Munich Personal RePEc Archive

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

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Number of items at this level: 1122.


AMMOURI, Bilel and TOUMI, Hassen and ISSAOUI, Fakhri and ZITOUNA, Habib (2015): Forecasting Inflation in Tunisia into instability: Using Dynamic Factors Model a two-step based on Kalman filtering.

Abarahan, Amnisuhailah Binti and Masih, Mansur (2016): Is energy a stimulus for economic growth? A focused study on Malaysia using the auto regressive distributed lag technique.

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

Abdi, Zeinab and Masih, Mansur (2014): Which type of government revenue leads government expenditure?

Abdul, waheed and Syed tehseen, jawaid (2010): Inward foreign direct investment and aggregate imports: time series evidence from Pakistan. Published in: International Economics and Finance Journal , Vol. 5, No. 1-2 (15 December 2010): pp. 33-43.

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

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

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

Abdul Karim, Zulkefly and Zaidi, Mohd Azlan Shah and Jusoh, Mansor (2008): Variabiliti harga relatif dan inflasi : bukti empirikal di Semenanjung Malaysia, Sabah dan Sarawak. Published in: International Journal of Management Studies (IJMS) , Vol. 2, No. 15 (December 2008): pp. 165-182.

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

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

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

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

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

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

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

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

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

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

Abu-Qarn, Aamer and Abu-Bader, Suleiman (2005): A Versus K Revisited: Evidence from Selected MENA Countries. Published in: World Development , Vol. 35, No. 5 (2007): pp. 752-771.

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

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

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

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

Adesoye, A. Bolaji and Maku, Olukayode E. and Atanda, Akinwande A. (2012): Capital Flight and Investment Dynamics in Nigeria: A Time Series Analysis (1970-2006). Forthcoming in: : pp. 1-21.

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

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

Ahad, Muhammad and Dar, Adeel Ahmad and Imran, Muhammad (2017): Does Financial Development Promote Industrial Production in Pakistan? Evidence from Combine Cointegration and Causality Approach. Forthcoming in: Global Business Review , Vol. 20, No. 2 (March 2019)

Ahmad, Ali and Francq, Christian (2014): Poisson qmle of count time series models.

Ahmad, Imtiaz and Qayyum, Abdul (2009): Role of Public Expenditures and Macroeconomic Uncertainty in Determining Private Investment in Large Scale Manufacturing Sector of Pakistan. Published in: International Research Journal of Finance and Economics No. 26 (2009): pp. 34-40.

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

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

Ahmed, Syed Shujaat and Nazir, Sidra (2016): Oil Prices and REER with Impact of Regime Dummies.

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

Ahsan, Zainab Fida and Masih, Mansur (2016): Exploring the nexus between income inequality and financial indicators: endemic to the Indian economy?

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

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

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

Aktas, Erkan and Yurdakul, Oğuz (2005): Destekleme ve Teknoloji Politikalarının Çukurova Bölgesinde Mısır Tarımı Üzerine Etkisi. Published in: Journol of Agricultural Faculty, University of Cukurova , Vol. 20(2), (2005): pp. 19-28.

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

Alaaabed, Alaa and Masih, Mansur (2014): Finance-growth nexus: insights from an application of threshold regression model to Malaysia’s dual financial system.

Alaabed, Alaa and Masih, Mansur (2014): Size and Volatility: new evidence from an application of wavelet approach to the emerging Islamic mutual funds’ industry.

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

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

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

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

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

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

Ali, Hakim and Masih, Mansur (2016): Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia.

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

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

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

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

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

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

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

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

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

Amavilah, Voxi Heinrich (2007): The effects of technology-as-knowledge on the economic performance of developing countries: An econometric analysis using annual publications data for Botswana, Namibia, and South Africa, 1976-2004.

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

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

Angelidis, Timotheos and Benos, Alexandros and Degiannakis, Stavros (2007): A Robust VaR Model under Different Time Periods and Weighting Schemes. Published in: Review of Quantitative Finance and Accounting , Vol. 2, No. 28 (2007): pp. 187-201.

Angelidis, Timotheos and Degiannakis, Stavros (2007): Backtesting VaR Models: A Τwo-Stage Procedure. Published in: Journal of Risk Model Validation , Vol. 1, No. 2 (June 2007): pp. 27-48.

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

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

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

Antwi-Boateng, Cosmos (2015): Is Ghana achieving sustainable trade balance in the participation of international trade? time series assessment for Ghana.

Ardia, David and Hoogerheide, Lennart F. (2009): Bayesian estimation of the GARCH(1,1) model with Student-t innovations. Published in: The R Journal , Vol. 2, No. 2 (31 December 2010): pp. 41-47.

Ardia, David and Hoogerheide, Lennart F. (2010): Efficient Bayesian estimation and combination of GARCH-type models. Published in: Rethinking Risk Measurement and Reporting: Examples and Applications from Finance, Riskbooks , Vol. Volume, (October 2010)

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

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

Ari, Ali and Dagtekin, Rustem (2007): Early Warning Signals of the 2000/2001 Turkish Financial Crisis. Published in: International Journal of Emerging and Transition Economies , Vol. 1, No. 2 (2008): pp. 191-218.

Ari, Ali and Dagtekin, Rustem (2007): Les Indicateurs d'Alerte de la Crise Financière de 2000-2001 en Turquie: Un Modèle de Prévision de Crise Jumelle. Published in: Région et Développement No. 26 (2007): pp. 35-50.

Arshad Khan, Muhammad and Qayyum, Abdul (2007): Trade,Financial and Growth Nexus in Pakistan. Published in: Economic Analysis Working Papers , Vol. 6, No. 14 (2007): pp. 1-24.

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

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

Asadov, Alam and Masih, Mansur (2016): Home financing loans and their relationship to real estate bubble: An analysis of the U.S. mortgage market.

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

Athanasoglou, Panayiotis (2011): The role of product variety and quality and of domestic supply in foreign trade. Published in: RePEc No. Working Paper 128 (April 2011)

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

Athanasoglou, Panayiotis and Bardaka, Ioanna (2010): New trade theory, non-price competitiveness and export performance. Published in: Economic Modelling , Vol. 27, No. 1 (January 2010)

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

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

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

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

Awaludin, Fadhlee and Masih, Mansur (2015): Sukuk pricing dynamics - factors influencing yield curve of the Malaysian Sukuk.

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

Ayub, Aishaton and Masih, Mansur (2013): The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach.

Azuma, Yoshiaki and Nakao, Takeo (2009): Why the saving rate has been falling in Japan. Published in: Doshisha University World Wide Business Review , Vol. 2, No. 10 (January 2009): pp. 56-65.


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

BAHMANI-OSKOOEE, Mohsen and HALICIOGLU, Ferda and GHODSI, Seyed Hesam (2016): Asymmetric Effects of Exchange Rate Changes on British Bilateral Trade Balances.

BEKHALED, Aicha and DADENE, Abdelghani and CHIKHI, Mohamed (2014): اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011. Published in: El-Bahith Review No. 14 (2014): pp. 260-274.

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


BOUSALAM, Issam and HAMZAOUI, Moustapha (2016): Impact of Ethical Screening on Risk and Returns: the Case of Constructed Moroccan Islamic Stock Indexes.

BOUSALAM, Issam and HAMZAOUI, Moustapha and ZOUHAYR, Otman (2016): Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation.

Bai, Jushan (1993): Least squares estimation of a shift in linear processes. Published in: Journal of Time Series Analysis , Vol. 15, No. 5 (September 1994): pp. 453-472.

Bai, Jushan (1991): Weak convergence of the sequential empirical processes of residuals in ARMA models. Published in: Annals of Statistics , Vol. 22, (1994): pp. 2051-2061.

Bai, Jushan and Wang, Peng (2011): Conditional Markov chain and its application in economic time series analysis. Published in: Journal of Applied Econometrics , Vol. 26, No. 5 (August 2011): pp. 715-734.

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

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

Bandyopadhyay, Kaushik Ranjan (2008): Implication of Fuel Price Deregulation on Fuel Demand and CO2 Emission: A Case Study of Car Ownership and Utilisation in India.

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

Barnett, William and Aghababa, Hajar (2016): Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?

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

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

Barrera-Chaupis, Carlos (2014): La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012.

Barry, Boubacar-Sid and Wodon, Quentin (2007): Conflict, Growth, and Poverty in Guinea-Bissau. Published in: Growth and Poverty Reduction: Case Studies from West Africa (edited by Quentin Wodon, published in World Bank Working Paper No. 79) (January 2007): pp. 111-122.

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

Bartzsch, Nikolaus and Seitz, Franz and Setzer, Ralph (2015): The demand for euro banknotes in Germany: Structural modelling and forecasting.

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

Bastianin, Andrea and Galeotti, Marzio and Manera, Matteo (2016): Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers.

Bationo, Rakissiwinde and Hounkpodote, Hilaire (2009): Estimation des changements des cours du café et du cacao: Filtre de Kalman, filtre de Hodrick-Prescott et modélisation à partir de processus markovien.

Becker, Martin and Klößner, Stefan and Pfeifer, Gregor (2017): Cross-Validating Synthetic Controls.

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

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

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

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

Belessiotis, Tassos and Carone, Giuseppe (1997): A dynamic analysis of France's external trade. Published in: European Economy - Economic Papers (European Commission DG ECFIN) No. 122 (November 1997): pp. 1-70.

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

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

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

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

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

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

Ben Jebli, Mehdi and Ben Youssef, Slim (2015): The environmental Kuznets curve, economic growth, renewable and non-renewable energy, and trade in Tunisia.

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

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

Bensalma, Ahmed (2015): New Fractional Dickey and Fuller Test. Forthcoming in: IEEE Conference paper

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

Bensalma, Ahmed (2018): Two Distinct Seasonally Fractionally Differenced Periodic Processes.

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

Benzarour, Choukri and satour, rachid (2016): السياحة والنمو الاقتصادي في الجزائر : الأدلة من التكامل المشترك و تحليل السببية.

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

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

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

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

Bhatt, Vipul and Kishor, Kundan and Marfatia, Hardik (2017): Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument.

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

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

Bhuyan, Biswabhusan and Sethi, Dinabandhu (2016): An Augmented Taylor rule for India’s Monetary Policy: Does Governor Regime Matters?

Bianchi, Carlo and Calzolari, Giorgio and Sterbenz, Frederic P. (1991): Simulation of interest rate options using ARCH. Published in: Universita' di Messina, Istituto di Economia, Statistica e Analisi del Territorio No. Quaderno No. 10, presented at the European Meeting of the Econometric Society, Cambridge, U.K. (1991): pp. 1-28.

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

Bilgili, Faik (2001): ARIMA ve VAR Modellerinin Tahmin Başarılarının Karşılaştırılması. Published in: Journal of Faculty of Economics and Administrative Sciences, Erciyes University No. 17 (2001): pp. 37-53.

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

Bilgili, Faik (2010): Energy tax harmonization in EU: Time series and panel data evidence. Published in: Research Journal of International Studies No. 14 (May 2010): pp. 12-20.

Bilgili, Faik (1998): Stationarity and cointegration tests: Comparison of Engle - Granger and Johansen methodologies. Published in: Journal of Faculty of Economics and Administrative Sciences, Erciyes University No. 13 (1998): pp. 131-141.

Bilgin, Cevat and Sahbaz, Ahmet (2009): Türkiye’de Büyüme ve İhracat Arasındaki Nedensellik İlişkileri. Published in: Gaziantep Üniversitesi Sosyal Bilimler Dergisi , Vol. 8, No. 1 (2009): pp. 177-198.

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

Bisio, Laura and Moauro, Filippo (2017): Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts.

Bogoev, Jane and Ramadani, Gani (2012): GDP Data Revisions in Macedonia – Is There Any Systematic Pattern?

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

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

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

Bonga-Bonga, Lumengo and Kabundi, Alain (2015): Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach.

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

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

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

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

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

Bouoiyour, jamal and Kuikeu, Oscar (2007): Pertinence de la dévaluation du Franc CFA de janvier 1994 : Une évaluation par le taux de change réel d’équilibre. Cas de l’économie camerounaise.

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

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

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

Bucci, Andrea (2017): Forecasting realized volatility: a review.

Bukhari, Naseem and Masih, Mansur (2016): An empirical investigation of causal linkages between domestic terrorism and macroeconomic variables: a case for Pakistan.

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

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

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

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

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

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

Buriev, Abdul Aziz and Masih, Mansur (2015): Impact of Arab uprising on Portfolio diversification benefits at different investment horizons for the Turkish investors in relation to the regional stock markets: Multivariate GARCH-DCC and Wavelet coherence approaches.

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

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

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

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

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

Bystrov, Victor and Mackewicz, Michał (2016): Recurrent explosive behaviour of debt-to-GDP ratio.

Bógalo, Juan and Poncela, Pilar and Senra, Eva (2017): Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA.

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

bouoiyour, jamal (2003): Trade and GDP Growth in Morocco: Short-run or Long-run Causality? Published in: Brazilian Journal of Business and Economics , Vol. Vol 3, No. n° 2 (2003): pp. 14-21.


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

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

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

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Caporin, Massimiliano and Fontini, Fulvio (2014): The value of protecting Venice from the acqua alta phenomenon under different local sea level rises.

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

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

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

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

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

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

Cellini, Roberto and Cuccia, Tiziana (2017): How free admittance affects charged visits to museums: An analysis of the Italian case.

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

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

Cevik, Emrah Ismail (2012): İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme. Published in: Journal of Yasar University , Vol. 7, No. 26 (2012): pp. 4437-4454.

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

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

Chan, Tze-Haw and Lau, Evan (2004): Business cycles and the synchronization process: a bounds testing approach. Published in: INTI Journal , Vol. 1, No. 5 (2005): pp. 445-465.

Chan, Tze-Haw and Lau, Evan (2004): Business cycles and the synchronization process: a bounds testing approach. Published in: INTI Journal , Vol. 1, No. 5 (2005): pp. 445-465.

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

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

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

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

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

Chattopadhyay, Siddhartha and Agrawal, Manasi (2015): An Algorithm for Solving Simple Sticky Information New Keynesian DSGE Model. Published in: Trade and Development Review , Vol. 8, No. 2 (1 December 2015): pp. 120-137.

Chatziantoniou, Ioannis and Degiannakis, Stavros and Eeckels, Bruno and Filis, George (2015): Forecasting Tourist Arrivals Using Origin Country Macroeconomics. Forthcoming in: Applied Economics

Chatziantoniou, Ioannis and Filis, George and Floros, Christos (2015): Asset prices regime-switching and the role of inflation targeting monetary policy. Forthcoming in: Global Finance Journal (forthcoming) No. Accepted for publication on the 16th of December 2015

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

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

Chella, Namapsa and Phiri, Andrew (2017): Long-run cointegration between foreign direct investment, direct investment and unemployment in South Africa.

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

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

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

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

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

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

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

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

Chhorn, Theara and Chaiboonsri, Chukiat (2017): Modelling and Forecasting Tourist Arrivals to Cambodia: An Application of ARIMA-GARCH Approach. Published in: Journal of Management, Economics, and Industrial Organization , Vol. 2, No. 2 (2018): pp. 1-19.

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

Chikhi, Mohamed and Diebolt, Claude (2010): Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact. Published in: Cahiers du CREAD No. 92 (2010): pp. 25-41.

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

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

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

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

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

Chong, Terence Tai Leung and Chen, Haiqiang and Wong, Tsz Nga and Yan, Isabel K. (2015): Estimation and Inference of Threshold Regression Models with Measurement Errors.

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

Chong, Terence Tai Leung and Ding, Yue and Pang, Tianxiao (2017): Extreme Risk Value and Dependence Structure of the China Securities Index 300. Published in: Economics Bulletin , Vol. 37, No. 1 (20 March 2017): pp. 520-529.

Chong, Terence Tai Leung and Li, Nasha and Zou, Lin (2016): A New Approach to Modelling Sector Stock Returns in China. Forthcoming in: The Chinese Economy

Chong, Terence Tai Leung and Lu, Chenxi and Chan, Wing H. (2016): Long Range Dependence and Structural Breaks in the Gold Markets. Forthcoming in: Singapore Economic Review

Chong, Terence Tai Leung and Pang, Tianxiao and Zhang, Danna and Liang, Yanling (2017): Structural change in non-stationary AR(1) models. Forthcoming in: Econometric Theory

Chong, Terence Tai-Leung and Cao, Bingqing and Wong, Wing Keung (2017): A Principal Component Approach to Measuring Investor Sentiment in Hong Kong.

Chowdhury, M. Ashraful Ferdous and Haque, M. Mahmudul and Alhabshi, Syed Othman and Masih, Abul Mansur M. (2016): Socioeconomic Development and Its Effect on Performance of Islamic Banks: Dynamic Panel Approaches. Published in:

Chowdhury, Mohammad Ashraful Ferdous and Masih, Mansur (2015): Socially responsible investment and Shariah-compliant investment compared: Can investors benefit from diversification? An ARDL approach.

Chrz, Stepan and Hruby, Zdenek and Janda, Karel and Kristoufek, Ladislav (2013): Provazanost trhu potravin, biopaliv a fosilnich paliv.

Chunxiu, Ma and Masih, Mansur (2014): Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application.

Ciccarelli, Nicola (2016): Semiparametric Efficient Adaptive Estimation of the PTTGARCH model.

Cifarelli, giulio (2002): The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory? Published in: Studi e Discussioni - Dipartimento di Scienze Economiche - Università di Firenze No. n. 128 (May 2002)

Ciuiu, Daniel (2011): Bayes multivariate signification tests and Granger causality. Published in: Proceedings of the Conference “Predictability in Nonlinear Dynamical Systems: the Economic Crises”, Faculty of Applied Sciences, Politechnical University, Bucharest, October 5, 2011, (5 October 2011): pp. 48-56.

Clarke, Damian (2018): A Convenient Omitted Variable Bias Formula for Treatment Effect Models.

Clemente, Jesús and Lazaro, Angelina and Montanes, Antonio (2016): Public health expenditure in Spain: is there partisan behaviour?

Cooray, Arusha and Wickremasinghe, Guneratne (2005): The Efficiency of Emerging Stock Markets: Empirical Evidence from the South Asian Region. Published in: Journal of Developing Areas , Vol. 1, No. 41 (2007): pp. 171-184.

Craig, Lee and Holt, Matthew T. (2012): The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911.

Czinkota, Thomas (2012): Auswirkungen des Halteproblems auf die Integration von Strukturbrüchen in einen Ansatz zum Portfoliomanagement.

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


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

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

D., Ivan (2017): Stability of the labour shares: evidence from OECD economies.

DO ANGO, Simplicio and AMBA OYON, Claude Marius (2016): A PANIC Attack on Inflation and Unemployment in Africa: Analysis of Persistence and Convergence. Published in: The Empirical Economics Letters , Vol. 15, (2016)

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

Das, Nimai and Sarker, Debnarayan (2001): Population, Forest Degradation and Environment: A Nexus. Published in: Conference Volume (Bengal Economic Association, Kolkata) , Vol. 22, (2002): pp. 61-68.

Das, Rituparna and Daga, Ugam Raj (2004): Exchange Rate Conflict between Dollar and Rupee. Published in: Paper in Workshop on Conflict Management, Policy and Peace Economics (10 January 2004)

Degiannakis, Stavros (2008): ARFIMAX and ARFIMAX-TARCH Realized Volatility Modeling. Published in: Journal of Applied Statistics , Vol. 10, No. 35 (2008): pp. 1169-1180.

Degiannakis, Stavros and Filis, George (2016): Forecasting oil price realized volatility: A new approach.

Degiannakis, Stavros and Filis, George and Hassani, Hossein (2015): Forecasting implied volatility indices worldwide: A new approach.

Degiannakis, Stavros and Floros, Christos and Livada, Alexandra (2012): Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence. Published in: Managerial Finance , Vol. 4, No. 38 (2012): pp. 436-452.

Degiannakis, Stavros and Xekalaki, Evdokia (2005): Predictability and Model Selection in the Context of ARCH Models. Published in: Journal of Applied Stochastic Models in Business and Industry No. 21 (2005): pp. 55-82.

Delavari, Majid and Baranpour, Naghmeh and Abdeshahi, Abbas (2014): Analyzing the Effect of Real Exchange Rate on Petrochemicals Exporting.

Delavari, Majid and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting? Published in: International Journal of Economics and Financial Issues , Vol. 3, No. 2 (10 April 2013): pp. 447-465.

Delle Monache, Davide and Petrella, Ivan (2016): Adaptive models and heavy tails with an application to inflation forecasting.

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

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

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

Dewandaru, Ginanjar and Rizvi, Syed Aun and Sarkar, Kabir and Bacha, Obiyathulla and Masih, Mansur (2014): How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries.

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

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

Diallo, Abdoulaye Kindy and Masih, Mansur (2017): CO2 emissions and financial development: evidence from the United Arab Emirates based on an ARDL approach.

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

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

Dinda, Soumyananda (2012): China Integrates Asia with the World: An Empirical Study. Published in: Journal of Chinese Economic and Foreign Trade Studies , Vol. 7, No. 2 (November 2014): pp. 70-89.

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

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

Dingela, Siyasanga and Khobai, Hlalefang (2017): Dynamic Impact of Money Supply on Economic Growth in South Africa. An ARDL Approach. Forthcoming in: Journal of Business and Economics Development , Vol. 2, No. 4 (9 November 2017): pp. 2-18.

Dobrescu, Emilian (2004): Double conditioned potential output. Published in: Romanian Journal of Economic Forecasting No. Paper presented at the 28th General Conference of The International Association for Research in Income and Wealth Cork, Ireland, August 22 - 28, 2004

Dondashe, Nandipha and Phiri, Andrew (2018): Determinants of FDI in South Africa: Do macroeconomic variables matter?

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

Driouchi, Ahmed and Harkat, Tahar (2017): Counting the NEETs for Countries with no or less Data, Using Information on Unemployment of Youth Aged 15-24: The Case of Arab Countries.

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

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

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

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

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

Dwihasri, Dhaifina and Masih, Mansur (2015): Should investors diversify their portfolios with stocks from major trading countries? A comparative multivariate GARCH-DCC and wavelet correlation analysis.

Dzanan, Haris and Masih, Mansur (2017): Does currency depreciation necessarily result in positive trade balance ? new evidence from Norway.

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

da Silva Filho, Tito Nícias Teixeira (2005): Is there too much certainty when measuring uncertainty.

de Vilder, Robin G. and Visser, Marcel P. (2007): Volatility Proxies for Discrete Time Models.


EL BOUHADI, Hamid and OUAHID, Driss (2014): Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines.

Effiong, Ekpeno L. (2016): Nonlinear Dependence between Stock Prices and Exchange Rate in Nigeria. Forthcoming in:

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

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

El Bouhadi, A. and Ounir, A. and El Maguiri, M. (2008): Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca.

El Bouhadi, Abdelhamid and Achibane, Khalid (2009): The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?

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

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

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

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

Emenike, Kalu O. (2010): Modelling Stock Returns Volatility In Nigeria Using GARCH Models. Published in: Proceeding of International Conference on Management and Enterprice Development, Ebitimi Banigo Auditorium, University of Port Harcourt - Nigeria , Vol. 1, No. 4 (10 February 2010): pp. 5-11.

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

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

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

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

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

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

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

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

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

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

Escobari, Diego and Garcia, Sergio and Mellado, Cristhian (2017): Identifying Bubbles in Latin American Equity Markets: Phillips-Perron-based Tests and Linkages. Forthcoming in: Emerging Markets Review

Escobari, Diego and Jafarinejad, Mohammad (2015): Date Stamping Bubbles in Real Estate Investment Trusts. Forthcoming in: The Quarterly Review of Economics and Finance

Escribano, Alvaro and Sucarrat, Genaro (2016): Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility.

el Alaoui, AbdelKader and Diwandaru, Ginanjar and Rosly, Saiful Azhar and Masih, Mansur (2014): What Drives Profitability of Banks: Do Interest rate, and Fee and Commissions impact the profitability of Banks? Evidence from the European Countries.

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

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


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

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

Fakhri, Hasanov and Khudayar, Hasanli (2011): Why had the Money Market Approach been irrelevant in explaining inflation in Azerbaijan during the rapid economic growth period? Published in: Middle Eastern Finance and Economics No. Issue 10 : pp. 136-145.

Fallahi, Firouz (2011): Convergence of Total Health Expenditure as a Share of GDP: Evidence from Selected OECD Countries.

Fallahi, Firouz and Montazeri Shoorkchali, Jalal (2012): Government size and economic growth in Greece: A smooth transition approach.

Fantazziini, Dean (2014): Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data. Published in: Plos One , Vol. 11, No. 9 (2014)

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 (2016): The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? Forthcoming in: Energy Policy (2016)

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

Fantazzini, Dean and Nigmatullin, Erik and Sukhanovskaya, Vera and Ivliev, Sergey (2016): Everything you always wanted to know about bitcoin modelling but were afraid to ask. Forthcoming in: Applied Econometrics (2016)

Fantazzini, Dean and Toktamysova, Zhamal (2015): Forecasting German Car Sales Using Google Data and Multivariate Models. Forthcoming in: International Journal of Production Economics (2015)

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

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

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

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

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

Ferrara, Laurent and Guégan, Dominique (2005): Detection of the industrial business cycle using SETAR models. Published in: Journal of Business Cycle Measurement and Analysis , Vol. 2, No. 3 (2005): pp. 353-372.

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

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

Folarin, Oludele and Asongu, Simplice (2017): Financial liberalization and long-run stability of money demand in Nigeria.

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

Fourie, Justin and Pretorius, Theuns and Harvey, Rhett and Henrico, Van Niekerk and Phiri, Andrew (2016): Nonlinear relationship between exchange rate volatility and economic growth: A South African perspective.

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

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

Francq, Christian and Horvath, Lajos and Zakoian, Jean-Michel (2008): Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space.

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

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

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

Francq, Christian and Sucarrat, Genaro (2015): Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns.

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

Francq, Christian and Thieu, Le Quyen (2015): Qml inference for volatility models with covariates.

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

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

Francq, Christian and Zakoian, Jean-Michel (2009): Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models.

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

Francq, Christian and Zakoian, Jean-Michel (2015): Joint inference on market and estimation risks in dynamic portfolios.

Francq, Christian and Zakoian, Jean-Michel (2015): Looking for efficient qml estimation of conditional value-at-risk at multiple risk levels.

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

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

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

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

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

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

Fries, Sébastien and Zakoian, Jean-Michel (2017): Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles.

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

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

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

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

Fugarolas Álvarez-Ude, Guadalupe and Matesanz Gómez, David (2005): Restricción de balanza de pagos y vulnerabilidad externa en la argentina de los noventa. Un análisis de caso.

Fugarolas Álvarez-Ude, Guadalupe and Mañalich Gálvez, Isis and Matesanz Gómez, David (2008): EMPIRICAL EVIDENCE OF THE BALANCE OF PAYMENTS CONSTRAINED GROWTH IN CUBA. THE EFFECTS OF COMERCIAL REGIMES SINCE 1960.

Furuoka, Fumitaka (2014): Hysteresis in European labour market.


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

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

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

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

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

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

Gerlach, Richard and Naimoli, Antonio and Storti, Giuseppe (2018): Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting.

Gerunov, Anton (2016): Automating Analytics: Forecasting Time Series in Economics and Business.

Gervais, Jean-Philippe (2007): Disentangling non-linearities in the long- and short-run price relationships: An application to the U.S. hog/Pork supply chain.

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

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

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

Ghassan, Hassan B. and Alhajhoj, Hassan R. (2012): اختبار أثر التقلب العنقودي لمؤشر تداول باستخدام الارتباط الذاتي المدحرج. Published in: Arab Economic and Business Journal , Vol. 8, (2013): pp. 1-5.

Ghassan, Hassan B. and Banerjee, Prashanta K. (2013): A Threshold Cointegration Analysis of Asymmetric Adjustment of OPEC and non-OPEC Monthly Crude Oil Prices. Published in: Empirical Economics , Vol. 49, No. DOI: 10.1007/s00181-014-0848-0 (30 July 2014): pp. 305-323.

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

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

Gil-Alana, Luis A. and Ozdemir, Zeynel Abidin and Tansel, Aysit (2017): Long memory in Turkish Unemployment Rates.

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

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

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

Giovanis, Eleftherios (2008): An algorithm using GARCH process , Monte-Carlo simulation and wavelets analysis for stock prediction.

Giovannelli, Alessandro and Proietti, Tommaso (2014): On the Selection of Common Factors for Macroeconomic Forecasting.

Giulio, Cifarelli (2004): Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts. Published in: Studi e Discussioni Dipartimento di Scienze Economiche Università di Firenze No. n. 137 (February 2004)

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

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

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

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

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

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

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

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

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

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

González-Val, Rafael and Marcén, Miriam (2015): Club classification of US divorce rates.

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

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

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

Gopalan, Sasidaran (2006): A causal investigation of aggregate output fluctuations in India. Published in: Economic and Political Weekly , Vol. 41 (38, (23 September 2006): pp. 4081-4085.

Gouriéroux, Christian and Zakoian, Jean-Michel (2016): Local Explosion Modelling by Noncausal Process. Forthcoming in: Journal of the Royal Statistical Society: Series B (Statistical Methodology)

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

Goyal, Ashima and Dash, Shridhar (2000): The Money Supply Process in India: Identification, Analysis and Estimation. Published in: Indian Economic Journal , Vol. 48, No. 1 (July 2000): 90 -102.

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

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

Griffin, Jim and Liu, Jia and Maheu, John M (2016): Bayesian Nonparametric Estimation of Ex-post Variance.

Grønneberg, Steffen and Sucarrat, Genaro (2014): Risk Estimation when the Zero Probability of Financial Return is Time-Varying.

Guduza, Sinazo and Phiri, Andrew (2017): Efficient Market Hypothesis: Evidence from the JSE equity and bond markets.

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

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

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

Gulzar, Rosana and Masih, Mansur (2015): Islamic banking: 40 years later, still interest-based? Evidence from Malaysia.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Güriş, Burak (2017): A Flexible Fourier Form Nonlinear Unit Root Test Based on ESTAR Model.

Güriş, Burak (2017): A New Nonlinear Unit Root Test with Fourier Function.


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

HALICIOGLU, Ferda and EREN, Kasim (2017): Testing Twin Deficits and Saving-Investment Nexus in Turkey.

HALICIOGLU, Ferda and Ketenci, Natalya (2017): Testing the Productivity Bias Hypothesis in Middle East Countries.

HYE, Qazi Muhammad Adnan and M Anwar, Jalil (2010): Revenue and Expenditure Nexus: A Case Study of Romania. Published in: Romanian Journal of Fiscal Policy , Vol. Volume, No. Issue 1 : pp. 22-28.

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

Haider, Adnan and Butt, M. Sabihuddin (2006): The Direction of Causality between Health Spending and GDP: The Case of Pakistan. Published in: Pakistan Economic and Social Review , Vol. 45, No. 1 (5 March 2007): pp. 125-140.

Haider, Adnan and Safdar Ullah, Khan (2008): Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches. Published in: SBP Research Bulletin , Vol. 4, No. 1 (15 October 2008): pp. 31-60.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Halicioglu, Ferda and Ketenci, Natalya (2015): The impact of international trade on environmental quality in transition countries: evidence from time series data during 1991-2013.

Halicioglu, Ferda and Yolac, Sema (2015): Testing the impact of unemployment on self-employment: empirical evidence from OECD countries.

Halim, Asyraf Abdul and Ariff, Muhammad and Masih, A. Mansur M. (2016): The impact of real estate, inequality and current account imbalances on excessive credit: A cross country analysis.

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

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

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

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

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

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

Hamdi, Helmi and Sbia, Rashid and said, ali (2014): Empirical Evidence on the Long-Run Money Demand Function in the GCC Countries.

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

Hanifa, Mohamed Hisham and Masih, Mansur (2013): Housing finance and financial stability: evidence from Malaysia, Thailand and Singapore.

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

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

Harb, Nasri (2006): Trade Between Euro Zone and Arab Countries: a Panel Study. Published in: Applied Economics , Vol. 39, No. 16 (2007): pp. 2099-2107.

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

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

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

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

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

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

Hasbullah, Faruq and Masih, Mansur (2016): Fast profits in a fasting month? A markov regime switching approach in search of ramadan effect on stock markets.

Hashim, Khairul and Masih, Mansur (2014): What causes economic growth in Malaysia: exports or imports ?

Hashim, Khairul Khairiah and Masih, Mansur (2015): Stock market volatility and exchange rates: MGARCH-DCC and wavelet approaches.

Hasnul, Al Gifari and Masih, Mansur (2016): Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach.

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

Hecq, Alain and Issler, João Victor and Telg, Sean (2017): Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors.

Hecq, Alain and Telg, Sean and Lieb, Lenard (2016): Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?

Heidari, Hassan and Babaei Balderlou, Saharnaz and Ebrahimi Torki, Mahyar (2016): Energy Intensity of GDP: A Nonlinear Estimation of Determinants in Iran. Published in: International Journal of Economics and Management Studies , Vol. 1, No. 2 (3 September 2016): pp. 1-19.

Henzel, Steffen and Lehmann, Robert and Wohlrabe, Klaus (2015): Nowcasting Regional GDP: The Case of the Free State of Saxony.

Hepsag, Aycan (2017): New unit root tests with two smooth breaks and nonlinear adjustment.

Hepsag, Aycan (2017): A unit root test based on smooth transitions and nonlinear adjustment.

Hirawan, Fajar Bambang (2008): An Analysis of Employment and Growth in Java after the Economic Crisis 1997/1998: Examining the Role of Farm Activities in West Java.

Ho, Sin-Yu (2018): Analysing the Sources of Growth in an Emerging Market Economy: The Thailand Experience.

Ho, Sin-Yu (2017): The Macroeconomic Determinants of Stock Market Development: Evidence from Malaysia.

Ho, Sin-Yu (2017): The Macroeconomic Determinants of Stock Market Development: Evidence from South Africa.

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

Holanda Oliveira, Lucio Hellery and Carrasco Gutierrez, Carlos Enrique (2015): The Dynamics of the Brazilian Current Account with Rule of Thumb Consumers.

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

Huerta, Daniel and Egly, Peter V. and Escobari, Diego (2015): The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility. Forthcoming in: Journal of Real Estate Portfolio Management

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

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

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

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

Hännikäinen, Jari (2015): Selection of an estimation window in the presence of data revisions and recent structural breaks.


Idrovo Aguirre, Byron (2008): ¿Cuál es el crecimiento de largo plazo de la economía chilena?: Una respuesta formal para una antigua pregunta. Published in: Documetos de Trabajo - Cámara Chilena de la Construcción No. 48 (15 September 2008)

Idrovo Aguirre, Byron (2007): Los Ciclos del Mercado Inmobiliario y su Relación con los Ciclos de la Economía. Published in: Documentos de Trabajo , Vol. 45, No. 45 (28 September 2007): pp. 1-18.

Ilhan, Bilal and Masih, Mansur (2014): Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis.

Ilmolelian, Peter (2005): The determinants of the Harare Stock Exchange (HSE) market capitalisation. Published in: EconPapers No.

Iqbal, Javed (2001): Forecasting methods: a comparative analysis. Published in: Proceedings Eighth Statistics Seminar , Vol. 8, (July 2001): pp. 189-197.

Iqbal, Javed and Tahir, Muhammad and Baig, Mirza Aqeel (2001): Aggregate import demand function for Pakistan: a co-integration approach. Published in: Proceedings Eighth Statistics Seminar, Department of Statistics, Karachi University , Vol. 8, : pp. 217-224.

Islam, Faridul and Shahbaz, Muhammad and Shabbir, Muhammad (2011): Phillips curve in a small open economy: A time series exploration of North Cyprus.

Ismail, Mohamed Ayaz Mohamed and Masih, Mansur (2015): Causality between financial development and economic growth, and the Islamic finance imperative: A case study of Indonesia.

Izu, Akhenaton (2014): Crise de la dette et détresse sociale du peuple congolais. Published in: Journal Jeune économiste , Vol. 16, No. 120 (7 April 2015): pp. 60-76.

ince, meltem (2011): Financial liberalization, financial development and economic growth: An empirical analysis for Turkey.


Jaffar, Yusuf and Masih, Mansur (2014): Exploring portfolio diversification opportunities through venture capital financing.

Jahan-Parvar, Mohammad and Waters, George (2009): Equity Price Bubbles in the Middle Eastern and North African Financial Markets.

Jailani, Mohamad Zaky and Masih, Mansur (2015): Determining the relationship between financial development and economic growth: An application of ARDL technique to Singapore.

Jamilov, Rustam (2012): Is There a J-curve for Azerbaijan? Evidence from Industry-Level Analysis.

Janczura, Joanna and Weron, Rafal (2009): Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions. Published in: IEEE Conference Proceedings (2009)

Jensen, Mark J (1999): Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter. Published in: Journal of Forecasting , Vol. 18, (1999): pp. 17-32.

Jiménez-Rodríguez, Rebeca and Russo, Giuseppe (2007): Institutional rigidities and employment rigidity on the Italian labour larket.

Jing, Li (2009): Bootstrap prediction intervals for threshold autoregressive models.

Jiranyakul, Komain (2007): Behavior of Stock Market Index in the Stock Exchange of Thailand. Published in: NIDA Economic Review , Vol. 2, No. 2 (December 2007): pp. 47-57.

Jiranyakul, Komain (2014): Capital Formation in Thailand: Its Importance and Determinants.

Jiranyakul, Komain (2014): Does oil price uncertainty transmit to the Thai stock market?

Jiranyakul, Komain (2014): Does oil price uncertainty transmit to the Thai stock market?

Jiranyakul, Komain (2014): Does oil price uncertainty transmit to the Thai stock market?

Jiranyakul, Komain (2014): Does oil price uncertainty transmit to the Thai stock market?

Jiranyakul, Komain (2016): Dynamic relationship between stock return, trading volume, and volatility in the Stock Exchange of Thailand: does the US subprime crisis matter?

Jiranyakul, Komain (2009): Economic Forces and the Thai Stock Market, 1993-2007. Published in: NIDA Economic Review , Vol. 4, No. 2 (December 2009): pp. 1-12.

Jiranyakul, Komain (2009): Economic Forces and the Thai Stock Market, 1993-2007. Published in: NIDA Economic Review , Vol. 4, No. 2 (December 2009): pp. 1-12.

Jiranyakul, Komain (2010): The Effects of Real Exchange Rate Volatility on Thailand's Exports to the United States and Japan under the Recent Float. Published in: NIDA Development Journal , Vol. 50, No. 2 (2010): pp. 1-18.

Jiranyakul, Komain (2008): Empirical Assessment of the Present Value Model of Stock Prices Using the Data from Thailand’s Stock Market. Published in: NIDA Economic Review , Vol. 3, No. 1 (June 2008): pp. 24-36.

Jiranyakul, Komain (2014): Energy use-trade nexus: what does the data set say for Thailand?

Jiranyakul, Komain (2013): Exchange Rate Regimes and Persistence of Inflation in Thailand.

Jiranyakul, Komain (2006): The Impact of International Oil Prices on Industrial Production: The Case of Thailand. Published in: NIDA Economic Review , Vol. 1, No. 2 (December 2006): pp. 35-42.

Jiranyakul, Komain (2011): The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries. Published in: Middle Eastern Finance and Economics No. 12 (2011): pp. 101-108.

Jiranyakul, Komain (2014): Oil price volatility and real effective exchange rate: the case of Thailand.

Jiranyakul, Komain (2012): The Predictive Role of Stock Market Return for Real Activity in Thailand.

Jiranyakul, Komain (2014): Temporal causal relationship between stock market capitalization, trade openness and real GDP: evidence from Thailand.

Jiranyakul, Komain (2014): Temporal causal relationship between stock market capitalization, trade openness and real GDP: evidence from Thailand.

Jiranyakul, Komain (2018): The Validity of the Tourism-Led Growth Hypothesis for Thailand.

Jiranyakul, Komain (2016): The response of industrial production to the price of oil: new evidence for Thailand.

Jiranyakul, Komain and Batavia, Bala (2009): Does Purchasing Power Parity hold in Thailand? Published in: International Journal of Applied Economics and Econometrics , Vol. 17, No. 3 (September 2009): pp. 268-280.

Jiranyakul, Komain and Brahmasrene, Tantatape (2002): An Analysis of the Determinants of Thailand’s Exports and Imports wtih Major Trading Partners. Published in: Southwestern Economic Review , Vol. 29, No. 1 (2002): pp. 111-121.

Jiranyakul, Komain and Brahmasrene, Tantatape (2008): Cointegration between Investment and Saving in Selected Asian Countries: ARDL Bounds Testing Procedure.

Jiranyakul, Komain and Opiela, Timothy (2014): An Empirical Test of Money Demand in Thailand from 1993 to 2012.

Joseph, Joy (2005): Competitive Pricing Analysis in Mature & Evolving Markets A Time Series Approach.

Josheski, Dushko and Koteski, Cane (2011): The causal relationship between patent growth and growth of GDP with quarterly data in the G7 countries: cointegration, ARDL and error correction models.

Josheski, Dushko and Lazarov, Darko and Fotov, Risto and Koteski, Cane (2011): Causal relationship between wages and prices in UK: VECM analysis and Granger causality testing.

Joshi, Nayan and Bhattarai, Ram Chandra (2007): Stock returns and economically neutral behavioral variables: evidence from the Nepalese stock market. Published in: Economic Review : Occasiona Paper of Nepal Rastra Bank , Vol. 19, (April 2007): pp. 43-57.

Joshi, Nayan and K.C, Fatta Bahadur (2005): The Nepalese stock market: Efficiency and calendar anomalies. Published in: Economic Review : Occasiona Paper of Nepal Rastra Bank , Vol. 17, (April 2005): pp. 43-87.

Julio, Juan Manuel (2011): The Hodrick-Prescott filter with priors: linear restrictions on HP filters.


KARGI, Bilal (2014): The Effects of BRICS and MATIK Countries on World Economy and Cointegration Analysis The Long Term Relation G-7 Growth Rates (1962-2012). Published in: Journal of Economics and Behavioral Studies , Vol. 6, No. 3 (March 2014): pp. 262-272.

KARGI, Bilal (2014): Electricity Consumption and Economic Growth: A Long-Term Co-integrated Analysis for Turkey. Published in: International Journal of Economics and Finance , Vol. 6, No. 4 (April 2014): pp. 285-293.

KARGI, Bilal (2014): Structural Breakage and Long Term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries (1962-2012). Published in: The Empirical Economics Letters , Vol. 13, No. 4 (30 April 2014): pp. 431-442.

Kabir, Sarkar Humayun and Masih, Mansur (2014): Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia.

Kablan, Sandrine (2003): Analyse de la demande de crédit du secteur privé dans l’UEMOA :.

Kahloul, Ines and Ben Mabrouk, Anouar and Hallara, Salah-Eddine (2009): Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables.

Kal, Süleyman Hilmi and Arslaner, Ferhat and Arslaner, Nuran (2013): Gold, Stock Price, Interest Rate and Exchange Rate Dynamics: An MS VAR Approach. Published in: International Research Journal of Finance and Economics No. 107 (5 April 2013): pp. 8-16.

Kal, Süleyman Hilmi and Arslaner, Ferhat and Arslaner, Nuran (2013): Transitional Dynamics of Oil Prices. Published in: International Research Journal of Finance and Economics No. 106 (5 May 2013): pp. 24-30.

Kalirajan, Kaliappa and Miankhel, Adil and Thangavelu, Shandre (2009): Foreign direct investment, exports, and economic growth in selected emerging countries: Multivariate VAR analysis.

Kalyoncu, Huseyin and Yucel, Fatih (2005): An analytical approach on defense expenditure and economic growth: the case of Turkey and Greece. Published in: Journal of Economic Studies , Vol. 33, No. 5 (2006): pp. 336-343.

Kamarudin, Eka Azrin and Masih, Mansur (2015): Islamic versus conventional stock market and its co-movement with crude oil: a wavelet analysis.

Kamaruzdin, Thaqif and Masih, Mansur (2014): An inquiry into the stability of Islamic Financial Services Institutions in terms of volatility, risk and correlations: A case study of Malaysia employing M-GARCH t-DCC and MODWT Wavelet approaches.

Kamat, Manoj S. (2009): The Ownership and Industry Effects of Corporate Dividend Policy in India, 1961-2007.

Kapounek, Svatopluk (2009): Estimation of the Business Cycles - Selected Methodological Problems of the Hodrick-Prescott Filter Application. Published in: Polish Journal of Environmental Studies , Vol. 18, No. 5B (2009): pp. 227-231.

Karapanagiotidis, Paul (2014): Dynamic modeling of commodity futures prices.

Karapanagiotidis, Paul (2013): Empirical evidence for nonlinearity and irreversibility of commodity futures prices.

Karathanassis, George and Sogiakas, Vasilios (2007): Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis.

Karavias, Yiannis and Tzavalis, Elias (2012): Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks.

Karavias, Yiannis and Tzavalis, Elias (2013): The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks.

Kasai, Ndahiriwe and Naraidoo, Ruthira (2011): Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa.

Kazi Abrar, Hossain and Syed Abul, Basher and A.K. Enamul, Haque (2017): Quantifying the impact of Ramadan on global raw sugar prices.

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Khan, Aftab and Masih, Mansur (2014): Correlation between Islamic stock and Commodity markets: An investigation into the impact of financial crisis and financialization of commodity markets.

Khan, Mashrur Mustaque and Yousuf, Ahmed Sadek (2013): Macroeconomic Forces and Stock Prices:Evidence from the Bangladesh Stock Market.

Khan, Muhammad and Kebewar, mazen and Nenovsky, Nikolay (2013): Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe.

Khan, Muhammad Arshad and Sajjid, Muhammad Zabir (2005): The Exchange Rates and Monetary Dynamics in Pakistan: An Autoregressive Distributed Lag (ARDL) Apporach. Published in: The Lahore Journal of Economics , Vol. 10, No. 2 (December 2005): pp. 87-99.

Khan, Salman (2010): Crude Oil Price shocks to Emerging Markets: Evaluating the BRICs Case.

Khoza, Keorapetse and Thebe, Relebogile and Phiri, Andrew (2016): Nonlinear impact of inflation on economic growth in South Africa: A smooth transition regression (STR) analysis.

Khundrakpam, Jeeavn Kumar (2003): Public Sector Spending and Economic Growth in India. Published in: RBI Occasional Papers , Vol. 22, No. No.1, 2 & 3 (2003): pp. 1-17.

Khundrakpam, Jeevan Kumar and George, Asish Thomas (2012): An Empirical Analysis of the Relationship between WPI and PMI-Manufacturing Price Indices in India. Published in: RBI WORKING PAPER SERIES , Vol. 2013, No. W P S (DEPR): 06 (July 2013): pp. 1-17.

Kim, Hyeongwoo and Moh, Young-Kyu (2009): A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity.

Kim, Hyeongwoo and Moh, Young-Kyu (2010): Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment.

Kimbugwe, Hassan (2006): The bilateral J-Curve hypothesis between Turkey and her 9 trading partners.

Kleppe, Tore Selland and Skaug, Hans J. (2008): Simulated maximum likelihood for general stochastic volatility models: a change of variable approach.

Ko, Stanley I. M. and Chong, Terence T. L. and Ghosh, Pulak (2014): Dirichlet Process Hidden Markov Multiple Change-point Model. Forthcoming in: Bayesian Analysis

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Kolisi, Nwabisa and Phiri, Andrew (2017): Changes in the relationship between interest rates and housing prices in South Africa around the 2007 financial crisis.

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Korkmaz, Turhan and Cevik, Emrah Ismail and Özataç, Nesrin (2009): Testing for long memory in ISE using Arfima-Figarch model and structural break test. Published in: International Research Journal of Finance and Economics No. 26 (April 2009): pp. 186-191.

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

Korobilis, Dimitris (2011): Hierarchical shrinkage priors for dynamic regressions with many predictors.

Korobilis, Dimitris (2015): Quantile forecasts of inflation under model uncertainty.

Kovačić, Zlatko (2007): Forecasting volatility: Evidence from the Macedonian stock exchange.

Kovačić, Zlatko and Vilotić, Miloš (2017): Assessing European business cycles synchronization.

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Kueh, Jerome Swee-Hui and Puah, Chin-Hong and Wong, Chiew-Meu (2008): Bounds Estimation for Trade Openness and Government Expenditure Nexus of ASEAN-4 Countries.

Kueh, Swee Hui Jerome and Puah, Chin Hong and Liew, Venus Khim-Sen (2010): Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore.

Kueh, Swee-Hui Jerome and Puah, Chin-Hong and Liew, Khim-Sen (2010): Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore.

Kuikeu, Oscar (2011): Arguments contre la zone franc.

Kuikeu, Oscar (2011): Comment la dernière crise financière a relancé le débat relatif à l'arrimage du fcfa à l'euro.

Kulaksizoglu, Tamer (2015): Measuring the Core Inflation in Turkey with the SM-AR Model.

Kulaksizoglu, Tamer and Kulaksizoglu, Sebnem (2009): The U.S. Excess Money Growth and Inflation Relation in the Long-Run: A Nonlinear Analysis.

Kumar, Saten (2008): Cointegration and the Demand for Energy in Fiji.

Kumar, Saten (2009): Further Evidence on Public Spending and Economic Growth in East Asian Countries.

Kumar, Saten (2009): A Re-examination of Private Consumption in Fiji. Published in: Pacific Economic Bulletin , Vol. 24, No. 2 : pp. 70-81.

Kumar, Saten and Manoka, Billy (2008): Testing the Stability of Demand for Money in Tonga. Published in: The Empirical Economics Letters , Vol. 8, No. 7 (15 August 2008): pp. 835-843.

Kumar, Saten and Shahbaz, Muhammad (2010): Coal Consumption and Economic Growth Revisited: Structural Breaks, Cointegration and Causality Tests for Pakistan.

Kumar, Saten and Singh, Rup (2009): Some Empirical Evidence on the Demand for Money in the Pacific Island Countries. Forthcoming in: Studies in Economics and Finance : pp. 1-14.

Kumar, Saten and Webber, Don J. (2010): Australasian money demand stability: Application of structural break tests.

Kumar, Saten and Webber, Don J. and Fargher, Scott (2010): Money demand stability: A case study of Nigeria.

Kumar, Sundaram (2009): Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India.

Kumawat, Lokendra (2010): Effect of Rainfall on Seasonals in Indian Manufacturing Production: Evidence from Sectoral Data.

Kundu, Nobinkhor and Mollah, Muhammad Musharuf Hossain (2014): Empirical Approaches to the Post-Keynesian Theory of Demand for Money: An Error Correction Model of Bangladesh. Published in: Trade and Development Review , Vol. 7, No. 2 (18 December 2014): pp. 1-17.

Kuriyama, Akira (2011): A partial differential equation to express a business cycle :an implication for Japan's law interest policy.

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Laakkonen, Helinä and Lanne, Markku (2009): The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility.

Lahiani, Amine and Yousfi, Ouidad (2007): Modèls Garch à la mémoire longue: application aux taux de change tunisiens. Published in: Euro-Mediterranean Economics and Finance Review , Vol. 3, No. 4 (2008): pp. 106-122.

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Lallmahomed, Naguib and Taubert, Peter (1989): What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987. Published in: Bulletin du GREED, Groupe de Recherche en Economie de Developpement, Universite de Paris I (Pentheon-Sorbonne) , Vol. No. 10, No. February 1989 (23 February 1989): pp. 39-51.

Landajo, Manuel and Presno, María José (2010): Nonparametric pseudo-Lagrange multiplier stationarity testing.

Lanne, Markku and Luoma, Arto and Luoto, Jani (2009): Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models.

Lanne, Markku and Luoto, Jani (2011): Autoregression-Based Estimation of the New Keynesian Phillips Curve.

Lanne, Markku and Luoto, Jani (2007): Robustness of the Risk-Return Relationship in the U.S. Stock Market.

Lanne, Markku and Luoto, Jani and Saikkonen, Pentti (2010): Optimal Forecasting of Noncausal Autoregressive Time Series.

Lanne, Markku and Lütkepohl, Helmut and Saikkonen, Pentti (2002): Comparison of Unit Root Tests for Time Series with Level Shifts. Published in: Journal of Time Series Analysis , Vol. 23, (2002): pp. 667-685.

Lanne, Markku and Meitz, Mika and Saikkonen, Pentti (2012): Testing for predictability in a noninvertible ARMA model.

Lanne, Markku and Nyberg, Henri and Saarinen, Erkka (2011): Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison.

Lanne, Markku and Saikkonen, Pentti (2009): GMM Estimation with Noncausal Instruments.

Lanne, Markku and Saikkonen, Pentti (2009): Modeling Expectations with Noncausal Autoregressions.

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

Latheef, Udhula Abdul and Masih, Mansur (2017): Asymmetrical effects of macro variables on commercial bank deposits: evidence from Maldives based on NARDL.

Le Quang, Canh (2011): Electricity consumption and economic growth in Vietnam: A cointegration and causality analysis. Published in: Journal of Economics and Development No. 43 (2011): pp. 24-36.

Lee, JiHyung (2015): Predictive quantile regression with persistent covariates: IVX-QR approach. Forthcoming in: Journal of Econometrics

Leiva-Leon, Danilo (2013): Real vs. Nominal Cycles: A Multistate Markov-Switching Bi-Factor Approach. Forthcoming in: Studies in Nonlinear Dynamics & Econometrics

Lendjoungou, Francis (2009): Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone.

Leon, Jorge (2012): Managing the Uncertainty in the Hodrick Prescott Filter.

Leong, Choi-Meng and Puah, Chin-Hong and Abu Mansor, Shazali and Evan, Lau (2008): Testing the Effectiveness of Monetary Policy in Malaysia Using Alternative Monetary Aggregation.

Lestano, Lestano (2015): Asymmetric Exchange Rate Exposure in Indonesian Industry Sectors.

Levent, Korap (2009): Are real exchange rates mean reverting? Evidence from a panel of OECD countries. Published in: Applied Economics Letters , Vol. 16, (2009): pp. 23-27.

Levent, Korap (2008): Asymmetric information content of the YTL/US$ exchange rate return: new evidence from the post-crisis data using arma-egarch-m modeling. Published in: ÇAĞ Üniversitesi Sosyal Bilimler Dergisi , Vol. 5, No. 2 (2008): pp. 1-10.

Levent, Korap (2007): Information content of exchange rate volatility: Turkish experience. Published in: International Business and Economics Research Journal , Vol. 6, No. 2 (2007): pp. 9-14.

Li, Kui-Wai and Wong, Douglas K T (2011): The Exchange Rate and Interest Rate Differential Relationship: Evidence from Two Financial Crises.

Liddle, Brantley and Messinis, George (2014): Revisiting carbon Kuznets curves with endogenous breaks modeling: Evidence of decoupling and saturation (but few inverted-Us) for individual OECD countries.

Liddle, Brantley and Messinis, George (2014): Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries.

Liebl, Dominik (2010): Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices.

Liew, Venus Khim-Sen and Lau, Sie-Hoe and Ling, Siew-Eng (2005): A complementary test for ADF test with an application to the exchange rates returns.

Liew, Venus Khim-Sen and Lee, Hock-Ann and Lim, Kian-Ping (2005): Purchasing power parity in Asian economies: further evidence from rank tests for cointegration. Forthcoming in: Applied Economics Letter

Liu, Hui and Rodríguez, Gabriel (2005): Human activities and global warming: a cointegration analysis. Published in: Environmental Modeling & Software , Vol. 20, (2005): pp. 761-773.

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

Loening, Josef and Rao, B. Bhaskara and Singh, Rup (2010): Effects of education on economic growth:Evidence from Guatemala.

Lof, Matthijs (2013): Essays on Expectations and the Econometrics of Asset Pricing.

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

Lof, Matthijs (2010): Heterogeneity in stock prices: A STAR model with multivariate transition function.

Lokman, Azarahiah and Masih, Mansur (2016): What drives banks’ willingness to lend to SMEs? An ARDL approach.

Long, Dara (2008): Purchasing Power Parity and Real Exchange Rate in Japan.

Lopez, Claude and Murray, Chris and Papell, David (2009): Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.

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

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

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

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

Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2014): Un modelo TGARCH con una distribución t de Student asimétrica y las hipotesis de racionalidad de los inversionistas bursátiles en Latinoamérica.

Lu, Yang (2018): Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models.

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

Luati, Alessandra and Proietti, Tommaso (2008): On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing.

Luati, Alessandra and Proietti, Tommaso (2008): On the Spectral Properties of Matrices Associated with Trend Filters.

Luati, Alessandra and Proietti, Tommaso and Reale, Marco (2011): The Variance Profile.

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

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

Luyinduladio, Menga (2010): Degré de répercussion du Taux de change sur l’Inflation en République Démocratique du Congo de 2002 à 2007.

Luyinduladio, Menga (2010): Modélisation de la Volatilité des recettes mensuelles de la Direction Générale des Douanes et Accises (DGDA ex-OFIDA) en RDC de janvier 1982 à décembre 2005.

Lúcio Godeiro, Lucas (2011): Impact of calendar effects in the volatility of vale shares.


MESTRE, Roman and TERRAZA, Michel (2017): Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-.

Mabrouki, Mohamed (2017): Brevet d’invention et croissance économique : une analyse dans le cadre de l’économie tunisienne durant la période 1970 - 2010. Published in: International Journal of Scientific & Engineering Research ISSN 2229-5518 , Vol. 8, No. 1 (January 2017): pp. 1953-1961.

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Macri, Joseph and Sinha, Dipendra (1999): An Empirical Study of Labour’s Share in Income for Australia.

Magazzino, Cosimo (2011): Energy consumption and aggregate income in Italy: cointegration and causality analysis.

Magazzino, Cosimo and Dalena, Michele (2010): Public expenditure and revenue in Italy, 1862-1993.

Magazzino, Cosimo and Dalena, Michele (2010): Public expenditure and revenue in Italy, 1862-1993.

Magazzino, Cosimo and Forte, Francesco (2010): Optimal size of government and economic growth in EU-27. Published in: C.R.E.I. Working Papers No. 04 (October 2010)

Maheu, John and Song, Yong (2012): A new structural break model with application to Canadian inflation forecasting.

Maheu, John M and Yang, Qiao (2015): An Infinite Hidden Markov Model for Short-term Interest Rates.

Malini, Nair (2005): Arbitrage, cointegration and testing the unbiasedness hypothesis in coffee futures traded at the CSCE.

Mallick, Debdulal (2009): Financial Development, Shocks, and Growth Volatility.

Mandler, Martin (2011): Threshold effects in the monetary policy reaction function of the Deutsche Bundesbank.

Mantai, Mohammed Mahmoud and Masih, Mansur (2016): Do changes in shariah screening methodology make islamic indices substitutes or complements? an application of MGARCH-DCC and markov switching analysis.

Manzan, Sebastiano and Zerom, Dawit (2009): Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?

Mapa, Dennis and Beronilla, Nikkin (2008): Range-Based Models in Estimating Value-at-Risk (VaR). Published in: The Philippine Review of Economics , Vol. XLV, No. 2 (December 2008): pp. 87-100.

Mapa, Dennis S. and Briones, Kristine Joy S. (2006): Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region. Published in: The Philippine Statistician , Vol. 55, No. 1-4 (December 2006): pp. 103-117.

Mapa, Dennis S. and Cayton, Peter Julian and Lising, Mary Therese (2009): Estimating Value-at-Risk (VaR) using TiVEx-POT Models.

Mapa, Dennis S. and Han, Fatima C. and Estrada, Kristine Claire O. (2010): Hunger Incidence in the Philippines: Facts, Determinants and Challenges.

Mapa, Dennis S. and Lucagbo, Michael and Garcia, Heavenly Joy (2012): The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data.

Mapa, Dennis S. and Suaiso, Oliver Q. (2009): Measuring market risk using extreme value theory.

Marcelle, Chauvet and Jeremy, Piger (2010): Employment and the business cycle.

Marcelle, Chauvet and Jeremy, Piger (2010): Employment and the business cycle.

Marchese, Malvina (2010): Time series models of GDP: a reappraisal. Forthcoming in: Economia Internazionale : pp. 1-29.

Maria Caporale, Guglielmo and Gil-Alana, Luis and Plastun, Alex and Makarenko, Inna (2013): Long memory in the ukrainian stock market and financial crises. Forthcoming in: Working Paper No. 13-27. – Brunel University, London

Mariam, Yohannes (1999): The Impact of Acid Rain on the Aquatic Ecosystems of Eastern Canada.

Mariam, Yohannes (1999): Trends in Resource Extraction and Implications for Sustainability in Canada.

Mariam, Yohannes and Barre, Mike (1997): Statistical Time Series Analysis of Emission and Deposition of SO2 and NOx in Northeastern North America.

Mariam, Yohannes and Barre, Mike and Molburg, John (1997): Use of Aggregate Emission Reduction Cost Functions in Designing Optimal Regional SO2 Abatement Strategies.

Marques, Luís Miguel and Fuinhas, José Alberto and Marques, António Cardoso (2012): Interação entre o mercado acionista e o crescimento económico: Uma apreciação do caso português (1993-2010).

Martinez-Espineira, Roberto (2005): An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques. Forthcoming in: Journal of Applied Economics

Marvasti, Akbar and Smyth, David (2008): Barter and Business Cycles: A Comment and Further Empirical Evidence.

Marzo, Massimiliano and Zagaglia, Paolo (2010): Gold and the U.S. Dollar: Tales from the turmoil.

Masih, Mansur and AbdulKarim, Fatima (2014): Dynamic causal chain of money, output, interest rate, exchange rate and prices: Nigeria as a case study.

Masih, Mansur and Majid, Hamdan Abdul (2013): Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis.

Masih, Mansur and Majid, Hamdan Abdul (2013): Stock Price and Industrial Production in Developing Countries: A Dynamic Heterogeneous Panel Analysis.

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

Masood, Tariq and Ahmad, Mohd. Izhar (2009): Macroeconomic Implications of Capital Inflows in India. Published in: International Review of Business Research Papers , Vol. 5, No. 6 (November 2009): pp. 133-147.

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

McAleer, Michael and Jimenez-Martin, Juan-Angel and Perez Amaral, Teodosio (2009): Optimal Risk Management Before, During and After the 2008-09 Financial Crisis. Forthcoming in: Medium for Econometric Application , Vol. 18, No. 1 (April 2010): pp. 20-28.

Md Shoaib Ahmed, Shoaib (2009): An Empirical Study on Exchange Rate Volatility and it Impacts on Bilateral Export Growth: Evidence from Bangladesh. Published in: Journal of Business Studies , Vol. 1, No. 5

Md Shoaib Ahmed, Shoaib (2009): “Exchange Rate Volatility and International Trade Growth: Evidence from Bangladesh”. Published in: Center for Socio Economic Research, ASA University Review , Vol. Volume, No. 01 (January 2009): pp. 67-79.

Medel, Carlos (2015): Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile.

Medel, Carlos (2015): Producers, Politicians, Warriors, and Forecasters: Who's Who in the Oil Market? Published in: Nottingham Economic Review , Vol. 15, (March 2015): pp. 28-30.

Medel, Carlos and Pincheira, Pablo (2015): The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model.

Medel, Carlos A. (2012): ¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?

Medel, Carlos A. (2015): A Critical Review of Posch, J. and F. Rumler (2015), 'Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve,' Journal of Forecasting 34(2): 145-62.

Medel, Carlos A. (2017): Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy.

Medel, Carlos A. (2015): Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach.

Medel, Carlos A. (2015): Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis.

Medel, Carlos A. (2012): How informative are in-sample information criteria to forecasting? the case of Chilean GDP.

Medel, Carlos A. (2014): Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas.

Medel, Carlos A. and Salgado, Sergio C. (2012): Does BIC Estimate and Forecast Better than AIC?

Mehmood, Sultan (2013): Terrorism and the macroeconomy: Evidence from Pakistan. Forthcoming in: Defense and Peace Economics

Melesse, Wondemhunegn Ezezew (2011): The Dynamics between Real Exchange Rate Movements and Trends in Trade Performance: The Case of Ethiopia.

Mendes, Cassandro (2015): Fiscal sustainability: a note for Cabo Verde.

Mendez Parra, Maximiliano (2015): Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina.

Mendoza-Velázquez, Alfonso and Galvanovskis, Evalds (2009): Introducing the GED-Copula with an application to Financial Contagion in Latin America.

Mensah, Emmanuel Kwasi (2015): Box-Jenkins modelling and forecasting of Brent crude oil price.

Meyler, Aidan and Kenny, Geoff and Quinn, Terry (1998): Forecasting irish inflation using ARIMA models. Published in: Central Bank and Financial Services Authority of Ireland Technical Paper Series , Vol. 1998, No. 3/RT/98 (December 1998): pp. 1-48.

Mezgebo, Taddese (2012): The nature of volatility in temporal profit with in Ethiopian commodity exchange: The case of washed export coffee modelled using ARFIMA-M-HYGARCH model.

Miranda, Jorge (2013): Estabilidad de la demanda de trabajo y efecto del salario minimo sobre el Empleo: El caso Chileno.

Miranda, Jorge (2012): Tipo de Cambio Real en Chile: Dinámica, Tendencia y Equilibrio. Published in: Economía Chilena , Vol. 16, No. 3 (December 2013): pp. 4-31.

Miranda Pinto, Jorge (2013): Estabilidad de la demanda de trabajo y efecto del salario minimo sobre el Empleo: El caso Chileno.

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

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

Mishra, SK (2007): A note on least squares fitting of signal waveforms.

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

Moayedi, Vafa (2012): Detecting Islamic Calendar Effects on U.S. Meat Consumption: Is the Muslim Population Larger than Widely Assumed?

Mobin, Mohammad Ashraful and Alhabshi, Syed Othman and Masih, Mansur (2015): Religiosity and threshold effect in social and financial performance of microfinance institutions: System GMM and non-linear threshold approaches.

Mobin, Mohammad Ashraful and Masih, Mansur (2014): Do the macroeconomic variables have any impact on the Islamic bank deposits?An application of ARDL approach to the Malaysian market.

Mohamad, Sharifah Fairuz Syed and Masih, Mansur (2013): Gold price movements in selected currencies: wavelet approach.

Mohamad, Sharifah Fairuz Syed and Masih, Mansur (2013): An application of MGARCH-DCC analysis on selected currencies in terms of gold Price.

Mohamed, Issam A.W. (2011): Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen.

Mohamed Hassan, Hisham (2008): Cointegration growth, poverty and inequality in Sudan. Published in: ssrn

Mohammad Nor, Karina and Masih, Mansur (2016): Do spot and future palm oil prices influence the stock market prices of a major palm oil producer? the Malaysian experience.

Mohammed, Shehu Tijjani (2009): Domestic Debt Dynamics and Fiscal Sustainability in Nigeria: An Empirical Evidence.

Mohan, Ramesh and Kemegue, Francis and Sjuib, Fahlino (2007): Hysteresis in Unemployment: Panel Unit Roots Tests Using State Level Data.

Mohd Haniff, NorAzza and Masih, Mansur (2016): Does consumer sentiment predict consumer spending in Malaysia? an autoregressive distributed lag (ARDL) approach.

Mokhtar, Maznita and Masih, Mansur (2014): Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS.

Mokhtar, Maznita and Masih, Mansur (2013): Are investments in islamic REITs susceptible to forex uncertainty: wavelet analysis.

Moloche, Guillermo (2001): Local Nonparametric Estimation of Scalar Diffusions.

Momin, Ebaad and Masih, Mansur (2015): Do US policy uncertainty, leveraging costs and global risk aversion impact emerging market equities? An application of bounds testing approach to the BRICS.

Monokroussos, George (2015): Nowcasting in Real Time Using Popularity Priors.

Montañés, Antonio and Olmos, Lorena (2013): Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions.

Montañés, Antonio and Olmos, Lorena and Reyes, Marcelo (2016): Does crisis affect convergence process? The case of the Spanish provinces.

Montañés, Antonio and Olmos, Lorena (2013): Convergence in US house prices.

Morad, Shahidah Nailul and Masih, Mansur (2015): Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach.

Mourao, Paulo (2003): "Que critérios redistributivos na Lei das Finanças Locais?". Published in: Revista Redes , Vol. 11, No. 1 (2006): pp. 163-185.

Moyo, Clement and Khobai, Hlalefang and Kolisi, Nwabisa and Mbeki, Zizipho (2018): Financial development and economic growth in Brazil: A Non-linear ARDL approach.

Mueller, Ulrich and Petalas, Philippe-Emmanuel (2007): Efficient Estimation of the Parameter Path in Unstable Time Series Models.

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

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

Mullen, Katharine M. and Ardia, David and Gil, David L. and Windover, Donald and Cline, James (2009): DEoptim: An R Package for Global Optimization by Differential Evolution.

Munir, Kashif and Sultan, Maryam (2016): Are Some Taxes Better for Growth in Pakistan?A Time Series Analysis.

Mushtaq, Saba (2016): Causality between Bank’s major activities and Economic Growth: Evidences from Pakistan.

Mustapha, Ishaq Muhammad and Masih, Mansur (2016): Dutch disease or Nigerian disease: a prima facie? New evidence from ARDL bound test analysis.

Mustapha, Ishaq Muhammad and Masih, Mansur (2017): Dynamics of islamic stock market returns and exchange rate movements in the ASEAN Countries in a regime-switching environment: Implications for the islamic investors and risk hedgers.

Mutlu, Seval and Aktas, Erkan and KARAHAN UYSAL, Özlem (2004): Akdeniz Bölgesi ve Başlıca Tüketim Merkezlerinde Yaş Meyve ve Sebze Perakende Fiyatları Arasındaki İlişkiler: Pazar Entegrasyonunun Testi. Published in: VI. National Congress of Agricultural Economics (September 2004): pp. 323-332.

Mynbaev, Kairat (2003): Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends. Published in: Communications in Statistics—Theory and Methods , Vol. 35, (2006): pp. 499-520.

Møller, Niels Framroze and Møller Andersen, Frits (2015): An econometric analysis of electricity demand response to price changes at the intra-day horizon: The case of manufacturing industry in West Denmark. Forthcoming in: International Journal of Sustainable Energy Planning and Management No. Forthcoming


NAQI SHAH, SADIA and QAYYUM, ABDUL (2016): Analyse Risk-Return Paradox: Evidence from Electricity Sector of Pakistan. Published in: Research Journal Social Science , Vol. 5, No. 2 (2016): pp. 117-138.

NGWEN, Ngangue and AMBA OYON, Claude Marius and MBRATANA, Taoufiki (2015): Government expense, Consumer Price Index and Economic Growth in Cameroon. Published in: The Empirical Economics Letters , Vol. 14, No. 5 (2015): pp. 469-480.

Nagayev, Ruslan and Masih, Mansur (2013): The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios.

Nagayev, Ruslan and Masih, Mansur (2013): Should Shariah-compliant investors include commodities in their portfolios? New evidence.

Najibullah, Syed and Masih, Mansur (2015): Remittances and economic growth nexus: Do financial development and investment act as transmission channels? An ARDL bounds approach.

Naseer, Areef Ahmed and Masih, Mansur (2016): Expect the unexpected: housing price bubble on the horizon in Malaysia.

Naseri, Marjan and Masih, Mansur (2013): Causality between Malaysian Islamic Stock Market and Macroeconomic Variables.

Naseri, Marjan and Masih, Mansur (2014): Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia.

Natoli, Filippo and Metelli, Luca (2018): The international transmission of US fiscal shocks.

Naurin, Abida and Qayyum, Abdul (2016): Impact of Oil Price and Its Volatility on Stock Market Index in Pakistan: Bivariate EGARCH Model.

Nazarian, Rafik and Gandali Alikhani, Nadiya and Naderi, Esmaeil and Amiri, Ashkan (2013): Forecasting Stock Market Volatility: A Forecast Combination Approach.

Nazarian, Rafik and Naderi, Esmaeil and Gandali Alikhani, Nadiya and Amiri, Ashkan (2013): Long Memory Analysis: An Empirical Investigation.

Nazib, Nur Afiyah and Masih, Mansur (2017): The response of monetary policy shocks on Islamic bank deposits: evidence from Malaysia based on ARDL approach.

Nazir, Sidra and Saeed, Saira and Muhammad, Atta (2017): Threshold Modeling for Inflation and GDP Growth.

Nenci, Silvia (2005): Liberalizzazione tariffaria e crescita degli scambi mondiali: un’analisi storica comparata per la valutazione del sistema commerciale multilaterale.

Niang, Abdou-Aziz and Pichery, Marie-Claude and Edjo, Marcellin (2010): Convergence test in the presence of structural changes: an empirical procedure based on panel data with cross-sectional dependence.

Njindan Iyke, Bernard (2016): Exchange Rate Undervaluation and Sectoral Performance of the South African Economy.

Njindan Iyke, Bernard and Ho, Sin-Yu (2017): Exchange Rate Uncertainty and Domestic Investment in Ghana.

Njindan Iyke, Bernard and Ho, Sin-Yu (2018): Inflation, Inflation Uncertainty, and Growth: Evidence from Ghana. Forthcoming in: Contemporary Economics

Njindan Iyke, Bernard and Ho, Sin-Yu (2016): Nonlinear Effects of Exchange Rate Changes on the South African Bilateral Trade Balance.

Njindan Iyke, Bernard and Ho, Sin-Yu (2017): Real Exchange Rate Volatility and Domestic Consumption in Ghana. Forthcoming in: Journal of Risk Finance

Njindan Iyke, Bernard and Ho, Sin-Yu (2017): The Real Exchange Rate, the Ghanaian Trade Balance, and the J-curve. Forthcoming in:

Nonejad, Nima (2014): Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks.

Nonejad, Nima (2014): Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox.

Noriega, Antonio E. and Ventosa Santaulària, Daniel (2005): Spurious regression under broken trend stationarity. Published in: Journal of time series analysis , Vol. 27, No. 5 (2006): pp. 671-684.

Noriega, Antonio E. and Ventosa-Santaulària, Daniel (2007): Spurious Regression and Trending Variables. Published in: Oxford Bulletin of Economics and Statistics , Vol. 69, No. 3 (2007): pp. 439-444.

Noriega, Antonio E. and Ventosa-Santaulària, Daniel (2005): Spurious regression under deterministic and stochastic trends. Published in: Oxford Bulletin of Economics and Statistics , Vol. 69, No. 3 (2007): pp. 439-444.

Nsenga, Dieu and Nach, Mirada and Khobai, Hlalefang and Moyo, Clement and Phiri, Andrew (2018): Is it the natural rate or hysteresis hypothesis for unemployment rates in Newly Industrialized Economies?

Nurhaliq, Puteri and Masih, Mansur (2016): Export orientation vs import substitution : which strategy should the government adopt? Evidence from Malaysia.

Nyholm, Juho (2017): Residual-based diagnostic tests for noninvertible ARMA models.


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

Obeng, Samuel Kwabena (2015): An empirical analysis of the relationship between minimum wage, investment and economic growth in Ghana. Published in: African Journal of Economic Review , Vol. III, No. Issue 2 (July 2015): pp. 85-101.

Obinyeluaku, Moses and Viegi, Nicola (2009): How does fiscal policy affect monetary policy in the Southern African Community (SADC)?

Oduncu, Arif and Ermişoğlu, Ergun and Polat, Tandogan (2013): Credit Growth Volatility.

Odusanya, Ibrahim Abidemi and Atanda, Akinwande AbdulMaliq (2010): Analysis of inflation and its determinants in Nigeria. Published in: Pakistan Journal of Social Sciences , Vol. 7, No. 2 (2010): pp. 97-100.

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

Ojo, Marianne (2012): La nécessité d'une adoption (et l'adaptation) mondiale des IFRS (des normes internationales d'information financière): conséquences post-Enron et la restauration de la confiance aux marchés financiers à la suite des crises de 2008 financières et boursières.

Okada, Keisuke and Samreth, Sovannroeun (2011): A study on the socio-economic determinants of suicide: Evidence from 13 European OECD countries.

Omane-Adjepong, Maurice and Boako, Gidoen and Alagidede, Paul (2018): Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods.

Omay, Tolga (2010): A Nonlinear New Approach to Investigating Crisis: A Case from Malaysia.

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

Omay, Tolga (2012): The comparison of optimization algorithms on unit root testing with smooth transition.

Omay, Tolga and Hasanov, Mubariz and Emirmahmutoglu, Furkan (2014): Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition.

Omay, Tolga and Takay Araz, Bahar and Ilalan, Deniz (2011): The effects of terrorist activities on foreign direct investment: nonlinear Evidence.

Omay, Tolga and Yildirim, Dilem (2013): Nonlinearity and Smooth Breaks in Unit Root Testing. Published in: Econometrics Letters , Vol. 1, No. 1 (1 June 2014): pp. 2-9.

Omer, Gamal Salih and Masih, Mansur (2014): Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC.

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

Onour, Ibrahim (2009): Natural Gas markets:How Sensitive to Crude Oil Price Changes?

Onour, Ibrahim (2007): Testing Efficiency Performance of an Underdeveloped Stock Market.

Osińska, Magdalena and Kufel, Tadeusz and Błażejowski, Marcin and Kufel, Paweł (2015): Business Cycle Synchronization in EU Economies after the Recession of the Years 2007-2009. Forthcoming in: Argumenta Oeconomica , Vol. 37, No. 2 (2016)

Othman, Arshad Nuval and Masih, Mansur (2015): Do profit and loss sharing (PLS) deposits also affect PLS financing? Evidence from Malaysia based on DOLS, FMOLS and system GMM techniques.

Othman, Arshad Nuval and Masih, Mansur (2014): The different impact of conventional interest rates on Islamic stock market, Islamic banking and Islamic insurance: evidence from Malaysia.

Othman, Redzuan and Salleh, Norlida Hanim Mohd (2008): Hubungan Pembangunan Industri Pelancongan Dan Pertumbuhan Ekonomi Di Beberapa Negara Utama ASEAN. Forthcoming in: International Journal of Management Studies (IJMS) , Vol. 17, No. 1 (June 2010): pp. 171-188.

Ozdemir, Zeynel / A. and Balcilar, Mehmet and Tansel, Aysit (2012): Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries.

Ozturk, Ilhan and Kalyoncu, Huseyin (2007): Foreign Direct Investment and Growth: An Empiricial Investigation Based on Cross-Country Comparison. Published in: Economia Internazionale , Vol. 60, No. 1, February : pp. 75-82.


P., Srinivasan and M., Kalaivani (2013): Day-of-the-Week Effects in the Indian stock market.

P., Srinivasan and M., Kalaivani (2013): Determinants of Foreign Institutional Investment in India: An Empirical Analysis.

P., Srinivasan and M., Kalaivani (2012): Exchange Rate Volatility and Export Growth in India: An Empirical Investigation.

P., Srinivasan and M., Kalaivani (2013): On the Temporal Causal Relationship between Macroeconomic Variables: Empirical Evidence from India.

Palombini, Edgardo (2003): Volatility and liquidity in the Italian money market.

Pandey, Alok Kumar (2006): Export and Economic Growth in India: Causal Interpretation. Published in: Journal of Global Economy , Vol. 2, No. 4 (December 2006): pp. 245-277.

Pandey, Alok Kumar (2008): Globalization and WTO: Impact on India’s economic growth and export.

Pandey, Manoj K. and Kaur, Charanjit (2009): Investigating suicidal trend and its economic determinants: evidence from India.

Pang, Tianxiao and Zhang, Danna and Chong, Terence Tai-Leung (2013): Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases. Published in: Journal of Time Series Analysis , Vol. 2, No. 35 (1 March 2014): pp. 133-150.

Pappas, Anastasios (2010): Capital mobility and growth: Evidence from Greece. Published in: MIBES Transactions International Journal , Vol. 4, No. 1 (2010): pp. 80-95.

Paradiso, Antonio and Kumar, Saten and Rao, B. Bhaskara (2011): The growth effects of education in Australia.

Paradiso, Antonio and Rao, B. Bhaskara (2011): Estimates of the demand for US consumer borrowings.

Paradiso, Antonio and Rao, B. Bhaskara (2011): The effects of Minsky moment and stock prices on the US Taylor Rule.

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

Park, Kwang Suk and Masih, Mansur (2015): Does the shariah index move together with the conventional equity indexes?

Parker, John C. (2005): What is the most appropriate model for generating scenarios for daily foreign exchange rates?

Pasricha, Gurnain (2009): Bank Competition and International Financial Integration: Evidence using a new Index.

Pastore, Francesco (1998): Le politiche salariali in una Unione Europea. Un'applicazione al caso italiano.

Pathan, Rubina and Masih, Mansur (2013): Relationship between macroeconomic variables and stock market index: evidence from India.

Pedersen, Rasmus Søndergaard (2017): Robust inference in conditionally heteroskedastic autoregressions.

Peeters, Marga and Den Reijer, Ard (2012): On wage formation, wage flexibility and wage coordination : A focus on the nominal wage impact of productivity in Germany, Greece, Ireland, Portugal, Spain and the United States.

Perederiy, Volodymyr (2015): Endogenous derivation and forecast of lifetime PDs.

Perveen, Asma and Munir, Kashif (2017): Impact of Total, Internal and External Government Debt on Interest Rate in Pakistan.

Phiri, Andrew (2016): Asymmetric pass-through effects from monetary policy to housing prices in South Africa.

Phiri, Andrew (2016): Changes in inflation persistence prior and subsequent to the subprime crisis: What are the implications for South Africa?

Phiri, Andrew (2015): Examining asymmetric effects in the South African Philips curve: Evidence from logistic smooth transition regression (LSTR) models.

Phiri, Andrew (2017): The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis.

Phiri, Andrew (2017): Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach.

Phiri, Andrew (2016): Long run equilibrium adjustment between inflation and stock market returns in South Africa: A nonlinear perspective.

Phiri, Andrew (2016): Nonlinearities in Wagner's law: Further evidence from South Africa.

Phiri, Andrew (2014): Re-evaluating Okun's law in South Africa: A nonlinear co-integration approach.

Phiri, Andrew (2015): Tourism and economic growth in South Africa: Evidence from linear and nonlinear cointegration frameworks.

Phiri, Andrew (2016): The growth trade-off between direct and indirect taxes in South Africa: Evidence from a STR model.

Phiri, Andrew and Bothwell, Nyoni (2015): Re-visting the electricity-growth nexus in South Africa.

Phiri, Andrew and Mukuka, Doreen (2017): Does unemployment aggravate suicide rates in South Africa? Some empirical evidence.

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

Phiri, Andrew (2013): An Inquisition into Bivariate Threshold Effects in The Inflation-Growth Correlation: Evaluating South Africa’s Macroeconomic Objectives.

Pikoko, Vuyokazi and Phiri, Andrew (2018): Is there hysteresis in South African unemployment? Evidence from the post-recessionary period.

Pincheira, Pablo (2017): A Power Booster Factor for Out-of-Sample Tests of Predictability.

Pitarakis, Jean-Yves (2012): Functional cointegration: definition and nonparametric estimation.

Pitarakis, Jean-Yves (2011): Joint Detection of Structural Change and Nonstationarity in Autoregressions.

Pitarakis, Jean-Yves (2012): Jointly testing linearity and nonstationarity within threshold autoregressions.

Polbin, Andrey (2017): Моделирование реального курса рубля в условиях изменения режима денежно-кредитной политики.

Polbin, Andrey and Skrobotov, Anton (2017): Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли.

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

Poyraz, Mehmet Sami and Masih, Mansur (2017): External private debt and economic growth: Is there a lead-lag Granger-casual relationship? evidence from Turkey.

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

Preminger, Arie and Storti, Giuseppe (2014): Least squares estimation for GARCH (1,1) model with heavy tailed errors.

Proietti, Tommaso (2008): Direct and iterated multistep AR methods for difference stationary processes.

Proietti, Tommaso (2008): Direct and iterated multistep AR methods for difference stationary processes.

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

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

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

Proietti, Tommaso (1999): Structural Time Series Modelling of Capacity Utilisation.

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

Proietti, Tommaso (2010): Trend Estimation.

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

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

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

Przystupa, Jan and Wróbel, Ewa (2009): Asymmetry of the exchange rate pass-through: An exercise on the Polish data.

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

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

Pönkä, Harri (2015): Real oil prices and the international sign predictability of stock returns.

Pönkä, Harri (2017): Sentiment and sign predictability of stock returns.

Pötscher, Benedikt M. (2011): On the order of magnitude of sums of negative powers of integrated processes.

Pötscher, Benedikt M. and Preinerstorfer, David (2016): Controlling the Size of Autocorrelation Robust Tests.

Pötscher, Benedikt M. and Preinerstorfer, David (2017): Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing.


RIANE, Nizare (2014): Etude de la dynamique non-linéaire des rentabilités de la bourse de Casablanca.

Radkov, Petar (2010): The Mean Reversion Stochastic Processes Applications in Risk Management.

Rafi, Umar and Masih, Mansur (2014): Are Islamic Banks Truly Shariah Compliant? An Application of Time Series Multivariate Forecasting Techniques to Islamic Bank Financing.

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

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

Rahim, Yasmin and Masih, Mansur (2015): Is gold good for hedging? lessons from the Malaysian sectoral stock indices.

Rahim, Yasmin Abd and Masih, Mansur (2015): Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis.

Rahman, Sharezan and Masih, Mansur (2014): Increasing household debts and its relation to GDP, interest rate and house price: Malaysia’s perspective.

Raihan, Selim (2008): Trade Liberalization and Poverty in Bangladesh. Published in: Macao Regional Knowledge Hub No. Working Papers, No. 15 (December 2008)

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

Rao, B. Bhaskara (2007): Deterministic and stochastic trends in the time series models: A guide for the applied economist.

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

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

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

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

Rao, B. Bhaskara and Singh, Rup and Kumar, Saten (2008): Do we need time series econometrics. Forthcoming in: Applied Economic Letters : pp. 1-4.

Rao, Gyaneshwar (2008): The Relationship between Crude and Refined Product Market: The Case of Singapore Gasoline Market using MOPS Data.

Raputsoane, Leroi (2016): Real effective exchange rates comovements and the South African currency.

Rashid, Abdul (2008): Macroeconomic Variables and Stock Market Performance: Testing for Dynamic Linkages with a Known Structural Break. Published in: Saving and Development , Vol. 1, No. XXXII (2008): pp. 77-102.

Rashid, Abdul and Kocaaslan, Ozge Kandemir (2013): Does Energy Consumption Volatility Affect Real GDP Volatility? An Empirical Analysis for the UK. Forthcoming in: International Journal of Energy Economics and Policy

Raza, Syed Ali and Shahbaz, Muhammad and Nguyen, Duc Khuong (2014): Energy Conservation Policies, Growth and Trade Performance: Evidence of Feedback Hypothesis in Pakistan.

Razzak, Weshah (2008): On The dynamic of search, matching and productivity in New Zealand and Australia. Forthcoming in: International Journal of Applied Economics : pp. 1-33.

Razzak, Weshah (2003): A Perspective on Unit Root and Cointegration in Applied Macroeconomics. Forthcoming in: The International Journal of Applied Econometrics and Quantitative Studies , Vol. Vol 1, No. Issue (2007)

Regnard, Nazim and Zakoian, Jean-Michel (2010): A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices.

Reinhart, Carmen and Wickham, Peter (1994): Commodity Prices: Cyclical Weakness or Secular Decline? Published in: IMF Staff Papers , Vol. 41, No. 2 (June 1994): pp. 175-213.

Reinhart, Carmen and Wickham, Peter (1994): Non-oil commodity prices: Cyclical weakness or secular decline? Published in: IMF Staff Papers , Vol. 41, No. 2 (June 1994): pp. 175-213.

Resende Filho, M A and Bressan, V G F and Braga, M J and Bressan, A A (2011): Sobre a Demanda Agregada por Carnes no Mercado Brasileiro.

Rey, Serge and Varachaud, Pascal (2000): Le comportement des taux de change réels européens de la fin Bretton Woods à l’adoption de l’euro.

Reza, Md. Ridwan and Masih, Mansur (2017): Regime switching behavior of volatilities of Islamic equities: evidence from Markov- Switching GARCH models for some selected broad based indices.

Rithuan, Syahidah Hanis Meor and Abdullah, Ahmad Monir and Masih, Abul Mansur M. (2014): The Impact of Crude Oil Price on Islamic Stock Indices of Gulf Cooperation Council (GCC) Countries: A Comparative Analysis.

Rizvi, Aun and Masih, Mansur (2014): Oil price shocks and GCC capital markets: who drives whom?

Rizvi, Syed Aun and Masih, Mansur (2013): Do Shariah (Islamic) Indices Provide a Safer Avenue in Crisis? Empirical Evidence from Dow Jones Indices using Multivariate GARCH-DCC.

Rizvi, Syed Kumail Abbas and Naqvi, Bushra (2008): Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan.

Rizvi, Syed Kumail Abbas and Naqvi, Bushra (2009): Inflation Volatility: An Asian Perspective.

Rossi, Francesco (2011): Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates.

Rude, James and Gervais, Jean-Philippe (2007): Biases in calculating dumping Margins: The case of cyclical products.


SELLAMI, Ahmed and CHIKHI, Mohamed (2008): تقدير دالة الادخار العائلي في الجزائر 1970-2005. Published in: El-Bahith Review No. 06 (2008): pp. 129-146.

Saghaian, Sayed and Ozertan, Gokhan and Spaulding, Aslihan (2008): The Impacts of Atlantic Bonito Rush and the Avian Influenza on Meat Products in Turkey.

Sahbaz, A (2011): Cari İşlem Açıklarının Sürdürülebilirliği: 2001-2011 Türkiye Örneği. Published in: Çukurova Üniversitesi Sosyal Bilimler Enstitüsü Dergisi , Vol. 20, No. 3 (15 December 2011): pp. 417-432.

Sahu, Priyanka (2018): The Impact of Shocks on Core Inflation; Evidence from India.

Saidi, Youssef and Zakoian, Jean-Michel (2006): Stationarity and geometric ergodicity of a class of nonlinear ARCH models. Published in: The Annals of Applied Probability , Vol. 4, No. 16 (2006): pp. 2256-2271.

Saiti, Buerhan and Bacha, Obiyathulla and Masih, Mansur (2014): Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis.

Sakarya, Burchan and Yurtoglu, Hasan (2000): Capacity Utilization and Inflation in Turkey.

Salazar, Eduardo (2008): Curva de Phillips y la Tasa Natural de Desempleo. Una aproximación simple para el Perú. (1993 - 2006).

Salazar, Eduardo (2008): El Riesgo País y el Tipo de Cambio Nominal entre el Perú y Estados Unidos. Una aproximación a través de un Modelo de Mercado de Activos de determinación del Tipo de Cambio. (1998:12 – 2007:12).

Saltoglu, Burak and Yazgan, Ege (2009): The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market.

Sanchez Villalba, Miguel A. (2017): On the effects of repeated tax amnesties.

Sangosanya, Awoyemi O. and Atanda, Akinwande A. (2012): Exchange rate variation and fiscal balance in Nigeria: a time series analysis.

Sanogo, Issa and Gyengani, Zakaria (2008): Private investment in guinea, does macro-instability matter? A comparative analysis. Published in: European Journal of Scientific Research , Vol. 19, No. 4 (4 February 2008): pp. 758-783.

Sant'Anna, Pedro H. C. (2013): Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy.

Sasikumar, Anoop (2011): Testing for weak form market efficiency in Indian foreign exchange market. Published in: The IUP Journal of Monetary Economics , Vol. 9, No. 3 (August 2011): pp. 7-19.

Schröder, Anna Louise and Fryzlewicz, Piotr (2013): Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. Published in: Statistics and Its Interface , Vol. 4, No. 6 (2013): pp. 449-461.

Sehgal, Sanjay and Gupta, Priyanshi and Deisting, Florent (2014): Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods.

Seho, Mirzet and Masih, Mansur (2015): Risk sharing financing of Islamic banks: interest free or interest based?

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

Sergio, Bianchi and Alessandro, Trudda (2008): Global Asset Return in Pension Funds: a dynamical risk analysis. Forthcoming in: Mathematical Methods in Economics and Finance

Serletis, Apostolos (1997): Is there an East-West split in North-American natural gas markets? Published in: The Energy Journal , Vol. 18, (1997): pp. 47-62.

Serletis, Apostolos (1992): Unit root behavior in energy futures prices. Published in: The Energy Journal , Vol. 13, No. 2 (1992): pp. 119-128.

Serletis, Apostolos and Gogas, Periklis (1999): The North American natural gas liquids markets are chaotic. Published in: The Energy Journal , Vol. 20, No. 1 (1999): pp. 83-103.

Shafaai, Shafizal and Masih, Mansur (2013): Determinants of cost of equity: The case of Shariah-compliant Malaysian firms.

Shah, Anwar and Majeed, Muhammad Tariq (2014): Real Exchange Rate and Trade Balance in Pakistan: An ARDL Co-integration Approach.

Shahbaz, Muhammad and Jalil, Abdul and Dube, Smile (2010): Environmental Kuznets curve (EKC): Times series evidence from Portugal.

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

Shamsudheen, Shinaj Valangattil and Masih, Mansur (2015): Does the conventional benchmark prop up non-performing loans in Islamic banks? A case study of Malaysia with ARDL Approach.

Sharma, Chandan (2016): Estimating the Size of Black Economy in India.

Sharma, Shahil and Escobari, Diego (2017): Identifying Price Bubble Periods in the Energy Sector. Forthcoming in: Energy Economics

Shelley, Gary and Wallace, Frederick (2010): Further evidence regarding nonlinear trend reversion of real GDP and the CPI.

Shepherd, Ben (2006): Estimating Price Elasticities of Supply for Cotton: A Structural Time-Series Approach.

Shepherd, Ben (2011): When are adaptive expectations rational? A generalization.

Shiu-Sheng, Chen (2012): Predicting swings in exchange rates with macro fundamentals.

Siakoulis, Vasilios (2015): Modeling bank default intensity in the USA using autoregressive duration models.

Silva Lopes, Artur C. and Florin Zsurkis, Gabriel (2017): Are linear models really unuseful to describe business cycle data?

Silva Lopes, Artur C. and Florin Zsurkis, Gabriel (2015): Revisiting non-linearities in business cycles around the world.

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

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

Simonsen, Ingve and Weron, Rafal and Mo, Birger (2004): Structure and stylized facts of a deregulated power market.

Simwaka, Kisu (2012): Testing for time-varying fractional cointegration using the bootstrap approach.

Sinclair, Sarah and Boymal, Jonathan and de Silva, Ashton (2010): A re-appraisal of the fertility response to the Australian baby bonus.

Singh, Anshul (2013): Do the FDI, Economic growth and Trade affect each other for India: An ARDL Approach.

Singh, Rup and Kumar, Saten (2007): Application of the Alternative Techniques to Estimate Demand for Money in Developing Countries.

Sinha, Dipendra (1999): Do exports promote savings in African countries? Published in: Economia Internazionale , Vol. 52, No. 3 (1999): pp. 383-395.

Sinha, Dipendra (2007): Does the Wagner’s Law hold for Thailand? A Time Series Study.

Sinha, Dipendra (1998): Economic growth and government expenditure in China.

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

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

Sinha, Pankaj and Gupta, Sushant and Randev, Nakul (2010): Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession.

Sinha, Pankaj and Nagarnaik, Ankit and Raj, Kislay and Suman, Vineeta (2016): Forecasting United States Presidential election 2016 using multiple regression models.

Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects.

Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects.

Sipos, Ciprian and Boleantu, Mihai (2008): Autoregressive models for analysis of foreign investment in Romania. Published in: University of Oradea, Annals of Faculty of Economics , Vol. 2, (September 2008): pp. 927-932.

Sitzia, Bruno and Iovino, Doriana (2008): Nonlinearities in Exchange rates: Double EGARCH Threshold Models for Forecasting Volatility.

Souza-Sobrinho, Nelson (2001): Extração da Volatilidade do Ibovespa. Published in: Resenha BM&F No. 144 (2001): pp. 17-39.

Stefanescu, Razvan and Dumitriu, Ramona (2015): Conţinutul analizei seriilor de timp financiare.

Stefanescu, Răzvan and Dumitriu, Ramona (2017): Ajustarea seriilor de timp financiare,Partea întâi.

Strawinski, Pawel and Slepaczuk, Robert (2008): Analysis of HF data on the WSE in the context of EMH.

Sucarrat, Genaro and Escribano, Alvaro (2013): Estimation of Log-GARCH Models in the Presence of Zero Returns.

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.

Sultan, Yousuf and Masih, Mansur (2016): Does microfinance affect economic growth? Evidence from Bangladesh based on ARDL approach.

Swamy, Vighneswara and S, Sreejesh (2012): Financial Instability, Uncertainty and Banks’ Lending Behaviour. Published in: International Journal of Banking and Finance , Vol. 9, No. 4 (14 March 2013): pp. 74-95.

Swastika, Purti and Dewandaru, Ginanjar and Masih, Mansur (2013): The Impact of Debt on Economic Growth: A Case Study of Indonesia.

Swastika, Putri and Dewandaru, Ginanjar and Masih, Mansur (2013): Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques.

Syed Abul, Basher and Andrea, Masini and Sam, Aflaki (2015): Time series properties of the renewable energy diffusion process: Implications for energy policy design and assessment. Published in: Renewable and Sustainable Energy Reviews

Symeonidis, Lazaros and Prokopczuk, Marcel and Brooks, Chris and Lazar, Emese (2012): Futures basis, inventory and commodity price volatility: An empirical analysis.

shafaai, Shafizal and Masih, Mansur (2013): Stock market and crude oil relationship: A wavelet analysis.


TURTUREAN, Ciprian Ionel (2007): Legea lui Okun pentru România în perioada 1992-2004. Published in: Politici, modele si scenarii de crestere economica in vederea aderarii Romaniei la Uniunea Europeana No. ISBN 978-973-594-978-5 (24 October 2007): pp. 214-221.

Tadesse, Tasew (2011): Foreign aid and economic growth in Ethiopia.

Tan, Bee Wah and Tang, Chor Foon (2011): The dynamic relationship between private domestic investment, the user cost of capital, and economic growth in Malaysia.

Tang, Bo and Bethencourt, Carlos (2015): Asymmetric Unemployment-Output Tradeoff in the Eurozone.

Tang, Chor Foon (2009): Does causality technique matter to savings-growth nexus in Malaysia? Published in: Malaysian Management Journal , Vol. 13, No. 1-2 (2009): pp. 1-10.

Tang, Chor Foon (2008): Is inflation always a monetary phenomenon in Malaysia?

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

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

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

Tang, Chor Foon (2010): A note on the non-linear wages-productivity nexus for Malaysia.

Tang, Chor Foon (2007): The stability of money demand function in Japan: Evidence from rolling cointegration approach.

Tang, Chor Foon and Lai, Yew Wah and Ozturk, Ilhan (2011): The Stability of Export-led Growth Hypothesis: Evidence from Asia's Four Little Dragons.

Tapa, Nosipho and Tom, Zandile and Lekoma, Molebogeng and Ebersohn, J. and Phiri, Andrew (2016): The unemployment-stock market relationship in South Africa: Evidence from symmetric and asymmetric cointegration models.

Tariq, Anam and Masih, Mansur (2015): Analyzing the impact of financial sector growth on female empowerment: A focus on the United States of America.

Taştan, Hüseyin (2011): Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry.

Thakolsri, Supachock and Sethapramote, Yuthana and Jiranyakul, Komain (2016): Relationship of the change in implied volatility with the underlying equity index return in Thailand.

Thakolsri, Supachok and Sethapramote, Yuthana and Jiranyakul, Komain (2015): Asymmetric volatility of the Thai stock market: evidence from high-frequency data.

Thakolsri, Supachok and Sethapramote, Yuthana and Jiranyakul, Komain (2015): Implied volatility transmissions between Thai and selected advanced stock markets.

Thomadakis, Apostolos (2016): Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence.

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

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

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

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

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

Tomić, Bojan (2016): Ispitivanje kalendarskih sezonaliteta na hrvatskom tržištu kapitala. Published in: Accounting and Management No. 17th International Scientific and Professional Conference (June 2016): pp. 175-192.

Tommaso, Proietti and Alessandra, Luati (2012): The Generalised Autocovariance Function.

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

Tommaso, Proietti and Helmut, Luetkepohl (2011): Does the Box-Cox transformation help in forecasting macroeconomic time series?

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

Trabelsi, Mohamed Ali and Hmida, Salma (2017): A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets.

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

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

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

Travaglini, Guido (2010): Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005.

Trofimov, Ivan D. (2017): Capital productivity in industrialized economies: evidence from error-correction model and Lagrange Multiplier tests.

Trofimov, Ivan D. (2017): Profit rates in the developed capitalist economies: a time series investigation.

Trofimov, Ivan D. and Md. Aris, Nazaria and Bin Rosli, Muhammad K. F. (2018): Macroeconomic Determinants of the Labour Share of Income: Evidence from OECD Economies.

Trofimov, Ivan D. and Md. Aris, Nazaria and C. D. Xuan, Dickson (2018): Macroeconomic and demographic determinants of residential property prices in Malaysia.

Trunin, Pavel and Knyazev, Dmitriy and Kudykina, Ekaterina (2010): Анализ факторов динамики обменного курса рубля. Published in: ИЭПП No. 144Р (November 2010)

Tsoulfidis, Lefteris and Tsaliki, Persefoni (2011): Classical competition and regulating capital: theory and empirical evidence. Published in: (2011)

Tsyplakov, Alexander (2015): Quasifiltering for time-series modeling.

Tsyplakov, Alexander (2010): Revealing the arcane: an introduction to the art of stochastic volatility models.

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

Tuomas, Malinen (2011): Inequality and savings: a reassesment of the relationship in cointegrated panels.


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

Uddin, Md Akther and Masih, Mansur (2015): Finance, growth and human development: An Islamic economic development perspective.

Umairah, Fatin and Masih, Mansur (2017): Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?


Valle e Azevedo, João (2007): Exact Limit of the Expected Periodogram in the Unit-Root Case.

Valle e Azevedo, João (2007): Interpretation of the Effects of Filtering Integrated Time Series.

Valle e Azevedo, João (2008): A Multivariate Band-Pass Filter.

Valli, Mohammed and Masih, Mansur (2014): Is there any causality between inflation and FDI in an ‘inflation targeting’ regime? Evidence from South Africa.

Van Heerden, Dorathea and Rodrigues, Jose and Hockly, Dale and Lambert, Bongani and Taljard, Tjaart and Phiri, Andrew (2013): Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model.

Varadi, Vijay Kumar and Boppana, Nagarjuna (2009): Are stock exchanges integrated in the world? - A critical Analysis.

Vardhan, Harsh and Vij, Madhu and Sinha, Pankaj (2013): Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach.

Ventosa-Santaularària, Daniel and Gómez, Manuel (2006): Inflation and Breaks: the validity of the Dickey-Fuller test. Published in: Brazilian Review of Econometrics , Vol. 29, No. 1 (2009): pp. 1-14.

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

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

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

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

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

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

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

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

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

Vu, Binh (2017): Are population and international trade the main factors for environmental damage in China?

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

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

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


Wada, Tatsuma (2011): On the Correlations of Trend-Cycle Errors. Published in: Economics Letters , Vol. 116, No. 3 (September 2012): pp. 396-400.

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

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

Wallace, Frederick (2015): Price Indexes are a Problem for Testing PPP.

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

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

Weron, Rafal (2009): Forecasting wholesale electricity prices: A review of time series models. Published in: Financial Markets: Principles of Modelling, Forecasting and Decision-Making , Vol. FindEc, (2009): pp. 71-82.

Weron, Rafal and Misiorek, Adam (2008): Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. Forthcoming in: International Journal of Forecasting

Weron, Rafal and Misiorek, Adam (2007): Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? Published in: Prace Naukowe Akademii Ekonomicznej we Wroclawiu , Vol. 1076, (2007): pp. 472-480.

Weron, Rafal and Misiorek, Adam (2006): Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market. Published in: Proceedings of the Modern Electric Power Systems MEPS'06 International Symposium, September 6-8, 2006, Wrocław, Poland (2006): pp. 34-38.

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

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

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

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

Wright, Allan S and Craigwell, Roland C and RamjeeSingh, Diaram (2011): Exchange rate determination in Jamaica: A market microstructures and macroeconomic fundamentals approach. Published in: Journal of Business, Finance and Economics in Emerging Economies , Vol. 6, No. 1 (2011): pp. 31-61.


Xekalaki, Evdokia and Degiannakis, Stavros (2005): Evaluating Volatility Forecasts in Option Pricing in the Context of a Simulated Options Market. Published in: Computational Statistics and Data Analysis , Vol. 2, No. 49 (2005): pp. 611-629.

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

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

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


Yan, Isabel K. and Chan, Kenneth S. and Dang, Vinh Q.T. and Lai, Jennifer T. (2011): Regional Capital Mobility in China: 1978-2006. Forthcoming in: Journal of International Money and Finance , Vol. 30, (2011): pp. 1506-1515.

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

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

Yeboah Asuamah, Samuel (2016): Are output fluctuations transitory or permanent in Ghana?

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

Yildirim, Ramazan and Masih, Mansur (2013): Relationship between regional Shariah stock markets: The cointegration and causality.

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

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

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


Zafar, Raja Fawad and Qayyum, Abdul and Ghouri, Saghir Pervaiz (2015): Forecasting Inflation using Functional Time Series Analysis.

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

Zakane, Ahmed (2009): L'Impact des Dépenses d'Infrastructures sur la Croissance en Algérie. Une Approche en Séries Temporelles Multivariées (VAR). Published in: Les Cahiers du CREAD No. 87 (2009): pp. 27-49.

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

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

Ziaurrahman, Muhammad and Masih, Mansur (2016): Is financial sector development an engine of economic growth? evidence from India.

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

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