OKPARA, GODWIN CHIGOZIE (2012): On whether foreign direct investment catalyzes economic development in Nigeria. Unpublished.
Chen, Pu (2012): Common factors and specific factors. Unpublished.
Medel, Carlos A. (2012): ¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno? Unpublished.
Medel, Carlos A. (2012): How informative are in-sample information criteria to forecasting? the case of Chilean GDP. Unpublished.
Peeters, Marga and Den Reijer, Ard (2012): On wage formation, wage flexibility and wage coordination : A focus on the nominal wage impact of productivity in Germany, Greece, Ireland, Portugal, Spain and the United States. Unpublished.
Shiu-Sheng, Chen (2012): Predicting swings in exchange rates with macro fundamentals. Unpublished.
Cayton, Peter Julian A. and Mapa, Dennis S. (2012): Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology. Unpublished.
ADESOYE, A. Bolaji; MAKU, Olukayode E. and ATANDA, Akinwande A. (2012): Capital Flight and Investment Dynamics in Nigeria: A Time Series Analysis (1970-2006). Forthcoming in: : pp. 1-21.
Travaglini, Guido (2011): Climate change: where is the hockey stick? evidence from millennial-scale reconstructed and updated temperature time series. Unpublished.
Lof, Matthijs (2011): GMM estimation with noncausal instruments under rational expectations. Unpublished.
Farzanegan, Mohammad Reza (2011): Military spending and economic growth: the case of Iran. Unpublished.
Horvath, Roman and Poldauf, Petr (2011): International stock market comovements: what happened during the financial crisis? Unpublished.
Li, Kui-Wai and Wong, Douglas K T (2011): The Exchange Rate and Interest Rate Differential Relationship: Evidence from Two Financial Crises. Unpublished.
Paradiso, Antonio; Kumar, Saten and Rao, B. Bhaskara (2011): The growth effects of education in Australia. Unpublished.
Freddy, Liew (2011): Productivity-wage-growth nexus: an empirical study of Singapore. Unpublished.
González-Val, Rafael and Marcén, Miriam (2011): Breaks in the breaks: an analysis of divorce rates in Europe. Unpublished.
Shepherd, Ben (2011): When are adaptive expectations rational? A generalization. Unpublished.
Julio, Juan Manuel (2011): The Hodrick-Prescott filter with priors: linear restrictions on HP filters. Unpublished.
Sahbaz, A (2011): Cari İşlem Açıklarının Sürdürülebilirliği: 2001-2011 Türkiye Örneği. Published in: Çukurova Üniversitesi Sosyal Bilimler Enstitüsü Dergisi , Vol. 20, No. 3 (15. December 2011): pp. 417-432.
Josheski, Dushko; Lazarov, Darko; Fotov, Risto and Koteski, Cane (2011): Causal relationship between wages and prices in UK: VECM analysis and Granger causality testing. Unpublished.
Mukherjee, Soumyatanu (2011): Roaring Food Prices in India. Unpublished.
Chilarescu, Constantin and Viasu, Ioana Luciana (2011): A Semigroups Approach to the Study of a Second Order Partial Differential Equation Applied in Economics. Unpublished.
Muhammad, Anees and Ishfaq, Ahmed (2011): Industrial development, agricultural growth, urbanization and environmental Kuznets curve in Pakistan. Unpublished.
Kuikeu, Oscar (2011): Arguments contre la zone franc. Unpublished.
Josheski, Dushko and Koteski, Cane (2011): The causal relationship between patent growth and growth of GDP with quarterly data in the G7 countries: cointegration, ARDL and error correction models. Unpublished.
Escañuela Romana, Ignacio (2011): Evidencia empírica sobre la predictibilidad de los ciclos bursátiles: el comportamiento del índice Dow Jones Industrial Average en las crisis bursátiles de 1929, 1987 y 2997. Unpublished.
González-Val, Rafael and Marcén, Miriam (2011): Unilateral divorce vs. child custody and child support in the U.S. Unpublished.
Tuomas, Malinen (2011): Inequality and savings: a reassesment of the relationship in cointegrated panels. Unpublished.
Bai, Jushan and Wang, Peng (2011): Conditional Markov chain and its application in economic time series analysis. Published in: Journal of Applied Econometrics , Vol. 26, No. 5 (August 2011): pp. 715-734.
Yan, Isabel K.; Chong, Terence and Lam, Tau-Hing (2011): Is the Chinese Stock Market Really Efficient. Forthcoming in: China Economic Review
Yan, Isabel K.; Chan, Kenneth S.; Dang, Vinh Q.T. and Lai, Jennifer T. (2011): Regional Capital Mobility in China: 1978-2006. Forthcoming in: Journal of International Money and Finance , Vol. 30, (2011): pp. 1506-1515.
Tommaso, Proietti and Helmut, Luetkepohl (2011): Does the Box-Cox transformation help in forecasting macroeconomic time series? Unpublished.
Paradiso, Antonio and Rao, B. Bhaskara (2011): Estimates of the demand for US consumer borrowings. Unpublished.
Kuikeu, Oscar (2011): Comment la dernière crise financière a relancé le débat relatif à l'arrimage du fcfa à l'euro. Unpublished.
Tadesse, Tasew (2011): Foreign aid and economic growth in Ethiopia. Unpublished.
Mandler, Martin (2011): Threshold effects in the monetary policy reaction function of the Deutsche Bundesbank. Unpublished.
Abdul Karim, Zulkefly; Zaidi, Mohd Azlan Shah; Ismail, Mohd Adib and Abdul Karim, Bakri (2011): Institutions and foreign direct investment (FDI) in Malaysia: empirical evidence using ARDL model. Unpublished.
Resende Filho, M A; Bressan, V G F; Braga, M J and Bressan, A A (2011): Sobre a Demanda Agregada por Carnes no Mercado Brasileiro. Unpublished.
Enders, Walter and Holt, Matthew T. (2011): Breaks, bubbles, booms, and busts: the evolution of primary commodity price fundamentals. Unpublished.
Casadio, Paolo; Paradiso, Antonio and Rao, B. Bhaskara (2011): Estimates of the steady state growth rates for the Scandinavian countries: a knowledge economy approach. Unpublished.
Cellini, Roberto and Cuccia, Tiziana (2011): Are exchange rates really free from seasonality? An exploratory analysis on monthly time series. Unpublished.
ince, meltem (2011): Financial liberalization, financial development and economic growth: An empirical analysis for Turkey. Unpublished.
Casadio, Paolo; Paradiso, Antonio and Rao, B. Bhaskara (2011): Estimates of the Steady State Growth Rates for Ireland. Unpublished.
Luati, Alessandra; Proietti, Tommaso and Reale, Marco (2011): The Variance Profile. Unpublished.
Korobilis, Dimitris (2011): Hierarchical shrinkage priors for dynamic regressions with many predictors. Unpublished.
Dinda, Soumyananda (2011): China’s Trade in Asia and the World: Long run Relation with Short run Dynamics. Unpublished.
Omay, Tolga; Takay Araz, Bahar and Ilalan, Deniz (2011): The effects of terrorist activities on foreign direct investment: nonlinear Evidence. Unpublished.
Bessonovs, Andrejs (2011): GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy. Unpublished.
Lanne, Markku; Nyberg, Henri and Saarinen, Erkka (2011): Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison. Unpublished.
Athanasoglou, Panayiotis (2011): The role of product variety and quality and of domestic supply in foreign trade. Published in: RePEc No. Working Paper 128 (April 2011)
Kuriyama, Akira (2011): A partial differential equation to express a business cycle :an implication for Japan's law interest policy. Unpublished.
Melesse, Wondemhunegn Ezezew (2011): The Dynamics between Real Exchange Rate Movements and Trends in Trade Performance: The Case of Ethiopia. Unpublished.
Lanne, Markku and Luoto, Jani (2011): Autoregression-Based Estimation of the New Keynesian Phillips Curve. Unpublished.
Tang, Chor Foon (2011): Temporal Granger causality and the dynamics examination on the tourism-growth nexus in Malaysia. Unpublished.
Haupert, Michael and Murray, James (2011): Regime switching and wages in major league baseball under the reserve clause. Unpublished.
Shahbaz, Muhammad and Rahman, Mizanur (2011): Impact of economic growth and financial development on exports: Cointegration and causality analysis in Pakistan. Unpublished.
Francq, Christian; Roy, Roch and Saidi, Abdessamad (2011): Asymptotic properties of weighted least squares estimation in weak parma models. Unpublished.
Okada, Keisuke and Samreth, Sovannroeun (2011): A study on the socio-economic determinants of suicide: Evidence from 13 European OECD countries. Unpublished.
Pitarakis, J (2011): Joint Detection of Structural Change and Nonstationarity in Autoregressions. Unpublished.
Fakhri, Hasanov and Khudayar, Hasanli (2011): Why had the Money Market Approach been irrelevant in explaining inflation in Azerbaijan during the rapid economic growth period? Published in: Middle Eastern Finance and Economics No. Issue 10 : pp. 136-145.
Bhattacharya, Kaushik (2011): Role of Rules of Thumb in Forecasting Foreign Tourist Arrival: A Case Study of India. Unpublished.
Islam, Faridul; Shahbaz, Muhammad and Shabbir, Muhammad (2011): Phillips curve in a small open economy: A time series exploration of North Cyprus. Unpublished.
Buss, Ginters (2011): Asymmetric Baxter-King filter. Unpublished.
Ardia, David; Lennart, Hoogerheide and Nienke, Corré (2011): Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation? Unpublished.
Rao, B. Bhaskara and Paradiso, Antonio (2011): Estimates of the US Phillips curve with the general to specific method. Unpublished.
Paradiso, Antonio; Rao, B. Bhaskara and Margani, Patrizia (2011): Time Series Estimates of the Italian Consumer Confidence Indicator. Unpublished.
Výrost, Tomáš; Baumöhl, Eduard and Lyócsa, Štefan (2011): On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries. Unpublished.
Tiwari, Aviral and Shahbaz, Muhammad (2011): India's trade with USA and her trade balance: An empirical analysis. Published in:
Paradiso, Antonio and Rao, B. Bhaskara (2011): The effects of Minsky moment and stock prices on the US Taylor Rule. Unpublished.
Ahmed, Walid M.A. (2011): Comovements and Causality of Sector Price Indices: Evidence from the Egyptian Stock Exchange. Unpublished.
Pötscher, Benedikt M. (2011): On the order of magnitude of sums of negative powers of integrated processes. Unpublished.
Halicioglu, Ferda and Karatas, Cevat (2011): A social discount rate for Turkey. Unpublished.
Halkos, George and Tzeremes, Nickolaos (2011): Economic growth and carbon dioxide emissions: Empirical evidence from China. Unpublished.
Magazzino, Cosimo (2011): Energy consumption and aggregate income in Italy: cointegration and causality analysis. Unpublished.
Wright, Allan S; Craigwell, Roland C and RamjeeSingh, Diaram (2011): Exchange rate determination in Jamaica: A market microstructures and macroeconomic fundamentals approach. Published in: Journal of Business, Finance and Economics in Emerging Economies , Vol. 6, No. 1 (2011): pp. 31-61.
Taştan, Hüseyin (2011): Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry. Unpublished.
Di Iorio, Francesca and Triacca, Umberto (2011): Testing for non-causality by using the Autoregressive Metric. Unpublished.
Tan, Bee Wah and Tang, Chor Foon (2011): The dynamic relationship between private domestic investment, the user cost of capital, and economic growth in Malaysia. Unpublished.
Tang, Chor Foon and Lai, Yew Wah (2011): The Stability of Export-led Growth Hypothesis: Evidence from Asia's Four Little Dragons. Unpublished.
Mohamed, Issam A.W. (2011): Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen. Unpublished.
Faiz ur, rehman and Wasim, shahid malik (2010): A structural VAR (SVAR) approach to cost channel of monetary policy. Unpublished.
Moauro, Filippo (2010): A monthly indicator of employment in the euro area: real time analysis of indirect estimates. Unpublished.
Sinclair, Sarah; Boymal, Jonathan and de Silva, Ashton (2010): A re-appraisal of the fertility response to the Australian baby bonus. Unpublished.
Hwang, Tsorng-Chyi; Chen, Meng-Gu and Chang, Chia-Lin (2010): Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach. Unpublished.
HYE, Qazi Muhammad Adnan and M Anwar, Jalil (2010): Revenue and Expenditure Nexus: A Case Study of Romania. Published in: Romanian Journal of Fiscal Policy , Vol. Volume 1, No. Issue 1 : pp. 22-28.
Bhatt, Antra (2010): Revisiting Indicators of Public Debt Sustainability: Capital Expenditure, Growth and Public Debt in India. Unpublished.
Magazzino, Cosimo and Dalena, Michele (2010): Public expenditure and revenue in Italy, 1862-1993. Unpublished.
Magazzino, Cosimo and Dalena, Michele (2010): Public expenditure and revenue in Italy, 1862-1993. Unpublished.
Kumar, Saten and Webber, Don J. (2010): Australasian money demand stability: Application of structural break tests. Unpublished.
Gonzalo, Jesus and Pitarakis, Jean-Yves (2010): Regime Specific Predictability in Predictive Regressions. Unpublished.
Tsyplakov, Alexander (2010): The links between inflation and inflation uncertainty at the longer horizon. Unpublished.
Bera, Soumitra Kumar (2010): Forecasting model of small scale industrial sector of West Bengal. Unpublished.
Zanetti Chini, Emilio (2010): Does the purchasing power parity hypothesis hold after 1998?. Unpublished.
Ghiba, Nicolae (2010): Implicații ale volatilității cursului de schimb asupra schimburilor comerciale internaționale (cazul Romaniei). Forthcoming in:
Ben Ali, Samir (2010): A New Keynesian Phillips curve for Tunisia : Estimation and analysis of sensitivity. Unpublished.
Trunin, Pavel; Knyazev, Dmitriy and Kudykina, Ekaterina (2010): Анализ факторов динамики обменного курса рубля. Published in: ИЭПП No. 144Р (November 2010)
Abo-Zaid, Salem (2010): The Trade–Growth Relationship in Israel Revisited: Evidence from Annual Data, 1960-2004. Unpublished.
Kumar, Saten and Shahbaz, Muhammad (2010): Coal Consumption and Economic Growth Revisited: Structural Breaks, Cointegration and Causality Tests for Pakistan. Unpublished.
Ardia, David; Ospina, Juan and Giraldo, Giraldo (2010): Jump-Diffusion Calibration using Differential Evolution. Unpublished.
Shahbaz, Muhammad; Jalil, Abdul and Dube, Smile (2010): Environmental Kuznets curve (EKC): Times series evidence from Portugal. Unpublished.
BESSO, CHRISTOPHE RAOUL (2010): Employment intensity of growth and its macroeconomics determinants. Unpublished.
Sinha, Pankaj; Gupta, Sushant and Randev, Nakul (2010): Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession. Unpublished.
Landajo, Manuel and Presno, María José (2010): Nonparametric pseudo-Lagrange multiplier stationarity testing. Unpublished.
Chen, Pu (2010): A grouped factor model. Unpublished.
Chen, Pu (2010): A Grouped Factor Model. Unpublished.
Abdul Karim, Zulkefly; Abdul Karim, Bakri and Ahmad, Riayati (2010): Fixed investment, household consumption, and economic growth : a structural vector error correction model (SVECM) study of Malaysia. Unpublished.
Kumar, Saten; Webber, Don J. and Fargher, Scott (2010): Money demand stability: A case study of Nigeria. Unpublished.
Tsyplakov, Alexander (2010): Revealing the arcane: an introduction to the art of stochastic volatility models. Unpublished.
Magazzino, Cosimo and Forte, Francesco (2010): Optimal size of government and economic growth in EU-27. Published in: C.R.E.I. Working Papers No. 04 (October 2010)
Kumawat, Lokendra (2010): Effect of Rainfall on Seasonals in Indian Manufacturing Production: Evidence from Sectoral Data. Unpublished.
Ferriani, Fabrizio (2010): Informed and uninformed traders at work: evidence from the French market. Unpublished.
Tiwari, Aviral (2010): Is trade deficit sustainable in India? An inquiry. Unpublished.
Abhijeet, Chandra (2010): Does Government Expenditure on Education Promote Economic Growth? An Econometric Analysis. Forthcoming in: Journal of Practicing Managers (2010)
Lanne, Markku and Saikkonen, Pentti (2010): Noncausal autoregressions for economic time series. Unpublished.
Buss, Ginters (2010): Seasonal decomposition with a modified Hodrick-Prescott filter. Unpublished.
Hoffmann, Marc; Munk, Axel and Schmidt-Hieber, Johannes (2010): Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation. Unpublished.
Loening, Josef; Rao, B. Bhaskara and Singh, Rup (2010): Effects of education on economic growth:Evidence from Guatemala. Unpublished.
Lof, Matthijs (2010): Heterogeneity in stock prices: A STAR model with multivariate transition function. Unpublished.
Ludlow, Jorge (2010): Backward and forward closed solutions of multivariate models. Unpublished.
Mapa, Dennis S.; Han, Fatima C. and Estrada, Kristine Claire O. (2010): Hunger Incidence in the Philippines: Facts, Determinants and Challenges. Unpublished.
Travaglini, Guido (2010): Dynamic Econometric Testing of Climate Change and of its Causes. Unpublished.
Marcelle, Chauvet and Jeremy, Piger (2010): Employment and the business cycle. Unpublished.
Alfaro, Rodrigo; Becerra, Juan Sebastian and Sagner, Andres (2010): Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU. Unpublished.
Boubacar Mainassara, Yacouba (2010): Selection of weak VARMA models by Akaïke's information criteria. Unpublished.
Boubacar Mainassara, Yacouba (2010): Selection of weak VARMA models by modified Akaike's information criteria. Unpublished.
Zhu, Junjun and Xie, Shiyu (2010): Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market. Unpublished.
Omay, Tolga (2010): A Nonlinear New Approach to Investigating Crisis: A Case from Malaysia. Unpublished.
Kueh, Swee Hui Jerome; Puah, Chin Hong and Liew, Venus Khim-Sen (2010): Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore. Unpublished.
Kueh, Swee-Hui Jerome; Puah, Chin-Hong and Liew, Khim-Sen (2010): Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore. Unpublished.
Boldea, Otilia and Hall, Alastair R. (2010): Estimation and inference in unstable nonlinear least squares models. Unpublished.
Kim, Hyeongwoo and Moh, Young-Kyu (2010): Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment. Unpublished.
Tiwari, Aviral (2010): On the dynamics of energy consumption and employment in public and private sector. Unpublished.
Grassi, Stefano and Proietti, Tommaso (2010): Characterizing economic trends by Bayesian stochastic model specification search. Unpublished.
Athanasoglou, Panayiotis; Backinezos, Constantina and Georgiou, Evangelia (2010): Export performance, competitiveness and commodity composition. Published in: RePEc No. Working Paper 114 (May 2010)
Khan, Salman (2010): Crude Oil Price shocks to Emerging Markets: Evaluating the BRICs Case. Unpublished.
Marzo, Massimiliano and Zagaglia, Paolo (2010): Gold and the U.S. Dollar: Tales from the turmoil. Unpublished.
Francq, Christian and Zakoian, Jean-Michel (2010): Optimal predictions of powers of conditionally heteroskedastic processes. Unpublished.
Buss, Ginters (2010): A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle. Unpublished.
Belbute, Jose and Caleiro, António (2010): Cross Country Evidence on Consumption Persistence. Unpublished.
Luyinduladio, Menga (2010): Degré de répercussion du Taux de change sur l’Inflation en République Démocratique du Congo de 2002 à 2007. Unpublished.
Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects. Unpublished.
Oh, Swee-Ling; Lau, Evan; Puah, Chin-Hong and Abu Mansor, Shazali (2010): Volatility Co-movement of ASEAN-5 Equity Markets. Unpublished.
Bessonovs, Andrejs (2010): Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā. Published in: Scientific Papers University of Latvia , Vol. Vol. 758, (2010): pp. 22-33.
Niang, Abdou-Aziz; Pichery, Marie-Claude and Edjo, Marcellin (2010): Convergence test in the presence of structural changes: an empirical procedure based on panel data with cross-sectional dependence. Unpublished.
Francq, Christian and Zakoian, Jean-Michel (2010): Strict stationarity testing and estimation of explosive ARCH models. Unpublished.
Travaglini, Guido (2010): Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005. Unpublished.
Alfaro, Rodrigo and Silva, Carmen Gloria (2010): Stock Index Volatility: the case of IPSA. Unpublished.
Proietti, Tommaso (2010): Trend Estimation. Unpublished.
Chen, Zhihong; Fu, Shihe and Zhang, Dayong (2010): Searching for the parallel growth of cities. Unpublished.
Bilgili, Faik (2010): Energy tax harmonization in EU: Time series and panel data evidence. Published in: Research Journal of International Studies No. 14 (May 2010): pp. 12-20.
Camacho-Gutiérrez, Pablo (2010): Dynamic OLS estimation of the U.S. import demand for Mexican crude oil. Unpublished.
Proietti, Tommaso (2010): Seasonality, Forecast Extensions and Business Cycle Uncertainty. Unpublished.
Luyinduladio, Menga (2010): Modélisation de la Volatilité des recettes mensuelles de la Direction Générale des Douanes et Accises (DGDA ex-OFIDA) en RDC de janvier 1982 à décembre 2005. Unpublished.
Bušs, Ginters (2010): Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia. Unpublished.
Ardia, David and Hoogerheide, Lennart F. (2010): Efficient Bayesian estimation and combination of GARCH-type models. Published in: Rethinking Risk Measurement and Reporting: Examples and Applications from Finance, Riskbooks , Vol. Volume II, (October 2010)
Lanne, Markku; Luoto, Jani and Saikkonen, Pentti (2010): Optimal Forecasting of Noncausal Autoregressive Time Series. Unpublished.
Alexiadis, Stilianos and Eleftheriou, Konstantinos (2010): The Morphology of Income Convergence in US States: New Evidence using an Error-Correction-Model. Unpublished.
Emenike, Kalu O. (2010): Modelling Stock Returns Volatility In Nigeria Using GARCH Models. Published in: Proceeding of International Conference on Management and Enterprice Development, Ebitimi Banigo Auditorium, University of Port Harcourt - Nigeria , Vol. 1, No. 4 (10. February 2010): pp. 5-11.
Bulla, Jan; Mergner, Sascha; Bulla, Ingo; Sesboüé, André and Chesneau, Christophe (2010): Markov-switching Asset Allocation: Do Profitable Strategies Exist? Unpublished.
Abdul, waheed and Syed tehseen, jawaid (2010): Inward foreign direct investment and aggregate imports: time series evidence from Pakistan. Published in: International Economics and Finance Journal , Vol. 5, No. 1-2 (15. December 2010): pp. 33-43.
Guidi, Francesco and Gupta, Rakesh (2010): Cointegration and conditional correlations among German and Eastern Europe equity markets. Unpublished.
Shelley, Gary and Wallace, Frederick (2010): Further evidence regarding nonlinear trend reversion of real GDP and the CPI. Unpublished.
Guidi, Francesco (2010): Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models. Unpublished.
Athanasoglou, Panayiotis and Bardaka, Ioanna (2010): New trade theory, non-price competitiveness and export performance. Published in: Economic Modelling , Vol. 27, No. 1 (January 2010)
Behera, Harendra (2010): Onshore and offshore market for Indian Rupee: recent evidence on volatility and shock spillover. Unpublished.
Regnard, Nazim and Zakoian, Jean-Michel (2010): A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices. Unpublished.
Halicioglu, Ferda (2010): A dynamic econometric study of income, energy and exports in Turkey. Unpublished.
Tang, Chor Foon (2010): A note on the non-linear wages-productivity nexus for Malaysia. Unpublished.
Korap, Levent (2010): An econometric essay for the asymmetric volatility content of the portfolio flows: EGARCH evidence from the Turkish economy. Published in: İstanbul Üniversitesi Sosyal Bilimler Meslek Yüksek Okulu Sosyal Bilimler Dergisi , Vol. 2010, No. 4 (2010): pp. 103-109.
Odusanya, Ibrahim Abidemi and Atanda, Akinwande AbdulMaliq (2010): Analysis of inflation and its determinants in Nigeria. Published in: Pakistan Journal of Social Sciences , Vol. 7, No. 2 (2010): pp. 97-100.
Tommaso, Proietti and Stefano, Grassi (2010): Bayesian stochastic model specification search for seasonal and calendar effects. Unpublished.
Pappas, Anastasios (2010): Capital mobility and growth: Evidence from Greece. Published in: MIBES Transactions International Journal , Vol. 4, No. 1 (2010): pp. 80-95.
Boubacar Mainassara, Yacouba; Carbon, Michel and Francq, Christian (2010): Computing and estimating information matrices of weak arma models. Unpublished.
HALICIOGLU, Ferda and Andrés, Antonio (2010): Determinants of Suicides in Denmark: Evidence from Time Series Data. Unpublished.
Halicioglu, Ferda and Karatas, Cevat (2010): Estimation of economic discounting rate for practical project appraisal: the case of Turkey. Unpublished.
Liebl, Dominik (2010): Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices. Unpublished.
Halicioglu, Ferda (2010): Modelling life expectancy in Turkey. Unpublished.
Tang, Chor Foon (2010): Multivariate Granger causality and the dynamic relationship between health spending, income, and health price in Malaysia. Unpublished.
Carbon, Michel and Francq, Christian (2010): Portmanteau goodness-of-fit test for asymmetric power GARCH models. Unpublished.
Tang, Chor Foon (2010): Revisiting the health-income nexus in Malaysia: ARDL cointegration and Rao's F-test for causality. Unpublished.
Marchese, Malvina (2010): Time series models of GDP: a reappraisal. Forthcoming in: Economia Internazionale : pp. 1-29.
Kejriwal, Mohitosh and Lopez, Claude (2010): Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation. Unpublished.
Mullen, Katharine M.; Ardia, David; Gil, David L.; Windover, Donald and Cline, James (2009): DEoptim: An R Package for Global Optimization by Differential Evolution. Unpublished.
El Bouhadi, Abdelhamid and Achibane, Khalid (2009): The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets? Unpublished.
Mapa, Dennis S.; Cayton, Peter Julian and Lising, Mary Therese (2009): Estimating Value-at-Risk (VaR) using TiVEx-POT Models. Unpublished.
Mapa, Dennis S. and Suaiso, Oliver Q. (2009): Measuring market risk using extreme value theory. Unpublished.
Todd, Prono (2009): Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model. Unpublished.
Todd, Prono (2009): Using skewness to estimate the semi-strong GARCH(1,1) model. Unpublished.
Mohammed, Shehu Tijjani (2009): Domestic Debt Dynamics and Fiscal Sustainability in Nigeria: An Empirical Evidence. Unpublished.
Výrost, Tomáš and Baumöhl, Eduard (2009): Asymmetric GARCH and the financial crisis: a preliminary study. Unpublished.
Výrost, Tomáš and Baumöhl, Eduard (2009): Asymmetric GARCH and the financial crisis: a preliminary study. Unpublished.
Cellini, Roberto and Cuccia, Tiziana (2009): Museum and monument attendance and tourism flow: A time series analysis approach. Unpublished.
D'Amuri, Francesco and Marcucci, Juri (2009): "Google it!" Forecasting the US unemployment rate with a Google job search index. Unpublished.
Francesco, D'Amuri (2009): Predicting unemployment in short samples with internet job search query data. Unpublished.
Kumar, Saten (2009): Further Evidence on Public Spending and Economic Growth in East Asian Countries. Unpublished.
Aguilar, Juan Francisco (2009): Modelo Para El Mejoramiento De La Gestión De Inventarios Del Banco Central Del Ecuador. Unpublished.
Jahan-Parvar, Mohammad and Waters, George (2009): Equity Price Bubbles in the Middle Eastern and North African Financial Markets. Unpublished.
Mallick, Debdulal (2009): Financial Development, Shocks, and Growth Volatility. Unpublished.
Bulla, Jan (2009): Hidden Markov models with t components. Increased persistence and other aspects. Unpublished.
Ardia, David and Hoogerheide, Lennart F. (2009): Bayesian estimation of the GARCH(1,1) model with Student-t innovations. Published in: The R Journal , Vol. 2, No. 2 (31. December 2010): pp. 41-47.
McAleer, Michael; Jimenez-Martin, Juan-Angel and Perez Amaral, Teodosio (2009): Optimal Risk Management Before, During and After the 2008-09 Financial Crisis. Forthcoming in: Medium for Econometric Application , Vol. 18, No. 1 (April 2010): pp. 20-28.
Lendjoungou, Francis (2009): Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone. Unpublished.
Kapounek, Svatopluk (2009): Estimation of the Business Cycles - Selected Methodological Problems of the Hodrick-Prescott Filter Application. Published in: Polish Journal of Environmental Studies , Vol. 18, No. 5B (2009): pp. 227-231.
Lanne, Markku; Luoma, Arto and Luoto, Jani (2009): Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models. Unpublished.
Lanne, Markku and Saikkonen, Pentti (2009): GMM Estimation with Noncausal Instruments. Unpublished.
Goo, Siwei and Siregar, Reza Y. Siregar (2009): Economic Shocks and Exchange Rate as a Shock Absorber in Indonesia and Thailand. Unpublished.
Bušs, Ginters (2009): Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach. Unpublished.
Rizvi, Syed Kumail Abbas and Naqvi, Bushra (2009): Inflation Volatility: An Asian Perspective. Unpublished.
Kumar, Saten and Singh, Rup (2009): Some Empirical Evidence on the Demand for Money in the Pacific Island Countries. Forthcoming in: Studies in Economics and Finance : pp. 1-14.
Alinsato, Alastaire Sèna (2009): Electricity consumption and GDP in an electricity community: Evidence from bound testing cointegration and Granger-causality tests. Unpublished.
Willert, Juliane (2009): Mean Shift detection under long-range dependencies with ART. Unpublished.
Pasricha, Gurnain (2009): Bank Competition and International Financial Integration: Evidence using a new Index. Unpublished.
Escañuela Romana, Ignacio (2009): Los Barómetros de Harvard: ¿Permitían Pedecir la Depresión de 1929? Unpublished.
Proietti, Tommaso and Luati, Alessandra (2009): Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences. Unpublished.
Kalirajan, Kaliappa; Miankhel, Adil and Thangavelu, Shandre (2009): Foreign direct investment, exports, and economic growth in selected emerging countries: Multivariate VAR analysis. Unpublished.
Obinyeluaku, Moses and Viegi, Nicola (2009): How does fiscal policy affect monetary policy in the Southern African Community (SADC)? Unpublished.
Akram, Naeem (2009): Short run and long run dynamics of impact of health status on economic growth Evidence from Pakistan. Unpublished.
Luati, Alessandra and Proietti, Tommaso (2009): Hyper-spherical and Elliptical Stochastic Cycles. Unpublished.
Kumar, Sundaram (2009): Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India. Unpublished.
Varadi, Vijay Kumar and Boppana, Nagarjuna (2009): Are stock exchanges integrated in the world? - A critical Analysis. Unpublished.
Bationo, Rakissiwinde and Hounkpodote, Hilaire (2009): Estimation des changements des cours du café et du cacao: Filtre de Kalman, filtre de Hodrick-Prescott et modélisation à partir de processus markovien. Unpublished.
Belbute, José and Caleiro, António (2009): Measuring the Persistence on Consumption in Portugal. Unpublished.
Lanne, Markku and Saikkonen, Pentti (2009): Modeling Expectations with Noncausal Autoregressions. Unpublished.
Laakkonen, Helinä and Lanne, Markku (2009): The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility. Unpublished.
Przystupa, Jan and Wróbel, Ewa (2009): Asymmetry of the exchange rate pass-through: An exercise on the Polish data. Unpublished.
Asmy, Mohamed; Rohilina, Wisam; Hassama, Aris and Fouad, Md. (2009): Effects of Macroeconomic Variables on Stock Prices in Malaysia: An Approach of Error Correction Model. Unpublished.
Kulaksizoglu, Tamer and Kulaksizoglu, Sebnem (2009): The U.S. Excess Money Growth and Inflation Relation in the Long-Run: A Nonlinear Analysis. Unpublished.
Onour, Ibrahim (2009): Natural Gas markets:How Sensitive to Crude Oil Price Changes? Unpublished.
Kumar, Saten (2009): A Re-examination of Private Consumption in Fiji. Published in: Pacific Economic Bulletin , Vol. 24, No. 2 : pp. 70-81.
Pandey, Manoj K. and Kaur, Charanjit (2009): Investigating suicidal trend and its economic determinants: evidence from India. Unpublished.
Proietti, Tommaso (2009): The Multistep Beveridge-Nelson Decomposition. Unpublished.
Janczura, Joanna and Weron, Rafal (2009): Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions. Published in: IEEE Conference Proceedings (2009)
Abdullai, Besim (2009): The EPS as an e-commerce enabler: The Macedonian perspective. Unpublished.
Onatski, Alexei and Uhlig, Harald (2009): Unit Roots in White Noise. Unpublished.
Masood, Tariq and Ahmad, Mohd. Izhar (2009): Macroeconomic Implications of Capital Inflows in India. Published in: International Review of Business Research Papers , Vol. 5, No. 6 (November 2009): pp. 133-147.
Cheng, Ai-ru; Jahan-Parvar, Mohammad R. and Rothman, Philip (2009): An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa. Unpublished.
Francq, Christian and Zakoian, Jean-Michel (2009): Bartlett's formula for a general class of non linear processes. Unpublished.
Buncic, Daniel (2009): Understanding forecast failure in ESTAR models of real exchange rates. Unpublished.
Buncic, Daniel (2009): Understanding forecast failure of ESTAR models of real exchange rates. Unpublished.
Manzan, Sebastiano and Zerom, Dawit (2009): Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation? Unpublished.
Md Shoaib Ahmed, Shoaib (2009): “Exchange Rate Volatility and International Trade Growth: Evidence from Bangladesh”. Published in: Center for Socio Economic Research, ASA University Review , Vol. Volume 3, NO 1, No. 01 (January 2009): pp. 67-79.
Barnett, William A. and He, Susan (2009): Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right. Unpublished.
Liu, L. and Ni, Y.J (2009): Foreign Exchange Market Pressure and Monetary Policy: An Empirical Study Based on China’s Data. Forthcoming in:
Kamat, Manoj S. (2009): The Ownership and Industry Effects of Corporate Dividend Policy in India, 1961-2007. Unpublished.
Kim, Hyeongwoo and Moh, Young-Kyu (2009): A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity. Unpublished.
Abdullai, Besim (2009): The Electronic Payment System as an e-commerce enabler: The Macedonian perspective. Published in: Proceedings of the International Conference: Economic & Social Challenges and Problems, Faculty of Economics, University of Tirana, Albania , Vol. IV, No. December, 2008 (11. December 2008): pp. 33-73.
Md Shoaib Ahmed, Shoaib (2009): An Empirical Study on Exchange Rate Volatility and it Impacts on Bilateral Export Growth: Evidence from Bangladesh. Published in: Journal of Business Studies , Vol. 1, No. 5
Jing, Li (2009): Bootstrap prediction intervals for threshold autoregressive models. Unpublished.
Annicchiarico, Barbara; Bennato, Anna Rita and Costa, Andrea (2009): Economic Growth and Carbon Dioxide Emissions in Italy, 1861-2003. Unpublished.
Lopez, Claude; Murray, Chris and Papell, David (2009): Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle. Unpublished.
Caiado, Jorge (2009): Performance of combined double seasonal univariate time series models for forecasting water consumption. Unpublished.
Altinanahtar, Alper and Halicioglu, Ferda (2009): A Dynamic Econometric Study of Suicides in Turkey. Unpublished.
HALICIOGLU, Ferda and Dell’Anno, Roberto (2009): An ARDL model of unrecorded and recorded economies in Turkey. Unpublished.
Levent, Korap (2009): Are real exchange rates mean reverting? Evidence from a panel of OECD countries. Published in: Applied Economics Letters , Vol. 16, (2009): pp. 23-27.
Dabo-Niang, Sophie; Francq, Christian and Zakoian, Jean-Michel (2009): Combining parametric and nonparametric approaches for more efficient time series prediction. Unpublished.
Amendola, Alessandra and Francq, Christian (2009): Concepts and tools for nonlinear time series modelling. Forthcoming in: Handbook of Computational Econometrics (July 2009)
Akmal, Muhammad Shahbaz; Ahmad, Khalil and Ali, Muhammad (2009): Exports-Led Growth Hypothesis in Pakistan: Further Evidence. Forthcoming in:
Weron, Rafal (2009): Forecasting wholesale electricity prices: A review of time series models. Published in: Financial Markets: Principles of Modelling, Forecasting and Decision-Making , Vol. FindEcon Monograph Series, WUŁ, Łódź, (2009): pp. 71-82.
Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2009): Impact of Model Specification Decisions on Unit Root Tests. Unpublished.
Francq, Christian and Zakoian, Jean-Michel (2009): Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models. Unpublished.
Francq, Christian; Horvath, Lajos and Zakoian, Jean-Michel (2009): Merits and drawbacks of variance targeting in GARCH models. Unpublished.
Hasanov, Fakhri and Huseynov, Fariz (2009): Real Exchange Rate Misalignment in Azerbaijan. Unpublished.
Ahmad, Imtiaz and Qayyum, Abdul (2009): Role of Public Expenditures and Macroeconomic Uncertainty in Determining Private Investment in Large Scale Manufacturing Sector of Pakistan. Published in: International Research Journal of Finance and Economics No. 26 (2009): pp. 34-40.
Dimitris, Christopoulos and Miguel, Leon-Ledesma (2009): Smooth Breaks and Nonlinear Mean Reversion: Post-Bretton Woods Real Exchange Rates. Unpublished.
Bilgin, Cevat and Sahbaz, Ahmet (2009): Türkiye’de Büyüme ve İhracat Arasındaki Nedensellik İlişkileri. Published in: Gaziantep Üniversitesi Sosyal Bilimler Dergisi , Vol. 8, No. 1 (2009): pp. 177-198.
Balcombe, Kelvin (2009): The Nature and Determinants of Volatility in Agricultural Prices. Unpublished.
Saltoglu, Burak and Yazgan, Ege (2009): The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market. Unpublished.
Kahloul, Ines; Ben Mabrouk, Anouar and Hallara, Salah-Eddine (2009): Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables. Unpublished.
Levent, Korap (2008): Asymmetric information content of the YTL/US$ exchange rate return: new evidence from the post-crisis data using arma-egarch-m modeling. Published in: ÇAĞ Üniversitesi Sosyal Bilimler Dergisi , Vol. 5, No. 2 (2008): pp. 1-10.
Abdul Karim, Zulkefly and Abdul Karim, Bakri (2008): Stock market integration: Malaysia and its major trading partners. Unpublished.
Habibi, Fateh; Abdul Rahim, Khalid and Chin, Lee (2008): United Kingdom and United States Tourism Demand for Malaysia:A Cointegration Analysis. Unpublished.
El Bouhadi, A.; Elkhider, Abdelkader; Kchirid, El Mustapha and Idriss, El Abbassi (2008): LES déterminants du taux de change au Maroc : Une étude empirique. Unpublished.
Xu, Zhiwei (2008): Univariate Unobserved-Component Model with Non-Random Walk Permanent Component. Unpublished.
Luati, Alessandra and Proietti, Tommaso (2008): On the Spectral Properties of Matrices Associated with Trend Filters. Unpublished.
Grassi, Stefano and Proietti, Tommaso (2008): Has the Volatility of U.S. Inflation Changed and How? Unpublished.
Kueh, Jerome Swee-Hui; Puah, Chin-Hong and Wong, Chiew-Meu (2008): Bounds Estimation for Trade Openness and Government Expenditure Nexus of ASEAN-4 Countries. Unpublished.
Guidi, Francesco (2008): Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK. Unpublished.
Visser, Marcel P. (2008): Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure. Unpublished.
Visser, Marcel P. (2008): Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models. Unpublished.
Proietti, Tommaso (2008): Direct and iterated multistep AR methods for difference stationary processes. Unpublished.
Proietti, Tommaso (2008): Direct and iterated multistep AR methods for difference stationary processes. Unpublished.
Adam, Anokye M. and Tweneboah, George (2008): Macroeconomic Factors and Stock Market Movement: Evidence from Ghana. Unpublished.
Long, Dara (2008): Purchasing Power Parity and Real Exchange Rate in Japan. Unpublished.
Othman, Redzuan and Salleh, Norlida Hanim Mohd (2008): Hubungan Pembangunan Industri Pelancongan Dan Pertumbuhan Ekonomi Di Beberapa Negara Utama ASEAN. Forthcoming in: International Journal of Management Studies (IJMS) , Vol. 17, No. 1 (June 2010): pp. 171-188.
Kroës, Romain M. (2008): Quelques bénéfices heuristiques d’une redéfinition du profit. Unpublished.
Harding, Don (2008): Detecting and forecasting business cycle turning points. Unpublished.
Silva Lopes, Artur C. B. da and Monteiro, Olga Susana (2008): Short and long run tests of the expectations hypothesis: the Portuguese case. Unpublished.
Eo, Yunjong and Morley, James C. (2008): Likelihood-Based Confidence Sets for the Timing of Structural Breaks. Unpublished.
Eo, Yunjong and Morley, James C. (2008): Likelihood-Based Confidence Sets for the Timing of Structural Breaks. Unpublished.
Tang, Chor Foon (2008): Is inflation always a monetary phenomenon in Malaysia? Unpublished.
Frappa, Sebastien; Murez, Michèle; Montornès, Jérémi and Barbier de la Serre, Anne (2008): Bank interest rates pass-through: new evidence from French panel data. Unpublished.
Giovanis, Eleftherios (2008): Additional Smoothing Transition Autoregressive Models. Unpublished.
Giovanis, Eleftherios (2008): Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis. Unpublished.
Giovanis, Eleftherios (2008): Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization. Unpublished.
Sek, Siok Kun and Kapsalyamova, Zhanna (2008): Exchange rate pass-through and volatility: Impacts on domestic prices in four Asian countries. Unpublished.
Dudek, Sławomir (2008): Consumer Survey Data and short-term forecasting of households consumption expenditures in Poland. Unpublished.
Chen, Shu-Ling and Kim, Hyeongwoo (2008): Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets. Unpublished.
Wallace, Frederick; Lozano Cortés, René and Cabrera-Castellanos, Luis F. (2008): Pruebas de cointegración de paridad de poder adquisitivo. Unpublished.
Rao, B. Bhaskara (2008): Estimates of the Steady State Growth Rates for Selected Asian Countries with an Extended Solow Model. Unpublished.
Harding, Don (2008): FoolWatch - Further Discussion of Econometric Analysis Undertaken By ACCC. Unpublished.
Kleppe, Tore Selland and Skaug, Hans J. (2008): Simulated maximum likelihood for general stochastic volatility models: a change of variable approach. Unpublished.
Hirawan, Fajar Bambang (2008): An Analysis of Employment and Growth in Java after the Economic Crisis 1997/1998: Examining the Role of Farm Activities in West Java. Unpublished.
Harding, Don (2008): FoolWatch: A Case study of econometric analysis and evidenced-based-policy making in the Australian Government. Unpublished.
Dinda, Soumyananda (2008): Factors Determining FDI to Nigeria: An Empirical Investigation. Unpublished.
Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2008): Model specification, observational equivalence and performance of unit root tests. Unpublished.
Harb, Nasri (2008): Oil Exports, Non Oil GDP and Investment in the GCC Countries. Forthcoming in: Review of Development Economics
Hall, Alastair R.; Han, Sanggohn and Boldea, Otilia (2008): Inference regarding multiple structural changes in linear models estimated via two stage least squares. Unpublished.
Kumar, Saten and Manoka, Billy (2008): Testing the Stability of Demand for Money in Tonga. Published in: The Empirical Economics Letters , Vol. 8, No. 7 (15. August 2008): pp. 835-843.
Weron, Rafal and Misiorek, Adam (2008): Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. Forthcoming in: International Journal of Forecasting
Visser, Marcel P. (2008): Garch Parameter Estimation Using High-Frequency Data. Unpublished.
Strawinski, Pawel and Slepaczuk, Robert (2008): Analysis of HF data on the WSE in the context of EMH. Unpublished.
Leong, Choi-Meng; Puah, Chin-Hong; Abu Mansor, Shazali and Evan, Lau (2008): Testing the Effectiveness of Monetary Policy in Malaysia Using Alternative Monetary Aggregation. Unpublished.
Goodwin, Barry K.; Holt, Matthew T. and Prestemon, Jeffery P. (2008): North American Oriented Strand Board Markets, Arbitrage Activity, and Market Price Dynamics: A Smooth Transition Approach. Unpublished.
Luati, Alessandra and Proietti, Tommaso (2008): On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing. Unpublished.
Sergio, Bianchi and Alessandro, Trudda (2008): Global Asset Return in Pension Funds: a dynamical risk analysis. Forthcoming in: Mathematical Methods in Economics and Finance
El Bouhadi, A.; Ounir, A. and El Maguiri, M. (2008): Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca. Unpublished.
ABDERRAZIK, Amal; BOUTKARDINE, Mehdi; EL BAHI, Nour El Houda; KARTOUBI, Salah Eddine and EL BOUHADI, Abdelhamid (2008): Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca. Unpublished.
Bernardi, Mauro; Della Corte, Giuseppe and Proietti, Tommaso (2008): Extracting the Cyclical Component in Hours Worked: a Bayesian Approach. Unpublished.
Salazar, Eduardo (2008): El Riesgo País y el Tipo de Cambio Nominal entre el Perú y Estados Unidos. Una aproximación a través de un Modelo de Mercado de Activos de determinación del Tipo de Cambio. (1998:12 – 2007:12). Unpublished.
Haider, Adnan and Safdar Ullah, Khan (2008): Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches. Published in: SBP Research Bulletin , Vol. 4, No. 1 (15. October 2008): pp. 31-60.
Sipos, Ciprian and Boleantu, Mihai (2008): Autoregressive models for analysis of foreign investment in Romania. Published in: University of Oradea, Annals of Faculty of Economics , Vol. 2, (September 2008): pp. 927-932.
Kumar, Saten (2008): Cointegration and the Demand for Energy in Fiji. Unpublished.
Rao, Gyaneshwar (2008): The Relationship between Crude and Refined Product Market: The Case of Singapore Gasoline Market using MOPS Data. Unpublished.
Alper, C. Emre; Fendoglu, Salih and Saltoglu, Burak (2008): Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets. Unpublished.
Idrovo Aguirre, Byron (2008): ¿Cuál es el crecimiento de largo plazo de la economía chilena?: Una respuesta formal para una antigua pregunta. Published in: Documetos de Trabajo - Cámara Chilena de la Construcción No. 48 (15. September 2008)
Travaglini, Guido (2008): Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes. Unpublished.
Fugarolas Álvarez-Ude, Guadalupe; Mañalich Gálvez, Isis and Matesanz Gómez, David (2008): EMPIRICAL EVIDENCE OF THE BALANCE OF PAYMENTS CONSTRAINED GROWTH IN CUBA. THE EFFECTS OF COMERCIAL REGIMES SINCE 1960. Unpublished.
Sanogo, Issa and Gyengani, Zakaria (2008): Private investment in guinea, does macro-instability matter? A comparative analysis. Published in: European Journal of Scientific Research , Vol. 19, No. 4 (04. February 2008): pp. 758-783.
Saghaian, Sayed; Ozertan, Gokhan and Spaulding, Aslihan (2008): The Impacts of Atlantic Bonito Rush and the Avian Influenza on Meat Products in Turkey. Unpublished.
Buncic, Daniel (2008): A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006). Unpublished.
Proietti, Tommaso (2008): Structural Time Series Models for Business Cycle Analysis. Unpublished.
Sitzia, Bruno and Iovino, Doriana (2008): Nonlinearities in Exchange rates: Double EGARCH Threshold Models for Forecasting Volatility. Unpublished.
Rao, B. Bhaskara; Singh, Rup and Kumar, Saten (2008): Do we need time series econometrics. Forthcoming in: Applied Economic Letters : pp. 1-4.
Marvasti, Akbar and Smyth, David (2008): Barter and Business Cycles: A Comment and Further Empirical Evidence. Unpublished.
Rashid, Abdul (2008): Macroeconomic Variables and Stock Market Performance: Testing for Dynamic Linkages with a Known Structural Break. Published in: Saving and Development , Vol. 1, No. XXXII (2008): pp. 77-102.
Caleiro, António (2008): Detecting Peaks and Valleys in the Number of Births in Portugal. Unpublished.
Rizvi, Syed Kumail Abbas and Naqvi, Bushra (2008): Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan. Unpublished.
Valle e Azevedo, João (2008): A Multivariate Band-Pass Filter. Unpublished.
Pandey, Alok Kumar (2008): Globalization and WTO: Impact on India’s economic growth and export. Unpublished.
Salazar, Eduardo (2008): Curva de Phillips y la Tasa Natural de Desempleo. Una aproximación simple para el Perú. (1993 - 2006). Unpublished.
Abdul Karim, Zulkefly; Zaidi, Mohd Azlan Shah and Jusoh, Mansor (2008): Variabiliti harga relatif dan inflasi : bukti empirikal di Semenanjung Malaysia, Sabah dan Sarawak. Published in: International Journal of Management Studies (IJMS) , Vol. 2, No. 15 (December 2008): pp. 165-182.
Halicioglu, Ferda (2008): An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey. Unpublished.
Eliza, Nor; M., Azali; Law, Siong-Hook and Lee, Chin (2008): Demand For International Reserves in ASEAN-5 Economies. Unpublished.
Duasa, Jarita and Ahmad, Nursilah (2008): Identifying good inflation forecaster. Unpublished.
Duasa, Jarita (2008): Impact of exchange rate shock on prices of imports and exports. Unpublished.
Bandyopadhyay, Kaushik Ranjan (2008): Implication of Fuel Price Deregulation on Fuel Demand and CO2 Emission: A Case Study of Car Ownership and Utilisation in India. Unpublished.
Faghih, Nezameddin and Faghih, Ali (2008): Nyquist Frequency in Sequentially Sampled Data. Unpublished.
Razzak, Weshah (2008): On The dynamic of search, matching and productivity in New Zealand and Australia. Forthcoming in: International Journal of Applied Economics : pp. 1-33.
Mapa, Dennis and Beronilla, Nikkin (2008): Range-Based Models in Estimating Value-at-Risk (VaR). Published in: The Philippine Review of Economics , Vol. XLV, No. 2 (December 2008): pp. 87-100.
Chin, Wencheong (2008): Spurious long-range dependence: evidence from Malaysian equity markets. Unpublished.
Bhattacharyya, Surajit and Saxena, Arunima (2008): Stock Futures Introduction & Its Impact on Indian Spot Market. Published in: Prerana , Vol. 1, No. 1 (March 2009)
Francq, Christian; Horvath, Lajos and Zakoian, Jean-Michel (2008): Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space. Unpublished.
Francq, Christian and Zakoian, Jean-Michel (2008): Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons. Unpublished.
Omay, Tolga (2008): The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey. Forthcoming in:
Chan, Tze-Haw and Khong, Wye Leong Roy (2007): Business Cycle Correlation and Output Linkages among the Asia Pacific Economies. Unpublished.
Proietti, Tommaso and Riani, Marco (2007): Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies. Unpublished.
LAHIANI, Amine and YOUSFI, Ouidad (2007): Modèls Garch à la mémoire longue: application aux taux de change tunisiens. Published in: Euro-Mediterranean Economics and Finance Review , Vol. 3, No. 4 (2008): pp. 106-122.
Arshad Khan, Muhammad and Qayyum, Abdul (2007): Trade,Financial and Growth Nexus in Pakistan. Published in: Economic Analysis Working Papers , Vol. 6, No. 14 (2007): pp. 1-24.
Karathanassis, George and Sogiakas, Vasilios (2007): Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis. Unpublished.
D'Agostino, A and Surico, P (2007): Does global liquidity help to forecast US inflation? Forthcoming in:
TURTUREAN, Ciprian Ionel (2007): Legea lui Okun pentru România în perioada 1992-2004. Published in: Politici, modele si scenarii de crestere economica in vederea aderarii Romaniei la Uniunea Europeana No. ISBN 978-973-594-978-5 (24. October 2007): pp. 214-221.
Bassler, Kevin E.; Gunaratne, Gemunu H. and McCauley, Joseph L. (2007): Empirically Based Modeling in the Social Sciences and Spurious Stylized Facts. Unpublished.
Valle e Azevedo, João (2007): Exact Limit of the Expected Periodogram in the Unit-Root Case. Unpublished.
Valle e Azevedo, João (2007): Interpretation of the Effects of Filtering Integrated Time Series. Unpublished.
Mishra, SK (2007): A note on least squares fitting of signal waveforms. Unpublished.
Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2007): Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange. Unpublished.
Erdemlioglu, Deniz M (2007): A new Test of Uncovered Interest Rate Parity: Evidence from Turkey. Unpublished.
Tang, Chor Foon (2007): The stability of money demand function in Japan: Evidence from rolling cointegration approach. Unpublished.
Onour, Ibrahim (2007): Testing Efficiency Performance of an Underdeveloped Stock Market. Unpublished.
Jiménez-Rodríguez, Rebeca and Russo, Giuseppe (2007): Institutional rigidities and employment rigidity on the Italian labour larket. Unpublished.
Rao, B. Bhaskara (2007): Deterministic and stochastic trends in the time series models: A guide for the applied economist. Unpublished.
Silva Lopes, Artur C. and M. Monteiro, Olga Susana (2007): The expectations hypothesis of the term structure: some empirical evidence for Portugal. Unpublished.
Singh, Rup and Kumar, Saten (2007): Application of the Alternative Techniques to Estimate Demand for Money in Developing Countries. Unpublished.
Gervais, Jean-Philippe (2007): Disentangling non-linearities in the long- and short-run price relationships: An application to the U.S. hog/Pork supply chain. Unpublished.
Gomez-Sorzano, Gustavo (2007): Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019. Unpublished.
Yusuf, Sulaiman Adesina and Salau, Adekunle Sheu (2007): Forecasting Mango and Citrus Production in Nigeria: A Trend analysis. Unpublished.
Levent, Korap (2007): Information content of exchange rate volatility: Turkish experience. Published in: International Business and Economics Research Journal , Vol. 6, No. 2 (2007): pp. 9-14.
Joshi, Nayan and Bhattarai, Ram Chandra (2007): Stock returns and economically neutral behavioral variables: evidence from the Nepalese stock market. Published in: Economic Review : Occasiona Paper of Nepal Rastra Bank , Vol. 19, (April 2007): pp. 43-57.
Ghorbel, Ahmed and Trabelsi, Abdelwahed (2007): Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation. Unpublished.
Sinha, Dipendra (2007): Does the Wagner’s Law hold for Thailand? A Time Series Study. Unpublished.
Gómez-Sorzano, Gustavo (2007): Cycles of violence, and terrorist attacks index for the State of Michigan. Unpublished.
Gómez-Sorzano, Gustavo (2007): Cycles of violence, and terrorist attacks index for the State of Oklahoma. Unpublished.
Ozturk, Ilhan and Kalyoncu, Huseyin (2007): Foreign Direct Investment and Growth: An Empiricial Investigation Based on Cross-Country Comparison. Published in: Economia Internazionale , Vol. 60, No. 1, February : pp. 75-82.
Gómez-sorzano, Gustavo (2007): Cycles of violence, and attacks index for the State of Florida. Unpublished.
Gómez-sorzano, Gustavo (2007): Cycles of violence, and terrorist attacks index for the State of Missouri. Unpublished.
Idrovo Aguirre, Byron (2007): Los Ciclos del Mercado Inmobiliario y su Relación con los Ciclos de la Economía. Published in: Documentos de Trabajo , Vol. 45, No. 45 (28. September 2007): pp. 1-18.
Gómez-sorzano, Gustavo (2007): Terrorist murder, cycles of violence, and attacks index for the City of Philadelphia during the last two centuries. Unpublished.
Gómez-Sorzano, Gustavo (2007): Cycles of violence, and terrorist attacks index for the State of Arkansas. Unpublished.
Gómez-Sorzano, Gustavo (2007): Cycles of violence, and terrorist attacks index for the State of Washington. Unpublished.
Gómez-sorzano, Gustavo (2007): Cycles of violence, riots, and terrorist attacks index for the State of California. Unpublished.
Gómez-Sorzano, Gustavo (2007): Cycles of violence and terrorist attacks index for the State of Arizona. Unpublished.
Gómez-Sorzano, Gustavo (2007): Cycles of violence, and terrorist attacks index for the State of Massachusetts. Unpublished.
Gomez-Sorzano, Gustavo (2007): Terrorist murder, cycles of violence, and terrorist attacks in New York City during the last two centuries. Unpublished.
Barry, Boubacar-Sid and Wodon, Quentin (2007): Conflict, Growth, and Poverty in Guinea-Bissau. Published in: Growth and Poverty Reduction: Case Studies from West Africa (edited by Quentin Wodon, published in World Bank Working Paper No. 79) (January 2007): pp. 111-122.
Chebbi, Houssem Eddine and Lachaal, Lassaad (2007): Agricultural sector and economic growth in Tunisia: Evidence from co-integration and error correction mechanism. Unpublished.
Chia, Ricky Chee-Jiun; Liew, Venus Khim-Sen and Syed Khalid Wafa, Syed Azizi Wafa (2007): Day-of-the-week effects in selected East Asian stock markets. Unpublished.
Ari, Ali and Dagtekin, Rustem (2007): Early Warning Signals of the 2000/2001 Turkish Financial Crisis. Published in: International Journal of Emerging and Transition Economies , Vol. 1, No. 2 (2008): pp. 191-218.
Ari, Ali and Dagtekin, Rustem (2007): Les Indicateurs d'Alerte de la Crise Financière de 2000-2001 en Turquie: Un Modèle de Prévision de Crise Jumelle. Published in: Région et Développement No. 26 (2007): pp. 35-50.
Bouoiyour, jamal and Kuikeu, Oscar (2007): Pertinence de la dévaluation du Franc CFA de janvier 1994 : Une évaluation par le taux de change réel d’équilibre. Cas de l’économie camerounaise. Unpublished.
Gómez-Sorzano, Gustavo (2006): Decomposing violence: terrorist murder and attacks in New York State from 1933 to 2005. Unpublished.
Gómez-Sorzano, Gustavo (2006): Using the Beveridge & Nelson decomposition of economic time series for pointing out the occurrence of terrorist attacks. Unpublished.
Mishra, SK (2006): Globalization and Structural Changes in the Indian Industrial Sector: An Analysis of Production Functions. Unpublished.
Idrovo Aguirre, Byron (2006): Estimación del spread de tasas de corto y largo plazo: Un indicador de alerta temprana. Published in: Documentos de Trabajo - Cámara Chilena de la Construcción No. 41 (10. April 2007)
Rao, B. Bhaskara (2006): Time Series Econometrics of Growth Models: A Guide for Applied Economists. Unpublished.
Rao, B. Bhaskara (2006): Time Series Econometrics of Growth Models: A Guide for Applied Economists. Unpublished.
Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models. Unpublished.
Gopalan, Sasidaran (2006): A causal investigation of aggregate output fluctuations in India. Published in: Economic and Political Weekly , Vol. 41 (38), (23. September 2006): pp. 4081-4085.
Gomez-Sorzano, Gustavo (2006): Scenarios for sustainable peace in colombia by year 2019. Unpublished.
David, Ardia (2006): Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations. Published in: Student , Vol. 5, No. 3-4 (September 2006): pp. 283-298.
Bond, Derek and Dyson, Kenneth (2006): Long memory and non-linearity in Stock Markets. Unpublished.
Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Aggregate Import demand and Expenditure Components in Ghana:An Econometric Analysis. Unpublished.
Haider, Adnan and Butt, M. Sabihuddin (2006): The Direction of Causality between Health Spending and GDP: The Case of Pakistan. Published in: Pakistan Economic and Social Review , Vol. 45, No. 1 (05. March 2007): pp. 125-140.
Shepherd, Ben (2006): Estimating Price Elasticities of Supply for Cotton: A Structural Time-Series Approach. Unpublished.
Gomez-Sorzano, Gustavo (2006): Decomposing violence: terrorist murder in the twentieth century in the U.S. Unpublished.
Gervais, Jean-Philippe and Larue, Bruno (2006): A Joint Test of Price Discrimination, Menu Cost and Currency Invoicing. Unpublished.
Gomez-Sorzano, Gustavo (2006): A model of cyclical terrorist murder in Colombia, 1950-2004. Forecasts 2005-2019. Unpublished.
Pandey, Alok Kumar (2006): Export and Economic Growth in India: Causal Interpretation. Published in: Journal of Global Economy , Vol. 2, No. 4 (December 2006): pp. 245-277.
Harb, Nasri (2006): Trade Between Euro Zone and Arab Countries: a Panel Study. Published in: Applied Economics , Vol. 39, No. 16 (2007): pp. 2099-2107.
Gómez-Sorzano, Gustavo (2006): Cycles of violence, and terrorist attacks index for the State of Ohio. Unpublished.
Bulla, Jan (2006): Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series. Published in:
Matesanz Gómez, David and Fugarolas Álvarez-Ude, Guadalupe (2006): Exchange rate policy and trade balance. A cointegration analysis of the argentine experience since 1962. Unpublished.
Halkos, George and Kevork, Ilias (2006): Forecasting an ARIMA (0,2,1) using the random walk model with drift. Unpublished.
Mapa, Dennis S. and Briones, Kristine Joy S. (2006): Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region. Published in: The Philippine Statistician , Vol. 55, No. 1-4 (December 2006): pp. 103-117.
Feng, Yuanhua; Beran, Jan and Yu, Keming (2006): Modelling financial time series with SEMIFAR-GARCH model. Unpublished.
Chagas Lopes, Margarida (2006): Portuguese Women in Science and Technology (S&T): Some Gender Features Behind MSc. and PhD. Achievement. Unpublished.
Nenci, Silvia (2005): Liberalizzazione tariffaria e crescita degli scambi mondiali: un’analisi storica comparata per la valutazione del sistema commerciale multilaterale. Unpublished.
Khan, Muhammad Arshad and Sajjid, Muhammad Zabir (2005): The Exchange Rates and Monetary Dynamics in Pakistan: An Autoregressive Distributed Lag (ARDL) Apporach. Published in: The Lahore Journal of Economics , Vol. 10, No. 2 (December 2005): pp. 87-99.
B. da Silva Lopes, Artur C. (2005): Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests. Unpublished.
Ferrara, Laurent and Guégan, Dominique (2005): Detection of the industrial business cycle using SETAR models. Published in: Journal of Business Cycle Measurement and Analysis , Vol. 2, No. 3 (2005): pp. 353-372.
Joseph, Joy (2005): Competitive Pricing Analysis in Mature & Evolving Markets A Time Series Approach. Unpublished.
Martinez-Espineira, Roberto (2005): An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques. Forthcoming in: Journal of Applied Economics
Joshi, Nayan and K.C, Fatta Bahadur (2005): The Nepalese stock market: Efficiency and calendar anomalies. Published in: Economic Review : Occasiona Paper of Nepal Rastra Bank , Vol. 17, (April 2005): pp. 43-87.
Ben Nasr, Adnen and Trabelsi, Abdelwahed (2005): Seasonal and Periodic Long Memory Models in the Inflation Rates. Unpublished.
Liew, Venus Khim-Sen; Lau, Sie-Hoe and Ling, Siew-Eng (2005): A complementary test for ADF test with an application to the exchange rates returns. Unpublished.
Abu-Qarn, Aamer and Abu-Bader, Suleiman (2005): A Versus K Revisited: Evidence from Selected MENA Countries. Published in: World Development , Vol. 35, No. 5 (2007): pp. 752-771.
Aktas, Erkan and Yurdakul, Oğuz (2005): Destekleme ve Teknoloji Politikalarının Çukurova Bölgesinde Mısır Tarımı Üzerine Etkisi. Published in: Journol of Agricultural Faculty, University of Cukurova , Vol. 20(2), (2005): pp. 19-28.
Liu, Hui and Rodríguez, Gabriel (2005): Human activities and global warming: a cointegration analysis. Published in: Environmental Modeling & Software , Vol. 20, (2005): pp. 761-773.
Harb, Nasri (2005): Import Demand in Heterogeneous Panel Setting. Published in: Applied Economics , Vol. 37, No. 20 (2005): pp. 2407-2415.
da Silva Filho, Tito Nícias Teixeira (2005): Is there too much certainty when measuring uncertainty. Unpublished.
Liew, Venus Khim-Sen; Lee, Hock-Ann and Lim, Kian-Ping (2005): Purchasing power parity in Asian economies: further evidence from rank tests for cointegration. Forthcoming in: Applied Economics Letter
Fugarolas Álvarez-Ude, Guadalupe and Matesanz Gómez, David (2005): Restricción de balanza de pagos y vulnerabilidad externa en la argentina de los noventa. Un análisis de caso. Unpublished.
Cooray, Arusha and Wickremasinghe, Guneratne (2005): The Efficiency of Emerging Stock Markets: Empirical Evidence from the South Asian Region. Published in: Journal of Developing Areas , Vol. 1, No. 41 (2007): pp. 171-184.
Barja, Gover; Monterrey, Javier and Villarroel, Sergio (2004): Bolivia: Impact of shocks and poverty policy on household welfare. Unpublished.
Gluschenko, Konstantin (2004): Nonlinearly testing for a unit root in the presence of a break in the mean. Unpublished.
Giulio, Cifarelli (2004): Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts. Published in: Studi e Discussioni Dipartimento di Scienze Economiche Università di Firenze No. n. 137 (February 2004)
Bianchi, Sergio (2004): A new distribution-based test of self-similarity. Published in: Fractals , Vol. 12, No. 3 (2004): pp. 331-346.
Mutlu, Seval; Aktas, Erkan and KARAHAN UYSAL, Özlem (2004): Akdeniz Bölgesi ve Başlıca Tüketim Merkezlerinde Yaş Meyve ve Sebze Perakende Fiyatları Arasındaki İlişkiler: Pazar Entegrasyonunun Testi. Published in: VI. National Congress of Agricultural Economics (September 2004): pp. 323-332.
Das, Rituparna and Daga, U R (2004): Conflict of Exchange Rates. Unpublished.
Dobrescu, Emilian (2004): Double conditioned potential output. Published in: Romanian Journal of Economic Forecasting No. Paper presented at the 28th General Conference of The International Association for Research in Income and Wealth Cork, Ireland, August 22 - 28, 2004
Caiado, Jorge (2004): Modelling and forecasting the volatility of the portuguese stock index PSI-20. Published in: Portuguese Journal of Management Studies , Vol. XI, No. Nº1 (2004): pp. 3-21.
Caiado, Jorge (2004): Modelling and forecasting the volatility of the portuguese stock index PSI-20. Published in: Portuguese Journal of Management Studies , Vol. XI, No. Nº1 (2004): pp. 3-21.
bouoiyour, jamal (2003): Trade and GDP Growth in Morocco: Short-run or Long-run Causality? Published in: Brazilian Journal of Business and Economics , Vol. Vol 3, No. n° 2 (2003): pp. 14-21.
Mynbaev, Kairat (2003): Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends. Published in: Communications in Statistics—Theory and Methods , Vol. 35, (2006): pp. 499-520.
Cifarelli, giulio (2002): The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory? Published in: Studi e Discussioni - Dipartimento di Scienze Economiche - Università di Firenze No. n. 128 (May 2002)
Halkos, George and Kevork, Ilias (2002): Confidence intervals in stationary autocorrelated time series. Unpublished.
Harding, Don and Pagan, Adrian (2001): Extracting, Using and Analysing Cyclical Information. Unpublished.
Carrera, Jorge Eduardo; Cusolito, Ana Paula; Féliz, Mariano and Panigo, Demian (2001): An econometric approach to macroeconomic risk. A cross country study. Unpublished.
Souza-Sobrinho, Nelson (2001): Extração da Volatilidade do Ibovespa. Published in: Resenha BM&F No. 144 (2001): pp. 17-39.
Das, Nimai and Sarker, Debnarayan (2001): Population, Forest Degradation and Environment: A Nexus. Published in: Conference Volume (Bengal Economic Association, Kolkata) , Vol. 22, (2002): pp. 61-68.
Goyal, Ashima and Dash, Shridhar (2000): The Money Supply Process in India: Identification, Analysis and Estimation. Published in: Indian Economic Journal , Vol. 48, No. 1 (July 2000): 90 -102.
bouoiyour, jamal (2000): Relation éducation croissance économique au Maroc Long terme ou court terme? Unpublished.
Weaver, Robert D and Natcher, William C (2000): Commodity Price Volatility under New Market Orientations. Unpublished.
Mariam, Yohannes (1999): Trends in Resource Extraction and Implications for Sustainability in Canada. Unpublished.
Sinha, Dipendra (1999): Do exports promote savings in African countries? Published in: Economia Internazionale , Vol. 52, No. 3 (1999): pp. 383-395.
Mariam, Yohannes (1999): The Impact of Acid Rain on the Aquatic Ecosystems of Eastern Canada. Unpublished.
Meyler, Aidan; Kenny, Geoff and Quinn, Terry (1998): Forecasting irish inflation using ARIMA models. Published in: Central Bank and Financial Services Authority of Ireland Technical Paper Series , Vol. 1998, No. 3/RT/98 (December 1998): pp. 1-48.
Sinha, Dipendra (1998): Economic growth and government expenditure in China. Unpublished.
Pastore, Francesco (1998): Le politiche salariali in una Unione Europea. Un'applicazione al caso italiano. Unpublished.
Belessiotis, Tassos and Carone, Giuseppe (1997): A dynamic analysis of France's external trade. Published in: European Economy - Economic Papers (European Commission DG ECFIN) No. 122 (November 1997): pp. 1-70.
Mariam, Yohannes; Barre, Mike and Molburg, John (1997): Use of Aggregate Emission Reduction Cost Functions in Designing Optimal Regional SO2 Abatement Strategies. Unpublished.
Mariam, Yohannes and Barre, Mike (1997): Statistical Time Series Analysis of Emission and Deposition of SO2 and NOx in Northeastern North America. Unpublished.
Grace, Martin and Hotchkiss, Julie L. (1995): External impacts on the property-liability insurance cycle. Published in: The Journal of Risk and Insurance , Vol. Vol. 62, No. No. 4 (1995): pp. 738-754.
Reinhart, Carmen and Wickham, Peter (1994): Non-oil commodity prices: Cyclical weakness or secular decline? Published in: IMF Staff Papers , Vol. 41, No. 2 (June 1994): pp. 175-213.
Reinhart, Carmen and Wickham, Peter (1994): Commodity Prices: Cyclical Weakness or Secular Decline? Published in: IMF Staff Papers , Vol. 41, No. 2 (June 1994): pp. 175-213.
Bai, Jushan (1993): Least squares estimation of a shift in linear processes. Published in: Journal of Time Series Analysis , Vol. 15, No. 5 (September 1994): pp. 453-472.
Calzolari, Giorgio; Fiorentini, Gabriele and Panattoni, Lorenzo (1993): Alternative estimators of the covariance matrix in GARCH models. Published in: Universita' di Messina, Istituto di Economia, Statistica e Analisi del Territorio No. Quaderno No. 11 (1993): pp. 1-33.
Kebede, Yohannes (1992): Causality and Efficiency in the Coffee Futures Market. Published in: Journal of International Food & Agribusiness Marketing , Vol. 5, No. 1 (1993): pp. 55-71.
Bai, Jushan (1991): Weak convergence of the sequential empirical processes of residuals in ARMA models. Published in: Annals of Statistics , Vol. 22, (1994): pp. 2051-2061.
Bianchi, Carlo; Calzolari, Giorgio and Sterbenz, Frederic P. (1991): Simulation of interest rate options using ARCH. Published in: Universita' di Messina, Istituto di Economia, Statistica e Analisi del Territorio No. Quaderno No. 10, presented at the European Meeting of the Econometric Society, Cambridge, U.K. (1991): pp. 1-28.
Krumm, Ronald J. and Graves, Philip E. (1982): Morbidity and pollution: model specification analysis for time-series data on hospital admissions. Published in: Journal of Environmental Economics and Management , Vol. 9, : pp. 311-327.
Kyn, Oldrich and Kyn, Ludmila (1974): Macroeconomic Production Functions for Eastern Europe. Unpublished.
Halicioglu, Ferda (2007): A Multivariate Causality Analysis of Export and Growth for Turkey. Unpublished.
Razzak, Weshah (2003): A Perspective on Unit Root and Cointegration in Applied Macroeconomics. Forthcoming in: The International Journal of Applied Econometrics and Quantitative Studies , Vol. Vol 1, No. Issue (2007)
Kalyoncu, Huseyin and Yucel, Fatih (2005): An analytical approach on defense expenditure and economic growth: the case of Turkey and Greece. Published in: Journal of Economic Studies , Vol. 33, No. 5 (2006): pp. 336-343.
Macri, Joseph and Sinha, Dipendra (1999): An Empirical Study of Labour’s Share in Income for Australia. Unpublished.
Rude, James and Gervais, Jean-Philippe (2007): Biases in calculating dumping Margins: The case of cyclical products. Unpublished.
Chan, Tze-Haw and Lau, Evan (2004): Business cycles and the synchronization process: a bounds testing approach. Published in: INTI Journal , Vol. 1, No. 5 (2005): pp. 445-465.
Chan, Tze-Haw and Lau, Evan (2004): Business cycles and the synchronization process: a bounds testing approach. Published in: INTI Journal , Vol. 1, No. 5 (2005): pp. 445-465.
Macri, Joseph and Sinha, Dipendra (2007): Does Black’s Hypothesis for Output Variability Hold for Mexico? Unpublished.
Yucel, Eray M. (2005): Does Ramadan Have Any Effect on Food Prices: A Dual-Calendar Perspective on the Turkish Data. Unpublished.
Sinha, Dipendra (2007): Effects of Volatility of Exports in the Philippines and Thailand. Unpublished.
Mueller, Ulrich and Petalas, Philippe-Emmanuel (2007): Efficient Estimation of the Parameter Path in Unstable Time Series Models. Unpublished.
Kovačić, Zlatko (2007): Forecasting volatility: Evidence from the Macedonian stock exchange. Unpublished.
Mishra, SK (2006): Globalization and Structural Changes in the Indian Industrial Sector: An Analysis of Production Functions. Unpublished.
Weron, Rafal and Misiorek, Adam (2007): Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? Published in: Prace Naukowe Akademii Ekonomicznej we Wroclawiu , Vol. 1076, (2007): pp. 472-480.
Mohan, Ramesh; Kemegue, Francis and Sjuib, Fahlino (2007): Hysteresis in Unemployment: Panel Unit Roots Tests Using State Level Data. Unpublished.
Serletis, Apostolos (1997): Is there an East-West split in North-American natural gas markets? Published in: The Energy Journal , Vol. 18, (1997): pp. 47-62.
Weron, Rafal and Misiorek, Adam (2006): Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market. Published in: Proceedings of the Modern Electric Power Systems MEPS'06 International Symposium, September 6-8, 2006, Wrocław, Poland (2006): pp. 34-38.
Cellini, Roberto and Paolino, Alessandro (2007): Price of recreational products and the exchange rate: an empirical investigation on US data. Unpublished.
Dávila-Pérez, Javier; Nuñez-Mora, Jose Antonio and Ruiz-Porras, Antonio (2007): Volatilidad del Precio de la Mezcla Mexicana de Exportación. Unpublished.
Lanne, Markku and Luoto, Jani (2007): Robustness of the Risk-Return Relationship in the U.S. Stock Market. Unpublished.
Waheed, Muhammad; Alam, Tasneem and Ghauri, Saghir Pervaiz (2006): Structural breaks and unit root: evidence from Pakistani macroeconomic time series. Unpublished.
Simonsen, Ingve; Weron, Rafal and Mo, Birger (2004): Structure and stylized facts of a deregulated power market. Unpublished.
Foresti, Pasquale (2006): Testing for Granger causality between stock prices and economic growth. Unpublished.
Kimbugwe, Hassan (2006): The bilateral J-Curve hypothesis between Turkey and her 9 trading partners. Unpublished.
Halicioglu, Ferda (2007): The Bilateral J-curve: Turkey versus her 13 Trading Partners. Unpublished.
Ilmolelian, Peter (2005): The determinants of the Harare Stock Exchange (HSE) market capitalisation. Published in: EconPapers No. http://econpapers.repec.org/paper/wpawuwpem/0511016.htm
Amavilah, Voxi Heinrich (2007): The effects of technology-as-knowledge on the economic performance of developing countries: An econometric analysis using annual publications data for Botswana, Namibia, and South Africa, 1976-2004. Unpublished.
Halicioglu, Ferda (2007): The Financial Development and Economic Growth Nexus for Turkey. Unpublished.
Alam, Tasneem and Waheed, Muhammad (2006): The monetary transmission mechanism in Pakistan: a sectoral analysis. Unpublished.
Serletis, Apostolos and Gogas, Periklis (1999): The North American natural gas liquids markets are chaotic. Published in: The Energy Journal , Vol. 20, No. 1 (1999): pp. 83-103.
Han, Heejoon and Park, Joon Y. (2006): Time series properties of ARCH processes with persistent covariates. Unpublished.
Sinha, Dipendra and Sinha, Tapen (2007): Toda and Yamamoto Causality Tests Between Per Capita Saving and Per Capita GDP for India. Unpublished.
Serletis, Apostolos (1992): Unit root behavior in energy futures prices. Published in: The Energy Journal , Vol. 13, No. 2 (1992): pp. 119-128.
de Vilder, Robin G. and Visser, Marcel P. (2007): Volatility Proxies for Discrete Time Models. Unpublished.
Mourao, Paulo (2003): "Que critérios redistributivos na Lei das Finanças Locais?". Published in: Revista Redes , Vol. 11, No. 1 (2006): pp. 163-185.
