OKPARA, GODWIN CHIGOZIE (2012): On whether foreign direct investment catalyzes economic development in Nigeria. Unpublished.
Munir, Kashif and Qayyum, Abdul (2012): Measuring the effects of monetary policy in Pakistan: A factor augmented vector autoregressive approach. Unpublished.
Bezemer, Dirk J and Grydaki, Maria (2012): Mortgage Lending and the Great moderation: a multivariate GARCH Approach. Unpublished.
ADESOYE, A. Bolaji; 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.
Lof, Matthijs (2011): GMM estimation with noncausal instruments under rational expectations. Unpublished.
Horvath, Roman and Poldauf, Petr (2011): International stock market comovements: what happened during the financial crisis? Unpublished.
Polemis, Michail and Fotis, Panagiotis (2011): The gasoline Industry in European Union and the USA. Unpublished.
Gbaguidi, David Sedo (2011): Expectations impact on the effectiveness of the inflation-real activity trade-off. Unpublished.
Aruga, Kentaka and Managi, Shunsuke (2011): Linkage among the U.S. Energy Futures Markets. Unpublished.
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.
Lyócsa, Štefan; Výrost, Tomáš and Baumöhl, Eduard (2011): The instability of the correlation structure of the S&P 500. Unpublished.
Mukherjee, Soumyatanu (2011): Roaring Food Prices in India. Unpublished.
Chilarescu, Constantin and Viasu, Ioana Luciana (2011): Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres. Unpublished.
Azuara, Oliver and Marinescu, Ioana (2011): Informality and the expansion of social protection programs. Unpublished.
Almeida, Pedro Cameira de; Fuinhas, José Alberto and Marques, António Cardoso (2011): A assimetria dos ciclos económicos: Evidência internacional usando o teste triples. Unpublished.
Gbaguidi, David Sedo (2011): Regime switching in a new Keynesian Phillips Curve with non-zero steady-state inflation Rate. Unpublished.
Prono, Todd (2011): When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models. Unpublished.
Muhammad, Anees and Ishfaq, Ahmed (2011): Industrial development, agricultural growth, urbanization and environmental Kuznets curve in Pakistan. Unpublished.
Jingwa A, Brian (2011): Improving biodiversity monitoring by modeling relative abundance from "presence only" data. Published in: tUL Diepenbeek No. 2011 (2011)
Li, Kui-Wai (2011): Identifying the Signs of Currency Speculation in Hong Kong's Linked exchange Rate. Unpublished.
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.
Le, Thai-Ha and Chang, Youngho (2011): Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach. Unpublished.
Bai, Jushan and Wang, Peng (2011): Conditional Markov chain and its application in economic time series analysis. Published in: Journal of Applied Econometrics , Vol. 26, No. 5 (August 2011): pp. 715-734.
Kim, Hyeongwoo (2011): VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored. Unpublished.
Muhammad, Shahbaz; Mihai, Mutascu and Parvez, Azim (2011): Environmental Kuznets Curve in Romania and the Role of Energy Consumption. Unpublished.
Duran-Vazquez, Rocio; 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
Wintenberger, Olivier and Cai, Sixiang (2011): Parametric inference and forecasting in continuously invertible volatility models. Unpublished.
Duran-Vazquez, Rocio; 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
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. Unpublished.
Szarowska, Irena (2011): Development and the cyclicality of government spending in the Czech Republic. Unpublished.
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
Chassem, Nacisse Palissy (2011): Effets de long terme du taux de change réel sur la balance commerciale nominale et réelle en zone Franc africaine. Unpublished.
Chassem, Nacisse Palissy (2011): Hypothèse de Thirlwall: cas des pays de la zone Franc. Unpublished.
Gonzalez-Astudillo, Manuel (2011): Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy. Unpublished.
Iqbal, Javed (2011): Forecasting Performance of Alternative Error Correction Models. Unpublished.
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. Unpublished.
Dinda, Soumyananda (2011): Carbon emission and production technology: evidence from the US. Unpublished.
Tiwari, Aviral; Shahbaz, Muhammad and Shabbir, Muhammad (2011): Is per capita GDP non-linear stationary in SAARC countries? Unpublished.
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. Unpublished.
Ogundari, Kolawole (2011): Estimating Demand for Nutrients in Nigeria: A Vector Error Correction Model. Unpublished.
Brissimis, Sophocles and Migiakis, Petros (2011): Inflation persistence and the rationality of inflation expectations. Unpublished.
Tang, Chor Foon (2011): Tourism, real output and real effective exchange rate in Malaysia: a view from rolling sub-samples. Unpublished.
Tang, Chor Foon and Shahbaz, Muhammad (2011): Revisiting the Electricity Consumption-Growth Nexus for Portugal: Evidence from a Multivariate Framework Analysis. Unpublished.
Islam, Faridul; Shahbaz, Muhammad and Alam, Mahmudul (2011): Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis. Unpublished.
Paradiso, Antonio; Rao, B. Bhaskara and Margani, Patrizia (2011): Time Series Estimates of the Italian Consumer Confidence Indicator. Unpublished.
Islas-Camargo, Alejandro and Cortez, Willy W. (2011): How relevant is monetary policy to explain Mexican unemployment fluctuations? Unpublished.
Paradiso, Antonio and Rao, B. Bhaskara (2011): What Caused the Decline in the US Saving Ratio? Unpublished.
D'Adamo, Gaetano (2011): Wage spillovers across sectors in Eastern Europe. Unpublished.
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.
Hatemi-J, Abdulnasser (2011): Asymmetric generalized impulse responses and variance decompositions with an application. Unpublished.
Magazzino, Cosimo (2011): The nexus between public expenditure and inflation in the Mediterranean countries. Unpublished.
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
Moauro, Filippo (2010): A monthly indicator of employment in the euro area: real time analysis of indirect estimates. Unpublished.
Shahbaz, Muhammad; Jalil, Abdul and Islam, Faridul (2010): Real Exchange Rate Changes and Trade Balance in Pakistan: A Revisit. Unpublished.
Jackman, Mahalia (2010): Money demand and economic uncertainty in Barbados. Unpublished.
Casadio, Paolo and Paradiso, Antonio (2010): Private sector balance, financial markets, and U.S. cycle: A SVAR analysis. Unpublished.
de Silva, Ashton J (2010): Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches. Unpublished.
Basher, Syed Abul and Elsamadisy, Elsayed Mousa (2010): Country Heterogeneity and Long-Run Determinants of Inflation in the Gulf Arab States. Unpublished.
YILMAZ, TOLGAHAN (2010): Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange. Unpublished.
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.
Reda, Cherif and Fuad, Hasanov (2010): Public Debt Dynamics and Debt Feedback. Unpublished.
Korobilis, Dimitris and Gilmartin, Michelle (2010): The dynamic effects of U.S. monetary policy on state unemployment. Unpublished.
Stavarek, Daniel (2010): Determinants of the exchange market pressure in the euro-candidate countries. Unpublished.
Vecchione, Gaetano (2010): Economic growth, electricity consumption and foreign dependence in Italy between 1963 and 2007. Unpublished.
Tsyplakov, Alexander (2010): The links between inflation and inflation uncertainty at the longer horizon. Unpublished.
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.
Zanetti Chini, Emilio (2010): Does the purchasing power parity hypothesis hold after 1998?. Unpublished.
Tiwari, Aviral and Shahbaz, Muhammad (2010): Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India. Unpublished.
Magazzino, Cosimo (2010): Wagner's law and Italian disaggregated public spending: some empirical evidences. Unpublished.
D'Adamo, Gaetano (2010): Estimating Central Bank preferences in a small open economy: Sweden 1995-2009. Unpublished.
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 (04. February 2011): pp. 1-26.
Toledo, Wilfredo (2010): Algunos métodos para modelar tendencias y su aplicación a las series de empleo sectorial en Puerto Rico. Unpublished.
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.
Pentecôte, J.-S. (2010): Long-run identifying restrictions on VARs within the AS-AD framework. Unpublished.
Ofria, Ferdinando and Millemaci, Emanuele (2010): Kaldor-Verdoorn’s law and increasing returns to scale: a comparison across developed countries. Unpublished.
Moussa, Zakaria (2010): The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model. Unpublished.
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)
Bianchi, Giuseppe; Cesaroni, Tatiana and Ricchi, Ottavio (2010): Previsioni delle Spese del Bilancio dello Stato attraverso i flussi di contabilità finanziaria. Unpublished.
Qian, Hang (2010): Vector autoregression with varied frequency data. Unpublished.
Chauvet, Marcelle; Senyuz, Zeynep and Yoldas, Emre (2010): What does financial volatility tell us about macroeconomic fluctuations? Unpublished.
Phillips, Kerk L. and Spencer, David E. (2010): Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions. Unpublished.
Santeramo, Fabio Gaetano and Cioffi, Antonio (2010): Spatial price dynamics in the EU F&V sector: the cases of tomato and cauliflower. Unpublished.
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)
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). Unpublished.
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)
Ludlow, Jorge (2010): Backward and forward closed solutions of multivariate models. Unpublished.
Ochoa, Diego and Alvarado, Rafael (2010): Determinantes del crecimiento económico del Ecuador bajo la Ley de Thirlwall. Unpublished.
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.
Chapda Nana, Guy; 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. Unpublished.
Rashid, Abdul (2010): Testing for nonlinear causation between capital inflows and domestic prices. Unpublished.
N'GUESSAN BI ZAMBE, SERGE CONSTANT (2010): Export-Led growth hypothesis: Evidence from Cote d’Ivoire. Unpublished.
Morone, Marco and Cornaglia, Anna (2010): An econometric model to quantify benchmark downturn LGD on residential mortgages. Unpublished.
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.
Boldea, Otilia and Hall, Alastair R. (2010): Estimation and inference in unstable nonlinear least squares models. Unpublished.
Paccagnini, Alessia (2010): DSGE Model Evaluation in a Bayesian Framework: an Assessment. Unpublished.
Mirdala, Rajmund (2010): Sources of exchange rate dynamics in the European transition economies. Published in: Journal of Advanced Studies in Finance , Vol. Volume Number 1, No. Issue Number 1 (June 2010): pp. 60-71.
Buss, Ginters (2010): A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle. Unpublished.
Oh, Swee-Ling; Lau, Evan; Puah, Chin-Hong and Abu Mansor, Shazali (2010): Volatility Co-movement of ASEAN-5 Equity Markets. Unpublished.
Bessonovs, Andrejs (2010): Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā. Published in: Scientific Papers University of Latvia , Vol. Vol. 758, (2010): pp. 22-33.
Carrillo, Paul A. (2010): Efectos Macroeconómicos de la Política Fiscal en Ecuador 1993-2009. Forthcoming in: Revista Fiscalidad , Vol. 6, (2011)
Bokusheva, Raushan (2010): Measuring the dependence structure between yield and weather variables. Unpublished.
Lanne, Markku and Saikkonen, Pentti (2010): Noncausal Vector Autoregression. Unpublished.
Nyberg, Henri (2010): QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles. Unpublished.
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)
Aktas, Erkan; Tuncer, İsmail and Aydın, Murat (2010): 1980 Sonrasi ekonomik krizlerin Turkie tarim sektoru uzerindeki etkileri. Published in: IX. Tarım Ekonomisi Kongresi. (21. September 2010)
Khiabani, Nasser (2010): How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran. Unpublished.
Mandler, Martin (2010): Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions. Unpublished.
Mandler, Martin (2010): Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions. Unpublished.
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)
Aktas, Erkan; Özenç, Çiğdem and Arıca, Feyza (2010): The Impact of Oil Prices in Turkey on Macroeconomics. Unpublished.
Bušs, Ginters (2010): Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia. Unpublished.
Karan Singh, B; 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 (01. June 2011): pp. 1-20.
Francq, Christian and Zakoian, Jean-Michel (2010): QML estimation of a class of multivariate GARCH models without moment conditions on the observed process. Unpublished.
Jee, Hui-Siang Brenda; Lau, Evan; Puah, Chin-Hong and Abu Mansor, Shazali (2010): Domestic fuel price and economic sectors in Malaysia: a future of renewable energy? Unpublished.
Detotto, Claudio and Pulina, Manuela (2010): Assessing substitution and complementary effects amongst crime typologies. Unpublished.
Balli, Faruk and Elsamadisy, Elsayed (2010): Modelling the Currency in Circulation for the State of Qatar. Unpublished.
Ahamad, Mazbahul Golam and Tanin, Fahian (2010): Determinants of, and the Relationship between FDI and Economic Growth in Bangladesh. Unpublished.
Guidi, Francesco (2010): Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. Unpublished.
Fragetta, Matteo (2010): Monetary Policy and Identification in SVAR Models: A Data Oriented Perspective. Unpublished.
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.
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.
Lopez, Claude and Papell, David (2010): Convergence of Euro Area Inflation Rates. Unpublished.
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.
Diego, Cerdeiro (2010): Measuring Monetary Policy in Open Economies. Unpublished.
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.
Hatemi-J, Abdulnasser and El-Khatib, Youssef (2010): Stochastic optimal hedge ratio: Theory and evidence. Unpublished.
Lopez, Claude and Papell, David (2010): Testing for Group-Wise Convergence with an Application to Euro Area Inflation. Unpublished.
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.
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
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.
Bashar, Omar H M N (2009): The Nature of Aggregate Demand and Supply Shocks in ASEAN Countries. Unpublished.
Gonzalez-Astudillo, Manuel (2009): An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play. Unpublished.
Boubacar Mainassara, Yacouba (2009): Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms. Unpublished.
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.
Korobilis, Dimitris (2009): VAR forecasting using Bayesian variable selection. Unpublished.
Rashid, Abdul and Ling, Jeffrey (2009): Fundamentals and Exchange Rates: Evidence from ASEAN-5. Unpublished.
Di Giulio, Daniele (2009): Bank lending to the production sector: credit crunch or extra-credit? Unpublished.
Cellini, Roberto and Cuccia, Tiziana (2009): Museum and monument attendance and tourism flow: A time series analysis approach. Unpublished.
Chatterjee, Sidharta (2009): Market Wide Liquidity Instability in Business Cycles. Unpublished.
Aguilar, Juan Francisco (2009): Modelo Para El Mejoramiento De La Gestión De Inventarios Del Banco Central Del Ecuador. Unpublished.
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.
Cheng, Ka Ming; Kim, Hyeongwoo and Thompson, Henry (2009): The Exchange Rate and US Tourism Balance of Trade. Unpublished.
Abdul Karim, Bakri; Abdul Majid, M. Shabri and Abdul Karim, Samsul Ariffin (2009): Financial Integration between Indonesia and Its Major Trading Partners. Unpublished.
Omay, Tolga; Aluftekin, Nilay and Karadagli, Ece C. (2009): The relationship between output growth and inflation: Evidence from Turkey. Unpublished.
Pirtea, Marilen; 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. Unpublished.
Todd, Prono (2009): GARCH-based identification and estimation of triangular systems. Unpublished.
Todd, Prono (2009): Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique. Unpublished.
Hussain, Karrar (2009): Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan. Unpublished.
Alinsato, Alastaire Sèna (2009): Electricity consumption and GDP in an electricity community: Evidence from bound testing cointegration and Granger-causality tests. Unpublished.
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.
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.
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.
Boschi, Melisso and Girardi, Alessandro (2009): The contribution of domestic, regional and international factors to Latin America's business cycle. Unpublished.
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.
Vazquez, Miguel and Barquín, Julián (2009): A fundamental power price model with oligopolistic competition representation. Unpublished.
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.
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)
Luati, Alessandra and Proietti, Tommaso (2009): Hyper-spherical and Elliptical Stochastic Cycles. Unpublished.
Demary, Markus (2009): The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics. Unpublished.
Korobilis, Dimitris (2009): Assessing the transmission of monetary policy shocks using dynamic factor models. Unpublished.
Barnett, William A.; Diewert, W. Erwin and Zellner, Arnold (2009): Introduction to Measurement with Theory. Unpublished.
Guo, Xinqiang and Xu, Zhiwei (2009): Consumer Confidence, News and Consumption Stimulation. Unpublished.
Ferroni, Filippo (2009): Trend agnostic one step estimation of DSGE models. Unpublished.
Caiado, Jorge; 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.
Hyeongwoo, Kim (2009): Generalized Impulse Response Analysis: General or Extreme? Unpublished.
Caiado, Jorge and Crato, Nuno (2009): Identifying common dynamic features in stock returns. Unpublished.
Saidón, Mariana (2009): Evidence of the role of the real exchange rate in the growth of the GDP in Argentina (1989-2007). Unpublished.
Karimi, Mohammad Sharif and Yusop, Zulkornain (2009): FDI and Economic Growth in Malaysia. Forthcoming in: Asian-African Journal of Economics and Econometrics
Das, Rituparna (2009): Endogenous Money, Output and Prices in India. Unpublished.
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)
Onatski, Alexei and Uhlig, Harald (2009): Unit Roots in White Noise. Unpublished.
Duasa, Jarita (2009): Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia. Unpublished.
Herzer, Dierk; Kemper, Niels and Zamparelli, Luca (2009): Balanced growth and structural breaks: Evidence for Germany. Unpublished.
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
Ono, Masanori (2009): Invoice currencies, import prices, and inflation. Published in: Journal of Tohoku Economic Association , Vol. Fiscal Year 2008, (March 2009): pp. 67-71.
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.
Cassette, Aurélie and Farvaque, Etienne (2009): Australian and American tariffs policies: do they rock or tango? Unpublished.
Cassette, Aurélie and Farvaque, Etienne (2009): Australian and American tariffs policies: do they rock or tango? Unpublished.
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)
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.
Dimitris, Chrsitopoulos and Miguel, Leon-Ledesma (2009): International Output Convergence, Breaks, and Asymmetric Adjustment. Unpublished.
Liu, L. and Ni, Y.J (2009): Foreign Exchange Market Pressure and Monetary Policy: An Empirical Study Based on China’s Data. Forthcoming in:
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
Caiado, Jorge (2009): Performance of combined double seasonal univariate time series models for forecasting water consumption. Unpublished.
Carrasco Gutierrez, Carlos Enrique; 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
Marçal, Emerson F.; Valls Pereira, Pedro L. and Abbara, Omar (2009): Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change. Unpublished.
Karahasan, Burhan Can (2009): Causal Links Between Trade And Economic Growth Evidence From Turkey And European Union Countries. Published in: Proceedings of GBATA (2009)
Bandyopadhyay, Kaushik Ranjan (2009): Does OPEC act as a Residual Producer? Unpublished.
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.
Boubacar Mainassara, Yacouba and Francq, Christian (2009): Estimating structural VARMA models with uncorrelated but non-independent error terms. Unpublished.
Craigwell, Roland; 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.
Jean Louis, Rosmy; 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.
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)
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.
Guidi, Francesco (2009): The economic effects of oil prices shocks on the UK manufacturing and services sector. Unpublished.
Cioffi, Antonio; Santeramo, Fabio Gaetano and Vitale, Cosimo (2009): The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes. Unpublished.
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.
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)
Sergio, Brasini; Marzia, Freo and Giorgio, Tassinari (2008): An analysis of the role of liking on the memorial response to advertising. Unpublished.
Bukowski, Maciej; Koloch, Grzegorz and Lewandowski, Piotr (2008): Shocks and rigidities as determinants of CEE labor markets' performance. A panel SVECM approach. Unpublished.
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. Unpublished.
Duasa, Jarita and Kassim, Salina (2008): Hot money and economic performance: An empirical analysis. Unpublished.
Lanne, Markku and Ahoniemi, Katja (2008): Implied Volatility with Time-Varying Regime Probabilities. Unpublished.
Abdul Karim, Zulkefly and Abdul Karim, Bakri (2008): Stock market integration: Malaysia and its major trading partners. Unpublished.
Mendonca, Gui Pedro (2008): Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics. Unpublished.
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.
Taboga, Marco (2008): Macro-finance VARs and bond risk premia: a caveat. Unpublished.
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.
Lemoine, Matthieu; Mazzi, Gian Luigi; 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.
Griffin, Jim and Steel, Mark F.J. (2008): Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes. Unpublished.
Hooy, Chee Wooi and Chan, Tze-Haw (2008): The Impact of Yuan/Ringgit on Bilateral Trade Balance of China and Malaysia. Unpublished.
Memon, Manzoor Hussain; Baig, Waqar Saleem and Ali, Muhammad (2008): Causal Relationship Between Exports and Agricultural GDP in Pakistan. Unpublished.
Rubaszek, Michał (2008): Economic convergence and the fundamental equilibrium exchange rate in Poland. Unpublished.
Silva Lopes, Artur C. B. da and Monteiro, Olga Susana (2008): Short and long run tests of the expectations hypothesis: the Portuguese case. Unpublished.
Basher, Syed A. and Westerlund, Joakim (2008): Panel Cointegration and the Monetary Exchange Rate Model. Unpublished.
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)
de Silva, Ashton (2008): Forecasting macroeconomic variables using a structural state space model. Unpublished.
Modena, Matteo (2008): An empirical analysis of the curvature factor of the term structure of interest rates. Unpublished.
Lai, Jennifer /J.T. (2008): Capital flow to China and the issue of hot money: an empirical investigation. Unpublished.
Lau, Evan; Oh, Swee-Ling and Hu, Sing-Sing (2008): TOURIST ARRIVALS AND ECONOMIC GROWTH IN SARAWAK. Unpublished.
Sek, Siok Kun and Kapsalyamova, Zhanna (2008): Exchange rate pass-through and volatility: Impacts on domestic prices in four Asian countries. Unpublished.
Eo, Yunjong (2008): Bayesian Analysis of DSGE Models with Regime Switching. Unpublished.
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.
Hall, Alastair R.; Han, Sanggohn and Boldea, Otilia (2008): Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS. Unpublished.
Stevans, Lonnie and Sessions, David (2008): Speculation, Futures Prices, and the U.S. Real Price of Crude Oil. Unpublished.
Klein, Achim; Urbig, Diemo and Kirn, Stefan (2008): Who drives the Market? Estimating a heterogeneous Agent-based Financial Market Model using a Neural Network Approach. Unpublished.
Zafar, Sabahat and Butt, Muhammad Sabihuddin (2008): Impact of Trade Liberalization on External Debt Burden: Econometric Evidence from Pakistan. Unpublished.
Hall, Alastair R.; Han, Sanggohn and Boldea, Otilia (2008): Inference regarding multiple structural changes in linear models estimated via two stage least squares. Unpublished.
Bastourre, Diego (2008): Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio. Unpublished.
Pillai N., Vijayamohanan (2008): Forecasting Demand for Electricity: Some Methodological Issues and an Analysis. Unpublished.
Eita, Joel Hinaunye and Mbazima, Daisy (2008): The Causal Relationship Between Government Revenue and Expenditure in Namibia. Unpublished.
Rao, B. Bhaskara and Tamazian, Artur (2008): A model of growth and finance: FIML estimates for India. Unpublished.
Saraogi, Ravi (2008): GDP Forecast for Australia. Unpublished.
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, No. 9, (April 2008): pp. 1-12.
Brambila Macias, Jose (2008): The Dynamics of Parallel Economies. Measuring the Informal Sector in México. Unpublished.
Olimov, Ulugbek and Sirajiddinov, Nishanbay (2008): The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan. Unpublished.
Fugarolas Álvarez-Ude, Guadalupe; Mañalich Gálvez, Isis and Matesanz Gómez, David (2008): EMPIRICAL EVIDENCE OF THE BALANCE OF PAYMENTS CONSTRAINED GROWTH IN CUBA. THE EFFECTS OF COMERCIAL REGIMES SINCE 1960. Unpublished.
Mandler, Martin (2008): Decomposing Federal Funds Rate forecast uncertainty using real-time data. Unpublished.
Gachet, Ivan; 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.
Cesaroni, Tatiana (2008): Estimating potential output using business survey data in a SVAR framework. Unpublished.
Chollete, Loran; Heinen, Andreas and Valdesogo, Alfonso (2008): Modeling International Financial Returns with a Multivariate Regime Switching Copula. Unpublished.
Vázquez, Miguel; Sánchez-Úbeda, Eugenio F.; Berzosa, Ana and Barquín, Julián (2008): Short-term evolution of forward curves and volatility in illiquid power markets. Unpublished.
Vargas, Gregorio A. (2008): What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns? Unpublished.
Proietti, Tommaso (2008): Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components. Unpublished.
Proietti, Tommaso (2008): Structural Time Series Models for Business Cycle Analysis. Unpublished.
Abdul Karim, Zulkefly; 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.
Korobilis, Dimitris (2008): Forecasting in vector autoregressions with many predictors. Published in: Advances in Econometrics , Vol. 23, (November 2008): pp. 403-431.
Caiado, Jorge and Crato, Nuno (2008): Identifying the evolution of stock markets stochastic structure after the euro. Unpublished.
Basher, Syed A. and Fachin, Stefano (2008): The long-term decline of internal migration in Canada – Ontario as a case study. Unpublished.
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.
Laakkonen, Helinä and Lanne, Markku (2008): Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times. Unpublished.
Shamiri, Ahmed; Shaari, Abu Hassan and Isa, Zaidi (2008): Comparing the accuracy of density forecasts from competing GARCH models. Unpublished.
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.
Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana? Unpublished.
Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana? Unpublished.
Samreth, Sovannroeun (2008): Estimating Money Demand Function in Cambodia: ARDL Approach. Unpublished.
Duasa, Jarita and Kassim, Salina (2008): Herd behaviour in Malaysian capital market: An empirical analysis. Unpublished.
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.
Rossi, Eduardo and Spazzini, Filippo (2008): Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis. Unpublished.
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 (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.
Liew, Venus Khim-Sen; Baharumshah, Ahmad Zubaidi; Habibullah, Muzafar Shah and Midi, Habshah (2008): Monetary exchange rate model: supportive evidence from nonlinear testing procedures. Unpublished.
L. Arnaut, Javier (2008): Demanda de dinero y liberalizacion financiera en Mexico: Un enfoque de cointegracion. Unpublished.
Lucchetti, Riccardo and Palomba, Giulio (2008): Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity. Unpublished.
Puah, Chin-Hong; 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.
Osman, Mohammad; 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.
Puah, Chin-Hong; 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.
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.
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.
Omay, Tolga (2008): The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey. Forthcoming in:
Proietti, Tommaso and Riani, Marco (2007): Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies. Unpublished.
Fugarolas, Guadalupe; Mañalich, Isis and Matesanz, David (2007): ARE EXPORTS CAUSING GROWTH? EVIDENCE ON INTERNATIONAL TRADE EXPANSION IN CUBA, 1960-2004. Unpublished.
Caiado, Jorge; Crato, Nuno and Peña, Daniel (2007): Comparison of time series with unequal length. Unpublished.
Pino, Osvaldo; 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.
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.
Caiado, Jorge and Crato, Nuno (2007): Identifying common spectral and asymmetric features in stock returns. Unpublished.
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.
Louis, Rosmy; 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? Unpublished.
Erdogdu, Oya Safinaz (2007): Özel Sektör Tasarruflarında Mali Politika Etkileri. Unpublished.
Kueh, Jerome Swee-Hui; Puah, Chin-Hong; Lau, Evan and Abu Mansor, Shazali (2007): FDI-trade nexus: empirical analysis on ASEAN-5. Unpublished.
de Silva, Ashton (2007): A multivariate innovations state space Beveridge Nelson decomposition. Unpublished.
Arevilca Vasquez, Bismarck Javier and Risso Charquero, Adrian Winston (2007): Balance of payments constrained growth model: evidence for Bolivia 1953-2002. Unpublished.
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.
Shamiri, Ahmed; Shaari, Abu Hassan and Isa, Zaidi (2007): Practical Volatility Modeling for Financial Market Risk Management. Unpublished.
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.
Wagatha, Matthias (2007): Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen. Unpublished.
Wagatha, Matthias (2007): Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen. Unpublished.
Pereira, Vitor (2007): The possible impacts of energy imports in the economic growth of USA. Unpublished.
Weber, Enzo (2007): Economic Integration and the Foreign Exchange. Unpublished.
Fanelli, Luca and Paruolo, Paolo (2007): Speed of Adjustment in Cointegrated Systems. Unpublished.
Silva Lopes, Artur C. and M. Monteiro, Olga Susana (2007): The expectations hypothesis of the term structure: some empirical evidence for Portugal. Unpublished.
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
Bilgili, Faik (2007): The Permanent and Transitory Effects on Consumption and Income: Evidence from the Turkish Economy. Unpublished.
Hyde, Stuart J; Bredin, Don P and Nguyen, Nghia (2007): Correlation dynamics between Asia-Pacific, EU and US stock returns. Unpublished.
Weber, Enzo (2007): Regional and Outward Economic Integration in South-East Asia. Unpublished.
Mandler, Martin (2007): The Taylor rule and interest rate uncertainty in the U.S. 1970-2006. Unpublished.
Fanelli, Luca (2007): Evaluating the New Keynesian Phillips Curve under VAR-based learning. Unpublished.
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
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.
Hatipoglu, Ozan and Alper, C. Emre (2007): Estimating Central Bank Behavior in Emerging Markets: The Case of Turkey. Unpublished.
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.
Ahoniemi, Katja and Lanne, Markku (2007): Joint Modeling of Call and Put Implied Volatility. Published in:
Serwa, Dobromił (2007): Larger crises cost more: impact of banking sector instability on output growth. Unpublished.
Dima, Bogdan; Barna, Flavia and Pirtea, Marilen (2007): ROMANIAN CAPITAL MARKET AND THE INFORMATIONAL EFFICIENCY. Unpublished.
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 (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.
Dima, Bogdan; Pirtea, Marilen; Barna, Flavia; Murgea, Aurora and Nachescu, Miruna (2007): The Analysis of the Bucharest Stock Exchange Financial Sector. Unpublished.
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.
Westerlund, Joakim and Basher, Syed A. (2006): Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model? Unpublished.
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
He, Yijun and Barnett, William A. (2006): Existence of bifurcation in macroeconomic dynamics: Grandmont was right. Unpublished.
Gomez-Sorzano, Gustavo (2006): The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019. Unpublished.
Barhoumi, Karim (2006): Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation. Unpublished.
Goncharuk, Anatoliy G. (2006): Прогнозирование эффективности экономики Украины. Unpublished.
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.
Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Bivariate causality analysis between FDI inflows and economic growth in Ghana. Unpublished.
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
Omay, Tolga Omay and Hasanov, Mubariz (2006): Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi. Unpublished.
Vitek, Francis (2006): Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach. Unpublished.
Vitek, Francis (2006): Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach. Unpublished.
Bilgili, Faik (2006): Random walk, excess smoothness or excess sensitivity? Evidence from literature and an application for Turkish economy. Unpublished.
Ferrara, Laurent (2006): A real-time recession indicator for the Euro area. Unpublished.
Vitek, Francis (2006): Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach. Unpublished.
Vitek, Francis (2006): Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach. Unpublished.
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.
Liew, Venus Khim-Sen and Ahmad, Yusuf (2006): Income convergence? Evidence of non-linearity in the East Asian Economies: A comment. Unpublished.
Barnett, William A. and Seck, Ousmane (2006): Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up? Unpublished.
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)
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.
Feng, Yuanhua (2006): A local dynamic conditional correlation model. Unpublished.
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.
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.
Caiado, Jorge; 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
Dumitru, Ionut (2006): Estimarea cursului de schimb real de echilibru in România. Unpublished.
Matesanz Gómez, David and Fugarolas Álvarez-Ude, Guadalupe (2006): Exchange rate policy and trade balance. A cointegration analysis of the argentine experience since 1962. Unpublished.
Razzak, Weshah (2006): Explaining the gaps in labour productivity for some developed countries. Unpublished.
Chakraborty, Pinaki and Chakraborty, Lekha S (2006): Is Fiscal Policy Contracyclical in India: An Empirical Analysis. Unpublished.
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
Dima, Bogdan; Barna, Flavia and Nachescu, Miruna (2006): MACROECONOMIC DETERMINANTS OF THE INVESTMENT FUNDS MARKET. THE ROMANIAN CASE. Unpublished.
Feng, Yuanhua and Yu, Keming (2006): Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model. Unpublished.
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.
Rzigui, Lotfi (2005): Source of Output dynamics in USA vs. Great Britain: supply, demand or nominal shocks. Unpublished.
Goyal, Ashima and Pujari, Ayan Kumar (2005): Identifying long run supply curve of India. Published in: Journal of Quantitative Economics , Vol. Volume 3, No. New Series , No. 2 (July 2005): pp. 1-15.
Rzigui, Lotfi (2005): External shocks and economic fluctuations: evidence from Tunisia. Unpublished.
Lanne, Markku and Saikkonen, Pentti (2005): A Multivariate Generalized Orthogonal Factor GARCH Model. Unpublished.
Ngwa Edielle, T. H. Jackson (2005): Education, innovation and economic growth in Cameroon. Unpublished.
Fanelli, Luca (2005): Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area. Unpublished.
Fanelli, Luca (2005): Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area. Unpublished.
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.
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.
Otranto, Edoardo; 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.
Fugarolas Álvarez-Ude, Guadalupe and Matesanz Gómez, David (2005): Restricción de balanza de pagos y vulnerabilidad externa en la argentina de los noventa. Un análisis de caso. Unpublished.
Fanelli, Luca; Cavaliere, Giuseppe and Gardini, Attilio (2004): Consumption risk sharing and adjustment costs. Unpublished.
Grammig, Joachin; 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. Unpublished.
Kulaksizoglu, Tamer (2004): Measuring the Effectiveness of Competition Policy: Evidence from the Turkish Cement Industry. Unpublished.
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.
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.
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)
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.
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.
Eruygur, Aysegul (2004): The impact of foreign interest rate on the macroeconomic performance of Turkey. Unpublished.
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.
Huhtala, Anni; 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.
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)
Lazea, Valentin and Cozmanca, Bogdan Octavian (2003): Currency substitution in Romania. Unpublished.
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.
Barna, Flavia; Dima, Bogdan and Labunet, Aurora (2003): EFICIENŢA PIEŢEI FINANCIARE DIN ROMÂNIA - CONDIŢIE NECESARĂ ÎN PERSPECTIVA ADERĂRII LA UNIUNEA EUROPEANĂ. Unpublished.
Ardia, David (2003): Fear Trading. Unpublished.
Harding, Don (2002): The Australian Business Cycle: A New View. Unpublished.
Chan, Tze-Haw (2002): Dynamic financial linkages among the Asia Pacific economies: an empirical assessment of real interest parity condition. Unpublished.
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. Unpublished.
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.
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.
Weaver, Robert D and Natcher, William C (2000): Commodity Price Volatility under New Market Orientations. Unpublished.
Mariam, Yohannes (1999): Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries. Unpublished.
Kenny, Geoff; 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.
Peeters, Marga (1998): Persistence, asymmetries and interrelation in factor demand. Published in: Scandinavian Journal of Economics , Vol. 4, No. 100 : pp. 747-764.
Mariam, Yohannes; Barre, Mike; Urquhart, Lynda and DeCivita, Paul (1997): Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors. Unpublished.
Sinha, Dipendra (1996): Saving and economic growth in India. Published in: Economia Internazionale , Vol. 49, No. 4 (1996): pp. 637-647.
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.
Bianchi, Carlo; 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.
Nandwa, Boaz and Mohan, Ramesh (2007): A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya. Unpublished.
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.
Gomez-Sorzano, Gustavo (2006): A structural model for corporate profit in the U.S. industry. Unpublished.
Waheed, Muhammad (2007): Central bank intervention, sterilization and monetary independence: the case of Pakistan. Unpublished.
Weber, Enzo (2006): Common and uncommon sources of growth in Asia Pacific. Unpublished.
Stavarek, Daniel (2007): Comparative analysis of the exchange market pressure in Central European countries with the Eurozone membership perspective. Unpublished.
Chan, Tze-Haw; 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 & 2), No. special issue (2003): pp. 23-40.
Paolo, Foschi (2005): Estimating regressions and seemingly unrelated regressions with error component disturbances. Unpublished.
Razzak, Weshah (2005): Explaining the gaps in labour productivity in some developed countries. Forthcoming in: Applied Econometrics and International Development (August 2007)
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.
Ozun, Alper; Cifter, Atilla and Yilmazer, Sait (2007): Filtered Extreme Value Theory for Value-At-Risk Estimation. Unpublished.
Dramani, Latif and Laye, Oumy (2007): Impact du Commerce bilatéral Intra-Zone dans la zone UEMOA et CEMAC: Approche par les VAR Structurels. Unpublished.
Kitov, Ivan; Kitov, Oleg and Dolinskaya, Svetlana (2007): Inflation as a function of labor force change rate: cointegration test for the USA. Unpublished.
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)
Foresti, Pasquale (2007): Is Latin America an Optimal Currency Area? Evidence from a Structural Vector Auto-regression analysis. Unpublished.
Mamoon, Dawood (2007): Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange. Unpublished.
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.
Cifter, Atilla and Ozun, Alper (2007): Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006). Unpublished.
Cifter, Atilla and Ozun, Alper (2007): Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey. Unpublished.
Ozun, Alper and Cifter, Atilla (2007): Nonlinear Combination of Financial Forecast with Genetic Algorithm. Unpublished.
Erdogdu, Oya Safinaz (2006): Political Decisions, Defence and Growth. Unpublished.
Kitov, Ivan; Kitov, Oleg and Dolinskaya, Svetlana (2007): Relationship between inflation, unemployment and labor force change rate in France: cointegration test. Unpublished.
erdogdu, oya (2006): Tüketim ve Kamu Harcamaları: VECM modeli. Published in: İktisat,işletme ve finans No. 255 (June 2007): pp. 63-73.
Fuentes-Albero, Cristina (2007): Technology Shocks, Statistical Models, and The Great Moderation. Unpublished.
Mohan, Ramesh and Nandwa, Boaz (2007): Testing Export-led Growth Hypothesis in Kenya: An ADRL Bounds Test Approach. Unpublished.
Pop-Silaghi, Monica Ioana (2006): Testing Trade-led-Growth Hypothesis for Romania. Unpublished.
erdogdu, oya safinaz (2007): The Effects of Energy Imports: The Case of Turkey. Unpublished.
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)
Puah, Chin-Hong; Kueh, Jerome Swee-Hui and Lau, Evan (2007): THE IMPLICATIONS OF EMERGENCE OF CHINA TOWARDS ASEAN-5: FDI-GDP PERSPECTIVE. Unpublished.
Cifter, Atilla and Ozun, Alper (2007): The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey. Unpublished.
Stevans, Lonnie (2007): The Relationship Among African American Male Earnings, Employment, Incarceration and Immigration: A Time Series Approach. Unpublished.
Leitão, João (2007): The Taylor Effect on the Performances of the Red Devils’ Football Brand. Unpublished.
Li, Hong and Mueller, Ulrich (2006): Valid Inference in Partially Unstable GMM Models. Unpublished.
Weber, Enzo (2007): Who Leads Financial Markets? Unpublished.
