Munich Personal RePEc Archive

Items where Subject is "C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models; Multiple Variables > C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models"

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Number of items at this level: 641.


Abdul Karim, Bakri and Abdul Majid, M. Shabri and Abdul Karim, Samsul Ariffin (2009): Financial Integration between Indonesia and Its Major Trading Partners.

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

Abdul Karim, Zulkefly and Jusoh, Mansor and Khalid, Norlin (2008): Halaju wang di Malaysia : bukti empirik. Published in: International Journal of Management Studies (IJMS) , Vol. 17, No. 1 (June 2010): 149--170.

Abdul Karim, Zulkefly and Zaidi, Mohd Azlan Shah and W.N.W, Azman-Saini (2011): Relative price effects of monetary policy shock in Malaysia: a svar study.

Abdurrahman, Korkmaz (2012): The transmission process of financial crises across the emerging markets: an alternative consideration.

Abu-Qarn, Aamer and Abu-Bader, Suleiman (2001): The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis. Published in: Applied Economics , Vol. 36, No. 15 (August 2004): pp. 1685-1695.

Adam, Anokye M. and Siaw, Frimpong (2010): Does financial sector development cause investment and growth? empirical analysis of the case of Ghana. Published in: Journal of Business and Enterprise Development , Vol. 2, No. 1 (2010): pp. 67-84.

Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana?

Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana?

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

Adesoye, A. Bolaji and Maku, Olukayode E. and Atanda, Akinwande AbdulMaliq (2012): Is Monetary Policy a Growth Stimulant in Nigeria? A Vector Autoregressive Approach. Forthcoming in: : pp. 1-24.

Ageli, Mohammed Moosa (2013): Tourism Economics in Saudi Arabia: PP-VAR Approach. Published in: Asian Journal of Business and Management , Vol. 1, No. 1 (1. April 2013): pp. 21-27.

Ageli, Mohammed Moosa (2013): Wagner’s Law in Saudi Arabia 1970 - 2012: An Econometric Analysis. Published in: Asian Economic and Financial Review , Vol. 3, No. 5 : pp. 647-659.

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

Ahamad, Mazbahul Golam and Tanin, Fahian (2010): Determinants of, and the Relationship between FDI and Economic Growth in Bangladesh.

Ahoniemi, Katja and Lanne, Markku (2007): Joint Modeling of Call and Put Implied Volatility. Published in:

Akpan, Usenobong F. and Chuku, Agbai (2011): Economic Growth and Environmental Degradation in Nigeria: Beyond the Environmental Kuznets Curve. Forthcoming in: Procedings of 2011 Annual Conference of NAEE, Abuja

Aktas, Erkan (2006): Çukurova Bölgesi’nde Pamuk Arz Duyarlılığının Tahmini Üzerine Bir Çalışma. Published in: Turkish Journal of Agricultural Economics , Vol. 12, (2006): pp. 3-8.

Aktas, Erkan and Tuncer, İsmail and Aydın, Murat (2010): 1980 Sonrasi ekonomik krizlerin Turkie tarim sektoru uzerindeki etkileri. Published in: IX. Tarım Ekonomisi Kongresi. (21. September 2010)

Aktas, Erkan and Özenç, Çiğdem and Arıca, Feyza (2010): The Impact of Oil Prices in Turkey on Macroeconomics.

Alexiou, Constantinos and Tsaliki, Persefoni and Tsoulfidis, Lefteris (2008): The Greek Hyperinflation Revisited. Published in: Ekonomia , Vol. 11, No. 1 (2008): pp. 19-34.

Ali, Sharafat (2013): The Small and Medium Enterprises and Poverty in Pakistan: An Empirical Analysis. Published in: European Journal of Business and Economics , Vol. 8, No. 2 (September 2013): pp. 25-30.

Alimi, R. Santos (2013): Testing Augmented Wagner’s Law for Nigeria Based on Cointegration and Error-Correction Modelling Techniques.

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

Almeida, Pedro Cameira de and Fuinhas, José Alberto and Marques, António Cardoso (2011): A assimetria dos ciclos económicos: Evidência internacional usando o teste triples.

Almosabbeh, Imadeddin (2008): العوامل المؤثرة في البطالة في الجمهورية العربية السورية دراسة تطبيقية باستخدام منهجية التكامل المشترك.

Alper, C. Emre and Saglam, Ismail (1999): The Equilibrium Real Exchange Rate: Evidence from Turkey. Published in: Topics in Middle Eastern and North African Economies , Vol. 2, No. 1 (September 2000)

Anas, Jacques and Ferrara, Laurent (2002): Un indicateur d'entrée et sortie de récession: application aux Etats-Unis. Published in: Document de travail du COE No. 58 : pp. 1-56.

Antonakakis, Nikolaos (2012): Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades.

Antonakakis, Nikolaos (2012): Exchange return co-movements and volatility spillovers before and after the introduction of Euro.

Antonakakis, Nikolaos (2012): The great synchronization of international trade collapse.

Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Filis, George (2012): Dynamic Co-movements between Stock Market Returns and Policy Uncertainty.

Antonakakis, Nikolaos and Darby, Julia (2012): Forecasting Volatility in Developing Countries' Nominal Exchange Returns.

Antonakakis, Nikolaos and Dragouni, Mina and Filis, George (2013): Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries.

Antonakakis, Nikolaos and Kizys, Renatas and Floros, Christos (2014): Dynamic Spillover Effects in Futures Markets.

Antonakakis, Nikolaos and Vergos, Konstantinos (2012): Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis.

Ardia, David (2003): Fear Trading.

Ardic, Oya Pinar (2006): Output, the Real Exchange Rate, and the Crises in Turkey. Published in: Topics in Middle Eastern and North African Economies, MEEA Online Journal , Vol. 8, (2006)

Ardliansyah, Rifqi (2012): Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets.

Arevilca Vasquez, Bismarck Javier and Risso Charquero, Adrian Winston (2007): Balance of payments constrained growth model: evidence for Bolivia 1953-2002.

Arora, Vipin (2014): Estimates of the Price Elasticities of Natural Gas Supply and Demand in the United States.

Aruga, Kentaka and Managi, Shunsuke (2011): Linkage among the U.S. Energy Futures Markets.

Aruga, Kentaka and Managi, Shunsuke (2011): Price Linkages in the Copper Futures, Primary, and Scrap Markets. Published in: Resources, Conservation and Recycling , Vol. 56, (31. August 2011): pp. 43-47.

Atif, Syed Muhammad and Siddiqi, Muhammad Wasif (2010): The Electricity Consumption and Economic Growth Nexus in Pakistan: A New Evidence.

Azuara, Oliver and Marinescu, Ioana (2011): Informality and the expansion of social protection programs.


Baafi Antwi, Joseph (2010): Ghana's Economic Growth in perspective: A time series approach to Convergence and Growth Determinants. Published in: DiVA (23. June 2010): pp. 1-72.

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.

Bai, Zhidong and Hui, Yongchang and Wong, Wing-Keung (2012): New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion.

Balaguer, Jacint and Ripollés, Jordi (2013): Asymmetric fuel price responses under heterogeneity.

Balcilar, Mehmet and Bagzibagli, Kemal (2010): Sources of Macroeconomic Fluctuations in MENA Countries.

Balli, Faruk and Elsamadisy, Elsayed (2010): Modelling the Currency in Circulation for the State of Qatar.

Balogun, Emmanuel Dele and Dauda, Risikat O. S. (2012): Poverty and employment impact of trade liberalization in Nigeria: empirical evidence and policy implications.

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

Bandi, Federico and Moloche, Guillermo (2008): On the functional estimation of multivariate diffusion processes.

Bandyopadhyay, Kaushik Ranjan (2009): Does OPEC act as a Residual Producer?

Barhoumi, Karim (2006): Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation.


Barnett, William A. and Chauvet, Marcelle and Leiva-Leon, Danilo (2014): Real-Time Nowcasting Nominal GDP Under Structural Break.

Barnett, William A. and Diewert, W. Erwin and Zellner, Arnold (2009): Introduction to Measurement with Theory.

Barnett, William A. and Seck, Ousmane (2006): Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up?

Bashar, Omar H M N (2009): The Nature of Aggregate Demand and Supply Shocks in ASEAN Countries.

Basher, Syed A. and Fachin, Stefano (2008): The long-term decline of internal migration in Canada – Ontario as a case study.

Basher, Syed A. and Westerlund, Joakim (2006): Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models. Forthcoming in: Applied Economics Letters

Basher, Syed A. and Westerlund, Joakim (2008): Panel Cointegration and the Monetary Exchange Rate Model.

Basher, Syed Abul and Elsamadisy, Elsayed Mousa (2010): Country Heterogeneity and Long-Run Determinants of Inflation in the Gulf Arab States.

Basher, Syed Abul and Fachin, Stefano (2011): The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States.

Bastourre, Diego (2008): Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio.

Baumohl, Eduard and Lyocsa, Stefan (2013): Volatility and dynamic conditional correlations of European emerging stock markets.

Baumöhl, Eduard (2013): Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach.

Bayraci, Selcuk and Demiralay, Sercan (2013): Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets.

Bell, Peter N (2014): A Method for Experimental Events that Break Cointegration: Counterfactual Simulation.

Ben Cheikh, Nidhaleddine and Louhichi, Waël (2013): The Exchange Rate Pass-Through in a Cointegrated VAR Model.

Benamar, Abdelhak and CHERIF, Nasreddine and Benbouziane, Mohamed (2011): Money and prices in the Maghreb countries: cointegration and causality analyses. Published in: International Journal of Business and Social Science , Vol. Vol. 2, No. Special Issue – December 2011 (21. December 2011): pp. 92-107.

Bentes, Sonia R and Menezes, Rui (2012): On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility.

Bento Cerdeira, João Paulo (2012): The role of foreign direct investment in the renewable electricity generation and economic growth nexus in Portugal: a cointegration and causality analysis. Forthcoming in:

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

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.

Bezemer, Dirk and Grydaki, Maria (2013): Debt and the U.S. Great Moderation.

Bezemer, Dirk J and Grydaki, Maria (2012): Mortgage Lending and the Great moderation: a multivariate GARCH Approach.

Bianchi, Carlo and Calzolari, Giorgio and Cleur, Eugene M. (1978): Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy. Published in: Compstat 1978, Proceedings in Computational Statistics No. Ed. by L. C. A. Corsten, and J. Hermans. Vienna: Physica Verlag (1978): pp. 348-354.

Bianchi, Giuseppe and Cesaroni, Tatiana and Ricchi, Ottavio (2010): Previsioni delle Spese del Bilancio dello Stato attraverso i flussi di contabilità finanziaria.

Bilgili, Faik (2007): The Permanent and Transitory Effects on Consumption and Income: Evidence from the Turkish Economy.

Bilgili, Faik (2006): Random walk, excess smoothness or excess sensitivity? Evidence from literature and an application for Turkish economy.

Bokusheva, Raushan (2010): Measuring the dependence structure between yield and weather variables.

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

Bollino, Carlo Andrea and Ciferri, Davide and Polinori, Paolo (2013): Integration and Convergence in European Electricity Markets.

Boschi, Melisso (2004): International Financial Contagion: Evidence from the Argentine Crisis of 2001-2002. Published in: Applied Financial Economics , Vol. 15, No. 3 (February 2005): pp. 153-163.

Boschi, Melisso and Girardi, Alessandro (2005): Does one monetary policy fit all? the determinants of inflation in EMU countries. Published in: Current Politics and Economics of Europe , Vol. 1/2, No. 19 (January 2008): pp. 31-62.

Boschi, Melisso and Girardi, Alessandro (2009): The contribution of domestic, regional and international factors to Latin America's business cycle.

Boubacar Mainassara, Yacouba (2009): Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms.

Boubacar Mainassara, Yacouba and Francq, Christian (2009): Estimating structural VARMA models with uncorrelated but non-independent error terms.

Boufateh, Talel and Ajmi, Ahdi Noomen and El Montasser, Ghassen and Issaoui, Fakhri (2013): Dynamic relationship between energy consumption and income in Tunisia: A SVECM approach.

Bouzahzah, Mohamed and El Menyari, Younesse (2013): The relationship between international tourism and economic growth: the case of Morocco and Tunisia.

Brambila Macias, Jose (2008): The Dynamics of Parallel Economies. Measuring the Informal Sector in México.

Brissimis, Sophocles and Migiakis, Petros (2011): Inflation persistence and the rationality of inflation expectations.

Brissimis, Sophocles N. and Garganas, Eugenie N. and Hall, Stephen G. (2012): Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?

Brunhart, Andreas (2012): Identification of Liechtenstein's Historic Economic Growth and Business Cycles by Econometric Extensions of Data Series. Published in: KOFL Working Papers No. 14 (November 2012)

Bruno, Giancarlo and Lupi, Claudio (2003): Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data.

Bukowski, Maciej and Koloch, Grzegorz and Lewandowski, Piotr (2008): Shocks and rigidities as determinants of CEE labor markets' performance. A panel SVECM approach.

Buono, Dario and Alpay, Kocak (2010): Backward recalculation of seasonal series affected by economic crisis: a Model-Based-Link method for the case of Turkish GDP. Published in: Euroindicators working papers No. ISSN 1977-3331 EWP 2011/005 (26. March 2012)

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

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

Bystrov, Victor (2013): A factor-augemented model of markup on mortgage loans in Poland.

Bystrov, Victor and di Salvatore, Antonietta (2012): Martingale approximation for common factor representation.


Cagnone, Silvia and Bartolucci, Francesco (2013): Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data.

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

Caiado, Jorge and Crato, Nuno (2005): Discrimination between deterministic trend and stochastic trend processes. Published in: Proceedings of the XIth International Conference on Applied Stochastic Models and Data Analysis : pp. 1419-1424.

Caiado, Jorge and Crato, Nuno (2007): A GARCH-based method for clustering of financial time series: International stock markets evidence. Forthcoming in: Proceedings of the XIIth Applied Stochastic Models and Data Analysis International Conference

Caiado, Jorge and Crato, Nuno (2009): Identifying common dynamic features in stock returns.

Caiado, Jorge and Crato, Nuno (2007): Identifying common spectral and asymmetric features in stock returns.

Caiado, Jorge and Crato, Nuno (2008): Identifying the evolution of stock markets stochastic structure after the euro.

Caiado, Jorge and Crato, Nuno and Peña, Daniel (2007): Comparison of time series with unequal length.

Caiado, Jorge and Crato, Nuno and Peña, Daniel (2009): Comparison of time series with unequal length in the frequency domain. Published in: Communications in Statistics: Simulation and Computation , Vol. 38, (April 2009): pp. 527-542.

Caiado, Jorge and Crato, Nuno and Peña, Daniel (2006): An interpolated periodogram-based metric for comparison of time series with unequal lengths. Published in: Proceedings of the 2006 Joint Statistical Meetings, American Statistical Association

Calzolari, Giorgio and Fiorentini, Gabriele (1994): Conditional heteroskedasticity in nonlinear simultaneous equations. Published in: Florence: European University Institute No. Working Paper ECO No. 94/44 (November 1994): pp. 1-19.

Caporin, Massimiliano and Jimenez-Martin, Juan-Angel and Gonzalez-Serrano, Lydia (2013): Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises.

Caporin, Massimiliano and Kolokolov, Aleksey and Renò, Roberto (2014): Multi-jumps.

Carrasco Gutierrez, Carlos Enrique and Castro Souza, Reinaldo and Teixeira de Carvalho Guillén, Osmani (2009): Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features. Published in: Brazilian Review of Econometrics

Carrillo, Paul A. (2010): Efectos Macroeconómicos de la Política Fiscal en Ecuador 1993-2009. Forthcoming in: Revista Fiscalidad , Vol. 6, (2011)

Carrillo, Paul A. (2010): Una Evaluación Macroeconométrica de la Efectos de la Política Fiscal en Ecuador con Hechos Estilizados. Forthcoming in: Revista Fiscalidad , Vol. 6, (2011)

Casadio, Paolo and Paradiso, Antonio (2010): Private sector balance, financial markets, and U.S. cycle: A SVAR analysis.

Cassette, Aurélie and Farvaque, Etienne (2009): Australian and American tariffs policies: do they rock or tango?

Cassette, Aurélie and Farvaque, Etienne (2009): Australian and American tariffs policies: do they rock or tango?

Cavalcante, Mileno (2010): An Analysis of the relationship between WTI term structure and oil market fundamentals in 2002-2009. Published in: 33rd IAEE International Conference No. Conference Proceedings (June 2010)

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

Cerro, Ana Maria and Michel Rivero, Andrés (2012): Business cycles and crime. the case of Argentina.

Cerro, Ana María and Rodríguez Andrés, Antonio (2010): The Effect of Crime on the Job Market: An ARDL approach to Argentina.

Cesaroni, Tatiana (2008): Estimating potential output using business survey data in a SVAR framework.

Chakraborty, Pinaki and Chakraborty, Lekha S (2006): Is Fiscal Policy Contracyclical in India: An Empirical Analysis.

Chan, Joshua and Eisenstat, Eric (2012): Marginal Likelihood Estimation with the Cross-Entropy Method.

Chan, Joshua and Strachan, Rodney (2012): Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods.

Chan, Tze-Haw (2002): Dynamic financial linkages among the Asia Pacific economies: an empirical assessment of real interest parity condition.

Chan, Tze-Haw and Baharumshah, Ahmad Zubaidi (2003): Measuring Capital Mobility in the Asia Pacific Rim. Published in: Open Economy Macroeconomics in East Asia-Chapter 9 (2005): pp. 169-195.

Chan, Tze-Haw and Khong, Wye Leong Roy and Baharumshah, Ahmad Zubaidi (2003): Dynamic Financial Linkages of Japan and ASEAN Economies: An Application of Real Interest Parity. Published in: Capital Markets Review , Vol. 11 (1 , No. special issue (2003): pp. 23-40.

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

Chang, Chia-Lin and Ke, Yu-Pei (2014): Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds.

Chapda Nana, Guy and Gervais, Jean-Philippe and Larue, Bruno (2010): Regional Integration and Dynamic Adjustments: Evidence from a Gross National Product Function for Canada and the United States.

Chassem, Nacisse Palissy (2011): Effets de long terme du taux de change réel sur la balance commerciale nominale et réelle en zone Franc africaine.

Chassem, Nacisse Palissy (2011): Hypothèse de Thirlwall: cas des pays de la zone Franc.

Chatterjee, Sidharta (2009): Market Wide Liquidity Instability in Business Cycles.

Chauvet, Marcelle and Senyuz, Zeynep (2008): A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles.

Chauvet, Marcelle and Senyuz, Zeynep and Yoldas, Emre (2010): What does financial volatility tell us about macroeconomic fluctuations?

Cheng, Ka Ming and Kim, Hyeongwoo and Thompson, Henry (2009): The Exchange Rate and US Tourism Balance of Trade.

Chilarescu, Constantin and Viasu, Ioana Luciana (2011): Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres.

Chin-Hong, Puah and Lee-Chea, Hiew (2010): Financial Liberalization, Weighted Monetary Aggregates and Money Demand in Indonesia. Published in: Labuan Bulletin of International Business & Finance , Vol. 8, (December 2010): pp. 76-93.

Chollete, Loran and Heinen, Andreas and Valdesogo, Alfonso (2008): Modeling International Financial Returns with a Multivariate Regime Switching Copula.

Chomteu Kouam, Sorel Francine and Abo Ekomie, Alain and Bahouayila, Chancel (2010): Effet du taux de change réel sur la balance commerciale: le cas du Gabon.

Choudhary, Ali and Hanif, Nadim and Iqbal, Javed (2013): On smoothing macroeconomic time series using HP and modified HP filter.

Cifter, Atilla and Ozun, Alper (2007): Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006).

Cifter, Atilla and Ozun, Alper (2007): Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey.

Cifter, Atilla and Ozun, Alper (2007): The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey.

Cioffi, Antonio and Santeramo, Fabio Gaetano and Vitale, Cosimo (2009): The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes.

Craigwell, Roland and Greenidge, Kevin and Maynard, Tracy (2009): Exchange rate regimes and monetary autonomy: Empirical evidence from selected Caribbean countries. Published in: Central Bank of Barbados Economic Review , Vol. 36, No. 2 (2009): pp. 22-36.


D'Adamo, Gaetano (2010): Estimating Central Bank preferences in a small open economy: Sweden 1995-2009.

D'Adamo, Gaetano (2011): Wage spillovers across sectors in Eastern Europe.

D'Agostino, Antonello and Mendicino, Caterina (2014): Expectation-Driven Cycles: Time-varying Effects.

Das, Rituparna (2009): Endogenous Money, Output and Prices in India.

Das, Seshanwita and Das, Tapas (2012): A Time-series Analysis of Impact of FDI on Economic Development In India during Post-reforms Era (1991-2010). Published in: International Journal of Management, IT & Engineering , Vol. 2, No. 12 (December 2012): pp. 529-545.

Dağdeviren, Sengül and Ogus Binatli, Ayla and Sohrabji, Niloufer (2011): Misalignment under different exchange rate regimes: the case of Turkey. Published in: Economie Internationale , Vol. 2012, No. 130 (2012): pp. 81-98.

Dechert, Andreas (2012): Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks.

Degiannakis, Stavros and Duffy, David and Filis, George (2013): Time-varying Business Cycles Synchronisation in Europe. Forthcoming in: Scottish Journal of Political Economy , Vol. N/A, No. not known yet

Delavari, Majid and Gandali Alikhani, Nadiya (2013): The Dynamic Effects of Crude Oil and Natural Gas Prices on Iran's Methanol.

Delavari, Majid and Gandali Alikhani, Nadiya (2012): The Effect of Crude Oil Price on the Methanol price.

Delavari, Majid and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRAN's Methanol.

Deluna, Roperto Jr and Pedida, Sunshine (2014): Overseas Filipino Workers Remittances, Inequality and Quality of Life in the Philippines.

Demary, Markus (2009): The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics.

Detotto, Claudio and Pulina, Manuela (2010): Assessing substitution and complementary effects amongst crime typologies. Published in: European Journal on Criminal Policy and Research (February 2013)

Di Giulio, Daniele (2009): Bank lending to the production sector: credit crunch or extra-credit?

Diego, Cerdeiro (2010): Measuring Monetary Policy in Open Economies.


Dima, Bogdan and Barna, Flavia and Pirtea, Marilen (2007): ROMANIAN CAPITAL MARKET AND THE INFORMATIONAL EFFICIENCY.

Dima, Bogdan and Pirtea, Marilen and Barna, Flavia and Murgea, Aurora and Nachescu, Miruna (2007): The Analysis of the Bucharest Stock Exchange Financial Sector.

Dimitris, Chrsitopoulos and Miguel, Leon-Ledesma (2009): International Output Convergence, Breaks, and Asymmetric Adjustment.

Dinda, Soumyananda (2011): Carbon emission and production technology: evidence from the US.

Dinda, Soumyananda (2012): Factors Determining FDI in Nigeria: Role of Emerging Economies. Published in: Asian Journal of Research in Social Science and Humanities , Vol. 2, No. 9 (4. September 2012): pp. 1-10.

Dinda, Soumyananda (2009): Factors determining FDI in Nigeria: an empirical investigation.

Dobrescu, Emilian (2013): Modelling the sectoral structure of the final output.

Dominique, C-René and Rivera-Solis, Luis Eduardo (2011): Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index. Forthcoming in: International Business and Management , Vol. Vol.3, No. No.2 (30. November 2011): pp. 1-13.

Doran, Justin and Fingleton, Bernard (2012): Economic shocks and growth: spatio-temporal perspectives on Europe's economies in a time of crisis. Forthcoming in: Papers in Regional Science

Dramani, Latif and Laye, Oumy (2007): Impact du Commerce bilatéral Intra-Zone dans la zone UEMOA et CEMAC: Approche par les VAR Structurels.

Duasa, Jarita (2009): Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia.

Duasa, Jarita and Kassim, Salina (2008): Herd behaviour in Malaysian capital market: An empirical analysis.

Duasa, Jarita and Kassim, Salina (2008): Hot money and economic performance: An empirical analysis.

Dumitru, Ionut (2006): Estimarea cursului de schimb real de echilibru in România.

Duran-Vazquez, Rocio and Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2011): Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data. Forthcoming in: Espinosa-Ramirez, R. (coord.), "Topics on International Economic Relations", Universidad de Guadalajara, México

Duran-Vazquez, Rocio and Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2011): Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data. Forthcoming in: Espinosa-Ramirez, R. (coord.), "Topics on International Economic Relations", Universidad de Guadalajara, México

de Silva, Ashton (2008): Forecasting macroeconomic variables using a structural state space model.

de Silva, Ashton (2007): A multivariate innovations state space Beveridge Nelson decomposition.

de Silva, Ashton J (2010): Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches.

dogru, bulent (2013): Inflation and Inflation Uncertainty: Evidence from Turkey, 1923–2012.

dogru, bulent and marabaoglu, akif (2011): Impact of inflatıon gap to nomınal interest rates: case of Turkey.


Eita, Joel Hinaunye and Mbazima, Daisy (2008): The Causal Relationship Between Government Revenue and Expenditure in Namibia.

El Montasser, Ghassen (2012): The seasonal KPSS Test: some extensions and further results.

El Montasser, Ghassen (2014): The seasonal KPSS Test: some extensions and further results.

Ellahie, Atif and Ricco, Giovanni (2012): Government Spending Reloaded: Informational Insufficiency and Heterogeneity in Fiscal VARs.

Eo, Yunjong (2008): Bayesian Analysis of DSGE Models with Regime Switching.

Erdogdu, Oya Safinaz (2006): Political Decisions, Defence and Growth.

Erdogdu, Oya Safinaz (2007): Özel Sektör Tasarruflarında Mali Politika Etkileri.

Eruygur, Aysegul (2004): The impact of foreign interest rate on the macroeconomic performance of Turkey.

Ezzat, Hassan (2012): The Application of GARCH Methods in Modeling Volatility Using Sector Indices from the Egyptian Exchange. Published in: Journal of Money, Investment and Banking No. 27 (March 2013): pp. 68-85.

Ezzat, Hassan (2013): Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange. Published in: International Research Journal of Finance and Economics No. 113 (August 2013): pp. 136-146.

erdogdu, oya (2006): Tüketim ve Kamu Harcamaları: VECM modeli. Published in: İktisat,işletme ve finans No. 255 (June 2007): pp. 63-73.

erdogdu, oya safinaz (2007): The Effects of Energy Imports: The Case of Turkey.


Fakhri, Hasanov (2010): The Impact of Real Effective Exchange Rate on the Non-oil Export: The Case of Azerbaijan. Forthcoming in: Economic Journal of Economic Cooperation Organization No. 2nd issue

Fanelli, Luca (2007): Evaluating the New Keynesian Phillips Curve under VAR-based learning.

Fanelli, Luca (2005): Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area.

Fanelli, Luca (2005): Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area.

Fanelli, Luca and Cavaliere, Giuseppe and Gardini, Attilio (2004): Consumption risk sharing and adjustment costs.

Fanelli, Luca and Paruolo, Paolo (2007): Speed of Adjustment in Cointegrated Systems.

Fantazzini, Dean (2014): Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'. Published in: International Journal of Computational Economics and Econometrics , Vol. 1-2, No. 4 (2014): pp. 1-3.

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

Feng, Yuanhua (2006): A local dynamic conditional correlation model.

Feng, Yuanhua and Yu, Keming (2006): Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model.

Ferrara, Laurent (2006): A real-time recession indicator for the Euro area.

Ferroni, Filippo (2009): Trend agnostic one step estimation of DSGE models.

Foresti, Pasquale (2007): Is Latin America an Optimal Currency Area? Evidence from a Structural Vector Auto-regression analysis.

Foueka, Romuald (2009): Essai de justification de la croissance des dépenses publiques au Cameroun.

Fragetta, Matteo (2010): Monetary Policy and Identification in SVAR Models: A Data Oriented Perspective.

Francisco, Ramirez (2011): Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana.

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

Francq, Christian and Zakoian, Jean-Michel (2014): Estimating multivariate GARCH and stochastic correlation models equation by equation.

Francq, Christian and Zakoian, Jean-Michel (2010): QML estimation of a class of multivariate GARCH models without moment conditions on the observed process.

Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Bivariate causality analysis between FDI inflows and economic growth in Ghana.

Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Bounds testing approach: an examination of foreign direct investment, trade, and growth relationships. Forthcoming in: American Journal of Applied Sciences

Fuentes-Albero, Cristina (2007): Technology Shocks, Statistical Models, and The Great Moderation.

Fugarolas, Guadalupe and Mañalich, Isis and Matesanz, David (2007): ARE EXPORTS CAUSING GROWTH? EVIDENCE ON INTERNATIONAL TRADE EXPANSION IN CUBA, 1960-2004.

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.


Gachet, Ivan and Maldonado, Diego and Pérez, Wilson (2008): Determinantes de la Inflación en una Economía Dolarizada: El Caso Ecuatoriano. Published in: Cuestiones Economicas , Vol. 24, No. 1 (February 2008): pp. 5-28.

Gajewski, Krzysztof and Pawłowska, Małgorzata and Rogowski, Wojciech (2012): Relacje firm z bankami w Polsce w świetle danych ze sprawozdawczości bankowej. Published in: Materiały i Studia - National Bank of Poland No. 275 (October 2012)

Garz, Marcel (2014): Consumption, labor income uncertainty, and economic news coverage.

Gatt, William (2013): Forecasting inflation at the Central Bank of Malta. Published in: Central Bank of Malta Quarterly Review 2012 No. 4 (March 2013): pp. 68-71.

Gbaguidi, David Sedo (2011): Expectations impact on the effectiveness of the inflation-real activity trade-off.

Gbaguidi, David Sedo (2011): Regime switching in a new Keynesian Phillips Curve with non-zero steady-state inflation Rate.

Gomez-Sorzano, Gustavo (2006): The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019.

Gomez-Sorzano, Gustavo (2006): A structural model for corporate profit in the U.S. industry.

Goncharuk, Anatoliy G. (2006): Прогнозирование эффективности экономики Украины.

Gonzalez-Astudillo, Manuel (2009): An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play.

Gonzalez-Astudillo, Manuel (2013): Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients.

Gonzalez-Astudillo, Manuel (2011): Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy.

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

Goyal, Ashima and Paul, Manas (2004): Interest groups or incentives: the political economy of fiscal decay. Published in: Reforms, Institutions and Policies: Challenges Confronting the Indian Economy (2004)

Goyal, Ashima and Pujari, Ayan Kumar (2005): Identifying long run supply curve of India. Published in: Journal of Quantitative Economics , Vol. Volume, No. New Series , No. 2 (July 2005): pp. 1-15.

Gradzewicz, Michal and Kolasa, Marcin (2004): Estimating the output gap in the Polish economy: the VECM approach. Published in: Bank i Kredyt , Vol. 35, No. 2 (February 2004): pp. 14-30.

Grammig, Joachin and Heinen, Andreas and Rengifo, Erick (2004): Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model.

Griffin, Jim and Steel, Mark F.J. (2008): Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes.

Grydaki, Maria and Bezemer, Dirk (2013): Did Credit Decouple from Output in the Great Moderation?

Grydaki, Maria and Bezemer, Dirk J. (2012): The Role of Credit in Great Moderation: a Multivariate GARCH Approach.

Guidi, Francesco (2010): Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets.

Guidi, Francesco (2009): The economic effects of oil prices shocks on the UK manufacturing and services sector.

Gurgul, Henryk and Lach, Łukasz (2011): Causality analysis between public expenditure and economic growth of Polish economy in last decade. Published in: Statistics in Transition: new series. International journal of the Polish Statistical Association , Vol. 11, (2011): pp. 329-359.

Gurgul, Henryk and Lach, Łukasz (2012): Financial Development and Economic Growth in Poland in Transition: Causality Analysis. Published in: Czech Journal of Economics and Finance , Vol. 62, (2012): pp. 347-367.

Gurgul, Henryk and Lach, Łukasz (2010): International trade and economic growth in the Polish economy. Published in: Operations Research and Decisions , Vol. 20, (2010): pp. 5-29.

Gurgul, Henryk and Lach, Łukasz (2012): Technological progress and economic growth: evidence from Poland. Published in: Ekonometria. Zastosowania Metod Ilościowych , Vol. 34, (2012): pp. 354-386.

Gurgul, Henryk and Lach, Łukasz (2012): Two deficits and economic growth: Case of CEE countries in transition. Published in: Managerial Economics , Vol. 12, (2012): pp. 79-108.

Gurgul, Henryk and Lach, Łukasz (2012): The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies. Published in: Betriebswirtschaftliche Forschung und Praxis , Vol. 64, No. 2 (2012): p. 2012.

Gurgul, Henryk and Lach, Łukasz (2010): The causal link between Polish stock market and key macroeconomic aggregates. Published in: Betriebswirtschaftliche Forschung und Praxis , Vol. 4, (2010): pp. 367-383.

Gurgul, Henryk and Lach, Łukasz (2012): The electricity consumption versus economic growth of the Polish economy. Published in: Energy Economics , Vol. 34, No. 2 (2012): pp. 500-510.

Gurgul, Henryk and Lach, Łukasz (2011): The impact of regional disparities on economic growth. Published in: Operations Research and Decisions , Vol. 22, No. 2 (2011): pp. 37-63.

Gurgul, Henryk and Lach, Łukasz (2011): The interdependence between energy consumption and economic growth in the Polish economy in the last decade. Published in: Managerial Economics , Vol. 9, (2011): pp. 25-48.

Gurgul, Henryk and Lach, Łukasz (2011): The role of coal consumption in the economic growth of the Polish economy in transition. Published in: Energy Policy , Vol. 39, (2011): pp. 2088-2099.

Gurgul, Henryk and Lach, Łukasz and Mestel, Roland (2012): The relationship between budgetary expenditure and economic growth in Poland. Published in: Central European Journal of Operations Research , Vol. 20, (2012): pp. 161-182.

Gurgul, Henryk and Łukasz, Lach (2011): Financial development and economic growth in Poland in transition: causality analysis.


Hall, Alastair R. and Han, Sanggohn and Boldea, Otilia (2008): Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS.

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

Hamrita, Mohamed Essaied (2014): Export-Led Growth in Tunisia: A wavelet filtering based analysis.

Hamzah, Siti Nur Zahara and Lau, Evan (2013): The Role of Social Factors in Explaining Crime.

Harding, Don (2002): The Australian Business Cycle: A New View.

Hasanov, Fakhri (2010): The impact of real oil price on real effective exchange rate: The case of Azerbaijan. Published in: Discussion Papers of DIW Berlin No. DP1041 (July 2010): pp. 1-28.

Hasanov, Mübariz and Omay, Tolga (2010): The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries. Forthcoming in: Emerging Markets and Finance and Trade , Vol. -, No. - (2011)

Hatemi-J, Abdulnasser (2011): Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia.

Hatemi-J, Abdulnasser (2011): Asymmetric generalized impulse responses and variance decompositions with an application.

Hatemi-J, Abdulnasser (2013): A New Asymmetric GARCH Model: Testing, Estimation and Application.

Hatemi-J, Abdulnasser and El-Khatib, Youssef (2010): Stochastic optimal hedge ratio: Theory and evidence. Published in: Applied Economics Letters , Vol. 8, No. 19 (2012): pp. 699-703.

Hatipoglu, Ozan and Alper, C. Emre (2007): Estimating Central Bank Behavior in Emerging Markets: The Case of Turkey.

He, Yijun and Barnett, William A. (2006): Existence of bifurcation in macroeconomic dynamics: Grandmont was right.

Hernandez Martinez, Fernando (2009): Efectos del incremento del precio del petróleo en la economía española: Análisis de cointegración y de la política monetaria mediante reglas de Taylor. Published in: FUNCAS Working Papers Series No. 1988-8767 (February 2009)

Heryan, Tomas and Stavarek, Daniel (2010): How related are interbank and lending interest rates? Evidence on selected EU countries. Published in: European Financial and Accounting Journal , Vol. 5, No. 3-4 : pp. 42-55.

Herzer, Dierk and Kemper, Niels and Zamparelli, Luca (2009): Balanced growth and structural breaks: Evidence for Germany.

Hina, Hafsa and Qayyum, Abdul (2013): Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors.

Hirota, Keiko (2006): Passenger Car Ownership Estimation toward 2030 in Japan: BAU Scenario with Socio-economic Factors. Published in: Studies in Regional Science , Vol. 37, No. 1 (2007): pp. 25-39.

Holt, Matthew T. and Balagtas, Joseph V. (2009): Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand. Forthcoming in: American Journal of Agricultural Economics , Vol. 91, No. 5 (2009)

Holt, Matthew T. and Goodwin, Barry K. (2009): The Almost Ideal and Translog Demand Systems. Forthcoming in: Contributions to Economic Analysis, Quantifying Consumer Preferences , Vol. 288, (2009)

Hooy, Chee Wooi and Chan, Tze-Haw (2008): The Impact of Yuan/Ringgit on Bilateral Trade Balance of China and Malaysia.

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

Huang, Y-F. (2012): Forecasting Chinese inflation and output: A Bayesian vector autoregressive approach.

Huhtala, Anni and Toppinen, Anne and Boman, Mattias (2003): When the theory is not enough – valuation of forest resources with “efficiency” prices in practice. Published in: Journal of Forest Economics , Vol. 9, No. 3 (2003): pp. 205-222.

Hurvich, Clifford and Wang, Yi (2009): A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects. Forthcoming in: Journal of Business and Economic Statistics

Hussain, Karrar (2009): Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan.

Hyde, Stuart J and Bredin, Don P and Nguyen, Nghia (2007): Correlation dynamics between Asia-Pacific, EU and US stock returns.


Idrovo Aguirre, Byron and Caro S., Juan Carlos (2008): Indicadores de Actividad para la Inversión en Infraestructura y Vivienda. Published in: Documentos de Trabajo - Cámara Chilena de la Construcción , Vol. 51, No. 51 (30. January 2009): pp. 1-29.

Idrovo Aguirre, Byron and Tejada, Mauricio (2010): Modelos de predicción para la inflación de Chile. Published in: Cámara Chilena de la Construcción. Documentos de trabajo (29. March 2010)

Iqbal, Javed (2011): Forecasting Performance of Alternative Error Correction Models.

Iqbal, Javed and Nadeem, Khurram (2006): Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan. Published in: Pakistan Economic and Social Review , Vol. 44, No. 1 (June 2006): pp. 39-56.

Islam, Faridul and Shahbaz, Muhammad and Alam, Mahmudul (2011): Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis.

Islas-Camargo, Alejandro and Cortez, Willy W. (2011): How relevant is monetary policy to explain Mexican unemployment fluctuations?

Islas-Camargo, Alejandro and Cortez, Willy W. (2011): Revisiting Okun's law for Mexico: an analysis of the permanent and transitory components of unemployment and output.

Ismail, Mohd Adib and Mawar, Murni Yunus (2012): Energy use, emissions, economic growth and trade: A Granger non-causality evidence for Malaysia.


Jackman, Mahalia (2010): Money demand and economic uncertainty in Barbados.

Jackman, Mahalia (2010): Money demand and economic uncertainty in Barbados. Published in: The Empirical Economics Letters , Vol. 10, (May 2011)

Jahan-Parvar, Mohammad R. and Mohammadi, Hassan (2008): Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach. Forthcoming in: Journal of Developing Areas , Vol. 1, No. 44 (2010)

Jang, Tae-Seok (2012): Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations.

Jang, Tae-Seok (2012): Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations.

Jangili, Ramesh (2011): Causal relationship between saving, investment and economic growth for India – what does the relation imply? Published in: Reserve Bank of India Occasional Papers , Vol. 32, No. 1 (2011): pp. 25-39.

Jean Louis, Rosmy and Balli, Faruk and Osman, Mohammad (2009): Is the US dollar a suitable anchor for the newly proposed GCC currency? Published in: THe World Economy , Vol. 33, No. 12 (December 2010): pp. 1898-1922.

Jean Louis, Rosmy and Brown, Ryan and Balli, Faruk (2011): On the Feasibility of Monetary Union: Does It Make Sense to Look for Shocks Symmetry across Countries When None of the Countries Constitutes an Optimum Currency Area? Published in: Economic Modelling , Vol. vol 28, No. 6 (2011): pp. 2701-2718.

Jee, Hui-Siang Brenda and Lau, Evan and Puah, Chin-Hong and Abu Mansor, Shazali (2010): Domestic fuel price and economic sectors in Malaysia: a future of renewable energy?

Jensen, Mark J and Maheu, John M (2013): Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis.

Jiménez Sotelo, Renzo (2003): Riesgo crediticio derivado del riesgo cambiario: Perspectiva de una Economía Latinoamericana Parcialmente Dolarizada. Published in: Revista Apuntes No. 52 (31. December 2004): pp. 91-134.

Jin, Xin and Maheu, John M (2014): Modeling Covariance Breakdowns in Multivariate GARCH.

Jingwa A, Brian (2011): Improving biodiversity monitoring by modeling relative abundance from "presence only" data. Published in: tUL Diepenbeek No. 2011 (2011)

Jiranyakul, Komain (2009): Relationship among Money, Prices and Aggregate Output in Thailand. Published in: Empirical Economics Letters , Vol. 8, No. 11 (2009): pp. 1063-1071.


KARGI, Bilal (2014): The Effects of Oil Prices On Inflation and Growth: Time Series Analysis In Turkish Economy For 1988:01-2013:04 Period. Published in: International Journal of Economics and Research , Vol. 2, No. 5 (March 2014): pp. 29-36.

KARGI, Bilal (2013): Konut Piyasası ve Ekonomik Büyüme İlişkisi: Türkiye Üzerine Zaman Serileri Analizi (2000-2012). Published in: International Journal of Human Sciences , Vol. 10, No. 1 (February 2013): pp. 897-926.

Karahasan, Burhan Can (2009): Causal Links Between Trade And Economic Growth Evidence From Turkey And European Union Countries. Published in: Proceedings of GBATA (2009)

Karan Singh, B and Kanakaraj, A and Sridevi, T.O (2010): Revisiting the empirical existence of the Phillips Curve for India. Published in: Journal of Asian Economics , Vol. 2, No. 22 (1. June 2011): pp. 1-20.

Karapanagiotidis, Paul (2014): Dynamic State-Space Models.

Karapanagiotidis, Paul (2012): Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility.

Karimi, Mohammad Sharif and Yusop, Zulkornain (2009): FDI and Economic Growth in Malaysia. Forthcoming in: Asian-African Journal of Economics and Econometrics

Kenny, Geoff and Meyler, Aidan and Quinn, Terry (1998): Bayesian VAR Models for Forecasting Irish Inflation. Published in: Central Bank and Financial Services Authority of Ireland Technical Paper Series , Vol. 1998, No. 4/RT/98 (December 1998): pp. 1-37.

Khan, Muhammad Arshad and Qayyum, Abdul (2007): EXCHANGE RATE DETERMINATION IN PAKISTAN: EVIDENCE BASED ON PURCHASING POWER PARITY THEORY. Published in: Pakistan Economic and Social Review , Vol. 44, No. 2 (December 2007): pp. 181-202.

Khatun, Fahmida and Ahamad, Mazbahul G. (2012): Investigating the determinants of inflationary trends in Bangladesh: an ARDL bounds F-Test Approach.

Khayyat, Nabaz T. and Lee, Jongsu and Lee, Jeong-Dong (2014): How ICT Investment Influences Energy Demand in South Korea and Japan?

Khemraj, Tarron (2011): The Non-Zero Lower Bound Lending Rate and the Liquidity Trap.

Khiabani, Nasser (2010): How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran.

Khundrakpam, Jeevan Kumar (2013): Are there Asymmetric Effects of Monetary Policy in India?

Khundrakpam, Jeevan Kumar (2013): A Note on Differential Asymmetric Effects of Money Supply and Policy Rate Shocks in India.

Kim, Hyeongwoo (2009): Generalized Impulse Response Analysis: General or Extreme?

Kim, Hyeongwoo (2011): VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored.

Kitov, Ivan and KItov, Oleg (2013): Does Banque de France control inflation and unemployment?

Kitov, Ivan and Kitov, Oleg and Dolinskaya, Svetlana (2007): Inflation as a function of labor force change rate: cointegration test for the USA.

Kitov, Ivan and Kitov, Oleg and Dolinskaya, Svetlana (2007): Relationship between inflation, unemployment and labor force change rate in France: cointegration test.

Klein, Achim and Urbig, Diemo and Kirn, Stefan (2008): Who drives the Market? Estimating a heterogeneous Agent-based Financial Market Model using a Neural Network Approach.

Ko, Byoung Wook (2010): An application of dynamic factor model to dry Bulk Market - focusing on the analysis of synchronicity and idiosyncrasy in the sub-markets with different ship - size. Forthcoming in: KMI International Journal of Maritime Affairs and Fisheries , Vol. 3, No. 1

Kociecki, Andrzej (2013): Further Results on Identification of Structural VAR Models.

Kociecki, Andrzej (2012): Orbital Priors for Time-Series Models.

Kociecki, Andrzej (2013): Towards Understanding the Normalization in Structural VAR Models.

Komijani, Akbar and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran. Published in: International Journal of Energy Economics and Policy , Vol. 3, No. 1 (1. January 2013): pp. 43-50.

Koop, Gary and Korobilis, Dimitris (2013): A New Index of Financial Conditions.

Korap, Levent (2008): Determinants of reserve money demand: a multivariate co-integrating approach. Published in: Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi , Vol. 1, No. 2 (2008): pp. 33-42.

Korap, Levent (2010): Identification of ‘pull’ & ‘push’ factors for the portfolio flows: SVAR evidence from the Turkish economy. Published in: Doğuş University Journal , Vol. 2, No. 11 (2010): pp. 223-232.

Korap, Levent (2009): On the links between inflation, output growth and uncertainty: system-GARCH evidence from the Turkish economy. Published in: İktisat İşletme ve Finans , Vol. 24, No. 285 (December 2009): pp. 89-110.

Korap, Levent (2010): Testing homogeneity for real income and prices in a money demand equation: the case of Turkey. Published in: İstanbul Üniversitesi İktisat Fakültesi Maliye Araştırma Merkezi Konferansları , Vol. 53, (2010): pp. 59-76.

Korap, Levent (2010): Threshold GARCH modeling of the inflation & inflation uncertainty relationship: historical evidence from the Turkish economy. Published in: İstanbul Üniversitesi İktisat Fakültesi Mecmuası , Vol. 60, No. 2 (2010): pp. 157-172.

Korap, Levent (2011): A closer look at the money multipliers for the Turkish economy: Is there a stable relationship? Published in: İstanbul Üniversitesi İktisat Fakültesi Memuası , Vol. 1, No. 61 (2011): pp. 283-299.

Korap, Levent (2011): An empirical model for the Turkish trade balance: new evidence from ARDL bounds testing analyses. Published in: İstanbul University Department of Economics Econometrics and Statistics e-Journal , Vol. 14, (2011): pp. 38-61.

Korap, Levent (2010): A small scaled business-cycle analysis of the Turkish economy: some counter-cyclical evidence using new income series. Published in: İstanbul Üniversitesi İktisat Fakültesi Mecmuası , Vol. 60, No. 1 (2010): pp. 71-96.

Korap, Levent and Aslan, Özgür (2010): Re-examination of the long-run purchasing power parity: further evidence from Turkey. Published in: Applied Economics , Vol. 42, No. 27 (2010): pp. 3559-3564.

Korap, Levent and Saatçioğlu, Cem (2009): New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy. Published in: Doğuş University Journal , Vol. 10, No. 2 (July 2009): pp. 235-248.

Korobilis, Dimitris (2009): Assessing the transmission of monetary policy shocks using dynamic factor models.

Korobilis, Dimitris (2014): Data-based priors for vector autoregressions with drifting coefficients.

Korobilis, Dimitris (2008): Forecasting in vector autoregressions with many predictors. Published in: Advances in Econometrics , Vol. 23, (November 2008): pp. 403-431.

Korobilis, Dimitris (2009): VAR forecasting using Bayesian variable selection.

Korobilis, Dimitris and Gilmartin, Michelle (2010): The dynamic effects of U.S. monetary policy on state unemployment.

Krishnankutty, Raveesh (2010): Testing the relationship between FDI inflow and out flow in India: a critical analysis.

Krishnankutty, Raveesh and Chakraborty, Kiran Shankar (2013): Determinants of debt capital in Indian corporate sector: a quantile regression analysis.

Kueh, Jerome Swee-Hui and Puah, Chin-Hong and Abu Mansor, Shazali (2009): Empirical analysis on emerging issues of Malaysia outward FDI from macroeconomic perspective. Published in: International Review of Business Research Paper , Vol. 5, No. 1 (2009): pp. 124-134.

Kueh, Jerome Swee-Hui and Puah, Chin-Hong and Lau, Evan and Abu Mansor, Shazali (2007): FDI-trade nexus: empirical analysis on ASEAN-5.

Kulaksizoglu, Tamer (2004): Measuring the Effectiveness of Competition Policy: Evidence from the Turkish Cement Industry.

Köksal, Bülent and Orhan, Mehmet (2012): Market risk of developed and developing countries during the global financial crisis.


L. Arnaut, Javier (2008): Demanda de dinero y liberalizacion financiera en Mexico: Un enfoque de cointegracion.

Laakkonen, Helinä and Lanne, Markku (2008): Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times.

Laborde, David and Rey, Serge (2001): Transmission internationale de la volatilité des prix d’actifs financiers : les relations entre les marchés français et américains de 1997 à 2000.

Lach, Łukasz (2010): Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems. Published in: Managing Global Transitions: International Research Journal , Vol. 8, (2010): pp. 167-186.

Lach, Łukasz (2010): Fixed capital and long run economic growth: evidence from Poland. Published in: Systems Science , Vol. 36, No. 4 (2010): pp. 33-50.

Lach, Łukasz (2011): Impact of hard coal usage for metal production on economic growth of Poland. Published in: Managerial Economics , Vol. 9, (2011): pp. 103-120.

Lach, Łukasz (2014): Oil usage, gas consumption and economic growth: Evidence from Poland. Forthcoming in: Energy Sources, Part B: Economics, Planning, and Policy

Lai, Jennifer /J.T. (2008): Capital flow to China and the issue of hot money: an empirical investigation.

Lanne, Markku and Ahoniemi, Katja (2008): Implied Volatility with Time-Varying Regime Probabilities.

Lanne, Markku and Luoto, Jani (2012): Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation? Published in: HECER Discussion Papers No. 351 (2012)

Lanne, Markku and Saikkonen, Pentti (2005): A Multivariate Generalized Orthogonal Factor GARCH Model.

Lanne, Markku and Saikkonen, Pentti (2010): Noncausal Vector Autoregression.

Lanne, Markku and Saikkonen, Pentti (2012): Supplementary appendix to "noncausal vector autoregression".

Lau, Evan and Hamzah, Siti Nur Zahara (2012): Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah.

Lau, Evan and Oh, Swee-Ling and Hu, Sing-Sing (2008): TOURIST ARRIVALS AND ECONOMIC GROWTH IN SARAWAK.

Lazea, Valentin and Cozmanca, Bogdan Octavian (2003): Currency substitution in Romania.

Le, Thai-Ha and Chang, Youngho (2011): Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities.

Lehmann, Robert and Wohlrabe, Klaus (2013): Sectoral gross value-added forecasts at the regional level: Is there any information gain?

Leitão, João (2007): The Taylor Effect on the Performances of the Red Devils’ Football Brand.

Leiva-Leon, Danilo (2013): A New Approach to Infer Changes in the Synchronization of Business Cycle Phases.

Lemoine, Matthieu and Mazzi, Gian Luigi and Monperrus-Veroni, Paola and Reynes, Frédéric (2008): Real time estimation of potential output and output gap for theeuro-area: comparing production function with unobserved componentsand SVAR approaches. Published in: Document de travail de l'OFCE , Vol. 34, (November 2008): pp. 1-44.

Levent, Korap (2007): Does the interest differential explain future exchange rate return? a re-examination of the UIP hypothesis for the Turkish economy. Published in: International Research Journal of Finance and Economics No. 10 (2007): pp. 120-128.

Levent, Korap (2009): Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme. Published in: Gaziantep Üniversitesi Sosyal Bilimler Dergisi , Vol. 8, No. 2 (2009): pp. 503-523.

Levent, Korap (2007): Impact of Exchange Rate Changes on Domestic Inflation: he Turkish Experience. Published in: The Business Review, Cambridge , Vol. 8, No. 2 (December 2007): pp. 150-158.

Levent, Korap (2008): Long-run relations between money, prices and output: the case of Turkey. Published in: Zonguldak Karaelmas Üniversitesi Sosyal Bilimler Dergisi , Vol. 4, No. 7 (2008): pp. 33-54.

Levent, Korap (2008): Modeling Turkish M2 broad money demand: a portfolio-based approach using implications for monetary policy. Published in: Selçuk Üniversitesi İktisadi ve İdari Bilimler Fakültesi Sosyal ve Ekonomik Araştırmalar Dergisi , Vol. 9, No. 15 (2008): pp. 1-13.

Levent, Korap (2008): Modeling base money demand and inflation for the Turkish economy. Published in: Doğuş University Journal , Vol. 9, No. 2 (2008): pp. 207-216.

Levent, Korap (2007): Modeling purchasing power parity using co-integration: evidence from Turkey. Published in: The Journal of American Academy of Business, Cambridge , Vol. 11, No. 2 (September 2007): pp. 51-57.

Levent, Korap (2009): Parasal büyüme ve tüketici enflasyonu değişim oranı arasındaki nedensellik ilişkisi üzerine bir deneme: Türkiye örneği. Published in: İstanbul Üniversitesi İktisat Fakültesi Ekonometri ve İstatistik e-Dergisi , Vol. 9, (2009): pp. 56-74.

Levent, Korap (2006): Seigniorage revenue and Turkish economy. Published in: Cumhuriyet Üniversitesi İktisadi ve İdari Bililer Dergisi , Vol. 7, No. 2 (2006): pp. 101-120.

Levent, Korap (2007): Structural VAR identification of the Turkish business cycles. Published in: International Research Journal of Finance and Economics , Vol. 9, (2007): pp. 72-86.

Levent, Korap (2007): Testing causal relationships between energy consumption, real income and prices: evidence from Turkey. Published in: Beykent University Journal of Social Sciences , Vol. 1, No. 2 (2007): pp. 1-29.

Levent, Korap (2008): Testing international parity hypothesis in a multivariate identified co-integrating system: the Turkish evidence. Published in: İstanbul Üniversitesi Sosyal Bilimler Meslek Yüksek Okulu Sosyal Bilimler Dergisi , Vol. 2008, No. 1 (2008): pp. 129-137.

Levent, Korap (2007): Testing quantity theory of money for the Turkish economy. Published in: Journal of BRSA Banking and Financial Markets , Vol. 1, No. 2 (2007): pp. 93-109.

Levent, Korap (2007): Turkish money demand, revisited: some implications for inflation and currency substitution under structural breaks. Published in: Boğaziçi Journal, Review of Social, Economic and Administrative Studies , Vol. 21, No. 1-2 (2007): pp. 107-127.

Levent, Korap (2006): An empirical analysis of Turkish inflation (1988-2004): some non-monetarist estimations. Published in: Erciyes Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi , Vol. 26, No. Ocak-Haziran (2006): pp. 83-101.

Levent, Korap (2008): A monetary model of TL/US$ exchange rate: a co-integrating approach. Published in: İstanbul Üniversitesi İşletme Fakültesi İşletme İktisadı Enstitüsü Dergisi , Vol. 19, No. 59 (2009): pp. 75-80.

Levent, Korap (2009): The search for co-integration between money, prices and income: low frequency evidence from the Turkish economy. Published in: panoeconomicus , Vol. LVI, No. 1 (2009): pp. 55-72.

Levent, Korap and Özgür, Aslan (2007): Exogenous characteristics of short-term capital flows: can they be under control? evidence from Turkey. Published in: İstanbul Üniversitesi Sosyal Bilimler Meslek Yüksekokulu Sosyal Bilimler Dergisi , Vol. 2007, No. 1 (2007): pp. 1-16.

Li, Hong and Mueller, Ulrich (2006): Valid Inference in Partially Unstable GMM Models.

Li, Kui-Wai (2011): Identifying the Signs of Currency Speculation in Hong Kong's Linked exchange Rate.

Li, Kui-Wai (2012): The US monetary performance prior to the 2008 crisis. Published in: Applied Economics , Vol. 45, No. 24 (2013): pp. 3449-3460.

Liew, Freddy (2012): Forecasting inflation in Asian economies. Forthcoming in:

Liew, Venus Khim-Sen (2009): Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen. Forthcoming in: Economics Bulletin (2009)

Liew, Venus Khim-Sen and Ahmad, Yusuf (2006): Income convergence? Evidence of non-linearity in the East Asian Economies: A comment.

Liew, Venus Khim-Sen and Baharumshah, Ahmad Zubaidi and Habibullah, Muzafar Shah and Midi, Habshah (2008): Monetary exchange rate model: supportive evidence from nonlinear testing procedures.

Lin, William and Sun, David (2006): Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels. Published in: Taiwan Banking and Finance Quarterly , Vol. 2, No. 8 (June 2007): pp. 1-24.

Liu, L. and Ni, Y.J (2009): Foreign Exchange Market Pressure and Monetary Policy: An Empirical Study Based on China’s Data. Forthcoming in:

Liu, Lin and Hussain, Syed (2013): Understanding the Sims-Cogley-Nason Approach in A Finite Sample.

Lof, Matthijs (2011): GMM estimation with noncausal instruments under rational expectations.

Lopez, Claude and Papell, David (2010): Convergence of Euro Area Inflation Rates.

Lopez, Claude and Papell, David (2010): Testing for Group-Wise Convergence with an Application to Euro Area Inflation.

Lorca-Susino, Maria (2008): The US Dollar and the Euro: Deus Ex-Machina. Published in: European Union Miami Analysis (EUMA), Special Series, , Vol. Vol. 5, (April 2008): pp. 1-12.

Lord, Montague (2000): Macroeconomic Dynamics of Egypt: An Integrated Approach to Trade and Exchange Rate Policy Reforms.

Lord, Montague J. (1999): The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate.

Lord, Montague J. (1994): A Macroeconomic Model for Romania's Flexible Exchange Rate System.

Lord, Montague J. (2001): Macroeconomic Policies for Poverty Reduction in Cambodia.

Lord, Montague J. (2005): A Macroeconomic Simulation Model for Uzbekistan: Technical Guide to Macroeconomic Applications.

Lord, Montague J. (2002): Modeling the Macro-Economy of Bangladesh.

Lord, Montague J. (1998): Modeling the Open Macro-Economy of Vietnam.

Louis, Rosmy and Osman, Mohammad and Balli, FAruk (2007): On The Road to Monetary Union – Do Arab Gulf Cooperation Council Economies React in the same way to United States' Monetary Policy Shocks?

Luati, Alessandra and Proietti, Tommaso (2009): Hyper-spherical and Elliptical Stochastic Cycles.

Lucchetti, Riccardo and Palomba, Giulio (2008): Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity.

Ludlow, Jorge (2010): Backward and forward closed solutions of multivariate models.

Ludlow-Wiechers, Jorge (2012): Backward and forward closed solutions of multivariate ARMA models.

Ludwig, Alexander (2013): Sovereign risk contagion in the Eurozone: a time-varying coefficient approach.

Lyócsa, Štefan and Výrost, Tomáš and Baumöhl, Eduard (2011): The instability of the correlation structure of the S&P 500.


Magazzino, Cosimo (2010): Wagner's law and Italian disaggregated public spending: some empirical evidences.

Magazzino, Cosimo (2010): Wagner's law and augmented Wagner's law in EU-27. A time-series analysis on stationarity, cointegration and causality. Published in: C.R.E.I. Working Papers No. 05 (October 2010)

Magazzino, Cosimo (2011): The nexus between public expenditure and inflation in the Mediterranean countries.

Majumder, Rajarshi and Mukherjee, Dipa (2005): Infrastructure and Development Interlinkage in West Bengal: A VAR Analysis. Published in: Artha-Niti , Vol. III, No. 1 & 2 (2005)

Malgarini, Marco (2012): Industrial production and Confidence after the crisis: what's going on?

Mamoon, Dawood (2007): Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange.

Mandler, Martin (2008): Decomposing Federal Funds Rate forecast uncertainty using real-time data.

Mandler, Martin (2010): Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions.

Mandler, Martin (2010): Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions.

Mandler, Martin (2007): The Taylor rule and interest rate uncertainty in the U.S. 1970-2006.

Mapa, Dennis S. (2004): A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough. Published in: The Philippine Statistician , Vol. 53, No. 1-4 (2004): pp. 1-10.

Mapa, Dennis S. (2003): A Range-Based GARCH Model for Forecasting Volatility. Published in: The Philippine Review of Economics , Vol. XL, No. 2 (December 2003): pp. 73-90.

Mariam, Yohannes (1999): Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries.

Mariam, Yohannes and Barre, Mike and Urquhart, Lynda and DeCivita, Paul (1997): Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors.

Maryatmo, Rogatianus (2010): Pengaruh Jangka Pendek dan Jangka Panjang Perubahan Suku Bunga dan Kurs Rupiah Terhadap Harga Saham : Studi Empiris di Indonesia (2000:1 – 2010:4).

Marçal, Emerson F. and Valls Pereira, Pedro L. (2008): TESTANDO A HIPÓTESE DE CONTÁGIO A PARTIR DE MODELOS MULTIVARIADOS DE VOLATILIDADE. Forthcoming in: Brazilian Review of Econometrics , Vol. 28, No. 2 (2008)

Marçal, Emerson F. and Valls Pereira, Pedro L. (2008): Testing the Hypothesis of Contagion using Multivariate Volatility Models. Published in: Brazilian Review of Econometrics , Vol. 28, No. 2 (November 2008): pp. 21-34.

Marçal, Emerson F. and Valls Pereira, Pedro L. and Abbara, Omar (2009): Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change.

Matesanz Gómez, David and Fugarolas Álvarez-Ude, Guadalupe (2006): Exchange rate policy and trade balance. A cointegration analysis of the argentine experience since 1962.

Matkovskyy, Roman (2012): Прогнозування реакції економіки України на економічні шоки в сусідніх державах: глобальна векторна авторегресійна модель «Україна-сусіди». Forthcoming in: Economy and Forecast

Memon, Manzoor Hussain and Baig, Waqar Saleem and Ali, Muhammad (2008): Causal Relationship Between Exports and Agricultural GDP in Pakistan.

Mendonca, Gui Pedro (2008): Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics.

Mendoza Lugo, Omar and Pedauga, Luis Enrique (2006): Efecto transferencia (pass-through) del tipo de cambio en los precios de bienes y servicios en Venezuela. Published in: Nueva Economía , Vol. XV, No. 26

Mirdala, Rajmund (2013): Current Account Adjustments and Real Exchange Rates in the European Transition Economies. Published in: Journal of Applied Economic Sciences , Vol. 8, No. 2 (July 2013): pp. 210-227.

Mirdala, Rajmund (2009): Effects of Fiscal Policy Shocks in the European Transition Economies. Published in: Journal of Applied Research in Finance , Vol. 1, No. 2 (December 2009): pp. 141-155.

Mirdala, Rajmund (2013): Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes. Published in: Journal of Applied Economic Sciences , Vol. 8, No. 4 (December 2013): pp. 466-491.

Mirdala, Rajmund (2009): Exchange rate pass-through to domestic prices in the Central European countries. Published in: Journal of Applied Economic Sciences , Vol. 4, No. 3 (September 2009): pp. 408-424.

Mirdala, Rajmund (2013): Fiscal Imbalances and Current Account Adjustments in the European Transition Economies. Published in: Journal of Applied Economic Sciences , Vol. 8, No. 3 (October 2013): pp. 323-352.

Mirdala, Rajmund (2012): Interest Rates Determination and Crisis Puzzle (Empirical Evidence from the European Transition Economies). Published in: Journal of Applied Economic Sciences , Vol. 7, No. 4 (December 2012): pp. 418-436.

Mirdala, Rajmund (2009): Interest rate transmission mechanism of monetary policy in the selected EMU candidate countries. Published in: Panoeconomicus , Vol. 56, No. 3 (September 2009): pp. 359-377.

Mirdala, Rajmund (2013): Lessons Learned from Tax versus Expenditure Based Fiscal Consolidation in the European Transition Economies. Published in: Journal of Applied Economic Sciences , Vol. 8, No. 1 (April 2013): pp. 73-98.

Mirdala, Rajmund (2012): Macroeconomic Aspects of Real Exchange Rate Volatility in the Central European Countries. Published in: Journal of Applied Economic Sciences , Vol. 7, No. 2 (July 2012): pp. 163-178.

Mirdala, Rajmund (2010): Monetary aspects of short-term capital inflows in the Central European Countries. Published in: Journal of Applied Economic Sciences , Vol. 5, No. 4 (December 2010): pp. 342-358.

Mirdala, Rajmund (2013): Real Output and Prices Adjustments under Different Exchange Rate Regimes. Published in: Financial Aspects of Recent Trends in the Global Economy (FINART) ISBN-L: 978-606-93129-5-7 , Vol. 1, No. Chap. 11 (April 2013): pp. 207-230.

Mirdala, Rajmund (2009): Shocking aspects of monetary integration (SVAR approach). Published in: Journal of Applied Research in Finance , Vol. 1, No. 1 (July 2009): pp. 52-63.

Mirdala, Rajmund (2010): Sources of exchange rate dynamics in the European transition economies. Published in: Journal of Advanced Studies in Finance , Vol. Volume, No. Issue Number 1 (June 2010): pp. 60-71.

Mirdala, Rajmund (2012): Sources of exchange rate volatility in the european transition economies (effects of economic crisis revealed). Published in: Journal of Applied Economic Sciences , Vol. 7, No. 3 (October 2012): pp. 270-282.

Mirdala, Rajmund (2009): Vplyv inflačných očakávaní na vývoj úrokových sadzieb v krajinách Višegrádskej štvorky. Published in: Acta Academica Karviniensia No. 1 (July 2009): pp. 141-154.

Moauro, Filippo (2010): A monthly indicator of employment in the euro area: real time analysis of indirect estimates.

Modena, Matteo (2008): An empirical analysis of the curvature factor of the term structure of interest rates.

Mohan, Ramesh and Nandwa, Boaz (2007): Testing Export-led Growth Hypothesis in Kenya: An ADRL Bounds Test Approach.

Morone, Marco and Cornaglia, Anna (2010): An econometric model to quantify benchmark downturn LGD on residential mortgages.

Mosconi, Rocco and Paruolo, Paolo (2014): Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two.

Mousa, Amani and Youssef, Ahmed H. and Abonazel, Mohamed R. (2011): A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model. Published in: InterStat Journal , Vol. 2011, No. April, No. 4 : pp. 1-12.

Moussa, Zakaria (2010): The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model.

Muhammad, Anees and Ishfaq, Ahmed (2011): Industrial development, agricultural growth, urbanization and environmental Kuznets curve in Pakistan.

Muhammad, Shahbaz and Mihai, Mutascu and Parvez, Azim (2011): Environmental Kuznets Curve in Romania and the Role of Energy Consumption.

Mukherjee, Soumyatanu (2011): Roaring Food Prices in India.

Munir, Kashif and Qayyum, Abdul (2012): Measuring the effects of monetary policy in Pakistan: A factor augmented vector autoregressive approach.

Murad, S. M. Woahid (2012): Bilateral Export and Import Demand Functions of Bangladesh: A Cointegration Approach. Published in: Bangladesh Development Studies , Vol. Vol. X, No. March 2012, No. 1 (March 2012): pp. 43-60.

Muto, Ichiro and Kumano, Yusuke and Nakano, Akihiro (2013): What explains the recent fluctuations in Japan's output? A structural factor analysis of Japan's industrial production.

Mutu, Simona and Breşfelean, Vasile Paul and Göndör, Mihaela (2011): The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies. Published in: Proceedings of the 13th International Conference on Finance and Banking No. ISBN 978-80-7248-753-0 (2012)


N'GUESSAN BI ZAMBE, SERGE CONSTANT (2010): Export-Led growth hypothesis: Evidence from Cote d’Ivoire.

Nandwa, Boaz and Mohan, Ramesh (2007): A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya.

Ngwa Edielle, T. H. Jackson (2005): Education, innovation and economic growth in Cameroon.

Njindan Iyke, Bernard (2014): Electricity Consumption, Inflation, and Economic Growth in Nigeria: A Dynamic Causality Test. Forthcoming in: Energy Policy

Nyberg, Henri (2010): QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles.

n.a.m, Naseem and m.s, Hamizah (2013): Exchange Rate Misalignment and Economic Growth: Recent Evidence in Malaysia. Published in: Pertanikan Joournal of Social Sciences and Humanities , Vol. 21(s), No. special issue in economics (2013): pp. 47-66.

niaz ahmad mohd, Naseem and yusop, Zulkornain and masron, Tajul ariffin (2009): How did the Malaysian real exchange rate misalign during the 1997 Asian crisis? Published in: International Journal of Economics, Management and Accounting , Vol. 2, No. 18 (2010): pp. 161-195.


OKPARA, GODWIN CHIGOZIE (2012): On whether foreign direct investment catalyzes economic development in Nigeria.

Ochoa, Diego and Alvarado, Rafael (2010): Determinantes del crecimiento económico del Ecuador bajo la Ley de Thirlwall.

Ochoa Jiménez, Diego (2010): Crecimiento Económico y Sector Externo en la Economía Ecuatoriana.

Ofria, Ferdinando and Millemaci, Emanuele (2010): Kaldor-Verdoorn’s law and increasing returns to scale: a comparison across developed countries.

Ogundari, Kolawole (2011): Estimating Demand for Nutrients in Nigeria: A Vector Error Correction Model.

Oh, Swee-Ling and Lau, Evan and Puah, Chin-Hong and Abu Mansor, Shazali (2010): Volatility Co-movement of ASEAN-5 Equity Markets.

Okpara, Godwin Chigozie (2012): An Error Correction Model Analysis of the Determinant of Foreign Direct Investment: Evidence from Nigeria.

Olimov, Ulugbek and Sirajiddinov, Nishanbay (2008): The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan.

Olmos, Lorena and Sanso Frago, Marcos (2014): Non-linear effects of the U.S. Monetary Policy in the Long Run.

Omay, Tolga (2008): The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey. Forthcoming in:

Omay, Tolga and Aluftekin, Nilay and Karadagli, Ece C. (2009): The relationship between output growth and inflation: Evidence from Turkey.

Omay, Tolga Omay and Hasanov, Mubariz (2006): Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi.

Onatski, Alexei and Uhlig, Harald (2009): Unit Roots in White Noise.

Ono, Masanori (2009): Invoice currencies, import prices, and inflation. Published in: Journal of Tohoku Economic Association , Vol. Fiscal, (March 2009): pp. 67-71.

Osman, Mohammad and Jean Louis, Rosmy and Balli, Faruk (2008): Output gap and inflation nexus: the case of United Arab Emirates. Published in: International Journal of Economics and Business Research , Vol. 1, No. 1 (January 2009): pp. 118-135.

Otranto, Edoardo and Calzolari, Giorgio and Di Iorio, Francesca (2005): Indirect estimation of Markov switching models with endogenous switching. Published in: S.Co. 2005: Modelli Complessi e Metodi Computazionali Intensivi per la Stima e la Previsione No. A cura di C. Provasi. Padova: CLEUP Editrice (2005): pp. 227-232.

Ozun, Alper and Cifter, Atilla (2007): Nonlinear Combination of Financial Forecast with Genetic Algorithm.

Ozun, Alper and Cifter, Atilla and Yilmazer, Sait (2007): Filtered Extreme Value Theory for Value-At-Risk Estimation.


P., Srinivasan and M., Kalaivani (2013): Stock Market Linkages in Emerging Asia-Pacific Markets.

Paccagnini, Alessia (2010): DSGE Model Evaluation in a Bayesian Framework: an Assessment.

Paolo, Foschi (2005): Estimating regressions and seemingly unrelated regressions with error component disturbances.

Papież, Monika (2014): A dynamic analysis of causality between prices of corn, crude oil and ethanol.

Paradiso, Antonio and Rao, B. Bhaskara (2011): What Caused the Decline in the US Saving Ratio?

Paradiso, Antonio and Rao, B. Bhaskara and Margani, Patrizia (2011): Time Series Estimates of the Italian Consumer Confidence Indicator.

Parrini, Alessandro (2012): Indirect estimation of GARCH models with alpha-stable innovations.

Peeters, Marga (2011): Demographic pressure, excess labour supply and public-private sector employment in Egypt - Modelling labour supply to analyse the response of unemployment, public finances and welfare.

Peeters, Marga (1998): Persistence, asymmetries and interrelation in factor demand. Published in: Scandinavian Journal of Economics , Vol. 4, No. 100 : pp. 747-764.

Pentecôte, J.-S. (2010): Long-run identifying restrictions on VARs within the AS-AD framework.

Pereira, Vitor (2007): The possible impacts of energy imports in the economic growth of USA.

Phillips, Kerk L. and Spencer, David E. (2010): Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions. Published in: Journal of Macroeconomics , Vol. 33, No. 4 (2011): pp. 582-594.

Phiri, Andrew (2014): Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis.

Phiri, Andrew and Nyoni, Botha (2014): The electricity-growth nexus in South Africa: Evidence from asymmetric co-integration and co-feature analysis.

Phiri, Andrew (2014): Asymmetric co-integration and causality effects between financial development and economic growth in South Africa.

Pillai N., Vijayamohanan (2008): Forecasting Demand for Electricity: Some Methodological Issues and an Analysis.

Pino, Osvaldo and Contreras, Sergio and Acuña, Andrés (2007): Descomposición Estructural de las Series de Desempleo: Una Aplicación para las Ciudades de la Región del Bío Bío. Published in: Panorama Socioeconómico , Vol. 35, (December 2007): pp. 118-135.

Pirtea, Marilen and Dima, Bogdan and Milos, Laura Raisa (2009): The companies financial architecture and the market values: is there an interlinkage ? The case of Bucharest Stock Exchange.

Polemis, Michail and Fotis, Panagiotis (2011): The gasoline Industry in European Union and the USA.

Pomenkova, Jitka and Kapounek, Svatopluk (2009): Interest rates and prices causality in the Czech Republic - Granger approach. Published in: Agricultural Economics , Vol. 55, No. 7 (2009): pp. 347-356.

Pop, Raluca Elena (2012): Herd behavior towards the market index: evidence from Romanian stock exchange.

Pop-Silaghi, Monica Ioana (2006): Testing Trade-led-Growth Hypothesis for Romania.

Proietti, Tommaso (2008): Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components.

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

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

Prono, Todd (2011): When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models.

Puah, Chin-Hong and Habibullah, M.S. and Abu Mansor, Shazali (2008): On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries. Published in: Journal of Money, Investment and Banking No. 2 (2008): pp. 50-62.

Puah, Chin-Hong and Habibullah, Muzafar Shah and Abu Mansor, Shazali (2008): Some Empirical Evidence on the Quantity Theoretic Proposition of Money in ASEAN-5. Published in: Pakistan Journal of Applied Economics , Vol. 18, No. 1 & 2 (2008): pp. 31-47.

Puah, Chin-Hong and Habibullah, Muzafar Shah and Lim, Kian-Ping (2006): Testing long-run neutrality of money: evidence from Malaysian stock market. Published in: The ICFAI Journal of Applied Economics , Vol. V, No. 4 (July 2006): pp. 15-37.


Puah, Chin-Hong and Lau, Evan and Tan, Kim Lee (2006): Budget-current account deficits nexus in Malaysia. Published in: The Journal of Global Business Management , Vol. 2, No. 2 (2006): pp. 126-135.


Qian, Hang (2012): A Flexible State Space Model and its Applications.

Qian, Hang (2013): Vector Autoregression with Mixed Frequency Data.

Qian, Hang (2010): Vector autoregression with varied frequency data.


Ramirez, Francisco (2013): The Relationship Between Credit and Business Cycles in Central America and the Dominican Republic.

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.

Rao, B. Bhaskara and Tamazian, Artur (2008): A model of growth and finance: FIML estimates for India.

Rao, Nasir Hamid and Bukhari, Syed Kalim Hyder (2010): Asymmetric Shocks and Co-movement of Price Indices. Published in: State Bank of Pakistan Working Paper Sereis (4. February 2011): pp. 1-26.

Rapacciuolo, Ciro (2003): Un semplice modello univariato per la previsione a breve termine dell'inflazione italiana. Published in: CSC Working Paper No. n. 36 - 2003 (June 2003)

Rashid, Abdul (2010): Testing for nonlinear causation between capital inflows and domestic prices.

Rashid, Abdul and Ling, Jeffrey (2009): Fundamentals and Exchange Rates: Evidence from ASEAN-5.

Razzak, Weshah (2006): Explaining the gaps in labour productivity for some developed countries.

Razzak, Weshah (2005): Explaining the gaps in labour productivity in some developed countries. Forthcoming in: Applied Econometrics and International Development (August 2007)

Reda, Cherif and Fuad, Hasanov (2010): Public Debt Dynamics and Debt Feedback.

Rimgailaite, Ramune (2012): Exchange rate modelling for Lithuania and Switzerland.

Rodríguez, Carlos A. (2004): A P* Model of Inflation in Puerto Rico. Published in: American Review of Political Economy , Vol. 2, No. 2 (September 2004): pp. 16-41.

Rossi, Eduardo and Spazzini, Filippo (2008): Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis.

Rubaszek, Michał (2008): Economic convergence and the fundamental equilibrium exchange rate in Poland.

Rzigui, Lotfi (2005): External shocks and economic fluctuations: evidence from Tunisia.

Rzigui, Lotfi (2005): Source of Output dynamics in USA vs. Great Britain: supply, demand or nominal shocks.


Saglio, Sophie and López-Villavicencio, Antonia (2012): Introducing price-setting behaviour in the Phillips Curve: the role of nonlinearities.

Saha, Malayendu and Bhunia, Amalendu (2012): How far India has gone down the road towards financial integration with US since subprime crisis? An Econometric Analysis.

Sahin, Afsin and Tansel, Aysit and Berument, Hakan (2011): Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective.

Saidón, Mariana (2009): Evidence of the role of the real exchange rate in the growth of the GDP in Argentina (1989-2007).

Samreth, Sovannroeun (2008): Estimating Money Demand Function in Cambodia: ARDL Approach.

Sanogo, Issa (2008): SPATIAL integration of the rice market: emprirical evidence from mid-west and far-west Nepal and the Nepalese-Indian border. Published in: Asian Journal of Agriculture and Development , Vol. 4, No. 1 (2008): pp. 139-156.

Santeramo, Fabio Gaetano and Cioffi, Antonio (2010): Spatial price dynamics in the EU F&V sector: the cases of tomato and cauliflower.

Saraogi, Ravi (2008): GDP Forecast for Australia.

Sebri, Maamar and Ben Salha, Ousama (2013): On the causal dynamics between economic growth, renewable energy consumption, CO2 emissions and trade openness: Fresh evidence from BRICS countries.

Sek, Siok Kun and Kapsalyamova, Zhanna (2008): Exchange rate pass-through and volatility: Impacts on domestic prices in four Asian countries.

Senyuz, Zeynep (2009): Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market. Forthcoming in: Journal of Applied Econometrics No. Forthcoming

Sergio, Brasini and Marzia, Freo and Giorgio, Tassinari (2008): An analysis of the role of liking on the memorial response to advertising.

Serwa, Dobromił (2007): Larger crises cost more: impact of banking sector instability on output growth.

Shahateet, Mohammed and Bdour, Jaber (2010): Consumption of Electricity and Oil in Jordan: A non-parametric analysis using B-splines. Published in: Dirasat, Administrative Sciences , Vol. 37, No. 2 (2010): pp. 557-568.

Shahbaz, Muhammad and Jalil, Abdul and Islam, Faridul (2010): Real Exchange Rate Changes and Trade Balance in Pakistan: A Revisit.

Shamiri, Ahmed and Shaari, Abu Hassan and Isa, Zaidi (2008): Comparing the accuracy of density forecasts from competing GARCH models.

Shamiri, Ahmed and Shaari, Abu Hassan and Isa, Zaidi (2007): Practical Volatility Modeling for Financial Market Risk Management.

Sharafat, Ali and Hamid, Waqas and Muhammad, Asghar and Raheel Abbas, Kalroo and Muhammad, Ayaz and Mukhtyar, Khan (2013): Foreign Capital and Investment in Pakistan: A Cointegration and Causality Analysis. Published in: Journal of Basic and Applied Scientific Research , Vol. 4, No. 4 (29. April 2014): pp. 217-226.

Shumilov, Andrei and Sosunov, Kirill (2005): Оценивание равновесного реального обменного курса российского рубля. Published in: Ekonomicheskii zhurnal VShE , Vol. 9, No. 2 (2005): pp. 216-229.

Silva Lopes, Artur C. and M. Monteiro, Olga Susana (2007): The expectations hypothesis of the term structure: some empirical evidence for Portugal.

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

Simwaka, Kisu (2012): Time varying fractional cointegration.

Sinha, Dipendra (1996): Saving and economic growth in India. Published in: Economia Internazionale , Vol. 49, No. 4 (1996): pp. 637-647.

Sinha, Dipendra and Macri, Joseph (2001): Financial development and economic growth: The case of eight Asian countries. Published in: Economia Internazionale , Vol. 54, No. 2 (2001): pp. 219-234.

Slavescu, Ecaterina and Panait, Iulian (2012): Improving customer churn models as one of customer relationship management business solutions for the telecommunication industry. Forthcoming in: Ovidius University Annals - Economic Sciences Series , Vol. 12, No. 1 (2012)

Stavarek, Daniel (2007): Comparative analysis of the exchange market pressure in Central European countries with the Eurozone membership perspective.

Stavarek, Daniel (2010): Determinants of the exchange market pressure in the euro-candidate countries.

Stavarek, Daniel (2006): Estimation of the Exchange Market Pressure in the EU4 Countries: A Model-Dependent Approach. Published in: Investment Management and Financial Innovations , Vol. 4, No. 3 (2007): pp. 80-94.

Stavarek, Daniel (2008): Exchange Market Pressure in Central European Countries from the Eurozone Membership Perspective. Published in: South East European Journal of Economics and Business , Vol. 3, No. 2 : pp. 7-18.

Stavarek, Daniel (2004): Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions. Published in: Finance a úvěr - Czech Journal of Economics and Finance , Vol. 55, No. 3-4 (2005): pp. 141-161.

Stavarek, Daniel and Dohnal, Marek (2009): Exchange Market Pressure in Central Europe: An Application of the Girton-Roper Model. Published in: Economies of Central and Eastern Europe: Convergence, Opportunities and Challenges. Conference Proceedings. Tallinn, 14-16 June 2009. ISBN 978-9949-430-28-4.

Stavarek, Daniel and Heryan, Tomas (2012): Day of the week effect in central European stock markets.

Stepanenko, Bohdana (2011): ОЦІНКА ВПЛИВУ ЕЛЕМЕНТІВ ФІНАНСОВОГО МЕХАНІЗМУ НА СТАНОВЛЕННЯ ТА РОЗВИТКУ ЗЕЛЕНОГО БІЗНЕСУ В ЄВРОПІ. Published in: Науковий вісник Чернівецького університету: Економіка , Vol. 579-58, (2011): pp. 165-170.


Stevans, Lonnie (2007): The Relationship Among African American Male Earnings, Employment, Incarceration and Immigration: A Time Series Approach.

Stevans, Lonnie and Sessions, David (2008): Speculation, Futures Prices, and the U.S. Real Price of Crude Oil.

Su, Yongyang and Lau, Chi Keung Marco and Tan, Na (2013): Hedging China’s Energy Oil Market Risks.

Sucarrat, Genaro and Grønneberg, Steffen and Escribano, Alvaro (2013): Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown.

Sun, David and Lin, William and Nieh, Chien-Chung (2007): Long run credit risk diversification: empirical decomposition of corporate bond spreads. Published in: Review of Securities and Futures Markets , Vol. 2, No. 20 (July 2008): pp. 135-187.

Syed Muhammad, Atif and Sardar, Mohazzam (2012): Inclusive Growth Strategies for Pakistan: Myth or Reality for Policymakers!

Szarowska, Irena (2011): Development and the cyclicality of government spending in the Czech Republic.


Taboga, Marco (2008): Macro-finance VARs and bond risk premia: a caveat.

Tang, Chor Foon (2011): Tourism, real output and real effective exchange rate in Malaysia: a view from rolling sub-samples.

Tang, Chor Foon (2008): A re-examination of the role of foreign direct investment and exports in Malaysia's economic growth. Published in: International Journal of Management Studies , Vol. 15, No. Bumper Issue (2008): pp. 47-67.

Tang, Chor Foon and Shahbaz, Muhammad (2011): Revisiting the Electricity Consumption-Growth Nexus for Portugal: Evidence from a Multivariate Framework Analysis.

Tiwari, Aviral and Shahbaz, Muhammad (2010): Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India.

Tiwari, Aviral and Shahbaz, Muhammad and Shabbir, Muhammad (2011): Is per capita GDP non-linear stationary in SAARC countries?

Todd, Prono (2009): GARCH-based identification and estimation of triangular systems.

Todd, Prono (2009): Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique.

Toledo, Wilfredo (2010): Algunos métodos para modelar tendencias y su aplicación a las series de empleo sectorial en Puerto Rico.

Tsyplakov, Alexander (2010): The links between inflation and inflation uncertainty at the longer horizon.


Ucal, Meltem and Bilgin, Mehmet Huseyin (2009): Income Inequality and FDI in Turkey: FM-OLS (Phillips-Hansen) Estimation and ARDL Approach to Cointegration.


Vargas, Gregorio A. (2006): An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model. Published in: The Philippine Statistician , Vol. 55, No. 1-2 (2006): pp. 83-102.

Vargas, Gregorio A. (2008): What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?

Vazquez, Miguel and Barquín, Julián (2009): Representing the effects of oligopolistic competition on risk-neutral prices in power markets.

Vecchione, Gaetano (2010): Economic growth, electricity consumption and foreign dependence in Italy between 1963 and 2007.

Venier, Guido (2007): A new Model for Stock Price Movements. Published in: Journal of Applied Economic Sciences , Vol. 3, No. 3 (November 2008): pp. 327-347.

Vespignani, Joaquin L. (2012): The industrial impact of monetary shocks during the inflation targeting era in Australia.

Vitek, Francis (2006): Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach.

Vitek, Francis (2006): Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach.

Vitek, Francis (2006): Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach.

Vitek, Francis (2006): Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach.

Vázquez, Miguel and Sánchez-Úbeda, Eugenio F. and Berzosa, Ana and Barquín, Julián (2008): Short-term evolution of forward curves and volatility in illiquid power markets.


Wagatha, Matthias (2007): Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen.

Wagatha, Matthias (2007): Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen.

Waheed, Muhammad (2007): Central bank intervention, sterilization and monetary independence: the case of Pakistan.

Wakamatsu, Hiroki and Miyata, Tsutomu (2014): Do Radioactive Spills from the Fukushima Disaster Have any Influence on Seafood Market in Japan?

Wasim, Ahmad and Bandi, Kamaiah (2011): Identifying regime shifts in Indian stock market: A Markov switching approach.

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

Weber, Enzo (2006): Common and uncommon sources of growth in Asia Pacific.

Weber, Enzo (2007): Economic Integration and the Foreign Exchange.

Weber, Enzo (2007): Regional and Outward Economic Integration in South-East Asia.

Weber, Enzo (2007): Who Leads Financial Markets?

Westerlund, Joakim and Basher, Syed A. (2006): Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?

Westerlund, Joakim and Basher, Syed A. (2007): Mixed Signals Among Tests for Panel Cointegration. Forthcoming in: Economic Modelling

Westerlund, Joakim and Basher, Syed A. (2007): Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data. Forthcoming in: Environmental and Resource Economics

Wintenberger, Olivier and Cai, Sixiang (2011): Parametric inference and forecasting in continuously invertible volatility models.


Yilmaz, Tolgahan (2010): Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange.

Yıldırım, Metin and Korap, Levent (2012): Testing the Lucas critique for the Turkish money demand function. Published in: İktisat, İşletme ve Finans , Vol. 318, No. 27 (2012): pp. 57-82.


Zafar, Sabahat and Butt, Muhammad Sabihuddin (2008): Impact of Trade Liberalization on External Debt Burden: Econometric Evidence from Pakistan.

Zaghini, Andrea and Bencivelli, Lorenzo (2012): Financial innovation, macroeconomic volatility and the great moderation. Forthcoming in: modern economy , Vol. 3, No. 5 (2012)

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

Zeren, Fatma and Korap, Levent (2010): A cost-based empirical model of the aggregate price determination for the Turkish economy: a multivariate cointegration approach. Published in: Panoeconomicus , Vol. 2010, No. 2 (2010): pp. 173-188.

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

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