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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.
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): 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 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.
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.
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?
Barna, Flavia and Dima, Bogdan and Labunet, Aurora (2003): EFICIENŢA PIEŢEI FINANCIARE DIN ROMÂNIA - CONDIŢIE NECESARĂ ÎN PERSPECTIVA ADERĂRII LA UNIUNEA EUROPEANĂ.
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.
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:
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 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.
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)
Bystrov, Victor and di Salvatore, Antonietta (2012): Martingale approximation for common factor representation.
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.
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 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.
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.
Das, Rituparna (2009): Endogenous Money, Output and Prices in India.
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.
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 Nachescu, Miruna (2006): MACROECONOMIC DETERMINANTS OF THE INVESTMENT FUNDS MARKET. THE ROMANIAN CASE.
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.
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.
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 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 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.
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.
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 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.
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 (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)
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 (2011): Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy.
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 J. (2012): The Role of Credit in Great Moderation: a Multivariate GARCH Approach.
Guidi, Francesco (2009): The economic effects of oil prices shocks on the UK manufacturing and services sector.
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.
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 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.
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?
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
Hyde, Stuart J and Bredin, Don P and Nguyen, Nghia (2007): Correlation dynamics between Asia-Pacific, EU and US stock returns.
Hyeongwoo, Kim (2009): Generalized Impulse Response Analysis: General or Extreme?
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)
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?
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.
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.
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 (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.
Khemraj, Tarron (2011): The Non-Zero Lower Bound Lending Rate and the Liquidity Trap.
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.
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 (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.
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.
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.
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.
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 (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:
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 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.
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)
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 (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 and Barre, Mike and Urquhart, Lynda and DeCivita, Paul (1997): Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors.
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.
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 (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 (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 (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.
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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.
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Muhammad, Shahbaz and Mihai, Mutascu and Parvez, Azim (2011): Environmental Kuznets Curve in Romania and the Role of Energy Consumption.
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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.
Nyberg, Henri (2010): QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles.
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.
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Okpara, Godwin Chigozie (2012): An Error Correction Model Analysis of the Determinant of Foreign Direct Investment: Evidence from Nigeria.
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Omay, Tolga (2008): The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey. Forthcoming in:
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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.
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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.
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.
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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.
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.
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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.
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.
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Puah, Chin-Hong and Kueh, Jerome Swee-Hui and Lau, Evan (2007): THE IMPLICATIONS OF EMERGENCE OF CHINA TOWARDS ASEAN-5: FDI-GDP PERSPECTIVE.
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Qian, Hang (2010): Vector autoregression with varied frequency data.
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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)
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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.
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Rubaszek, Michał (2008): Economic convergence and the fundamental equilibrium exchange rate in Poland.
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Rzigui, Lotfi (2005): Source of Output dynamics in USA vs. Great Britain: supply, demand or nominal shocks.
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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.
Samreth, Sovannroeun (2008): Estimating Money Demand Function in Cambodia: ARDL Approach.
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Westerlund, Joakim and Basher, Syed A. (2007): Mixed Signals Among Tests for Panel Cointegration. Forthcoming in: Economic Modelling
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