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Items where Subject is "C - Mathematical and Quantitative Methods > C2 - Single Equation Models; Single Variables > C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models"

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Number of items at this level: 816.

A

Abderrazik, Amal and Boutkardine, Mehdi and El Bahi, Nour El Houda and Kartoubi, Salah Eddine and El Bouhadi, Abdelhamid (2008): Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca.

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.

Abdul Karim, Zulkefly and Abdul Karim, Bakri (2008): Stock market integration: Malaysia and its major trading partners.

Abdul Karim, Zulkefly and Abdul Karim, Bakri and Ahmad, Riayati (2010): Fixed investment, household consumption, and economic growth : a structural vector error correction model (SVECM) study of Malaysia.

Abdul Karim, Zulkefly and Zaidi, Mohd Azlan Shah and Ismail, Mohd Adib and Abdul Karim, Bakri (2011): Institutions and foreign direct investment (FDI) in Malaysia: empirical evidence using ARDL model.

Abdul Karim, Zulkefly and 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.

Abdullah, Ahmad Monir and Saiti, Buerhan and Masih, Abul Mansur M. (2014): Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia.

Abdullah, Ahmad Monir and Saiti, Buerhan and Masih, Abul Mansur M. (2014): Diversification in Crude Oil and Other Commodities: A Comparative Analysis.

Abdullai, Besim (2009): The EPS as an e-commerce enabler: The Macedonian perspective.

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.

Abhijeet, Chandra (2010): Does Government Expenditure on Education Promote Economic Growth? An Econometric Analysis. Forthcoming in: Journal of Practicing Managers (2010)

Abo-Zaid, Salem (2010): The Trade–Growth Relationship in Israel Revisited: Evidence from Annual Data, 1960-2004.

Abounoori, Abbas Ali and Mohammadali, Hanieh and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): Comparative study of static and dynamic neural network models for nonlinear time series forecasting.

Abounoori, Abbas Ali and Naderi, Esmaeil and Gandali Alikhani, Nadiya and Amiri, Ashkan (2013): Financial Time Series Forecasting by Developing a Hybrid Intelligent System. Published in: European Journal of Scientific Research , Vol. 98, No. 4 (4. March 2013): pp. 10-20.

Abounoori, Abbas Ali and Naderi, Esmaeil and Gandali Alikhani, Nadiya and Amiri, Ashkan (2013): Financial Time Series Forecasting by Developing a Hybrid Intelligent System. Published in: European Journal of Scientific Research , Vol. 98, No. 4 (4. March 2013): pp. 529-541.

Abu Bakar, Norhidayah and Masih, Abul Mansur M. (2014): The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis.

Abu Mansor, Shazali and Abdul Karim, Bakri (2011): Subsidy and export: Malaysian case.

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.

Acevedo Rueda, Rafael Alexis and Harmath Fernández, Pedro Alexander (2009): Determinantes económicos de la pobreza total en Venezuela: 1975-2000. Published in: Economía , Vol. 28, No. XXXIV (December 2009): pp. 161-189.

Adam, Anokye M. and Tweneboah, George (2008): Macroeconomic Factors and Stock Market Movement: Evidence from Ghana.

Adawo, Monday A. and Effiong, Ekpeno L. (2013): Monetary exchange rate model as a long-run phenomenon: evidence from Nigeria.

Adenutsi, Deodat E. (2007): Effects of trade openness and foreign direct investment on industrial performance in Ghana. Published in: Journal of Business Research , Vol. 2, No. 1&2 (2008): pp. 71-89.

Adesoye, A. Bolaji and 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.

Ageli, Dr Mohammed Moosa (2013): Does Education Expenditure Promote Economic Growth in Saudi Arabia? An Econometric Analysis. Published in: International Journal of Social Science Research , Vol. 1, No. 1 (2. May 2013): pp. 1-10.

Aguilar, Juan Francisco (2009): Modelo Para El Mejoramiento De La Gestión De Inventarios Del Banco Central Del Ecuador.

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.

Ahmad, Mahyudin and Marwan, Nur Fakhzan (2012): Purchasing power parity theory in three East Asian economies: New evidence.

Ahmadzadeh Mashinchi, Sina (2010): The impact of the global economic crisis on non-oil operations of ports in Iran. Published in: Middle East Journal of Scientific Research (ISI Indexed) , Vol. 9, No. 5 (15. November 2011): pp. 596-601.

Ahmed, Walid M.A. (2011): Comovements and Causality of Sector Price Indices: Evidence from the Egyptian Stock Exchange.

Akhter, Tahsina (2013): Short-Term Forecasting of Inflation in Bangladesh with Seasonal ARIMA Processes.

Akmal, Muhammad Shahbaz and Ahmad, Khalil and Ali, Muhammad (2009): Exports-Led Growth Hypothesis in Pakistan: Further Evidence. Forthcoming in:

Akram, Naeem (2009): Short run and long run dynamics of impact of health status on economic growth Evidence from Pakistan.

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.

Al Shugaa, Ameen and Masih, Mansur (2014): Uncertainty and Volatility in MENA Stock Markets During the Arab Spring.

Alam, Tasneem and Waheed, Muhammad (2006): The monetary transmission mechanism in Pakistan: a sectoral analysis.

Albers, Scott (2012): Predicting crises: Five essays on the mathematic prediction of economic and social crises. Published in: Middle East Studies On-line Journal , Vol. Volume, No. Issue 6 (8. August 2011): pp. 199-253.

Albin, Thaarcis (2012): Did liberal eonomic regime contribute to the growth performance of the manufacturing sector in India?

Alexiadis, Stilianos and Eleftheriou, Konstantinos (2010): The Morphology of Income Convergence in US States: New Evidence using an Error-Correction-Model.

Alfaro, Rodrigo and Becerra, Juan Sebastian and Sagner, Andres (2010): Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU.

Alfaro, Rodrigo and Silva, Carmen Gloria (2010): Stock Index Volatility: the case of IPSA.

Ali, Mohsin and Masih, Mansur (2014): Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis.

Ali, Sharafat (2013): Cointegration Analysis of Exports and Imports: The Case of Pakistan Economy. Published in: European Journal of Technology and Development , Vol. 11, (August 2013): pp. 32-38.

Ali, Sharafat and Ahmad, Najid (2013): A Time Series Analysis of Foreign Aid and Income Inequality in Pakistan. Published in: Global Journal of Management and Business Research Economics and Commerce , Vol. 5, No. 13 (31. July 2013): pp. 11-20.

Ali, Sharafat (2014): Inflation, Income Inequality and Economic Growth in Pakistan: A Cointegration Analysis. Published in: International Journal of Economic Practices and Theories , Vol. 1, No. 4 (January 2014): pp. 33-42.

Alimi, R. Santos (2014): Does Optimal Government Size Exist for Developing Economies? The Case of Nigeria.

Alimi, R. Santos (2013): Keynes' Absolute Income Hypothesis and Kuznets Paradox.

Alinsato, Alastaire Sèna (2009): Electricity consumption and GDP in an electricity community: Evidence from bound testing cointegration and Granger-causality tests.

Alper, C. Emre and Fendoglu, Salih and Saltoglu, Burak (2008): Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets.

Altinanahtar, Alper and Halicioglu, Ferda (2009): A Dynamic Econometric Study of Suicides in Turkey.

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.

Amendola, Alessandra and Francq, Christian (2009): Concepts and tools for nonlinear time series modelling. Forthcoming in: Handbook of Computational Econometrics (July 2009)

Andreas, Brunhart (2011): Stock market’s reactions to revelation of tax evasion: an empirical assessment. Published in: KOFL Working Papers No. 9 (2012)

Annicchiarico, Barbara and Bennato, Anna Rita and Costa, Andrea (2009): Economic Growth and Carbon Dioxide Emissions in Italy, 1861-2003.

Antonakakis, Nikolaos (2013): Fiscal Austerity, Unemployment and Suicide Rates in Greece.

Antunes, João Marques and Fuinhas, José Alberto and Marques, António Cardoso (2014): Modelização VAR da volatilidade dos preços do ouro e dos índices dos mercados financeiros.

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.

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, (October 2010)

Ardia, David and Lennart, Hoogerheide and Nienke, Corré (2011): Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?

Ardia, David and Ospina, Juan and Giraldo, Giraldo (2010): Jump-Diffusion Calibration using Differential Evolution.

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.

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.

Artiach, Miguel (2012): Leverage, skewness and amplitude asymmetric cycles.

Aruga, Kentaka (2011): 非遺伝子組換え大豆とエネルギーの価格関係について. Published in: Papers on Environmental Information Science No. 25 (21. November 2011): pp. 85-88.

Asmy, Mohamed and Rohilina, Wisam and Hassama, Aris and Fouad, Md. (2009): Effects of Macroeconomic Variables on Stock Prices in Malaysia: An Approach of Error Correction Model.

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)

Athanasoglou, Panayiotis and Backinezos, Constantina and Georgiou, Evangelia (2010): Export performance, competitiveness and commodity composition. Published in: RePEc No. Working Paper 114 (May 2010)

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)

Atif, Syed Muhammad and Sauytbekova, Moldir and Macdonald, James (2012): The determinants of australian exchange rate: a time series analysis.

Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2009): Impact of Model Specification Decisions on Unit Root Tests.

Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2008): Model specification, observational equivalence and performance of unit root tests.

Avino, Davide and Nneji, Ogonna (2012): Are CDS spreads predictable? An analysis of linear and non-linear forecasting models.

Ayub, Aishahton and Masih, Mansur (2013): Interest Rate, Exchange Rate, and Stock Prices of Islamic Banks: A Panel Data Analysis.

B

B. da Silva Lopes, Artur C. (2005): Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests.

BESSO, CHRISTOPHE RAOUL (2010): Employment intensity of growth and its macroeconomics determinants.

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.

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.

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.

Balcombe, Kelvin (2009): The Nature and Determinants of Volatility in Agricultural Prices.

Bandi, Federico and Corradi, Valentina and Moloche, Guillermo (2009): Bandwidth selection for continuous-time Markov processes.

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.

Barja, Gover and Monterrey, Javier and Villarroel, Sergio (2004): Bolivia: Impact of shocks and poverty policy on household welfare.

Barnett, William A. and Duzhak, Evgeniya A. (2014): Structural Stability of the Generalized Taylor Rule.

Barnett, William A. and He, Susan (2009): Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right.

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.

Bartolucci, Francesco (2011): An alternative to the Baum-Welch recursions for hidden Markov models.

Bassler, Kevin E. and Gunaratne, Gemunu H. and McCauley, Joseph L. (2007): Empirically Based Modeling in the Social Sciences and Spurious Stylized Facts.

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.

Behera, Harendra (2010): Onshore and offshore market for Indian Rupee: recent evidence on volatility and shock spillover.

Belbute, Jose and Caleiro, António (2010): Cross Country Evidence on Consumption Persistence.

Belbute, José (2013): Does final demand for energy in Portugal exhibit long memory?

Belbute, José and Caleiro, António (2009): Measuring the Persistence on Consumption in Portugal.

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.

Ben Ali, Samir (2010): A New Keynesian Phillips curve for Tunisia : Estimation and analysis of sensitivity.

Ben Cheikh, Nidhaleddine (2012): Non-linearities in exchange rate pass-through: Evidence from smooth transition models.

Ben Cheikh, Nidhaleddine (2012): Nonlinear mechanism of the exchange rate pass-through: Does business cycle matter?

Ben Cheikh, Nidhaleddine (2013): The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis.

Ben Jebli, Mehdi and Ben Youssef, Slim (2013): The environmental Kuznets curve, economic growth, renewable and non-renewable energy, and trade in Tunisia.

Ben Nasr, Adnen and Trabelsi, Abdelwahed (2005): Seasonal and Periodic Long Memory Models in the Inflation Rates.

Ben Salha, Ousama and Jaidi, Zied (2013): Some new evidence on the determinants of money demand in developing countries – A case study of Tunisia.

Bensalma, Ahmed (2013): Simple Fractional Dickey Fuller test. Published in: Procceding of 29th European Meeting of Statisticians : pp. 46-47.

Bentour, El Mostafa (2013): Should Moroccan Officials Depend on the Workers’ Remittances to Finance the Current Account Deficit? Forthcoming in:

Bera, Soumitra Kumar (2010): Forecasting model of small scale industrial sector of West Bengal.

Bernardi, Mauro and Della Corte, Giuseppe and Proietti, Tommaso (2008): Extracting the Cyclical Component in Hours Worked: a Bayesian Approach.

Bessonovs, Andrejs (2010): Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā. Published in: Scientific Papers University of Latvia , Vol. Vol. 7, (2010): pp. 22-33.

Bessonovs, Andrejs (2011): GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy.

Bhattacharya, Kaushik (2011): Role of Rules of Thumb in Forecasting Foreign Tourist Arrival: A Case Study of India.

Bhattacharyya, Surajit and Saxena, Arunima (2008): Stock Futures Introduction & Its Impact on Indian Spot Market. Published in: Prerana , Vol. 1, No. 1 (March 2009)

Bianchi, Carlo and 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.

Bianchi, Sergio (2004): A new distribution-based test of self-similarity. Published in: Fractals , Vol. 12, No. 3 (2004): pp. 331-346.

Bilgili, Faik (2011): City price convergence in Turkey with structural breaks.

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.

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.

Binici, Mahir and Köksal, Bülent and Orman, Cüneyt (2012): Stock return comovement and systemic risk in the Turkish banking system.

Boldea, Otilia and Hall, Alastair R. (2010): Estimation and inference in unstable nonlinear least squares models.

Bond, Derek and Dyson, Kenneth (2006): Long memory and non-linearity in Stock Markets.

Bond, Derek and Gallagher, Emer and Ramsey, Elaine (2012): A preliminary investigation of northern Ireland's housing market dynamics.

Borys, Paweł and Ciżkowicz, Piotr and Rzońca, Andrzej (2013): Panel data evidence on effects of fiscal impulses in the EU New Member States.

Boubacar Mainassara, Yacouba (2010): Selection of weak VARMA models by Akaïke's information criteria.

Boubacar Mainassara, Yacouba (2010): Selection of weak VARMA models by modified Akaike's information criteria.

Boubacar Mainassara, Yacouba and Carbon, Michel and Francq, Christian (2010): Computing and estimating information matrices of weak arma models.

Bouoiyour, Jamal and REY, Serge (2005): Exchange Rate Regime, Real Exchange Rate, Trade Flows and Foreign Direct Investments: The case of Morocco. Published in: African Review of Development , Vol. 2, No. 17 (2005): pp. 302-334.

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.

Bouzahzah, Mohamed and El Menyari, Younesse (2012): Les déterminants de la demande touristique: le cas du Maroc.

Bruno, Giancarlo (2008): Forecasting Using Functional Coefficients Autoregressive Models.

Bruno, Giancarlo (2009): Non-linear relation between industrial production and business surveys data.

Bulla, Jan (2006): Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series. Published in:

Bulla, Jan (2009): Hidden Markov models with t components. Increased persistence and other aspects.

Bulla, Jan and Mergner, Sascha and Bulla, Ingo and Sesboüé, André and Chesneau, Christophe (2010): Markov-switching Asset Allocation: Do Profitable Strategies Exist?

Buncic, Daniel (2009): Understanding forecast failure in ESTAR models of real exchange rates.

Buncic, Daniel (2009): Understanding forecast failure of ESTAR models of real exchange rates.

Buncic, Daniel (2008): A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006).

Buss, Ginters (2011): Asymmetric Baxter-King filter.

Buss, Ginters (2010): Seasonal decomposition with a modified Hodrick-Prescott filter.

Buss, Ginters (2010): A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle.

Bušs, Ginters (2009): Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach.

Bušs, Ginters (2010): Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia.

bouoiyour, jamal (2000): Relation éducation croissance économique au Maroc Long terme ou court terme?

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.

C

Chancharat, Surachai and Valadkhani, Abbas (2007): Structural Breaks and Testing for the Random Walk Hypothesis in International Stock Prices. Published in: Journal of the Korean Economy , Vol. 8, No. 1 (2007): pp. 21-38.

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.

Caiado, Jorge (2009): Performance of combined double seasonal univariate time series models for forecasting water consumption.

Caleiro, António (2014): De novo acerca da sazonalidade nos nascimentos em Portugal.

Caleiro, António (2008): Detecting Peaks and Valleys in the Number of Births in Portugal.

Calzolari, Giorgio and 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.

Camacho-Gutiérrez, Pablo (2010): Dynamic OLS estimation of the U.S. import demand for Mexican crude oil.

Caporin, Massimiliano and Fontini, Fulvio (2014): The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises.

Carbon, Michel and Francq, Christian (2010): Portmanteau goodness-of-fit test for asymmetric power GARCH models.

Carrera, Jorge Eduardo and Cusolito, Ana Paula and Féliz, Mariano and Panigo, Demian (2001): An econometric approach to macroeconomic risk. A cross country study.

Casadio, Paolo and Paradiso, Antonio and Rao, B. Bhaskara (2011): Estimates of the Steady State Growth Rates for Ireland.

Casadio, Paolo and Paradiso, Antonio and Rao, B. Bhaskara (2011): Estimates of the steady state growth rates for the Scandinavian countries: a knowledge economy approach.

Caspi, Itamar (2013): Rtadf: Testing for Bubbles with EViews.

Cayton, Peter Julian and Bersales, Lisa Grace (2012): Median-based seasonal adjustment in the presence of seasonal volatility.

Cayton, Peter Julian A. and Mapa, Dennis S. (2012): Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology.

Cellini, Roberto and Cuccia, Tiziana (2011): Are exchange rates really free from seasonality? An exploratory analysis on monthly time series.

Cellini, Roberto and Cuccia, Tiziana (2009): Museum and monument attendance and tourism flow: A time series analysis approach.

Cellini, Roberto and Paolino, Alessandro (2007): Price of recreational products and the exchange rate: an empirical investigation on US data.

Chagas Lopes, Margarida (2006): Portuguese Women in Science and Technology (S&T): Some Gender Features Behind MSc. and PhD. Achievement.

Chalabi, Yohan and Wuertz, Diethelm (2012): Robust estimation with the weighted trimmed likelihood estimator.

Chambers, Marcus J. and Kyriacou, Maria (2012): Jackknife bias reduction in autoregressive models with a unit root.

Chan, Tze-Haw and Khong, Wye Leong Roy (2007): Business Cycle Correlation and Output Linkages among the Asia Pacific Economies.

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.

Chancharat, Surachai and Kamalian, Amin Reza and Valadkhani, Abbas (2009): Random Walk and Multiple Structural Breaks In Thai Stock Market. Published in: Empirical Economics Letters , Vol. 8, No. 5 (2009): pp. 501-506.

Chang, Chia-Lin and Chang, Jui-Chuan Della and Huang, Yi-Wei (2012): Dynamic Price Integration in the Global Gold Market.

Chang, Chia-Lin and Franses, Philip Hans and McAleer, Michael (2013): Are Forecast Updates Progressive?

Chang, Chia-Lin and Hsu, Hui-Kuang (2013): Modelling Volatility Size Effects for Firm Performance: The Impact of Chinese Tourists to Taiwan.

Chaudhary, Amatul R. and Chani, Muhammad Irfan and Pervaiz, Zahid (2012): An analysis of different approaches to women empowerment: a case study of Pakistan. Published in: World Applied Sciences Journal , Vol. 16, No. 7 (2012): pp. 971-980.

Chebbi, Houssem Eddine and Lachaal, Lassaad (2007): Agricultural sector and economic growth in Tunisia: Evidence from co-integration and error correction mechanism.

Chen, Haiqiang and Chong, Terence Tai Leung and Bai, Jushan (2012): Theory and Applications of TAR Model with Two Threshold Variables. Published in: Econometric Reviews , Vol. 2, No. 31 (2012): pp. 142-170.

Chen, Pu (2012): Common factors and specific factors.

Chen, Pu (2010): A Grouped Factor Model.

Chen, Pu (2010): A grouped factor model.

Chen, Shiu-Sheng (2012): Revisiting the empirical linkages between stock returns and trading volume.

Chen, Shu-Ling and Kim, Hyeongwoo (2008): Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets.

Chen, Zhihong and Fu, Shihe and Zhang, Dayong (2010): Searching for the parallel growth of cities.

Cheng, Ai-ru and Jahan-Parvar, Mohammad R. and Rothman, Philip (2009): An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa.

Chia, Ricky Chee-Jiun and Liew, Venus Khim-Sen and Syed Khalid Wafa, Syed Azizi Wafa (2007): Day-of-the-week effects in selected East Asian stock markets.

Chilarescu, Constantin and Viasu, Ioana Luciana (2011): A Semigroups Approach to the Study of a Second Order Partial Differential Equation Applied in Economics.

Chin, Wencheong (2008): Spurious long-range dependence: evidence from Malaysian equity markets.

Chiny, Faycal (2013): La modélisation des interactions entre les coefficients de corrélation et les volatilités sur les marchés financiers Marocain, Français, Américain et Japonais.

Chiny, Faycal (2013): La modélisation des interactions entre les corrélations et les volatilités des marchés financiers Marocain, Français, Américain et Japonais.

Chong, Lucy Lee-Yun and Puah, Chin-Hong and Md Isa, Abu Hassan (2012): Theory of rational expectations hypothesis: banks and other financial institutions in Malaysia.

Chong, Terence Tai Leung and Ding, Haoyuan and Park, Sung Y (2014): Nonlinear Dependence between Stock and Real Estate Markets in China. Forthcoming in: Economics Letters

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Czinkota, Thomas (2012): Das Halteproblem bei Strukturbrüchen in Finanzmarktzeitreihen.

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D'Agostino, A and Surico, P (2007): Does global liquidity help to forecast US inflation? Forthcoming in:

D'Amuri, Francesco and Marcucci, Juri (2009): "Google it!" Forecasting the US unemployment rate with a Google job search index.

Dabo-Niang, Sophie and Francq, Christian and Zakoian, Jean-Michel (2009): Combining parametric and nonparametric approaches for more efficient time series prediction.

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.

Das, Rituparna and Daga, U R (2004): Conflict of Exchange Rates.

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.

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Dergiades, Theologos (2011): Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy. Published in: Economics Letters , Vol. 116, No. 3 (15. September 2012): pp. 404-407.

Dergiades, Theologos and Martinopoulos, Georgios and Tsoulfidis, Lefteris (2011): Energy Consumption and Economic Growth: Parametric and Non-Parametric Causality Testing for the Case of Greece. Published in: Energy Economics , Vol. 36, No. c (15. March 2013): pp. 686-697.

Dewandaru, Ginanjar and Alaoui, Abdelkader and Masih, A. Mansur M. and Alhabshi, Syed Othman (2013): Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis.

Di Giannatale, Paolo and Passarelli, Francesco (2014): Integration Contracts and Asset Complementarity: Theory and Evidence from US Data.

Di Iorio, Francesca and Triacca, Umberto (2011): Testing for non-causality by using the Autoregressive Metric.

Dimitris, Christopoulos and Miguel, Leon-Ledesma (2009): Smooth Breaks and Nonlinear Mean Reversion: Post-Bretton Woods Real Exchange Rates.

Dimitris, Korobilis (2013): Forecasting with Factor Models: A Bayesian Model Averaging Perspective.

Dinda, Soumyananda (2011): China’s Trade in Asia and the World: Long run Relation with Short run Dynamics.

Dinda, Soumyananda (2008): Factors determining FDI to Nigeria: an empirical investigation.

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

Douch, Mohamed and Essaddam, Naceur (2011): Short and Long-Term Effects of September 11 on Stock Returns: Evidence from U.S. Defense Firms. Published in: Journal of Applied Finance & Banking , Vol. 3, (April 2013): pp. 239-253.

Duasa, Jarita (2008): Impact of exchange rate shock on prices of imports and exports.

Duasa, Jarita and Ahmad, Nursilah (2008): Identifying good inflation forecaster.

Dudek, Sławomir (2008): Consumer Survey Data and short-term forecasting of households consumption expenditures in Poland.

Duran-Vazquez, Rocio and Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2013): Un modelo GARCH con asimetria condicional autorregresiva para modelar series de tiempo: Una aplicacion para los rendimientos del Indice de Precios y Cotizaciones de la BMV.

Durán-Vázquez, Rocio and Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2012): Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones.

Dávila-Pérez, Javier and Nuñez-Mora, Jose Antonio and Ruiz-Porras, Antonio (2007): Volatilidad del Precio de la Mezcla Mexicana de Exportación.

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El Alaoui, Aicha and Ezzahidi, Elhadj and Eladnani, Mohamed Jellal (2013): Etimating NAIRU: the Morocco case.

El Bouhadi, A. and Elkhider, Abdelkader and Kchirid, El Mustapha and Idriss, El Abbassi (2008): LES déterminants du taux de change au Maroc : Une étude empirique.

El Bouhadi, A. and 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.

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?

El Ghini, Ahmed and Saidi, Youssef (2013): Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market.

El Ghourabi, Mohamed and Francq, Christian and Telmoudi, Fedya (2013): Consistent estimation of the Value-at-Risk when the error distribution of the volatility model is misspecified.

El Montasser, Ghassen and Boufateh, Talel and Issaoui, Fakhri (2013): The seasonal KPSS test when neglecting seasonal dummies: a Monte Carlo analysis.

Eliza, Nor and M., Azali and Law, Siong-Hook and Lee, Chin (2008): Demand For International Reserves in ASEAN-5 Economies.

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.

Enders, Walter and Holt, Matthew T. (2011): Breaks, bubbles, booms, and busts: the evolution of primary commodity price fundamentals.

Eo, Yunjong and Morley, James C. (2008): Likelihood-Based Confidence Sets for the Timing of Structural Breaks.

Erdemlioglu, Deniz M (2007): A new Test of Uncovered Interest Rate Parity: Evidence from Turkey.

Ermişoğlu, Ergun and Akcelik, Yasin and Oduncu, Arif (2013): GDP Growth and Credit Data.

Erten, Irem and Okay, Nesrin (2012): Re-examining Turkey's trade deficit with structural breaks: Evidence from 1989-2011.

Erten, Irem and Tuncel, Murat B. and Okay, Nesrin (2012): Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach.

Escañuela Romana, Ignacio (2011): Empirical Evidence on the Predictability of Stock Market Cycles: the Behaviour of the Dow Jones Index Industrial Average in the Stock Market Crises of 1929, 1987 and 2007.

Escañuela Romana, Ignacio (2009): The Harvard Barometers: Did they allow for the Prediction of the Great Depression of 1929?

Escobari, Diego (2012): Asymmetric Price Adjustments in Airlines.

Escobari, Diego (2011): Testing for Stochastic and Beta-convergence in Latin American Countries. Published in: Applied Econometrics and International Development , Vol. 11, No. 2 (2011): pp. 123-138.

el Alaoui, AbdelKader and Masih, Mansur and Bacha, Obiyathulla and Asutay, Mehmet (2014): Leverage versus volatility: Evidence from the Capital Structure of European Firms.

el Alaoui, AbdelKader and Masih, Mansur and Bacha, Obiyathulla and Asutay, Mehmet (2014): Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening.

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Faghih, Nezameddin and Faghih, Ali (2008): Nyquist Frequency in Sequentially Sampled Data.

Faiz ur, rehman and Wasim, shahid malik (2010): A structural VAR (SVAR) approach to cost channel of monetary policy.

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.

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Fantazzini, Dean and Geraskin, Petr (2011): Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask. Forthcoming in: European Journal of Finance

Farouk, Faizal and Masih, Mansur (2014): Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity.

Farzanegan, Mohammad Reza (2011): Military spending and economic growth: the case of Iran.

Faul, Joseph and Khumalo, Bridgette and Pashe, Mpho and Khuzwayo, Miranda and Banda, Kamogelo and Jali, Senzo and Myeni, Bathandekile and Pule, Retlaodirela and Mosito, Boitshoko and Jack, Lona-u-Thando and Phiri, Andrew (2014): Is South Africa's inflation target too persistent for monetary policy conduct?

Feng, Yuanhua and Beran, Jan and Yu, Keming (2006): Modelling financial time series with SEMIFAR-GARCH model.

Ferda, HALICIOGLU and Kasim, EREN (2013): Testing Twin Deficits and Saving-Investment Nexus in Turkey.

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.

Ferriani, Fabrizio (2010): Informed and uninformed traders at work: evidence from the French market.

Fildes, Robert and Petropoulos, Fotios (2013): An evaluation of simple forecasting model selection rules.

Foresti, Pasquale (2006): Testing for Granger causality between stock prices and economic growth.

Francesco, D'Amuri (2009): Predicting unemployment in short samples with internet job search query data.

Francq, Christian and Horvath, Lajos and Zakoian, Jean-Michel (2009): Merits and drawbacks of variance targeting in GARCH models.

Francq, Christian and 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.

Francq, Christian and Horvath, Lajos and Zakoian, Jean-Michel (2014): Variance targeting estimation of multivariate GARCH models.

Francq, Christian and Meintanis, Simos (2012): Fourier--type estimation of the power garch model with stable--paretian innovations.

Francq, Christian and Roy, Roch and Saidi, Abdessamad (2011): Asymptotic properties of weighted least squares estimation in weak parma models.

Francq, Christian and Sucarrat, Genaro (2013): An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation.

Francq, Christian and Wintenberger, Olivier and Zakoian, Jean-Michel (2012): Garch models without positivity constraints: exponential or log garch?

Francq, Christian and Zakoian, Jean-Michel (2009): Bartlett's formula for a general class of non linear processes.

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.

Francq, Christian and Zakoian, Jean-Michel (2013): Inference in non stationary asymmetric garch models.

Francq, Christian and Zakoian, Jean-Michel (2010): Optimal predictions of powers of conditionally heteroskedastic processes.

Francq, Christian and Zakoian, Jean-Michel (2012): Risk-parameter estimation in volatility models.

Francq, Christian and Zakoian, Jean-Michel (2010): Strict stationarity testing and estimation of explosive ARCH models.

Francq, Christian and Zakoian, Jean-Michel (2008): Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons.

Frappa, Sebastien and Murez, Michèle and Montornès, Jérémi and Barbier de la Serre, Anne (2008): Bank interest rates pass-through: new evidence from French panel data.

Freddy, Liew (2011): Productivity-wage-growth nexus: an empirical study of Singapore.

Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Aggregate Import demand and Expenditure Components in Ghana:An Econometric Analysis.

Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2007): Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange.

Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models.

Fu, Hui (2012): On a Class of Estimation and Test for Long Memory.

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.

Fugarolas Álvarez-Ude, Guadalupe and 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.

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Gallego, Oscar D (2005): The Day �of� The� Week Effect in the Colombia Stock Exchange. Published in:

Gammadigbé, Vigninou (2012): Co-mouvement d'activité dans l'UEMOA: une approche par les corrélations dynamiques.

Gao, Jiti (1994): Asymptotic theory for partly linear models. Published in: Communications in Statistics: Theory and Methods , Vol. 24, No. 8 (7. April 1995): pp. 1985-2009.

Gao, Jiti (2012): Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models.

Gao, Jiti (2007): Nonlinear time series: semiparametric and nonparametric methods. Published in: Chapman & Hall/CRC , Vol. 108, No. Monographs on Statistics and Applied Probability (2. September 2007): pp. 1-237.

Gaspar, Catarina and Fuinhas, José Alberto and Marques, António Cardoso (2014): Endividamento antes e após a introdução do euro: análise ARDL do caso português.

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.

Gervais, Jean-Philippe and Larue, Bruno (2006): A Joint Test of Price Discrimination, Menu Cost and Currency Invoicing.

Ghassan, Hassan B. (2011): Public and Private Investment in Saudi Economy: Evidence from Weak Exogeneity and Bound Cointegration Tests.

Ghassan, Hassan B. and AlDehailan, Salman (2009): اختبار التكامل المشترك غير الخطي بين الاستثمار الحكومي والاستثمار الخاص في الاقتصاد السعودي. Published in: Attaawun Quarterly Journal , Vol. 70, (26. April 2010): pp. 59-76.

Ghassan, Hassan B. and Alhajhoj, Hassan R. (2013): اختبار أثر التقلب العنقودي لمؤشر تداول باستخدام الارتباط الذاتي المدحرج. Published in: Arab Economic and Business Journal , Vol. 8, (2013): pp. 1-5.

Ghiba, Nicolae (2010): Implicații ale volatilității cursului de schimb asupra schimburilor comerciale internaționale (cazul Romaniei). Forthcoming in:

Ghorbel, Ahmed and Trabelsi, Abdelwahed (2007): Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation.

Giovanis, Eleftherios (2008): Additional Smoothing Transition Autoregressive Models.

Giovanis, Eleftherios (2008): Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis.

Giovanis, Eleftherios (2008): Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization.

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)

Gluschenko, Konstantin (2004): Nonlinearly testing for a unit root in the presence of a break in the mean.

Gogas, Periklis and Serletis, Apostolos (2005): The revenue smoothing hypothesis in an ARIMA Framework: Evidence from the United States, in Claude Diebolt, Catherine Kyrtsou et al. (eds.), New Trends in Macroeconomics. Published in: in Claude Diebolt, Catherine Kyrtsou et al. (eds.), New Trends in Macroeconomics (2005): pp. 79-88.

Golmohammadpoor Azar, Kamran (2014): Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform. Published in: First National Conference of Applied Statistics, Department of Statistics, Islamic Azad University of Tabriz, Tabriz, Iran. (23. June 2014)

Gomez-Sorzano, Gustavo (2006): Decomposing violence: terrorist murder in the twentieth century in the U.S.

Gomez-Sorzano, Gustavo (2007): Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019.

Gomez-Sorzano, Gustavo (2006): Scenarios for sustainable peace in colombia by year 2019.

Gomez-Sorzano, Gustavo (2007): Terrorist murder, cycles of violence, and terrorist attacks in New York City during the last two centuries.

Gomez-Sorzano, Gustavo (2006): A model of cyclical terrorist murder in Colombia, 1950-2004. Forecasts 2005-2019.

Gonzalo, Jesus and Pitarakis, Jean-Yves (2010): Regime Specific Predictability in Predictive Regressions.

González-Val, Rafael and Marcén, Miriam (2011): Breaks in the breaks: an analysis of divorce rates in Europe.

González-Val, Rafael and Marcén, Miriam (2011): Unilateral divorce vs. child custody and child support in the U.S.

Goo, Siwei and Siregar, Reza Y. Siregar (2009): Economic Shocks and Exchange Rate as a Shock Absorber in Indonesia and Thailand.

Goodwin, Barry K. and Holt, Matthew T. and Prestemon, Jeffery P. (2008): North American Oriented Strand Board Markets, Arbitrage Activity, and Market Price Dynamics: A Smooth Transition Approach.

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.

Gouriéroux, Christian and Zakoian, Jean-Michel (2014): On uniqueness of moving average representations of heavy-tailed stationary processes.

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.

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Grassi, Stefano and Proietti, Tommaso (2010): Characterizing economic trends by Bayesian stochastic model specification search.

Grassi, Stefano and Proietti, Tommaso (2008): Has the Volatility of U.S. Inflation Changed and How?

Guidi, Francesco (2010): Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models.

Guidi, Francesco (2008): Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK.

Guidi, Francesco and Gupta, Rakesh (2010): Cointegration and conditional correlations among German and Eastern Europe equity markets.

Guzman, Giselle (2007): Using sentiment surveys to predict GDP growth and stock returns. Published in: The Making of National Economic Forecasts No. Edward Elgar Publishing LTD (2009): pp. 319-351.

Guzman, Giselle C. (2010): The case for higher frequency inflation expectations.

Gómez, Manuel and Ventosa-Santaulària, Daniel (2010): Testing for a Deterministic Trend when there is Evidence of Unit-Root. Published in: Journal of Time Series Econometrics , Vol. 2, No. 2 (2010)

Gómez-Sorzano, Gustavo (2007): Cycles of violence and terrorist attacks index for the State of Arizona.

Gómez-Sorzano, Gustavo (2007): Cycles of violence, and terrorist attacks index for the State of Arkansas.

Gómez-Sorzano, Gustavo (2007): Cycles of violence, and terrorist attacks index for the State of Massachusetts.

Gómez-Sorzano, Gustavo (2007): Cycles of violence, and terrorist attacks index for the State of Michigan.

Gómez-Sorzano, Gustavo (2006): Cycles of violence, and terrorist attacks index for the State of Ohio.

Gómez-Sorzano, Gustavo (2007): Cycles of violence, and terrorist attacks index for the State of Oklahoma.

Gómez-Sorzano, Gustavo (2007): Cycles of violence, and terrorist attacks index for the State of Washington.

Gómez-Sorzano, Gustavo (2006): Decomposing violence: terrorist murder and attacks in New York State from 1933 to 2005.

Gómez-Sorzano, Gustavo (2006): Using the Beveridge & Nelson decomposition of economic time series for pointing out the occurrence of terrorist attacks.

Gómez-Zaldívar, Manuel and Ventosa-Santaulària, Daniel and Wallace, Frederick (2012): Appendix for the PPP hypothesis and structural breaks: the case of Mexico.

Gómez-sorzano, Gustavo (2007): Cycles of violence, and attacks index for the State of Florida.

Gómez-sorzano, Gustavo (2007): Cycles of violence, and terrorist attacks index for the State of Missouri.

Gómez-sorzano, Gustavo (2007): Cycles of violence, riots, and terrorist attacks index for the State of California.

Gómez-sorzano, Gustavo (2007): Terrorist murder, cycles of violence, and attacks index for the City of Philadelphia during the last two centuries.

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HALICIOGLU, Ferda and Dell’Anno, Roberto (2009): An ARDL model of unrecorded and recorded economies in Turkey.

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, No. Issue 1 : pp. 22-28.

Habibi, Fateh and Abdul Rahim, Khalid and Chin, Lee (2008): United Kingdom and United States Tourism Demand for Malaysia:A Cointegration Analysis.

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 (5. March 2007): pp. 125-140.

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.

Hakim, Idwan and Masih, Mansur (2014): Portfolio diversification strategy for Malaysia: International and sectoral perspectives.

Halicioglu, Ferda (2012): Balance-of-Payments Constrained Growth: the Case of Turkey.

Halicioglu, Ferda (2007): The Bilateral J-curve: Turkey versus her 13 Trading Partners.

Halicioglu, Ferda (2011): The Demand for Calories in Turkey.

Halicioglu, Ferda (2013): Dynamics of obesity in Finland.

Halicioglu, Ferda (2007): The Financial Development and Economic Growth Nexus for Turkey.

Halicioglu, Ferda (2008): The J-Curve Dynamics of Turkey: An Application of ARDL Model.

Halicioglu, Ferda (2010): Modelling life expectancy in Turkey.

Halicioglu, Ferda (2007): A Multivariate Causality Analysis of Export and Growth for Turkey.

Halicioglu, Ferda (2012): Temporal Causality and the Dynamics of Crime in Turkey.

Halicioglu, Ferda (2010): A dynamic econometric study of income, energy and exports in Turkey.

Halicioglu, Ferda (2008): An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey.

Halicioglu, Ferda (2012): An empirical study of relationship between FIFA world ranking and domestic football competition level: the case of Turkey.

Halicioglu, Ferda and Andrés, Antonio R. (2010): Determinants of Suicides in Denmark: Evidence from Time Series Data.

Halicioglu, Ferda and Karatas, Cevat (2010): Estimation of economic discounting rate for practical project appraisal: the case of Turkey.

Halicioglu, Ferda and Karatas, Cevat (2011): A social discount rate for Turkey.

Halkos, George and Kevork, Ilias (2014): Διαστήματα εμπιστοσύνης για εκατοστημόρια σε στάσιμες ARMA διαδικασίες: Μία εμπειρική εφαρμογή σε περιβαλλοντικά δεδομένα.

Halkos, George and Kevork, Ilias (2002): Confidence intervals in stationary autocorrelated time series.

Halkos, George and Kevork, Ilias (2006): Forecasting an ARIMA (0,2,1) using the random walk model with drift.

Halkos, George and Kevork, Ilias (2013): Forecasting the optimal order quantity in the newsvendor model under a correlated demand.

Halkos, George and Tzeremes, Nickolaos (2011): Economic growth and carbon dioxide emissions: Empirical evidence from China.

Hall, Alastair R. and Han, Sanggohn and Boldea, Otilia (2008): Inference regarding multiple structural changes in linear models estimated via two stage least squares.

Han, Heejoon and Park, Joon Y. (2006): Time series properties of ARCH processes with persistent covariates.

Harb, Nasri (2005): Import Demand in Heterogeneous Panel Setting. Published in: Applied Economics , Vol. 37, No. 20 (2005): pp. 2407-2415.

Harb, Nasri (2008): Oil Exports, Non Oil GDP and Investment in the GCC Countries. Forthcoming in: Review of Development Economics

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.

Harding, Don (2008): Detecting and forecasting business cycle turning points.

Harding, Don (2008): FoolWatch - Further Discussion of Econometric Analysis Undertaken By ACCC.

Harding, Don (2008): FoolWatch: A Case study of econometric analysis and evidenced-based-policy making in the Australian Government.

Harding, Don and Pagan, Adrian (2001): Extracting, Using and Analysing Cyclical Information.

Hardle, Wolfgang and LIang, Hua and Gao, Jiti (2000): Partially linear models. Published in: Physica-Verlag (1. September 2000): pp. 1-202.

Hasanov, Fakhri and Huseynov, Fariz (2009): Real Exchange Rate Misalignment in Azerbaijan.

Haupert, Michael and Murray, James (2011): Regime switching and wages in major league baseball under the reserve clause.

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.

Hoffmann, Marc and Munk, Axel and Schmidt-Hieber, Johannes (2010): Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation.

Horvath, Roman and Poldauf, Petr (2011): International stock market comovements: what happened during the financial crisis?

Hussain, Anwar Hussain and Farid, Asif Farid and Hussain, Shah Hussain and Iqbal, Sajid Iqbal (2011): The Future of Budgetary Allocation to Sports Sector in Pakistan: Evidences from Autoregressive Integrated Moving Average Model. Published in: Journal of Managerial Sciences , Vol. 5, No. 2 (2011): pp. 111-124.

Hussan, Subithabhanu and Masih, Mansur (2014): Are The Profit Rates of the Islamic Investment Deposit Accounts Truly Performance Based? A Case Study of Malaysia.

Hwang, Tsorng-Chyi and Chen, Meng-Gu and Chang, Chia-Lin (2010): Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach.

Hännikäinen, Jari (2014): Multi-step forecasting in the presence of breaks.

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Lanne, Markku and Saikkonen, Pentti (2010): Noncausal autoregressions for economic time series.

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Masih, Mansur and Majid, Hamdan Abdul (2013): The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications.

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Miranda, Jorge (2012): Tipo de Cambio Real en Chile: Dinámica, Tendencia y Equilibrio.

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Mishra, SK (2006): Globalization and Structural Changes in the Indian Industrial Sector: An Analysis of Production Functions.

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Phiri, Andrew (2013): Inflation and Economic Growth in Zambia: A Threshold Autoregressive (TAR) Econometric Approach. Published in: The Bank of Zambia (BOZ) Reader , Vol. 1, No. 8 (18. December 2012): pp. 100-104.

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Pramod Kumar, Naik and Puja, Padhi (2012): The impact of Macroeconomic Fundamentals on Stock Prices revisited: An Evidence from Indian Data.

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Proietti, Tommaso (2014): Exponential Smoothing, Long Memory and Volatility Prediction.

Proietti, Tommaso (2009): The Multistep Beveridge-Nelson Decomposition.

Proietti, Tommaso (2010): Seasonality, Forecast Extensions and Business Cycle Uncertainty.

Proietti, Tommaso (2008): Structural Time Series Models for Business Cycle Analysis.

Proietti, Tommaso (2010): Trend Estimation.

Proietti, Tommaso and Luati, Alessandra (2013): The Exponential Model for the Spectrum of a Time Series: Extensions and Applications.

Proietti, Tommaso and Luati, Alessandra (2009): Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences.

Proietti, Tommaso and Riani, Marco (2007): Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies.

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Puah, Chin-Hong and Chong, Lucy Lee-Yun and Jais, Mohamad (2011): Testing the Rational Expectations Hypothesis on the Retail Trade Sector Using Survey Data from Malaysia. Published in: Journal of International Business and Economics , Vol. 11, No. 4 (October 2011): pp. 214-218.

Puah, Chin-Hong and Wong, Shirly Siew-Ling and Habibullah, Muzafar Shah (2012): Rationality of business operational forecasts: evidence from Malaysian distributive trade sector.

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Rahim, Adam Mohamed and Masih, Mansur (2014): Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors.

Rahim, Adam Mohamed and Masih, Mansur (2014): Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches.

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Ramon Antonio, Rosales Alvarez and Jorge Andres, Perdomo Calvo and Carlos Andres, Morales Torrado and Jaime Alejandro, Urrego Mondragon (2009): Fundamentos de econometría intermedia: Teoría y aplicaciones. Published in: Apuntes de Clase CEDE , Vol. 1, No. 2010 (January 2010): pp. 1-414.

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Rao, B. Bhaskara (2008): Estimates of the Steady State Growth Rates for Selected Asian Countries with an Extended Solow Model.

Rao, B. Bhaskara (2006): Time Series Econometrics of Growth Models: A Guide for Applied Economists.

Rao, B. Bhaskara (2006): Time Series Econometrics of Growth Models: A Guide for Applied Economists.

Rao, B. Bhaskara and Paradiso, Antonio (2011): Estimates of the US Phillips curve with the general to specific method.

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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).

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Shahbaz, Muhammad and Rahman, Mizanur (2011): Impact of economic growth and financial development on exports: Cointegration and causality analysis in Pakistan.

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Silva Lopes, Artur C. B. da and Monteiro, Olga Susana (2008): Short and long run tests of the expectations hypothesis: the Portuguese case.

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Sinha, Dipendra (2007): Effects of Volatility of Exports in the Philippines and Thailand.

Sinha, Dipendra and Sinha, Tapen (2007): Toda and Yamamoto Causality Tests Between Per Capita Saving and Per Capita GDP for India.

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Tang, Chor Foon (2010): Multivariate Granger causality and the dynamic relationship between health spending, income, and health price in Malaysia.

Tang, Chor Foon (2010): Revisiting the health-income nexus in Malaysia: ARDL cointegration and Rao's F-test for causality.

Tang, Chor Foon (2011): Temporal Granger causality and the dynamics examination on the tourism-growth nexus in Malaysia.

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Tiwari, Aviral (2010): Is trade deficit sustainable in India? An inquiry.

Tiwari, Aviral (2010): On the dynamics of energy consumption and employment in public and private sector.

Tiwari, Aviral and Shahbaz, Muhammad (2011): India's trade with USA and her trade balance: An empirical analysis. Published in:

Todd, Prono (2009): Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model.

Todd, Prono (2009): Using skewness to estimate the semi-strong GARCH(1,1) model.

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Tommaso, Proietti and Alessandra, Luati (2012): Maximum likelihood estimation of time series models: the Kalman filter and beyond.

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Tommaso, Proietti and Stefano, Grassi (2010): Bayesian stochastic model specification search for seasonal and calendar effects.

Travaglini, Guido (2011): Climate change: where is the hockey stick? evidence from millennial-scale reconstructed and updated temperature time series.

Travaglini, Guido (2010): Dynamic Econometric Testing of Climate Change and of its Causes.

Travaglini, Guido (2008): Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes.

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Ubilava, David and Helmers, C Gustav (2012): Forecasting ENSO with a smooth transition autoregressive model.

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Ventosa-Santaulària, Daniel (2007): Spurious Instrumental Variables. Published in: Communications in Statistics: Theory and Methods , Vol. 39, (2010): pp. 1997-2007.

Ventosa-Santaulària, Daniel (2008): Spurious Instrumental Variables. Published in: Journal of Probability and Statistics , Vol. 2009, No. 802975 (2009)

Ventosa-Santaulària, Daniel (2008): Spurious Regression. Published in: Journal of Probability and Statistics , Vol. 2009, No. 802975 (2009)

Ventosa-Santaulària, Daniel and Mendoza V., Alfonso (2005): Non Linear Moving-Average Conditional Heteroskedasticity. Published in: Varianza condicional de medias móviles no-lineales , Vol. LXXV, No. 298 (November 2008): pp. 29-48.

Ventosa-Santaulària, Daniel and Wallace, Frederick and Gómez-Zaldívar, Manuel (2012): Is the real effective exchange rate biased against the PPP hypothesis?

Victor, Olivo (2005): El Intercambio entre Inflacion y Producto: Evidencia Empirica para Venezuela.

Visser, Marcel P. (2008): Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure.

Visser, Marcel P. (2008): Garch Parameter Estimation Using High-Frequency Data.

Visser, Marcel P. (2008): Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models.

Výrost, Tomáš and Baumöhl, Eduard (2009): Asymmetric GARCH and the financial crisis: a preliminary study.

Výrost, Tomáš and Baumöhl, Eduard (2009): Asymmetric GARCH and the financial crisis: a preliminary study.

Výrost, Tomáš and Baumöhl, Eduard and Lyócsa, Štefan (2011): On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries.

W

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Waheed, Muhammad and Alam, Tasneem and Ghauri, Saghir Pervaiz (2006): Structural breaks and unit root: evidence from Pakistani macroeconomic time series.

Wakamatsu, Hiroki (2012): The Impact of the MSC certification on the Japanese fisheries: Case of the Kyoto Flathead Flounder Danish Seine Fishery.

Wallace, Frederick and Lozano Cortés, René and Cabrera-Castellanos, Luis F. (2008): Pruebas de cointegración de paridad de poder adquisitivo.

Weaver, Robert D and Natcher, William C (2000): Commodity Price Volatility under New Market Orientations.

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. FindEc, (2009): pp. 71-82.

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

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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.

Wesselbaum, Dennis (2014): How Large are Firing Costs? A Cross-Country Study.

Willert, Juliane (2009): Mean Shift detection under long-range dependencies with ART.

Wintenberger, Olivier (2013): Continuous invertibility and stable QML estimation of the EGARCH(1,1) model.

Wong, Shirly Siew-Ling and Puah, Chin-Hong and Shazali, Abu Mansor (2011): Survey Evidence on the Rationality of Business Expectations: Implications from the Malaysian Agricultural Sector. Published in: Economic Computation and Economic Cybernetics Studies and Research , Vol. 45, No. 4 (December 2011): pp. 169-180.

Wright, Allan S and 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.

X

Xu, Zhiwei (2008): Univariate Unobserved-Component Model with Non-Random Walk Permanent Component.

Xu, Zhiwei (2008): Univariate Unobserved-Component Model with a Non-Random-Walk Permanent Component. Forthcoming in: Applied Economics

Xu, Zhiwei (2008): Univariate Unobserved-Component Model with a Non-Random-Walk Permanent Component. Forthcoming in: Applied Economics

Y

Yan, Isabel K. and Chan, Kenneth S. and 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.

Yan, Isabel K. and Chong, Terence and Lam, Tau-Hing (2011): Is the Chinese Stock Market Really Efficient. Forthcoming in: China Economic Review

Yashkir, Yuriy and Yashkir, Olga (2013): Overnight Index Rate: Model, Calibration, and Simulation.

Yildirim, Ramazan and Masih, A. Mansur M. (2014): The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis.

Yucel, Eray M. (2005): Does Ramadan Have Any Effect on Food Prices: A Dual-Calendar Perspective on the Turkish Data.

Yusoff, Yuzlizawati and Masih, Mansur (2014): Comovement of East and West Stock Market Indexes.

Yusuf, Sulaiman Adesina and Salau, Adekunle Sheu (2007): Forecasting Mango and Citrus Production in Nigeria: A Trend analysis.

Z

Zagaglia, Paolo (2014): International portfolio allocation with European fixed-income funds: What scope for Italian funds?

Zanetti Chini, Emilio (2010): Updating the PPP puzzle: should we use nonlinear models?

Zhu, Junjun and Xie, Shiyu (2010): Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market.

Zipitria, Leandro (2010): New Directions in Price Test for Market Definition.

This list was generated on Sun Oct 19 20:06:39 2014 CEST.
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