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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.
Ali, Sharafat (2013): The Small and Medium Enterprises and Poverty in Pakistan: An Empirical Analysis. Published in: European Journal of Business and Economics , Vol. 8, No. 2 (September 2013): pp. 25-30.
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 Dragouni, Mina and Filis, George (2013): Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries.
Antonakakis, Nikolaos and Kizys, Renatas and Floros, Christos (2014): Dynamic Spillover Effects in Futures Markets.
Antonakakis, Nikolaos and Vergos, Konstantinos (2012): Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis.
Ardia, David (2003): Fear Trading.
Ardic, Oya Pinar (2006): Output, the Real Exchange Rate, and the Crises in Turkey. Published in: Topics in Middle Eastern and North African Economies, MEEA Online Journal , Vol. 8, (2006)
Ardliansyah, Rifqi (2012): Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets.
Arevilca Vasquez, Bismarck Javier and Risso Charquero, Adrian Winston (2007): Balance of payments constrained growth model: evidence for Bolivia 1953-2002.
Aruga, Kentaka and Managi, Shunsuke (2011): Linkage among the U.S. Energy Futures Markets.
Aruga, Kentaka and Managi, Shunsuke (2011): Price Linkages in the Copper Futures, Primary, and Scrap Markets. Published in: Resources, Conservation and Recycling , Vol. 56, (31. August 2011): pp. 43-47.
Atif, Syed Muhammad and Siddiqi, Muhammad Wasif (2010): The Electricity Consumption and Economic Growth Nexus in Pakistan: A New Evidence.
Azuara, Oliver and Marinescu, Ioana (2011): Informality and the expansion of social protection programs.
Baafi Antwi, Joseph (2010): Ghana's Economic Growth in perspective: A time series approach to Convergence and Growth Determinants. Published in: DiVA (23. June 2010): pp. 1-72.
Bai, Jushan and Wang, Peng (2011): Conditional Markov chain and its application in economic time series analysis. Published in: Journal of Applied Econometrics , Vol. 26, No. 5 (August 2011): pp. 715-734.
Bai, Zhidong and Hui, Yongchang and Wong, Wing-Keung (2012): New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion.
Balaguer, Jacint and Ripollés, Jordi (2013): Asymmetric fuel price responses under heterogeneity.
Balcilar, Mehmet and Bagzibagli, Kemal (2010): Sources of Macroeconomic Fluctuations in MENA Countries.
Balli, Faruk and Elsamadisy, Elsayed (2010): Modelling the Currency in Circulation for the State of Qatar.
Balogun, Emmanuel Dele and Dauda, Risikat O. S. (2012): Poverty and employment impact of trade liberalization in Nigeria: empirical evidence and policy implications.
Bandi, Federico and Corradi, Valentina and Moloche, Guillermo (2009): Bandwidth selection for continuous-time Markov processes.
Bandi, Federico and Moloche, Guillermo (2008): On the functional estimation of multivariate diffusion processes.
Bandyopadhyay, Kaushik Ranjan (2009): Does OPEC act as a Residual Producer?
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 Chauvet, Marcelle and Leiva-Leon, Danilo (2014): Real-Time Nowcasting Nominal GDP Under Structural Break.
Barnett, William A. and Diewert, W. Erwin and Zellner, Arnold (2009): Introduction to Measurement with Theory.
Barnett, William A. and Seck, Ousmane (2006): Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up?
Bashar, Omar H M N (2009): The Nature of Aggregate Demand and Supply Shocks in ASEAN Countries.
Basher, Syed A. and Fachin, Stefano (2008): The long-term decline of internal migration in Canada – Ontario as a case study.
Basher, Syed A. and Westerlund, Joakim (2006): Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models. Forthcoming in: Applied Economics Letters
Basher, Syed A. and Westerlund, Joakim (2008): Panel Cointegration and the Monetary Exchange Rate Model.
Basher, Syed Abul and Elsamadisy, Elsayed Mousa (2010): Country Heterogeneity and Long-Run Determinants of Inflation in the Gulf Arab States.
Basher, Syed Abul and Fachin, Stefano (2011): The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States.
Baumohl, Eduard and Lyocsa, Stefan (2013): Volatility and dynamic conditional correlations of European emerging stock markets.
Bayraci, Selcuk and Demiralay, Sercan (2013): Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets.
Bell, Peter N (2014): A Method for Experimental Events that Break Cointegration: Counterfactual Simulation.
Ben Cheikh, Nidhaleddine and Louhichi, Waël (2013): The Exchange Rate Pass-Through in a Cointegrated VAR Model.
Benamar, Abdelhak and CHERIF, Nasreddine and Benbouziane, Mohamed (2011): Money and prices in the Maghreb countries: cointegration and causality analyses. Published in: International Journal of Business and Social Science , Vol. Vol. 2, No. Special Issue – December 2011 (21. December 2011): pp. 92-107.
Bentes, Sonia R and Menezes, Rui (2012): On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility.
Bento Cerdeira, João Paulo (2012): The role of foreign direct investment in the renewable electricity generation and economic growth nexus in Portugal: a cointegration and causality analysis. Forthcoming in:
Bentour, El Mostafa (2013): Should Moroccan Officials Depend on the Workers’ Remittances to Finance the Current Account Deficit? Forthcoming in:
Bessonovs, Andrejs (2010): Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā. Published in: Scientific Papers University of Latvia , Vol. Vol. 7, (2010): pp. 22-33.
Bezemer, Dirk and Grydaki, Maria (2013): Debt and the U.S. Great Moderation.
Bezemer, Dirk J and Grydaki, Maria (2012): Mortgage Lending and the Great moderation: a multivariate GARCH Approach.
Bianchi, Carlo and Calzolari, Giorgio and Cleur, Eugene M. (1978): Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy. Published in: Compstat 1978, Proceedings in Computational Statistics No. Ed. by L. C. A. Corsten, and J. Hermans. Vienna: Physica Verlag (1978): pp. 348-354.
Bianchi, Giuseppe and Cesaroni, Tatiana and Ricchi, Ottavio (2010): Previsioni delle Spese del Bilancio dello Stato attraverso i flussi di contabilità finanziaria.
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 (2013): A factor-augemented model of markup on mortgage loans in Poland.
Bystrov, Victor and di Salvatore, Antonietta (2012): Martingale approximation for common factor representation.
Cagnone, Silvia and Bartolucci, Francesco (2013): Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data.
Caiado, Jorge and Crato, Nuno (2005): Discrimination between deterministic trend and stochastic trend processes. Published in: Proceedings of the XIth International Conference on Applied Stochastic Models and Data Analysis : pp. 1419-1424.
Caiado, Jorge and Crato, Nuno (2007): A GARCH-based method for clustering of financial time series: International stock markets evidence. Forthcoming in: Proceedings of the XIIth Applied Stochastic Models and Data Analysis International Conference
Caiado, Jorge and Crato, Nuno (2009): Identifying common dynamic features in stock returns.
Caiado, Jorge and Crato, Nuno (2007): Identifying common spectral and asymmetric features in stock returns.
Caiado, Jorge and Crato, Nuno (2008): Identifying the evolution of stock markets stochastic structure after the euro.
Caiado, Jorge and Crato, Nuno and Peña, Daniel (2007): Comparison of time series with unequal length.
Caiado, Jorge and Crato, Nuno and Peña, Daniel (2009): Comparison of time series with unequal length in the frequency domain. Published in: Communications in Statistics: Simulation and Computation , Vol. 38, (April 2009): pp. 527-542.
Caiado, Jorge and Crato, Nuno and Peña, Daniel (2006): An interpolated periodogram-based metric for comparison of time series with unequal lengths. Published in: Proceedings of the 2006 Joint Statistical Meetings, American Statistical Association
Calzolari, Giorgio and Fiorentini, Gabriele (1994): Conditional heteroskedasticity in nonlinear simultaneous equations. Published in: Florence: European University Institute No. Working Paper ECO No. 94/44 (November 1994): pp. 1-19.
Caporin, Massimiliano and Jimenez-Martin, Juan-Angel and Gonzalez-Serrano, Lydia (2013): Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises.
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.
Chang, Chia-Lin and Ke, Yu-Pei (2014): Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds.
Chapda Nana, Guy and Gervais, Jean-Philippe and Larue, Bruno (2010): Regional Integration and Dynamic Adjustments: Evidence from a Gross National Product Function for Canada and the United States.
Chassem, Nacisse Palissy (2011): Effets de long terme du taux de change réel sur la balance commerciale nominale et réelle en zone Franc africaine.
Chassem, Nacisse Palissy (2011): Hypothèse de Thirlwall: cas des pays de la zone Franc.
Chatterjee, Sidharta (2009): Market Wide Liquidity Instability in Business Cycles.
Chauvet, Marcelle and Senyuz, Zeynep (2008): A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles.
Chauvet, Marcelle and Senyuz, Zeynep and Yoldas, Emre (2010): What does financial volatility tell us about macroeconomic fluctuations?
Cheng, Ka Ming and Kim, Hyeongwoo and Thompson, Henry (2009): The Exchange Rate and US Tourism Balance of Trade.
Chilarescu, Constantin and Viasu, Ioana Luciana (2011): Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres.
Chin-Hong, Puah and Lee-Chea, Hiew (2010): Financial Liberalization, Weighted Monetary Aggregates and Money Demand in Indonesia. Published in: Labuan Bulletin of International Business & Finance , Vol. 8, (December 2010): pp. 76-93.
Chollete, Loran and Heinen, Andreas and Valdesogo, Alfonso (2008): Modeling International Financial Returns with a Multivariate Regime Switching Copula.
Chomteu Kouam, Sorel Francine and Abo Ekomie, Alain and Bahouayila, Chancel (2010): Effet du taux de change réel sur la balance commerciale: le cas du Gabon.
Choudhary, Ali and Hanif, Nadim and Iqbal, Javed (2013): On smoothing macroeconomic time series using HP and modified HP filter.
Cifter, Atilla and Ozun, Alper (2007): Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006).
Cifter, Atilla and Ozun, Alper (2007): Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey.
Cifter, Atilla and Ozun, Alper (2007): The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey.
Cioffi, Antonio and Santeramo, Fabio Gaetano and Vitale, Cosimo (2009): The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes.
Craigwell, Roland and Greenidge, Kevin and Maynard, Tracy (2009): Exchange rate regimes and monetary autonomy: Empirical evidence from selected Caribbean countries. Published in: Central Bank of Barbados Economic Review , Vol. 36, No. 2 (2009): pp. 22-36.
D'Adamo, Gaetano (2010): Estimating Central Bank preferences in a small open economy: Sweden 1995-2009.
D'Adamo, Gaetano (2011): Wage spillovers across sectors in Eastern Europe.
D'Agostino, Antonello and Mendicino, Caterina (2014): Expectation-Driven Cycles: Time-varying Effects.
Das, Rituparna (2009): Endogenous Money, Output and Prices in India.
Das, Seshanwita and Das, Tapas (2012): A Time-series Analysis of Impact of FDI on Economic Development In India during Post-reforms Era (1991-2010). Published in: International Journal of Management, IT & Engineering , Vol. 2, No. 12 (December 2012): pp. 529-545.
Dağdeviren, Sengül and Ogus Binatli, Ayla and Sohrabji, Niloufer (2011): Misalignment under different exchange rate regimes: the case of Turkey. Published in: Economie Internationale , Vol. 2012, No. 130 (2012): pp. 81-98.
Dechert, Andreas (2012): Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks.
Degiannakis, Stavros and Duffy, David and Filis, George (2013): Time-varying Business Cycles Synchronisation in Europe. Forthcoming in: Scottish Journal of Political Economy , Vol. N/A, No. not known yet
Delavari, Majid and Gandali Alikhani, Nadiya (2013): The Dynamic Effects of Crude Oil and Natural Gas Prices on Iran's Methanol.
Delavari, Majid and Gandali Alikhani, Nadiya (2012): The Effect of Crude Oil Price on the Methanol price.
Delavari, Majid and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRAN's Methanol.
Deluna, Roperto Jr and Pedida, Sunshine (2014): Overseas Filipino Workers Remittances, Inequality and Quality of Life in the Philippines.
Demary, Markus (2009): The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics.
Detotto, Claudio and Pulina, Manuela (2010): Assessing substitution and complementary effects amongst crime typologies. Published in: European Journal on Criminal Policy and Research (February 2013)
Di Giulio, Daniele (2009): Bank lending to the production sector: credit crunch or extra-credit?
Diego, Cerdeiro (2010): Measuring Monetary Policy in Open Economies.
Dima, Bogdan and Barna, Flavia and 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.
Dobrescu, Emilian (2013): Modelling the sectoral structure of the final output.
Dominique, C-René and Rivera-Solis, Luis Eduardo (2011): Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index. Forthcoming in: International Business and Management , Vol. Vol.3, No. No.2 (30. November 2011): pp. 1-13.
Doran, Justin and Fingleton, Bernard (2012): Economic shocks and growth: spatio-temporal perspectives on Europe's economies in a time of crisis. Forthcoming in: Papers in Regional Science
Dramani, Latif and Laye, Oumy (2007): Impact du Commerce bilatéral Intra-Zone dans la zone UEMOA et CEMAC: Approche par les VAR Structurels.
Duasa, Jarita and Kassim, Salina (2008): Herd behaviour in Malaysian capital market: An empirical analysis.
Duasa, Jarita and Kassim, Salina (2008): Hot money and economic performance: An empirical analysis.
Dumitru, Ionut (2006): Estimarea cursului de schimb real de echilibru in România.
Duran-Vazquez, Rocio and Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2011): Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data. Forthcoming in: Espinosa-Ramirez, R. (coord.), "Topics on International Economic Relations", Universidad de Guadalajara, México
Duran-Vazquez, Rocio and Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2011): Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data. Forthcoming in: Espinosa-Ramirez, R. (coord.), "Topics on International Economic Relations", Universidad de Guadalajara, México
de Silva, Ashton (2008): Forecasting macroeconomic variables using a structural state space model.
de Silva, Ashton (2007): A multivariate innovations state space Beveridge Nelson decomposition.
de Silva, Ashton J (2010): Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches.
dogru, bulent (2013): Inflation and Inflation Uncertainty: Evidence from Turkey, 1923–2012.
dogru, bulent and marabaoglu, akif (2011): Impact of inflatıon gap to nomınal interest rates: case of Turkey.
Eita, Joel Hinaunye and Mbazima, Daisy (2008): The Causal Relationship Between Government Revenue and Expenditure in Namibia.
El Montasser, Ghassen (2012): The seasonal KPSS Test: some extensions and further results.
El Montasser, Ghassen (2014): The seasonal KPSS Test: some extensions and further results.
Ellahie, Atif and Ricco, Giovanni (2012): Government Spending Reloaded: Informational Insufficiency and Heterogeneity in Fiscal VARs.
Eo, Yunjong (2008): Bayesian Analysis of DSGE Models with Regime Switching.
Erdogdu, Oya Safinaz (2006): Political Decisions, Defence and Growth.
Erdogdu, Oya Safinaz (2007): Özel Sektör Tasarruflarında Mali Politika Etkileri.
Eruygur, Aysegul (2004): The impact of foreign interest rate on the macroeconomic performance of Turkey.
Ezzat, Hassan (2012): The Application of GARCH Methods in Modeling Volatility Using Sector Indices from the Egyptian Exchange. Published in: Journal of Money, Investment and Banking No. 27 (March 2013): pp. 68-85.
Ezzat, Hassan (2013): Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange. Published in: International Research Journal of Finance and Economics No. 113 (August 2013): pp. 136-146.
erdogdu, oya (2006): Tüketim ve Kamu Harcamaları: VECM modeli. Published in: İktisat,işletme ve finans No. 255 (June 2007): pp. 63-73.
erdogdu, oya safinaz (2007): The Effects of Energy Imports: The Case of Turkey.
Fakhri, Hasanov (2010): The Impact of Real Effective Exchange Rate on the Non-oil Export: The Case of Azerbaijan. Forthcoming in: Economic Journal of Economic Cooperation Organization No. 2nd issue
Fanelli, Luca (2007): Evaluating the New Keynesian Phillips Curve under VAR-based learning.
Fanelli, Luca and Cavaliere, Giuseppe and Gardini, Attilio (2004): Consumption risk sharing and adjustment costs.
Fanelli, Luca and Paruolo, Paolo (2007): Speed of Adjustment in Cointegrated Systems.
Fantazzini, Dean (2014): Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'. Published in: International Journal of Computational Economics and Econometrics , Vol. 1-2, No. 4 (2014): pp. 1-3.
Fantazzini, Dean and Geraskin, Petr (2011): Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask. Forthcoming in: European Journal of Finance
Feng, Yuanhua (2006): A local dynamic conditional correlation model.
Feng, Yuanhua and Yu, Keming (2006): Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model.
Ferrara, Laurent (2006): A real-time recession indicator for the Euro area.
Ferroni, Filippo (2009): Trend agnostic one step estimation of DSGE models.
Foresti, Pasquale (2007): Is Latin America an Optimal Currency Area? Evidence from a Structural Vector Auto-regression analysis.
Foueka, Romuald (2009): Essai de justification de la croissance des dépenses publiques au Cameroun.
Fragetta, Matteo (2010): Monetary Policy and Identification in SVAR Models: A Data Oriented Perspective.
Francisco, Ramirez (2011): Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana.
Francq, Christian and Meintanis, Simos (2012): Fourier--type estimation of the power garch model with stable--paretian innovations.
Francq, Christian and Zakoian, Jean-Michel (2014): Estimating multivariate GARCH and stochastic correlation models equation by equation.
Francq, Christian and Zakoian, Jean-Michel (2010): QML estimation of a class of multivariate GARCH models without moment conditions on the observed process.
Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Bivariate causality analysis between FDI inflows and economic growth in Ghana.
Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Bounds testing approach: an examination of foreign direct investment, trade, and growth relationships. Forthcoming in: American Journal of Applied Sciences
Fuentes-Albero, Cristina (2007): Technology Shocks, Statistical Models, and The Great Moderation.
Fugarolas, Guadalupe and Mañalich, Isis and Matesanz, David (2007): ARE EXPORTS CAUSING GROWTH? EVIDENCE ON INTERNATIONAL TRADE EXPANSION IN CUBA, 1960-2004.
Fugarolas Álvarez-Ude, Guadalupe and Matesanz Gómez, David (2005): Restricción de balanza de pagos y vulnerabilidad externa en la argentina de los noventa. Un análisis de caso.
Fugarolas Álvarez-Ude, Guadalupe and Mañalich Gálvez, Isis and Matesanz Gómez, David (2008): EMPIRICAL EVIDENCE OF THE BALANCE OF PAYMENTS CONSTRAINED GROWTH IN CUBA. THE EFFECTS OF COMERCIAL REGIMES SINCE 1960.
Gachet, Ivan and Maldonado, Diego and Pérez, Wilson (2008): Determinantes de la Inflación en una Economía Dolarizada: El Caso Ecuatoriano. Published in: Cuestiones Economicas , Vol. 24, No. 1 (February 2008): pp. 5-28.
Gajewski, Krzysztof and Pawłowska, Małgorzata and Rogowski, Wojciech (2012): Relacje firm z bankami w Polsce w świetle danych ze sprawozdawczości bankowej. Published in: Materiały i Studia - National Bank of Poland No. 275 (October 2012)
Garz, Marcel (2014): Consumption, labor income uncertainty, and economic news coverage.
Gatt, William (2013): Forecasting inflation at the Central Bank of Malta. Published in: Central Bank of Malta Quarterly Review 2012 No. 4 (March 2013): pp. 68-71.
Gbaguidi, David Sedo (2011): Expectations impact on the effectiveness of the inflation-real activity trade-off.
Gbaguidi, David Sedo (2011): Regime switching in a new Keynesian Phillips Curve with non-zero steady-state inflation Rate.
Gomez-Sorzano, Gustavo (2006): The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019.
Gomez-Sorzano, Gustavo (2006): A structural model for corporate profit in the U.S. industry.
Goncharuk, Anatoliy G. (2006): Прогнозирование эффективности экономики Украины.
Gonzalez-Astudillo, Manuel (2009): An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play.
Gonzalez-Astudillo, Manuel (2013): Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients.
Gonzalez-Astudillo, Manuel (2011): Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy.
Gouriéroux, Christian and Zakoian, Jean-Michel (2014): On uniqueness of moving average representations of heavy-tailed stationary processes.
Goyal, Ashima and Paul, Manas (2004): Interest groups or incentives: the political economy of fiscal decay. Published in: Reforms, Institutions and Policies: Challenges Confronting the Indian Economy (2004)
Goyal, Ashima and Pujari, Ayan Kumar (2005): Identifying long run supply curve of India. Published in: Journal of Quantitative Economics , Vol. Volume, No. New Series , No. 2 (July 2005): pp. 1-15.
Gradzewicz, Michal and Kolasa, Marcin (2004): Estimating the output gap in the Polish economy: the VECM approach. Published in: Bank i Kredyt , Vol. 35, No. 2 (February 2004): pp. 14-30.
Grammig, Joachin and Heinen, Andreas and Rengifo, Erick (2004): Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model.
Griffin, Jim and Steel, Mark F.J. (2008): Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes.
Grydaki, Maria and Bezemer, Dirk (2013): Did Credit Decouple from Output in the Great Moderation?
Grydaki, Maria and Bezemer, Dirk J. (2012): The Role of Credit in Great Moderation: a Multivariate GARCH Approach.
Guidi, Francesco (2009): The economic effects of oil prices shocks on the UK manufacturing and services sector.
Gurgul, Henryk and Lach, Łukasz (2011): Causality analysis between public expenditure and economic growth of Polish economy in last decade. Published in: Statistics in Transition: new series. International journal of the Polish Statistical Association , Vol. 11, (2011): pp. 329-359.
Gurgul, Henryk and Lach, Łukasz (2012): Financial Development and Economic Growth in Poland in Transition: Causality Analysis. Published in: Czech Journal of Economics and Finance , Vol. 62, (2012): pp. 347-367.
Gurgul, Henryk and Lach, Łukasz (2010): International trade and economic growth in the Polish economy. Published in: Operations Research and Decisions , Vol. 20, (2010): pp. 5-29.
Gurgul, Henryk and Lach, Łukasz (2012): Technological progress and economic growth: evidence from Poland. Published in: Ekonometria. Zastosowania Metod Ilościowych , Vol. 34, (2012): pp. 354-386.
Gurgul, Henryk and Lach, Łukasz (2012): Two deficits and economic growth: Case of CEE countries in transition. Published in: Managerial Economics , Vol. 12, (2012): pp. 79-108.
Gurgul, Henryk and Lach, Łukasz (2012): The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies. Published in: Betriebswirtschaftliche Forschung und Praxis , Vol. 64, No. 2 (2012): p. 2012.
Gurgul, Henryk and Lach, Łukasz (2010): The causal link between Polish stock market and key macroeconomic aggregates. Published in: Betriebswirtschaftliche Forschung und Praxis , Vol. 4, (2010): pp. 367-383.
Gurgul, Henryk and Lach, Łukasz (2012): The electricity consumption versus economic growth of the Polish economy. Published in: Energy Economics , Vol. 34, No. 2 (2012): pp. 500-510.
Gurgul, Henryk and Lach, Łukasz (2011): The impact of regional disparities on economic growth. Published in: Operations Research and Decisions , Vol. 22, No. 2 (2011): pp. 37-63.
Gurgul, Henryk and Lach, Łukasz (2011): The interdependence between energy consumption and economic growth in the Polish economy in the last decade. Published in: Managerial Economics , Vol. 9, (2011): pp. 25-48.
Gurgul, Henryk and Lach, Łukasz (2011): The role of coal consumption in the economic growth of the Polish economy in transition. Published in: Energy Policy , Vol. 39, (2011): pp. 2088-2099.
Gurgul, Henryk and Lach, Łukasz and Mestel, Roland (2012): The relationship between budgetary expenditure and economic growth in Poland. Published in: Central European Journal of Operations Research , Vol. 20, (2012): pp. 161-182.
Gurgul, Henryk and Łukasz, Lach (2011): Financial development and economic growth in Poland in transition: causality analysis.
Hall, Alastair R. and Han, Sanggohn and Boldea, Otilia (2008): Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS.
Hall, Alastair R. and Han, Sanggohn and Boldea, Otilia (2008): Inference regarding multiple structural changes in linear models estimated via two stage least squares.
Hamrita, Mohamed Essaied (2014): Export-Led Growth in Tunisia: A wavelet filtering based analysis.
Hamzah, Siti Nur Zahara and Lau, Evan (2013): The Role of Social Factors in Explaining Crime.
Harding, Don (2002): The Australian Business Cycle: A New View.
Hasanov, Fakhri (2010): The impact of real oil price on real effective exchange rate: The case of Azerbaijan. Published in: Discussion Papers of DIW Berlin No. DP1041 (July 2010): pp. 1-28.
Hasanov, Mübariz and Omay, Tolga (2010): The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries. Forthcoming in: Emerging Markets and Finance and Trade , Vol. -, No. - (2011)
Hatemi-J, Abdulnasser (2011): Asymmetric generalized impulse responses and variance decompositions with an application.
Hatemi-J, Abdulnasser (2013): A New Asymmetric GARCH Model: Testing, Estimation and Application.
Hatemi-J, Abdulnasser and El-Khatib, Youssef (2010): Stochastic optimal hedge ratio: Theory and evidence. Published in: Applied Economics Letters , Vol. 8, No. 19 (2012): pp. 699-703.
Hatipoglu, Ozan and Alper, C. Emre (2007): Estimating Central Bank Behavior in Emerging Markets: The Case of Turkey.
He, Yijun and Barnett, William A. (2006): Existence of bifurcation in macroeconomic dynamics: Grandmont was right.
Hernandez Martinez, Fernando (2009): Efectos del incremento del precio del petróleo en la economía española: Análisis de cointegración y de la política monetaria mediante reglas de Taylor. Published in: FUNCAS Working Papers Series No. 1988-8767 (February 2009)
Heryan, Tomas and Stavarek, Daniel (2010): How related are interbank and lending interest rates? Evidence on selected EU countries. Published in: European Financial and Accounting Journal , Vol. 5, No. 3-4 : pp. 42-55.
Herzer, Dierk and Kemper, Niels and Zamparelli, Luca (2009): Balanced growth and structural breaks: Evidence for Germany.
Hina, Hafsa and Qayyum, Abdul (2013): Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors.
Hirota, Keiko (2006): Passenger Car Ownership Estimation toward 2030 in Japan: BAU Scenario with Socio-economic Factors. Published in: Studies in Regional Science , Vol. 37, No. 1 (2007): pp. 25-39.
Holt, Matthew T. and Balagtas, Joseph V. (2009): Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand. Forthcoming in: American Journal of Agricultural Economics , Vol. 91, No. 5 (2009)
Holt, Matthew T. and Goodwin, Barry K. (2009): The Almost Ideal and Translog Demand Systems. Forthcoming in: Contributions to Economic Analysis, Quantifying Consumer Preferences , Vol. 288, (2009)
Hooy, Chee Wooi and Chan, Tze-Haw (2008): The Impact of Yuan/Ringgit on Bilateral Trade Balance of China and Malaysia.
Horvath, Roman and Poldauf, Petr (2011): International stock market comovements: what happened during the financial crisis?
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.
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?
Jensen, Mark J and Maheu, John M (2013): Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis.
Jiménez Sotelo, Renzo (2003): Riesgo crediticio derivado del riesgo cambiario: Perspectiva de una Economía Latinoamericana Parcialmente Dolarizada. Published in: Revista Apuntes No. 52 (31. December 2004): pp. 91-134.
Jin, Xin and Maheu, John M (2014): Modeling Covariance Breakdowns in Multivariate GARCH.
Jingwa A, Brian (2011): Improving biodiversity monitoring by modeling relative abundance from "presence only" data. Published in: tUL Diepenbeek No. 2011 (2011)
Jiranyakul, Komain (2009): Relationship among Money, Prices and Aggregate Output in Thailand. Published in: Empirical Economics Letters , Vol. 8, No. 11 (2009): pp. 1063-1071.
KARGI, Bilal (2014): The Effects of Oil Prices On Inflation and Growth: Time Series Analysis In Turkish Economy For 1988:01-2013:04 Period. Published in: International Journal of Economics and Research , Vol. 2, No. 5 (March 2014): pp. 29-36.
KARGI, Bilal (2013): Konut Piyasası ve Ekonomik Büyüme İlişkisi: Türkiye Üzerine Zaman Serileri Analizi (2000-2012). Published in: International Journal of Human Sciences , Vol. 10, No. 1 (February 2013): pp. 897-926.
Karahasan, Burhan Can (2009): Causal Links Between Trade And Economic Growth Evidence From Turkey And European Union Countries. Published in: Proceedings of GBATA (2009)
Karan Singh, B and Kanakaraj, A and Sridevi, T.O (2010): Revisiting the empirical existence of the Phillips Curve for India. Published in: Journal of Asian Economics , Vol. 2, No. 22 (1. June 2011): pp. 1-20.
Karapanagiotidis, Paul (2014): Dynamic State-Space Models.
Karapanagiotidis, Paul (2012): Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility.
Karimi, Mohammad Sharif and Yusop, Zulkornain (2009): FDI and Economic Growth in Malaysia. Forthcoming in: Asian-African Journal of Economics and Econometrics
Kenny, Geoff and Meyler, Aidan and Quinn, Terry (1998): Bayesian VAR Models for Forecasting Irish Inflation. Published in: Central Bank and Financial Services Authority of Ireland Technical Paper Series , Vol. 1998, No. 4/RT/98 (December 1998): pp. 1-37.
Khan, Muhammad Arshad and Qayyum, Abdul (2007): EXCHANGE RATE DETERMINATION IN PAKISTAN: EVIDENCE BASED ON PURCHASING POWER PARITY THEORY. Published in: Pakistan Economic and Social Review , Vol. 44, No. 2 (December 2007): pp. 181-202.
Khatun, Fahmida and Ahamad, Mazbahul G. (2012): Investigating the determinants of inflationary trends in Bangladesh: an ARDL bounds F-Test Approach.
Khayyat, Nabaz T. and Lee, Jongsu and Lee, Jeong-Dong (2014): How ICT Investment Influences Energy Demand in South Korea and Japan?
Khemraj, Tarron (2011): The Non-Zero Lower Bound Lending Rate and the Liquidity Trap.
Khundrakpam, Jeevan Kumar (2013): Are there Asymmetric Effects of Monetary Policy in India?
Khundrakpam, Jeevan Kumar (2013): A Note on Differential Asymmetric Effects of Money Supply and Policy Rate Shocks in India.
Kim, Hyeongwoo (2009): Generalized Impulse Response Analysis: General or Extreme?
Kitov, Ivan and KItov, Oleg (2013): Does Banque de France control inflation and unemployment?
Kitov, Ivan and Kitov, Oleg and Dolinskaya, Svetlana (2007): Inflation as a function of labor force change rate: cointegration test for the USA.
Kitov, Ivan and Kitov, Oleg and Dolinskaya, Svetlana (2007): Relationship between inflation, unemployment and labor force change rate in France: cointegration test.
Klein, Achim and Urbig, Diemo and Kirn, Stefan (2008): Who drives the Market? Estimating a heterogeneous Agent-based Financial Market Model using a Neural Network Approach.
Ko, Byoung Wook (2010): An application of dynamic factor model to dry Bulk Market - focusing on the analysis of synchronicity and idiosyncrasy in the sub-markets with different ship - size. Forthcoming in: KMI International Journal of Maritime Affairs and Fisheries , Vol. 3, No. 1
Kociecki, Andrzej (2013): Further Results on Identification of Structural VAR Models.
Kociecki, Andrzej (2012): Orbital Priors for Time-Series Models.
Kociecki, Andrzej (2013): Towards Understanding the Normalization in Structural VAR Models.
Komijani, Akbar and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran. Published in: International Journal of Energy Economics and Policy , Vol. 3, No. 1 (1. January 2013): pp. 43-50.
Koop, Gary and Korobilis, Dimitris (2013): A New Index of Financial Conditions.
Korap, Levent (2008): Determinants of reserve money demand: a multivariate co-integrating approach. Published in: Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi , Vol. 1, No. 2 (2008): pp. 33-42.
Korap, Levent (2010): Identification of ‘pull’ & ‘push’ factors for the portfolio flows: SVAR evidence from the Turkish economy. Published in: Doğuş University Journal , Vol. 2, No. 11 (2010): pp. 223-232.
Korap, Levent (2009): On the links between inflation, output growth and uncertainty: system-GARCH evidence from the Turkish economy. Published in: İktisat İşletme ve Finans , Vol. 24, No. 285 (December 2009): pp. 89-110.
Korap, Levent (2010): Testing homogeneity for real income and prices in a money demand equation: the case of Turkey. Published in: İstanbul Üniversitesi İktisat Fakültesi Maliye Araştırma Merkezi Konferansları , Vol. 53, (2010): pp. 59-76.
Korap, Levent (2010): Threshold GARCH modeling of the inflation & inflation uncertainty relationship: historical evidence from the Turkish economy. Published in: İstanbul Üniversitesi İktisat Fakültesi Mecmuası , Vol. 60, No. 2 (2010): pp. 157-172.
Korap, Levent (2011): A closer look at the money multipliers for the Turkish economy: Is there a stable relationship? Published in: İstanbul Üniversitesi İktisat Fakültesi Memuası , Vol. 1, No. 61 (2011): pp. 283-299.
Korap, Levent (2011): An empirical model for the Turkish trade balance: new evidence from ARDL bounds testing analyses. Published in: İstanbul University Department of Economics Econometrics and Statistics e-Journal , Vol. 14, (2011): pp. 38-61.
Korap, Levent (2010): A small scaled business-cycle analysis of the Turkish economy: some counter-cyclical evidence using new income series. Published in: İstanbul Üniversitesi İktisat Fakültesi Mecmuası , Vol. 60, No. 1 (2010): pp. 71-96.
Korap, Levent and Aslan, Özgür (2010): Re-examination of the long-run purchasing power parity: further evidence from Turkey. Published in: Applied Economics , Vol. 42, No. 27 (2010): pp. 3559-3564.
Korap, Levent and Saatçioğlu, Cem (2009): New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy. Published in: Doğuş University Journal , Vol. 10, No. 2 (July 2009): pp. 235-248.
Korobilis, Dimitris (2009): Assessing the transmission of monetary policy shocks using dynamic factor models.
Korobilis, Dimitris (2014): Data-based priors for vector autoregressions with drifting coefficients.
Korobilis, Dimitris (2008): Forecasting in vector autoregressions with many predictors. Published in: Advances in Econometrics , Vol. 23, (November 2008): pp. 403-431.
Korobilis, Dimitris (2009): VAR forecasting using Bayesian variable selection.
Korobilis, Dimitris and Gilmartin, Michelle (2010): The dynamic effects of U.S. monetary policy on state unemployment.
Krishnankutty, Raveesh (2010): Testing the relationship between FDI inflow and out flow in India: a critical analysis.
Krishnankutty, Raveesh and Chakraborty, Kiran Shankar (2013): Determinants of debt capital in Indian corporate sector: a quantile regression analysis.
Kueh, Jerome Swee-Hui and Puah, Chin-Hong and Abu Mansor, Shazali (2009): Empirical analysis on emerging issues of Malaysia outward FDI from macroeconomic perspective. Published in: International Review of Business Research Paper , Vol. 5, No. 1 (2009): pp. 124-134.
Kueh, Jerome Swee-Hui and Puah, Chin-Hong and Lau, Evan and Abu Mansor, Shazali (2007): FDI-trade nexus: empirical analysis on ASEAN-5.
Kulaksizoglu, Tamer (2004): Measuring the Effectiveness of Competition Policy: Evidence from the Turkish Cement Industry.
Köksal, Bülent and Orhan, Mehmet (2012): Market risk of developed and developing countries during the global financial crisis.
L. Arnaut, Javier (2008): Demanda de dinero y liberalizacion financiera en Mexico: Un enfoque de cointegracion.
Laakkonen, Helinä and Lanne, Markku (2008): Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times.
Laborde, David and Rey, Serge (2001): Transmission internationale de la volatilité des prix d’actifs financiers : les relations entre les marchés français et américains de 1997 à 2000.
Lach, Łukasz (2010): Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems. Published in: Managing Global Transitions: International Research Journal , Vol. 8, (2010): pp. 167-186.
Lach, Łukasz (2010): Fixed capital and long run economic growth: evidence from Poland. Published in: Systems Science , Vol. 36, No. 4 (2010): pp. 33-50.
Lach, Łukasz (2011): Impact of hard coal usage for metal production on economic growth of Poland. Published in: Managerial Economics , Vol. 9, (2011): pp. 103-120.
Lach, Łukasz (2014): Oil usage, gas consumption and economic growth: Evidence from Poland. Forthcoming in: Energy Sources, Part B: Economics, Planning, and Policy
Lai, Jennifer /J.T. (2008): Capital flow to China and the issue of hot money: an empirical investigation.
Lanne, Markku and Ahoniemi, Katja (2008): Implied Volatility with Time-Varying Regime Probabilities.
Lanne, Markku and Luoto, Jani (2012): Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation? Published in: HECER Discussion Papers No. 351 (2012)
Lanne, Markku and Saikkonen, Pentti (2005): A Multivariate Generalized Orthogonal Factor GARCH Model.
Lanne, Markku and Saikkonen, Pentti (2010): Noncausal Vector Autoregression.
Lanne, Markku and Saikkonen, Pentti (2012): Supplementary appendix to "noncausal vector autoregression".
Lau, Evan and Hamzah, Siti Nur Zahara (2012): Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah.
Lau, Evan and Oh, Swee-Ling and Hu, Sing-Sing (2008): TOURIST ARRIVALS AND ECONOMIC GROWTH IN SARAWAK.
Lazea, Valentin and Cozmanca, Bogdan Octavian (2003): Currency substitution in Romania.
Le, Thai-Ha and Chang, Youngho (2011): Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities.
Lehmann, Robert and Wohlrabe, Klaus (2013): Sectoral gross value-added forecasts at the regional level: Is there any information gain?
Leitão, João (2007): The Taylor Effect on the Performances of the Red Devils’ Football Brand.
Leiva-Leon, Danilo (2013): A New Approach to Infer Changes in the Synchronization of Business Cycle Phases.
Lemoine, Matthieu and Mazzi, Gian Luigi and Monperrus-Veroni, Paola and Reynes, Frédéric (2008): Real time estimation of potential output and output gap for theeuro-area: comparing production function with unobserved componentsand SVAR approaches. Published in: Document de travail de l'OFCE , Vol. 34, (November 2008): pp. 1-44.
Levent, Korap (2007): Does the interest differential explain future exchange rate return? a re-examination of the UIP hypothesis for the Turkish economy. Published in: International Research Journal of Finance and Economics No. 10 (2007): pp. 120-128.
Levent, Korap (2009): Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme. Published in: Gaziantep Üniversitesi Sosyal Bilimler Dergisi , Vol. 8, No. 2 (2009): pp. 503-523.
Levent, Korap (2007): Impact of Exchange Rate Changes on Domestic Inflation: he Turkish Experience. Published in: The Business Review, Cambridge , Vol. 8, No. 2 (December 2007): pp. 150-158.
Levent, Korap (2008): Long-run relations between money, prices and output: the case of Turkey. Published in: Zonguldak Karaelmas Üniversitesi Sosyal Bilimler Dergisi , Vol. 4, No. 7 (2008): pp. 33-54.
Levent, Korap (2008): Modeling Turkish M2 broad money demand: a portfolio-based approach using implications for monetary policy. Published in: Selçuk Üniversitesi İktisadi ve İdari Bilimler Fakültesi Sosyal ve Ekonomik Araştırmalar Dergisi , Vol. 9, No. 15 (2008): pp. 1-13.
Levent, Korap (2008): Modeling base money demand and inflation for the Turkish economy. Published in: Doğuş University Journal , Vol. 9, No. 2 (2008): pp. 207-216.
Levent, Korap (2007): Modeling purchasing power parity using co-integration: evidence from Turkey. Published in: The Journal of American Academy of Business, Cambridge , Vol. 11, No. 2 (September 2007): pp. 51-57.
Levent, Korap (2009): Parasal büyüme ve tüketici enflasyonu değişim oranı arasındaki nedensellik ilişkisi üzerine bir deneme: Türkiye örneği. Published in: İstanbul Üniversitesi İktisat Fakültesi Ekonometri ve İstatistik e-Dergisi , Vol. 9, (2009): pp. 56-74.
Levent, Korap (2006): Seigniorage revenue and Turkish economy. Published in: Cumhuriyet Üniversitesi İktisadi ve İdari Bililer Dergisi , Vol. 7, No. 2 (2006): pp. 101-120.
Levent, Korap (2007): Structural VAR identification of the Turkish business cycles. Published in: International Research Journal of Finance and Economics , Vol. 9, (2007): pp. 72-86.
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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.
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Omay, Tolga and Aluftekin, Nilay and Karadagli, Ece C. (2009): The relationship between output growth and inflation: Evidence from Turkey.
Omay, Tolga Omay and Hasanov, Mubariz (2006): Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi.
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Stavarek, Daniel (2004): Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions. Published in: Finance a úvěr - Czech Journal of Economics and Finance , Vol. 55, No. 3-4 (2005): pp. 141-161.
Stavarek, Daniel and Dohnal, Marek (2009): Exchange Market Pressure in Central Europe: An Application of the Girton-Roper Model. Published in: Economies of Central and Eastern Europe: Convergence, Opportunities and Challenges. Conference Proceedings. Tallinn, 14-16 June 2009. ISBN 978-9949-430-28-4.
Stavarek, Daniel and Heryan, Tomas (2012): Day of the week effect in central European stock markets.
Stepanenko, Bohdana (2011): ОЦІНКА ВПЛИВУ ЕЛЕМЕНТІВ ФІНАНСОВОГО МЕХАНІЗМУ НА СТАНОВЛЕННЯ ТА РОЗВИТКУ ЗЕЛЕНОГО БІЗНЕСУ В ЄВРОПІ. Published in: Науковий вісник Чернівецького університету: Економіка , Vol. 579-58, (2011): pp. 165-170.
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Stevans, Lonnie and Sessions, David (2008): Speculation, Futures Prices, and the U.S. Real Price of Crude Oil.
Su, Yongyang and Lau, Chi Keung Marco and Tan, Na (2013): Hedging China’s Energy Oil Market Risks.
Sucarrat, Genaro and Grønneberg, Steffen and Escribano, Alvaro (2013): Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown.
Sun, David and Lin, William and Nieh, Chien-Chung (2007): Long run credit risk diversification: empirical decomposition of corporate bond spreads. Published in: Review of Securities and Futures Markets , Vol. 2, No. 20 (July 2008): pp. 135-187.
Syed Muhammad, Atif and Sardar, Mohazzam (2012): Inclusive Growth Strategies for Pakistan: Myth or Reality for Policymakers!
Szarowska, Irena (2011): Development and the cyclicality of government spending in the Czech Republic.
Taboga, Marco (2008): Macro-finance VARs and bond risk premia: a caveat.
Tang, Chor Foon (2008): A re-examination of the role of foreign direct investment and exports in Malaysia's economic growth. Published in: International Journal of Management Studies , Vol. 15, No. Bumper Issue (2008): pp. 47-67.
Tang, Chor Foon and Shahbaz, Muhammad (2011): Revisiting the Electricity Consumption-Growth Nexus for Portugal: Evidence from a Multivariate Framework Analysis.
Tiwari, Aviral and Shahbaz, Muhammad (2010): Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India.
Tiwari, Aviral and Shahbaz, Muhammad and Shabbir, Muhammad (2011): Is per capita GDP non-linear stationary in SAARC countries?
Todd, Prono (2009): GARCH-based identification and estimation of triangular systems.
Tsyplakov, Alexander (2010): The links between inﬂation and inﬂation uncertainty at the longer horizon.
Ucal, Meltem and Bilgin, Mehmet Huseyin (2009): Income Inequality and FDI in Turkey: FM-OLS (Phillips-Hansen) Estimation and ARDL Approach to Cointegration.
Vargas, Gregorio A. (2006): An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model. Published in: The Philippine Statistician , Vol. 55, No. 1-2 (2006): pp. 83-102.
Vargas, Gregorio A. (2008): What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?
Vazquez, Miguel and Barquín, Julián (2009): Representing the effects of oligopolistic competition on risk-neutral prices in power markets.
Vecchione, Gaetano (2010): Economic growth, electricity consumption and foreign dependence in Italy between 1963 and 2007.
Venier, Guido (2007): A new Model for Stock Price Movements. Published in: Journal of Applied Economic Sciences , Vol. 3, No. 3 (November 2008): pp. 327-347.
Vespignani, Joaquin L. (2012): The industrial impact of monetary shocks during the inflation targeting era in Australia.
Vázquez, Miguel and Sánchez-Úbeda, Eugenio F. and Berzosa, Ana and Barquín, Julián (2008): Short-term evolution of forward curves and volatility in illiquid power markets.
Wagatha, Matthias (2007): Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen.
Wagatha, Matthias (2007): Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen.
Waheed, Muhammad (2007): Central bank intervention, sterilization and monetary independence: the case of Pakistan.
Wakamatsu, Hiroki and Miyata, Tsutomu (2014): Do Radioactive Spills from the Fukushima Disaster Have any Influence on Seafood Market in Japan?
Wasim, Ahmad and Bandi, Kamaiah (2011): Identifying regime shifts in Indian stock market: A Markov switching approach.
Weaver, Robert D and Natcher, William C (2000): Commodity Price Volatility under New Market Orientations.
Weber, Enzo (2006): Common and uncommon sources of growth in Asia Pacific.
Weber, Enzo (2007): Economic Integration and the Foreign Exchange.
Weber, Enzo (2007): Regional and Outward Economic Integration in South-East Asia.
Weber, Enzo (2007): Who Leads Financial Markets?
Westerlund, Joakim and Basher, Syed A. (2006): Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?
Westerlund, Joakim and Basher, Syed A. (2007): Mixed Signals Among Tests for Panel Cointegration. Forthcoming in: Economic Modelling
Westerlund, Joakim and Basher, Syed A. (2007): Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data. Forthcoming in: Environmental and Resource Economics
Wintenberger, Olivier and Cai, Sixiang (2011): Parametric inference and forecasting in continuously invertible volatility models.
Yilmaz, Tolgahan (2010): Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange.
Yıldırım, Metin and Korap, Levent (2012): Testing the Lucas critique for the Turkish money demand function. Published in: İktisat, İşletme ve Finans , Vol. 318, No. 27 (2012): pp. 57-82.
Zafar, Sabahat and Butt, Muhammad Sabihuddin (2008): Impact of Trade Liberalization on External Debt Burden: Econometric Evidence from Pakistan.
Zaghini, Andrea and Bencivelli, Lorenzo (2012): Financial innovation, macroeconomic volatility and the great moderation. Forthcoming in: modern economy , Vol. 3, No. 5 (2012)
Zanetti Chini, Emilio (2010): Updating the PPP puzzle: should we use nonlinear models?
Zeren, Fatma and Korap, Levent (2010): A cost-based empirical model of the aggregate price determination for the Turkish economy: a multivariate cointegration approach. Published in: Panoeconomicus , Vol. 2010, No. 2 (2010): pp. 173-188.