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.
Abbas, Aadil and Masih, Mansur (2017): Which investment (private or public) does contribute to economic growth more? a case study of South Africa.
Abbas, Amir and Masih, Mansur (2017): Islamic stock index, conventional stock index and macroeconomic variables.
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, Salman and Masih, Mansur (2018): Relationship between demography and economic growth from the islamic perspective: a case study of Malaysia.
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.
Abdullah, Iskandar and Masih, Mansur (2017): The lead-lag relationship and the determinants of Islamic banks’ profit rates: Malaysian evidence.
Abdullah, Mace and Masih, Mansur (2017): Is there any significant difference in global volatility of and correlation between shari’ah-compliant (Islamic) equities and sukuk ?
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)
Abidin, Tengku and Masih, Mansur (2016): The relationship between the prices of gold and oil and macroeconomic variables: Malaysian evidence.
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 Bakar, Norhidayah and Masih, Mansur (2016): Is islamic stock related to interest rate ? Malaysian evidence.
Abu Bakr, Norhidayah and Masih, Mansur (2018): Are the factors accounting for islamic and conventional bank credit cycles really different ? Malaysian evidence based on two-step GMM approach.
Abu Mansor, Shazali and Abdul Karim, Bakri (2011): Subsidy and export: Malaysian case.
Abu-Bakar, Muhammad and Masih, Mansur (2018): Is the oil price pass-through to domestic inflation symmetric or asymmetric? new evidence from India based on NARDL.
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.
Abubakar, Fahrurrazi and Masih, Mansur (2018): Palm oil export : is it price led or exchange rate led? evidence from Malaysia.
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.
Adebumiti, Qazeem and Masih, Mansur (2018): Economic growth, energy consumption and government expenditure:evidence from a nonlinear ARDL analysis.
Adedamola, Qazeem and Mustapha, Ishaq and Masih, Mansur (2018): Fresh evidence on growth, expenditure and energy debate: GMM, Quantile and Threshold approaches.
Adediran, Ibrahim Opeyemi and Masih, Mansur (2018): Oil price and the global conventional and islamic stock markets: Is the relationship symmetric or asymmetric ? evidence from nonlinear ARDL.
Adekunle, Wasiu and Omo-Ikirodah, Beatrice and Collins, Olutosin and Adeniyi, Andrew and Bagudo, Abubakar and Mosobalaje, Risikat and Oladepo, Safiyyah (2021): Analysis of Environmental Degradation and its Determinants in Nigeria: New Evidence from ARDL and Causality Approaches.
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.
Adznan, Syaima and Masih, Mansur (2018): Exchange rate and trade balance linkage: evidence from Malaysia based on ARDL and NARDL.
Affendi, Diyana Najwa and Masih, Mansur (2018): Is inflation targeting compatible with economic growth ? Korean experience based on ARDL and NARDL.
Afifah, Irfan and Masih, Mansur (2017): Do macroeconomic variables have any impact on stock market? an Indonesian case study based on ARDL approach.
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.
Ahmad, Syafiq and Masih, Mansur (2018): The lead-lag relationship between industrial production and international trade: Malaysian 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, Mumtaz and Bashir, Uzma and Ullah, Irfan (2021): Testing for explosivity in US-Pak Exchange Rate via Sequential ADF Procedures.
Ahmed, Syed Shujaat and Nazir, Sidra (2016): Oil Prices and REER with Impact of Regime Dummies.
Ahmed, Tayyab and Masih, Mansur (2017): Is islamic stock index related with conventional stock index ? evidence from the UK.
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?
Aiman, Muhammad and Masih, Mansur (2018): Impact of macroeconomic factors on shariah and conventional stocks: Malaysian evidence.
Aini, Sarah and Masih, Mansur (2018): Investigating the major determinants of islamic bank savings: Malaysian evidence.
Akhtar, Sharmin and Masih, Mansur (2018): Does asymmetry matter in the relationship between exchange rate and remittance? Evidence from a remittance recipient country based on ARDL and NARDL.
Akhter, Tahsina (2013): Short-Term Forecasting of Inflation in Bangladesh with Seasonal ARIMA Processes.
Akinsomi, Omokolade and Coskun, Yener and Gil-Alana, Luis A. and Yaya, OlaOluwa S (2018): Is there convergence between the BRICS and International REIT Markets?
Akmal, Muhammad Shahbaz and Ahmad, Khalil and Ali, Muhammad (2009): Exports-Led Growth Hypothesis in Pakistan: Further Evidence. Forthcoming in:
Aknouche, Abdelhakim and Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2024): Noising the GARCH volatility: A random coefficient GARCH model.
Aknouche, Abdelhakim and Gouveia, Sonia and Scotto, Manuel (2023): Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs.
Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos (2021): Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series.
Aknouche, Abdelhakim and Francq, Christian (2020): Stationarity and ergodicity of Markov switching positive conditional mean models.
Aknouche, Abdelhakim and Scotto, Manuel (2022): A multiplicative thinning-based integer-valued GARCH model.
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.
Al-Ansari, Khalid Ahmed and Aysan, Ahmet Faruk (2021): More than ten years of Blockchain creation: How did we use the technology and which direction is the research heading?
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.
Alaba, Oluwayemisi O. and Ojo, Oluwadare O. and Yaya, OlaOluwa S and Abu, Nurudeen and Ajobo, Saheed A. (2021): Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods.
Alam, Tasneem and Waheed, Muhammad (2006): The monetary transmission mechanism in Pakistan: a sectoral analysis.
Alamsyah, Janoearto and Masih, Mansur (2017): Impact of islamic money market development on islamic bank liquidity management: a case study of Indonesia.
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?
Alchaar, Osama and Masih, Mansur (2018): Do islamic or conventional mutual funds lead economic growth? evidence from Malaysia.
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, Ariffhidayat and Masih, Mansur (2017): Relationship between oil price and gross fixed capital formation: Malaysian case.
Ali, Hakim and Masih, Mansur (2016): Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia.
Ali, Hakim and Masih, Mansur (2017): Granger-causality between islamic finance and growth: evidence from Malaysia.
Ali, Mohsin and Masih, Mansur (2014): Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis.
Ali, Shah and Masih, Mansur (2018): The determinants of economic growth: the Malaysian case.
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.
Alimi, R. Santos and Olorunfemi, Sola (2018): Does Inflation Uncertainty Matter for Validity of Romer’s Hypothesis? Evidence from Nigeria.
Alinsato, Alastaire Sèna (2009): Electricity consumption and GDP in an electricity community: Evidence from bound testing cointegration and Granger-causality tests.
Alkhareif, Ryadh M. and Barnett, William A. (2020): Nowcasting Real GDP for Saudi Arabia.
Alola, Andrew and Asongu, Simplice and Alola, Uju (2019): House prices and tourism development in Cyprus: A contemporary perspective. Forthcoming in: Journal of Public Affairs
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.
Amanbayev, Yerkebulan and Masih, Mansur (2017): What factors affect the export competitiveness? Malaysian evidence.
Amavilah, Voxi (2019): A simple time-insensitive index of instability as a proxy for the “Africa dummy” variable – A Note.
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)
Anastasiou, Dimitrios and Kapopoulos, Panayotis (2021): Dynamic linkages among financial stability, house prices and residential investment in Greece.
Anastasiou, Dimitrios and Petralias, Athanassios (2021): On the Construction of a Leading Indicator Based on News Headlines for Predicting Greek Deposit Outflows.
Anastasiou, Dimitris and Drakos, Konstantinos and Kapopoulos, Panayotis (2022): Predicting international tourist arrivals in Greece with a novel sector-specific business leading indicator.
Anderson Roselló, Ray and Villarreal Zan, Ricardo (2020): Economic impact of the 2016 Red Tide over the exporting sector of Chile's Tenth Region.
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 Benos, Alexandros and Degiannakis, Stavros (2004): The Use of GARCH Models in VaR Estimation. Published in: Statistical Methodology , Vol. 2, No. 1 (2004): pp. 105-128.
Angelidis, Timotheos and Degiannakis, Stavros (2007): Backtesting VaR Models: A Τwo-Stage Procedure. Published in: Journal of Risk Model Validation , Vol. 2, No. 1 (2007): pp. 27-48.
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.
Angulo, Laura and Godínez, Raúl and López, Axsell (2020): 60 años de productividad: Enfoques para su estimación en Nicaragua.
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.
Anuar, Khairul and Masih, Mansur (2018): What drives shariah (islamic) stock index? a case study of Malaysia.
Anyikwa, Izunna and Hamman, Nicolene and Phiri, Andrew (2018): Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests.
Apaydın, Şükrü (2018): The Relations Between Unemployment and Entrepreneurship in Turkey: Schumpeter or Refugee Effect? Published in: Fiscaoeconomia , Vol. 2, No. 2 (May 2018): pp. 1-14.
Apopo, Natalay and Phiri, Andrew (2019): On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?
Ardia, David and Dufays, Arnaud and Ordás Criado, Carlos (2023): Linking Frequentist and Bayesian Change-Point Methods.
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.
Ariff, Azwar and Masih, Mansur (2017): Role of global financial crisis in causing dynamic connectedness of Asian equity markets.
Ariffian, Suffian and Masih, Mansur (2018): Which islamic equity market is the leading one in Southeast Asia ? evidence from some select equity markets.
Ariffin, Kartina and Masih, Mansur (2018): Determinants of islamic banking investment account rates: Malaysia’s evidence.
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.
Asad, Mohammad and Masih, Mansur (2018): Islamic equity market and macroeconomic variables: evidence from the UK.
Asadov, Alam and Masih, Mansur (2016): Home financing loans and their relationship to real estate bubble: An analysis of the U.S. mortgage market.
Ashraf, Kamran and Masih, Mansur (2017): Does the purchasing power parity theory still hold ? The UK as the case study.
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.
Asongu, Simplice and Folarin, Oludele and Biekpe, Nicholas (2018): The Long Run Stability of Money Demand in the Proposed West African Monetary Union. Forthcoming in: Research in International Business and Finance
Asongu, Simplice and Folarin, Oludele and Biekpe, Nicholas (2020): The Long Run Stability of Money in the Proposed East African Monetary Union. Published in: Journal of Economic Integration , Vol. 35, No. 3 (2 July 2020): pp. 457-478.
Asongu, Simplice and Folarin, Oludele and Biekpe, Nicholas (2019): The Stability of Demand for Money in the Proposed Southern African Monetary Union. Published in: International Journal of Emerging Markets , Vol. 15, No. 2 (June 2019): pp. 222-244.
Assis de Salles, Andre (2021): Assessing the First Shocks of Covid-19 Pandemic on the Idiosyncratic Risk in the Brazilian and the Emerging Markets.
Assis de Salles, Andre and Mendes Campanati, Ana Beatriz (2019): The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study. Published in: International Journal of Energy Economics and Policy , Vol. 9, No. No.5 (15 June 2019): pp. 322-330.
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)
Athirah, Wan and Masih, Mansur (2018): Is the relationship between lending interest rate and non-performing loans nonlinear asymmetric ? Malaysian evidence.
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.
Avgouleas, Emilios and Degiannakis, Stavros (2009): Trade transparency and trading volume: the possible impact of the financial instruments markets directive on the trading volume of EU equity markets. Published in: International Journal of Financial Markets and Derivatives , Vol. 1, No. 1 (2009): pp. 96-123.
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.
Awolaja, Oladapo G. and Yaya, OlaOluwa S and Vo, Xuan Vinh and Ogbonna, Ahamuefula and Joseph, Solomon O. (2021): Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function. Published in: Middle East Development Journal (2 August 2021)
Aydin, Mucahit (2019): A New Nonlinear Wavelet-Based Unit Root Test with Structural Breaks.
Aysan, Ahmet Faruk and Polat, Ali Yavuz and Tekin, Hasan and Tunalı, Ahmet Semih (2022): The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk.
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.
Azahar, Nurshuhaida and Masih, Mansur (2018): The effect of sub-prime crisis on select southeast Asian stock markets.
Aziz, Abdul and Masih, Mansur (2018): Lead-lag relationship between macroeconomic variables and stock market: evidence from Korea.
Aziz, Nur Aziah and Masih, Mansur (2018): The determinants of islamic mudharabah interbank investment rate: Malaysia as a case study.
Azland, Adam and Masih, Mansur (2017): Discerning the relationship between bitcoin and islamic index.
Azmi, Muhammad Saifullah and Masih, Mansur (2018): Does education expenditure lead or lag GDP ? Malaysian evidence.
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.
Azzi, Abdelkebir and Masih, Mansur (2018): Oil price volatility and macroeconomic determinants of growth: evidence from Morocco.
al Bdiwy, Feras and Masih, Mansur (2017): The lead-lag relationship among select regional islamic equity markets.
B M, Lithin and chakraborty, Suman and iyer, Vishwanathan and M N, Nikhil and ledwani, Sanket (2022): Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. Published in: Cogent Economics and Finance , Vol. 11, No. 1 (15 March 2023): p. 2189589.
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.
BESSO, CHRISTOPHE RAOUL and chameni, celestin (2016): ANALYSE DE LA VULNERABILITE MACROECONOMIQUE DE LA ZONE FRANC.
BHANDARI, AVISHEK (2020): Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks.
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.
Baddou, Mehdi and Masih, Mansur (2018): What are the factors that drive economic growth? evidence from Turkey.
Bahaman, Abrar and Masih, Mansur (2017): Identifying the lead-lag relationship between the shariah (islamic) equity index and macroeconomic variables: Malaysia as a case study.
Bahruddin, Wan Athirah and Masih, Mansur (2018): Is the relation between lending interest rate and non-performing loans symmetric or asymmetric ? evidence from ARDL and NARDL.
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.
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Daboh, Foday and Jackson, Emerson Abraham (2024): Policy Brief: The Effects of Interest Rate Volatility and Money Demand in Sierra Leone using ARDL Estimation.
Dagher, Leila (2011): Natural Gas demand at the utility level: An application of dynamic elasticities. Published in: Energy Economics , Vol. 34, (2012): pp. 961-969.
Daqane, Mohamed Qalib and Masih, Mansur (2016): Is islamic stock market affected by interest rates ? Malaysia as a case study.
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)
Datta, Susanta and Hatekar, Neeraj (2022): Range Volatility Spillover across Sectoral Stock Indices during COVID-19 Pandemic: Evidence from Indian Stock Market.
Daud, Ariff and Masih, Mansur (2017): Is there any relationship between exchange rate and investment ? evidence from Australia.
De Villeris, David and Apopo, Natalya and Phiri, Andrew (2018): Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets.
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 (2015): A Probit Model for the State of the Greek GDP Growth. Published in: International Journal of Financial Studies , Vol. 3, No. 3 (2015): pp. 381-392.
Degiannakis, Stavros and Filis, George (2019): Forecasting European Economic Policy Uncertainty. Published in: Scottish Journal of Political Economy , Vol. 1, No. 66 (February 2019): pp. 94-114.
Degiannakis, Stavros and Filis, George (2017): Forecasting oil price realized volatility using information channels from other asset classes. Published in: Journal of International Money and Finance No. 76 (2017): pp. 28-49.
Degiannakis, Stavros and Filis, George (2016): Forecasting oil price realized volatility: A new approach.
Degiannakis, Stavros and Filis, George (2019): Oil price volatility forecasts: What do investors need to know?
Degiannakis, Stavros and Filis, George and Hassani, Hossein (2015): Forecasting global stock market implied volatility indices. Published in: Journal of Empirical Finance No. 46 (2018): pp. 111-129.
Degiannakis, Stavros and Filis, George and Klein, Tony and Walther, Thomas (2019): Forecasting Realized Volatility of Agricultural Commodities. Forthcoming in: International Journal of Forecasting
Degiannakis, Stavros and Floros, Christos (2010): VIX Index in Interday and Intraday Volatility Models. Published in: Journal of Money, Investment and Banking No. 13 (2010): pp. 21-26.
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.
Desogus, Marco (2020): The stochastic dynamics of business evaluations using Markov models. Published in: International Journal of Contemporary Mathematical Sciences , Vol. 15, No. 1 (2020): pp. 53-60.
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.
Dinda, Soumyananda (2015): Production Technology and Carbon Emission: Long run relation with Short run Dynamics. Published in: Journal of Applied Economics , Vol. 21, No. 1 (28 November 2018): pp. 106-121.
Dinda, Soumyananda (2018): Production Technology and Carbon Emission: Long run relation with Short run Dynamics. Published in: Journal of Applied Economics , Vol. 21, No. 1 (28 November 2018): pp. 106-121.
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?
Doojav, Gan-Ochir (2017): Factors explaining high interest rates in Mongolia: A Markov Regime-Switching approach.
Doojav, Gan-Ochir and Luvsannyam, Davaajargal (2017): Forecasting inflation in Mongolia: A dynamic model averaging approach.
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.
Durmaz, Nazif and Kim, Hyeongwoo and Lee, Hyejin and Sun, Yanfei (2023): Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts.
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.
del Barrio Castro, Tomás and Rachinger, Heiko (2020): Aggregation of Seasonal Long-Memory Processes. Forthcoming in: Econometrics and Statistics
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:
Eita, Joel Hinaunye and Ngobese, Sibusiso Blessing and Muteba Mwamba, John Weirstrass (2020): An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression.
Ekinci, Mehmet Fatih (2019): Intuitive and Reliable Estimates of Output Gap and Real Exchange Rate Cycles for Turkey.
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.
Elyas, Redha and Masih, Mansur (2019): Does environmental awareness determine GDP growth ? evidence from Singapore based on ARDL and NARDL approaches.
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.
Emenike, Kalu O. (2018): Stock Market Volatility Clustering and Asymmetry in Africa: A Post Global Financial Crisis Evidence.
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.
Ertugrul, Hasan Murat and Çetin, Murat and Şeker, Fahri and Dogan, Eyüp (2015): The impact of trade openness on global carbon dioxide emissions: Evidence from the top ten emitters among developing countries. Published in: Ecological Indicators , Vol. 67, (25 April 2016): pp. 543-555.
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.
FLICI, Farid (2016): Projection des taux de fécondité de la population algérienne à l’horizon 2050.
Fadzil, Anas and Masih, Mansur (2018): What drives the stock markets ? evidence from India.
Fadzil, Atikah and Masih, Mansur (2017): Does export lead growth? evidence from Japan.
Faghih, Nezameddin and Faghih, Ali (2008): Nyquist Frequency in Sequentially Sampled Data.
Fairuz, Sharifah and Masih, Mansur (2018): What drives the profit rates of islamic banks ? Malaysia’s case.
Faiz ur, rehman and Wasim, shahid malik (2010): A structural VAR (SVAR) approach to cost channel of monetary policy.
Fajar, Muhammad (2019): An application of hybrid forecasting singular spectrum analysis – extreme learning machine method in foreign tourists forecasting. Published in: Jurnal Matematika MANTIK , Vol. 5, No. 2 (31 October 2019): pp. 60-68.
Fajar, Muhammad and Hartini, Sri (2020): Comparison of ARIMA, SSA, and ARIMA – SSA hybrid model performance in Indonesian economic growth forecasting. Published in: The 2020 Asia-Pacific Statistics Week (16 June 2020)
Fajar, Muhammad and Hartini, Sri (2017): Inflation forecasting by hybrid singular spectrum analysis – multilayer perceptrons neural network method, case of Indonesia. Forthcoming in:
Fajar, Muhammad and Prasetyo, Octavia Rizky and Nonalisa, Septiarida and Wahyudi, Wahyudi (2020): Forecasting unemployment rate in the time of COVID-19 pandemic using Google trends data (case of Indonesia). Published in: International Journal of Scientific Research in Multidisciplinary Studies , Vol. 6, No. 11 (30 November 2020): pp. 29-33.
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 and Kurbatskii, Alexey and Mironenkov, Alexey and Lycheva, Maria (2022): Forecasting oil prices with penalized regressions, variance risk premia and Google data. Published in: Applied Econometrics
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 (2020): Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries. Forthcoming in: Applied Econometrics (2020): 1 -20.
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 Kolodin, Nikita (2020): Does the hashrate affect the bitcoin price? Forthcoming in: Journal of Risk and Financial Management (2020)
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 Pushchelenko, Julia and Mironenkov, Alexey and Kurbatskii, Alexey (2021): Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg. Published in: Forecasting , Vol. 4, No. 3 (2021): pp. 774-804.
Fantazzini, Dean and Shangina, Tamara (2019): The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. Forthcoming in: Applied Econometrics
Fantazzini, Dean and Toktamysova, Zhamal (2015): Forecasting German Car Sales Using Google Data and Multivariate Models. Forthcoming in: International Journal of Production Economics (2015)
Farid, Hazim and Masih, Mansur (2018): Is there any causal link between shariah index and islamic unit trust growth ? Malaysian evidence.
Farouk, Faizal and Masih, Mansur (2014): Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity.
Farouk, Faizal and Masih, Mansur (2017): Lead-lag relationship between islamic ETF price and strategic commodities: evidence from Malaysia.
Farzanegan, Mohammad Reza (2011): Military spending and economic growth: the case of Iran.
Fatiha, Illani and Masih, Mansur (2017): Causal relationship between FDI, trade, economic growth and exchange rate : Malaysian evidence.
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.
Flici, Farrid (2016): Projection des taux de mortalité par âges pour la population algérienne.
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.
Fotiadis, Anestis and Williams, Russell Blair (2017): “TiCoSa” a 3d matrix conceptual model to investigate visitors’ perceptions in an athletic event. Published in: Journal of Tourism, Heritage & Services Marketing , Vol. 2, No. 4 (15 November 2018): pp. 24-31.
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.
Foziah, Nik Hazimi and Masih, Mansur (2017): Does islamic banking have significant effect on economic growth ? evidence from Malaysia.
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 (2019): Testing the existence of moments for GARCH processes. Forthcoming in: Journal of Econometrics
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 (2018): Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds.
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 and Gil-Alana, Luis A. and Yaya, OlaOluwa S and Vo, Xuan Vinh (2024): Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break.
Furuoka, Fumitaka (2014): Hysteresis in European labour market.
Furuoka, Fumitaka (2018): A new causality test for the analysis of the export-growth nexus.
Furuoka, Fumitaka and Pui, Kiew Ling and Ezeoke, Chinyere Mary Rose and Jacob, Ray Ikechukwu and Yaya, OlaOluwa S (2019): Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework. Published in: The Singapore Economic Review No. https://doi.org/10.1142/S0217590820500083
Furuoka, Fumitaka and Yaya, OlaOluwa S and Ling, Piu Kiew and Al-Faryan, Mamdouh Abdulaziz Saleh and Islam, M. Nazmul (2023): Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. Published in: Resources Policy
Gadhoum, Anouar and Masih, Mansur (2018): Emerging market equities and US policy uncertainty: evidence from Malaysia based on ARDL.
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.
Gentilucci, Eleonora (2020): A causality analysis. Military expenditures and economic growth in USA and China.
Gerlach, Richard and Naimoli, Antonio and Storti, Giuseppe (2018): Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting.
Gerlach, Richard and Naimoli, Antonio and Storti, Giuseppe (2020): Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics. Forthcoming in: Quantitative Finance (2020)
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.
Ghafar, Aiman and Masih, Mansur (2017): The unemployment rate and its determinants: the Malaysian case.
Ghafar, Nurul and Masih, Mansur (2016): Determinants of unemployment rate in an open economy: Malaysian evidence.
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. (2011): Public and Private Investment in Saudi Economy: Evidence from Weak Exogeneity and Bound Cointegration Tests.
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.
Ghazali, Ummu and Masih, Mansur (2018): Should Malaysia depreciate her exchange rate ?
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.
Ghosh, Prabir Kumar (2020): Nexus between Infrastructure and Economic Growth: An Empirical Study in the Post-Reform period in India. Published in: Vidyasagar University Journal of Economics , Vol. XXV, No. ISSN - 0975-8003 (September 2021): pp. 205-220.
Gil-Alana, Luis A. and Mudida, Robert and Yaya, OlaOluwa S and Osuolale, Kazeem and Ogbonna, Ephraim A (2019): Mapping US Presidential Terms with S&P500 Index: Time Series Analysis Approach.
Gil-Alana, Luis A. and Ozdemir, Zeynel Abidin and Tansel, Aysit (2017): Long memory in Turkish Unemployment Rates.
Gil-Alana, Luis A. and Yaya, OlaOluwa S (2018): Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions.
Gil-Alana, Luis A. and Yaya, OlaOluwa S and Akinsomi, Omokolade and Coskun, Yener (2018): How do Stocks in BRICS co-move with REITs?
Gil-Alana, Luis A. and Yaya, OlaOluwa S and Shittu, Olanrewaju I (2014): GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features. Published in: CBN Journal of Applied Statistics , Vol. 6, No. 1b (February 2015): pp. 219-239.
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)
Glocker, Christian and Kaniovski, Serguei (2020): Structural modeling and forecasting using a cluster of dynamic factor models.
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.
Golding, Khabran and Masih, Mansur (2018): Does foreign direct investment lead or lag employment ? an ARDL approach.
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.
Grace, Martin and Hotchkiss, Julie L. (1995): External impacts on the property-liability insurance cycle. Published in: The Journal of Risk and Insurance , Vol. Vol. 6, No. No. 4 (1995): pp. 738-754.
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 (2018): Output, renewable and non-renewable energy production, and international trade: Evidence from EU-15 countries.
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.
Habib, Farrukh and Masih, Mansur (2017): The effect of interest rates and rate of profit on islamic investment deposits: evidence from Malaysia.
Habibi, Fateh and Abdul Rahim, Khalid and Chin, Lee (2008): United Kingdom and United States Tourism Demand for Malaysia:A Cointegration Analysis.
Habimana, Olivier (2018): Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis.
Haffejee, muhammad Ismail and Masih, Mansur (2018): Is the relationship between financial development and income inequality symmetric or asymmetric ? new evidence from South Africa based on NARDL.
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 (2016): Does finance lead or lag economic growth ? the Malaysian evidence.
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, Abdul and Masih, Mansur (2017): Comovement between crude oil prices and shariah stock indices: MGARCH-DCC and wavelet analysis.
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.
Halim, Hafeez and Masih, Mansur (2016): Granger-causal relationship between islamic bank financing and macroeconomic variables: evidence from Malaysia based on ARDL.
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.
Hameed, Dr. Gulnaz and Nazir, Sidra and Muhammad, Atta and Saeed, Saira (2017): Threshold Modeling for Inflation and GDP Growth.
Hamour, Mohamed and Masih, Mansur (2017): The dilemma of the sharia conscious investor: a time series analysis.
Hamzah, Nurrawaida Husna and Masih, Mansur (2018): Revisiting effectiveness of interest rate as a tool to control inflation: evidence from Malaysia based on ARDL and NARDL.
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.
Hao, Shiming (2021): True structure change, spurious treatment effect? A novel approach to disentangle treatment effects from structure changes.
Haq, Marifatul and Masih, Mansur (2018): Macroeconomic determinants of stock markets: Indian case.
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.
Hasan, Amiratul Nadiah and Masih, Mansur (2018): Determinants of food price inflation: evidence from Malaysia based on linear and nonlinear ARDL.
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.
Hashim, Norhaziah and Masih, Mansur (2018): The impact of interest rate changes on islamic home financing: Malaysia as a case study.
Haskanbancha, Nazmi and Masih, Mansur (2018): Does public infrastructure lead or lag GDP? evidence from Thailand based on NARDL.
Hasnul, Al Gifari and Masih, Mansur (2016): Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach.
Hassan, Fatimatul and Masih, Mansur (2018): Relationship between crude oil prices and global sukuk (islamic bond) index: evidence from Dow Jones Citygroup sukuk index.
Hassan, Hissam and Masih, Mansur (2017): Public debt and GDP growth in the Malaysian islamic economy.
Hassen, Omar and Masih, Mansur (2017): Is shariah stock index better than the conventional stock index in explaining economic growth ? evidence from Malaysia.
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.
Hendriks, Johannes Jurgens and Bonga-Bonga, Lumengo (2022): Testing for the purchasing power parity (PPP) hypothesis between South Africa and its main trading partners: application of the quantile approach.
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.
Hernández, Juan R. (2016): Unit Root Testing in ARMA Models: A Likelihood Ratio Approach.
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.
Hlongwane, Nyiko Worship and Mmutle, Tumelo Donald and Daw, Olebogeng David (2021): The relationship between foreign direct investment and economic growth in SADC region from 2000 to 2019: An econometric view.
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.
Ho, Sin-Yu and Njindan Iyke, Bernard (2018): The Determinants of Economic Growth in Ghana: New Empirical Evidence. Forthcoming in: Global Business Review
Ho, Sy-Hoa and Hafrad, Idir (2020): Asymmetric exchange rates pass-through: New evidence from Vietnam.
Ho, Sy-Hoa and Nguyen, Trung-Thanh and To-The, Nguyen (2020): Asymmetry and Symmetry of real exchange rate effect on the bilateral trade balance between Vietnam and the United States: aggregated and disaggregated levels of investigation.
Hoe, Foong Chee and Masih, Mansur (2017): Short - and long-run relationship between oil price and exchange rate: evidence from Malaysia based on Markov regime switching approach.
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?
Hossain, Saddam and Masih, Mansur (2018): Is the relationship between FDI and inflation nonlinear and asymmetric? new evidence from NARDL approach.
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
Huo, Da (2024): Efficient Estimation of Stochastic Parameters: A GLS Approach.
Husein, Jamal (2020): Current account sustainability for 21 African economies: Evidence based on nonlinear flexible Fourier stationarity and unit-root tests.
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.
Hussin, Syaryanti and Masih, Mansur (2017): Does interest rate affect the saving account deposits of islamic banks ? evidence from 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.
Ibrahim, Norhaslina and Masih, Mansur (2018): The finance-growth nexus: is finance supply-leading or demand-following in islamic finance ? evidence from Malaysia.
Ibrahim, Zil Farlilah and Masih, Mansur (2017): Is gold a better choice as reserve currency for smaller market economies?
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.
Ihsaanul, Ahmad and Masih, Mansur (2018): Would the volatility of oil price affect the GDP of a country ? Singaporean evidence.
Ikram, Ahmad and Masih, Mansur (2018): Does international trade lead industrial production or the other way around ? evidence from Malaysia.
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. http://econpapers.repec.org/paper/wpawuwpem/0511016.htm
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.
Isa, Yazid and Masih, Mansur (2017): Does conventional interest rate influence islamic deposit rate of return or the other way around ? evidence from Malaysia.
Isaacs, Ziyaat and Masih, Mansur (2017): Testing the long-run relationship between exchange rate, oil price, FDI and GDP: an ARDL approach.
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.
Izani, Izahairani and Masih, Mansur (2017): Do islamic bank deposits depend on total islamic bank assets or the other way around ?
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.
Izyani, Nurul and Masih, Mansur (2018): Do the trading partners’ exchange rates impact the export performance of a country? evidence from Malaysia.
ince, meltem (2011): Financial liberalization, financial development and economic growth: An empirical analysis for Turkey.
Jackman, Mahalia and Lorde, Troy (2009): Economic Growth and Tourism in Barbados: A Test of the Supply-side Hypothesis. Published in: Tourismos , Vol. 7, No. 2 (2012): pp. 203-215.
Jackson, Emerson Abraham and Kamara, Purity and Kamara, Abdulsalam (2022): Determinants of Inflation in Sierra Leone.
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.
Jamil, Sakinah and Masih, Mansur (2018): Factors influencing shariah (islamic) compliant stock index: Malaysian evidence.
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)
Javaid, Shahid Hussain (2012): Impact of foreign financial inflows on economic growth of Pakistan.
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.
Jimenez, Ivett and Alvarado, Rafael (2022): Análisis sobre la incidencia de la deuda pública en el crecimiento económico de Ecuador durante el periodo 1990-2019.
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.
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Jiranyakul, Komain (2018): Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017.
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Kabir, Mustafa and Masih, Mansur (2019): Portfolio diversification between exchange rates and islamic stocks: evidence from the USA, Euro area, Japan and Malaysia.
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Kaleemuddin, Mohammed and Masih, Mansur (2017): Does financial development drive economic growth ? an ARDL approach.
Kalirajan, Kaliappa and Miankhel, Adil and Thangavelu, Shandre (2009): Foreign direct investment, exports, and economic growth in selected emerging countries: Multivariate VAR analysis.
Kalthum, Ummi and Masih, Mansur (2017): The lead-lag relationship between PPI, CPI and oil price: Malaysian evidence.
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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.
Kamil, Nazrol and Masih, Mansur (2016): Shari’ah (islamic)compliant investments in Malaysia: influences of selected stock indices and their trend/cycle decomposition equity.
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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.
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Khasanov, Khush and Masih, Mansur (2016): Macroeconomic variables and oil price: evidence from Turkey.
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Kumar, Saten (2009): Further Evidence on Public Spending and Economic Growth in East Asian Countries.
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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.
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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.
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Lee, Kam Weng and Masih, Mansur (2018): Investigating the causal relationship between exchange rate variability and palm oil export: evidence from Malaysia based on ARDL and nonlinear ARDL approaches.
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Lendjoungou, Francis (2009): Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone.
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Liyana, Anis and Masih, Mansur (2018): Does unemployment rate lead GDP growth or the other way around ? Malaysia’s case.
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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.
M N, Nikhil and Chakraborty, Suman and B M, Lithin and Ledwani, Sanket (2022): Modeling Indian Bank Nifty volatility using univariate GARCH models. Published in: Banks and Bank Systems , Vol. 18, No. 1 (17 March 2023): pp. 127-138.
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.
Macri, Joseph and Sinha, Dipendra (2007): Does Black’s Hypothesis for Output Variability Hold for Mexico?
Macri, Joseph and Sinha, Dipendra (1999): An Empirical Study of Labour’s Share in Income for Australia.
Madeira, Makharam and Masih, Mansur (2017): Does the purchasing power parity theory hold for Malaysia ?
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 McCurdy, Thomas H and Song, Yong (2020): Bull and Bear Markets During the COVID-19 Pandemic.
Maheu, John M and Yang, Qiao (2015): An Infinite Hidden Markov Model for Short-term Interest Rates.
Mahjoubi, Soufiane and Mkaddem, Chamseddine (2022): Impact of climate change on yield production in Algeria: evidence from ARDL empirical approach. Published in:
Mahmood, Ilham and Masih, Mansur (2018): Is there any long run Granger-causality between economic growth and energy consumption ? evidence from Singapore.
Mahmood, Nihal and Masih, Mansur (2019): Does institutional stability granger-cause foreign direct investment? evidence from Canada.
Mahmud, Nurrul Iiyana and Masih, Mansur (2016): Are shariah (islamic) stock market returns stable ? evidence from the select islamic stock indices of emerging markets, USA, UK and Japan.
Majeed, Raseena and Masih, Mansur (2016): Impact of macroeconomic variables on shariah stock markets: evidence from Malaysia based on ARDL approach.
Majumder, Rajarshi and Ghosh, Subhadip and Chatterjee, Bidisha (2022): Energy infrastructure in India: challenges and opportunities. Published in: Productivity , Vol. 63, No. 1 (2022): pp. 21-34.
Malayan, Firoz and Masih, Mansur (2017): Causal linkages between the energy sector and islamic regional indexes: evidence from GCC, EU, US, emerging markets and Asia-pacific.
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 (2015): Macroeconomic Implications of Capital Inflows in India. Published in: International Journal in Economics and Business Administration , Vol. 3, No. 4 (August 2015): pp. 53-71.
Matesanz Gómez, David and Fugarolas Álvarez-Ude, Guadalupe (2006): Exchange rate policy and trade balance. A cointegration analysis of the argentine experience since 1962.
Mazlan, Zuhry and Masih, Mansur (2018): Causality between domestic fuel price and economic sectors: evidence from Malaysia.
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.
Mdingi, Kholeka and Ho, Sin-Yu (2023): Income inequality and economic growth: An empirical investigation in South Africa.
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.
Michaelides, Panayotis G. and Milios, John G. and Konstantakis, Konstantinos N. and Tarnaras, Panayiotis (2015): Quantity-of-money fluctuations and economic instability: empirical evidence for the USA (1958–2006). Published in: European Journal of Economics and Economic Policies: Intervention , Vol. 3, No. 12 (2015): pp. 277-299.
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.
Miras, Hassan and Masih, Mansur (2017): Stock returns and macroeconomic factors in an emerging economy: Malaysian evidence.
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.
Mkaddem, Chamseddine and Mahjoubi, Soufiane (2022): Climate change and its impact on water consumption in Tunisia: Evidence from ARDL approach. Published in:
Mkadmi, Jamel Eddine and Bakari, Sayef and Msai, Achwak (2021): Assessing the Impact of Tax Policies on Economic Growth in Tunisia: New Empirical and Policy Analysis.
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, Shaifulfazlee and Masih, Mansur (2017): What drives the property prices ? the Malaysian case.
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, Hazik and Masih, Mansur (2017): Stock market comovement among the ASEAN-5 : a causality analysis.
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, Rafede and Masih, Mansur (2018): Testing the asymmetric and lead-lag relationship between CPI and PPI: an application of the ARDL and NARDL approaches.
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): Convergence in US house prices.
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.
Morad, Shahidah Nailul and Masih, Mansur (2015): Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach.
Moreno Trujillo, John Freddy (2020): Dinámica de portafolios y control óptimo estocástico. Published in: odeon , Vol. 17, No. Núm. 17 (2019): Julio-Diciembre (22 May 2020): pp. 89-106.
Morni, Fareiny and Masih, Mansur (2017): Predicting stress in the banking sector: Malaysian evidence.
Mosteut, Safini and Masih, Mansur (2017): Does the exchange rate volatility affect the foreign direct investment? the case of Thailand.
Moura, Alban (2022): Why you should never use the Hodrick-Prescott filter: comment.
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.
Mubarak, Fadhlul and Wulandya, Siti Arni and Seran, Karlina and Soleh, Agus M and Andriansyah, Andriansyah (2017): Pemodelan Tingkat Suku Bunga Surat Perbendaharaan Negara 3 Bulan. Published in: Kajian Ekonomi & Keuangan , Vol. 3, No. 1 (9 March 2018): pp. 217-228.
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.
Mukrim, Anis and Masih, Mansur (2017): The impact of macroeconomic variables on the crude palm oil export: Malaysian evidence based on ARDL approach.
Mukrim, Syahirah and Masih, Mansur (2018): Do islamic indices help portfolio diversification ? application of multivariate GARCH and wavelet coherence.
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.
Munjid, Modhaa and Masih, Mansur (2017): The causal relationship between the macroeconomic variables and the stock price: the case of Brazil.
Musa, Mustafa and Masih, Mansur (2016): Are the ASEAN stock markets integrated with the US market ? new evidence from wavelet coherence.
Musaev, Mekhroj and Masih, Mansur (2017): Impact of oil price volatility on macroeconomic variables: an ARDL approach.
Musaeva, Gulzhan and Masih, Mansur (2018): Granger-causal relationship between islamic stock markets and oil prices: a case study of Malaysia.
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.
NEIFAR, MALIKA (2023): Do Tunisian Risk to Go Towards a Second Revolution? Element of Response from Consumption Behavior.
NEIFAR, MALIKA (2020): Islamic vs Conventional Canadian stock markets : what difference ?
NEIFAR, MALIKA (2023): Macroeconomic Factors and UK Stock Market: Evidence through the Non-Linear ARDL model.
NEIFAR, MALIKA (2020): Stock Market Volatility Analysis: A Case Study of TUNindex.
NEIFAR, MALIKA and HACHICHA, Fatma (2022): GFH validity for Canada, UK, and Suisse stock markets: Evidence from univariate and panel ARDL models.
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.
NLOGA ETOUNDI, Joseph (2024): Public expenditure and optimal size of state In Cameroon from 1982 To 2023: the Armey Curve. Published in: International Journal of Humanities Social Science and Management , Vol. 4, No. 5 (17 September 2024): pp. 216-226.
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.
Nahavandian, Mohsen and Masih, Mansur (2016): Granger-causal relationship between macroeconomic factors and the Malaysian islamic index.
Naimoli, Antonio (2022): The information content of sentiment indices for forecasting Value at Risk and Expected Shortfall in equity markets.
Naimoli, Antonio and Storti, Giuseppe (2019): Heterogeneous component multiplicative error models for forecasting trading volumes.
Najeeb, Faiq and Masih, Mansur (2016): Macroeconomic variables and stock returns: evidence from Singapore.
Najibullah, Syed and Masih, Mansur (2015): Remittances and economic growth nexus: Do financial development and investment act as transmission channels? An ARDL bounds approach.
Naleef, Mohamed and Masih, Mansur (2018): Impact of political instability on economic growth, exchange rates and unemployment: Malaysian evidence.
Nansha, Kevin (2021): Interaction entre la croissance économique, l’inflation et le taux de change au Kenya.
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.
Nasir, Nur Alissa and Masih, Mansur (2018): Are the stock indices of FTSE Malaysia, China and USA causally linked together ?
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.
Nazlan, Wan Syafiq and Masih, Mansur (2017): Does financial development lead or lag economic growth ? Malaysian evidence.
Neifar, Malika (2024): Does ICT Drive Fintech firm Performance? Evidence from BRICS Countries .
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.
Nigmatullin, Raul R. and Omay, Tolga and Baleanu, Dumitru (2010): On fractional filtering versus conventional filtering in economics. Published in: Communications in Nonlinear Science and Numerical Simulation , Vol. 15, No. 4 (4 April 2010): pp. 979-986.
Nizar, Muhammad Afdi (2016): Hubungan Asuransi dan Pertumbuhan Ekonomi di Indonesia.
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:
Nkoba, Malik Abdulrahman and Masih, Mansur (2018): Revisiting the Phillips curve trade-off: evidence from Tanzania using nonlinear ARDL approach.
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.
Nor, Amiruddin and Masih, Mansur (2017): Granger-causality between islamic banks and conventional banks: evidence from Malaysia.
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.
neifar, malika (2020): Efficiency-Market Hypothesis: case of Tunisian and 6 Asian stock markets .
neifar, malika (2020): Efficient Markets Hypothesis in Canada: a comparative study between Islamic and Conventional stock markets .
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.
Ojeda-Joya, Jair and Jaulin-Mendez, Oscar and Bustos-Pelaez, Juan (2015): The Interdependence between Commodity-Price and GDP Cycles: A Frequency-Domain Approach.
Okada, Keisuke and Samreth, Sovannroeun (2011): A study on the socio-economic determinants of suicide: Evidence from 13 European OECD countries.
Okedina, Jellil and Masih, Mansur (2018): The nexus between poverty and crime: evidence from India.
Okwu, Andy and Akpa, Emeka and Oseni, Isiaq and Obiakor, Rowland (2020): Oil Export Revenue and Exchange Rate: An Investigation of Asymmetric Effects on Households’ Consumption Expenditure in Nigeria. Published in: Babcock Journal of Economics (BJOE) , Vol. 7, (1 June 2020): pp. 13-28.
Olalude, Gbenga Adelekan and Olayinka, Hammed Abiola and Ankeli, Uchechi Constance (2020): Modelling and forecasting inflation rate in Nigeria using ARIMA models. Published in: KASU Journal of Mathematical Sciences , Vol. 1, No. 2 (6 January 2021): pp. 127-143.
Olubusoye, Olusanya E and Yaya, OlaOluwa S. and Ogbonna, Ahamuefula (2021): An Information-Based Index of Uncertainty and the predictability of Energy Prices. Published in: International Journal of Energy Research
Olujobi, Khalilat and Masih, Mansur (2018): Does the purchasing power parity theory hold for the exchange rate between the USA and Malaysia ?
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.
Omar, Abdullah and Masih, Mansur (2017): Does inflation impact shariah (islamic) equity index and conventional equity index differently?the case of Malaysia.
Omar, Abdullah and Masih, Mansur (2017): Is the effect of inflation on shariah (islamic) stock and conventional stock different ? evidence from Malaysia.
Omar, Kamal and Masih, Mansur (2016): Granger-causal direction between crude oil and islamic deposits: Malaysian evidence.
Omar, Masitah and Masih, Mansur (2017): Does saving stimulate growth? the case of Malaysia.
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.
Omotosho, Babatunde S. (2012): Endogenous Structural Breaks and Real Exchange Rate Determination in Nigeria since Interbank Foreign Exchange Market (IFEM). Published in: CBN Economic and Financial Review , Vol. 50, No. 3 (2012)
Omotosho, Babatunde S. and Doguwa, Sani I. (2012): Understanding the dynamics of inflation volatility in Nigeria: A GARCH perspective. Published in: CBN Journal of Applied Statistics , Vol. 3, No. 2 (1 June 2012): pp. 51-74.
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. Published in: Argumenta Oeconomica , Vol. 37, No. 2 (2016)
Osman, Fatimah and Masih, Mansur (2017): What are the drivers of islamic bank deposits ? evidence from Malaysia.
Osman, Khairul Nizam and Masih, Mansur (2018): Granger-causality of selective Dow Jones islamic and sustainability regional equity indices.
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, Azura and Masih, Mansur (2016): Economic determinants of islamic deposits: evidence from Malaysia.
Othman, Nooramylia and Masih, Mansur (2018): Relation between macro economic variables and government securities: Malaysian case.
Othman, Nurhuda and Masih, Mansur (2018): Granger-causality between palm oil, gold and stocks (islamic and conventional): Malaysian evidence based on ARDL approach.
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 Du, Lingjie and Chong, Terence Tai Leung (2018): Estimating Multiple Breaks in Nonstationary Autoregressive Models.
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.
Papavangjeli, Meri (2018): Assessing real wage flexibility in Albania. Published in: Bank of Albania Economic Review 2018H1 (30 July 2018): pp. 1-11.
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.
Paul, Uttam Chandra (2020): The Causal Relationship between Private Sector Credit Growth and Economic Growth in Bangladesh: Use of Toda-Yamamoto Granger Causality test in VAR Model.
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.
Perera, Roshan and Jayawickrema, Vishuddhi (2014): Monetary policy rules in practice: Evidence for Sri Lanka. Published in: Conference proceedings of the 6th International Research Conference, Central Bank of Sri Lanka (January 2014)
Perveen, Asma and Munir, Kashif (2017): Impact of Total, Internal and External Government Debt on Interest Rate in Pakistan.
Petranov, Stefan (2008): Оценка на бета коефициентите на публични дружества в България. Published in: Bulletin of the Financial Supervision Commission No. 6 (2008): pp. 3-11.
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 (2018): Endogenous monetary approach to optimal inflation-growth nexus in Swaziland.
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 (2018): Fitting Okun's law for the Swazi Kingdom: Will a nonlinear specification do? Published in:
Phiri, Andrew (2017): Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach.
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.
Phiri, Andrew (2018): Is Swaziland on a path of convergence towards her main trading partners?
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 (2018): Pursuing the Phillips curve in an African monarchy: The Swazi case.
Phiri, Andrew (2014): Re-evaluating Okun's law in South Africa: A nonlinear co-integration approach.
Phiri, Andrew (2018): Robust analysis of convergence in per capita GDP in BRICS economies.
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.
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.
Pincheira, Pablo and Hardy, Nicolas (2021): The Mean Squared Prediction Error Paradox.
Pincheira, Pablo and Hardy, Nicolas (2020): The Mean Squared Prediction Error Paradox: A summary.
Pincheira, Pablo and Hardy, Nicolas (2018): The predictive relationship between exchange rate expectations and base metal prices.
Pincheira, Pablo and Hardy, Nicolas and Bentancor, Andrea and Henriquez, Cristóbal and Tapia, Ignacio (2021): Forecasting Base Metal Prices with an International Stock Index.
Pincheira, Pablo and Hardy, Nicolás (2019): Forecasting Aluminum Prices with Commodity Currencies.
Pincheira, Pablo and Hernández, Ana María (2019): Forecasting Unemployment Rates with International Factors.
Pincheira, Pablo and Jarsun, Nabil (2020): Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate.
Pincheira, Pablo and Neumann, Federico (2018): Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile.
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 and Shumilov, Andrei (2024): Прогнозирование основных российских макроэкономических показателей с помощью TVP-модели с байесовским сжатием параметров.
Polbin, Andrey (2017): Моделирование реального курса рубля в условиях изменения режима денежно-кредитной политики.
Polbin, Andrey and Kuroedova, Anastasiia (2020): Long-run relationship between real consumption and real income in the Russian Federation: An ARDL bounds testing approach.
Polbin, Andrey and Shumilov, Andrei (2020): Модель зависимости обменного курса рубля от цен на нефть с марковскими переключениями режимов. Forthcoming in: Economics and Mathematical Methods
Polbin, Andrey and Shumilov, Andrei and Bedin, Andrey and Kulikov, Alexander (2019): Модель реального обменного курса рубля с марковскими переключениями режимов.
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.
Pourghorban, Mojtaba and Mamipour, Siab (2020): Modeling and forecasting the electricity price in Iran using wavelet-based GARCH model. Published in: Iranian Journal of Economic Studies , Vol. 9, No. 1 (25 April 2021): pp. 233-260.
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.
Pönkä, Harri and Stenborg, Markku (2018): Forecasting the state of the Finnish business cycle.
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.
Quadri, Syed and Masih, Mansur (2017): Granger-causality between macroeconomic variables and stock market index: evidence from India.
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.
Rahamat, Amri and Masih, Mansur (2017): Granger-causality between oil price, exchange rate and government bonds: evidence from Malaysia.
Rahim, Adam Mohamed and Masih, Mansur (2018): Comovement of stock markets of Singapore and its major Asian trading partners.
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.
Rahmali, Atiqah and Masih, Mansur (2017): Discerning the effect of international stock markets before and after the subprime crisis.
Rahman, Nadiah and Masih, Mansur (2018): Do deposits in islamic banks have an impact on equity market? evidence from Malaysia.
Rahman, Nadiah Abd and Masih, Mansur (2017): Does the islamic bank deposit have an effect on equity market ? Malaysian case.
Rahman, Salman and Masih, Mansur (2018): Demography and economic growth from islamic perspective: Malaysia as a case study.
Rahman, Sharezan and Masih, Mansur (2014): Increasing household debts and its relation to GDP, interest rate and house price: Malaysia’s perspective.
Rahman, Syarifah and Masih, Mansur (2018): The vulnerability of Islamic bank’s credit risk to oil price shocks: evidence from Malaysia based on ARDL approach.
Rahmani, Halima and Masih, Mansur (2018): Does remittance lead or lag exchange rate? evidence from Morocco.
Raihan, Selim (2008): Trade Liberalization and Poverty in Bangladesh. Published in: Macao Regional Knowledge Hub No. Working Papers, No. 15 (December 2008)
Ramic, Esma and Masih, Mansur (2017): Is islamic bank financing related to interest rate ? Malaysian evidence based on ARDL approach.
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.
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.
Razak, Najwa and Masih, Mansur (2018): The relationship between exchange rate and trade balance: evidence from Malaysia based on ARDL and Nonlinear ARDL approaches.
Razzak, Weshah (2023): Measuring the Deviations from Perfect Competition: International Evidence.
Razzak, Weshah (2024): Measuring the Deviations from Perfect Competition: International Evidence (second version).
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.
Robbana, Aroua and Masih, Mansur (2018): Lead-lag relationship between remittance and growth: ARDL approach.
Roslan, Ahmad Ridza and Masih, Mansur (2017): How does advertisement spending affect business performance of both islamic and conventional banks?
Roslan, Syed and Masih, Mansur (2018): Savings and bank loans dynamics in implementing the new international accounting standard IFRS-9: Malaysia as a case study.
Rosle, Alia Nadira and Masih, Mansur (2018): Can the islamic banks’ credit risk be explained by macroeconomic shocks? evidence from Malaysia.
Rossi, Barbara and Wang, Yiru (2019): Vector autoregressive-based Granger causality test in the presence of instabilities. Published in: The Stata Journal , Vol. 19, No. 4 (December 2019): pp. 883-899.
Rossi, Francesco (2011): Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates.
Royer, Julien (2021): Conditional asymmetry in Power ARCH($\infty$) models.
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.
Sabry, Saajid and Masih, Mansur (2018): Is gold a hedge against equity risk? Malaysian experience based on NARDL approach.
Saccal, Alessandro (2023): A role for confidence: volition regimes and news.
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.
Sahminan, Sahminan (2005): Estimating Equilibrium Real Exchange Rates of the Rupiah.
Sahminan, Sahminan (2002): Exchange Rate Pass-Through into Import Prices: Empirical Evidences from Major Southeast Asian Countries.
Sahminan, Sahminan (2007): Financial Market Responses to Bank Indonesia’s Policy Announcements.
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).
Salehyar, Masoud and Masih, Mansur (2017): Lead-lag between female employment and economic growth: evidence from Canada.
Salleh, Eddee and Masih, Mansur (2017): Does gold act as an inflation hedge ? Malaysian case.
Salleh, Fadzlullah and Masih, Mansur (2016): Does finance lead or lag growth? evidence from Malaysia.
Salles, Andre Assis de (2014): Asymmetry between Gasoline and Crude Oil Prices in the Brazilian Economy and Some Selected Developed Economies. Published in: International Journal of Energy Economics and Policy , Vol. 4, No. No.4 (2014): pp. 670-678.
Salman, Firdaus and Masih, Mansur (2017): Is gold worth an investment ? a case study of Malaysia.
Saltoglu, Burak and Yazgan, Ege (2009): The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market.
Samad, Abdul and Masih, Mansur (2018): Does institutional quality matter in attracting foreign direct investment? the case of Ethiopia based on ARDL approach.
Samad, Esma and Masih, Mansur (2018): Effects of fiscal components on economic growth: evidence from Malaysia.
Samad, Fadillah and Masih, Mansur (2016): Lead-lag relationship between domestic credit and economic growth: the case of Singapore.
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.
Saparova, Nurzhamal and Masih, Mansur (2018): Does foreign direct investment lead or lag economic growth ? evidence from Russia.
Sapian, Safeza and Masih, Mansur (2018): Do macroeconomic factors affect the credit risk of islamic banks? evidence from Malaysia.
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.
Saupi, Nabil and Masih, Mansur (2018): Lead-lag between exchange rates and trade balance: Malaysian evidence.
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.
Sebastião Abreu, Daniel and Silva Lopes, Artur (2019): How to disappear completely: non-linearity and endogeneity in the new keynesian wage Phillips curve.
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.
Selim, Tarek (2007): On Efficient Utilization of Egypt's Energy Resources: Oil and Natural Gas. Published in: Egyptian Center for Economic Studies, Working Paper Series No. 117 (January 2007)
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.
Shafaai, Shafizal and Masih, Mansur (2018): The dynamics of growth, exports, exchange rate and foreign direct investment: evidence from Malaysia.
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.
Shahwahid, Muhammad and Masih, Mansur (2018): Macroeconomic determinants of islamic and conventional stocks: Malaysian evidence based on ARDL and NARDL approaches.
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.
Sharabati, Yamen and Masih, Mansur (2017): Are imports driven by exports or the other way around ?Thailand evidence.
Sharif, Bushra and Qayyum, Abdul (2018): Estimating the Inflation-Output Gap Trade-Off with Triangle Model in Pakistan.
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
Shaw, Charles (2018): Conditional heteroskedasticity in crypto-asset returns. Published in: Journal of Statistics: Advances in Theory and Applications , Vol. 20, No. 1 (1 November 2018): pp. 15-65.
Shawtari, Fekri Ali and Masih, Mansur (2017): Granger-causal relationship between macroeconomic variables and stock prices: evidence from South Africa.
Shehu Usman Rano, Aliyu (2019): Do presidential elections affect stock market returns in Nigeria?
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.
Shin, Claire and Masih, Mansur (2016): Lead-lag relationship between macroeconomic variables: evidence from Korea.
Shiu-Sheng, Chen (2012): Predicting swings in exchange rates with macro fundamentals.
Shumilov, Andrei (2019): Модели зависимости реального курса рубля от цены и стоимости экспорта нефти: сравнительный анализ. Published in: Management Issues No. 4 (2019)
Shvets, Serhii (2019): Parametric early warning system model for Ukraine. Published in: Social transformations of the national economy in the context of European integration processes No. Monograph (2019): pp. 182-190.
Siakoulis, Vasilios (2015): Modeling bank default intensity in the USA using autoregressive duration models.
Siddiqi, Umema (2021): Estimating Long-Run Cointegration between Gold Prices and its Determinants.
Silva Lopes, Artur (2024): Assessing Income Convergence with a Long-Run Forecasting Approach: Some New Results.
Silva Lopes, Artur (2021): Non-convergent incomes with a new DF-Fourier test: most likely you go your way (and I'll go mine).
Silva Lopes, Artur (2020): Revisiting income convergence with DF-Fourier tests: old evidence with a new test.
Silva Lopes, Artur C. (2021): Most likely you go your way (and I'll go mine): non-convergent incomes with a new DF-Fourier test.
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.
Sim, Chong Yang (2021): A Review on Output-Inflation Trade-off Based on New Classical and New Keynesian Theories.
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.
Solikin, Akhmad and Nizar, Muhammad Afdi (2022): Government Revenue and Government Spending Nexus: A Testing Hypothesis for Indonesia. Published in: Jurnal Borneo Administrator , Vol. 1, No. 19 (April 2023): pp. 103-116.
Souza-Sobrinho, Nelson (2001): Extração da Volatilidade do Ibovespa. Published in: Resenha BM&F No. 144 (2001): pp. 17-39.
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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.
Stefanescu, Răzvan and Dumitriu, Ramona (2019): Obiective ale analizei trendurilor seriilor de timp discrete.
Strawinski, Pawel and Slepaczuk, Robert (2008): Analysis of HF data on the WSE in the context of EMH.
Sucarrat, Genaro (2020): Identification of Volatility Proxies as Expectations of Squared Financial Return.
Sucarrat, Genaro (2018): The Log-GARCH Model via ARMA Representations.
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.
Sulaiman, Junaid and Masih, Mansur (2016): Does interest rate impact the shariah index? Malaysian evidence based on ARDL approach.
Sulaiman, Nadzri and Masih, Mansur (2017): Macroeconomic variables and stock markets (domestic and foreign): evidence from Malaysia.
Sulaiman, Ruslinda and Masih, Mansur (2017): Lead-lag relationship between GIA deposit and GIA profit rate in islamic banks:evidence from Malaysia.
Sultan, Yousuf and Masih, Mansur (2016): Does microfinance affect economic growth? Evidence from Bangladesh based on ARDL approach.
Suwanhirunkul, Prachaya and Masih, Mansur (2018): Effect of dividend policy on stock price volatility in the Dow Jones U.S. index and the Dow Jones islamic U.S. index: evidences from GMM and quantile regression.
Suwanhirunkul, Suwijak and Masih, Mansur (2018): Exchange rate and trade balance linkage: sectoral evidence from Thailand based on nonlinear ARDL.
Suwanhirunkul, Suwijak and Masih, Mansur (2018): Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence.
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.
Swastika, Putri and Masih, Mansur (2016): Do interest rate and inflation affect unemployment? evidence from Australia.
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.
Szybisz, Martin Andres (2018): Banking net income and macroeconomics, from multicollinearity to Granger causality using US data.
shafaai, Shafizal and Masih, Mansur (2013): Stock market and crude oil relationship: A wavelet analysis.
TOACĂ, Zinovia and Vîntu, Denis (2019): Model trimestrial de Prognoză a PIB-ului Republicii Moldova. Published in: International Conference on Theoretical and Applied Economic Practices „Economic Growth in Conditions of Globalization: welfare and social inclusion” , Vol. I, No. The 14th Edition (November 2019): pp. 68-77.
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.
Taher, Sumaiyah and Masih, Mansur (2018): Which market is the driver of the Asian stock markets ?
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.
Tew, Li Mei and Masih, Mansur (2018): Google trends search query and islamic stock indices: an analysis of their lead-lag relationship based on the Malaysian data.
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.
Touati, Fatima and Masih, Mansur (2018): What drives the European islamic market: is it the conventional market or the other islamic markets ?
Trabelsi, Mohamed Ali and Hmida, Salma (2018): A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets. Published in: Entrepreneurial Business and Economics Review , Vol. 6, No. 3 (September 2018): pp. 129-141.
Trabelsi, Mohamed Ali and Hmida, Salma (2017): A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets.
Trabelsi, Mohamed Ali and Hmida, Salma (2018): Impact of the Credit Rating Revision on 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. (2018): Income terms of trade and economic convergence: Evidence from Latin America.
Trofimov, Ivan D. (2018): Industry rates of return in Korea and alternative theories of competition: equalising convergence versus tendential equalisation.
Trofimov, Ivan D. (2020): The J-curve Effect in Agricultural Commodity Trade: An Empirical Study of South East Asian Economies.
Trofimov, Ivan D. (2017): Profit rates in the developed capitalist economies: a time series investigation.
Trofimov, Ivan D. (2020): Real Exchange Rate and the Dynamics of Services Trade Balance in the UK: A Linear and Non-linear ARDL Analysis.
Trofimov, Ivan D. (2020): The optimum size of public education spending: panel data evidence.
Trofimov, Ivan D. (2018): The secular decline in profit rates: time series analysis of a classical hypothesis. Published in: The European Journal of Comparative Economics , Vol. 1, No. 15 (8 June 2018): pp. 83-118.
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.
Ullah, Irfan and Ahmed, Mumtaz (2021): Identifying Phases of Ebullience in EFTA Stock Markets.
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?
VINTU, Denis (2021): GDP Modelling and Forecasting Using ARIMA. An Empirical Assessment for Innovative Economy Formation. Published in: European Journal of Economic Studies , Vol. 1, No. 2021. 10 (23 April 2021): pp. 29-44.
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, Germinal G. (2020): Modeling and Forecasting Economic Growth in Sub-Saharan Africa in the Post-Covid Era.
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.
Vayi, Xolisa and Phiri, Andrew (2018): A sequential panel selection approach to cointegration analysis: An application to Wagner's law for South African provincial data.
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.
Voisin, Elisa and Hecq, Alain (2019): Forecasting bubbles with mixed causal-noncausal autoregressive models.
Vu, Binh (2017): Are population and international trade the main factors for environmental damage in China?
Vîntu, Denis (2020): Relegating - The GDP Structural Modelling Strategy, The Dynamics in Time-Series Data: Short-Run Shocks, Disequilibrium Shocks and Innovative Shocks to Nuisance. Published in: International Scientific Conference "Economic and Social Implications of the COVID-19 Pandemic: Analysis, Forecasts and Consequences Mitigation Strategies". , Vol. I, No. 2020 (23 October 2020): pp. 51-53.
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.
Waithe, Kimberly and Lorde, Troy and Francis, Brian (2010): Export-led Growth: A Case Study of Mexico. Published in: International Journal of Business, Humanities and Technology , Vol. 1, No. 1 (2011): pp. 33-44.
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
Yaacob, Nurul and Masih, Mansur (2017): Do the exchange rate fluctuations of trading partners affect the export competitiveness of a country? Malaysia as a case study.
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
Yang, Bill Huajian and Wu, Biao and Cui, Kaijie and Du, Zunwei and Fei, Glenn (2019): IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses. Forthcoming in: The Journal of Risk Model Validation
Yashkir, Yuriy and Yashkir, Olga (2013): Overnight Index Rate: Model, Calibration, and Simulation.
Yaya, OlaOluwa S. and Olayinka, Hammed Abiola and Adebiyi, Aliu A and Atoi, Ngozi Victor and Olugu, Mercy U. and Akinkunmi, Wasiu B. (2024): Rural and Urban price inflation components in Nigeria: Persistence, Connectedness and Spillovers.
Yaya, OaOluwa S and Vo, Xuan Vinh and Ogbonna, Ahamuefula E and Adewuyi, Adeolu O (2020): Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR.
Yaya, OlaOluwa and Ogbonna, Ahamuefula (2018): Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models.
Yaya, OlaOluwa A and Gil-Alana, Luis A. (2018): Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries.
Yaya, OlaOluwa A and Lukman, Adewale F. and Vo, Xuan Vinh (2022): Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices. Forthcoming in: Resources Policy
Yaya, OlaOluwa S and Adekoya, Oluwasegun B. and Adesiyan, Femi (2020): The Persistence of Stock Market Returns during the Presidential elections in Nigeria.
Yaya, OlaOluwa S and Adekoya, Oluwasegun B. and Babatunde, Oluwagbenga T. (2021): Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries.
Yaya, OlaOluwa S and Adekoya, Oluwasegun B. and Babatunde, Oluwagbenga T. (2021): Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries.
Yaya, OlaOluwa S and Ajose, Toyin S and Ogbonna, Ahamuefua E (2020): Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends.
Yaya, OlaOluwa S and Akano, Rafiu O and Adekoya, Oluwasegun B. (2021): Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic. Forthcoming in: Asian Economic Letters
Yaya, OlaOluwa S and Akinlana, Damola M and Ogbonna, Ahamuefula E (2017): Investigating Structural break-GARCH-based Unit root test in US exchange rates. Forthcoming in: Journal of Science Research , Vol. 16, (2017)
Yaya, OlaOluwa S and Gil-Alana, Luis A. (2018): High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach.
Yaya, OlaOluwa S and Ling, Pui Kiew and Furuoka, Fumitaka and Ezeoke, Chinyere Mary Rose and Jacob, Ray Ikechukwu (2018): Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework.
Yaya, OlaOluwa S and Ogbonna, Ahamuefula and Atoi, Ngozi V (2019): Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break. Forthcoming in: Journal of Empirical REview , Vol. 9,
Yaya, OlaOluwa S and Ogbonna, Ahamuefula and Mudida, Robert (2019): Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test.
Yaya, OlaOluwa S and Ogbonna, Ephraim A (2019): Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency?
Yaya, OlaOluwa S and Ogbonna, Ephraim A and Furuoka, Fumitaka and Gil-Alana, Luis A. (2019): A new unit root analysis for testing hysteresis in unemployment.
Yaya, OlaOluwa S and Ogbonna, Ephraim A and Mudida, Robert (2019): Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration.
Yaya, OlaOluwa S and Ogbonna, Ephraim A and Olubusoye, Olusanya E (2018): How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?
Yaya, OlaOluwa S and Olalude, Gbenga A and Olayinka, Hameed A and Jimoh, Toheeb A and Adebiyi, Aliu A (2020): Household Expenditure In Africa: Evidence Of Mean Reversion.
Yaya, OlaOluwa S and Oyekunrin, Oluwaseun A and Ogbonna, Ahamuefula E (2020): Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North.
Yaya, OlaOluwa S and Shittu, Olanrewaju I (2010): On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re-Assessment. Published in: American Journal of Scientific and Industrial Research , Vol. 1, No. 2 (2010): pp. 115-117.
Yaya, OlaOluwa S and Vo, Xuan Vinh and Adekoya, Oluwasegun B. (2021): Convergence among themselves and Middle-income trap of South-East Asian Nations: Findings from a New approach.
Yaya, OlaOluwa S and Vo, Xuan Vinh and Olayinka, Hammed Abiola (2021): Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach. Published in: Resources Policy , Vol. 72, No. 102045 : pp. 1-15.
Yaya, OlaOluwa S. (2021): Testing Day-of-the-week persistence and seasonality in Spanish Electricity Energy prices. Forthcoming in: Energy Research Letters
Yaya, OlaOluwa S. and Gil-Alana, Luis A. and Adekoya, Oluwasegun B. and Vo, Xuan Vinh (2021): How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses. Published in: , Vol. 74, No. 102273 (15 August 2021): pp. 1-15.
Yaya, OlaOluwa S. and Ogbonna, Ahamuefula E. and Adesina, Ayobami O. and Alobaloke, Kafayat and Vo, Xuan Vinh (2022): Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses. Forthcoming in: Resources Policy
Yaya, OlaOluwa S. and Vo, Xuan Vinh and Adekoya, Oluwasegun B. (2021): Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test.
Yeboah Asuamah, Samuel (2016): Are output fluctuations transitory or permanent in Ghana?
Yener, Coskun and Akinsomi, Omokolade and Gil-Alana, Luis A. and Yaya, OlaOluwa S (2023): Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence. Published in: Heliyon
Yilanci, Veli and Aydin, Mücahit and Aydin, Mehmet (2019): Residual Augmented Fourier ADF Unit Root Test.
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 (2018): Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors. Published in: Management of Islamic Finance: Principle, Practice, and Performance , Vol. 19, No. International Finance Review (6 November 2018): pp. 1-36.
Yildirim, Ramazan and Masih, Mansur (2013): Relationship between regional Shariah stock markets: The cointegration and causality.
Yousef, Mona and Masih, Mansur (2018): Dynamics between shariah (islamic) and non-shariah stock market indices: GCC market evidence based on static and dynamic panel techniques.
Yousef, Mona and Masih, Mansur (2017): Time-varying correlation between islamic stock indices: evidence from the GCC countries based on MGARCH-DCC approach.
Youssef, Jamile and Ishker, Nermeen and Fakhreddine, Nour (2021): GDP Forecast of the Biggest GCC Economies Using ARIMA.
Yucel, Eray M. (2005): Does Ramadan Have Any Effect on Food Prices: A Dual-Calendar Perspective on the Turkish Data.
Yurchenko, Yurii (2019): The impact of macroeconomic factors on collateral value within the framework of expected credit loss calculation.
Yusoff, Abdul and Masih, Mansur (2017): The impact of key industry-sectoral indices on islamic stock market: evidence from Malaysia.
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.
Zada, Najeeb and Masih, Mansur (2017): Exploring the relationship between the Malaysian islamic index and international islamic indices.
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?
Zahir, Faathih and Masih, Mansur (2018): Is the lead-lag relationship between financial development and economic growth symmetric ? new evidence from Bangladesh based on ARDL ad NARDL.
Zain, Syahirah and Masih, Mansur (2018): Are profit rates of the islamic investment deposit accounts independent of the interest rates of conventional banks ?
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.
Zakaria, Khairuddin and Masih, Mansur (2017): Impact of various islamic equity markets on sharia (islamic) compliant equity invesments in emerging markets.
Zanetti Chini, Emilio (2020): Dynamic Asymmetry and Fiscal Policy.
Zanetti Chini, Emilio (2010): Updating the PPP puzzle: should we use nonlinear models?
Zarei, Samira (2020): Analyzing the Asymmetric Effects of Inflation and Exchange Rate Misalignments on the Petrochemical Stock index: The Case of Iran.
Zarei, Samira (2019): How do Real Exchange Rate Movements Affect the Economic Growth in Iran?
Zhou, Siwen (2018): Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach.
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.
Zichu, Jin and Masih, Mansur (2018): Nexus of infrastructure investment, economic growth and domestic credit level: evidence from China based on nonlinear ARDL approach.
Zipitria, Leandro (2010): New Directions in Price Test for Market Definition.
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