Management Business Solutions for the Telecommunication Industry
by Slãvescu Ecaterina Oana & Panait Iulian

2012 The Impact Of Investments, Exports, And Openness On Economic Growth. A Comparative Study On The East European Countries
by Simut Ramona

2012 Economic Potential Recovery '" A European Challenge In The Medium Term
by Rãdulescu Andrei

2012 Dynamics Of Development In Europe: Analysis Of Twenty Years Data On Gdp And Hdi
by Bucciarelli Edgardo & Alessi Michele & Persico Tony Ernesto

2012 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 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 Competencia en el sector bancario chileno. Una aproximación dinámica
by Flores, Yarela & Watts, David

2012 En busca de un buen marco de referencia predictivo para la inflación en Chile
by Pincheira, Pablo & García, Álvaro

2012 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 Prices, wages and fertility in pre-industrial England
by Marc P. B. Klemp

2012 Electricity Consumption and Economic Growth Nexus: A Multivariate Analysis for Turkey
by Ali Acaravci & Ilhan Ozturk

2012 Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure
by Christophe Andre & Rangan Gupta & Patrick T. Kanda

2012 Measuring Tax Multipliers: The Narrative Method in Fiscal VARs
by Carlo Favero & Francesco Giavazzi

2012 Measuring the Output Responses to Fiscal Policy
by Alan J. Auerbach & Yuriy Gorodnichenko

2011 A Structural Approach To Information Shares
by Oleg Korenok & Bruce Mizrach & Stanislav Radchenko

2011 Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data
by Riane de Bruyn & Rangan Gupta & Lardo stander

2011 Intertemporal portfolio allocation and hedging demand: An application to South Africa
by Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden

2011 Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection
by Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego

2011 Relationship between House Prices and Inflation in South Africa: An ARDL Approach
by Roula Inglesi-Lotz & Rangan Gupta

2011 Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure
by Christophe Andre & Rangan Gupta & Patrick T. Kanda

2011 The Role of Asset Prices in Forecasting Inflation and Output in South Africa
by Rangan Gupta & Faaiqa Hartley

2011 Using Large Data Sets to Forecast Sectoral Employment
by Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye

2011 Structural Macroeconomic Analysis for Dynamic Factor Models
by Maddalena Cavicchioli

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 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 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 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 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 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 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 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 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 Does an expanding low-pay sector decrease structural unemployment? Evidence from Germany
by Marcel Garz & Artur Tarassow

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 Fu