Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E44: Financial Markets and the Macroeconomy

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Monetary Theory

2017

• Pontines, Victor, 2017, "The financial cycles in four East Asian economies," Economic Modelling, Elsevier, volume 65, issue C, pages 51-66, DOI: 10.1016/j.econmod.2017.05.005.
• Božović, Miloš & Ivanović, Jelena, 2017, "Adverse risk interaction: An integrated approach," Economic Modelling, Elsevier, volume 65, issue C, pages 67-74, DOI: 10.1016/j.econmod.2017.04.029.
• Fournier, Jean-Marc & Fall, Falilou, 2017, "Limits to government debt sustainability in OECD countries," Economic Modelling, Elsevier, volume 66, issue C, pages 30-41, DOI: 10.1016/j.econmod.2017.05.013.
• Ben Bouheni, Faten & Hasnaoui, Amir, 2017, "Cyclical behavior of the financial stability of eurozone commercial banks," Economic Modelling, Elsevier, volume 67, issue C, pages 392-408, DOI: 10.1016/j.econmod.2017.02.018.
• Lange, Ronald H., 2017, "The expected real yield and inflation components of the nominal yield curve," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 1-18, DOI: 10.1016/j.najef.2016.10.016.
• Dolmas, Jim, 2017, "Campbell and Cochrane meet Melino and Yang: Reverse engineering the surplus ratio in a Mehra–Prescott economy," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 55-62, DOI: 10.1016/j.najef.2017.01.006.
• Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2017, "The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 640-653, DOI: 10.1016/j.najef.2017.09.007.
• Kishan, Ruby P. & Opiela, Timothy P., 2017, "Risk pricing of wholesale funds and the behavior of retail deposit rates," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 668-681, DOI: 10.1016/j.najef.2017.10.004.
• Dafermos, Yannis & Nikolaidi, Maria & Galanis, Giorgos, 2017, "A stock-flow-fund ecological macroeconomic model," Ecological Economics, Elsevier, volume 131, issue C, pages 191-207, DOI: 10.1016/j.ecolecon.2016.08.013.
• Yépez, Carlos A., 2017, "Financial conditions and labor productivity over the business cycle," Economics Letters, Elsevier, volume 150, issue C, pages 34-38, DOI: 10.1016/j.econlet.2016.10.037.
• Ikeda, Akihiko, 2017, "Trade balance volatility and consumption structures in small open economies," Economics Letters, Elsevier, volume 156, issue C, pages 114-117, DOI: 10.1016/j.econlet.2017.04.024.
• Rüth, Sebastian K., 2017, "State-dependent monetary policy transmission and financial market tensions," Economics Letters, Elsevier, volume 157, issue C, pages 56-61, DOI: 10.1016/j.econlet.2017.05.008.
• Gächter, Martin & Gkrintzalis, Ioannis, 2017, "The finance–trade nexus revisited: Is the global trade slowdown also a financial story?," Economics Letters, Elsevier, volume 158, issue C, pages 21-25, DOI: 10.1016/j.econlet.2017.05.037.
• Garcia-de-Andoain, Carlos & Kremer, Manfred, 2017, "Beyond spreads: Measuring sovereign market stress in the euro area," Economics Letters, Elsevier, volume 159, issue C, pages 153-156, DOI: 10.1016/j.econlet.2017.06.042.
• Mohaddes, Kamiar & Raissi, Mehdi & Weber, Anke, 2017, "Can Italy grow out of its NPL overhang? A panel threshold analysis," Economics Letters, Elsevier, volume 159, issue C, pages 185-189, DOI: 10.1016/j.econlet.2017.08.001.
• Jansen, Dennis W. & Zervou, Anastasia, 2017, "The time varying effect of monetary policy on stock returns," Economics Letters, Elsevier, volume 160, issue C, pages 54-58, DOI: 10.1016/j.econlet.2017.08.022.
• Amador-Torres, J. Sebastián, 2017, "Finance-neutral potential output: An evaluation in an emerging market monetary policy context," Economic Systems, Elsevier, volume 41, issue 3, pages 389-407, DOI: 10.1016/j.ecosys.2016.09.003.
• Silva, Sergio H.R. da & Tabak, Benjamin M. & Cajueiro, Daniel O. & Fazio, Dimas M., 2017, "Economic growth, volatility and their interaction: What’s the role of finance?," Economic Systems, Elsevier, volume 41, issue 3, pages 433-444, DOI: 10.1016/j.ecosys.2016.10.008.
• Hull, Isaiah, 2017, "Amortization requirements and household indebtedness: An application to Swedish-style mortgages," European Economic Review, Elsevier, volume 91, issue C, pages 72-88, DOI: 10.1016/j.euroecorev.2016.09.011.
• Bigio, Saki & Schneider, Andrés, 2017, "Liquidity shocks, business cycles and asset prices," European Economic Review, Elsevier, volume 97, issue C, pages 108-130, DOI: 10.1016/j.euroecorev.2017.05.004.
• Lhuissier, Stéphane, 2017, "Financial intermediaries’ instability and euro area macroeconomic dynamics," European Economic Review, Elsevier, volume 98, issue C, pages 49-72, DOI: 10.1016/j.euroecorev.2017.06.004.
• Chen, Minghua & Wu, Ji & Jeon, Bang Nam & Wang, Rui, 2017, "Monetary policy and bank risk-taking: Evidence from emerging economies," Emerging Markets Review, Elsevier, volume 31, issue C, pages 116-140, DOI: 10.1016/j.ememar.2017.04.001.
• Al-Khazali, Osamah M. & Mirzaei, Ali, 2017, "The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries," Emerging Markets Review, Elsevier, volume 31, issue C, pages 193-208, DOI: 10.1016/j.ememar.2017.05.006.
• Ülkü, Numan & Kuruppuarachchi, Duminda & Kuzmicheva, Olga, 2017, "Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model," Emerging Markets Review, Elsevier, volume 33, issue C, pages 140-154, DOI: 10.1016/j.ememar.2017.09.004.
• Barinov, Alexander, 2017, "Institutional ownership and aggregate volatility risk," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 20-38, DOI: 10.1016/j.jempfin.2016.11.003.
• Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J., 2017, "Systematic cojumps, market component portfolios and scheduled macroeconomic announcements," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 43-58, DOI: 10.1016/j.jempfin.2017.05.003.
• Xyngis, Georgios, 2017, "Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 43-65, DOI: 10.1016/j.jempfin.2017.06.001.
• Narayan, Seema & Narayan, Paresh Kumar, 2017, "Estimating the speed of adjustment to target levels: The case of energy prices," Energy Economics, Elsevier, volume 62, issue C, pages 419-427, DOI: 10.1016/j.eneco.2016.08.016.
• Gupta, Kartick, 2017, "Do economic and societal factors influence the financial performance of alternative energy firms?," Energy Economics, Elsevier, volume 65, issue C, pages 172-182, DOI: 10.1016/j.eneco.2017.05.004.
• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2017, "Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production," Energy Economics, Elsevier, volume 66, issue C, pages 536-546, DOI: 10.1016/j.eneco.2017.01.027.
• You, Wanhai & Guo, Yawei & Zhu, Huiming & Tang, Yong, 2017, "Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression," Energy Economics, Elsevier, volume 68, issue C, pages 1-18, DOI: 10.1016/j.eneco.2017.09.007.
• Wei, Yanfeng & Guo, Xiaoying, 2017, "Oil price shocks and China's stock market," Energy, Elsevier, volume 140, issue P1, pages 185-197, DOI: 10.1016/j.energy.2017.07.137.
• Adachi-Sato, Meg & Vithessonthi, Chaiporn, 2017, "Bank systemic risk and corporate investment: Evidence from the US," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 151-163, DOI: 10.1016/j.irfa.2017.02.008.
• Evgenidis, Anastasios & Tsagkanos, Athanasios, 2017, "Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach," International Review of Financial Analysis, Elsevier, volume 51, issue C, pages 69-81, DOI: 10.1016/j.irfa.2017.03.003.
• Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Hammoudeh, Shawkat M., 2017, "Main driving factors of the interest rate-stock market Granger causality," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 260-280, DOI: 10.1016/j.irfa.2017.07.008.
• Vigne, Samuel A. & Lucey, Brian M. & O’Connor, Fergal A. & Yarovaya, Larisa, 2017, "The financial economics of white precious metals — A survey," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 292-308, DOI: 10.1016/j.irfa.2017.04.006.
• Us, Vuslat, 2017, "Dynamics of non-performing loans in the Turkish banking sector by an ownership breakdown: The impact of the global crisis," Finance Research Letters, Elsevier, volume 20, issue C, pages 109-117, DOI: 10.1016/j.frl.2016.09.016.
• Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai, 2017, "Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium," Finance Research Letters, Elsevier, volume 21, issue C, pages 100-106, DOI: 10.1016/j.frl.2016.12.001.
• Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui, 2017, "Price discovery in equity and CDS markets," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 21-46, DOI: 10.1016/j.finmar.2017.07.006.
• Ji, Xiuqing & Martin, J. Spencer & Yao, Yaqiong, 2017, "Macroeconomic risk and seasonality in momentum profits," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 76-90, DOI: 10.1016/j.finmar.2017.04.002.
• Agénor, Pierre-Richard & Pereira da Silva, Luiz, 2017, "Cyclically adjusted provisions and financial stability," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 143-162, DOI: 10.1016/j.jfs.2016.12.009.
• Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2017, "Credit risk interconnectedness: What does the market really know?," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 1-12, DOI: 10.1016/j.jfs.2017.01.002.
• Cesa-Bianchi, Ambrogio & Rebucci, Alessandro, 2017, "Does easing monetary policy increase financial instability?," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 111-125, DOI: 10.1016/j.jfs.2017.04.001.
• Bassett, William F. & Marsh, W. Blake, 2017, "Assessing targeted macroprudential financial regulation: The case of the 2006 commercial real estate guidance for banks," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 209-228, DOI: 10.1016/j.jfs.2016.06.001.
• Liu, Jinyu & Zhong, Rui, 2017, "Political uncertainty and a firm's credit risk: Evidence from the international CDS market," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 53-66, DOI: 10.1016/j.jfs.2017.03.006.
• Tanna, Sailesh & Luo, Yun & De Vita, Glauco, 2017, "What is the net effect of financial liberalization on bank productivity? A decomposition analysis of bank total factor productivity growth," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 67-78, DOI: 10.1016/j.jfs.2017.04.003.
• Krainer, Robert E., 2017, "Economic stability under alternative banking systems: Theory and policy," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 107-118, DOI: 10.1016/j.jfs.2017.05.005.
• Wu, Ji & Chen, Minghua & Jeon, Bang Nam & Wang, Rui, 2017, "Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 45-61, DOI: 10.1016/j.jfs.2017.06.004.
• Herman, Alexander & Igan, Deniz & Solé, Juan, 2017, "The macroeconomic relevance of bank and nonbank credit: An exploration of U.S. data," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 124-141, DOI: 10.1016/j.jfs.2017.06.009.
• Laséen, Stefan & Pescatori, Andrea & Turunen, Jarkko, 2017, "Systemic risk: A new trade-off for monetary policy?," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 70-85, DOI: 10.1016/j.jfs.2017.08.002.
• Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk & Tabak, Benjamin M., 2017, "Not all emerging markets are the same: A classification approach with correlation based networks," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 163-186, DOI: 10.1016/j.jfs.2016.06.009.
• Paniagua, Jordi & Sapena, Juan & Tamarit, Cecilio, 2017, "Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 187-206, DOI: 10.1016/j.jfs.2016.06.004.
• Jondeau, Eric & Khalilzadeh, Amir, 2017, "Collateralization, leverage, and stressed expected loss," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 226-243, DOI: 10.1016/j.jfs.2017.01.005.
• Muto, Ichiro, 2017, "The role of the reference rate in an interbank market with imperfect information," Global Finance Journal, Elsevier, volume 34, issue C, pages 16-31, DOI: 10.1016/j.gfj.2017.03.005.
• Figueiredo, Antonio & Parhizgari, A.M., 2017, "Currency volatility and bid-ask spreads of ADRs and local shares," Global Finance Journal, Elsevier, volume 34, issue C, pages 54-71, DOI: 10.1016/j.gfj.2016.07.002.
• Tahir, Suleiman & Adegbite, Emmanuel & Guney, Yilmaz, 2017, "An international examination of the economic effectiveness of banking recapitalization," International Business Review, Elsevier, volume 26, issue 3, pages 417-434, DOI: 10.1016/j.ibusrev.2016.10.002.
• Park, JungJae, 2017, "Sovereign default and capital accumulation," Journal of International Economics, Elsevier, volume 106, issue C, pages 119-133, DOI: 10.1016/j.jinteco.2017.02.004.
• Perez, Diego J., 2017, "Sovereign debt maturity structure under asymmetric information," Journal of International Economics, Elsevier, volume 108, issue C, pages 243-259, DOI: 10.1016/j.jinteco.2017.05.007.
• Fair, Ray C., 2017, "Wealth effects on world private financial saving," International Economics, Elsevier, volume 149, issue C, pages 15-26, DOI: 10.1016/j.inteco.2016.08.001.
• Aboura, Sofiane & Roye, Bjoern van, 2017, "Financial stress and economic dynamics: The case of France," International Economics, Elsevier, volume 149, issue C, pages 57-73, DOI: 10.1016/j.inteco.2016.11.001.
• Salachas, Evangelos N. & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2017, "The bank-lending channel and monetary policy during pre- and post-2007 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 176-187, DOI: 10.1016/j.intfin.2016.10.003.
• Gluzmann, Pablo & Guzman, Martin, 2017, "Assessing the robustness of the relationship between financial reforms and banking crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 32-47, DOI: 10.1016/j.intfin.2017.02.003.
• Sousa, João & Sousa, Ricardo M., 2017, "Predicting risk premium under changes in the conditional distribution of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 50, issue C, pages 204-218, DOI: 10.1016/j.intfin.2017.09.002.
• Uribe, Jorge M. & Chuliá, Helena & Guillén, Montserrat, 2017, "Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 50, issue C, pages 52-68, DOI: 10.1016/j.intfin.2017.09.027.
• Hännikäinen, Jari, 2017, "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 1044-1064, DOI: 10.1016/j.ijforecast.2017.05.006.
• Nyborg, Kjell G., 2017, "Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 198-214, DOI: 10.1016/j.jbankfin.2016.12.010.
• Møller, Stig V. & Sander, Magnus, 2017, "Dividends, earnings, and predictability," Journal of Banking & Finance, Elsevier, volume 78, issue C, pages 153-163, DOI: 10.1016/j.jbankfin.2017.02.008.
• Bucă, Andra & Vermeulen, Philip, 2017, "Corporate investment and bank-dependent borrowers during the recent financial crisis," Journal of Banking & Finance, Elsevier, volume 78, issue C, pages 164-180, DOI: 10.1016/j.jbankfin.2017.02.004.
• Valencia, Fabián, 2017, "Aggregate uncertainty and the supply of credit," Journal of Banking & Finance, Elsevier, volume 81, issue C, pages 150-165, DOI: 10.1016/j.jbankfin.2017.05.001.
• Nyborg, Kjell G., 2017, "Reprint of: Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 232-248, DOI: 10.1016/j.jbankfin.2017.07.016.
• Nucera, Federico, 2017, "Unemployment fluctuations and the predictability of currency returns," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 88-106, DOI: 10.1016/j.jbankfin.2017.07.007.
• Ghosh, Amit, 2017, "Sector-specific analysis of non-performing loans in the US banking system and their macroeconomic impact," Journal of Economics and Business, Elsevier, volume 93, issue C, pages 29-45, DOI: 10.1016/j.jeconbus.2017.06.002.
• Burdett, Kenneth & Trejos, Alberto & Wright, Randall, 2017, "A new suggestion for simplifying the theory of money," Journal of Economic Theory, Elsevier, volume 172, issue C, pages 423-450, DOI: 10.1016/j.jet.2017.09.006.
• Manela, Asaf & Moreira, Alan, 2017, "News implied volatility and disaster concerns," Journal of Financial Economics, Elsevier, volume 123, issue 1, pages 137-162, DOI: 10.1016/j.jfineco.2016.01.032.
• F. Gulcin Ozkan & D. Filiz Unsal, 2017, "It is not your fault, but it is your problem: global financial crisis and emerging markets," Oxford Economic Papers, Oxford University Press, volume 69, issue 3, pages 591-611.
• Ian Martin, 2017, "What is the Expected Return on the Market?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 1, pages 367-433.
• Tyler Muir, 2017, "Financial Crises and Risk Premia," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 2, pages 765-809.
• David López-Salido & Jeremy C. Stein & Egon Zakrajšek, 2017, "Credit-Market Sentiment and the Business Cycle," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 3, pages 1373-1426.
• Veronica Guerrieri & Guido Lorenzoni, 2017, "Credit Crises, Precautionary Savings, and the Liquidity Trap," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 3, pages 1427-1467.
• Atif Mian & Amir Sufi & Emil Verner, 2017, "Household Debt and Business Cycles Worldwide," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 4, pages 1755-1817.
• Tomohiro Hirano & Noriyuki Yanagawa, 2017, "Asset Bubbles, Endogenous Growth, and Financial Frictions," The Review of Economic Studies, Review of Economic Studies Ltd, volume 84, issue 1, pages 406-443.
• Eugenio Cerutti & Stijn Claessens, 2017, "The Great Cross-Border Bank Deleveraging: Supply Constraints and Intra-Group Frictions," Review of Finance, European Finance Association, volume 21, issue 1, pages 201-236.
• Falk Bräuning & Falko Fecht, 2017, "Relationship Lending in the Interbank Market and the Price of Liquidity," Review of Finance, European Finance Association, volume 21, issue 1, pages 33-75.
• Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2017, "Regime-Dependent Sovereign Risk Pricing During the Euro Crisis," Review of Finance, European Finance Association, volume 21, issue 1, pages 363-385.
• Mikhail V. Oet & Kalle Lyytinen, 2017, "Does Financial Stability Matter to the Fed in Setting US Monetary Policy?," Review of Finance, European Finance Association, volume 21, issue 1, pages 389-432.
• Michael D. Bauer & Glenn D. Rudebusch, 2017, "Resolving the Spanning Puzzle in Macro-Finance Term Structure Models," Review of Finance, European Finance Association, volume 21, issue 2, pages 511-553.
• Carlo Altavilla & Marco Pagano & Saverio Simonelli, 2017, "Bank Exposures and Sovereign Stress Transmission," Review of Finance, European Finance Association, volume 21, issue 6, pages 2103-2139.
• Alexander Rodnyansky & Olivier M. Darmouni, 2017, "The Effects of Quantitative Easing on Bank Lending Behavior," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 11, pages 3858-3887.
• Plamen T. Nenov, 2017, "Endogenous Leverage and Advantageous Selection in Credit Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 11, pages 3888-3920.
• Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2017, "Deflation Risk," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 8, pages 2719-2760.
• Dongho Song, 2017, "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 8, pages 2761-2817.
• Munteanu Bogdan, 2017, "European Sovereign Bond-Backed Securities – a Proposal to Mitigate Risks Arisen from the Lack of an Euro Area Common Fiscal Policy," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 57-62, June.
• AmariÈ›a Adrian, 2017, "The Effects of Great Britain's Exit from the European Union," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 9-13, June.
• Thomas McGregor, 2017, "Pricing sovereign debt in resource rich economies," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 194, Sep.
• Fedrico Torrachi, 2017, "How Do Credit Supply Conditions Affect the Labor Market? Estimating a New-Keynesian DSGE Model with Labor and Credit Market Frictions," Economics Series Working Papers, University of Oxford, Department of Economics, number 817, Jan.
• Jemima Peppel-Srebrny, 2020, "Government borrowing cost and budget deficits: is investment spending different?," Economics Series Working Papers, University of Oxford, Department of Economics, number 827, Oct.
• David Hendry & John Muellbauer, 2017, "The future of macroeconomics: Macro theory and models at the Bank of England," Economics Series Working Papers, University of Oxford, Department of Economics, number 832, Sep.
• Remi Bazillier & Boris Najman, 2017, "Labour and Financial Crises: Is Labour Paying the Price of the Crisis?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 59, issue 1, pages 55-76, March, DOI: 10.1057/s41294-016-0015-z.
• Ricardo Reis, 2017, "QE in the Future: The Central Bank’s Balance Sheet in a Fiscal Crisis," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 65, issue 1, pages 71-112, April, DOI: 10.1057/s41308-017-0028-2.
• Stephanie Schmitt-Grohé & Martín Uribe, 2017, "Is Optimal Capital Control Policy Countercyclical in Open Economy Models with Collateral Constraints?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 65, issue 3, pages 498-527, August, DOI: 10.1057/s41308-017-0032-6.
• Michael B. Devereux & Changhua Yu, 2017, "Exchange Rate Adjustment in Financial Crises," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 65, issue 3, pages 528-562, August, DOI: 10.1057/s41308-017-0033-5.
• Alejandra Olivares Rios & Gabriel Rodriguez & Miguel Ataurima Arellano, 2017, "Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2017-435.
• Andrew Phiri, 2017, "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Business and Economic Horizons (BEH), Prague Development Center, volume 13, issue 1, pages 1-9, March, DOI: 10.15208/beh.2017.01.
• Julio Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldan-Pena, 2017, "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 17-002, Feb, revised 03 Feb 2017.
• Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerrón-Quintana, 2017, "Political Distribution Risk and Aggregate Fluctuations," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 17-016, Jul, revised 25 Jul 2017.
• Jacek Pietrucha & Jan Acedanski, 2017, "Financial depth and post-2008 change of GDP," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 3, pages 469-482, September, DOI: 10.24136/eq.v12i3.25.
• Marcin Sitek, 2017, "The Risk Involved in Implementation of Innovations in the Real Estate Market," Working Papers, Institute of Economic Research, number 159/2017, May, revised May 2017.
• Kecskés, András, 2017, "Changes in the Financial Regulatory Environment of Commercial Papers in the United States and Europe," Public Finance Quarterly, Corvinus University of Budapest, volume 62, issue 4, pages 537-553.
• Rudra P. Pradhan & Yasuyuki Nishigaki & John H. Hall, 2017, "The multivariate dynamic causal relations between financial depth, inflation, and economic growth," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 54, issue 1, pages 63-93, June.
• Shumaila Zeb & Abdul Sattar, 2017, "Financial Regulations, Profit Efficiency, and Financial Soundness: Empirical Evidence from Commercial Banks of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 56, issue 2, pages 85-103.
• Esteban Ramon Perez Caldentey, 2017, "Quantitative easing, changes in global liquidity and financial instability," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1701, Feb.
• Joan R. Rovira, 2017, "Secular stagnation and concentration of corporate power," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1704, May.
• Yannis Dafermos & Maria Nikolaidi & Giorgos Galanis, 2017, "Climate change, financial stability and monetary policy," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1712, Sep.
• Khalit, Nafsiah & Masih, Mansur, 2017, "Is shariah (islamic) stock price causally related to the macroeconomic variables ? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 100251, Apr.
• Bakkali, Saad & Masih, Mansur, 2017, "Is the GCC islamic index independent of the conventional interest rates ?," MPRA Paper, University Library of Munich, Germany, number 100636, Mar.
• Miras, Hassan & Masih, Mansur, 2017, "Stock returns and macroeconomic factors in an emerging economy: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 101229, Jun.
• Abdullah, Iskandar & Masih, Mansur, 2017, "The lead-lag relationship and the determinants of Islamic banks’ profit rates: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 101916, Jul.
• Mohamad, Shaifulfazlee & Masih, Mansur, 2017, "What drives the property prices ? the Malaysian case," MPRA Paper, University Library of Munich, Germany, number 102411, Jun.
• Amanbayev, Yerkebulan & Masih, Mansur, 2017, "What factors affect the export competitiveness? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 102512, Apr.
• Omar, Abdullah & Masih, Mansur, 2017, "Does inflation impact shariah (islamic) equity index and conventional equity index differently?the case of Malaysia," MPRA Paper, University Library of Munich, Germany, number 102576, Apr.
• Isa, Yazid & Masih, Mansur, 2017, "Does conventional interest rate influence islamic deposit rate of return or the other way around ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 102877, Jul.
• Ahmed, Tayyab & Masih, Mansur, 2017, "Is islamic stock index related with conventional stock index ? evidence from the UK," MPRA Paper, University Library of Munich, Germany, number 102967, Jun.
• Osman, Fatimah & Masih, Mansur, 2017, "What are the drivers of islamic bank deposits ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 103721, Nov.
• Omar, Abdullah & Masih, Mansur, 2017, "Is the effect of inflation on shariah (islamic) stock and conventional stock different ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 103732, Jun.
• Zakaria, Khairuddin & Masih, Mansur, 2017, "Impact of various islamic equity markets on sharia (islamic) compliant equity invesments in emerging markets," MPRA Paper, University Library of Munich, Germany, number 103799, Nov.
• Bahaman, Abrar & Masih, Mansur, 2017, "Identifying the lead-lag relationship between the shariah (islamic) equity index and macroeconomic variables: Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 103820, Feb.
• Foziah, Nik Hazimi & Masih, Mansur, 2017, "Does islamic banking have significant effect on economic growth ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 104703, Nov.
• Abbas, Amir & Masih, Mansur, 2017, "Islamic stock index, conventional stock index and macroeconomic variables," MPRA Paper, University Library of Munich, Germany, number 104806, Mar.
• Farouk, Faizal & Masih, Mansur, 2017, "Lead-lag relationship between islamic ETF price and strategic commodities: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 104977, Mar.
• Roslan, Ahmad Ridza & Masih, Mansur, 2017, "How does advertisement spending affect business performance of both islamic and conventional banks?," MPRA Paper, University Library of Munich, Germany, number 105578, Jul.
• Ali, Hakim & Masih, Mansur, 2017, "Granger-causality between islamic finance and growth: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 106112, Nov.
• Cheah, Chee Keong & Masih, Mansur, 2017, "Does the growth of islamic bank financing depend on stock market growth? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 106192, Aug.
• Izani, Izahairani & Masih, Mansur, 2017, "Do islamic bank deposits depend on total islamic bank assets or the other way around ?," MPRA Paper, University Library of Munich, Germany, number 106218, Apr.
• Rahman, Nadiah Abd & Masih, Mansur, 2017, "Does the islamic bank deposit have an effect on equity market ? Malaysian case," MPRA Paper, University Library of Munich, Germany, number 106789, Aug.
• Nor, Amiruddin & Masih, Mansur, 2017, "Granger-causality between islamic banks and conventional banks: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 107064, May.
• Ramic, Esma & Masih, Mansur, 2017, "Is islamic bank financing related to interest rate ? Malaysian evidence based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 107163, May.
• Hussin, Syaryanti & Masih, Mansur, 2017, "Does interest rate affect the saving account deposits of islamic banks ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 107370, Feb.
• Hassen, Omar & Masih, Mansur, 2017, "Is shariah stock index better than the conventional stock index in explaining economic growth ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 107749, Jul.
• Yusoff, Abdul & Masih, Mansur, 2017, "The impact of key industry-sectoral indices on islamic stock market: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 107907, Jun.
• Hassan, Hissam & Masih, Mansur, 2017, "Public debt and GDP growth in the Malaysian islamic economy," MPRA Paper, University Library of Munich, Germany, number 107999, Sep.
• Kalthum, Ummi & Masih, Mansur, 2017, "The lead-lag relationship between PPI, CPI and oil price: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 108011, Nov.
• Morni, Fareiny & Masih, Mansur, 2017, "Predicting stress in the banking sector: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 108445, Jun.
• Salman, Firdaus & Masih, Mansur, 2017, "Is gold worth an investment ? a case study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 108469, Dec.
• Fatiha, Illani & Masih, Mansur, 2017, "Causal relationship between FDI, trade, economic growth and exchange rate : Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 108485, May.
• Afifah, Irfan & Masih, Mansur, 2017, "Do macroeconomic variables have any impact on stock market? an Indonesian case study based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 108504, Nov.
• Abbas, Aadil & Masih, Mansur, 2017, "Which investment (private or public) does contribute to economic growth more? a case study of South Africa," MPRA Paper, University Library of Munich, Germany, number 108919, Feb.
• Omar, Masitah & Masih, Mansur, 2017, "Does saving stimulate growth? the case of Malaysia," MPRA Paper, University Library of Munich, Germany, number 109242, Jun.
• Bekmuratov, Mukhsinbek & Masih, Mansur, 2017, "Granger-causality between oil price and macrovariables: ARDL approach," MPRA Paper, University Library of Munich, Germany, number 109862, Mar.
• Ludeen, Abdullah & Masih, Mansur, 2017, "What factors affect islamic bank deposits ? Malaysian case based on ARDL," MPRA Paper, University Library of Munich, Germany, number 109880, Apr.
• Salehyar, Masoud & Masih, Mansur, 2017, "Lead-lag between female employment and economic growth: evidence from Canada," MPRA Paper, University Library of Munich, Germany, number 109892, Jun.
• Sulaiman, Nadzri & Masih, Mansur, 2017, "Macroeconomic variables and stock markets (domestic and foreign): evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 110154, Feb.
• Ali, Ariffhidayat & Masih, Mansur, 2017, "Relationship between oil price and gross fixed capital formation: Malaysian case," MPRA Paper, University Library of Munich, Germany, number 110266, Oct.
• Quadri, Syed & Masih, Mansur, 2017, "Granger-causality between macroeconomic variables and stock market index: evidence from India," MPRA Paper, University Library of Munich, Germany, number 110304, Feb.
• Nazlan, Wan Syafiq & Masih, Mansur, 2017, "Does financial development lead or lag economic growth ? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 110348, Feb.
• Daud, Ariff & Masih, Mansur, 2017, "Is there any relationship between exchange rate and investment ? evidence from Australia," MPRA Paper, University Library of Munich, Germany, number 110655, Aug.
• Sharabati, Yamen & Masih, Mansur, 2017, "Are imports driven by exports or the other way around ?Thailand evidence," MPRA Paper, University Library of Munich, Germany, number 110689, Jul.
• Kaleemuddin, Mohammed & Masih, Mansur, 2017, "Does financial development drive economic growth ? an ARDL approach," MPRA Paper, University Library of Munich, Germany, number 110716, Aug.
• Mukrim, Anis & Masih, Mansur, 2017, "The impact of macroeconomic variables on the crude palm oil export: Malaysian evidence based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 111740, Dec.
• Salleh, Eddee & Masih, Mansur, 2017, "Does gold act as an inflation hedge ? Malaysian case," MPRA Paper, University Library of Munich, Germany, number 111749, Mar.
• Rahamat, Amri & Masih, Mansur, 2017, "Granger-causality between oil price, exchange rate and government bonds: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 111769, Feb.
• Salmsnov, Oleg & Babina, Natalia & Koba, Ekaterina & Koba, Ekaterina & Lopatina, Olga, 2017, "Efficiency of Monetary Policy Mechanisms Before and After the 2008 Financial Crisis in the Russian Economy," MPRA Paper, University Library of Munich, Germany, number 112276, Jul, revised 01 Jul 2017.
• Habimana, Olivier, 2017, "The multiscale relationship between exchange rates and fundamentals differentials: Empirical evidence from Scandinavia," MPRA Paper, University Library of Munich, Germany, number 75956, Jan.
• Phiri, Andrew, 2017, "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," MPRA Paper, University Library of Munich, Germany, number 76039, Jan.
• Ho, Sin-Yu, 2017, "The Macroeconomic Determinants of Stock Market Development: Evidence from South Africa," MPRA Paper, University Library of Munich, Germany, number 76493, Jan.
• De Koning, Kees, 2017, "How the U.S. financial crisis could have been averted," MPRA Paper, University Library of Munich, Germany, number 77060, Feb.
• Ho, Sin-Yu, 2017, "The Macroeconomic Determinants of Stock Market Development: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 77232, Feb.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2017, "Investment in capital markets," MPRA Paper, University Library of Munich, Germany, number 77414, Mar.
• Pham, Ngoc-Sang, 2017, "Assets with possibly negative dividends," MPRA Paper, University Library of Munich, Germany, number 78193, Apr.
• Georgescu, George, 2017, "Bank de-risking impacts on finance and development. The case of Romania," MPRA Paper, University Library of Munich, Germany, number 78247, Apr.
• Skintzi, Vasiliki, 2017, "Determinants of stock-bond market comovement in the Eurozone under model uncertainty," MPRA Paper, University Library of Munich, Germany, number 78278, Apr.
• Harun, Nur Ilyani, 2017, "Performance and Risk of IOI Corporation Berhad," MPRA Paper, University Library of Munich, Germany, number 78522, Mar.
• De Koning, Kees, 2017, "How savings can lower economic growth levels: the U.S. case," MPRA Paper, University Library of Munich, Germany, number 78806, Apr.
• Ho, Sin-Yu & Njindan Iyke, Bernard, 2017, "Empirical Reassessment of Bank-based Financial Development and Economic Growth in Hong Kong," MPRA Paper, University Library of Munich, Germany, number 78920.
• Ho, Sin-Yu & Njindan Iyke, Bernard, 2017, "Does Financial Development Lead to Poverty Reduction in China? Time Series Evidence," MPRA Paper, University Library of Munich, Germany, number 78922.
• Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas, 2017, "The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model," MPRA Paper, University Library of Munich, Germany, number 78955, Mar.
• Klingelhöfer, Jan & Sun, Rongrong, 2017, "Macroprudential Policy, Central Banks and Financial Stability: Evidence from China," MPRA Paper, University Library of Munich, Germany, number 79033, Feb.
• Razmi, Fatemeh & M., Azali & Chin, Lee & Habibullah, Muzafar Shah, 2017, "How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?," MPRA Paper, University Library of Munich, Germany, number 79079.
• Jean-Bernard, Chatelain & Kirsten, Ralf, 2017, "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," MPRA Paper, University Library of Munich, Germany, number 79244, May.
• Razak, Lutfi Abdul & Masih, Mansur, 2017, "Revisit Feldstein-Horioka puzzle: evidence from Malaysia (1960-2015)," MPRA Paper, University Library of Munich, Germany, number 79407, May.
• Gorga, Carmine, 2017, "What To Do If The Stock Market Crashes?," MPRA Paper, University Library of Munich, Germany, number 79408, Mar, revised 26 May 2017.
• Ahmed, Azleen Rosemy & Masih, Mansur, 2017, "What is the link between financial development and income inequality? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 79416, May.
• Nazeer, Abdul Malik & Masih, Mansur, 2017, "Impact of political instability on foreign direct investment and Economic Growth: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 79418, May.
• Ndiaye, Ndeye Djiba & Masih, Mansur, 2017, "Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test," MPRA Paper, University Library of Munich, Germany, number 79420, May.
• Isaev, Mirolim & Masih, Mansur, 2017, "The nexus of private sector foreign debt, unemployment, trade openness: evidence from Australia," MPRA Paper, University Library of Munich, Germany, number 79423, May.
• Hasson, Ashwaq & Masih, Mansur, 2017, "Energy consumption, trade openness, economic growth, carbon dioxide emissions and electricity consumption: evidence from South Africa based on ARDL," MPRA Paper, University Library of Munich, Germany, number 79424, May.
• Nor, Amirudin Mohd & Masih, Mansur, 2017, "Do Islamic banks lead or lag conventional banks? Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 79425, May.
• Wahab, Fatin Farhana & Masih, Mansur, 2017, "Discerning lead-lag between fear index and realized volatility," MPRA Paper, University Library of Munich, Germany, number 79433, May.
• Hodori, Arif & Masih, Mansur, 2017, "Determinants of profitability of takaful operators: new evidence from Malaysia based on dynamic GMM approach," MPRA Paper, University Library of Munich, Germany, number 79441, May.
• Adekunle, Salami Saheed & Masih, Mansur, 2017, "Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH," MPRA Paper, University Library of Munich, Germany, number 79443, May.
• Tanin, Tauhidul Islam & Masih, Mansur, 2017, "Does economic freedom lead or lag economic growth? evidence from Bangladesh," MPRA Paper, University Library of Munich, Germany, number 79446, May.
• Citak, Yusuf Ensar & Masih, Mansur, 2017, "Discerning Granger-causal chain between oil prices, exchange rates and inflation rates: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 79453, May.
• Razak, Razman & Masih, Mansur, 2017, "The links between crude palm oil, conventional and Islamic stock markets: evidence from Malaysia based on continuous and discrete wavelet analysis," MPRA Paper, University Library of Munich, Germany, number 79717, Jun.
• Isaev, Mirolim & Masih, Mansur, 2017, "Macroeconomic and bank-specific determinants of different categories of non-performing financing in Islamic banks: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 79719, Jun.
• Hosen, Mosharrof & Masih, Mansur, 2017, "Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches," MPRA Paper, University Library of Munich, Germany, number 79738, Jun.
• Lim, Siok Jin & Masih, Mansur, 2017, "Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches," MPRA Paper, University Library of Munich, Germany, number 79752, Jun.
• Abdi, Aisha Aden & Masih, Mansur, 2017, "Do macroeconomic variables affect stock–sukuk correlation in the regional markets? evidence from the GCC countries based on DOLS and FM-OLS," MPRA Paper, University Library of Munich, Germany, number 79753, Jun.
• Broni, Mohammed Yaw & Masih, Mansur, 2017, "Does a country’s external debt level affect its Islamic banking sector development? evidence from Malaysia based on quantile regression and markov regime switching," MPRA Paper, University Library of Munich, Germany, number 79758, Jun.