Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ F: International Economics
/ / F4: Macroeconomic Aspects of International Trade and Finance
/ / / F47: Forecasting and Simulation: Models and Applications
2018
- Jane Golley & Rod Tyers & Yixiao Zhou, 2018, "Fertility and savings contractions in China: Long‐run global implications," The World Economy, Wiley Blackwell, volume 41, issue 11, pages 3194-3220, November, DOI: 10.1111/twec.12602.
- Ludovic Gauvin & Cyril C. Rebillard, 2018, "Towards recoupling? Assessing the global impact of a Chinese hard landing through trade and commodity price channels," The World Economy, Wiley Blackwell, volume 41, issue 12, pages 3379-3415, December, DOI: 10.1111/twec.12631.
- Afees A. Salisu & Taofeek O. Ayinde, 2018, "Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 341-348, December.
- Nicoleta Valentina FLOREA & Anisoara DUICA, 2018, "Improving Relationship With Customers By Reducing Complaints - Using Modelling And Pareto Diagram," Contemporary Economy Journal, Constantin Brancoveanu University, volume 3, issue 1, pages 79-87.
- Xue, Dong & Minford, Patrick & Meenagh, David, 2018, "How Important are International Financial Market Imperfections for Foreign Exchange Rate Dynamics: A Study of the Sterling Exchange Rate," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/11, May.
- Ben Broadbent & Federico Di Pace & Thomas Drechsel & Richard Harrison & Silvana Tenreyro, 2019, "The Brexit Vote, Productivity Growth and Macroeconomic Adjustments in the United Kingdom," Discussion Papers, Centre for Macroeconomics (CFM), number 1916, Aug.
- Jan Bruha & Jaromir Tonner, 2018, "Independent Monetary Policy Versus a Common Currency: A Macroeconomic Analysis for the Czech Republic Through the Lens of an Applied DSGE Model," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/19, Dec.
- Astrid Martínez Ortiz, 2018, "Estudio sobre el impacto de la actividad petrolera en las regiones productoras de Colombia. Caracterización departamental Santander," Cuadernos de Fedesarrollo, Fedesarrollo, number 16813, Sep.
- Vandenbussche, Hylke & Connell Garcia, William & Simons, Wouter, 2018, "The cost of non-TTIP: A Global Value Chain Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12705, Feb.
- Chernov, Mikhail & Creal, Drew, 2018, "Multihorizon Currency Returns and Purchasing Power Parity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12893, Apr.
- Fadinger, Harald & Cuñat, Alejandro & Alfaro, Laura & Liu, Yanping, 2018, "The Real Exchange Rate, Innovation and Productivity: Heterogeneity, Asymmetries and Hysteresis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12943, May.
- Fischer, Andreas & Groeger, Henrike Leonie & Sauré, Philip & Yeşin, Pınar, 2018, "Current account adjustment and retained earnings," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13142, Aug.
- Okano, Eiji & Hamano, Masashige, 2018, "Inflation Stabilization And Default Risk In A Currency Union," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 7, pages 1790-1807, October.
- Hantzsche, Arno & Lopresto, Marta & Young, Garry, 2018, "Using NiGEM in uncertain times: Introduction and overview of NiGEM," National Institute Economic Review, National Institute of Economic and Social Research, volume 244, issue , pages 1-14, May.
- Jorra, Markus & Esser, Andreas & Slopek, Ulf D., 2018, "The import content of expenditure components and the size of international spillovers," National Institute Economic Review, National Institute of Economic and Social Research, volume 244, issue , pages 21-29, May.
- Barrell, Ray & Blake, Andy & Young, Garry, 2018, "Macroeconomic Modelling at the Institute: Hopes, Challenges and a Lasting Contribution," National Institute Economic Review, National Institute of Economic and Social Research, volume 246, issue , pages 3-14, November.
- Dieppe, Alistair & Gilhooly, Robert & Han, Jenny & Korhonen, Iikka & Lodge, David, 2018, "The transition of China to sustainable growth – implications for the global economy and the euro area," Occasional Paper Series, European Central Bank, number 206, Jan.
- Dizioli, Allan Gloe & van Roye, Björn, 2018, "The resurgence of protectionism: potential implications for global financial stability," Financial Stability Review, European Central Bank, volume 2.
- Kabukçuoğlu, Ayşe & Martínez-García, Enrique, 2018, "Inflation as a global phenomenon—Some implications for inflation modeling and forecasting," Journal of Economic Dynamics and Control, Elsevier, volume 87, issue C, pages 46-73, DOI: 10.1016/j.jedc.2017.11.006.
- Bokan, N. & Gerali, A. & Gomes, S. & Jacquinot, P. & Pisani, M., 2018, "EAGLE-FLI: A macroeconomic model of banking and financial interdependence in the euro area," Economic Modelling, Elsevier, volume 69, issue C, pages 249-280, DOI: 10.1016/j.econmod.2017.09.024.
- Burney, Nadeem A. & Mohaddes, Kamiar & Alawadhi, Ahmad & Al-Musallam, Marwa, 2018, "The dynamics and determinants of Kuwait's long-run economic growth," Economic Modelling, Elsevier, volume 71, issue C, pages 289-304, DOI: 10.1016/j.econmod.2017.12.018.
- Jafari, Yaghoob & Britz, Wolfgang, 2018, "Modelling heterogeneous firms and non-tariff measures in free trade agreements using Computable General Equilibrium," Economic Modelling, Elsevier, volume 73, issue C, pages 279-294, DOI: 10.1016/j.econmod.2018.04.004.
- Narayan, Paresh Kumar & Liu, Ruipeng, 2018, "A new GARCH model with higher moments for stock return predictability," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 93-103, DOI: 10.1016/j.intfin.2018.02.016.
- Kolasa, Marcin & Rubaszek, Michał, 2018, "Does the foreign sector help forecast domestic variables in DSGE models?," International Journal of Forecasting, Elsevier, volume 34, issue 4, pages 809-821, DOI: 10.1016/j.ijforecast.2018.05.008.
- Istrefi, Klodiana & Mouabbi, Sarah, 2018, "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, volume 88, issue C, pages 296-313, DOI: 10.1016/j.jimonfin.2017.07.015.
- Gomes, Sandra, 2018, "Euro area structural reforms in times of a global crisis," Journal of Macroeconomics, Elsevier, volume 55, issue C, pages 28-45, DOI: 10.1016/j.jmacro.2017.08.003.
- Chou, Yu-Hsi, 2018, "Understanding the sources of the exchange rate disconnect puzzle: A variance decomposition approach," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 267-287, DOI: 10.1016/j.iref.2017.10.029.
- Sigit Perdana & Rod Tyers, 2018, "Global Climate Change Mitigation: Strategic Incentives," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-10, Feb.
- Kremens, Lukas & Martin, Ian, 2019, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89839, Mar.
- Stephen McKnight & Alexander Mihailov & Fabio Rumler, 2018, "NKPC-Based Inflation Forecasts with a Time-Varying Trend," Serie documentos de trabajo del Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, number 2018-05, Jul.
- Hany Abdel-Latif & Mahmoud El-Gamal, 2018, "Financial Liquidity, Geopolitics, and Oil Prices," Working Papers, Economic Research Forum, number 1255, Nov, revised 15 Nov 2018.
- I.Fazrakhmanov & M. Lukyanova & V. Kovshov & A. Farrakhetdinova & J. Putyatinskaya, 2018, "Economic Assessment and Strategic Potential of Agro Industries: The Case of Sugar Industry," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 239-254.
- Hylke Vandenbussche & William Connell Garcia & Wouter Simons, 2018, "The cost of non-TTIP: a global value chain approach," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 614781, Feb.
- Hylke Vandenbussche & William Connell Garcia & Wouter Simons, 2018, "The cost of non-TTIP: a global value chain approach," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 617062, Feb.
- Jan Bruha & Jaromir Tonner, 2018, "An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-Post Assessment of the Czech Experience," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 6, pages 537-549, December.
- Roberto Duncan & Enrique Martínez García, 2018, "New Perspectives on Forecasting Inflation in Emerging Market Economies: An Empirical Assessment," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 338, Jan, DOI: 10.24149/gwp338.
- Andreas M. Fischer & Henrike Groeger & Philip Saure & Pinar Yesin, 2018, "Current Account Adjustment and Retained Earnings," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 345, Aug, DOI: 10.24149/gwp345.
- Yamin Ahmad & Ming Chien Lo & Olena Staveley-O'Carroll, 2018, "Nonlinearities in the Real Exchange Rates: New Evidence from Developed and Developing Countries," Working Papers, College of the Holy Cross, Department of Economics, number 1813, Dec.
- Lucie COUFALOVA, 2018, "Scottish Independence: How Would It Affect The Country'S Foreign Trade?," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 111-120, July.
- Aikaterini KOKKINOU & George KORRES & Panagiota DIONYSOPOULOU, 2018, "Investment In Innovation And Education: An Efficiency Benchmarking Analysis In Europe," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 3, pages 147-152, December.
- Kumara Jati & Aziza Rahmaniar Salam, 2018, "Fundamentals Of Integrated Commercial Bank In Macroeconomic And Sharia Perspective In Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 3, issue 2, pages 349-387, February, DOI: https://doi.org/10.21098/jimf.v3i2..
- Nora Gavira-Durón & Gabriel Alberto Agudelo-Torres & Luis Ceferino Franco-Arbeláez & Luis Eduardo Franco-Ceballos, 2018, "Efecto Potencial de un bloqueo económico a Turquía," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 3, pages 441-460, Julio-Sep.
- M. Tamizharasan, 2018, "Impact of Foreign Direct Investment on the Indian Economy," Journal of Commerce and Trade, Society for Advanced Management Studies, volume 13, issue 1, pages 44-49, April.
- Yano, Takashi, 2018, "A global multi-sectoral model in local currencies," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 703, Mar.
- Andreas M. Fischer & Henrike Groeger & Philip Sauré & Pinar Yesin, 2018, "Current account adjustment and retained earnings," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1809, Aug.
- Christoph Fischer & Oliver Hossfeld & Karin Radeck, 2018, "On the Suitability of Alternative Competitiveness Indicators for Explaining Real Exports of Advanced Economies," Open Economies Review, Springer, volume 29, issue 1, pages 119-139, February, DOI: 10.1007/s11079-017-9457-9.
- Menzie D. Chinn & Yi Zhang, 2018, "Uncovered Interest Parity and Monetary Policy Near and Far from the Zero Lower Bound," Open Economies Review, Springer, volume 29, issue 1, pages 1-30, February, DOI: 10.1007/s11079-017-9474-8.
- Jia Zhai & Yi Cao & Xuemei Ding, 2018, "Data analytic approach for manipulation detection in stock market," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 897-932, April, DOI: 10.1007/s11156-017-0650-0.
- Martin Baumgaertner & Jens Klose, 2018, "Forecasting Exchange Rates with Commodity Prices - A Global Country Analysis," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201812.
- Evžen Kočenda & Karen Poghosyan, 2018, "Export Sophistication: A Dynamic Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 12, pages 2799-2814, September, DOI: 10.1080/1540496X.2017.1412305.
- Lajos Tamás Szabó, 2018, "Forecasting external demand using BVAR models," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2018/134.
- Marcin Kolasa & Michał Rubaszek, 2018, "Does the foreign sector help forecast domestic variables in DSGE models?," NBP Working Papers, Narodowy Bank Polski, number 282.
- Mikhail Chernov & Drew D. Creal, 2018, "Multihorizon Currency Returns and Purchasing Power Parity," NBER Working Papers, National Bureau of Economic Research, Inc, number 24563, Apr.
- Zhang, ZhongXiang, 2018, "Trade and Climate Change: Focus on Carbon Leakage, Border Carbon Adjustments and WTO Consistency," Foundations and Trends(R) in Microeconomics, now publishers, volume 12, issue 1, pages 1-108, August, DOI: 10.1561/0700000060.
- Christine Arriola & Caitlyn Carrico & David Haugh & Nigel Pain & Elena Rusticelli & Donal Smith & Frank van Tongeren & Ben Westmore, 2018, "The Potential Macroeconomic and Sectoral Consequences of Brexit on Ireland," OECD Economics Department Working Papers, OECD Publishing, number 1508, Oct, DOI: 10.1787/e930967b-en.
- Bespalova, Olga, 2018, "Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA," MPRA Paper, University Library of Munich, Germany, number 117706, Mar.
- Pincheira, Pablo & Hardy, Nicolas, 2018, "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 83564, Jan.
- Barón Ortegón, Brayan Alexander, 2018, "Cointegration of Economic growth and External balance in Colombia: 1963-2016," MPRA Paper, University Library of Munich, Germany, number 87974, Apr.
- Legrand, Romain, 2018, "Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean," MPRA Paper, University Library of Munich, Germany, number 88925, Sep.
- Pincheira, Pablo & Hardy, Nicolas, 2018, "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper, University Library of Munich, Germany, number 89423, Oct.
- Pincheira, Pablo & Neumann, Federico, 2018, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper, University Library of Munich, Germany, number 90432, Dec.
- Xun Lu & Ke Miao & Liangjun Su, 2018, "Determination of Different Types of Fixed Effects in Three-Dimensional Panels," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 10-2018, Apr.
- Arno Hantzsche & Marta Lopresto & Garry Young, 2018, "Using NiGEM in Uncertain Times: Introduction and Overview of NiGEM," National Institute Economic Review, National Institute of Economic and Social Research, volume 244, issue 1, pages 1-14, May.
- Markus Jorra & Andreas Esser & Ulf D. Slopek, 2018, "The Import Content of Expenditure Components and the Size of International Spillovers," National Institute Economic Review, National Institute of Economic and Social Research, volume 244, issue 1, pages 21-29, May.
- Ulf D. Slopek, 2018, "Export Pricing and the Macroeconomic Effects of US Import Tariffs," National Institute Economic Review, National Institute of Economic and Social Research, volume 244, issue 1, pages 39-45, May.
- Ray Barrell & Andy Blake & Garry Young, 2018, "Macroeconomic Modelling at the Institute: Hopes, Challenges and a Lasting Contribution," National Institute Economic Review, National Institute of Economic and Social Research, volume 246, issue 1, pages 3-14, November.
- Andreas M. Fischer & Henrike Groeger & Philip U. Sauré & Pinar Yesin, 2018, "Current account adjustment and retained earnings," Working Papers, Swiss National Bank, number 2018-12.
- Yuichi Ikeda & Hiroshi Iyetomi, 2018, "Trade network reconstruction and simulation with changes in trade policy," Evolutionary and Institutional Economics Review, Springer, volume 15, issue 2, pages 495-513, December, DOI: 10.1007/s40844-018-0110-0.
- Fabian Lindner & Sabine Stephan & Rudolf Zwiener, 2018, "Dringend gebraucht — aktive Wirtschaftspolitik, um Außenhandelsüberschüsse abzubauen
[Why Germany Needs an Active Economic Policy to Reduce Its Foreign Trade Deficit]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 98, issue 9, pages 644-650, September, DOI: 10.1007/s10273-018-2345-0. - Ioannis N. Kallianiotis, 2018, "Exchange Rate Expectations," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 2, pages 1-5.
- Laszlo Balazsi & Laszlo Matyas & Tom Wansbeek, 2018, "The estimation of multidimensional fixed effects panel data models," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 3, pages 212-227, March, DOI: 10.1080/07474938.2015.1032164.
- Chuantian He & Chunding Li & John Whalley, 2018, "General equilibrium trade modelling with Canada–US transportation costs," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 27, issue 7, pages 806-829, October, DOI: 10.1080/09638199.2018.1454499.
- Long H. Vo, 2018, "Why don’t agricultural prices always adjust towards parity?," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 18-09.
- Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne, 2018, "National natural rates of interest and the single monetary policy in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 763-779, September, DOI: 10.1002/jae.2637.
- Félix, Luiz & Kräussl, Roman & Stork, Philip, 2018, "Predictable biases in macroeconomic forecasts and their impact across asset classes," CFS Working Paper Series, Center for Financial Studies (CFS), number 596.
- Brede, Maren, 2018, "Real exchange rate dynamics in New-Keynesian models – The Balassa-Samuelson effect revisited," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181539.
2017
- Vahagn Grigoryan & Arpine Dallakyan, 2007, "Equilibrium Real Exchange Rate Model of Armenia," Working Papers, Central Bank of Armenia, number 1.
- Evzen Kocenda & Karen Poghosyan, 2017, "Export sophistication: A dynamic panel data approach," Working Papers, Central Bank of Armenia, number 8, Nov.
- Ioannis N. Kallianiotis, 2017, "Tests of Efficiency in the Foreign Exchange Market," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 10, pages 218-239, 10-2017.
- Ibarra-Ramírez Raúl & Téllez León Elizabeth, 2017, "Are all types of capital flows driven by the same factors? Evidence from Mexico," Working Papers, Banco de México, number 2017-18, Sep.
- Klodiana Istrefi & Sarah Mouabbi, 2017, "Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis," Working papers, Banque de France, number 619.
- Klodiana Istrefi & Sarah Mouabbi, 2017, "Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis," Rue de la Banque, Banque de France, issue 48, september.
- Javier Garcia-Cicco & Markus Kirchner & Julio Carrillo & Diego Rodríguez & Fernando Perez & Rocío Gondo & Carlos Montoro & Roberto Chang, 2017, "Financial and real shocks and the effectiveness of monetary and macroprudential policies in Latin American countries," BIS Working Papers, Bank for International Settlements, number 668, Oct.
- Lionel Fontagné & Jean Fouré & Alexander Keck, 2017, "Simulating World Trade in the Decades Ahead: Driving Forces and Policy Implications," The World Economy, Wiley Blackwell, volume 40, issue 1, pages 36-55, January.
- Benedikt Heid & Mario Larch & Yoto V. Yoto, 2017, "Estimating the Effects of Non-discriminatory Trade Policies within Structural Gravity Models," CESifo Working Paper Series, CESifo, number 6735.
- Mirko Djukic & Tibor Hledik & Jiri Polansky & Ljubica Trajcev & Jan Vlcek, 2017, "A DSGE Model with Financial Dollarization - the Case of Serbia," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/02, Jun.
- Jan Bruha & Jaromir Tonner, 2017, "An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-post Assessment of the Czech Experience," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/04, Sep.
- Astrid Martínez Ortiz & Jairo N��ez & Martha Delgado, 2017, "Estudio sobre el impacto de la actividad petrolera en las regiones productoras de Colombia," Informes de Investigación, Fedesarrollo, number 16042, Sep.
- Martin, Ian & Kremens, Lukas, 2017, "The Quanto Theory of Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11970, Apr.
- Vandenbussche, Hylke & Connell Garcia, William & Simons, Wouter, 2017, "Global Value Chains, Trade Shocks And Jobs: An Application to Brexit," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12303, Sep.
- Lionel Fontagné & Jean Fouré, 2017, "Value Added in Motion: Modelling World Trade Patterns at the 2035 Horizon," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 425, Feb.
- Lionel Fontagné & Jean Fouré & Gianluca Santoni, 2017, "Value Added in Motion: Macroeconomic Implications of Energy Price Trajectories," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 426, Feb.
- Gonzalo Ruiz Díaz, 2017, "¿Están las proyecciones oficiales del PBI de los países de América Latina y El Caribe sesgadas hacia abajo?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 40, issue 114, pages 236-246, Septiembr.
- Jeffrey A. EDWARDS & Cephas B. NAANWAAB & Alfredo A. ROMERO, 2017, "Effect of FDI on real per capita GDP Growth: A Rolling Window Panel Analysis of 60 countries, 1982-2011," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 17, issue 1, pages 19-36.
- Cheung, Yin-Wong & Chinn, Menzie D. & Garcia Pascual, Antonio & Zhang, Yi, 2017, "Exchange rate prediction redux: new models, new data, new currencies," Working Paper Series, European Central Bank, number 2018, Feb.
- Ghazi Al-Assaf, 2017, "An Early Warning System for Currency Crisis: A Comparative Study for the Case of Jordan and Egypt," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 43-50.
- Li, Qiaomin & Scollay, Robert & Gilbert, John, 2017, "Analyzing the effects of the Regional Comprehensive Economic Partnership on FDI in a CGE framework with firm heterogeneity," Economic Modelling, Elsevier, volume 67, issue C, pages 409-420, DOI: 10.1016/j.econmod.2017.07.016.
- Risse, Marian & Ohl, Ludwig, 2017, "Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 158-176, DOI: 10.1016/j.jempfin.2017.09.005.
- Mohaddes, Kamiar & Pesaran, M. Hashem, 2017, "Oil prices and the global economy: Is it different this time around?," Energy Economics, Elsevier, volume 65, issue C, pages 315-325, DOI: 10.1016/j.eneco.2017.05.011.
- Charles, Amélie & Darné, Olivier, 2017, "Forecasting crude-oil market volatility: Further evidence with jumps," Energy Economics, Elsevier, volume 67, issue C, pages 508-519, DOI: 10.1016/j.eneco.2017.09.002.
- Ca’ Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2017, "Exchange rate forecasting with DSGE models," Journal of International Economics, Elsevier, volume 107, issue C, pages 127-146, DOI: 10.1016/j.jinteco.2017.03.011.
- Ince, Onur & Molodtsova, Tanya, 2017, "Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 131-151, DOI: 10.1016/j.intfin.2016.11.002.
- Park, Cheolbeom & Park, Sookyung, 2017, "Can monetary policy cause the uncovered interest parity puzzle?," Japan and the World Economy, Elsevier, volume 41, issue C, pages 34-44, DOI: 10.1016/j.japwor.2016.12.001.
- Shimizu, Makoto, 2017, "Effect of net foreign assets on persistency of time-varying risk premium: Evidence from the Dollar-Yen exchange rate," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 255-265, DOI: 10.1016/j.iref.2017.01.022.
- Kim, Kyungmin & Lee, Joo Yong, 2017, "Estimating the effects of FX-related macroprudential policies in Korea," International Review of Economics & Finance, Elsevier, volume 50, issue C, pages 23-48, DOI: 10.1016/j.iref.2017.03.030.
- Soyoung Kim & Jong-Wha Lee & Warwick J. McKibbin, 2017, "AsiaÕs Rebalancing and Growth," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-66, Nov.
- Kremens, Lukas & Martin, Ian, 2017, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118945, Nov.
- Kremens, Lukas & Martin, Ian, 2017, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118961, Aug.
- Kamiar Mohaddes & Mehdi Raissi, 2017, "The U.S. Oil Supply Revolution and the Global Economy," Working Papers, Economic Research Forum, number 1124, 07, revised 07 2017.
- Isabella Damdinovna Elyakova & Aleksandr Andreyevich Khristoforov & Aleksandr Lvovich Elyakov & Larisa Ivanovna Danilova & Tamara Aleksandrovna Karataeva & Elena Vladimirovna Danilova, 2017, "Forecast Scenarios of World Prices for Natural Gas," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4A, pages 284-297.
- Alexander Lvovich Elyakov & Isabella Damdinovna Elyakova & Larisa Ivanovna Danilova & Alexander Andreevich Khristoforov & Oleg Ilich Kondratev & Valentina Vasilyevna Grigoryeva, 2017, "History and Prospects of Natural Gas Pricing in Continental Europe in Conditions of Instability of World Oil Prices," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4A, pages 323-338.
- Ayse Kabukcuoglu & Enrique Martínez García & Mehmet A. Soytas, 2017, "Exploring the Nexus Between Inflation and Globalization Under Inflation Targeting Through the Lens of New Zealand’s Experience," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 308, Mar, DOI: 10.24149/gwp308.
- Nikolay P. Pilnik & Malika F. Shaikhutdinova, 2017, "Modeling of the Balance of Payments State in Russia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 84-101, October.
- Pedro Bação & António Portugal Duarte & Matheus Santos, 2017, "The Renminbi: A Warrior for Competitiveness?," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2017-09, Sep.
- Pedro Bação & António Portugal Duarte, 2017, "Deflation in the Euro Zone: Overview and Empirical Analysis," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2017-12, Dec.
- Amélie Charles & Olivier Darné, 2017, "Forecasting crude-oil market volatility: Further evidence with jumps," Post-Print, HAL, number hal-01598141, Sep, DOI: 10.1016/j.eneco.2017.09.002.
- Jean-Marc Siroën, 2017, "Core labour standards and exports," Working Papers, HAL, number hal-01488570, Mar.
- Amalia Adininggar Widyasanti, 2017, "The Impact Of New Trade Agenda To Macroeconomic Performance Of Indonesia And Japan In Short And Long Term," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 2, pages 181-202, October, DOI: https://doi.org/10.21098/bemp.v20i2.
- William R. Cline, 2017, "Trade and Fiscal Deficits, Tax Reform, and the Dollar: General Equilibrium Impact Estimates," Working Paper Series, Peterson Institute for International Economics, number WP17-9, Aug.
- Antonello D’Agostino & Michele Modugno & Chiara Osbat, 2017, "A Global Trade Model for the Euro Area," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 4, pages 1-34, December.
- Eckhard Hein & Eckhard Achim Truger, 2017, "Opportunities and limits of rebalancing the Eurozone via wage policies," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 06-2017.
- Hashiguchi, Yoshihiro & Yamano, Norihiko & Webb, Colin, 2017, "Economic shocks and changes in global production structure : methods for measuring economic resilience," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 649, Mar.
- Ayse Kabukcuoglu & Enrique Martínez-García & Mehmet Ali Soytas, 2017, "Exploring the Nexus between Inflation and Globalization under Inflation Targeting through the Lens of New Zealand’s Experience," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1709, Apr.
- Evzen Kocenda & Karen Poghosyan, 2017, "Export sophistication: A dynamic panel data approach," KIER Working Papers, Kyoto University, Institute of Economic Research, number 980 Classification-C52; C, Nov.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2017, "Shocks versus structure: explaining differences in exchange rate pass-through across countries and time," Discussion Papers, Monetary Policy Committee Unit, Bank of England, number 50, Jul.
- Antoine Kornprobst, 2017, "Winning Investment Strategies Based on Financial Crisis Indicators," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17039, Sep.
- Marcin Kolasa & Michał Rubaszek & Michele Ca' Zorzi, 2017, "Exchange rate forecasting with DSGE models," NBP Working Papers, Narodowy Bank Polski, number 260.
- Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia Pascual & Yi Zhang, 2017, "Exchange Rate Prediction Redux: New Models, New Data, New Currencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 23267, Mar.
- Chuantian He & Chunding Li & John Whalley, 2017, "General Equilibrium Trade Modelling with Canada-US Transportation Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 23500, Jun.
- Mikkel Hermansen & Oliver Röhn, 2017, "Economic resilience: The usefulness of early warning indicators in OECD countries," OECD Journal: Economic Studies, OECD Publishing, volume 2016, issue 1, pages 9-35, DOI: 10.1787/eco_studies-2016-5jg2ppjrd6.
- Yoshihiro Hashiguchi & Norihiko Yamano & Colin Webb, 2017, "Economic shocks and changes in global production structures: Methods for measuring economic resilience," OECD Science, Technology and Industry Working Papers, OECD Publishing, number 2017/09, Nov, DOI: 10.1787/17d0694b-en.
- Ursula Glauninger & Thomas Url, 2017, "Revised competitiveness indicators for Austria reflect a comparatively stable competitiveness development of the Austrian economy over the longer horizon," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/17, pages 73-110.
- Olãh Judit & Erdei Edina & Popp Jozsef, 2017, "Applying Big Data Algorithms For Sales Data Stored In Sap Hana," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 453-461, July.
- Chunding Li & John Whalley, 2017, "Indirect Tax Initiatives and Global Rebalancing," CESifo Economic Studies, CESifo Group, volume 63, issue 1, pages 24-44.
- Lukas Vogel, 2017, "Stabilization and Rebalancing with Fiscal or Monetary Devaluation: a Model-Based Comparison," CESifo Economic Studies, CESifo Group, volume 63, issue 2, pages 235-253.
- Kollmann, Robert, 2017, "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," MPRA Paper, University Library of Munich, Germany, number 77558, Mar.
- Pincheira, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2017, "Forecasting Inflation in Latin America with Core Measures," MPRA Paper, University Library of Munich, Germany, number 80496, Jul.
- Hegadekatti, Kartik & S G, Yatish, 2017, "The Programmable Economy: Envisaging an Entire Planned Economic System as a Single Computer through Blockchain Networks," MPRA Paper, University Library of Munich, Germany, number 82831, Mar, revised 16 May 2017.
- Eckhard Hein & Achim Truger, 2017, "Opportunities and limits of rebalancing the Eurozone via wage policies: Theoretical considerations and empirical illustrations for the case of Germany," PSL Quarterly Review, Economia civile, volume 70, issue 283, pages 421-447.
- Benedikt Heid & Mario Larch & Yoto Yotov, 2017, "Estimating the Effects of Non-discriminatory Trade Policies within Structural Gravity Models," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2017-10, Oct.
- Sónia Araújo & Dorothee Flaig, 2017, "Trade Restrictions in Brazil : Who Pays the Price?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 32, issue 2, pages 283-323.
- Idrisov, Georgy (Идрисов, Георгий) & Kaukin, Andrey (Каукин, Андрей) & Pavlov, Pavel (Павлов, Павел), 2017, "Import Substitution of Investment Goods in Russia
[Импортозамещение Товаров Инвестиционного Назначения В России]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number 061709, Jun. - Sangeeta Khorana & Badri G. Narayanan, 2017, "Modelling Effects of Tariff Liberalisation on India’s Key Export Sectors: Analysis of the EU–India Free Trade Agreement," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 11, issue 1, pages 1-22, February, DOI: 10.1177/0973801016676016.
- Jason Angelopoulos & Costas I. Chlomoudis, 2017, "A Generalized Dynamic Factor Model for the U.S. Port Sector," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 67, issue 1, pages 22-37, January-M.
- Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017, "The role of indicator selection in nowcasting euro-area GDP in pseudo-real time," Empirical Economics, Springer, volume 53, issue 1, pages 79-99, August, DOI: 10.1007/s00181-016-1151-z.
- Christoph Priesmeier, 2017, "Lässt sich der deutsche Leistungsbilanzüberschuss mit vertretbarem Aufwand reduzieren?
[Can Fiscal Policies be Used to Reduce Germany’s Current Account Surplus at Reasonable Cost?]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 97, issue 9, pages 637-643, September, DOI: 10.1007/s10273-017-2190-6. - Tiago de Jesus Irineu & Sérgio Fornazier Meyrelles Filho & Breno Nahuel Freneau & Daniel Oliveira Dias, 2017, "Endividamento Público e Crescimento Econômico: Evidências Para Países em Desenvolvimento," Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG, Curso de Ciencias Economicas da Universidade Federal de Goias - FACE, number 063, Oct.
- Sigit PERDANA & Rod TYERS, 2017, "Global Climate Change Mitigation: Strategic Interaction or Unilateral Gains?," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 17-09.
- Anping Chen & Nicolaas Groenewold, 2017, "China’s ‘New Normal’: Is the growth slowdown demand- or supply-driven?," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 17-18.
- Florian Huber & Thomas Zörner, 2017, "Threshold cointegration and adaptive shrinkage," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp250, Jun.
- Huber, Florian & Zörner, Thomas, 2017, "Threshold cointegration and adaptive shrinkage," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 250, Jun.
- Mark Joy & Marek Rusnák & Kateřina Šmídková & Bořek Vašíček, 2017, "Banking and Currency Crises: Differential Diagnostics for Developed Countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 44-67, January.
- Hudgins, David & Crowley, Patrick M., 2017, "Modelling a small open economy using a wavelet-based control model," Bank of Finland Research Discussion Papers, Bank of Finland, number 32/2017.
2016
- Simplice A. Asongu & Jacinta C. Nwachukwu, 2016, "Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries," Research Africa Network Working Papers, Research Africa Network (RAN), number 16/020, Jan.
- Georgi MARINOV, 2016, "Small Sample Properties Of Panel Cointegration Tests In The Presence Of Structural Change," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 35-41, JULY.
- Simplice Asongu & Jacinta C. Nwachukwu, 2016, "Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 16/020, Jan.
- Jafari, Yaghoob & Britz, Wolfgang, , "Prospects of the Food Processing Sector under Tariff and Non-Tariff Measures Liberalization in the Transatlantic Trade and Investment Partnership," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 250254, DOI: 10.22004/ag.econ.250254.
- Malik Shukayev & Argyn Toktamyssov, 2016, "Implementing Cross-Border Interbank Lending in BoC-GEM-FIN," Discussion Papers, Bank of Canada, number 16-19, DOI: 10.34989/sdp-2016-19.
- Nikola Bokan & Andrea Gerali & Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani, 2016, "EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1064, Apr.
- Rod Tyers & Aaron Walker, 2016, "Quantifying Australia's ‘Three-Speed’ Boom," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 49, issue 1, pages 20-43, March.
- Paul De Grauwe & Zhaoyong Zhang & Rod Tyers, 2016, "Slower Growth and Vulnerability to Recession: Updating China's Global Impact," Scottish Journal of Political Economy, Scottish Economic Society, volume 63, issue 1, pages 66-88, February.
- Kamiar Mohaddes & Mehdi Raissi, 2016, "The U.S. Oil Supply Revolution and the Global Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1605, Jan.
- Kamiar Mohaddes & M. Hashem Pesaran, 2016, "Oil Prices and the Global Economy: Is It Different This Time Around?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1640, Jul.
- Kamiar Mohaddes & M. Hashem Pesaran, 2016, "Oil Prices and the Global Economy: Is it Different this Time Around?," CESifo Working Paper Series, CESifo, number 5992.
- Mauricio Reina, 2016, "Impacto económico de la Inversión Extranjera Directa en Colombia 2007-2015," Informes de Investigación, Fedesarrollo, number 15417, Sep.
- Józef Stawicki, 2016, "Using the First Passage Times in Markov Chain model to support financial decisions on the stock exchange," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 16, pages 37-47.
- Issam BOUSALAM, 2016, "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," Turkish Economic Review, EconSciences Journals, volume 3, issue 1, pages 160-169, March.
- Dées, Stéphane, 2016, "Credit, asset prices and business cycles at the global level," Working Paper Series, European Central Bank, number 1895, Apr.
- Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2016, "Exchange rate forecasting with DSGE models," Working Paper Series, European Central Bank, number 1905, May.
- Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra & Bokan, Nikola & Gerali, Andrea, 2016, "EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area," Working Paper Series, European Central Bank, number 1923, Jun.
- Osbat, Chiara & D'Agostino, Antonello & Modugno, Michele, 2016, "A global trade model for the euro area," Working Paper Series, European Central Bank, number 1986, Dec.
- Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016, "Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 86-100, DOI: 10.1016/j.jedc.2016.06.006.
- Gomes, S. & Jacquinot, P. & Pisani, M., 2016, "Fiscal devaluation in the euro area: A model-based analysis," Economic Modelling, Elsevier, volume 52, issue PA, pages 58-70, DOI: 10.1016/j.econmod.2015.06.019.
- Dees, Stéphane, 2016, "Credit, asset prices and business cycles at the global level," Economic Modelling, Elsevier, volume 54, issue C, pages 139-152, DOI: 10.1016/j.econmod.2015.12.027.
- Li, Chunding & Wang, Jing & Whalley, John, 2016, "Impact of mega trade deals on China: A computational general equilibrium analysis," Economic Modelling, Elsevier, volume 57, issue C, pages 13-25, DOI: 10.1016/j.econmod.2016.03.027.
- Barhoumi, Karim & Darné, Olivier & Ferrara, Laurent, 2016, "A World Trade Leading Index (WTLI)," Economics Letters, Elsevier, volume 146, issue C, pages 111-115, DOI: 10.1016/j.econlet.2016.07.032.
- Vukšić, Goran & Holzner, Mario, 2016, "Trade and fiscal imbalances in Southeastern Europe: Can fiscal devaluation help?," Economic Systems, Elsevier, volume 40, issue 4, pages 568-581, DOI: 10.1016/j.ecosys.2016.01.004.
- Mohaddes, Kamiar & Pesaran, M. Hashem, 2016, "Country-specific oil supply shocks and the global economy: A counterfactual analysis," Energy Economics, Elsevier, volume 59, issue C, pages 382-399, DOI: 10.1016/j.eneco.2016.08.007.
- Magkonis, Georgios & Tsopanakis, Andreas, 2016, "The financial and fiscal stress interconnectedness: The case of G5 economies," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 62-69, DOI: 10.1016/j.irfa.2016.03.019.
- Casalin, Fabrizio, 2016, "Size and power of tests based on Permanent-Transitory Component Models," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 142-153, DOI: 10.1016/j.irfa.2016.07.003.
- Sarlin, Peter, 2016, "Macroprudential oversight, risk communication and visualization," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 160-179, DOI: 10.1016/j.jfs.2015.12.005.
- Chen, Qianying & Filardo, Andrew & He, Dong & Zhu, Feng, 2016, "Financial crisis, US unconventional monetary policy and international spillovers," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 62-81, DOI: 10.1016/j.jimonfin.2015.06.011.
- Miah, Fazlul & Rahman, M. Saifur & Albinali, Khalid, 2016, "Rationality of survey based inflation expectations: A study of 18 emerging economies’ inflation forecasts," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 158-166, DOI: 10.1016/j.ribaf.2015.09.029.
- Akihito Asano & Rod Tyers, 2016, "Japan's Oligopolies: Potential Gains from Third Arrow Reforms," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-03, Jan.
- Jane Golley & Rod Tyers & Yixiao Zhou, 2016, "Contractions in Chinese Fertility and Savings: Long Run Domestic and Global Implications," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-12, Mar.
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