Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C50: General
/ / / C51: Model Construction and Estimation
/ / / C52: Model Evaluation, Validation, and Selection
/ / / C53: Forecasting and Prediction Models; Simulation Methods
/ / / C54: Quantitative Policy Modeling
/ / / C55: Large Data Sets: Modeling and Analysis
/ / / C57: Econometrics of Games and Auctions
/ / / C58: Financial Econometrics
/ / / C59: Other

2017

• Zhang, Yu Yvette, 2017, "A shape constrained estimator of bidding function of first-price sealed-bid auctions," Economics Letters, Elsevier, volume 150, issue C, pages 67-72, DOI: 10.1016/j.econlet.2016.11.001.
• Arin, K. Peren & Koyuncu, Murat & Spagnolo, Nicola, 2017, "A note on the macroeconomic consequences of ethnic/racial tension," Economics Letters, Elsevier, volume 155, issue C, pages 100-103, DOI: 10.1016/j.econlet.2017.02.015.
• Shang, Yuhuang & Liu, Lulu, 2017, "An extension of stochastic volatility model with mixed frequency information," Economics Letters, Elsevier, volume 155, issue C, pages 144-148, DOI: 10.1016/j.econlet.2017.04.003.
• Bettendorf, Timo & Bursian, Dirk, 2017, "Chow-Lin ×N: How adding a panel dimension can improve accuracy," Economics Letters, Elsevier, volume 157, issue C, pages 5-9, DOI: 10.1016/j.econlet.2017.05.019.
• Katsiampa, Paraskevi, 2017, "Volatility estimation for Bitcoin: A comparison of GARCH models," Economics Letters, Elsevier, volume 158, issue C, pages 3-6, DOI: 10.1016/j.econlet.2017.06.023.
• Li, Hongjun & Li, Qi & Shi, Yutang, 2017, "Determining the number of factors when the number of factors can increase with sample size," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 76-86, DOI: 10.1016/j.jeconom.2016.06.003.
• Chaker, Selma, 2017, "On high frequency estimation of the frictionless price: The use of observed liquidity variables," Journal of Econometrics, Elsevier, volume 201, issue 1, pages 127-143, DOI: 10.1016/j.jeconom.2017.06.018.
• Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K., 2017, "The time-varying correlation between output and prices in the United States over the period 1800–2014," Economic Systems, Elsevier, volume 41, issue 1, pages 98-108, DOI: 10.1016/j.ecosys.2016.05.005.
• Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2017, "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," European Journal of Operational Research, Elsevier, volume 259, issue 3, pages 1121-1131, DOI: 10.1016/j.ejor.2016.11.019.
• Nielsen, Youngju & Pungaliya, Raunaq S., 2017, "Idiosyncratic returns and relative value in the US Treasury market," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 125-144, DOI: 10.1016/j.jempfin.2017.09.003.
• Boubaker, Heni & Raza, Syed Ali, 2017, "A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets," Energy Economics, Elsevier, volume 64, issue C, pages 105-117, DOI: 10.1016/j.eneco.2017.01.026.
• Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan, 2017, "Dynamic spillover between commodities and commodity currencies during United States Q.E," Energy Economics, Elsevier, volume 66, issue C, pages 399-410, DOI: 10.1016/j.eneco.2017.07.008.
• Zhang, Yue-Jun & Chevallier, Julien & Guesmi, Khaled, 2017, "“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets," Energy Economics, Elsevier, volume 68, issue C, pages 228-239, DOI: 10.1016/j.eneco.2017.09.024.
• Liu, Bing-Yue & Ji, Qiang & Fan, Ying, 2017, "Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model," Energy Economics, Elsevier, volume 68, issue C, pages 53-65, DOI: 10.1016/j.eneco.2017.09.011.
• Lahiani, Amine & Miloudi, Anthony & Benkraiem, Ramzi & Shahbaz, Muhammad, 2017, "Another look on the relationships between oil prices and energy prices," Energy Policy, Elsevier, volume 102, issue C, pages 318-331, DOI: 10.1016/j.enpol.2016.12.031.
• Wang, Xiaoyu & Xie, Dejun & Jiang, Jingjing & Wu, Xiaoxia & He, Jia, 2017, "Value-at-Risk estimation with stochastic interest rate models for option-bond portfolios," Finance Research Letters, Elsevier, volume 21, issue C, pages 10-20, DOI: 10.1016/j.frl.2016.11.013.
• Kalouptsidi, Myrto & Scott, Paul T. & Souza-Rodrigues, Eduardo, 2017, "On the non-identification of counterfactuals in dynamic discrete games," International Journal of Industrial Organization, Elsevier, volume 50, issue C, pages 362-371, DOI: 10.1016/j.ijindorg.2016.02.003.
• Shin, Minchul & Zhong, Molin, 2017, "Does realized volatility help bond yield density prediction?," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 373-389, DOI: 10.1016/j.ijforecast.2016.11.003.
• Dovern, Jonas & Jannsen, Nils, 2017, "Systematic errors in growth expectations over the business cycle," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 760-769, DOI: 10.1016/j.ijforecast.2017.03.003.
• Mensah, Jones Odei & Premaratne, Gamini, 2017, "Systemic interconnectedness among Asian Banks," Japan and the World Economy, Elsevier, volume 41, issue C, pages 17-33, DOI: 10.1016/j.japwor.2016.12.004.
• Kleinbrod, Vincent M. & Li, Xiao-Ming, 2017, "Order flow and exchange rate comovement," Journal of International Money and Finance, Elsevier, volume 77, issue C, pages 199-215, DOI: 10.1016/j.jimonfin.2017.07.022.
• Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2017, "Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 39-71, DOI: 10.1016/j.jimonfin.2017.08.007.
• Bashar, Omar H.M.N. & Bhattacharya, Prasad Sankar & Wohar, Mark E., 2017, "The cyclicality of fiscal policy: New evidence from unobserved components approach," Journal of Macroeconomics, Elsevier, volume 53, issue C, pages 222-234, DOI: 10.1016/j.jmacro.2017.07.010.
• Gorodnichenko, Yuriy & Ng, Serena, 2017, "Level and volatility factors in macroeconomic data," Journal of Monetary Economics, Elsevier, volume 91, issue C, pages 52-68, DOI: 10.1016/j.jmoneco.2017.09.004.
• Le Pira, Michela & Marcucci, Edoardo & Gatta, Valerio & Inturri, Giuseppe & Ignaccolo, Matteo & Pluchino, Alessandro, 2017, "Integrating discrete choice models and agent-based models for ex-ante evaluation of stakeholder policy acceptability in urban freight transport," Research in Transportation Economics, Elsevier, volume 64, issue C, pages 13-25, DOI: 10.1016/j.retrec.2017.08.002.
• Kang, Hyunju & Suh, Hyunduk, 2017, "Macroeconomic Dynamics in Korea during and after the Global Financial Crisis: A Bayesian DSGE Approach," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 386-421, DOI: 10.1016/j.iref.2017.02.008.
• Aboura, Sofiane & Chevallier, Julien, 2017, "Oil vs. gasoline: The dark side of volatility and taxation," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 976-989, DOI: 10.1016/j.ribaf.2016.02.005.
• Gaus, Eric & Sinha, Arunima, 2017, "Characterizing investor expectations for assets with varying risk," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 990-999, DOI: 10.1016/j.ribaf.2016.01.019.
• Llorca, Manuel & Jamasb, Tooraj, 2017, "Energy efficiency and rebound effect in European road freight transport," Transportation Research Part A: Policy and Practice, Elsevier, volume 101, issue C, pages 98-110, DOI: 10.1016/j.tra.2017.05.002.
• Francesco Ravazzolo & Joaquin Vespignani, 2017, "World Steel Production: A New Monthly Indicator of Global Real Economic Activity," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-42, Jun.
• Warwick J. McKibbin & Andrew Stoeckel, 2017, "Modelling a Complex World: Improving Macromodels," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-56, Sep.
• Tatiana Epifanova & Taras Bogachev & Tamara Alekseychik, 2017, "Fuzzy set-based, Integrated Regions' (Countries) Ecological State Evaluation Technique," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 128-137.
• Benzeval, Michaela & Davillas, Apostolos & M. Jones, Andrew, 2017, "The income-health gradient: evidence from self-reported health and biomarkers using longitudinal data on income," ISER Working Paper Series, Institute for Social and Economic Research, number 2017-03, Mar.
• Parma Chakravartti & Sudipto Mundle, 2017, "An Automatic Leading Indicator Based Growth Forecast For 2016-17 and The Outlook Beyond," Working Papers, eSocialSciences, number id:11773, May.
• Annalisa Marini & Steve McCorriston, 2017, "Propagation of Commodity Market Shocks," Discussion Papers, University of Exeter, Department of Economics, number 1708.
• Jiri Witzany, 2017, "A Bayesian Approach to Backtest Overfitting," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/18, Sep, revised Sep 2017.
• Martine AUDIBERT & Yong HE & Jacky MATHONNAT, 2017, "What does demand heterogeneity tell us about health care provider choice in rural China?," Working Papers, FERDI, number P193, Jul.
• Martine AUDIBERT & Yong HE & Jacky MATHONNAT, 2017, "What does demand heterogeneity tell us about health care provider choice in rural China?," Working Papers, FERDI, number P193, Jul.
• Sarah Guillou & Lionel Nesta, 2017, "Markup Heterogeneity, Export Status and the Establishment of the Euro," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2017-35, Nov.
• Amine Lahiani & Anthony Miloudi & Ramzi Benkraiem & Shahbaz Muhammad, 2017, "Another look on the relationships between oil prices and energy prices," Post-Print, HAL, number hal-01429682, Jan, DOI: 10.1016/j.enpol.2016.12.031.
• Pierre-Alexandre Mahieu & Jason Shogren & Pascal Gastineau & François-Charles Wolff, 2017, "Interval bidding in a distribution elicitation format," Post-Print, HAL, number hal-01576239, Jan, DOI: 10.1080/00036846.2017.1302065.
• Cem Ertur & Antonio Musolesi, 2017, "Weak and Strong Cross-Sectional Dependence: A Panel Data Analysis of International Technology Diffusion," Post-Print, HAL, number hal-03539371, Apr, DOI: 10.1002/jae.2538.
• Fritz Schiltz & Chiara Masci & Tommaso Agasisti & Daniel Horn, 2017, "Using Machine Learning To Model Interaction Effects In Education: A Graphical Approach," Budapest Working Papers on the Labour Market, Institute of Economics, Centre for Economic and Regional Studies, number 1704, Jun.
• Sahminan & Ginanjar Utama & Robbi Nur Rakman & Idham, 2017, "A Dynamic Stochastic General Equilibrium (Dsge) Model To Assess The Impact Of Structural Reforms On The Indonesian Economy," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 2, pages 149-180, October, DOI: https://doi.org/10.21098/bemp.v20i2.
• Sahminan & Ginanjar Utama & Robbi Nur Rakhman, 2017, "A Dynamic Stochastic General Equilibrium (DSGE) Model to Assess the Impact of Structural Reforms on the Indonesian Economy," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 2, pages 149-180, October, DOI: 10.21098/bemp.v20i2.810.
• Solikin M. Juhro & Andi M. Alfian Parewangi, 2017, "Conference Proceedings "Financial Stability and The Global Landscape"," Proceedings, Bank Indonesia, volume 1, February.
• Farshad Faezy Razi, 2017, "A hybrid grey-based C5 and firefly algorithm for stock selection," International Journal of Industrial and Systems Engineering, Inderscience Enterprises Ltd, volume 25, issue 4, pages 499-519.
• Hyunju Kang & Hyunduk Suh, 2017, "Macroeconomic Dynamics in Korea during and after the Global Financial Crisis: A Bayesian DSGE Approach," Inha University IBER Working Paper Series, Inha University, Institute of Business and Economic Research, number 2017-1, Mar, revised Mar 2017.
• Gauthier Lanot, 2017, "Maximum likelihood and economic modeling," IZA World of Labor, Institute of Labor Economics (IZA), pages 326-326, January.
• Jugurnath Bhavish & Rucktooa Ayush & Fauzel Sheereen & Soondram Hema, 2017, "What determines the profitability of non-bank deposit taking institutions? some evidence from Mauritius," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 239-253, October-D.
• Ying Jiang & Shamim Ahmed & Xiaoquan Liu, 2017, "Volatility forecasting in the Chinese commodity futures market with intraday data," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 4, pages 1123-1173, May, DOI: 10.1007/s11156-016-0570-4.
• Agya Atabani Adi, 2017, "Returns Effect, Shocks and Volatility Transmission between Foreign Exchange-Stock Markets in Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 3, issue 1, pages 29-38, March.
• Haroon Mumtaz & Konstantinos Theodoridis, 2017, "The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis," Working Papers, Lancaster University Management School, Economics Department, number 173173908.
• Konstantinos Theodoridis & Haroon Mumtaz, 2017, "Fiscal policy shocks and stock prices in the United States," Working Papers, Lancaster University Management School, Economics Department, number 178117307.
• José Daniel Aromí, 2017, "Measuring uncertainty through word vector representations," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 63, pages 135-156, January-D.
• Sheereen Fauzel, 2017, "Trade Facilitation and Economic Growth in Developing Countries: Using A Static and Dynamic Framework," Business and Economic Research, Macrothink Institute, volume 7, issue 2, pages 270-281, December.
• José Carlos Trejo-García & Miguel Ángel Martínez-García & Francisco Venegas-Martínez, 2017, "Administración del riesgo crediticio al menudeo en México: una mejora econométrica en la selección de variables y cambios en sus características," Contaduría y Administración, Accounting and Management, volume 62, issue 2, pages 11-12, Abril-Jun.
• José Carlos Trejo-García & Miguel Ángel Martínez-García & Francisco Venegas-Martínez, 2017, "Credit risk management at retail in Mexico: An econometric improvement in the selection of variables and changes in their characteristics," Contaduría y Administración, Accounting and Management, volume 62, issue 2, pages 13-14, Abril-Jun.
• Sydney C. Ludvigson & Sai Ma & Serena Ng, 2017, "Shock Restricted Structural Vector-Autoregressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 23225, Mar.
• James J. Heckman & Margaret L. Holland & Kevin K. Makino & Rodrigo Pinto & Maria Rosales-Rueda, 2017, "An Analysis of the Memphis Nurse-Family Partnership Program," NBER Working Papers, National Bureau of Economic Research, Inc, number 23610, Jul.
• Yuriy Gorodnichenko & Serena Ng, 2017, "Level and Volatility Factors in Macroeconomic Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 23672, Aug.
• Kravtsov, A., 2017, "Development of the Patent-Based Researches on Innovation Processes: Analytic Review," Journal of the New Economic Association, New Economic Association, volume 35, issue 3, pages 144-167.
• Chakravartti, Parma & Mundle, Sudipto, 2017, "An Automatic Leading Indicator Based Growth Forecast For 2016-17 and The Outlook Beyond," Working Papers, National Institute of Public Finance and Policy, number 17/193, Mar.
• K. Milin, 2017, "Modelling French inflation: a macrosectoral approach," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2017-08.
• Paul I. Ojeaga & Sunday M. Posu, 2017, "Climate Change, Industrial Activity and Economic Growth: A Cross Regional Analysis," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 5, issue 2, pages 7-17, December.
• Niematallah Elamin & Mototsugu Fukushige, 2017, "The 2011 Japanese energy crisis: Effects on the magnitude and pattern of load demand," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 17-19, Jul.
• Joseph Cooper & A. Nam Tran & Steven Wallander, 2017, "Testing for Specification Bias with a Flexible Fourier Transform Model for Crop Yields," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 3, pages 800-817.
• Robert A. Cord, 2017, "The London and Cambridge Economic Service: history and contributions," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 41, issue 1, pages 307-326.
• Konstantinos Metaxoglou & Aaron Smith, 2017, "Forecasting Stock Returns Using Option-Implied State Prices," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 3, pages 427-473.
• Maria Kovacova & Tomas Kliestik, 2017, "Logit and Probit application for the prediction of bankruptcy in Slovak companies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 4, pages 775-791, December, DOI: 10.24136/eq.v12i4.40.
• Kahia, Montassar, 2017, "The Framework of Tunisian Textile and Clothing Industry," MPRA Paper, University Library of Munich, Germany, number 60283.
• Coble, David & Pincheira, Pablo, 2017, "Nowcasting Building Permits with Google Trends," MPRA Paper, University Library of Munich, Germany, number 76514, Feb.
• Kahia, Montassar, 2017, "The key factors of export intensity in Tunisia: A Logistic regression with random effect model," MPRA Paper, University Library of Munich, Germany, number 77278.
• Bonga-Bonga, Lumengo, 2017, "Fiscal policy, Monetary policy and External imbalances: Cross-country evidence from Africa’s three largest economies (Nigeria, South Africa and Egypt)," MPRA Paper, University Library of Munich, Germany, number 79490, May.
• Yang, Bill Huajian, 2017, "Smoothing Algorithms by Constrained Maximum Likelihood," MPRA Paper, University Library of Munich, Germany, number 79911, Jun.
• Yang, Bill Huajian, 2017, "Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure," MPRA Paper, University Library of Munich, Germany, number 79934, Sep.
• Esiyok, Bulent & Ugur, Mehmet, 2017, "Spatial dependence in the growth process and implications for convergence rate: Evidence on Vietnamese provinces," MPRA Paper, University Library of Munich, Germany, number 80253, Jun, revised 15 Jun 2017.
• Bataa, Erdenebat & Park, Cheolbeom, 2017, "Is the Recent Low Oil Price Attributable to the Shale Revolution?," MPRA Paper, University Library of Munich, Germany, number 80775, Jul.
• Rudkin, Simon & Sharma, Abhijit, 2017, "The Impact of Football Attendance on Tourist Expenditures for the United Kingdom," MPRA Paper, University Library of Munich, Germany, number 81427, Sep.
• Corchon, Luis & Marini, Marco A., 2017, "Handbook of Game Theory and Industrial Organization, Volume I: Theory. An Introduction," MPRA Paper, University Library of Munich, Germany, number 81443, Sep.
• Corchon, Luis & Marini, Marco A., 2017, "Handbook of Game Theory and Industrial Organization, Volume II: Applications. An Introduction," MPRA Paper, University Library of Munich, Germany, number 81444, Sep.
• Barnett, William & Su, Liting, 2017, "Financial Firm Production of Inside Monetary and Credit Card Services: An Aggregation Theoretic Approach," MPRA Paper, University Library of Munich, Germany, number 82061, Oct.
• Omri, Anis, 2017, "Entrepreneurship, Sectoral Outputs and Environmental Improvement : International Evidence," MPRA Paper, University Library of Munich, Germany, number 82450, Nov.
• Hamidi Sahneh, Mehdi, 2017, "News, Noise, and Tests of Present Value Models," MPRA Paper, University Library of Munich, Germany, number 82715, Oct.
• Paccagnini, Alessia, 2017, "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper, University Library of Munich, Germany, number 82914, Nov.
• Mohajan, Haradhan, 2017, "Development of Einstein’s Static Cosmological Model of the Universe," MPRA Paper, University Library of Munich, Germany, number 83001, Jan, revised 16 Feb 2017.
• Bonga-Bonga, Lumengo & Gnagne, Pascal Xavier, 2017, "The impact of exchange rate volatility on capital flows in BRICS economies," MPRA Paper, University Library of Munich, Germany, number 84773, Dec.
• Charlita de Freitas, Luciano & Euler de Morais, Leonardo & Manuel Baigorri, Carlos, 2017, "Risk and systemic risk perception in the telecommunications sector in Brazil: an investor perspective assessment," MPRA Paper, University Library of Munich, Germany, number 85687, Dec.
• Sunde, Tafirenyika, 2017, "Education Expenditure and Economic Growth in Mauritius: An Application of the Bounds Testing Approach," MPRA Paper, University Library of Munich, Germany, number 86667.
• Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017, "Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks," MPRA Paper, University Library of Munich, Germany, number 88754, Dec, revised Feb 2018.
• František Obešlo, 2017, "Export and Import Functions (Empirical Analysis on the Example of the Czech Republic)," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2017, issue 3, pages 5-15, DOI: 10.18267/j.efaj.184.
• Haroon Mumtaz & Konstantinos Theodoridis, 2017, "Fiscal Policy Shocks and Stock Prices in the United States," Working Papers, Queen Mary University of London, School of Economics and Finance, number 817, Feb.
• Haroon Mumtaz & Konstantinos Theodoridis, 2017, "The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 820, Apr.
• Eleni Chatzivgeri & Haroon Mumtaz & Daniela Tavasci & Luigi Ventimiglia, 2018, "Common and country specific factors in the distribution of real wages," Working Papers, Queen Mary University of London, School of Economics and Finance, number 863, Jul.
• William Barnett & Liting Su, 2017, "Financial Firm Production Of Inside Monetary And Credit Card Services: An Aggregation Theoretic Approach," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 91, Oct.
• Amandha Ganegoda & John Evans, 2017, "The Australian retirement lottery: A system failure," Australian Journal of Management, Australian School of Business, volume 42, issue 1, pages 3-31, February, DOI: 10.1177/0312896214554267.
• GUISAN, Maria-Carmen, 2017, "Manufacturing And Economic Development In The World For 2000-2015: Main Features And Challenges," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 26, issue 3, pages 73-88.
• Michał Bernardelli, 2017, "Predicting Hourly Internet Traffic in the RTB System – Panel Approach," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 47, pages 11-26.
• Liviu C. Andrei & Dalina Andrei, 2017, "Monetary Inflation Mechanism. An Empirical View," Working papers Globalization - Economic, Social and Moral Implications, April 2017, Research Association for Interdisciplinary Studies, number 1, Jan, DOI: 10.5281/zenodo.581463.
• Carl H. Korkpoe & Peterson Owusu Junior, 2018, "Behaviour of Johannesburg Stock Exchange All Share Index Returns - An Asymmetric GARCH and News Impact Effects Approach," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 68, issue 1, pages 26-42, January-M.
• Alan T. Murray, 2017, "Regional analytics," The Annals of Regional Science, Springer;Western Regional Science Association, volume 59, issue 1, pages 1-13, July, DOI: 10.1007/s00168-017-0825-6.
• Fotis Papailias & Dimitrios D. Thomakos & Jiadong Liu, 2017, "The Baltic Dry Index: cyclicalities, forecasting and hedging strategies," Empirical Economics, Springer, volume 52, issue 1, pages 255-282, February, DOI: 10.1007/s00181-016-1081-9.
• Ahmed El Ghini & Youssef Saidi, 2017, "Return and volatility spillovers in the Moroccan stock market during the financial crisis," Empirical Economics, Springer, volume 52, issue 4, pages 1481-1504, June, DOI: 10.1007/s00181-016-1110-8.
• Zhao Zhao & Guowei Cui & Shaoping Wang, 2017, "A Monte Carlo comparison of estimating the number of dynamic factors," Empirical Economics, Springer, volume 53, issue 3, pages 1217-1241, November, DOI: 10.1007/s00181-016-1167-4.
• Latife Ghalayini, 2017, "Modeling and forecasting spot oil price," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 7, issue 3, pages 355-373, December, DOI: 10.1007/s40821-016-0058-0.
• Edsel L. Beja, 2017, "The Asymmetric Effects of Macroeconomic Performance on Happiness: Evidence for the EU," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), volume 52, issue 3, pages 184-190, May, DOI: 10.1007/s10272-017-0670-y.
• Silvestro Sanzo & Mariano Bella & Giovanni Graziano, 2017, "Tax Structure and Economic Growth: A Panel Cointegrated VAR Analysis," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 3, issue 2, pages 239-253, July, DOI: 10.1007/s40797-017-0056-0.
• Khemais Zaghdoudi & Abdelaziz Hakimi, 2017, "The Determinants of Liquidity Risk: Evidence from Tunisian Banks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 2, pages 1-5.
• Pierre-Alexandre Mahieu & François-Charles Wolff & Jason Shogren & Pascal Gastineau, 2017, "Interval bidding in a distribution elicitation format," Applied Economics, Taylor & Francis Journals, volume 49, issue 51, pages 5200-5211, November, DOI: 10.1080/00036846.2017.1302065.
• Mark Andor & Christopher Parmeter, 2017, "Pseudolikelihood estimation of the stochastic frontier model," Applied Economics, Taylor & Francis Journals, volume 49, issue 55, pages 5651-5661, November, DOI: 10.1080/00036846.2017.1324611.
• Tao Zou & Song Xi Chen, 2017, "Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 3, pages 486-498, July, DOI: 10.1080/07350015.2015.1089773.
• Rashid Sbia & Muhammad Shahbaz & Ilhan Ozturk, 2017, "Economic growth, financial development, urbanisation and electricity consumption nexus in UAE," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 30, issue 1, pages 527-549, January, DOI: 10.1080/1331677X.2017.1305792.
• Ravazzolo, Francesco & Vespignani, Joaquin, 2017, "World steel production: A new monthly indicator of global real economic activity," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-08.
• Aytul Ganioglu, 2017, "Evidence for the Explosive Behavior of Food and Energy Prices: Implications in Terms of Inflation Expectations," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1717.
• Prast, Henriette & Teppa, F., 2017, "The Power of Percentage : Quantitative Framing of Pension Income," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-048.
• Mónica Navarrete & Patricio Aroca & Jorge Bernal, 2017, "Matching espacial para georreferenciar datos de encuestas de hogar," Estudios de Economia, University of Chile, Department of Economics, volume 44, issue 1 Year 20, pages 53-80, June.
• Leonel Muinelo-Gallo & Oriol Roca-Sagalés, 2017, "Long-term effects of fiscal policy in Uruguay," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 17-02, Feb.
• Gilbert Mbara, 2017, "Business Cycle Dating after the Great Moderation: A Consistent Two – Stage Maximum Likelihood Method," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2017-13.
• Drew D. Creal & Jing Cynthia Wu, 2017, "Monetary Policy Uncertainty And Economic Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 58, issue 4, pages 1317-1354, November, DOI: 10.1111/iere.12253.
• Cem Ertur & Antonio Musolesi, 2017, "Weak and Strong Cross‐Sectional Dependence: A Panel Data Analysis of International Technology Diffusion," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 3, pages 477-503, April.
• Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa, 2017, "Anchoring the yield curve using survey expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 6, pages 1055-1068, September.
• Bin Chen & Jinho Choi & Juan Carlos Escanciano, 2017, "Testing for fundamental vector moving average representations," Quantitative Economics, Econometric Society, volume 8, issue 1, pages 149-180, March.
• Matthew Shum, 2017, "Econometric Models for Industrial Organization," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10033, ISBN: ARRAY(0x606ea780), September.

2016

• Niels Haldrup & Oskar Knapik & Tommaso Proietti, 2016, "A generalized exponential time series regression model for electricity prices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-08, Mar.
• Ole E. Barndorff-Nielsen, 2016, "Assessing Gamma kernels and BSS/LSS processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-09, Apr.
• Reeling, Carson & Verdier, Valentin & Lupi, Frank, 2016, "Valuing Natural Resources Allocated by Dynamic Lottery," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235673, DOI: 10.22004/ag.econ.235673.
• Cruz, Jose Cesar Jr. & Silveira, Rodrigo L. F. & Capitani, Daniel H. D. & Urso, Fabiana S. P. & Martines, Joao G. Filho, , "The effect of Brazilian corn and soybean crop expansion on price and volatility transmission," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236127, DOI: 10.22004/ag.econ.236127.
• Steven Berry & Philip Haile, 2016, "Identification in Differentiated Products Markets," Annual Review of Economics, Annual Reviews, volume 8, issue 1, pages 27-52, October.
• Wai-Ki Ching & Jia-Wen Gu & Tak-Kuen Siu & Qing-Qing Yang, 2016, "Trading Strategy with Stochastic Volatility in a Limit Order Book Market," Papers, arXiv.org, number 1602.00358, Jan.
• Fernando Arias & David Delgado & Daniel Parra & Hernán Rincón-Castro, 2016, "Gross Capital Flows and their long-term Determinants for Developing Economies: A Panel Co-integration Approach," Borradores de Economia, Banco de la Republica de Colombia, number 932, Mar, DOI: 10.32468/be.932.
• Elena Angelini & Michele Ca’ Zorzi & Katrin Forster van Aerssen, 2016, "External and Macroeconomic Adjustment in the Larger Euro-Area Countries," International Finance, Wiley Blackwell, volume 19, issue 3, pages 269-291, December.
• Bin Guo & Song Xi Chen, 2016, "Tests for high dimensional generalized linear models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 78, issue 5, pages 1079-1102, November.
• Tao Cai & Vinh Q. T. Dang & Jennifer T. Lai, 2016, "China's Capital and ‘Hot’ Money Flows: An Empirical Investigation," Pacific Economic Review, Wiley Blackwell, volume 21, issue 3, pages 276-294, August.
• TANASESCU Cristina & BUCUR Amelia & OPREAN-STAN Camelia, 2016, "An Approach On The Modelling Of Long Economic Cycles In The Context Of Sustainable Development," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 4, pages 177-190, December.
• Ma. Edith S. Chacón Bustillos & Héctor Ernesto Sheriff Beltrán, 2016, "La nueva dinámica de los shocks externos en Bolivia: aplicación de instrumental neuro-psico-econométrico en presencia de shocks asimétricos con memoria," Revista de Análisis del BCB, Banco Central de Bolivia, volume 25, issue 2, pages 61-110, July.
• Fabio Canova & Mehdi Hamidi Sahneh, 2016, "Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 2/2016, Feb.
• Gallegati Marco & Gallegati Mauro & Ramsey James B. & Semmler Willi, 2016, "Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 477-493, September, DOI: 10.1515/snde-2014-0053.
• Karsten Neuhoff & Nolan Ritter & Aymen Salah-Abou-El-Enien & Philippe Vassilopoulos, 2016, "Intraday Markets for Power: Discretizing the Continuous Trading," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1616, Mar.
• Llorca, M. & Jamasb, T., 2016, "Energy efficiency and rebound effect in European road freight transport," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1654, Dec.
• Ines Chaieb & Vihang R. Errunza & Rajna Gibson, 2016, "How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-52, Jul.
• Nicolás Ronderos Pulido, 2016, "Una visión unificada del contagio en mercados financieros: un enfoque causal en el dominio de la frecuencia," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-27.
• Canova, Fabio & Hamidi Sahneh, Mehdi, 2016, "Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11041, Jan.
• Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016, "New Methods for Macro-Financial Model Comparison and Policy Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11461, Aug.
• Taylor, Mark & Boero, Gianna & Mandalinci, Zeyyad, 2016, "Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11689, Dec.
• Martin T. Bohl & Gerrit Reher & Bernd Wilfling, 2016, "Short selling constraints and stock returns volatility: empirical evidence from the German stock market," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4516, Jan.
• Pedro V. Piffaut & Damià Rey Miró, 2016, "Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 111, pages 138-147, Septiembr.
• Andreea MIRICĂ & Tudorel ANDREI & Elena-Doina DASCĂLU & George-Ioan MINCU RĂDULESCU & Ionela-Roxana GLĂVA, 2016, "Revision Policy Of Seasonally Adjusted Series – Case Study On Romanian Quarterly Gdp," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 45-62.
• Karsten Neuhoff & Nolan Ritter & Aymen Salah-Abou-El-Enien & Philippe Vassilopoulos, 2016, "Intraday Markets for Power: Discretizing the Continuous Trading?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1544.
• Emilia VÁZQUEZ-ROZAS & Fidel MARTÍNEZ-ROGET & Eddy Antonio CASTILLO MONTESDEOCA, 2016, "El sector turístico y su relevancia económica en Ecuador y los países de UNASUR(1995 – 2013)," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 16, issue 1, pages 155-170.
• Patrick De lamirande & Jason Stevens, 2016, "Predicting events with an unidentified time horizon," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 729-735.
• Dirk Ulbricht, 2016, "It is not structural breaks that earn average forecasts their fame," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 1250-1259.
• Akimitsu Inoue, 2016, "Density estimation based on pointwise mutual information," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 1138-1148.
• Roman Matkovskyy, 2016, "Arbitrary temporal heterogeneity in time of European countries panel model," Economics Bulletin, AccessEcon, volume 36, issue 1, pages 576-587.
• Muhammad Shahbaz & Aviral Kumar Tiwari & Saleheen Khan, 2016, "Is energy consumption per capita stationary? Evidence from first and second generation panel unit root tests," Economics Bulletin, AccessEcon, volume 36, issue 3, pages 1656-1669.
• Jungho Baek, 2016, "Analyzing a Long-Run Relationship between Exports and Imports Revisited: Evidence from G-7 Countries," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 665-676.
• Afees A. Salisu, 2016, "Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework," Economics Bulletin, AccessEcon, volume 36, issue 3, pages 1315-1324.
• Stephen Norman, 2016, "Attractor misspecification and threshold estimation bias," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 1911-1921.
• Andreza A Palma, 2016, "Natural interest rate in Brazil: further evidence frThe main objective of this study is to estimate the natural interest rate for Brazil using a parsimonious AR-trend-bound model proposed by Chan, Koo," Economics Bulletin, AccessEcon, volume 36, issue 3, pages 1306-1314.
• Cleomar Gomes da silva & Flavio V. Vieira, 2016, "Monetary policy decision making: the role of ideology, institutions and central bank independence," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2051-2062.
• Manel Hamdi & Chaker Aloui & Santosh kumar Nanda, 2016, "Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2430-2442.
• Katsuhiro Sugita, 2016, "Bayesian inference in Markov switching vector error correction model," Economics Bulletin, AccessEcon, volume 36, issue 3, pages 1534-1546.
• Valeriya V. Lakshina & Andrey M. Silaev, 2016, "Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2368-2380.
• Nidhal Mgadmi & Helmi Hamdi & Houssem Rachdi, 2016, "Non-Linear Modelling of Money Demand in Tunisia: Evidence from the STAR Model," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 1975-1985.
• Blattner, Tobias Sebastian & Joyce, Michael A. S., 2016, "Net debt supply shocks in the euro area and the implications for QE," Working Paper Series, European Central Bank, number 1957, Sep.
• Eric Kofi Boadi & Eric Kofi Boadi & Yao Li & Victor Curtis Lartey & Victor Curtis Lartey, 2016, "Role of Bank Specific, Macroeconomic and Risk Determinants of Banks Profitability: Empirical Evidence from Ghana's Rural Banking Industry," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 813-823.
• Farid Ameur & Mohamed Tkiouat, 2016, "A Contribution of Expected Utility Theory in Taxpayers' Behavior Modeling," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 1217-1224.
• Xanthi Partalidou & Apostolos Kiohos & Grigoris Giannarakis & Nikolaos Sariannidis, 2016, "The Impact of Gold, Bond, Currency, Metals and Oil Markets on the USA Stock Market," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 1, pages 76-81.
• Ghassan, Hassan Belkacem & AlHajhoj, Hassan Rafdan, 2016, "Long run dynamic volatilities between OPEC and non-OPEC crude oil prices," Applied Energy, Elsevier, volume 169, issue C, pages 384-394, DOI: 10.1016/j.apenergy.2016.02.057.
• Kadria, Mohamed & Ben Aissa, Mohamed Safouane, 2016, "Inflation targeting and public deficit in emerging countries: A time varying treatment effect approach," Economic Modelling, Elsevier, volume 52, issue PA, pages 108-114, DOI: 10.1016/j.econmod.2015.02.022.
• Hemche, Omar & Jawadi, Fredj & Maliki, Samir B. & Cheffou, Abdoulkarim Idi, 2016, "On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach," Economic Modelling, Elsevier, volume 52, issue PA, pages 292-299, DOI: 10.1016/j.econmod.2014.09.004.
• Bohl, Martin T. & Reher, Gerrit & Wilfling, Bernd, 2016, "Short selling constraints and stock returns volatility: Empirical evidence from the German stock market," Economic Modelling, Elsevier, volume 58, issue C, pages 159-166, DOI: 10.1016/j.econmod.2016.05.025.
• Nguyen, Cuong & Bhatti, M. Ishaq & Komorníková, Magda & Komorník, Jozef, 2016, "Gold price and stock markets nexus under mixed-copulas," Economic Modelling, Elsevier, volume 58, issue C, pages 283-292, DOI: 10.1016/j.econmod.2016.05.024.
• Wang, Weiguo & Xue, Jing & Du, Chonghua, 2016, "The Balassa–Samuelson hypothesis in the developed and developing countries revisited," Economics Letters, Elsevier, volume 146, issue C, pages 33-38, DOI: 10.1016/j.econlet.2016.07.020.
• Tran, Kien C. & Tsionas, Mike G., 2016, "On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors," Economics Letters, Elsevier, volume 147, issue C, pages 19-22, DOI: 10.1016/j.econlet.2016.08.014.
• Tanaka, Katsuyuki & Kinkyo, Takuji & Hamori, Shigeyuki, 2016, "Random forests-based early warning system for bank failures," Economics Letters, Elsevier, volume 148, issue C, pages 118-121, DOI: 10.1016/j.econlet.2016.09.024.
• Onorante, Luca & Raftery, Adrian E., 2016, "Dynamic model averaging in large model spaces using dynamic Occam׳s window," European Economic Review, Elsevier, volume 81, issue C, pages 2-14, DOI: 10.1016/j.euroecorev.2015.07.013.
• Kollmann, Robert & Pataracchia, Beatrice & Raciborski, Rafal & Ratto, Marco & Roeger, Werner & Vogel, Lukas, 2016, "The post-crisis slump in the Euro Area and the US: Evidence from an estimated three-region DSGE model," European Economic Review, Elsevier, volume 88, issue C, pages 21-41, DOI: 10.1016/j.euroecorev.2016.03.003.
• Singh, Ranjodh B. & Gould, John & Chan, Felix & Yang, Joey Wenling, 2016, "Liquidation discount—a novel application of ARFIMA–GARCH," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 151-161, DOI: 10.1016/j.jempfin.2016.01.012.
• Bee, Marco & Dupuis, Debbie J. & Trapin, Luca, 2016, "Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 86-99, DOI: 10.1016/j.jempfin.2016.01.006.
• Polemis, Michael L. & Tsionas, Mike G., 2016, "An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment," Energy Economics, Elsevier, volume 56, issue C, pages 384-388, DOI: 10.1016/j.eneco.2016.04.004.
• Ziel, Florian & Steinert, Rick, 2016, "Electricity price forecasting using sale and purchase curves: The X-Model," Energy Economics, Elsevier, volume 59, issue C, pages 435-454, DOI: 10.1016/j.eneco.2016.08.008.
• Jridi, Omar & Jridi, Maher & Barguaoui, Saoussen Aguir & Nouri, Fethi Zouheir, 2016, "Energy paradox and political intervention: A stochastic model for the case of electrical equipments," Energy Policy, Elsevier, volume 93, issue C, pages 59-69, DOI: 10.1016/j.enpol.2016.02.046.
• Carr, Peter & Worah, Pratik, 2016, "Optimal rates from eigenvalues," Finance Research Letters, Elsevier, volume 16, issue C, pages 230-238, DOI: 10.1016/j.frl.2015.12.003.
• Ardila, Diego & Sornette, Didier, 2016, "Dating the financial cycle with uncertainty estimates: a wavelet proposition," Finance Research Letters, Elsevier, volume 19, issue C, pages 298-304, DOI: 10.1016/j.frl.2016.09.004.
• Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N., 2016, "Non-linearities in financial bubbles: Theory and Bayesian evidence from S&P500," Journal of Financial Stability, Elsevier, volume 24, issue C, pages 61-70, DOI: 10.1016/j.jfs.2016.04.007.
• Koulakiotis, Athanasios & Babalos, Vassilios & Papasyriopoulos, Nicholas, 2016, "Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 40, issue C, pages 46-62, DOI: 10.1016/j.intfin.2015.06.004.
• Luintel, Kul B. & Khan, Mosahid & Leon-Gonzalez, Roberto & Li, Guangjie, 2016, "Financial development, structure and growth: New data, method and results," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 95-112, DOI: 10.1016/j.intfin.2016.04.002.
• Rolim, Paula S.W. & Bettini, Humberto F.A.J. & Oliveira, Alessandro V.M., 2016, "Estimating the impact of airport privatization on airline demand: AÂ regression-based event study," Journal of Air Transport Management, Elsevier, volume 54, issue C, pages 31-41, DOI: 10.1016/j.jairtraman.2016.03.019.